Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period4 Hours (H4) 2022.09.01 00:00 - 2023.08.31 20:00 (2022.09.01 - 2023.09.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1;
Bars in test2617Ticks modelled80051Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit1553.90Gross profit2088.53Gross loss-534.62
Profit factor3.91Expected payoff27.26
Absolute drawdown71.74Maximal drawdown264.31 (2.57%)Relative drawdown2.57% (264.31)
Total trades57Short positions (won %)28 (53.57%)Long positions (won %)29 (86.21%)
Profit trades (% of total)40 (70.18%)Loss trades (% of total)17 (29.82%)
Largestprofit trade110.18loss trade-73.18
Averageprofit trade52.21loss trade-31.45
Maximumconsecutive wins (profit in money)13 (825.04)consecutive losses (loss in money)3 (-70.02)
Maximalconsecutive profit (count of wins)825.04 (13)consecutive loss (count of losses)-73.18 (1)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.06 16:00buy10.101.528960.000000.00000
22022.10.06 16:00modify10.101.528961.518961.54396
32022.10.07 03:25buy20.101.535720.000000.00000
42022.10.07 03:25modify20.101.535721.531211.54396
52022.10.07 03:25modify10.101.528961.531211.54396
62022.10.07 06:40s/l10.101.531211.531211.5439616.0910016.09
72022.10.07 06:40s/l20.101.531211.531211.54396-33.079983.02
82022.10.07 16:00buy30.101.522160.000000.00000
92022.10.07 16:00modify30.101.522161.512161.53716
102022.10.11 00:40buy40.101.529210.000000.00000
112022.10.11 00:40modify40.101.529211.524411.53716
122022.10.11 00:40modify30.101.522161.524411.53716
132022.10.11 02:40s/l30.101.524411.524411.5371615.669998.68
142022.10.11 02:40s/l40.101.524411.524411.53716-35.219963.47
152022.10.17 16:00sell50.101.567630.000000.00000
162022.10.17 16:00modify50.101.567631.577631.55263
172022.10.17 17:20sell60.101.560880.000000.00000
182022.10.17 17:20modify60.101.560881.565381.55263
192022.10.17 17:20modify50.101.567631.565381.55263
202022.10.17 17:40sell70.101.558600.000000.00000
212022.10.17 17:40modify70.101.558601.563131.55263
222022.10.17 17:40modify60.101.560881.563131.55263
232022.10.17 17:40modify50.101.567631.563131.55263
242022.10.17 22:50sell80.101.556210.000000.00000
252022.10.17 22:50modify80.101.556211.561631.55263
262022.10.17 22:50modify70.101.558601.561631.55263
272022.10.17 22:50modify60.101.560881.561631.55263
282022.10.17 22:50modify50.101.567631.561631.55263
292022.10.18 06:15t/p50.101.552631.561631.55263109.9910073.45
302022.10.18 06:15t/p60.101.552631.561631.5526360.5310133.98
312022.10.18 06:15t/p70.101.552631.561631.5526343.8310177.81
322022.10.18 06:15t/p80.101.552631.561631.5526326.3210204.13
332022.10.25 16:00sell90.101.561210.000000.00000
342022.10.25 16:00modify90.101.561211.571211.54621
352022.10.26 10:15s/l90.101.571211.571211.54621-73.1810130.95
362022.11.29 16:00sell100.101.628620.000000.00000
372022.11.29 16:00modify100.101.628621.638621.61362
382022.11.29 19:40sell110.101.621700.000000.00000
392022.11.29 19:40modify110.101.621701.626371.61362
402022.11.29 19:40modify100.101.628621.626371.61362
412022.11.30 00:40s/l100.101.626371.626371.6136216.5810147.53
422022.11.30 00:40s/l110.101.626371.626371.61362-34.1210113.41
432022.12.06 16:00sell120.101.667540.000000.00000
442022.12.06 16:00modify120.101.667541.677541.65254
452022.12.06 18:30sell130.101.660720.000000.00000
