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 20:59 (2022.10.01 - 2023.10.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; 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=14; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 modelled13467Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit2231.75Gross profit3904.49Gross loss-1672.74
Profit factor2.33Expected payoff27.55
Absolute drawdown52.65Maximal drawdown315.93 (2.52%)Relative drawdown2.52% (315.93)
Total trades81Short positions (won %)49 (67.35%)Long positions (won %)32 (65.62%)
Profit trades (% of total)54 (66.67%)Loss trades (% of total)27 (33.33%)
Largestprofit trade110.35loss trade-82.22
Averageprofit trade72.31loss trade-61.95
Maximumconsecutive wins (profit in money)11 (847.93)consecutive losses (loss in money)4 (-270.61)
Maximalconsecutive profit (count of wins)847.93 (11)consecutive loss (count of losses)-270.61 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.06 16:00buy10.101.528960.000000.00000
22022.10.06 16:00modify10.101.528961.517961.54396
32022.10.07 09:00buy20.101.536510.000000.00000
42022.10.07 09:00modify20.101.536511.531961.54396
52022.10.07 09:00modify10.101.528961.531961.54396
62022.10.07 10:00buy30.101.538100.000000.00000
72022.10.07 10:00modify30.101.538101.532711.54396
82022.10.07 10:00modify20.101.536511.532711.54396
92022.10.07 10:00modify10.101.528961.532711.54396
102022.10.07 13:00s/l10.101.532711.532711.5439627.4510027.45
112022.10.07 13:00s/l20.101.532711.532711.54396-27.959999.50
122022.10.07 13:00s/l30.101.532711.532711.54396-39.659959.85
132022.10.11 15:00sell40.101.532610.000000.00000
142022.10.11 15:00modify40.101.532611.543611.51761
152022.10.11 20:00t/p40.101.517611.543611.51761110.3510070.20
162022.10.17 15:00sell50.101.569580.000000.00000
172022.10.17 15:00modify50.101.569581.580581.55458
182022.10.18 06:00t/p50.101.554581.580581.55458110.0210180.22
192022.10.25 14:00sell60.101.564550.000000.00000
202022.10.25 14:00modify60.101.564551.575551.54955
212022.10.26 15:00s/l60.101.575551.575551.54955-81.2410098.99
222022.10.26 15:00sell70.101.572970.000000.00000
232022.10.26 15:00modify70.101.572971.583971.55797
242022.10.27 15:00sell80.101.565380.000000.00000
252022.10.27 15:00modify80.101.565381.569971.55797
262022.10.27 15:00modify70.101.572971.569971.55797
272022.10.27 21:00s/l70.101.569971.569971.5579721.0910120.08
282022.10.27 21:00s/l80.101.569971.569971.55797-33.7710086.31
292022.10.28 15:00sell90.101.577590.000000.00000
302022.10.28 15:00modify90.101.577591.588591.56259
312022.10.31 14:00sell100.101.569830.000000.00000
322022.10.31 14:00modify100.101.569831.574591.56259
332022.10.31 14:00modify90.101.577591.574591.56259
342022.10.31 17:00sell110.101.567010.000000.00000
352022.10.31 17:00modify110.101.567011.572341.56259
362022.10.31 17:00modify100.101.569831.572341.56259
372022.10.31 17:00modify90.101.577591.572341.56259
382022.10.31 20:00t/p90.101.562591.572341.56259110.0110196.32
392022.10.31 20:00t/p100.101.562591.572341.5625953.2610249.58
402022.10.31 20:00t/p110.101.562591.572341.5625932.5110282.09
412022.11.01 14:00sell120.101.568370.000000.00000
422022.11.01 14:00modify120.101.568371.579371.55337
432022.11.02 22:00sell130.101.560710.000000.00000
442022.11.02 22:00modify130.101.560711.565371.55337
