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 20:00 (2022.10.01 - 2023.10.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; 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=60; IT_TakeProfit=150; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; 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 test2612Ticks modelled79655Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit1126.69Gross profit2497.88Gross loss-1371.18
Profit factor1.82Expected payoff14.82
Absolute drawdown287.28Maximal drawdown568.08 (5.53%)Relative drawdown5.53% (568.08)
Total trades76Short positions (won %)47 (40.43%)Long positions (won %)29 (68.97%)
Profit trades (% of total)39 (51.32%)Loss trades (% of total)37 (48.68%)
Largestprofit trade110.36loss trade-45.45
Averageprofit trade64.05loss trade-37.06
Maximumconsecutive wins (profit in money)10 (729.44)consecutive losses (loss in money)5 (-157.76)
Maximalconsecutive profit (count of wins)729.44 (10)consecutive loss (count of losses)-177.21 (4)
Averageconsecutive wins3consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.06 16:00buy10.101.528960.000000.00000
22022.10.06 16:00modify10.101.528961.522961.54396
32022.10.07 03:25buy20.101.535720.000000.00000
42022.10.07 03:25modify20.101.535721.530461.54396
52022.10.07 03:25modify10.101.528961.530461.54396
62022.10.07 06:40s/l10.101.530461.530461.5439610.8910010.89
72022.10.07 06:40s/l20.101.530461.530461.54396-38.709972.19
82022.10.07 16:00buy30.101.522160.000000.00000
92022.10.07 16:00modify30.101.522161.516161.53716
102022.10.10 11:05s/l30.101.516161.516161.53716-44.299927.90
112022.10.11 16:00sell40.101.533810.000000.00000
122022.10.11 16:00modify40.101.533811.539811.51881
132022.10.11 19:20t/p40.101.518811.539811.51881110.3510038.25
142022.10.13 12:00sell50.101.553160.000000.00000
152022.10.13 12:00modify50.101.553161.559161.53816
162022.10.13 12:30s/l50.101.559161.559161.53816-44.149994.11
172022.10.17 16:00sell60.101.567630.000000.00000
182022.10.17 16:00modify60.101.567631.573631.55263
192022.10.17 17:20sell70.101.560880.000000.00000
202022.10.17 17:20modify70.101.560881.566131.55263
212022.10.17 17:20modify60.101.567631.566131.55263
222022.10.17 17:40sell80.101.558600.000000.00000
232022.10.17 17:40modify80.101.558601.563881.55263
242022.10.17 17:40sell90.101.558600.000000.00000
252022.10.17 17:40modify90.101.558601.562381.55263
262022.10.17 17:40modify70.101.560881.562381.55263
272022.10.17 17:40modify60.101.567631.562381.55263
282022.10.17 17:45modify80.101.558601.562381.55263
292022.10.18 06:15t/p60.101.552631.562381.55263110.0310104.14
302022.10.18 06:15t/p70.101.552631.562381.5526360.3710164.51
312022.10.18 06:15t/p80.101.552631.562381.5526343.5910208.11
322022.10.18 06:15t/p90.101.552631.562381.5526343.5910251.70
332022.10.25 16:00sell100.101.561210.000000.00000
342022.10.25 16:00modify100.101.561211.567211.54621
352022.10.26 07:40s/l100.101.567211.567211.54621-44.4710207.23
362022.11.03 12:00buy110.101.551320.000000.00000
372022.11.03 12:00modify110.101.551321.545321.56632
382022.11.03 12:30s/l110.101.545321.545321.56632-44.1410163.09
392022.11.10 16:00sell120.101.557600.000000.00000
