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=0; RSIHelp="------------------------------------"; RSI_Period=5; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=20; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 profit421.63Gross profit2998.14Gross loss-2576.50
Profit factor1.16Expected payoff5.62
Absolute drawdown541.24Maximal drawdown612.15 (6.08%)Relative drawdown6.08% (612.15)
Total trades75Short positions (won %)43 (53.49%)Long positions (won %)32 (53.12%)
Profit trades (% of total)40 (53.33%)Loss trades (% of total)35 (46.67%)
Largestprofit trade110.37loss trade-106.26
Averageprofit trade74.95loss trade-73.61
Maximumconsecutive wins (profit in money)8 (787.26)consecutive losses (loss in money)3 (-311.29)
Maximalconsecutive profit (count of wins)787.26 (8)consecutive loss (count of losses)-311.29 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.06 16:00buy10.101.528960.000000.00000
22022.10.06 16:00modify10.101.528961.514961.54396
32022.10.10 16:00s/l10.101.514961.514961.54396-103.299896.71
42022.10.13 12:00sell20.101.553160.000000.00000
52022.10.13 12:00modify20.101.553161.567161.53816
62022.10.17 16:00s/l20.101.567161.567161.53816-103.669793.04
72022.10.17 16:00sell30.101.567630.000000.00000
82022.10.17 16:00modify30.101.567631.581631.55263
92022.10.18 08:00t/p30.101.552631.581631.55263110.049903.09
102022.10.21 12:00buy40.101.535240.000000.00000
112022.10.21 12:00modify40.101.535241.521241.55024
122022.10.23 20:00t/p40.101.550241.521241.55024110.3710013.46
132022.10.25 16:00sell50.101.561210.000000.00000
142022.10.25 16:00modify50.101.561211.575211.54621
152022.10.26 16:00s/l50.101.575211.575211.54621-103.339910.13
162022.10.26 16:00sell60.101.573560.000000.00000
172022.10.26 16:00modify60.101.573561.587561.55856
182022.10.31 16:00sell70.101.570300.000000.00000
192022.10.31 16:00modify70.101.570301.572061.55856
202022.10.31 16:00modify60.101.573561.572061.55856
212022.10.31 20:00sell80.101.562100.000000.00000
222022.10.31 20:00modify80.101.562101.568311.55856
232022.10.31 20:00modify70.101.570301.568311.55856
242022.10.31 20:00modify60.101.573561.568311.55856
252022.11.01 16:00s/l60.101.568311.568311.5585636.669946.79
262022.11.01 16:00s/l70.101.568311.568311.5585614.319961.11
272022.11.01 16:00s/l80.101.568311.568311.55856-46.029915.09
282022.11.03 12:00buy90.101.551320.000000.00000
292022.11.03 12:00modify90.101.551321.537321.56632
302022.11.03 16:00s/l90.101.537321.537321.56632-103.019812.08
312022.11.09 16:00buy100.101.533890.000000.00000
322022.11.09 16:00modify100.101.533891.519891.54889
332022.11.10 16:00t/p100.101.548891.519891.54889109.949922.02
342022.11.15 16:00sell110.101.581580.000000.00000
352022.11.15 16:00modify110.101.581581.595581.56658
362022.11.18 16:00s/l110.101.595581.595581.56658-104.639817.39
372022.11.23 12:00sell120.101.601120.000000.00000
382022.11.23 12:00modify120.101.601121.615121.58612
392022.11.23 16:00s/l120.101.615121.615121.58612-103.019714.38
402022.11.24 04:00sell130.101.613300.000000.00000
412022.11.24 04:00modify130.101.613301.627301.59830
422022.11.28 12:00s/l130.101.627301.627301.59830-103.659610.73
432022.11.29 16:00sell140.101.628620.000000.00000
442022.11.29 16:00modify140.101.628621.642621.61362
452022.11.30 16:00t/p140.101.613621.642621.61362110.039720.76
462022.12.01 16:00sell150.101.647250.000000.00000
472022.12.01 16:00modify150.101.647251.661251.63225
482022.12.06 12:00s/l150.101.661251.661251.63225-103.989616.78
492022.12.06 12:00sell160.101.662800.000000.00000
502022.12.06 12:00modify160.101.662801.676801.64780