462022.12.06 18:30modify130.101.660721.665291.65254
472022.12.06 18:30modify120.101.667541.665291.65254
482022.12.06 23:55sell140.101.656050.000000.00000
492022.12.06 23:55modify140.101.656051.661541.65254
502022.12.06 23:55modify130.101.660721.661541.65254
512022.12.06 23:55modify120.101.667541.661541.65254
522022.12.07 08:25sell150.101.658270.000000.00000
532022.12.07 08:25modify150.101.658271.663041.65254
542022.12.07 08:30modify150.101.658271.661541.65254
552022.12.07 08:40s/l120.101.661541.661541.6525444.0510157.46
562022.12.07 08:40s/l130.101.661541.661541.65254-5.9210151.54
572022.12.07 08:40s/l140.101.661541.661541.65254-40.1410111.40
582022.12.07 08:40s/l150.101.661541.661541.65254-23.9610087.44
592022.12.09 16:00sell160.101.676130.000000.00000
602022.12.09 16:00modify160.101.676131.686131.66113
612022.12.12 05:55sell170.101.669160.000000.00000
622022.12.12 05:55modify170.101.669161.673881.66113
632022.12.12 05:55modify160.101.676131.673881.66113
642022.12.12 08:30s/l160.101.673881.673881.6611316.5810104.01
652022.12.12 08:30s/l170.101.673881.673881.66113-34.5810069.43
662022.12.15 16:00buy180.101.663780.000000.00000
672022.12.15 16:00modify180.101.663781.653781.67878
682022.12.16 14:40buy190.101.670720.000000.00000
692022.12.16 14:40modify190.101.670721.666031.67878
702022.12.16 14:40modify180.101.663781.666031.67878
712022.12.16 15:30s/l180.101.666031.666031.6787816.0910085.52
722022.12.16 15:30s/l190.101.666031.666031.67878-34.3910051.13
732022.12.20 16:00buy200.101.652220.000000.00000
742022.12.20 16:00modify200.101.652221.642221.66722
752022.12.20 21:40buy210.101.659050.000000.00000
762022.12.20 21:40modify210.101.659051.654471.66722
772022.12.20 21:40modify200.101.652221.654471.66722
782022.12.21 02:40s/l200.101.654471.654471.6672216.0810067.21
792022.12.21 02:40s/l210.101.654471.654471.66722-34.0110033.20
802022.12.27 16:00buy220.101.622780.000000.00000
812022.12.27 16:00modify220.101.622781.612781.63778
822022.12.28 07:25buy230.101.629560.000000.00000
832022.12.28 07:25modify230.101.629561.625031.63778
842022.12.28 07:25modify220.101.622781.625031.63778
852022.12.28 13:20buy240.101.632080.000000.00000
862022.12.28 13:20modify240.101.632081.627281.63778
872022.12.28 13:20modify230.101.629561.627281.63778
882022.12.28 13:20modify220.101.622781.627281.63778
892022.12.28 14:40t/p220.101.637781.627281.63778109.5910142.79
902022.12.28 14:40t/p230.101.637781.627281.6377860.2910203.08
912022.12.28 14:40t/p240.101.637781.627281.6377841.8110244.89
922023.01.05 16:00buy250.101.614900.000000.00000
932023.01.05 16:00modify250.101.614901.604901.62990
942023.01.06 18:10buy260.101.624060.000000.00000
952023.01.06 18:10modify260.101.624061.619401.62990
962023.01.06 18:10modify250.101.614901.619401.62990
972023.01.06 19:40buy270.101.626200.000000.00000
982023.01.06 19:40modify270.101.626201.620901.62990
992023.01.06 19:40modify260.101.624061.620901.62990
1002023.01.06 19:40modify250.101.614901.620901.62990
1012023.01.09 06:33t/p250.101.629901.620901.62990109.1810354.07
1022023.01.09 06:33t/p260.101.629901.620901.6299042.4210396.48
1032023.01.09 06:33t/p270.101.629901.620901.6299026.7210423.20
1042023.02.09 16:00sell280.101.632450.000000.00000
1052023.02.09 16:00modify280.101.632451.642451.61745
1062023.02.10 08:50sell290.101.625570.000000.00000