402022.11.10 16:00modify120.101.557601.563601.54260
412022.11.11 08:40s/l120.101.563601.563601.54260-44.4710118.63
422022.11.15 12:00sell130.101.577110.000000.00000
432022.11.15 12:00modify130.101.577111.583111.56211
442022.11.15 13:20s/l130.101.583111.583111.56211-44.1410074.49
452022.11.18 16:00sell140.101.596530.000000.00000
462022.11.18 16:00modify140.101.596531.602531.58153
472022.11.18 21:40sell150.101.589640.000000.00000
482022.11.18 21:40modify150.101.589641.595031.58153
492022.11.18 21:40modify140.101.596531.595031.58153
502022.11.21 04:50sell160.101.587330.000000.00000
512022.11.21 04:50modify160.101.587331.592781.58153
522022.11.21 04:50sell170.101.587330.000000.00000
532022.11.21 04:50modify170.101.587331.591281.58153
542022.11.21 04:50modify150.101.589641.591281.58153
552022.11.21 04:50modify140.101.596531.591281.58153
562022.11.21 04:55modify160.101.587331.591281.58153
572022.11.21 15:30s/l140.101.591281.591281.5815338.2910112.78
582022.11.21 15:30s/l150.101.591281.591281.58153-12.4010100.38
592022.11.21 15:30s/l160.101.591281.591281.58153-29.0610071.32
602022.11.21 15:30s/l170.101.591281.591281.58153-29.0610042.26
612022.11.23 12:00sell180.101.601120.000000.00000
622022.11.23 12:00modify180.101.601121.607121.58612
632022.11.23 13:40s/l180.101.607121.607121.58612-44.149998.12
642022.11.28 12:00sell190.101.623390.000000.00000
652022.11.28 12:00modify190.101.623391.629391.60839
662022.11.28 17:10sell200.101.616440.000000.00000
672022.11.28 17:10modify200.101.616441.621891.60839
682022.11.28 17:10modify190.101.623391.621891.60839
692022.11.29 02:13sell210.101.614290.000000.00000
702022.11.29 02:13modify210.101.614291.619641.60839
712022.11.29 02:13sell220.101.614290.000000.00000
722022.11.29 02:13modify220.101.614291.618141.60839
732022.11.29 02:13modify200.101.616441.618141.60839
742022.11.29 02:13modify190.101.623391.618141.60839
752022.11.29 02:20modify210.101.614291.618141.60839
762022.11.29 08:40s/l190.101.618141.618141.6083938.2910036.42
772022.11.29 08:40s/l200.101.618141.618141.60839-12.8410023.58
782022.11.29 08:40s/l210.101.618141.618141.60839-28.329995.26
792022.11.29 08:40s/l220.101.618141.618141.60839-28.329966.94
802022.11.29 16:00sell230.101.628620.000000.00000
812022.11.29 16:00modify230.101.628621.634621.61362
822022.11.29 16:40s/l230.101.634621.634621.61362-44.149922.80
832022.12.01 12:00sell240.101.633230.000000.00000
842022.12.01 12:00modify240.101.633231.639231.61823
852022.12.01 12:40s/l240.101.639231.639231.61823-44.149878.66
862022.12.06 16:00sell250.101.667540.000000.00000
872022.12.06 16:00modify250.101.667541.673541.65254
882022.12.06 18:30sell260.101.660720.000000.00000
892022.12.06 18:30modify260.101.660721.666041.65254
902022.12.06 18:30modify250.101.667541.666041.65254
912022.12.07 08:25sell270.101.658270.000000.00000
922022.12.07 08:25modify270.101.658271.663791.65254
932022.12.07 08:25sell280.101.658270.000000.00000
942022.12.07 08:25modify280.101.658271.662291.65254
952022.12.07 08:25modify260.101.660721.662291.65254
962022.12.07 08:25modify250.101.667541.662291.65254
972022.12.07 08:30modify270.101.658271.662291.65254
982022.12.07 09:15s/l250.101.662291.662291.6525438.309916.97
