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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1911Ticks modelled28974862Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit-257.38Gross profit1725.72Gross loss-1983.11
Profit factor0.87Expected payoff-1.66
Absolute drawdown523.16Maximal drawdown850.95 (8.24%)Relative drawdown8.24% (850.95)
Total trades155Short positions (won %)89 (52.81%)Long positions (won %)66 (51.52%)
Profit trades (% of total)81 (52.26%)Loss trades (% of total)74 (47.74%)
Largestprofit trade110.35loss trade-104.00
Averageprofit trade21.31loss trade-26.80
Maximumconsecutive wins (profit in money)5 (286.90)consecutive losses (loss in money)3 (-218.55)
Maximalconsecutive profit (count of wins)286.90 (5)consecutive loss (count of losses)-218.55 (3)
Averageconsecutive wins1consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.06 16:00buy10.101.528960.000000.00000
22022.10.06 16:00modify10.101.528961.514961.54396
32022.10.06 16:34buy20.101.531960.000000.00000
42022.10.06 16:34modify20.101.531961.530461.54396
52022.10.06 16:34modify10.101.528961.530461.54396
62022.10.06 16:42s/l10.101.530461.530461.5439611.0410011.04
72022.10.06 16:42s/l20.101.530461.530461.54396-11.0410000.00
82022.10.07 16:00buy30.101.522160.000000.00000
92022.10.07 16:00modify30.101.522161.508161.53716
102022.10.10 07:13buy40.101.525170.000000.00000
112022.10.10 07:13modify40.101.525171.523661.53716
122022.10.10 07:13modify30.101.522161.523661.53716
132022.10.10 07:38s/l30.101.523661.523661.5371610.9010010.90
142022.10.10 07:38s/l40.101.523661.523661.53716-11.119999.79
152022.10.13 12:00sell50.101.553160.000000.00000
162022.10.13 12:00modify50.101.553161.567161.53816
172022.10.14 06:53sell60.101.550150.000000.00000
182022.10.14 06:53modify60.101.550151.551661.53816
192022.10.14 06:53modify50.101.553161.551661.53816
202022.10.14 06:57s/l50.101.551661.551661.5381610.7110010.50
212022.10.14 06:57s/l60.101.551661.551661.53816-11.119999.39
222022.10.17 16:00sell70.101.567630.000000.00000
232022.10.17 16:00modify70.101.567631.581631.55263
242022.10.17 16:17sell80.101.564630.000000.00000
252022.10.17 16:17modify80.101.564631.566131.55263
262022.10.17 16:17modify70.101.567631.566131.55263
272022.10.17 17:57sell90.101.559330.000000.00000
282022.10.17 17:57modify90.101.559331.563131.55263
292022.10.17 17:57modify80.101.564631.563131.55263
302022.10.17 17:57modify70.101.567631.563131.55263
312022.10.17 21:19sell100.101.556360.000000.00000
322022.10.17 21:19modify100.101.556361.562381.55263
332022.10.17 21:19modify90.101.559331.562381.55263
342022.10.17 21:19modify80.101.564631.562381.55263
352022.10.17 21:19modify70.101.567631.562381.55263
362022.10.18 06:38t/p70.101.552631.562381.55263110.0510109.45
372022.10.18 06:38t/p80.101.552631.562381.5526387.9710197.42
382022.10.18 06:38t/p90.101.552631.562381.5526348.9710246.39
392022.10.18 06:38t/p100.101.552631.562381.5526327.1210273.52
402022.10.21 12:00buy110.101.535240.000000.00000
412022.10.21 12:00modify110.101.535241.521241.55024
422022.10.21 12:58buy120.101.538240.000000.00000
432022.10.21 12:58modify120.101.538241.536741.55024
442022.10.21 12:58modify110.101.535241.536741.55024
452022.10.21 12:59s/l110.101.536741.536741.5502411.0410284.56
