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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 profit470.30Gross profit1288.87Gross loss-818.57
Profit factor1.57Expected payoff8.40
Absolute drawdown66.03Maximal drawdown218.01 (2.05%)Relative drawdown2.05% (218.01)
Total trades56Short positions (won %)24 (58.33%)Long positions (won %)32 (59.38%)
Profit trades (% of total)33 (58.93%)Loss trades (% of total)23 (41.07%)
Largestprofit trade80.97loss trade-81.83
Averageprofit trade39.06loss trade-35.59
Maximumconsecutive wins (profit in money)5 (205.26)consecutive losses (loss in money)3 (-119.93)
Maximalconsecutive profit (count of wins)205.26 (5)consecutive loss (count of losses)-162.27 (2)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.07 15:00buy10.101.523700.000000.00000
22022.10.07 15:00modify10.101.523701.512701.53470
32022.10.11 00:25buy20.101.528910.000000.00000
42022.10.11 00:25modify20.101.528911.527001.53470
52022.10.11 00:25modify10.101.523701.527001.53470
62022.10.11 01:15s/l10.101.527001.527001.5347024.0210024.02
72022.10.11 01:15s/l20.101.527001.527001.53470-14.0610009.96
82022.10.11 02:00sell30.101.527390.000000.00000
92022.10.11 02:00modify30.101.527391.538391.51639
102022.10.11 19:16t/p30.101.516391.538391.5163980.9710090.93
112022.10.19 11:00buy40.101.549390.000000.00000
122022.10.19 11:00modify40.101.549391.538391.56039
132022.10.20 09:10s/l40.101.538391.538391.56039-81.4110009.52
142022.10.26 18:00sell50.101.574200.000000.00000
152022.10.26 18:00modify50.101.574201.585201.56320
162022.10.27 15:17sell60.101.566920.000000.00000
172022.10.27 15:17modify60.101.566921.569801.56320
182022.10.27 15:17modify50.101.574201.569801.56320
192022.10.27 15:22sell70.101.567540.000000.00000
202022.10.27 15:22modify70.101.567541.571451.56320
212022.10.27 15:25modify70.101.567541.569801.56320
222022.10.27 19:50s/l50.101.569801.569801.5632031.4110040.93
232022.10.27 19:50s/l60.101.569801.569801.56320-21.2010019.73
242022.10.27 19:50s/l70.101.569801.569801.56320-16.6310003.10
252022.10.28 18:00sell80.101.578500.000000.00000
262022.10.28 18:00modify80.101.578501.589501.56750
272022.10.31 12:55sell90.101.573310.000000.00000
282022.10.31 12:55modify90.101.573311.575201.56750
292022.10.31 12:55modify80.101.578501.575201.56750
302022.10.31 14:35sell100.101.571340.000000.00000
312022.10.31 14:35modify100.101.571341.574101.56750
322022.10.31 14:35modify90.101.573311.574101.56750
332022.10.31 14:35modify80.101.578501.574101.56750
342022.10.31 16:50t/p80.101.567501.574101.5675080.6410083.74
352022.10.31 16:50t/p90.101.567501.574101.5675042.7710126.51
362022.10.31 16:50t/p100.101.567501.574101.5675028.2710154.78
372022.10.31 22:00buy110.101.562050.000000.00000
382022.10.31 22:00modify110.101.562051.551051.57305
392022.11.01 13:40buy120.101.568850.000000.00000
402022.11.01 13:40modify120.101.568851.564801.57305
412022.11.01 13:40modify110.101.562051.564801.57305
422022.11.01 14:12buy130.101.569340.000000.00000
432022.11.01 14:12modify130.101.569341.566451.57305
442022.11.01 14:12modify120.101.568851.566451.57305