992022.12.07 09:15s/l260.101.662291.662291.65254-11.889905.09
1002022.12.07 09:15s/l270.101.662291.662291.65254-29.579875.52
1012022.12.07 09:15s/l280.101.662291.662291.65254-29.579845.95
1022022.12.09 16:00sell290.101.676130.000000.00000
1032022.12.09 16:00modify290.101.676131.682131.66113
1042022.12.12 05:55sell300.101.669160.000000.00000
1052022.12.12 05:55modify300.101.669161.674631.66113
1062022.12.12 05:55modify290.101.676131.674631.66113
1072022.12.12 08:40s/l290.101.674631.674631.6611310.709856.65
1082022.12.12 08:40s/l300.101.674631.674631.66113-40.249816.41
1092022.12.13 16:00sell310.101.678410.000000.00000
1102022.12.13 16:00modify310.101.678411.684411.66341
1112022.12.14 15:40s/l310.101.684411.684411.66341-44.479771.95
1122022.12.15 16:00buy320.101.663780.000000.00000
1132022.12.15 16:00modify320.101.663781.657781.67878
1142022.12.16 09:40s/l320.101.657781.657781.67878-44.299727.65
1152022.12.27 16:00buy330.101.622780.000000.00000
1162022.12.27 16:00modify330.101.622781.616781.63778
1172022.12.28 07:25buy340.101.629560.000000.00000
1182022.12.28 07:25modify340.101.629561.624281.63778
1192022.12.28 07:25modify330.101.622781.624281.63778
1202022.12.28 13:20buy350.101.632080.000000.00000
1212022.12.28 13:20modify350.101.632081.626531.63778
1222022.12.28 13:20buy360.101.632080.000000.00000
1232022.12.28 13:20modify360.101.632081.628031.63778
1242022.12.28 13:20modify340.101.629561.628031.63778
1252022.12.28 13:20modify330.101.622781.628031.63778
1262022.12.28 13:25modify350.101.632081.628031.63778
1272022.12.28 14:40t/p330.101.637781.628031.63778110.229837.87
1282022.12.28 14:40t/p340.101.637781.628031.6377860.479898.34
1292022.12.28 14:40t/p350.101.637781.628031.6377841.939940.27
1302022.12.28 14:40t/p360.101.637781.628031.6377841.939982.20
1312023.01.03 12:00buy370.101.626470.000000.00000
1322023.01.03 12:00modify370.101.626471.620471.64147
1332023.01.03 14:05t/p370.101.641471.620471.64147110.3610092.56
1342023.01.05 16:00buy380.101.614900.000000.00000
1352023.01.05 16:00modify380.101.614901.608901.62990
1362023.01.06 18:10buy390.101.624060.000000.00000
1372023.01.06 18:10modify390.101.624061.618651.62990
1382023.01.06 18:10buy400.101.624060.000000.00000
1392023.01.06 18:10modify400.101.624061.620151.62990
1402023.01.06 18:10modify380.101.614901.620151.62990
1412023.01.06 18:15modify390.101.624061.620151.62990
1422023.01.09 06:33t/p380.101.629901.620151.62990110.0810202.64
1432023.01.09 06:33t/p390.101.629901.620151.6299042.8310245.47
1442023.01.09 06:33t/p400.101.629901.620151.6299042.8310288.29
1452023.01.18 12:00sell410.101.654170.000000.00000
1462023.01.18 12:00modify410.101.654171.660171.63917
1472023.01.18 13:40s/l410.101.660171.660171.63917-44.1410244.15
1482023.01.24 12:00buy420.101.645210.000000.00000
1492023.01.24 12:00modify420.101.645211.639211.66021
1502023.01.25 15:40t/p420.101.660211.639211.66021110.2210354.37
1512023.01.31 16:00buy430.101.642530.000000.00000
1522023.01.31 16:00modify430.101.642531.636531.65753
1532023.02.02 10:40s/l430.101.636531.636531.65753-44.7110309.66
1542023.02.02 16:00buy440.101.635710.000000.00000
1552023.02.02 16:00modify440.101.635711.629711.65071
