Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period1 Hour (H1) 2022.10.02 21:00 - 2023.09.29 20:00 (2022.10.01 - 2023.10.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; 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=110; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 test7234Ticks modelled157756Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit1534.77Gross profit1955.21Gross loss-420.43
Profit factor4.65Expected payoff32.65
Absolute drawdown63.01Maximal drawdown198.81 (1.78%)Relative drawdown1.88% (190.75)
Total trades47Short positions (won %)24 (75.00%)Long positions (won %)23 (78.26%)
Profit trades (% of total)36 (76.60%)Loss trades (% of total)11 (23.40%)
Largestprofit trade103.06loss trade-81.54
Averageprofit trade54.31loss trade-38.22
Maximumconsecutive wins (profit in money)8 (456.46)consecutive losses (loss in money)2 (-47.34)
Maximalconsecutive profit (count of wins)456.46 (8)consecutive loss (count of losses)-81.54 (1)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.07 14:00buy10.101.523290.000000.00000
22022.10.07 14:00modify10.101.523291.512291.53729
32022.10.11 08:50buy20.101.529690.000000.00000
42022.10.11 08:50modify20.101.529691.524691.53729
52022.10.11 08:50modify10.101.523291.524691.53729
62022.10.11 11:20buy30.101.531700.000000.00000
72022.10.11 11:20modify30.101.531701.528891.53729
82022.10.11 11:20modify20.101.529691.528891.53729
92022.10.11 11:20modify10.101.523291.528891.53729
102022.10.11 11:45s/l10.101.528891.528891.5372940.9410040.94
112022.10.11 11:45s/l20.101.528891.528891.53729-5.8910035.05
122022.10.11 11:45s/l30.101.528891.528891.53729-20.6910014.36
132022.10.11 20:00buy40.101.516480.000000.00000
142022.10.11 20:00modify40.101.516481.505481.53048
152022.10.12 08:25buy50.101.522840.000000.00000
162022.10.12 08:25modify50.101.522841.517881.53048
172022.10.12 08:25modify40.101.516481.517881.53048
182022.10.12 09:55buy60.101.525150.000000.00000
192022.10.12 09:55modify60.101.525151.522081.53048
202022.10.12 09:55modify50.101.522841.522081.53048
212022.10.12 09:55modify40.101.516481.522081.53048
222022.10.12 11:27buy70.101.526410.000000.00000
232022.10.12 11:27modify70.101.526411.521381.53048
242022.10.12 11:27modify60.101.525151.521381.53048
252022.10.12 11:27modify50.101.522841.521381.53048
262022.10.12 11:27modify40.101.516481.521381.53048
272022.10.12 15:50t/p40.101.530481.521381.53048102.9210117.27
282022.10.12 15:50t/p50.101.530481.521381.5304856.2410173.51
292022.10.12 15:50t/p60.101.530481.521381.5304839.2410212.75
302022.10.12 15:50t/p70.101.530481.521381.5304829.9610242.71
312022.10.13 12:00sell80.101.553160.000000.00000
322022.10.13 12:00modify80.101.553161.564161.53916
332022.10.14 11:55sell90.101.544550.000000.00000
342022.10.14 11:55modify90.101.544551.547561.53916
352022.10.14 11:55modify80.101.553161.547561.53916
362022.10.14 11:59sell100.101.546790.000000.00000
372022.10.14 11:59modify100.101.546791.551761.53916
382022.10.14 12:00modify100.101.546791.547561.53916
392022.10.14 12:02s/l80.101.547561.547561.5391640.8910283.61
402022.10.14 12:02s/l90.101.547561.547561.53916-22.1610261.45
412022.10.14 12:02s/l100.101.547561.547561.53916-5.6710255.78
422022.10.14 15:00sell110.101.561260.000000.00000
432022.10.14 15:00modify110.101.561261.572261.54726
442022.10.14 15:20sell120.101.554910.000000.00000
452022.10.14 15:20modify120.101.554911.559861.54726
462022.10.14 15:20modify110.101.561261.559861.54726
472022.10.14 16:35sell130.101.551380.000000.00000
482022.10.14 16:35modify130.101.551381.556361.54726
492022.10.14 16:35modify120.101.554911.556361.54726
502022.10.14 16:35modify110.101.561261.556361.54726
512022.10.16 21:00s/l110.101.556361.556361.5472636.0610291.84
522022.10.16 21:00s/l120.101.556361.556361.54726-10.6810281.16