512022.12.09 16:00s/l160.101.676801.676801.64780-104.639512.15
522022.12.09 16:00sell170.101.676130.000000.00000
532022.12.09 16:00modify170.101.676131.690131.66113
542022.12.16 08:00t/p170.101.661131.690131.66113108.089620.23
552022.12.20 00:00buy180.101.658600.000000.00000
562022.12.20 00:00modify180.101.658601.644601.67360
572022.12.21 20:00s/l180.101.644601.644601.67360-103.159517.07
582022.12.27 12:00buy190.101.629890.000000.00000
592022.12.27 12:00modify190.101.629891.615891.64489
602022.12.30 20:00buy200.101.632950.000000.00000
612022.12.30 20:00modify200.101.632951.631391.64489
622022.12.30 20:00modify190.101.629891.631391.64489
632023.01.02 04:00s/l190.101.631391.631391.6448910.199527.26
642023.01.02 04:00s/l200.101.631391.631391.64489-11.629515.64
652023.01.05 16:00buy210.101.614900.000000.00000
662023.01.05 16:00modify210.101.614901.600901.62990
672023.01.09 08:00t/p210.101.629901.600901.62990110.099625.72
682023.01.18 12:00sell220.101.654170.000000.00000
692023.01.18 12:00modify220.101.654171.668171.63917
702023.01.19 12:00s/l220.101.668171.668171.63917-103.999521.74
712023.01.31 04:00sell230.101.655100.000000.00000
722023.01.31 04:00modify230.101.655101.669101.64010
732023.01.31 20:00t/p230.101.640101.669101.64010110.379632.11
742023.02.07 12:00buy240.101.609560.000000.00000
752023.02.07 12:00modify240.101.609561.595561.62456
762023.02.08 20:00t/p240.101.624561.595561.62456110.239742.33
772023.02.09 12:00sell250.101.628540.000000.00000
782023.02.09 12:00modify250.101.628541.642541.61354
792023.02.10 16:00t/p250.101.613541.642541.61354110.039852.37
802023.02.10 16:00buy260.101.612840.000000.00000
812023.02.10 16:00modify260.101.612841.598841.62784
822023.02.14 12:00t/p260.101.627841.598841.62784110.099962.45
832023.02.14 12:00sell270.101.628170.000000.00000
842023.02.14 12:00modify270.101.628171.642171.61317
852023.02.15 16:00t/p270.101.613171.642171.61317110.0310072.49
862023.02.21 12:00sell280.101.629200.000000.00000
872023.02.21 12:00modify280.101.629201.643201.61420
882023.02.27 08:00sell290.101.625940.000000.00000
892023.02.27 08:00modify290.101.625941.627701.61420
902023.02.27 08:00modify280.101.629201.627701.61420
912023.02.27 12:00s/l280.101.627701.627701.614209.0810081.57
922023.02.27 12:00s/l290.101.627701.627701.61420-12.9510068.62
932023.02.28 12:00sell300.101.640710.000000.00000
942023.02.28 12:00modify300.101.640711.654711.62571
952023.03.02 16:00t/p300.101.625711.654711.62571109.0510177.67
962023.03.02 16:00buy310.101.626640.000000.00000
972023.03.02 16:00modify310.101.626641.612641.64164
982023.03.07 08:00t/p310.101.641641.612641.64164109.9410287.62
992023.03.07 08:00sell320.101.640930.000000.00000
1002023.03.07 08:00modify320.101.640931.654931.62593
1012023.03.07 16:00sell330.101.629600.000000.00000
1022023.03.07 16:00modify330.101.629601.635681.62593
1032023.03.07 16:00modify320.101.640931.635681.62593
1042023.03.08 00:00t/p320.101.625931.635681.62593110.0310397.65
1052023.03.08 00:00t/p330.101.625931.635681.6259326.6710424.32
1062023.03.08 00:00buy340.101.626610.000000.00000
1072023.03.08 00:00modify340.101.626611.612611.64161
1082023.03.09 16:00t/p340.101.641611.612611.64161109.9410534.27
1092023.03.20 12:00sell350.101.676360.000000.00000
1102023.03.20 12:00modify350.101.676361.690361.66136
1112023.04.03 00:00t/p350.101.661361.690361.66136105.7910640.06
1122023.04.04 16:00sell360.101.681370.000000.00000
1132023.04.04 16:00modify360.101.681371.695371.66637
1142023.04.14 12:00t/p360.101.666371.695371.66637106.4410746.50
1152023.04.14 12:00buy370.101.664890.000000.00000
