Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period4 Hours (H4) 2022.12.01 00:00 - 2023.11.30 23:59 (2022.12.01 - 2023.12.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=120; 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=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; 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 test2619Ticks modelled4236Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit1256.75Gross profit2247.61Gross loss-990.85
Profit factor2.27Expected payoff28.56
Absolute drawdown149.90Maximal drawdown324.92 (2.86%)Relative drawdown2.86% (324.92)
Total trades44Short positions (won %)23 (60.87%)Long positions (won %)21 (76.19%)
Profit trades (% of total)30 (68.18%)Loss trades (% of total)14 (31.82%)
Largestprofit trade110.42loss trade-91.53
Averageprofit trade74.92loss trade-70.78
Maximumconsecutive wins (profit in money)9 (599.70)consecutive losses (loss in money)3 (-218.64)
Maximalconsecutive profit (count of wins)634.75 (8)consecutive loss (count of losses)-218.64 (3)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.12.01 12:00sell10.101.633230.000000.00000
22022.12.01 12:00modify10.101.633231.645231.61823
32022.12.01 16:00s/l10.101.645231.645231.61823-88.299911.71
42022.12.06 16:00sell20.101.667540.000000.00000
52022.12.06 16:00modify20.101.667541.679541.65254
62022.12.06 20:00sell30.101.659010.000000.00000
72022.12.06 20:00modify30.101.659011.663791.65254
82022.12.06 20:00modify20.101.667541.663791.65254
92022.12.07 12:00s/l20.101.663791.663791.6525427.279938.98
102022.12.07 12:00s/l30.101.663791.663791.65254-35.499903.48
112022.12.09 16:00sell40.101.676130.000000.00000
122022.12.09 16:00modify40.101.676131.688131.66113
132022.12.16 08:00t/p40.101.661131.688131.66113108.0810011.56
142022.12.27 16:00buy50.101.622780.000000.00000
152022.12.27 16:00modify50.101.622781.610781.63778
162022.12.28 16:00t/p50.101.637781.610781.63778110.4210121.98
172023.01.05 16:00buy60.101.614900.000000.00000
182023.01.05 16:00modify60.101.614901.602901.62990
192023.01.09 08:00t/p60.101.629901.602901.62990110.3110232.28
202023.01.18 12:00sell70.101.654170.000000.00000
212023.01.18 12:00modify70.101.654171.666171.63917
222023.01.19 00:00s/l70.101.666171.666171.63917-89.2510143.03
232023.01.23 12:00buy80.101.652550.000000.00000
242023.01.23 12:00modify80.101.652551.640551.66755
252023.01.26 00:00buy90.101.660960.000000.00000
262023.01.26 00:00modify90.101.660961.656301.66755
272023.01.26 00:00modify80.101.652551.656301.66755
282023.01.26 16:00s/l80.101.656301.656301.6675527.0410170.07
292023.01.26 16:00s/l90.101.656301.656301.66755-34.3410135.73
302023.02.03 16:00buy100.101.618500.000000.00000
312023.02.03 16:00modify100.101.618501.606501.63350
322023.02.09 16:00t/p100.101.633501.606501.63350109.8410245.57
332023.02.10 16:00buy110.101.612840.000000.00000
342023.02.10 16:00modify110.101.612841.600841.62784
352023.02.13 16:00buy120.101.619850.000000.00000
362023.02.13 16:00modify120.101.619851.614341.62784
372023.02.13 16:00modify110.101.612841.614341.62784
382023.02.14 12:00t/p110.101.627841.614341.62784110.3110355.87
392023.02.14 12:00t/p120.101.627841.614341.6278458.7610414.64
402023.02.14 12:00sell130.101.628170.000000.00000
412023.02.14 12:00modify130.101.628171.640171.61317
422023.02.15 12:00sell140.101.616170.000000.00000
432023.02.15 12:00modify140.101.616171.622921.61317
442023.02.15 12:00modify130.101.628171.622921.61317
452023.02.15 16:00t/p130.101.613171.622921.61317110.0410524.67
462023.02.15 16:00t/p140.101.613171.622921.6131722.0710546.74
472023.02.15 16:00buy150.101.610860.000000.00000
482023.02.15 16:00modify150.101.610861.598861.62586