452022.11.02 22:00modify120.101.568371.565371.55337
462022.11.03 09:00t/p120.101.553371.565371.55337109.0410391.13
472022.11.03 09:00t/p130.101.553371.565371.5533753.0210444.15
482022.11.07 14:00sell140.101.546690.000000.00000
492022.11.07 14:00modify140.101.546691.557691.53169
502022.11.09 16:00t/p140.101.531691.557691.53169109.6910553.84
512022.11.10 14:00sell150.101.555370.000000.00000
522022.11.10 14:00modify150.101.555371.566371.54037
532022.11.11 13:00s/l150.101.566371.566371.54037-81.2410472.61
542022.11.17 14:00buy160.101.575800.000000.00000
552022.11.17 14:00modify160.101.575801.564801.59080
562022.11.18 04:00buy170.101.586340.000000.00000
572022.11.18 04:00modify170.101.586341.581051.59080
582022.11.18 04:00modify160.101.575801.581051.59080
592022.11.18 10:00t/p160.101.590801.581051.59080110.2110582.81
602022.11.18 10:00t/p170.101.590801.581051.5908032.8110615.62
612022.11.18 16:00sell180.101.596530.000000.00000
622022.11.18 16:00modify180.101.596531.607531.58153
632022.11.21 01:00sell190.101.588950.000000.00000
642022.11.21 01:00modify190.101.588951.593531.58153
652022.11.21 01:00modify180.101.596531.593531.58153
662022.11.21 14:00sell200.101.585870.000000.00000
672022.11.21 14:00modify200.101.585871.591281.58153
682022.11.21 14:00modify190.101.588951.591281.58153
692022.11.21 14:00modify180.101.596531.591281.58153
702022.11.21 16:00s/l180.101.591281.591281.5815338.2910653.92
712022.11.21 16:00s/l190.101.591281.591281.58153-17.1410636.78
722022.11.21 16:00s/l200.101.591281.591281.58153-39.8010596.98
732022.11.28 18:00buy210.101.613910.000000.00000
742022.11.28 18:00modify210.101.613911.602911.62891
752022.11.29 14:00buy220.101.624630.000000.00000
762022.11.29 14:00modify220.101.624631.619161.62891
772022.11.29 14:00modify210.101.613911.619161.62891
782022.11.29 16:00t/p210.101.628911.619161.62891110.2110707.19
792022.11.29 16:00t/p220.101.628911.619161.6289131.4810738.67
802022.11.29 17:00sell230.101.635330.000000.00000
812022.11.29 17:00modify230.101.635331.646331.62033
822022.11.29 19:00sell240.101.624670.000000.00000
832022.11.29 19:00modify240.101.624671.630081.62033
842022.11.29 19:00modify230.101.635331.630081.62033
852022.11.30 03:00sell250.101.626060.000000.00000
862022.11.30 03:00modify250.101.626061.631581.62033
872022.11.30 04:00modify250.101.626061.630081.62033
882022.11.30 15:00t/p230.101.620331.630081.62033110.0110848.68
892022.11.30 15:00t/p240.101.620331.630081.6203331.5910880.27
902022.11.30 15:00t/p250.101.620331.630081.6203342.1510922.42
912022.11.30 16:00buy260.101.615140.000000.00000
922022.11.30 16:00modify260.101.615141.604141.63014
932022.12.01 04:00buy270.101.622780.000000.00000
942022.12.01 04:00modify270.101.622781.618141.63014
952022.12.01 04:00modify260.101.615141.618141.63014
962022.12.01 10:00t/p260.101.630141.618141.63014109.9211032.35
972022.12.01 10:00t/p270.101.630141.618141.6301454.1411086.49
982022.12.09 14:00sell280.101.674180.000000.00000
992022.12.09 14:00modify280.101.674181.685181.65918
1002022.12.16 06:00sell290.101.663500.000000.00000
1012022.12.16 06:00modify290.101.663501.668931.65918
1022022.12.16 06:00modify280.101.674181.668931.65918
1032022.12.16 10:00t/p280.101.659181.668931.65918108.0611194.54
1042022.12.16 10:00t/p290.101.659181.668931.6591831.7811226.32
