Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period1 Hour (H1) 2022.12.01 00:00 - 2023.11.30 23:00 (2022.12.01 - 2023.12.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; 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=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=35; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 test6560Ticks modelled24898064Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit1061.36Gross profit1556.53Gross loss-495.16
Profit factor3.14Expected payoff25.27
Absolute drawdown167.04Maximal drawdown243.75 (2.20%)Relative drawdown2.24% (237.05)
Total trades42Short positions (won %)22 (63.64%)Long positions (won %)20 (85.00%)
Profit trades (% of total)31 (73.81%)Loss trades (% of total)11 (26.19%)
Largestprofit trade110.54loss trade-81.53
Averageprofit trade50.21loss trade-45.01
Maximumconsecutive wins (profit in money)10 (536.01)consecutive losses (loss in money)3 (-125.68)
Maximalconsecutive profit (count of wins)536.01 (10)consecutive loss (count of losses)-162.33 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.12.01 13:00sell10.101.637780.000000.00000
22022.12.01 13:00modify10.101.637781.648781.62278
32022.12.01 14:45s/l10.101.648781.648781.62278-80.929919.08
42022.12.15 16:00buy20.101.663780.000000.00000
52022.12.15 16:00modify20.101.663781.652781.67878
62022.12.20 09:48s/l20.101.652781.652781.67878-81.419837.67
72023.01.03 09:00buy30.101.622030.000000.00000
82023.01.03 09:00modify30.101.622031.611031.63703
92023.01.03 12:17buy40.101.629530.000000.00000
102023.01.03 12:17modify40.101.629531.623531.63703
112023.01.03 12:17modify30.101.622031.623531.63703
122023.01.03 12:30buy50.101.631030.000000.00000
132023.01.03 12:30modify50.101.631031.627281.63703
142023.01.03 12:30modify40.101.629531.627281.63703
152023.01.03 12:30modify30.101.622031.627281.63703
162023.01.03 12:40buy60.101.633290.000000.00000
172023.01.03 12:40modify60.101.633291.630281.63703
182023.01.03 12:40modify50.101.631031.630281.63703
192023.01.03 12:40modify40.101.629531.630281.63703
202023.01.03 12:40modify30.101.622031.630281.63703
212023.01.03 13:16t/p30.101.637031.630281.63703110.549948.21
222023.01.03 13:16t/p40.101.637031.630281.6370355.2710003.48
232023.01.03 13:16t/p50.101.637031.630281.6370344.2110047.69
242023.01.03 13:16t/p60.101.637031.630281.6370327.5610075.25
252023.01.03 14:00sell70.101.639120.000000.00000
262023.01.03 14:00modify70.101.639121.650121.62412
272023.01.04 11:50sell80.101.631620.000000.00000
282023.01.04 11:50modify80.101.631621.637621.62412
292023.01.04 11:50modify70.101.639121.637621.62412
302023.01.04 13:52sell90.101.630110.000000.00000
312023.01.04 13:52modify90.101.630111.633871.62412
322023.01.04 13:52modify80.101.631621.633871.62412
332023.01.04 13:52modify70.101.639121.633871.62412
342023.01.04 15:49sell100.101.627870.000000.00000
352023.01.04 15:49modify100.101.627871.630871.62412
362023.01.04 15:49modify90.101.630111.630871.62412
372023.01.04 15:49modify80.101.631621.630871.62412
382023.01.04 15:49modify70.101.639121.630871.62412
392023.01.04 22:05t/p70.101.624121.630871.62412110.0310185.27
402023.01.04 22:05t/p80.101.624121.630871.6241255.1810240.45
412023.01.04 22:05t/p90.101.624121.630871.6241244.0710284.52
422023.01.04 22:05t/p100.101.624121.630871.6241227.5910312.11
432023.01.05 14:00buy110.101.613630.000000.00000
442023.01.05 14:00modify110.101.613631.602631.62863
452023.01.06 13:10buy120.101.621140.000000.00000
462023.01.06 13:10modify120.101.621141.615131.62863