452022.11.01 14:12modify110.101.562051.566451.57305
462022.11.01 14:20s/l110.101.566451.566451.5730532.2510187.03
472022.11.01 14:20s/l120.101.566451.566451.57305-17.6710169.36
482022.11.01 14:20s/l130.101.566451.566451.57305-21.2810148.08
492022.11.03 10:00buy140.101.549190.000000.00000
502022.11.03 10:00modify140.101.549191.538191.56019
512022.11.03 15:35s/l140.101.538191.538191.56019-80.9810067.10
522022.11.09 18:00buy150.101.533640.000000.00000
532022.11.09 18:00modify150.101.533641.522641.54464
542022.11.10 00:40buy160.101.538610.000000.00000
552022.11.10 00:40modify160.101.538611.536941.54464
562022.11.10 00:40modify150.101.533641.536941.54464
572022.11.10 01:40buy170.101.540410.000000.00000
582022.11.10 01:40modify170.101.540411.536391.54464
592022.11.10 01:40modify160.101.538611.536391.54464
602022.11.10 01:40modify150.101.533641.536391.54464
612022.11.10 01:45buy180.101.540920.000000.00000
622022.11.10 01:45modify180.101.540921.538041.54464
632022.11.10 01:45modify170.101.540411.538041.54464
642022.11.10 01:45modify160.101.538611.538041.54464
652022.11.10 01:45modify150.101.533641.538041.54464
662022.11.10 12:16t/p150.101.544641.538041.5446480.5510147.66
672022.11.10 12:16t/p160.101.544641.538041.5446444.3910192.05
682022.11.10 12:16t/p170.101.544641.538041.5446431.1410223.19
692022.11.10 12:16t/p180.101.544641.538041.5446427.3910250.58
702022.11.10 19:00sell190.101.559130.000000.00000
712022.11.10 19:00modify190.101.559131.570131.54813
722022.11.11 19:20s/l190.101.570131.570131.54813-81.3010169.28
732022.12.01 11:00sell200.101.630370.000000.00000
742022.12.01 11:00modify200.101.630371.641371.61937
752022.12.01 13:02s/l200.101.641371.641371.61937-80.9710088.31
762023.01.03 03:00sell210.101.639660.000000.00000
772023.01.03 03:00modify210.101.639661.650661.62866
782023.01.03 06:59sell220.101.634460.000000.00000
792023.01.03 06:59modify220.101.634461.636361.62866
802023.01.03 06:59modify210.101.639661.636361.62866
812023.01.03 07:32sell230.101.632860.000000.00000
822023.01.03 07:32modify230.101.632861.636911.62866
832023.01.03 07:32modify220.101.634461.636911.62866
842023.01.03 07:32modify210.101.639661.636911.62866
852023.01.03 07:35sell240.101.632340.000000.00000
862023.01.03 07:35modify240.101.632341.635261.62866
872023.01.03 07:35modify230.101.632861.635261.62866
882023.01.03 07:35modify220.101.634461.635261.62866
892023.01.03 07:35modify210.101.639661.635261.62866
902023.01.03 07:50t/p210.101.628661.635261.6286680.9710169.28
912023.01.03 07:50t/p220.101.628661.635261.6286642.7010211.98
922023.01.03 07:50t/p230.101.628661.635261.6286630.9210242.90
932023.01.03 07:50t/p240.101.628661.635261.6286627.0910269.99
942023.01.18 19:00sell250.101.662630.000000.00000
952023.01.18 19:00modify250.101.662631.673631.65163
962023.01.22 22:55sell260.101.657530.000000.00000
972023.01.22 22:55modify260.101.657531.659331.65163
982023.01.22 22:55modify250.101.662631.659331.65163
992023.01.22 23:00s/l250.101.659331.659331.6516322.9810292.97
1002023.01.22 23:00s/l260.101.659331.659331.65163-13.2510279.72
