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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1917Ticks modelled31288776Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit1375.60Gross profit1996.14Gross loss-620.53
Profit factor3.22Expected payoff22.19
Absolute drawdown72.31Maximal drawdown294.66 (2.86%)Relative drawdown2.86% (294.66)
Total trades62Short positions (won %)33 (57.58%)Long positions (won %)29 (75.86%)
Profit trades (% of total)41 (66.13%)Loss trades (% of total)21 (33.87%)
Largestprofit trade110.18loss trade-73.18
Averageprofit trade48.69loss trade-29.55
Maximumconsecutive wins (profit in money)9 (524.24)consecutive losses (loss in money)3 (-65.76)
Maximalconsecutive profit (count of wins)524.24 (9)consecutive loss (count of losses)-73.18 (1)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.06 16:00buy10.101.528960.000000.00000
22022.10.06 16:00modify10.101.528961.518961.54396
32022.10.06 17:55buy20.101.535740.000000.00000
42022.10.06 17:55modify20.101.535741.531211.54396
52022.10.06 17:55modify10.101.528961.531211.54396
62022.10.07 00:12s/l10.101.531211.531211.5439616.0910016.09
72022.10.07 00:12s/l20.101.531211.531211.54396-33.649982.45
82022.10.07 16:00buy30.101.522160.000000.00000
92022.10.07 16:00modify30.101.522161.512161.53716
102022.10.11 00:25buy40.101.528910.000000.00000
112022.10.11 00:25modify40.101.528911.524411.53716
122022.10.11 00:25modify30.101.522161.524411.53716
132022.10.11 02:20s/l30.101.524411.524411.5371615.669998.10
142022.10.11 02:20s/l40.101.524411.524411.53716-33.019965.09
152022.10.17 16:00sell50.101.567630.000000.00000
162022.10.17 16:00modify50.101.567631.577631.55263
172022.10.17 17:11sell60.101.560870.000000.00000
182022.10.17 17:11modify60.101.560871.565381.55263
192022.10.17 17:11modify50.101.567631.565381.55263
202022.10.17 17:57sell70.101.558600.000000.00000
212022.10.17 17:57modify70.101.558601.563131.55263
222022.10.17 17:57modify60.101.560871.563131.55263
232022.10.17 17:57modify50.101.567631.563131.55263
242022.10.17 21:19sell80.101.556360.000000.00000
252022.10.17 21:19modify80.101.556361.561631.55263
262022.10.17 21:19modify70.101.558601.561631.55263
272022.10.17 21:19modify60.101.560871.561631.55263
282022.10.17 21:19modify50.101.567631.561631.55263
292022.10.18 06:38t/p50.101.552631.561631.55263109.9910075.08
302022.10.18 06:38t/p60.101.552631.561631.5526360.4610135.54
312022.10.18 06:38t/p70.101.552631.561631.5526343.8310179.37
322022.10.18 06:38t/p80.101.552631.561631.5526327.4210206.79
332022.10.25 16:00sell90.101.561210.000000.00000
342022.10.25 16:00modify90.101.561211.571211.54621
352022.10.26 10:05s/l90.101.571211.571211.54621-73.1810133.61
362022.11.29 16:00sell100.101.628620.000000.00000
372022.11.29 16:00modify100.101.628621.638621.61362
382022.11.29 19:44sell110.101.621850.000000.00000
392022.11.29 19:44modify110.101.621851.626371.61362
402022.11.29 19:44modify100.101.628621.626371.61362
412022.11.30 00:54s/l100.101.626371.626371.6136216.5810150.19
422022.11.30 00:54s/l110.101.626371.626371.61362-33.0210117.17
432022.12.06 16:00sell120.101.667540.000000.00000
442022.12.06 16:00modify120.101.667541.677541.65254
452022.12.06 18:42sell130.101.660790.000000.00000
462022.12.06 18:42modify130.101.660791.665291.65254
472022.12.06 18:42modify120.101.667541.665291.65254
482022.12.06 19:30sell140.101.658530.000000.00000
492022.12.06 19:30modify140.101.658531.663041.65254
502022.12.06 19:30modify130.101.660791.663041.65254
512022.12.06 19:30modify120.101.667541.663041.65254
522022.12.06 21:01sell150.101.656290.000000.00000
532022.12.06 21:01modify150.101.656291.661541.65254
542022.12.06 21:01modify140.101.658531.661541.65254
552022.12.06 21:01modify130.101.660791.661541.65254