462022.10.21 12:59s/l120.101.536741.536741.55024-11.0410273.52
472022.10.25 16:00sell130.101.561210.000000.00000
482022.10.25 16:00modify130.101.561211.575211.54621
492022.10.26 01:30sell140.101.558210.000000.00000
502022.10.26 01:30modify140.101.558211.559711.54621
512022.10.26 01:30modify130.101.561211.559711.54621
522022.10.26 03:20s/l130.101.559711.559711.5462110.7110284.23
532022.10.26 03:20s/l140.101.559711.559711.54621-11.0310273.20
542022.10.26 08:00sell150.101.567210.000000.00000
552022.10.26 08:00modify150.101.567211.581211.55221
562022.10.26 12:02sell160.101.564210.000000.00000
572022.10.26 12:02modify160.101.564211.565711.55221
582022.10.26 12:02modify150.101.567211.565711.55221
592022.10.26 12:06s/l150.101.565711.565711.5522111.0310284.23
602022.10.26 12:06s/l160.101.565711.565711.55221-11.0410273.19
612022.10.26 16:00sell170.101.573560.000000.00000
622022.10.26 16:00modify170.101.573561.587561.55856
632022.10.27 12:53sell180.101.570440.000000.00000
642022.10.27 12:53modify180.101.570441.572061.55856
652022.10.27 12:53modify170.101.573561.572061.55856
662022.10.27 12:55s/l170.101.572061.572061.5585610.0610283.25
672022.10.27 12:55s/l180.101.572061.572061.55856-11.9210271.33
682022.11.03 12:00buy190.101.551320.000000.00000
692022.11.03 12:00modify190.101.551321.537321.56632
702022.11.03 12:00buy200.101.554520.000000.00000
712022.11.03 12:00modify200.101.554521.552821.56632
722022.11.03 12:00modify190.101.551321.552821.56632
732022.11.03 12:00s/l190.101.552821.552821.5663211.0410282.37
742022.11.03 12:00s/l200.101.552821.552821.56632-12.5010269.87
752022.11.09 16:00buy210.101.533890.000000.00000
762022.11.09 16:00modify210.101.533891.519891.54889
772022.11.09 16:13buy220.101.536910.000000.00000
782022.11.09 16:13modify220.101.536911.535391.54889
792022.11.09 16:13modify210.101.533891.535391.54889
802022.11.09 16:29s/l210.101.535391.535391.5488911.0310280.90
812022.11.09 16:29s/l220.101.535391.535391.54889-11.1910269.71
822022.11.15 16:00sell230.101.581580.000000.00000
832022.11.15 16:00modify230.101.581581.595581.56658
842022.11.15 16:28sell240.101.578510.000000.00000
852022.11.15 16:28modify240.101.578511.580081.56658
862022.11.15 16:28modify230.101.581581.580081.56658
872022.11.15 16:44s/l230.101.580081.580081.5665811.0410280.75
882022.11.15 16:44s/l240.101.580081.580081.56658-11.5510269.20
892022.11.23 12:00sell250.101.601120.000000.00000
902022.11.23 12:00modify250.101.601121.615121.58612
912022.11.23 15:45s/l250.101.615121.615121.58612-103.0110166.19
922022.11.24 04:00sell260.101.613300.000000.00000
932022.11.24 04:00modify260.101.613301.627301.59830
942022.11.28 09:09s/l260.101.627301.627301.59830-103.6510062.54
952022.11.29 16:00sell270.101.628620.000000.00000
962022.11.29 16:00modify270.101.628621.642621.61362
972022.11.29 18:23sell280.101.625610.000000.00000
982022.11.29 18:23modify280.101.625611.627121.61362
992022.11.29 18:23modify270.101.628621.627121.61362
1002022.11.29 18:54s/l270.101.627121.627121.6136211.0410073.58
1012022.11.29 18:54s/l280.101.627121.627121.61362-11.1110062.47
1022022.12.01 16:00sell290.101.647250.000000.00000
1032022.12.01 16:00modify290.101.647251.661251.63225
1042022.12.01 16:29sell300.101.644170.000000.00000