1012023.01.23 13:00buy270.101.653100.000000.00000
1022023.01.23 13:00modify270.101.653101.642101.66410
1032023.01.24 08:20buy280.101.658350.000000.00000
1042023.01.24 08:20modify280.101.658351.656401.66410
1052023.01.24 08:20modify270.101.653101.656401.66410
1062023.01.24 08:45s/l270.101.656401.656401.6641024.1610303.88
1072023.01.24 08:45s/l280.101.656401.656401.66410-14.3510289.53
1082023.01.31 17:00buy290.101.643360.000000.00000
1092023.01.31 17:00modify290.101.643361.632361.65436
1102023.02.02 12:20s/l290.101.632361.632361.65436-81.5510207.98
1112023.02.03 21:00buy300.101.615260.000000.00000
1122023.02.03 21:00modify300.101.615261.604261.62626
1132023.02.06 09:32buy310.101.620450.000000.00000
1142023.02.06 09:32modify310.101.620451.618561.62626
1152023.02.06 09:32modify300.101.615261.618561.62626
1162023.02.06 09:45s/l300.101.618561.618561.6262624.1610232.14
1172023.02.06 09:45s/l310.101.618561.618561.62626-13.9110218.23
1182023.02.10 21:00buy320.101.608990.000000.00000
1192023.02.10 21:00modify320.101.608991.597991.61999
1202023.02.13 12:40buy330.101.614120.000000.00000
1212023.02.13 12:40modify330.101.614121.612291.61999
1222023.02.13 12:40modify320.101.608991.612291.61999
1232023.02.13 12:55buy340.101.615730.000000.00000
1242023.02.13 12:55modify340.101.615731.611741.61999
1252023.02.13 12:55modify330.101.614121.611741.61999
1262023.02.13 12:55modify320.101.608991.611741.61999
1272023.02.13 13:32buy350.101.616340.000000.00000
1282023.02.13 13:32modify350.101.616341.613391.61999
1292023.02.13 13:32modify340.101.615731.613391.61999
1302023.02.13 13:32modify330.101.614121.613391.61999
1312023.02.13 13:32modify320.101.608991.613391.61999
1322023.02.13 15:50t/p320.101.619991.613391.6199980.8410299.07
1332023.02.13 15:50t/p330.101.619991.613391.6199943.2110342.28
1342023.02.13 15:50t/p340.101.619991.613391.6199931.3610373.64
1352023.02.13 15:50t/p350.101.619991.613391.6199926.8710400.51
1362023.02.21 15:00sell360.101.632070.000000.00000
1372023.02.21 15:00modify360.101.632071.643071.62107
1382023.02.23 09:25sell370.101.626980.000000.00000
1392023.02.23 09:25modify370.101.626981.628771.62107
1402023.02.23 09:25modify360.101.632071.628771.62107
1412023.02.23 09:40s/l360.101.628771.628771.6210722.9810423.49
1422023.02.23 09:40s/l370.101.628771.628771.62107-13.1810410.31
1432023.03.22 10:00sell380.101.682550.000000.00000
1442023.03.22 10:00modify380.101.682551.693551.67155
1452023.03.22 14:17sell390.101.677590.000000.00000
1462023.03.22 14:17modify390.101.677591.679251.67155
1472023.03.22 14:17modify380.101.682551.679251.67155
1482023.03.22 14:45s/l380.101.679251.679251.6715524.2910434.60
1492023.03.22 14:45s/l390.101.679251.679251.67155-12.2210422.38
1502023.05.01 18:00buy400.101.691480.000000.00000
1512023.05.01 18:00modify400.101.691481.680481.70248
1522023.05.02 14:35buy410.101.696560.000000.00000
1532023.05.02 14:35modify410.101.696561.694781.70248
1542023.05.02 14:35modify400.101.691481.694781.70248
1552023.05.02 14:40buy420.101.698180.000000.00000
1562023.05.02 14:40modify420.101.698181.694231.70248