562022.12.06 21:01modify120.101.667541.661541.65254
572022.12.07 08:51s/l120.101.661541.661541.6525444.0510161.22
582022.12.07 08:51s/l130.101.661541.661541.65254-5.4110155.80
592022.12.07 08:51s/l140.101.661541.661541.65254-21.9710133.83
602022.12.07 08:51s/l150.101.661541.661541.65254-38.3810095.45
612022.12.09 16:00sell160.101.676130.000000.00000
622022.12.09 16:00modify160.101.676131.686131.66113
632022.12.12 05:11sell170.101.669330.000000.00000
642022.12.12 05:11modify170.101.669331.673881.66113
652022.12.12 05:11modify160.101.676131.673881.66113
662022.12.12 07:00sell180.101.667030.000000.00000
672022.12.12 07:00modify180.101.667031.671631.66113
682022.12.12 07:00modify170.101.669331.671631.66113
692022.12.12 07:00modify160.101.676131.671631.66113
702022.12.12 07:50s/l160.101.671631.671631.6611333.0610128.51
712022.12.12 07:50s/l170.101.671631.671631.66113-16.8510111.66
722022.12.12 07:50s/l180.101.671631.671631.66113-33.7110077.95
732022.12.15 16:00buy190.101.663780.000000.00000
742022.12.15 16:00modify190.101.663781.653781.67878
752022.12.16 14:54buy200.101.670550.000000.00000
762022.12.16 14:54modify200.101.670551.666031.67878
772022.12.16 14:54modify190.101.663781.666031.67878
782022.12.16 15:08s/l190.101.666031.666031.6787816.0910094.04
792022.12.16 15:08s/l200.101.666031.666031.67878-33.1510060.89
802022.12.20 16:00buy210.101.652220.000000.00000
812022.12.20 16:00modify210.101.652221.642221.66722
822022.12.20 21:53buy220.101.658970.000000.00000
832022.12.20 21:53modify220.101.658971.654471.66722
842022.12.20 21:53modify210.101.652221.654471.66722
852022.12.21 02:20s/l210.101.654471.654471.6672216.0810076.97
862022.12.21 02:20s/l220.101.654471.654471.66722-33.4310043.54
872022.12.27 16:00buy230.101.622780.000000.00000
882022.12.27 16:00modify230.101.622781.612781.63778
892022.12.28 07:27buy240.101.629550.000000.00000
902022.12.28 07:27modify240.101.629551.625031.63778
912022.12.28 07:27modify230.101.622781.625031.63778
922022.12.28 11:07buy250.101.631800.000000.00000
932022.12.28 11:07modify250.101.631801.627281.63778
942022.12.28 11:07modify240.101.629551.627281.63778
952022.12.28 11:07modify230.101.622781.627281.63778
962022.12.28 14:02buy260.101.634040.000000.00000
972022.12.28 14:02modify260.101.634041.628781.63778
982022.12.28 14:02modify250.101.631801.628781.63778
992022.12.28 14:02modify240.101.629551.628781.63778
1002022.12.28 14:02modify230.101.622781.628781.63778
1012022.12.28 14:51t/p230.101.637781.628781.63778109.5910153.13
1022022.12.28 14:51t/p240.101.637781.628781.6377860.3610213.49
1032022.12.28 14:51t/p250.101.637781.628781.6377843.8610257.35
1042022.12.28 14:51t/p260.101.637781.628781.6377827.4310284.78
1052023.01.05 16:00buy270.101.614900.000000.00000
1062023.01.05 16:00modify270.101.614901.604901.62990
1072023.01.06 13:20buy280.101.621650.000000.00000
1082023.01.06 13:20modify280.101.621651.617151.62990
1092023.01.06 13:20modify270.101.614901.617151.62990
1102023.01.06 13:30s/l270.101.617151.617151.6299016.0910300.86
1112023.01.06 13:30s/l280.101.617151.617151.62990-33.0010267.86
1122023.02.09 16:00sell290.101.632450.000000.00000
1132023.02.09 16:00modify290.101.632451.642451.61745
1142023.02.10 08:35sell300.101.625700.000000.00000
1152023.02.10 08:35modify300.101.625701.630201.61745
1162023.02.10 08:35modify290.101.632451.630201.61745
1172023.02.10 13:30sell310.101.623220.000000.00000
1182023.02.10 13:30modify310.101.623221.627951.61745
1192023.02.10 13:30modify300.101.625701.627951.61745
1202023.02.10 13:30modify290.101.632451.627951.61745
1212023.02.10 13:30sell320.101.621100.000000.00000
1222023.02.10 13:30modify320.101.621101.626451.61745
1232023.02.10 13:30modify310.101.623221.626451.61745
