Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period4 Hours (H4) 2022.10.02 20:00 - 2023.09.29 23:59 (2022.10.01 - 2023.10.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; 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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=25; 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=12; 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 test2612Ticks modelled4223Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit837.05Gross profit2871.75Gross loss-2034.70
Profit factor1.41Expected payoff13.72
Absolute drawdown748.88Maximal drawdown810.72 (8.06%)Relative drawdown8.06% (810.72)
Total trades61Short positions (won %)32 (53.12%)Long positions (won %)29 (62.07%)
Profit trades (% of total)35 (57.38%)Loss trades (% of total)26 (42.62%)
Largestprofit trade110.29loss trade-90.76
Averageprofit trade82.05loss trade-78.26
Maximumconsecutive wins (profit in money)9 (692.57)consecutive losses (loss in money)4 (-354.39)
Maximalconsecutive profit (count of wins)692.57 (9)consecutive loss (count of losses)-354.39 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.06 16:00buy10.101.528960.000000.00000
22022.10.06 16:00modify10.101.528961.516961.54396
32022.10.07 12:00buy20.101.536650.000000.00000
42022.10.07 12:00modify20.101.536651.531211.54396
52022.10.07 12:00modify10.101.528961.531211.54396
62022.10.07 16:00s/l10.101.531211.531211.5439616.4210016.42
72022.10.07 16:00s/l20.101.531211.531211.54396-40.059976.37
82022.10.07 16:00buy30.101.522160.000000.00000
92022.10.07 16:00modify30.101.522161.510161.53716
102022.10.12 04:00s/l30.101.510161.510161.53716-88.789887.59
112022.10.12 20:00sell40.101.533240.000000.00000
122022.10.12 20:00modify40.101.533241.545241.51824
132022.10.13 12:00s/l40.101.545241.545241.51824-89.329798.27
142022.10.13 12:00sell50.101.553160.000000.00000
152022.10.13 12:00modify50.101.553161.565161.53816
162022.10.17 16:00s/l50.101.565161.565161.53816-88.999709.28
172022.10.17 16:00sell60.101.567630.000000.00000
182022.10.17 16:00modify60.101.567631.579631.55263
192022.10.18 08:00t/p60.101.552631.579631.55263110.099819.37
202022.10.25 16:00sell70.101.561210.000000.00000
212022.10.25 16:00modify70.101.561211.573211.54621
222022.10.26 16:00s/l70.101.573211.573211.54621-88.669730.72
232022.10.31 20:00buy80.101.562600.000000.00000
242022.10.31 20:00modify80.101.562601.550601.57760
252022.11.03 12:00s/l80.101.550601.550601.57760-89.069641.66
262022.11.03 12:00buy90.101.551320.000000.00000
272022.11.03 12:00modify90.101.551321.539321.56632
282022.11.03 16:00s/l90.101.539321.539321.56632-88.349553.32
292022.11.07 12:00sell100.101.542780.000000.00000
302022.11.07 12:00modify100.101.542781.554781.52778
312022.11.07 20:00s/l100.101.554781.554781.52778-88.339464.99
322022.11.09 12:00buy110.101.540290.000000.00000
332022.11.09 12:00modify110.101.540291.528291.55529
342022.11.10 16:00t/p110.101.555291.528291.55529110.009574.99
352022.11.10 16:00sell120.101.557600.000000.00000
362022.11.10 16:00modify120.101.557601.569601.54260
372022.11.11 20:00s/l120.101.569601.569601.54260-88.679486.32
382022.11.15 12:00sell130.101.577110.000000.00000
392022.11.15 12:00modify130.101.577111.589111.56211
402022.11.15 16:00s/l130.101.589111.589111.56211-88.349397.98
412022.11.16 20:00sell140.101.587720.000000.00000
422022.11.16 20:00modify140.101.587721.599721.57272
432022.11.17 16:00t/p140.101.572721.599721.57272109.449507.42
442022.11.18 16:00sell150.101.596530.000000.00000
452022.11.18 16:00modify150.101.596531.608531.58153
462022.11.21 04:00sell160.101.589010.000000.00000
472022.11.21 04:00modify160.101.589011.594281.58153
482022.11.21 04:00modify150.101.596531.594281.58153
492022.11.22 16:00s/l150.101.594281.594281.5815315.919523.33
502022.11.22 16:00s/l160.101.594281.594281.58153-39.139484.21
512022.11.23 12:00sell170.101.601120.000000.00000
522022.11.23 12:00modify170.101.601121.613121.58612
532022.11.23 16:00s/l170.101.613121.613121.58612-88.349395.87