532022.10.16 21:00s/l130.101.556361.556361.54726-36.6610244.50
542022.10.17 15:00sell140.101.569580.000000.00000
552022.10.17 15:00modify140.101.569581.580581.55558
562022.10.17 16:35sell150.101.563250.000000.00000
572022.10.17 16:35modify150.101.563251.568181.55558
582022.10.17 16:35modify140.101.569581.568181.55558
592022.10.17 17:12sell160.101.561050.000000.00000
602022.10.17 17:12modify160.101.561051.563981.55558
612022.10.17 17:12modify150.101.563251.563981.55558
622022.10.17 17:12modify140.101.569581.563981.55558
632022.10.17 18:10sell170.101.559610.000000.00000
642022.10.17 18:10modify170.101.559611.564681.55558
652022.10.17 18:10modify160.101.561051.564681.55558
662022.10.17 18:10modify150.101.563251.564681.55558
672022.10.17 18:10modify140.101.569581.564681.55558
682022.10.18 05:45t/p140.101.555581.564681.55558102.7310347.23
692022.10.18 05:45t/p150.101.555581.564681.5555856.1310403.36
702022.10.18 05:45t/p160.101.555581.564681.5555839.9410443.31
712022.10.18 05:45t/p170.101.555581.564681.5555829.3410472.65
722022.11.03 09:00buy180.101.548840.000000.00000
732022.11.03 09:00modify180.101.548841.537841.56284
742022.11.03 15:40s/l180.101.537841.537841.56284-80.9810391.67
752022.11.09 10:00buy190.101.540220.000000.00000
762022.11.09 10:00modify190.101.540221.529221.55422
772022.11.10 13:40buy200.101.550260.000000.00000
782022.11.10 13:40modify200.101.550261.545121.55422
792022.11.10 13:40modify190.101.540221.545121.55422
802022.11.10 13:45t/p190.101.554221.545121.55422102.6310494.31
812022.11.10 13:45t/p200.101.554221.545121.5542229.1510523.46
822022.11.10 14:00sell210.101.555370.000000.00000
832022.11.10 14:00modify210.101.555371.566371.54137
842022.11.11 12:20s/l210.101.566371.566371.54137-81.3010442.16
852022.11.15 14:00sell220.101.586560.000000.00000
862022.11.15 14:00modify220.101.586561.597561.57256
872022.11.15 15:50sell230.101.580020.000000.00000
882022.11.15 15:50modify230.101.580021.585161.57256
892022.11.15 15:50modify220.101.586561.585161.57256
902022.11.15 16:26sell240.101.578070.000000.00000
912022.11.15 16:26modify240.101.578071.580961.57256
922022.11.15 16:26modify230.101.580021.580961.57256
932022.11.15 16:26modify220.101.586561.580961.57256
942022.11.15 17:20sell250.101.576730.000000.00000
952022.11.15 17:20modify250.101.576731.581661.57256
962022.11.15 17:20modify240.101.578071.581661.57256
972022.11.15 17:20modify230.101.580021.581661.57256
982022.11.15 17:20modify220.101.586561.581661.57256
992022.11.15 19:02t/p220.101.572561.581661.57256103.0610545.22
1002022.11.15 19:02t/p230.101.572561.581661.5725654.9210600.14
1012022.11.15 19:02t/p240.101.572561.581661.5725640.5610640.70
1022022.11.15 19:02t/p250.101.572561.581661.5725630.7010671.40
1032022.11.29 17:00sell260.101.635330.000000.00000
1042022.11.29 17:00modify260.101.635331.646331.62133
1052022.11.29 18:45sell270.101.625290.000000.00000
1062022.11.29 18:45modify270.101.625291.630431.62133
1072022.11.29 18:45modify260.101.635331.630431.62133
1082022.11.30 01:57sell280.101.626650.000000.00000
1092022.11.30 01:57modify280.101.626651.629731.62133
1102022.11.30 01:59modify280.101.626651.630431.62133
1112022.11.30 13:02t/p260.101.621331.630431.62133102.7310774.13
1122022.11.30 13:02t/p270.101.621331.630431.6213328.8210802.96
1132022.11.30 13:02t/p280.101.621331.630431.6213339.1610842.12
1142022.12.01 15:00sell290.101.649670.000000.00000
1152022.12.01 15:00modify290.101.649671.660671.63567
1162022.12.01 17:20sell300.101.643270.000000.00000
1172022.12.01 17:20modify300.101.643271.648271.63567
1182022.12.01 17:20modify290.101.649671.648271.63567
1192022.12.01 19:15s/l290.101.648271.648271.6356710.3010852.42
1202022.12.01 19:15s/l300.101.648271.648271.63567-36.8110815.61
1212022.12.15 16:00buy310.101.663780.000000.00000