1052022.12.01 16:29modify300.101.644171.645751.63225
1062022.12.01 16:29modify290.101.647251.645751.63225
1072022.12.01 16:34s/l290.101.645751.645751.6322511.0410073.51
1082022.12.01 16:34s/l300.101.645751.645751.63225-11.6210061.89
1092022.12.06 12:00sell310.101.662800.000000.00000
1102022.12.06 12:00modify310.101.662801.676801.64780
1112022.12.06 18:50sell320.101.659790.000000.00000
1122022.12.06 18:50modify320.101.659791.661301.64780
1132022.12.06 18:50modify310.101.662801.661301.64780
1142022.12.06 22:44sell330.101.654470.000000.00000
1152022.12.06 22:44modify330.101.654471.658301.64780
1162022.12.06 22:44modify320.101.659791.658301.64780
1172022.12.06 22:44modify310.101.662801.658301.64780
1182022.12.07 08:00s/l310.101.658301.658301.6478032.7810094.67
1192022.12.07 08:00s/l320.101.658301.658301.6478010.6310105.30
1202022.12.07 08:00s/l330.101.658301.658301.64780-28.5110076.80
1212022.12.09 16:00sell340.101.676130.000000.00000
1222022.12.09 16:00modify340.101.676131.690131.66113
1232022.12.09 17:34sell350.101.673090.000000.00000
1242022.12.09 17:34modify350.101.673091.674631.66113
1252022.12.09 17:34modify340.101.676131.674631.66113
1262022.12.12 07:00sell360.101.667830.000000.00000
1272022.12.12 07:00modify360.101.667831.671631.66113
1282022.12.12 07:00modify350.101.673091.671631.66113
1292022.12.12 07:00modify340.101.676131.671631.66113
1302022.12.12 07:50s/l340.101.671631.671631.6611332.7810109.58
1312022.12.12 07:50s/l350.101.671631.671631.6611310.4210120.01
1322022.12.12 07:50s/l360.101.671631.671631.66113-27.9510092.06
1332022.12.15 16:00buy370.101.663780.000000.00000
1342022.12.15 16:00modify370.101.663781.649781.67878
1352022.12.15 16:28buy380.101.666790.000000.00000
1362022.12.15 16:28modify380.101.666791.665281.67878
1372022.12.15 16:28modify370.101.663781.665281.67878
1382022.12.15 16:55s/l370.101.665281.665281.6787811.0410103.10
1392022.12.15 16:55s/l380.101.665281.665281.67878-11.1110091.99
1402022.12.16 04:00buy390.101.663760.000000.00000
1412022.12.16 04:00modify390.101.663761.649761.67876
1422022.12.16 11:01buy400.101.666770.000000.00000
1432022.12.16 11:01modify400.101.666771.665261.67876
1442022.12.16 11:01modify390.101.663761.665261.67876
1452022.12.16 11:43s/l390.101.665261.665261.6787611.0410103.03
1462022.12.16 11:43s/l400.101.665261.665261.67876-11.1110091.92
1472022.12.20 00:00buy410.101.658600.000000.00000
1482022.12.20 00:00modify410.101.658601.644601.67360
1492022.12.20 03:03buy420.101.661620.000000.00000
1502022.12.20 03:03modify420.101.661621.660101.67360
1512022.12.20 03:03modify410.101.658601.660101.67360
1522022.12.20 03:18s/l410.101.660101.660101.6736011.0410102.96
1532022.12.20 03:18s/l420.101.660101.660101.67360-11.1810091.78
1542022.12.20 16:00buy430.101.652220.000000.00000
1552022.12.20 16:00modify430.101.652221.638221.66722
1562022.12.20 16:31buy440.101.655220.000000.00000
1572022.12.20 16:31modify440.101.655221.653721.66722
1582022.12.20 16:31modify430.101.652221.653721.66722
1592022.12.20 16:33s/l430.101.653721.653721.6672211.0310102.81
1602022.12.20 16:33s/l440.101.653721.653721.66722-11.0410091.77
1612022.12.27 12:00buy450.101.629890.000000.00000
1622022.12.27 12:00modify450.101.629891.615891.64489