1242023.02.10 13:30modify300.101.625701.626451.61745
1252023.02.10 13:30modify290.101.632451.626451.61745
1262023.02.10 15:00t/p290.101.617451.626451.61745109.9910377.85
1272023.02.10 15:00t/p300.101.617451.626451.6174560.4510438.30
1282023.02.10 15:00t/p310.101.617451.626451.6174542.2710480.57
1292023.02.10 15:00t/p320.101.617451.626451.6174526.7410507.31
1302023.02.10 16:00buy330.101.612840.000000.00000
1312023.02.10 16:00modify330.101.612841.602841.62784
1322023.02.13 15:51buy340.101.619600.000000.00000
1332023.02.13 15:51modify340.101.619601.615091.62784
1342023.02.13 15:51modify330.101.612841.615091.62784
1352023.02.14 07:01buy350.101.621860.000000.00000
1362023.02.14 07:01modify350.101.621861.617341.62784
1372023.02.14 07:01modify340.101.619601.617341.62784
1382023.02.14 07:01modify330.101.612841.617341.62784
1392023.02.14 08:59buy360.101.624100.000000.00000
1402023.02.14 08:59modify360.101.624101.618841.62784
1412023.02.14 08:59modify350.101.621861.618841.62784
1422023.02.14 08:59modify340.101.619601.618841.62784
1432023.02.14 08:59modify330.101.612841.618841.62784
1442023.02.14 11:16t/p330.101.627841.618841.62784109.1710616.48
1452023.02.14 11:16t/p340.101.627841.618841.6278460.0210676.50
1462023.02.14 11:16t/p350.101.627841.618841.6278443.8610720.36
1472023.02.14 11:16t/p360.101.627841.618841.6278427.4310747.79
1482023.02.21 16:00sell370.101.638650.000000.00000
1492023.02.21 16:00modify370.101.638651.648651.62365
1502023.02.22 21:16sell380.101.631890.000000.00000
1512023.02.22 21:16modify380.101.631891.636401.62365
1522023.02.22 21:16modify370.101.638651.636401.62365
1532023.02.23 08:40sell390.101.629640.000000.00000
1542023.02.23 08:40modify390.101.629641.634151.62365
1552023.02.23 08:40modify380.101.631891.634151.62365
1562023.02.23 08:40modify370.101.638651.634151.62365
1572023.02.23 09:20sell400.101.627390.000000.00000
1582023.02.23 09:20modify400.101.627391.632651.62365
1592023.02.23 09:20modify390.101.629641.632651.62365
1602023.02.23 09:20modify380.101.631891.632651.62365
1612023.02.23 09:20modify370.101.638651.632651.62365
1622023.02.23 13:30s/l370.101.632651.632651.6236544.3210792.10
1632023.02.23 13:30s/l380.101.632651.632651.62365-5.3010786.80
1642023.02.23 13:30s/l390.101.632651.632651.62365-22.0610764.74
1652023.02.23 13:30s/l400.101.632651.632651.62365-38.5410726.20
1662023.03.02 16:00buy410.101.626640.000000.00000
1672023.03.02 16:00modify410.101.626641.616641.64164
1682023.03.03 13:27buy420.101.633390.000000.00000
1692023.03.03 13:27modify420.101.633391.628891.64164
1702023.03.03 13:27modify410.101.626641.628891.64164
1712023.03.03 14:00buy430.101.635710.000000.00000
1722023.03.03 14:00modify430.101.635711.631141.64164
1732023.03.03 14:00modify420.101.633391.631141.64164
1742023.03.03 14:00modify410.101.626641.631141.64164
1752023.03.03 15:51s/l410.101.631141.631141.6416432.5810758.78
1762023.03.03 15:51s/l420.101.631141.631141.64164-16.5010742.28
1772023.03.03 15:51s/l430.101.631141.631141.64164-33.5210708.76
1782023.04.14 16:00buy440.101.661450.000000.00000
1792023.04.14 16:00modify440.101.661451.651451.67645
1802023.04.19 06:39buy450.101.668210.000000.00000
1812023.04.19 06:39modify450.101.668211.663701.67645
1822023.04.19 06:39modify440.101.661451.663701.67645
1832023.04.19 06:48buy460.101.670480.000000.00000
1842023.04.19 06:48modify460.101.670481.665951.67645
1852023.04.19 06:48modify450.101.668211.665951.67645
1862023.04.19 06:48modify440.101.661451.665951.67645
1872023.04.19 13:39buy470.101.672730.000000.00000
1882023.04.19 13:39modify470.101.672731.667451.67645
1892023.04.19 13:39modify460.101.670481.667451.67645
1902023.04.19 13:39modify450.101.668211.667451.67645