542022.11.29 16:00sell180.101.628620.000000.00000
552022.11.29 16:00modify180.101.628621.640621.61362
562022.11.30 16:00t/p180.101.613621.640621.61362110.099505.96
572022.12.01 12:00sell190.101.633230.000000.00000
582022.12.01 12:00modify190.101.633231.645231.61823
592022.12.01 16:00s/l190.101.645231.645231.61823-88.339417.63
602022.12.02 20:00sell200.101.654070.000000.00000
612022.12.02 20:00modify200.101.654071.666071.63907
622022.12.06 16:00s/l200.101.666071.666071.63907-88.989328.65
632022.12.06 16:00sell210.101.667540.000000.00000
642022.12.06 16:00modify210.101.667541.679541.65254
652022.12.08 16:00sell220.101.660030.000000.00000
662022.12.08 16:00modify220.101.660031.665291.65254
672022.12.08 16:00modify210.101.667541.665291.65254
682022.12.09 04:00s/l210.101.665291.665291.6525414.939343.57
692022.12.09 04:00s/l220.101.665291.665291.65254-39.059304.53
702022.12.09 16:00sell230.101.676130.000000.00000
712022.12.09 16:00modify230.101.676131.688131.66113
722022.12.16 08:00t/p230.101.661131.688131.66113108.149412.66
732022.12.21 20:00buy240.101.644650.000000.00000
742022.12.21 20:00modify240.101.644651.632651.65965
752022.12.27 12:00s/l240.101.632651.632651.65965-89.199323.47
762022.12.27 16:00buy250.101.622780.000000.00000
772022.12.27 16:00modify250.101.622781.610781.63778
782022.12.28 12:00buy260.101.631980.000000.00000
792022.12.28 12:00modify260.101.631981.626531.63778
802022.12.28 12:00modify250.101.622781.626531.63778
812022.12.28 16:00t/p250.101.637781.626531.63778110.299433.76
822022.12.28 16:00t/p260.101.637781.626531.6377842.709476.46
832023.01.05 16:00buy270.101.614900.000000.00000
842023.01.05 16:00modify270.101.614901.602901.62990
852023.01.06 20:00buy280.101.625610.000000.00000
862023.01.06 20:00modify280.101.625611.620151.62990
872023.01.06 20:00modify270.101.614901.620151.62990
882023.01.09 08:00t/p270.101.629901.620151.62990110.159586.60
892023.01.09 08:00t/p280.101.629901.620151.6299031.449618.04
902023.01.18 12:00sell290.101.654170.000000.00000
912023.01.18 12:00modify290.101.654171.666171.63917
922023.01.19 00:00s/l290.101.666171.666171.63917-89.329528.72
932023.01.24 12:00buy300.101.645210.000000.00000
942023.01.24 12:00modify300.101.645211.633211.66021
952023.01.25 16:00t/p300.101.660211.633211.66021110.299639.01
962023.01.31 16:00buy310.101.642530.000000.00000
972023.01.31 16:00modify310.101.642531.630531.65753
982023.02.02 20:00s/l310.101.630531.630531.65753-88.919550.10
992023.02.02 20:00buy320.101.630280.000000.00000
1002023.02.02 20:00modify320.101.630281.618281.64528
1012023.02.03 16:00s/l320.101.618281.618281.64528-88.499461.61
1022023.02.03 16:00buy330.101.618500.000000.00000
1032023.02.03 16:00modify330.101.618501.606501.63350
1042023.02.09 12:00buy340.101.629040.000000.00000
1052023.02.09 12:00modify340.101.629041.623751.63350
1062023.02.09 12:00modify330.101.618501.623751.63350
1072023.02.09 16:00t/p330.101.633501.623751.63350109.589571.19
1082023.02.09 16:00t/p340.101.633501.623751.6335032.839604.02
1092023.02.09 16:00sell350.101.632450.000000.00000
1102023.02.09 16:00modify350.101.632451.644451.61745
1112023.02.10 16:00t/p350.101.617451.644451.61745110.099714.11
1122023.02.10 16:00buy360.101.612840.000000.00000
1132023.02.10 16:00modify360.101.612841.600841.62784
1142023.02.14 00:00buy370.101.620590.000000.00000
1152023.02.14 00:00modify370.101.620591.615091.62784
1162023.02.14 00:00modify360.101.612841.615091.62784
1172023.02.14 12:00t/p360.101.627841.615091.62784110.159824.26
1182023.02.14 12:00t/p370.101.627841.615091.6278453.389877.64
1192023.02.14 12:00sell380.101.628170.000000.00000
1202023.02.14 12:00modify380.101.628171.640171.61317
1212023.02.15 16:00t/p380.101.613171.640171.61317110.099987.73
1222023.02.15 16:00buy390.101.610860.000000.00000
1232023.02.15 16:00modify390.101.610861.598861.62586
1242023.02.20 20:00buy400.101.620100.000000.00000
1252023.02.20 20:00modify400.101.620101.614611.62586