1562023.02.02 17:40s/l440.101.629711.629711.65071-44.1410265.52
1572023.02.09 16:00sell450.101.632450.000000.00000
1582023.02.09 16:00modify450.101.632451.638451.61745
1592023.02.10 08:50sell460.101.625570.000000.00000
1602023.02.10 08:50modify460.101.625571.630951.61745
1612023.02.10 08:50modify450.101.632451.630951.61745
1622023.02.10 15:20t/p450.101.617451.630951.61745110.0210375.55
1632023.02.10 15:20t/p460.101.617451.630951.6174559.7310435.28
1642023.02.10 16:00buy470.101.612840.000000.00000
1652023.02.10 16:00modify470.101.612841.606841.62784
1662023.02.13 15:59buy480.101.619830.000000.00000
1672023.02.13 15:59modify480.101.619831.614341.62784
1682023.02.13 15:59modify470.101.612841.614341.62784
1692023.02.14 11:06t/p470.101.627841.614341.62784110.0810545.35
1702023.02.14 11:06t/p480.101.627841.614341.6278458.7910604.14
1712023.02.14 12:00sell490.101.628170.000000.00000
1722023.02.14 12:00modify490.101.628171.634171.61317
1732023.02.15 07:30sell500.101.618960.000000.00000
1742023.02.15 07:30modify500.101.618961.624421.61317
1752023.02.15 07:30sell510.101.618960.000000.00000
1762023.02.15 07:30modify510.101.618961.622921.61317
1772023.02.15 07:30modify490.101.628171.622921.61317
1782023.02.15 07:35modify500.101.618961.622921.61317
1792023.02.15 13:40t/p490.101.613171.622921.61317110.0210714.16
1802023.02.15 13:40t/p500.101.613171.622921.6131742.6010756.76
1812023.02.15 13:40t/p510.101.613171.622921.6131742.6010799.36
1822023.02.15 16:00buy520.101.610860.000000.00000
1832023.02.15 16:00modify520.101.610861.604861.62586
1842023.02.17 15:20buy530.101.619970.000000.00000
1852023.02.17 15:20modify530.101.619971.614611.62586
1862023.02.17 15:20buy540.101.619970.000000.00000
1872023.02.17 15:20modify540.101.619971.616111.62586
1882023.02.17 15:20modify520.101.610861.616111.62586
1892023.02.17 15:25modify530.101.619971.616111.62586
1902023.02.21 09:40t/p520.101.625861.616111.62586109.5110908.87
1912023.02.21 09:40t/p530.101.625861.616111.6258643.0510951.92
1922023.02.21 09:40t/p540.101.625861.616111.6258643.0510994.96
1932023.02.21 12:00sell550.101.629200.000000.00000
1942023.02.21 12:00modify550.101.629201.635201.61420
1952023.02.21 15:20s/l550.101.635201.635201.61420-44.1410950.82
1962023.02.28 16:00sell560.101.647910.000000.00000
1972023.02.28 16:00modify560.101.647911.653911.63291
1982023.02.28 20:50sell570.101.640940.000000.00000
1992023.02.28 20:50modify570.101.640941.646411.63291
2002023.02.28 20:50modify560.101.647911.646411.63291
2012023.03.01 15:40t/p560.101.632911.646411.63291110.0211060.85
2022023.03.01 15:40t/p570.101.632911.646411.6329158.7511119.60
2032023.04.04 12:00sell580.101.676610.000000.00000
2042023.04.04 12:00modify580.101.676611.682611.66161
2052023.04.04 14:40s/l580.101.682611.682611.66161-44.1411075.46
2062023.04.26 16:00sell590.101.698050.000000.00000
2072023.04.26 16:00modify590.101.698051.704051.68305
2082023.04.28 07:40s/l590.101.704051.704051.68305-45.4511030.01
2092023.05.05 16:00buy600.101.697840.000000.00000
2102023.05.05 16:00modify600.101.697841.691841.71284
2112023.05.05 18:20s/l600.101.691841.691841.71284-44.1410985.87
2122023.05.19 16:00sell610.101.683180.000000.00000