1162023.04.14 12:00modify370.101.664891.650891.67989
1172023.04.21 16:00t/p370.101.679891.650891.67989109.3810855.88
1182023.04.21 16:00sell380.101.680710.000000.00000
1192023.04.21 16:00modify380.101.680711.694711.66571
1202023.04.26 08:00s/l380.101.694711.694711.66571-103.9810751.90
1212023.04.26 08:00sell390.101.697660.000000.00000
1222023.04.26 08:00modify390.101.697661.711661.68266
1232023.05.04 00:00s/l390.101.711661.711661.68266-106.2610645.63
1242023.05.08 08:00buy400.101.688190.000000.00000
1252023.05.08 08:00modify400.101.688191.674191.70319
1262023.05.09 16:00buy410.101.691240.000000.00000
1272023.05.09 16:00modify410.101.691241.689691.70319
1282023.05.09 16:00modify400.101.688191.689691.70319
1292023.05.09 20:00s/l400.101.689691.689691.7031910.9010656.53
1302023.05.09 20:00s/l410.101.689691.689691.70319-11.4010645.13
1312023.05.16 16:00buy420.101.681310.000000.00000
1322023.05.16 16:00modify420.101.681311.667311.69631
1332023.05.31 04:00buy430.101.689720.000000.00000
1342023.05.31 04:00modify430.101.689721.685811.69631
1352023.05.31 04:00modify420.101.681311.685811.69631
1362023.05.31 12:00s/l420.101.685811.685811.6963130.9810676.11
1372023.05.31 12:00s/l430.101.685811.685811.69631-28.7710647.34
1382023.06.02 16:00buy440.101.675720.000000.00000
1392023.06.02 16:00modify440.101.675721.661721.69072
1402023.06.08 00:00s/l440.101.661721.661721.69072-103.8610543.48
1412023.06.08 16:00sell450.101.678580.000000.00000
1422023.06.08 16:00modify450.101.678581.692581.66358
1432023.06.12 12:00sell460.101.675370.000000.00000
1442023.06.12 12:00modify460.101.675371.677081.66358
1452023.06.12 12:00modify450.101.678581.677081.66358
1462023.06.13 08:00s/l450.101.677081.677081.6635810.0610553.54
1472023.06.13 08:00s/l460.101.677081.677081.66358-12.9110540.63
1482023.06.14 16:00sell470.101.686370.000000.00000
1492023.06.14 16:00modify470.101.686371.700371.67137
1502023.06.22 16:00sell480.101.677990.000000.00000
1512023.06.22 16:00modify480.101.677991.681871.67137
1522023.06.22 16:00modify470.101.686371.681871.67137
1532023.06.23 12:00s/l470.101.681871.681871.6713729.5210570.15
1542023.06.23 12:00s/l480.101.681871.681871.67137-28.8710541.28
1552023.06.28 08:00sell490.101.682370.000000.00000
1562023.06.28 08:00modify490.101.682371.696371.66737
1572023.06.28 16:00sell500.101.674040.000000.00000
1582023.06.28 16:00modify500.101.674041.677871.66737
1592023.06.28 16:00modify490.101.682371.677871.66737
1602023.06.29 08:00s/l490.101.677871.677871.6673732.1310573.41
1612023.06.29 08:00s/l500.101.677871.677871.66737-29.1610544.26
1622023.07.05 12:00sell510.101.685460.000000.00000
1632023.07.05 12:00modify510.101.685461.699461.67046
1642023.07.06 16:00s/l510.101.699461.699461.67046-103.9810440.28
1652023.07.11 12:00sell520.101.714610.000000.00000
1662023.07.11 12:00modify520.101.714611.728611.69961
1672023.07.14 16:00s/l520.101.728611.728611.69961-104.6410335.63
1682023.07.14 16:00sell530.101.731090.000000.00000
1692023.07.14 16:00modify530.101.731091.745091.71609
1702023.07.18 16:00sell540.101.719720.000000.00000
1712023.07.18 16:00modify540.101.719721.725841.71609
1722023.07.18 16:00modify530.101.731091.725841.71609
1732023.07.19 00:00t/p530.101.716091.725841.71609109.3810445.02
1742023.07.19 00:00t/p540.101.716091.725841.7160926.3810471.40
1752023.07.19 08:00buy550.101.705110.000000.00000
1762023.07.19 08:00modify550.101.705111.691111.72011
1772023.07.20 16:00s/l550.101.691111.691111.72011-103.4510367.95
1782023.07.21 12:00buy560.101.692020.000000.00000
