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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test6533Ticks modelled28974862Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit648.18Gross profit1432.86Gross loss-784.68
Profit factor1.83Expected payoff10.80
Absolute drawdown66.02Maximal drawdown223.08 (2.06%)Relative drawdown2.06% (223.08)
Total trades60Short positions (won %)29 (72.41%)Long positions (won %)31 (51.61%)
Profit trades (% of total)37 (61.67%)Loss trades (% of total)23 (38.33%)
Largestprofit trade80.96loss trade-81.80
Averageprofit trade38.73loss trade-34.12
Maximumconsecutive wins (profit in money)8 (370.45)consecutive losses (loss in money)3 (-40.54)
Maximalconsecutive profit (count of wins)370.45 (8)consecutive loss (count of losses)-162.23 (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 00:22buy20.101.528670.000000.00000
42022.10.11 00:22modify20.101.528671.527001.53470
52022.10.11 00:22modify10.101.523701.527001.53470
62022.10.11 01:01s/l10.101.527001.527001.5347024.0110024.01
72022.10.11 01:01s/l20.101.527001.527001.53470-12.2910011.72
82022.10.11 02:00sell30.101.527390.000000.00000
92022.10.11 02:00modify30.101.527391.538391.51639
102022.10.11 18:56sell40.101.522390.000000.00000
112022.10.11 18:56modify40.101.522391.524091.51639
122022.10.11 18:56modify30.101.527391.524091.51639
132022.10.11 19:00sell50.101.520790.000000.00000
142022.10.11 19:00modify50.101.520791.524641.51639
152022.10.11 19:00modify40.101.522391.524641.51639
162022.10.11 19:00modify30.101.527391.524641.51639
172022.10.11 19:00sell60.101.520220.000000.00000
182022.10.11 19:00modify60.101.520221.522991.51639
192022.10.11 19:00modify50.101.520791.522991.51639
202022.10.11 19:00modify40.101.522391.522991.51639
212022.10.11 19:00modify30.101.527391.522991.51639
222022.10.11 19:11t/p30.101.516391.522991.5163980.9610092.68
232022.10.11 19:11t/p40.101.516391.522991.5163944.1610136.84
242022.10.11 19:11t/p50.101.516391.522991.5163932.3810169.22
252022.10.11 19:11t/p60.101.516391.522991.5163928.1910197.41
262022.10.19 11:00buy70.101.549390.000000.00000
272022.10.19 11:00modify70.101.549391.538391.56039
282022.10.20 09:03s/l70.101.538391.538391.56039-81.3910116.02
292022.10.26 18:00sell80.101.574200.000000.00000
302022.10.26 18:00modify80.101.574201.585201.56320
312022.10.27 13:12sell90.101.569200.000000.00000
322022.10.27 13:12modify90.101.569201.570901.56320
332022.10.27 13:12modify80.101.574201.570901.56320
342022.10.27 13:16s/l80.101.570901.570901.5632023.3110139.33
352022.10.27 13:16s/l90.101.570901.570901.56320-12.5110126.82
362022.10.28 18:00sell100.101.578500.000000.00000
372022.10.28 18:00modify100.101.578501.589501.56750
382022.10.31 12:56sell110.101.573550.000000.00000
392022.10.31 12:56modify110.101.573551.575201.56750
402022.10.31 12:56modify100.101.578501.575201.56750
412022.10.31 13:24sell120.101.571890.000000.00000
422022.10.31 13:24modify120.101.571891.575751.56750
432022.10.31 13:24modify110.101.573551.575751.56750
442022.10.31 13:24modify100.101.578501.575751.56750
452022.10.31 13:29sell130.101.571330.000000.00000
462022.10.31 13:29modify130.101.571331.574101.56750
472022.10.31 13:29modify120.101.571891.574101.56750
482022.10.31 13:29modify110.101.573551.574101.56750
492022.10.31 13:29modify100.101.578501.574101.56750
502022.10.31 16:31t/p100.101.567501.574101.5675080.6210207.44