2132023.05.19 16:00modify610.101.683181.689181.66818
2142023.05.23 06:15sell620.101.676360.000000.00000
2152023.05.23 06:15modify620.101.676361.681681.66818
2162023.05.23 06:15modify610.101.683181.681681.66818
2172023.05.23 12:20sell630.101.673990.000000.00000
2182023.05.23 12:20modify630.101.673991.679431.66818
2192023.05.23 12:20sell640.101.673990.000000.00000
2202023.05.23 12:20modify640.101.673991.677931.66818
2212023.05.23 12:20modify620.101.676361.677931.66818
2222023.05.23 12:20modify610.101.683181.677931.66818
2232023.05.23 12:25modify630.101.673991.677931.66818
2242023.05.23 13:40s/l610.101.677931.677931.6681837.9811023.85
2252023.05.23 13:40s/l620.101.677931.677931.66818-11.5511012.30
2262023.05.23 13:40s/l630.101.677931.677931.66818-28.9810983.32
2272023.05.23 13:40s/l640.101.677931.677931.66818-28.9810954.34
2282023.06.08 16:00sell650.101.678580.000000.00000
2292023.06.08 16:00modify650.101.678581.684581.66358
2302023.06.09 09:40sell660.101.671630.000000.00000
2312023.06.09 09:40modify660.101.671631.677081.66358
2322023.06.09 09:40modify650.101.678581.677081.66358
2332023.06.09 12:30s/l650.101.677081.677081.6635810.7110965.06
2342023.06.09 12:30s/l660.101.677081.677081.66358-40.0910924.97
2352023.06.30 16:00sell670.101.681880.000000.00000
2362023.06.30 16:00modify670.101.681881.687881.66688
2372023.07.05 08:40s/l670.101.687881.687881.66688-45.1210879.85
2382023.07.13 16:00sell680.101.719050.000000.00000
2392023.07.13 16:00modify680.101.719051.725051.70405
2402023.07.14 14:20s/l680.101.725051.725051.70405-44.4710835.38
2412023.07.24 16:00buy690.101.687680.000000.00000
2422023.07.24 16:00modify690.101.687681.681681.70268
2432023.07.25 13:40buy700.101.694730.000000.00000
2442023.07.25 13:40modify700.101.694731.689181.70268
2452023.07.25 13:40modify690.101.687681.689181.70268
2462023.07.25 14:40buy710.101.696730.000000.00000
2472023.07.25 14:40modify710.101.696731.691431.70268
2482023.07.25 14:40buy720.101.696730.000000.00000
2492023.07.25 14:40modify720.101.696731.692931.70268
2502023.07.25 14:40modify700.101.694731.692931.70268
2512023.07.25 14:40modify690.101.687681.692931.70268
2522023.07.25 14:45modify710.101.696731.692931.70268
2532023.07.26 08:30t/p690.101.702681.692931.70268110.0810945.46
2542023.07.26 08:30t/p700.101.702681.692931.7026858.3511003.80
2552023.07.26 08:30t/p710.101.702681.692931.7026843.6411047.44
2562023.07.26 08:30t/p720.101.702681.692931.7026843.6411091.08
2572023.07.26 16:00sell730.101.709090.000000.00000
2582023.07.26 16:00modify730.101.709091.715091.69409
2592023.07.27 14:30t/p730.101.694091.715091.69409109.3711200.45
2602023.08.23 12:00buy740.101.714120.000000.00000
2612023.08.23 12:00modify740.101.714121.708121.72912
2622023.08.23 13:30buy750.101.720990.000000.00000
2632023.08.23 13:30modify750.101.720991.715621.72912
2642023.08.23 13:30modify740.101.714121.715621.72912
2652023.08.24 10:15s/l740.101.715621.715621.7291210.6111211.06
2662023.08.24 10:15s/l750.101.715621.715621.72912-39.9411171.13
2672023.09.14 16:00buy760.101.676900.000000.00000
2682023.09.14 16:00modify760.101.676901.670901.69190
2692023.09.18 13:05s/l760.101.670901.670901.69190-44.4311126.69