1912023.04.19 13:39modify440.101.661451.667451.67645
1922023.04.20 08:32t/p440.101.676451.667451.67645107.4810816.24
1932023.04.20 08:32t/p450.101.676451.667451.6764559.1810875.42
1942023.04.20 08:32t/p460.101.676451.667451.6764542.5310917.94
1952023.04.20 08:32t/p470.101.676451.667451.6764526.0310943.97
1962023.04.26 16:00sell480.101.698050.000000.00000
1972023.04.26 16:00modify480.101.698051.708051.68305
1982023.05.01 16:05sell490.101.691280.000000.00000
1992023.05.01 16:05modify490.101.691281.695801.68305
2002023.05.01 16:05modify480.101.698051.695801.68305
2012023.05.02 12:43s/l480.101.695801.695801.6830517.0210960.99
2022023.05.02 12:43s/l490.101.695801.695801.68305-33.0210927.97
2032023.06.08 16:00sell500.101.678580.000000.00000
2042023.06.08 16:00modify500.101.678581.688581.66358
2052023.06.09 09:39sell510.101.671830.000000.00000
2062023.06.09 09:39modify510.101.671831.676331.66358
2072023.06.09 09:39modify500.101.678581.676331.66358
2082023.06.09 12:30s/l500.101.676331.676331.6635816.5710944.54
2092023.06.09 12:30s/l510.101.676331.676331.66358-32.9810911.56
2102023.07.14 16:00sell520.101.731090.000000.00000
2112023.07.14 16:00modify520.101.731091.741091.71609
2122023.07.17 13:35sell530.101.724340.000000.00000
2132023.07.17 13:35modify530.101.724341.728841.71609
2142023.07.17 13:35modify520.101.731091.728841.71609
2152023.07.17 14:57sell540.101.722010.000000.00000
2162023.07.17 14:57modify540.101.722011.726591.71609
2172023.07.17 14:57modify530.101.724341.726591.71609
2182023.07.17 14:57modify520.101.731091.726591.71609
2192023.07.18 00:40s/l520.101.726591.726591.7160933.1610944.72
2202023.07.18 00:40s/l530.101.726591.726591.71609-16.3910928.33
2212023.07.18 00:40s/l540.101.726591.726591.71609-33.4610894.86
2222023.07.24 16:00buy550.101.687680.000000.00000
2232023.07.24 16:00modify550.101.687681.677681.70268
2242023.07.25 13:09buy560.101.694440.000000.00000
2252023.07.25 13:09modify560.101.694441.689931.70268
2262023.07.25 13:09modify550.101.687681.689931.70268
2272023.07.25 14:16buy570.101.696690.000000.00000
2282023.07.25 14:16modify570.101.696691.692181.70268
2292023.07.25 14:16modify560.101.694441.692181.70268
2302023.07.25 14:16modify550.101.687681.692181.70268
2312023.07.25 18:58buy580.101.698930.000000.00000
2322023.07.25 18:58modify580.101.698931.693681.70268
2332023.07.25 18:58modify570.101.696691.693681.70268
2342023.07.25 18:58modify560.101.694441.693681.70268
2352023.07.25 18:58modify550.101.687681.693681.70268
2362023.07.26 08:35t/p550.101.702681.693681.70268109.1711004.03
2372023.07.26 08:35t/p560.101.702681.693681.7026860.0111064.04
2382023.07.26 08:35t/p570.101.702681.693681.7026843.5111107.55
2392023.07.26 08:35t/p580.101.702681.693681.7026827.0811134.63
2402023.07.26 16:00sell590.101.709090.000000.00000
2412023.07.26 16:00modify590.101.709091.719091.69409
2422023.07.27 12:30sell600.101.702230.000000.00000
2432023.07.27 12:30modify600.101.702231.706841.69409
2442023.07.27 12:30modify590.101.709091.706841.69409
2452023.07.27 12:32sell610.101.700070.000000.00000
2462023.07.27 12:32modify610.101.700071.704591.69409
2472023.07.27 12:32modify600.101.702231.704591.69409
2482023.07.27 12:32modify590.101.709091.704591.69409
2492023.07.27 12:53sell620.101.697820.000000.00000
2502023.07.27 12:53modify620.101.697821.703091.69409
2512023.07.27 12:53modify610.101.700071.703091.69409
2522023.07.27 12:53modify600.101.702231.703091.69409
2532023.07.27 12:53modify590.101.709091.703091.69409
2542023.07.27 14:12t/p590.101.694091.703091.69409110.1811244.80
2552023.07.27 14:12t/p600.101.694091.703091.6940959.6511304.45
2562023.07.27 14:12t/p610.101.694091.703091.6940943.8211348.27
2572023.07.27 14:12t/p620.101.694091.703091.6940927.3311375.60