512022.10.31 16:31t/p110.101.567501.574101.5675044.5210251.96
522022.10.31 16:31t/p120.101.567501.574101.5675032.3110284.27
532022.10.31 16:31t/p130.101.567501.574101.5675028.1810312.45
542022.10.31 22:00buy140.101.562050.000000.00000
552022.10.31 22:00modify140.101.562051.551051.57305
562022.11.01 13:38buy150.101.567000.000000.00000
572022.11.01 13:38modify150.101.567001.565351.57305
582022.11.01 13:38modify140.101.562051.565351.57305
592022.11.01 13:52buy160.101.568660.000000.00000
602022.11.01 13:52modify160.101.568661.564801.57305
612022.11.01 13:52modify150.101.567001.564801.57305
622022.11.01 13:52modify140.101.562051.564801.57305
632022.11.01 13:54buy170.101.569200.000000.00000
642022.11.01 13:54modify170.101.569201.566451.57305
652022.11.01 13:54modify160.101.568661.566451.57305
662022.11.01 13:54modify150.101.567001.566451.57305
672022.11.01 13:54modify140.101.562051.566451.57305
682022.11.01 14:00s/l140.101.566451.566451.5730532.2510344.70
692022.11.01 14:00s/l150.101.566451.566451.57305-4.0410340.66
702022.11.01 14:00s/l160.101.566451.566451.57305-16.2610324.40
712022.11.01 14:00s/l170.101.566451.566451.57305-20.2410304.16
722022.11.03 10:00buy180.101.549190.000000.00000
732022.11.03 10:00modify180.101.549191.538191.56019
742022.11.03 12:00buy190.101.554290.000000.00000
752022.11.03 12:00modify190.101.554291.552491.56019
762022.11.03 12:00modify180.101.549191.552491.56019
772022.11.03 12:00s/l180.101.552491.552491.5601924.2910328.45
782022.11.03 12:00s/l190.101.552491.552491.56019-13.2510315.20
792022.11.03 14:00buy200.101.541470.000000.00000
802022.11.03 14:00modify200.101.541471.530471.55247
812022.11.03 21:56s/l200.101.530471.530471.55247-80.9610234.24
822022.11.09 18:00buy210.101.533640.000000.00000
832022.11.09 18:00modify210.101.533641.522641.54464
842022.11.10 00:38buy220.101.538600.000000.00000
852022.11.10 00:38modify220.101.538601.536941.54464
862022.11.10 00:38modify210.101.533641.536941.54464
872022.11.10 01:48buy230.101.540260.000000.00000
882022.11.10 01:48modify230.101.540261.536391.54464
892022.11.10 01:48modify220.101.538601.536391.54464
902022.11.10 01:48modify210.101.533641.536391.54464
912022.11.10 01:53buy240.101.540820.000000.00000
922022.11.10 01:53modify240.101.540821.538041.54464
932022.11.10 01:53modify230.101.540261.538041.54464
942022.11.10 01:53modify220.101.538601.538041.54464
952022.11.10 01:53modify210.101.533641.538041.54464
962022.11.10 12:19t/p210.101.544641.538041.5446480.5310314.78
972022.11.10 12:19t/p220.101.544641.538041.5446444.4510359.23
982022.11.10 12:19t/p230.101.544641.538041.5446432.2410391.47
992022.11.10 12:19t/p240.101.544641.538041.5446428.1110419.58
1002022.11.10 19:00sell250.101.559130.000000.00000
1012022.11.10 19:00modify250.101.559131.570131.54813
1022022.11.11 19:10s/l250.101.570131.570131.54813-81.2810338.30
1032022.12.01 11:00sell260.101.630370.000000.00000
1042022.12.01 11:00modify260.101.630371.641371.61937
1052022.12.01 13:21s/l260.101.641371.641371.61937-80.9510257.35
1062023.01.03 03:00sell270.101.639660.000000.00000
1072023.01.03 03:00modify270.101.639661.650661.62866
1082023.01.03 06:56sell280.101.634710.000000.00000
1092023.01.03 06:56modify280.101.634711.636361.62866
1102023.01.03 06:56modify270.101.639661.636361.62866
1112023.01.03 07:30sell290.101.633060.000000.00000
1122023.01.03 07:30modify290.101.633061.636911.62866