1052022.12.27 18:00buy300.101.621800.000000.00000
1062022.12.27 18:00modify300.101.621801.610801.63680
1072022.12.28 15:00t/p300.101.636801.610801.63680110.2111336.53
1082022.12.28 15:00sell310.101.638190.000000.00000
1092022.12.28 15:00modify310.101.638191.649191.62319
1102023.01.03 09:00t/p310.101.623191.649191.62319108.3811444.91
1112023.01.17 15:00sell320.101.644330.000000.00000
1122023.01.17 15:00modify320.101.644331.655331.62933
1132023.01.18 12:00s/l320.101.655331.655331.62933-81.2511363.66
1142023.01.25 16:00sell330.101.657200.000000.00000
1152023.01.25 16:00modify330.101.657201.668201.64220
1162023.01.31 16:00t/p330.101.642201.668201.64220108.3811472.05
1172023.01.31 16:00buy340.101.642530.000000.00000
1182023.01.31 16:00modify340.101.642531.631531.65753
1192023.02.02 17:00s/l340.101.631531.631531.65753-81.4911390.56
1202023.02.02 17:00buy350.101.632930.000000.00000
1212023.02.02 17:00modify350.101.632931.621931.64793
1222023.02.03 16:00s/l350.101.621931.621931.64793-81.0711309.49
1232023.02.03 16:00buy360.101.618500.000000.00000
1242023.02.03 16:00modify360.101.618501.607501.63350
1252023.02.09 10:00buy370.101.627760.000000.00000
1262023.02.09 10:00modify370.101.627761.622251.63350
1272023.02.09 10:00modify360.101.618501.622251.63350
1282023.02.09 12:00buy380.101.629040.000000.00000
1292023.02.09 12:00modify380.101.629041.623751.63350
1302023.02.09 12:00modify370.101.627761.623751.63350
1312023.02.09 12:00modify360.101.618501.623751.63350
1322023.02.09 16:00t/p360.101.633501.623751.63350109.5011418.98
1332023.02.09 16:00t/p370.101.633501.623751.6335042.2311461.21
1342023.02.09 16:00t/p380.101.633501.623751.6335032.8111494.02
1352023.02.10 14:00buy390.101.620460.000000.00000
1362023.02.10 14:00modify390.101.620461.609461.63546
1372023.02.10 20:00s/l390.101.609461.609461.63546-80.9311413.09
1382023.02.13 16:00sell400.101.619350.000000.00000
1392023.02.13 16:00modify400.101.619351.630351.60435
1402023.02.15 22:00sell410.101.608660.000000.00000
1412023.02.15 22:00modify410.101.608661.614101.60435
1422023.02.15 22:00modify400.101.619351.614101.60435
1432023.02.16 11:00s/l400.101.614101.614101.6043536.9911450.08
1442023.02.16 11:00s/l410.101.614101.614101.60435-41.0011409.08
1452023.02.17 15:00sell420.101.617770.000000.00000
1462023.02.17 15:00modify420.101.617771.628771.60277
1472023.02.21 11:00s/l420.101.628771.628771.60277-81.5611327.52
1482023.02.21 18:00sell430.101.639490.000000.00000
1492023.02.21 18:00modify430.101.639491.650491.62449
1502023.02.22 22:00sell440.101.631840.000000.00000
1512023.02.22 22:00modify440.101.631841.636491.62449
1522023.02.22 22:00modify430.101.639491.636491.62449
1532023.02.23 09:00sell450.101.628730.000000.00000
1542023.02.23 09:00modify450.101.628731.634241.62449
1552023.02.23 09:00modify440.101.631841.634241.62449
1562023.02.23 09:00modify430.101.639491.634241.62449
1572023.02.26 23:00t/p430.101.624491.634241.62449108.7111436.23
1582023.02.26 23:00t/p440.101.624491.634241.6244952.7611488.99
1592023.02.26 23:00t/p450.101.624491.634241.6244930.8611519.86
1602023.02.27 18:00sell460.101.636420.000000.00000
1612023.02.27 18:00modify460.101.636421.647421.62142
1622023.02.28 14:00s/l460.101.647421.647421.62142-81.2511438.61
1632023.02.28 14:00sell470.101.646610.000000.00000