1572023.05.02 14:40modify410.101.696561.694231.70248
1582023.05.02 14:40modify400.101.691481.694231.70248
1592023.05.02 15:15buy430.101.698880.000000.00000
1602023.05.02 15:15modify430.101.698881.695881.70248
1612023.05.02 15:15modify420.101.698181.695881.70248
1622023.05.02 15:15modify410.101.696561.695881.70248
1632023.05.02 15:15modify400.101.691481.695881.70248
1642023.05.03 07:15t/p400.101.702481.695881.7024880.7010503.08
1652023.05.03 07:15t/p410.101.702481.695881.7024843.4410546.52
1662023.05.03 07:15t/p420.101.702481.695881.7024831.5210578.03
1672023.05.03 07:15t/p430.101.702481.695881.7024826.3610604.39
1682023.05.05 14:00buy440.101.694990.000000.00000
1692023.05.05 14:00modify440.101.694991.683991.70599
1702023.05.11 10:50s/l440.101.683991.683991.70599-81.8310522.56
1712023.05.19 17:00sell450.101.682630.000000.00000
1722023.05.19 17:00modify450.101.682631.693631.67163
1732023.05.22 07:50sell460.101.677470.000000.00000
1742023.05.22 07:50modify460.101.677471.679331.67163
1752023.05.22 07:50modify450.101.682631.679331.67163
1762023.05.22 08:50s/l450.101.679331.679331.6716323.9610546.52
1772023.05.22 08:50s/l460.101.679331.679331.67163-13.6910532.83
1782023.05.30 13:00sell470.101.688180.000000.00000
1792023.05.30 13:00modify470.101.688181.699181.67718
1802023.05.31 14:16sell480.101.683140.000000.00000
1812023.05.31 14:16modify480.101.683141.684881.67718
1822023.05.31 14:16modify470.101.688181.684881.67718
1832023.05.31 14:26s/l470.101.684881.684881.6771823.9610556.80
1842023.05.31 14:26s/l480.101.684881.684881.67718-12.8110543.99
1852023.07.18 18:00buy490.101.719720.000000.00000
1862023.07.18 18:00modify490.101.719721.708721.73072
1872023.07.19 06:15s/l490.101.708721.708721.73072-81.1210462.86
1882023.07.24 10:00buy500.101.692920.000000.00000
1892023.07.24 10:00modify500.101.692921.681921.70392
1902023.07.25 15:50buy510.101.698030.000000.00000
1912023.07.25 15:50modify510.101.698031.696221.70392
1922023.07.25 15:50modify500.101.692921.696221.70392
1932023.07.25 16:02s/l500.101.696221.696221.7039224.1510487.01
1942023.07.25 16:02s/l510.101.696221.696221.70392-13.3310473.68
1952023.08.02 15:00buy520.101.693210.000000.00000
1962023.08.02 15:00modify520.101.693211.682211.70421
1972023.08.02 17:15buy530.101.698200.000000.00000
1982023.08.02 17:15modify530.101.698201.696511.70421
1992023.08.02 17:15modify520.101.693211.696511.70421
2002023.08.02 19:50s/l520.101.696511.696511.7042124.3010497.98
2012023.08.02 19:50s/l530.101.696511.696511.70421-12.4410485.54
2022023.09.14 19:00buy540.101.675810.000000.00000
2032023.09.14 19:00modify540.101.675811.664811.68681
2042023.09.15 08:45buy550.101.680830.000000.00000
2052023.09.15 08:45modify550.101.680831.679111.68681
2062023.09.15 08:45modify540.101.675811.679111.68681
2072023.09.15 09:59s/l540.101.679111.679111.6868124.1510509.69
2082023.09.15 09:59s/l550.101.679111.679111.68681-12.6710497.02
2092023.09.29 17:00sell560.101.653030.000000.00000
2102023.09.29 17:00modify560.101.653031.664031.64203
2112023.09.29 20:59close at stop560.101.656661.664031.64203-26.7210470.30