1132023.01.03 07:30modify280.101.634711.636911.62866
1142023.01.03 07:30modify270.101.639661.636911.62866
1152023.01.03 07:37sell300.101.632490.000000.00000
1162023.01.03 07:37modify300.101.632491.635261.62866
1172023.01.03 07:37modify290.101.633061.635261.62866
1182023.01.03 07:37modify280.101.634711.635261.62866
1192023.01.03 07:37modify270.101.639661.635261.62866
1202023.01.03 07:58t/p270.101.628661.635261.6286680.9510338.30
1212023.01.03 07:58t/p280.101.628661.635261.6286644.5210382.82
1222023.01.03 07:58t/p290.101.628661.635261.6286632.3810415.20
1232023.01.03 07:58t/p300.101.628661.635261.6286628.1910443.39
1242023.01.18 19:00sell310.101.662630.000000.00000
1252023.01.18 19:00modify310.101.662631.673631.65163
1262023.01.23 08:15sell320.101.657670.000000.00000
1272023.01.23 08:15modify320.101.657671.659331.65163
1282023.01.23 08:15modify310.101.662631.659331.65163
1292023.01.23 08:54sell330.101.656030.000000.00000
1302023.01.23 08:54modify330.101.656031.659881.65163
1312023.01.23 08:54modify320.101.657671.659881.65163
1322023.01.23 08:54modify310.101.662631.659881.65163
1332023.01.23 10:13sell340.101.655470.000000.00000
1342023.01.23 10:13modify340.101.655471.658231.65163
1352023.01.23 10:13modify330.101.656031.658231.65163
1362023.01.23 10:13modify320.101.657671.658231.65163
1372023.01.23 10:13modify310.101.662631.658231.65163
1382023.01.23 13:05t/p310.101.651631.658231.6516379.3210522.71
1392023.01.23 13:05t/p320.101.651631.658231.6516344.4510567.16
1402023.01.23 13:05t/p330.101.651631.658231.6516332.3810599.54
1412023.01.23 13:05t/p340.101.651631.658231.6516328.2610627.80
1422023.01.31 17:00buy350.101.643360.000000.00000
1432023.01.31 17:00modify350.101.643361.632361.65436
1442023.02.02 12:16s/l350.101.632361.632361.65436-81.5210546.28
1452023.02.03 21:00buy360.101.615260.000000.00000
1462023.02.03 21:00modify360.101.615261.604261.62626
1472023.02.06 09:34buy370.101.620210.000000.00000
1482023.02.06 09:34modify370.101.620211.618561.62626
1492023.02.06 09:34modify360.101.615261.618561.62626
1502023.02.06 09:41s/l360.101.618561.618561.6262624.1510570.43
1512023.02.06 09:41s/l370.101.618561.618561.62626-12.1410558.29
1522023.02.10 21:00buy380.101.608990.000000.00000
1532023.02.10 21:00modify380.101.608991.597991.61999
1542023.02.13 12:32buy390.101.613940.000000.00000
1552023.02.13 12:32modify390.101.613941.612291.61999
1562023.02.13 12:32modify380.101.608991.612291.61999
1572023.02.13 12:57buy400.101.615610.000000.00000
1582023.02.13 12:57modify400.101.615611.611741.61999
1592023.02.13 12:57modify390.101.613941.611741.61999
1602023.02.13 12:57modify380.101.608991.611741.61999
1612023.02.13 13:00buy410.101.616140.000000.00000
1622023.02.13 13:00modify410.101.616141.613391.61999
1632023.02.13 13:00modify400.101.615611.613391.61999
1642023.02.13 13:00modify390.101.613941.613391.61999
1652023.02.13 13:00modify380.101.608991.613391.61999
1662023.02.13 15:52t/p380.101.619991.613391.6199980.8110639.09
1672023.02.13 15:52t/p390.101.619991.613391.6199944.5210683.61
1682023.02.13 15:52t/p400.101.619991.613391.6199932.2310715.84
1692023.02.13 15:52t/p410.101.619991.613391.6199928.3310744.17
1702023.02.21 15:00sell420.101.632070.000000.00000
1712023.02.21 15:00modify420.101.632071.643071.62107
1722023.02.23 09:20sell430.101.627120.000000.00000
1732023.02.23 09:20modify430.101.627121.628771.62107
1742023.02.23 09:20modify420.101.632071.628771.62107