1642023.02.28 14:00modify470.101.646611.657611.63161
1652023.03.02 07:00t/p470.101.631611.657611.63161109.0311547.64
1662023.03.02 15:00buy480.101.625200.000000.00000
1672023.03.02 15:00modify480.101.625201.614201.64020
1682023.03.03 17:00buy490.101.632750.000000.00000
1692023.03.03 17:00modify490.101.632751.628201.64020
1702023.03.03 17:00modify480.101.625201.628201.64020
1712023.03.03 19:00buy500.101.635800.000000.00000
1722023.03.03 19:00modify500.101.635801.630451.64020
1732023.03.03 19:00modify490.101.632751.630451.64020
1742023.03.03 19:00modify480.101.625201.630451.64020
1752023.03.07 08:00t/p480.101.640201.630451.64020109.9211657.57
1762023.03.07 08:00t/p490.101.640201.630451.6402054.5311712.09
1772023.03.07 08:00t/p500.101.640201.630451.6402032.0911744.18
1782023.03.07 17:00buy510.101.628960.000000.00000
1792023.03.07 17:00modify510.101.628961.617961.64396
1802023.03.09 04:00buy520.101.636470.000000.00000
1812023.03.09 04:00modify520.101.636471.631961.64396
1822023.03.09 04:00modify510.101.628961.631961.64396
1832023.03.09 18:00t/p510.101.643961.631961.64396109.7811853.96
1842023.03.09 18:00t/p520.101.643961.631961.6439655.1011909.06
1852023.03.10 15:00sell530.101.665500.000000.00000
1862023.03.10 15:00modify530.101.665501.676501.65050
1872023.03.15 17:00sell540.101.657840.000000.00000
1882023.03.15 17:00modify540.101.657841.662501.65050
1892023.03.15 17:00modify530.101.665501.662501.65050
1902023.03.16 09:00s/l530.101.662501.662501.6505020.1111929.17
1912023.03.16 09:00s/l540.101.662501.662501.65050-35.2611893.91
1922023.03.29 15:00buy550.101.672870.000000.00000
1932023.03.29 15:00modify550.101.672871.661871.68787
1942023.04.02 23:00s/l550.101.661871.661871.68787-81.5011812.41
1952023.04.12 14:00sell560.101.677550.000000.00000
1962023.04.12 14:00modify560.101.677551.688551.66255
1972023.04.14 07:00sell570.101.669880.000000.00000
1982023.04.14 07:00modify570.101.669881.674551.66255
1992023.04.14 07:00modify560.101.677551.674551.66255
2002023.04.14 13:00t/p560.101.662551.674551.66255109.0311921.45
2012023.04.14 13:00t/p570.101.662551.674551.6625553.9211975.37
2022023.04.14 14:00buy580.101.662370.000000.00000
2032023.04.14 14:00modify580.101.662371.651371.67737
2042023.04.20 13:00t/p580.101.677371.651371.67737109.5112084.88
2052023.04.24 18:00sell590.101.689640.000000.00000
2062023.04.24 18:00modify590.101.689641.700641.67464
2072023.04.26 10:00s/l590.101.700641.700641.67464-81.5712003.30
2082023.05.01 15:00buy600.101.695010.000000.00000
2092023.05.01 15:00modify600.101.695011.684011.71001
2102023.05.03 09:00buy610.101.705660.000000.00000
2112023.05.03 09:00modify610.101.705661.700261.71001
2122023.05.03 09:00modify600.101.695011.700261.71001
2132023.05.03 19:00t/p600.101.710011.700261.71001110.0712113.37
2142023.05.03 19:00t/p610.101.710011.700261.7100132.0012145.37
2152023.05.19 16:00sell620.101.683180.000000.00000
2162023.05.19 16:00modify620.101.683181.694181.66818
2172023.06.02 19:00sell630.101.672430.000000.00000
2182023.06.02 19:00modify630.101.672431.677931.66818
2192023.06.02 19:00modify620.101.683181.677931.66818
2202023.06.05 07:00t/p620.101.668181.677931.66818105.4512250.82
2212023.06.05 07:00t/p630.101.668181.677931.6681830.9412281.77
2222023.06.08 14:00sell640.101.671160.000000.00000