1792023.07.21 12:00modify560.101.692021.678021.70702
1802023.07.24 04:00buy570.101.700510.000000.00000
1812023.07.24 04:00modify570.101.700511.696521.70702
1822023.07.24 04:00modify560.101.692021.696521.70702
1832023.07.24 08:00s/l560.101.696521.696521.7070232.9710400.92
1842023.07.24 08:00s/l570.101.696521.696521.70702-29.3610371.56
1852023.07.24 16:00buy580.101.687680.000000.00000
1862023.07.24 16:00modify580.101.687681.673681.70268
1872023.07.26 12:00t/p580.101.702681.673681.70268110.0910481.65
1882023.07.26 12:00sell590.101.706090.000000.00000
1892023.07.26 12:00modify590.101.706091.720091.69109
1902023.07.27 16:00sell600.101.697710.000000.00000
1912023.07.27 16:00modify600.101.697711.701591.69109
1922023.07.27 16:00modify590.101.706091.701591.69109
1932023.07.28 00:00t/p590.101.691091.701591.69109109.0510590.70
1942023.07.28 00:00t/p600.101.691091.701591.6910948.3710639.07
1952023.07.31 16:00buy610.101.692070.000000.00000
1962023.07.31 16:00modify610.101.692071.678071.70707
1972023.08.04 16:00t/p610.101.707071.678071.70707109.5210748.59
1982023.08.08 08:00sell620.101.711990.000000.00000
1992023.08.08 08:00modify620.101.711991.725991.69699
2002023.08.10 20:00sell630.101.703580.000000.00000
2012023.08.10 20:00modify630.101.703581.707491.69699
2022023.08.10 20:00modify620.101.711991.707491.69699
2032023.08.11 08:00s/l620.101.707491.707491.6969931.4810780.07
2042023.08.11 08:00s/l630.101.707491.707491.69699-29.1010750.97
2052023.08.15 12:00sell640.101.714950.000000.00000
2062023.08.15 12:00modify640.101.714951.728951.69995
2072023.08.21 20:00s/l640.101.728951.728951.69995-104.9710646.01
2082023.08.22 08:00sell650.101.731070.000000.00000
2092023.08.22 08:00modify650.101.731071.745071.71607
2102023.08.23 12:00t/p650.101.716071.745071.71607110.0410756.05
2112023.08.23 12:00buy660.101.714120.000000.00000
2122023.08.23 12:00modify660.101.714121.700121.72912
2132023.09.04 12:00buy670.101.717250.000000.00000
2142023.09.04 12:00modify670.101.717251.715621.72912
2152023.09.04 12:00modify660.101.714121.715621.72912
2162023.09.04 16:00s/l660.101.715621.715621.729129.3310765.38
2172023.09.04 16:00s/l670.101.715621.715621.72912-11.9910753.39
2182023.09.06 16:00buy680.101.707120.000000.00000
2192023.09.06 16:00modify680.101.707121.693121.72212
2202023.09.12 12:00s/l680.101.693121.693121.72212-103.8710649.52
2212023.09.12 12:00buy690.101.694210.000000.00000
2222023.09.12 12:00modify690.101.694211.680211.70921
2232023.09.14 16:00s/l690.101.680211.680211.70921-103.5810545.94
2242023.09.15 16:00buy700.101.673600.000000.00000
2252023.09.15 16:00modify700.101.673601.659601.68860
2262023.09.18 00:00buy710.101.676750.000000.00000
2272023.09.18 00:00modify710.101.676751.675101.68860
2282023.09.18 00:00modify700.101.673601.675101.68860
2292023.09.18 04:00s/l700.101.675101.675101.6886010.9010556.84
2302023.09.18 04:00s/l710.101.675101.675101.68860-12.1410544.70
2312023.09.19 04:00buy720.101.668610.000000.00000
2322023.09.19 04:00modify720.101.668611.654611.68361
2332023.09.21 12:00s/l720.101.654611.654611.68361-103.5910441.11
2342023.09.21 12:00buy730.101.657850.000000.00000
2352023.09.21 12:00modify730.101.657851.643851.67285
2362023.09.25 16:00s/l730.101.643851.643851.67285-103.2910337.82
2372023.09.28 04:00buy740.101.637980.000000.00000
2382023.09.28 04:00modify740.101.637981.623981.65298
2392023.09.29 16:00t/p740.101.652981.623981.65298110.2310448.04
2402023.09.29 16:00sell750.101.653070.000000.00000
2412023.09.29 16:00modify750.101.653071.667071.63807
2422023.09.29 23:59close at stop750.101.656661.667071.63807-26.4110421.63