1072023.02.10 08:50modify290.101.625571.630201.61745
1082023.02.10 08:50modify280.101.632451.630201.61745
1092023.02.10 13:30sell300.101.621110.000000.00000
1102023.02.10 13:30modify300.101.621111.626451.61745
1112023.02.10 13:30modify290.101.625571.626451.61745
1122023.02.10 13:30modify280.101.632451.626451.61745
1132023.02.10 15:20t/p280.101.617451.626451.61745109.9910533.19
1142023.02.10 15:20t/p290.101.617451.626451.6174559.4910592.68
1152023.02.10 15:20t/p300.101.617451.626451.6174526.8110619.49
1162023.02.10 16:00buy310.101.612840.000000.00000
1172023.02.10 16:00modify310.101.612841.602841.62784
1182023.02.13 15:59buy320.101.619830.000000.00000
1192023.02.13 15:59modify320.101.619831.615091.62784
1202023.02.13 15:59modify310.101.612841.615091.62784
1212023.02.14 08:46buy330.101.624180.000000.00000
1222023.02.14 08:46modify330.101.624181.618841.62784
1232023.02.14 08:46modify320.101.619831.618841.62784
1242023.02.14 08:46modify310.101.612841.618841.62784
1252023.02.14 11:06t/p310.101.627841.618841.62784109.1710728.66
1262023.02.14 11:06t/p320.101.627841.618841.6278458.3310786.99
1272023.02.14 11:06t/p330.101.627841.618841.6278426.8510813.84
1282023.02.21 16:00sell340.101.638650.000000.00000
1292023.02.21 16:00modify340.101.638651.648651.62365
1302023.02.22 21:40sell350.101.631620.000000.00000
1312023.02.22 21:40modify350.101.631621.636401.62365
1322023.02.22 21:40modify340.101.638651.636401.62365
1332023.02.23 08:30sell360.101.629500.000000.00000
1342023.02.23 08:30modify360.101.629501.634151.62365
1352023.02.23 08:30modify350.101.631621.634151.62365
1362023.02.23 08:30modify340.101.638651.634151.62365
1372023.02.23 18:00sell370.101.627390.000000.00000
1382023.02.23 18:00modify370.101.627391.632651.62365
1392023.02.23 18:00modify360.101.629501.632651.62365
1402023.02.23 18:00modify350.101.631621.632651.62365
1412023.02.23 18:00modify340.101.638651.632651.62365
1422023.02.24 08:40s/l340.101.632651.632651.6236544.4110858.24
1432023.02.24 08:40s/l350.101.632651.632651.62365-7.1910851.05
1442023.02.24 08:40s/l360.101.632651.632651.62365-22.9910828.06
1452023.02.24 08:40s/l370.101.632651.632651.62365-38.4510789.61
1462023.03.02 16:00buy380.101.626640.000000.00000
1472023.03.02 16:00modify380.101.626641.616641.64164
1482023.03.03 17:30buy390.101.633440.000000.00000
1492023.03.03 17:30modify390.101.633441.628891.64164
1502023.03.03 17:30modify380.101.626641.628891.64164
1512023.03.03 18:40buy400.101.635840.000000.00000
1522023.03.03 18:40modify400.101.635841.631141.64164
1532023.03.03 18:40modify390.101.633441.631141.64164
1542023.03.03 18:40modify380.101.626641.631141.64164
1552023.03.03 19:40buy410.101.637910.000000.00000
1562023.03.03 19:40modify410.101.637911.632641.64164
1572023.03.03 19:40modify400.101.635841.632641.64164
1582023.03.03 19:40modify390.101.633441.632641.64164
1592023.03.03 19:40modify380.101.626641.632641.64164
1602023.03.07 07:40t/p380.101.641641.632641.64164108.7510898.35
1612023.03.07 07:40t/p390.101.641641.632641.6416459.3010957.65
1622023.03.07 07:40t/p400.101.641641.632641.6416441.7010999.34
1632023.03.07 07:40t/p410.101.641641.632641.6416426.5211025.86
1642023.04.14 16:00buy420.101.661450.000000.00000
1652023.04.14 16:00modify420.101.661451.651451.67645
1662023.04.19 06:50buy430.101.670710.000000.00000
1672023.04.19 06:50modify430.101.670711.665951.67645