1222022.12.15 16:00modify310.101.663781.652781.67778
1232022.12.16 14:55buy320.101.670350.000000.00000
1242022.12.16 14:55modify320.101.670351.665181.67778
1252022.12.16 14:55modify310.101.663781.665181.67778
1262022.12.16 15:20s/l310.101.665181.665181.6777810.1610825.76
1272022.12.16 15:20s/l320.101.665181.665181.67778-38.0610787.70
1282023.01.03 09:00buy330.101.622030.000000.00000
1292023.01.03 09:00modify330.101.622031.611031.63603
1302023.01.03 12:25buy340.101.630480.000000.00000
1312023.01.03 12:25modify340.101.630481.627631.63603
1322023.01.03 12:25modify330.101.622031.627631.63603
1332023.01.03 13:15t/p330.101.636031.627631.63603103.0610890.76
1342023.01.03 13:15t/p340.101.636031.627631.6360340.8510931.61
1352023.01.03 14:00sell350.101.639120.000000.00000
1362023.01.03 14:00modify350.101.639121.650121.62512
1372023.01.04 08:59sell360.101.632540.000000.00000
1382023.01.04 08:59modify360.101.632541.637721.62512
1392023.01.04 08:59modify350.101.639121.637721.62512
1402023.01.04 13:55sell370.101.629260.000000.00000
1412023.01.04 13:55modify370.101.629261.634221.62512
1422023.01.04 13:55modify360.101.632541.634221.62512
1432023.01.04 13:55modify350.101.639121.634221.62512
1442023.01.04 14:22sell380.101.630610.000000.00000
1452023.01.04 14:22modify380.101.630611.633521.62512
1462023.01.04 14:25modify380.101.630611.634221.62512
1472023.01.04 16:20t/p350.101.625121.634221.62512102.7211034.34
1482023.01.04 16:20t/p360.101.625121.634221.6251254.6211088.96
1492023.01.04 16:20t/p370.101.625121.634221.6251230.4811119.44
1502023.01.04 16:20t/p380.101.625121.634221.6251240.4111159.85
1512023.01.31 16:00buy390.101.642530.000000.00000
1522023.01.31 16:00modify390.101.642531.631531.65653
1532023.02.02 16:50s/l390.101.631531.631531.65653-81.5411078.31
1542023.02.03 16:00buy400.101.618500.000000.00000
1552023.02.03 16:00modify400.101.618501.607501.63250
1562023.02.08 17:15buy410.101.624840.000000.00000
1572023.02.08 17:15modify410.101.624841.619901.63250
1582023.02.08 17:15modify400.101.618501.619901.63250
1592023.02.09 10:05buy420.101.626970.000000.00000
1602023.02.09 10:05modify420.101.626971.624101.63250
1612023.02.09 10:05modify410.101.624841.624101.63250
1622023.02.09 10:05modify400.101.618501.624101.63250
1632023.02.09 10:40buy430.101.628370.000000.00000
1642023.02.09 10:40modify430.101.628371.623401.63250
1652023.02.09 10:40modify420.101.626971.623401.63250
1662023.02.09 10:40modify410.101.624841.623401.63250
1672023.02.09 10:40modify400.101.618501.623401.63250
1682023.02.09 14:50t/p400.101.632501.623401.63250102.2111180.52
1692023.02.09 14:50t/p410.101.632501.623401.6325055.9611236.48
1702023.02.09 14:50t/p420.101.632501.623401.6325040.7111277.19
1712023.02.09 14:50t/p430.101.632501.623401.6325030.4011307.59
1722023.02.10 16:00buy440.101.612840.000000.00000
1732023.02.10 16:00modify440.101.612841.601841.62684
1742023.02.13 16:05buy450.101.619190.000000.00000
1752023.02.13 16:05modify450.101.619191.614241.62684
1762023.02.13 16:05modify440.101.612841.614241.62684
1772023.02.14 01:20buy460.101.621470.000000.00000
1782023.02.14 01:20modify460.101.621471.618441.62684
1792023.02.14 01:20modify450.101.619191.618441.62684
1802023.02.14 01:20modify440.101.612841.618441.62684
1812023.02.14 07:16buy470.101.622940.000000.00000
1822023.02.14 07:16modify470.101.622941.617741.62684
1832023.02.14 07:16modify460.101.621471.617741.62684
1842023.02.14 07:16modify450.101.619191.617741.62684
1852023.02.14 07:16modify440.101.612841.617741.62684
1862023.02.14 10:20t/p440.101.626841.617741.62684102.7811410.37
1872023.02.14 10:20t/p450.101.626841.617741.6268456.1711466.53
1882023.02.14 10:20t/p460.101.626841.617741.6268439.5311506.06
1892023.02.14 10:20t/p470.101.626841.617741.6268428.7111534.77