2232023.06.08 14:00modify640.101.671161.682161.65616
2242023.06.14 12:00s/l640.101.682161.682161.65616-82.2212199.55
2252023.06.19 14:00buy650.101.688310.000000.00000
2262023.06.19 14:00modify650.101.688311.677311.70331
2272023.06.21 16:00s/l650.101.677311.677311.70331-81.2112118.34
2282023.06.27 14:00sell660.101.679840.000000.00000
2292023.06.27 14:00modify660.101.679841.690841.66484
2302023.06.29 14:00sell670.101.672230.000000.00000
2312023.06.29 14:00modify670.101.672231.676841.66484
2322023.06.29 14:00modify660.101.679841.676841.66484
2332023.06.29 19:00sell680.101.670590.000000.00000
2342023.06.29 19:00modify680.101.670591.676091.66484
2352023.06.29 19:00modify670.101.672231.676091.66484
2362023.06.29 19:00modify660.101.679841.676091.66484
2372023.06.30 08:00s/l660.101.676091.676091.6648425.9612144.29
2382023.06.30 08:00s/l670.101.676091.676091.66484-28.7212115.58
2392023.06.30 08:00s/l680.101.676091.676091.66484-40.7912074.79
2402023.07.14 15:00sell690.101.727680.000000.00000
2412023.07.14 15:00modify690.101.727681.738681.71268
2422023.07.18 19:00sell700.101.718660.000000.00000
2432023.07.18 19:00modify700.101.718661.723931.71268
2442023.07.18 19:00modify690.101.727681.723931.71268
2452023.07.19 07:00t/p690.101.712681.723931.71268109.3612184.15
2462023.07.19 07:00t/p700.101.712681.723931.7126843.6612227.82
2472023.07.19 14:00buy710.101.698700.000000.00000
2482023.07.19 14:00modify710.101.698701.687701.71370
2492023.07.24 15:00s/l710.101.687701.687701.71370-81.6412146.18
2502023.07.24 16:00buy720.101.687680.000000.00000
2512023.07.24 16:00modify720.101.687681.676681.70268
2522023.07.26 09:00t/p720.101.702681.676681.70268110.0812256.25
2532023.07.28 15:00sell730.101.702200.000000.00000
2542023.07.28 15:00modify730.101.702201.713201.68720
2552023.07.31 16:00sell740.101.691570.000000.00000
2562023.07.31 16:00modify740.101.691571.696951.68720
2572023.07.31 16:00modify730.101.702201.696951.68720
2582023.08.01 05:00s/l730.101.696951.696951.6872037.9712294.22
2592023.08.01 05:00s/l740.101.696951.696951.68720-39.9012254.32
2602023.08.14 14:00buy750.101.701890.000000.00000
2612023.08.14 14:00modify750.101.701891.690891.71689
2622023.08.15 15:00t/p750.101.716891.690891.71689110.2112364.53
2632023.08.16 15:00sell760.101.723440.000000.00000
2642023.08.16 15:00modify760.101.723441.734441.70844
2652023.08.24 13:00sell770.101.712710.000000.00000
2662023.08.24 13:00modify770.101.712711.718191.70844
2672023.08.24 13:00modify760.101.723441.718191.70844
2682023.08.25 03:00t/p760.101.708441.718191.70844106.7512471.28
2692023.08.25 03:00t/p770.101.708441.718191.7084431.0812502.36
2702023.08.31 18:00buy780.101.713390.000000.00000
2712023.08.31 18:00modify780.101.713391.702391.72839
2722023.09.06 22:00s/l780.101.702391.702391.72839-81.5012420.86
2732023.09.12 14:00buy790.101.690630.000000.00000
2742023.09.12 14:00modify790.101.690631.679631.70563
2752023.09.14 14:00s/l790.101.679631.679631.70563-81.5012339.37
2762023.09.15 16:00buy800.101.673600.000000.00000
2772023.09.15 16:00modify800.101.673601.662601.68860
2782023.09.19 13:00s/l800.101.662601.662601.68860-81.2012258.16
2792023.09.29 16:00sell810.101.653070.000000.00000
2802023.09.29 16:00modify810.101.653071.664071.63807
2812023.09.29 20:59close at stop810.101.656661.664071.63807-26.4112231.75