472023.01.06 13:10modify110.101.613631.615131.62863
482023.01.06 13:30s/l110.101.615131.615131.6286310.9410323.06
492023.01.06 13:30s/l120.101.615131.615131.62863-44.2910278.77
502023.01.24 13:00buy130.101.641660.000000.00000
512023.01.24 13:00modify130.101.641661.630661.65666
522023.01.24 20:02buy140.101.649160.000000.00000
532023.01.24 20:02modify140.101.649161.643161.65666
542023.01.24 20:02modify130.101.641661.643161.65666
552023.01.25 14:48buy150.101.650680.000000.00000
562023.01.25 14:48modify150.101.650681.646911.65666
572023.01.25 14:48modify140.101.649161.646911.65666
582023.01.25 14:48modify130.101.641661.646911.65666
592023.01.25 14:59buy160.101.652950.000000.00000
602023.01.25 14:59modify160.101.652951.649911.65666
612023.01.25 14:59modify150.101.650681.649911.65666
622023.01.25 14:59modify140.101.649161.649911.65666
632023.01.25 14:59modify130.101.641661.649911.65666
642023.01.25 15:01t/p130.101.656661.649911.65666110.4110389.18
652023.01.25 15:01t/p140.101.656661.649911.6566655.1410444.32
662023.01.25 15:01t/p150.101.656661.649911.6566644.0610488.38
672023.01.25 15:01t/p160.101.656661.649911.6566627.3410515.72
682023.01.25 17:00sell170.101.659310.000000.00000
692023.01.25 17:00modify170.101.659311.670311.64431
702023.01.26 14:18sell180.101.651810.000000.00000
712023.01.26 14:18modify180.101.651811.657811.64431
722023.01.26 14:18modify170.101.659311.657811.64431
732023.01.26 14:25sell190.101.650310.000000.00000
742023.01.26 14:25modify190.101.650311.654061.64431
752023.01.26 14:25modify180.101.651811.654061.64431
762023.01.26 14:25modify170.101.659311.654061.64431
772023.01.26 14:45s/l170.101.654061.654061.6443137.6510553.37
782023.01.26 14:45s/l180.101.654061.654061.64431-16.5610536.81
792023.01.26 14:45s/l190.101.654061.654061.64431-27.5910509.22
802023.01.31 16:00buy200.101.642530.000000.00000
812023.01.31 16:00modify200.101.642531.631531.65753
822023.02.02 16:46s/l200.101.631531.631531.65753-81.5310427.69
832023.02.03 16:00buy210.101.618500.000000.00000
842023.02.03 16:00modify210.101.618501.607501.63350
852023.02.09 08:25buy220.101.626010.000000.00000
862023.02.09 08:25modify220.101.626011.620001.63350
872023.02.09 08:25modify210.101.618501.620001.63350
882023.02.09 09:37buy230.101.627530.000000.00000
892023.02.09 09:37modify230.101.627531.623751.63350
902023.02.09 09:37modify220.101.626011.623751.63350
912023.02.09 09:37modify210.101.618501.623751.63350
922023.02.09 12:00buy240.101.629760.000000.00000
932023.02.09 12:00modify240.101.629761.626751.63350
942023.02.09 12:00modify230.101.627531.626751.63350
952023.02.09 12:00modify220.101.626011.626751.63350
962023.02.09 12:00modify210.101.618501.626751.63350
972023.02.09 15:13t/p210.101.633501.626751.63350109.8410537.52
982023.02.09 15:13t/p220.101.633501.626751.6335055.2010592.72
992023.02.09 15:13t/p230.101.633501.626751.6335044.0010636.72
1002023.02.09 15:13t/p240.101.633501.626751.6335027.5610664.28
1012023.02.10 16:00buy250.101.612840.000000.00000
1022023.02.10 16:00modify250.101.612841.601841.62784
1032023.02.13 15:52buy260.101.620340.000000.00000
1042023.02.13 15:52modify260.101.620341.614341.62784
1052023.02.13 15:52modify250.101.612841.614341.62784
1062023.02.14 07:01buy270.101.621860.000000.00000
1072023.02.14 07:01modify270.101.621861.618091.62784
1082023.02.14 07:01modify260.101.620341.618091.62784
1092023.02.14 07:01modify250.101.612841.618091.62784
1102023.02.14 08:59buy280.101.624100.000000.00000
1112023.02.14 08:59modify280.101.624101.621091.62784
1122023.02.14 08:59modify270.101.621861.621091.62784