1682023.04.19 06:50modify420.101.661451.665951.67645
1692023.04.19 09:55buy440.101.668220.000000.00000
1702023.04.19 09:55modify440.101.668221.663701.67645
1712023.04.19 09:55modify440.101.668221.665951.67645
1722023.04.19 13:30buy450.101.672910.000000.00000
1732023.04.19 13:30modify450.101.672911.667451.67645
1742023.04.19 13:30modify430.101.670711.667451.67645
1752023.04.19 13:30modify440.101.668221.667451.67645
1762023.04.19 13:30modify420.101.661451.667451.67645
1772023.04.20 08:40t/p420.101.676451.667451.67645107.4811133.34
1782023.04.20 08:40t/p430.101.676451.667451.6764540.8411174.18
1792023.04.20 08:40t/p440.101.676451.667451.6764559.1011233.27
1802023.04.20 08:40t/p450.101.676451.667451.6764524.7111257.98
1812023.04.26 16:00sell460.101.698050.000000.00000
1822023.04.26 16:00modify460.101.698051.708051.68305
1832023.05.01 16:20sell470.101.691300.000000.00000
1842023.05.01 16:20modify470.101.691301.695801.68305
1852023.05.01 16:20modify460.101.698051.695801.68305
1862023.05.02 12:40s/l460.101.695801.695801.6830517.0211275.00
1872023.05.02 12:40s/l470.101.695801.695801.68305-32.8811242.12
1882023.06.08 16:00sell480.101.678580.000000.00000
1892023.06.08 16:00modify480.101.678581.688581.66358
1902023.06.09 09:40sell490.101.671630.000000.00000
1912023.06.09 09:40modify490.101.671631.676331.66358
1922023.06.09 09:40modify480.101.678581.676331.66358
1932023.06.09 12:20s/l480.101.676331.676331.6635816.5711258.69
1942023.06.09 12:20s/l490.101.676331.676331.66358-34.4411224.25
1952023.07.14 16:00sell500.101.731090.000000.00000
1962023.07.14 16:00modify500.101.731091.741091.71609
1972023.07.17 14:00sell510.101.724320.000000.00000
1982023.07.17 14:00modify510.101.724321.728841.71609
1992023.07.17 14:00modify500.101.731091.728841.71609
2002023.07.17 14:40sell520.101.722000.000000.00000
2012023.07.17 14:40modify520.101.722001.726591.71609
2022023.07.17 14:40modify510.101.724321.726591.71609
2032023.07.17 14:40modify500.101.731091.726591.71609
2042023.07.18 00:40s/l500.101.726591.726591.7160933.1611257.41
2052023.07.18 00:40s/l510.101.726591.726591.71609-16.5411240.87
2062023.07.18 00:40s/l520.101.726591.726591.71609-33.5411207.33
2072023.07.24 16:00buy530.101.687680.000000.00000
2082023.07.24 16:00modify530.101.687681.677681.70268
2092023.07.25 13:40buy540.101.694730.000000.00000
2102023.07.25 13:40modify540.101.694731.689931.70268
2112023.07.25 13:40modify530.101.687681.689931.70268
2122023.07.25 14:40buy550.101.696730.000000.00000
2132023.07.25 14:40modify550.101.696731.692181.70268
2142023.07.25 14:40modify540.101.694731.692181.70268
2152023.07.25 14:40modify530.101.687681.692181.70268
2162023.07.25 18:50buy560.101.699060.000000.00000
2172023.07.25 18:50modify560.101.699061.693681.70268
2182023.07.25 18:50modify550.101.696731.693681.70268
2192023.07.25 18:50modify540.101.694731.693681.70268
2202023.07.25 18:50modify530.101.687681.693681.70268
2212023.07.26 08:30t/p530.101.702681.693681.70268109.1711316.49
2222023.07.26 08:30t/p540.101.702681.693681.7026857.8911374.38
2232023.07.26 08:30t/p550.101.702681.693681.7026843.2211417.60
2242023.07.26 08:30t/p560.101.702681.693681.7026826.1311443.73
2252023.07.26 16:00sell570.101.709090.000000.00000
2262023.07.26 16:00modify570.101.709091.719091.69409
2272023.07.27 14:30t/p570.101.694091.719091.69409110.1811553.90