1632022.12.28 11:54buy460.101.632890.000000.00000
1642022.12.28 11:54modify460.101.632891.631391.64489
1652022.12.28 11:54modify450.101.629891.631391.64489
1662022.12.28 11:58s/l450.101.631391.631391.6448910.9010102.66
1672022.12.28 11:58s/l460.101.631391.631391.64489-11.0310091.63
1682023.01.05 16:00buy470.101.614900.000000.00000
1692023.01.05 16:00modify470.101.614901.600901.62990
1702023.01.05 16:31buy480.101.617950.000000.00000
1712023.01.05 16:31modify480.101.617951.616401.62990
1722023.01.05 16:31modify470.101.614901.616401.62990
1732023.01.05 16:37s/l470.101.616401.616401.6299011.0410102.67
1742023.01.05 16:37s/l480.101.616401.616401.62990-11.4010091.27
1752023.01.18 12:00sell490.101.654170.000000.00000
1762023.01.18 12:00modify490.101.654171.668171.63917
1772023.01.19 09:15s/l490.101.668171.668171.63917-103.979987.30
1782023.01.31 04:00sell500.101.655100.000000.00000
1792023.01.31 04:00modify500.101.655101.669101.64010
1802023.01.31 13:46sell510.101.652100.000000.00000
1812023.01.31 13:46modify510.101.652101.653601.64010
1822023.01.31 13:46modify500.101.655101.653601.64010
1832023.01.31 15:19sell520.101.646850.000000.00000
1842023.01.31 15:19modify520.101.646851.650601.64010
1852023.01.31 15:19modify510.101.652101.650601.64010
1862023.01.31 15:19modify500.101.655101.650601.64010
1872023.01.31 15:46sell530.101.643850.000000.00000
1882023.01.31 15:46modify530.101.643851.649851.64010
1892023.01.31 15:46modify520.101.646851.649851.64010
1902023.01.31 15:46modify510.101.652101.649851.64010
1912023.01.31 15:46modify500.101.655101.649851.64010
1922023.01.31 19:56t/p500.101.640101.649851.64010110.3510097.65
1932023.01.31 19:56t/p510.101.640101.649851.6401088.2810185.93
1942023.01.31 19:56t/p520.101.640101.649851.6401049.6510235.58
1952023.01.31 19:56t/p530.101.640101.649851.6401027.5810263.16
1962023.02.07 12:00buy540.101.609560.000000.00000
1972023.02.07 12:00modify540.101.609561.595561.62456
1982023.02.07 14:22buy550.101.612570.000000.00000
1992023.02.07 14:22modify550.101.612571.611061.62456
2002023.02.07 14:22modify540.101.609561.611061.62456
2012023.02.07 14:49s/l540.101.611061.611061.6245611.0410274.20
2022023.02.07 14:49s/l550.101.611061.611061.62456-11.1110263.09
2032023.02.09 12:00sell560.101.628540.000000.00000
2042023.02.09 12:00modify560.101.628541.642541.61354
2052023.02.10 08:36sell570.101.625530.000000.00000
2062023.02.10 08:36modify570.101.625531.627041.61354
2072023.02.10 08:36modify560.101.628541.627041.61354
2082023.02.10 08:49s/l560.101.627041.627041.6135410.7010273.80
2092023.02.10 08:49s/l570.101.627041.627041.61354-11.1110262.69
2102023.02.10 16:00buy580.101.612840.000000.00000
2112023.02.10 16:00modify580.101.612841.598841.62784
2122023.02.13 12:59buy590.101.615910.000000.00000
2132023.02.13 12:59modify590.101.615911.614341.62784
2142023.02.13 12:59modify580.101.612841.614341.62784
2152023.02.13 13:49s/l580.101.614341.614341.6278410.8910273.58
2162023.02.13 13:49s/l590.101.614341.614341.62784-11.5510262.03
2172023.02.14 12:00sell600.101.628170.000000.00000
2182023.02.14 12:00modify600.101.628171.642171.61317
2192023.02.14 13:30sell610.101.625110.000000.00000
2202023.02.14 13:30modify610.101.625111.626671.61317
2212023.02.14 13:30modify600.101.628171.626671.61317