1132023.02.14 08:59modify260.101.620341.621091.62784
1142023.02.14 08:59modify250.101.612841.621091.62784
1152023.02.14 11:16t/p250.101.627841.621091.62784110.3110774.59
1162023.02.14 11:16t/p260.101.627841.621091.6278455.1510829.74
1172023.02.14 11:16t/p270.101.627841.621091.6278444.0710873.81
1182023.02.14 11:16t/p280.101.627841.621091.6278427.5610901.37
1192023.02.21 16:00sell290.101.638650.000000.00000
1202023.02.21 16:00modify290.101.638651.649651.62365
1212023.02.22 22:06sell300.101.630930.000000.00000
1222023.02.22 22:06modify300.101.630931.637151.62365
1232023.02.22 22:06modify290.101.638651.637151.62365
1242023.02.23 08:40sell310.101.629640.000000.00000
1252023.02.23 08:40modify310.101.629641.633401.62365
1262023.02.23 08:40modify300.101.630931.633401.62365
1272023.02.23 08:40modify290.101.638651.633401.62365
1282023.02.23 09:20sell320.101.627390.000000.00000
1292023.02.23 09:20modify320.101.627391.630401.62365
1302023.02.23 09:20modify310.101.629641.630401.62365
1312023.02.23 09:20modify300.101.630931.630401.62365
1322023.02.23 09:20modify290.101.638651.630401.62365
1332023.02.23 12:34s/l290.101.630401.630401.6236559.4010960.77
1342023.02.23 12:34s/l300.101.630401.630401.623652.9310963.70
1352023.02.23 12:34s/l310.101.630401.630401.62365-5.5910958.11
1362023.02.23 12:34s/l320.101.630401.630401.62365-22.1410935.97
1372023.06.08 16:00sell330.101.678580.000000.00000
1382023.06.08 16:00modify330.101.678581.689581.66358
1392023.06.12 15:16sell340.101.671050.000000.00000
1402023.06.12 15:16modify340.101.671051.677081.66358
1412023.06.12 15:16modify330.101.678581.677081.66358
1422023.06.13 06:00s/l330.101.677081.677081.6635810.0710946.03
1432023.06.13 06:00s/l340.101.677081.677081.66358-44.6810901.35
1442023.10.04 13:00sell350.101.669400.000000.00000
1452023.10.04 13:00modify350.101.669401.680401.65440
1462023.10.06 12:49sell360.101.661900.000000.00000
1472023.10.06 12:49modify360.101.661901.667901.65440
1482023.10.06 12:49modify350.101.669401.667901.65440
1492023.10.06 14:02s/l350.101.667901.667901.654409.7310911.08
1502023.10.06 14:02s/l360.101.667901.667901.65440-44.1410866.94
1512023.11.03 15:00sell370.101.690740.000000.00000
1522023.11.03 15:00modify370.101.690741.701741.67574
1532023.11.12 22:39sell380.101.682990.000000.00000
1542023.11.12 22:39modify380.101.682991.689241.67574
1552023.11.12 22:39modify370.101.690741.689241.67574
1562023.11.13 01:17s/l370.101.689241.689241.675748.4410875.38
1572023.11.13 01:17s/l380.101.689241.689241.67574-46.3010829.08
1582023.11.14 15:00sell390.101.711450.000000.00000
1592023.11.14 15:00modify390.101.711451.722451.69645
1602023.11.15 12:53sell400.101.703940.000000.00000
1612023.11.15 12:53modify400.101.703941.709951.69645
1622023.11.15 12:53modify390.101.711451.709951.69645
1632023.11.15 13:32sell410.101.702380.000000.00000
1642023.11.15 13:32modify410.101.702381.706201.69645
1652023.11.15 13:32modify400.101.703941.706201.69645
1662023.11.15 13:32modify390.101.711451.706201.69645
1672023.11.15 14:41sell420.101.700180.000000.00000
1682023.11.15 14:41modify420.101.700181.703201.69645
1692023.11.15 14:41modify410.101.702381.703201.69645
1702023.11.15 14:41modify400.101.703941.703201.69645
1712023.11.15 14:41modify390.101.711451.703201.69645
1722023.11.16 07:46t/p390.101.696451.703201.69645109.0510938.13
1732023.11.16 07:46t/p400.101.696451.703201.6964554.1310992.25
1742023.11.16 07:46t/p410.101.696451.703201.6964542.6511034.90
1752023.11.16 07:46t/p420.101.696451.703201.6964526.4711061.36