1752023.02.23 09:31s/l420.101.628771.628771.6210722.9710767.15
1762023.02.23 09:31s/l430.101.628771.628771.62107-12.1410755.01
1772023.03.22 10:00sell440.101.682550.000000.00000
1782023.03.22 10:00modify440.101.682551.693551.67155
1792023.03.22 13:47sell450.101.677580.000000.00000
1802023.03.22 13:47modify450.101.677581.679251.67155
1812023.03.22 13:47modify440.101.682551.679251.67155
1822023.03.22 14:33s/l440.101.679251.679251.6715524.2810779.29
1832023.03.22 14:33s/l450.101.679251.679251.67155-12.2910767.00
1842023.05.01 18:00buy460.101.691480.000000.00000
1852023.05.01 18:00modify460.101.691481.680481.70248
1862023.05.02 14:06buy470.101.696480.000000.00000
1872023.05.02 14:06modify470.101.696481.694781.70248
1882023.05.02 14:06modify460.101.691481.694781.70248
1892023.05.02 14:16s/l460.101.694781.694781.7024824.1410791.14
1902023.05.02 14:16s/l470.101.694781.694781.70248-12.5110778.63
1912023.05.05 14:00buy480.101.694990.000000.00000
1922023.05.05 14:00modify480.101.694991.683991.70599
1932023.05.11 10:39s/l480.101.683991.683991.70599-81.8010696.82
1942023.05.19 17:00sell490.101.682630.000000.00000
1952023.05.19 17:00modify490.101.682631.693631.67163
1962023.05.22 07:38sell500.101.677670.000000.00000
1972023.05.22 07:38modify500.101.677671.679331.67163
1982023.05.22 07:38modify490.101.682631.679331.67163
1992023.05.22 08:46s/l490.101.679331.679331.6716323.9510720.78
2002023.05.22 08:46s/l500.101.679331.679331.67163-12.2210708.56
2012023.05.30 13:00sell510.101.688180.000000.00000
2022023.05.30 13:00modify510.101.688181.699181.67718
2032023.05.31 14:19sell520.101.683210.000000.00000
2042023.05.31 14:19modify520.101.683211.684881.67718
2052023.05.31 14:19modify510.101.688181.684881.67718
2062023.05.31 14:23s/l510.101.684881.684881.6771823.9510732.51
2072023.05.31 14:23s/l520.101.684881.684881.67718-12.2910720.22
2082023.07.18 18:00buy530.101.719720.000000.00000
2092023.07.18 18:00modify530.101.719721.708721.73072
2102023.07.19 06:00s/l530.101.708721.708721.73072-81.0910639.13
2112023.07.24 10:00buy540.101.692920.000000.00000
2122023.07.24 10:00modify540.101.692921.681921.70392
2132023.07.25 15:55buy550.101.697890.000000.00000
2142023.07.25 15:55modify550.101.697891.696221.70392
2152023.07.25 15:55modify540.101.692921.696221.70392
2162023.07.25 16:01s/l540.101.696221.696221.7039224.1410663.27
2172023.07.25 16:01s/l550.101.696221.696221.70392-12.2910650.98
2182023.08.02 15:00buy560.101.693210.000000.00000
2192023.08.02 15:00modify560.101.693211.682211.70421
2202023.08.02 17:12buy570.101.698190.000000.00000
2212023.08.02 17:12modify570.101.698191.696511.70421
2222023.08.02 17:12modify560.101.693211.696511.70421
2232023.08.02 19:56s/l560.101.696511.696511.7042124.2810675.26
2242023.08.02 19:56s/l570.101.696511.696511.70421-12.3710662.89
2252023.09.14 19:00buy580.101.675810.000000.00000
2262023.09.14 19:00modify580.101.675811.664811.68681
2272023.09.15 08:33buy590.101.680760.000000.00000
2282023.09.15 08:33modify590.101.680761.679111.68681
2292023.09.15 08:33modify580.101.675811.679111.68681
2302023.09.15 09:43s/l580.101.679111.679111.6868124.1510687.03
2312023.09.15 09:43s/l590.101.679111.679111.68681-12.1410674.89
2322023.09.29 17:00sell600.101.653030.000000.00000
2332023.09.29 17:00modify600.101.653031.664031.64203
2342023.09.29 20:59close at stop600.101.656661.664031.64203-26.7110648.18