2222023.02.14 13:32s/l600.101.626671.626671.6131711.0410273.07
2232023.02.14 13:32s/l610.101.626671.626671.61317-11.4710261.60
2242023.02.21 12:00sell620.101.629200.000000.00000
2252023.02.21 12:00modify620.101.629201.643201.61420
2262023.02.23 11:41sell630.101.626190.000000.00000
2272023.02.23 11:41modify630.101.626191.627701.61420
2282023.02.23 11:41modify620.101.629201.627701.61420
2292023.02.23 12:01s/l620.101.627701.627701.614209.7310271.33
2302023.02.23 12:01s/l630.101.627701.627701.61420-11.1110260.22
2312023.02.28 12:00sell640.101.640710.000000.00000
2322023.02.28 12:00modify640.101.640711.654711.62571
2332023.02.28 22:09sell650.101.637690.000000.00000
2342023.02.28 22:09modify650.101.637691.639211.62571
2352023.02.28 22:09modify640.101.640711.639211.62571
2362023.02.28 22:11s/l640.101.639211.639211.6257111.0310271.25
2372023.02.28 22:11s/l650.101.639211.639211.62571-11.1910260.06
2382023.03.02 16:00buy660.101.626640.000000.00000
2392023.03.02 16:00modify660.101.626641.612641.64164
2402023.03.03 12:01buy670.101.629670.000000.00000
2412023.03.03 12:01modify670.101.629671.628141.64164
2422023.03.03 12:01modify660.101.626641.628141.64164
2432023.03.03 12:08s/l660.101.628141.628141.6416410.8910270.95
2442023.03.03 12:08s/l670.101.628141.628141.64164-11.2610259.69
2452023.03.07 08:00sell680.101.640930.000000.00000
2462023.03.07 08:00modify680.101.640931.654931.62593
2472023.03.07 08:14sell690.101.637910.000000.00000
2482023.03.07 08:14modify690.101.637911.639431.62593
2492023.03.07 08:14modify680.101.640931.639431.62593
2502023.03.07 08:47s/l680.101.639431.639431.6259311.0410270.73
2512023.03.07 08:47s/l690.101.639431.639431.62593-11.1810259.55
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5342023.09.19 04:00modify1490.101.668611.654611.68361
5352023.09.21 11:00s/l1490.101.654611.654611.68361-103.619597.03
5362023.09.21 12:00buy1500.101.657850.000000.00000
5372023.09.21 12:00modify1500.101.657851.643851.67285
5382023.09.25 13:15s/l1500.101.643851.643851.67285-103.339493.69
5392023.09.28 04:00buy1510.101.637980.000000.00000
5402023.09.28 04:00modify1510.101.637981.623981.65298
5412023.09.28 07:35buy1520.101.641000.000000.00000
5422023.09.28 07:35modify1520.101.641001.639481.65298
5432023.09.28 07:35modify1510.101.637981.639481.65298
5442023.09.28 09:24buy1530.101.646240.000000.00000
5452023.09.28 09:24modify1530.101.646241.642481.65298
5462023.09.28 09:24modify1520.101.641001.642481.65298
5472023.09.28 09:24modify1510.101.637981.642481.65298
5482023.09.29 13:14buy1540.101.649230.000000.00000
5492023.09.29 13:14modify1540.101.649231.643231.65298
5502023.09.29 13:14modify1530.101.646241.643231.65298
5512023.09.29 13:14modify1520.101.641001.643231.65298
5522023.09.29 13:14modify1510.101.637981.643231.65298
5532023.09.29 15:45t/p1510.101.652981.643231.65298110.269603.95
5542023.09.29 15:45t/p1520.101.652981.643231.6529888.039691.98
5552023.09.29 15:45t/p1530.101.652981.643231.6529849.469741.44
5562023.09.29 15:45t/p1540.101.652981.643231.6529827.609769.04
5572023.09.29 16:00sell1550.101.653070.000000.00000
5582023.09.29 16:00modify1550.101.653071.667071.63807
5592023.09.29 20:59close at stop1550.101.656661.667071.63807-26.429742.62