1262023.02.20 20:00modify390.101.610861.614611.62586
1272023.02.21 12:00t/p390.101.625861.614611.62586109.5810097.31
1282023.02.21 12:00t/p400.101.625861.614611.6258642.2710139.57
1292023.02.21 16:00sell410.101.638650.000000.00000
1302023.02.21 16:00modify410.101.638651.650651.62365
1312023.02.23 08:00sell420.101.631050.000000.00000
1322023.02.23 08:00modify420.101.631051.636401.62365
1332023.02.23 08:00modify410.101.638651.636401.62365
1342023.02.27 20:00s/l410.101.636401.636401.6236514.6010154.18
1352023.02.27 20:00s/l420.101.636401.636401.62365-40.0310114.14
1362023.02.28 16:00sell430.101.647910.000000.00000
1372023.02.28 16:00modify430.101.647911.659911.63291
1382023.03.01 16:00t/p430.101.632911.659911.63291110.0910224.24
1392023.03.02 20:00buy440.101.624960.000000.00000
1402023.03.02 20:00modify440.101.624961.612961.63996
1412023.03.07 08:00t/p440.101.639961.612961.63996110.0010334.24
1422023.03.09 20:00sell450.101.646300.000000.00000
1432023.03.09 20:00modify450.101.646301.658301.63130
1442023.03.10 12:00s/l450.101.658301.658301.63130-88.6610245.58
1452023.03.13 20:00sell460.101.672890.000000.00000
1462023.03.13 20:00modify460.101.672891.684891.65789
1472023.03.15 08:00sell470.101.663830.000000.00000
1482023.03.15 08:00modify470.101.663831.669141.65789
1492023.03.15 08:00modify460.101.672891.669141.65789
1502023.03.15 12:00t/p460.101.657891.669141.65789109.7710355.35
1512023.03.15 12:00t/p470.101.657891.669141.6578943.7210399.07
1522023.04.04 12:00sell480.101.676610.000000.00000
1532023.04.04 12:00modify480.101.676611.688611.66161
1542023.04.14 16:00t/p480.101.661611.688611.66161106.5010505.58
1552023.04.14 16:00buy490.101.661450.000000.00000
1562023.04.14 16:00modify490.101.661451.649451.67645
1572023.04.19 08:00buy500.101.670570.000000.00000
1582023.04.19 08:00modify500.101.670571.665201.67645
1592023.04.19 08:00modify490.101.661451.665201.67645
1602023.04.20 12:00t/p490.101.676451.665201.67645109.5810615.15
1612023.04.20 12:00t/p500.101.676451.665201.6764542.8510658.01
1622023.05.03 20:00sell510.101.710080.000000.00000
1632023.05.03 20:00modify510.101.710081.722081.69508
1642023.05.05 12:00sell520.101.700890.000000.00000
1652023.05.05 12:00modify520.101.700891.706331.69508
1662023.05.05 12:00modify510.101.710081.706331.69508
1672023.05.05 16:00t/p510.101.695081.706331.69508109.1110767.12
1682023.05.05 16:00t/p520.101.695081.706331.6950842.7710809.89
1692023.05.05 20:00buy530.101.691600.000000.00000
1702023.05.05 20:00modify530.101.691601.679601.70660
1712023.05.16 16:00s/l530.101.679601.679601.70660-89.6310720.26
1722023.06.02 20:00buy540.101.671780.000000.00000
1732023.06.02 20:00modify540.101.671781.659781.68678
1742023.06.14 16:00t/p540.101.686781.659781.68678109.0110829.27
1752023.07.06 12:00sell550.101.697070.000000.00000
1762023.07.06 12:00modify550.101.697071.709071.68207
1772023.07.11 08:00s/l550.101.709071.709071.68207-89.3110739.96
1782023.07.14 16:00sell560.101.731090.000000.00000
1792023.07.14 16:00modify560.101.731091.743091.71609
1802023.07.19 00:00t/p560.101.716091.743091.71609109.4410849.40
1812023.07.26 12:00sell570.101.706090.000000.00000
1822023.07.26 12:00modify570.101.706091.718091.69109
1832023.07.28 00:00t/p570.101.691091.718091.69109109.1210958.53
1842023.08.23 12:00buy580.101.714120.000000.00000
1852023.08.23 12:00modify580.101.714121.702121.72912
1862023.09.07 00:00s/l580.101.702121.702121.72912-90.7610867.77
1872023.09.14 16:00buy590.101.676900.000000.00000
1882023.09.14 16:00modify590.101.676901.664901.69190
1892023.09.19 12:00s/l590.101.664901.664901.69190-88.7810778.99
1902023.09.22 12:00buy600.101.646880.000000.00000
1912023.09.22 12:00modify600.101.646881.634881.66188
1922023.09.29 20:00buy610.101.657420.000000.00000
1932023.09.29 20:00modify610.101.657421.652131.66188
1942023.09.29 20:00modify600.101.646881.652131.66188
1952023.09.29 23:59close at stop610.101.656161.652131.66188-9.2710769.72
1962023.09.29 23:59close at stop600.101.656161.652131.6618867.3310837.05