492023.02.17 16:00buy160.101.619180.000000.00000
502023.02.17 16:00modify160.101.619181.614611.62586
512023.02.17 16:00modify150.101.610861.614611.62586
522023.02.17 20:00buy170.101.623010.000000.00000
532023.02.17 20:00modify170.101.623011.616111.62586
542023.02.17 20:00modify160.101.619181.616111.62586
552023.02.17 20:00modify150.101.610861.616111.62586
562023.02.21 12:00t/p150.101.625861.616111.62586109.8410656.58
572023.02.21 12:00t/p160.101.625861.616111.6258649.0010705.57
582023.02.21 12:00t/p170.101.625861.616111.6258620.7710726.34
592023.02.21 16:00sell180.101.638650.000000.00000
602023.02.21 16:00modify180.101.638651.650651.62365
612023.02.23 00:00sell190.101.631700.000000.00000
622023.02.23 00:00modify190.101.631701.637151.62365
632023.02.23 00:00modify180.101.638651.637151.62365
642023.02.27 20:00s/l180.101.637151.637151.623659.0910735.43
652023.02.27 20:00s/l190.101.637151.637151.62365-40.7410694.69
662023.02.28 12:00sell200.101.640710.000000.00000
672023.02.28 12:00modify200.101.640711.652711.62571
682023.03.02 04:00sell210.101.633700.000000.00000
692023.03.02 04:00modify210.101.633701.639211.62571
702023.03.02 04:00modify200.101.640711.639211.62571
712023.03.02 16:00t/p200.101.625711.639211.62571109.0510803.74
722023.03.02 16:00t/p210.101.625711.639211.6257158.7810862.52
732023.03.02 16:00buy220.101.626640.000000.00000
742023.03.02 16:00modify220.101.626641.614641.64164
752023.03.07 08:00t/p220.101.641641.614641.64164110.1810972.70
762023.04.04 12:00sell230.101.676610.000000.00000
772023.04.04 12:00modify230.101.676611.688611.66161
782023.04.14 12:00sell240.101.664390.000000.00000
792023.04.14 12:00modify240.101.664391.671361.66161
802023.04.14 12:00modify230.101.676611.671361.66161
812023.04.14 16:00t/p230.101.661611.671361.66161106.4611079.16
822023.04.14 16:00t/p240.101.661611.671361.6616120.4511099.61
832023.04.14 16:00buy250.101.661450.000000.00000
842023.04.14 16:00modify250.101.661451.649451.67645
852023.04.20 12:00t/p250.101.676451.649451.67645109.8411209.45
862023.05.03 16:00sell260.101.707530.000000.00000
872023.05.03 16:00modify260.101.707531.719531.69253
882023.05.05 16:00t/p260.101.692531.719531.69253109.0511318.50
892023.06.05 08:00buy270.101.665570.000000.00000
902023.06.05 08:00modify270.101.665571.653571.68057
912023.06.06 00:00buy280.101.672340.000000.00000
922023.06.06 00:00modify280.101.672341.667071.68057
932023.06.06 00:00modify270.101.665571.667071.68057
942023.06.06 08:00s/l270.101.667071.667071.6805710.9411329.44
952023.06.06 08:00s/l280.101.667071.667071.68057-38.8311290.61
962023.06.08 16:00sell290.101.678580.000000.00000
972023.06.08 16:00modify290.101.678581.690581.66358
982023.06.15 20:00s/l290.101.690581.690581.66358-90.5511200.06
992023.07.06 12:00sell300.101.697070.000000.00000
1002023.07.06 12:00modify300.101.697071.709071.68207
1012023.07.11 08:00s/l300.101.709071.709071.68207-89.2511110.80
1022023.07.14 16:00sell310.101.731090.000000.00000
1032023.07.14 16:00modify310.101.731091.743091.71609
1042023.07.19 00:00t/p310.101.716091.743091.71609109.3811220.18
1052023.07.19 08:00buy320.101.705110.000000.00000
1062023.07.19 08:00modify320.101.705111.693111.72011
1072023.07.20 12:00s/l320.101.693111.693111.72011-88.7811131.40
1082023.07.26 12:00sell330.101.706090.000000.00000
1092023.07.26 12:00modify330.101.706091.718091.69109
1102023.07.27 16:00sell340.101.697710.000000.00000
1112023.07.27 16:00modify340.101.697711.702341.69109
1122023.07.27 16:00modify330.101.706091.702341.69109
1132023.07.28 00:00t/p330.101.691091.702341.69109109.0611240.46
1142023.07.28 00:00t/p340.101.691091.702341.6910948.3911288.84
1152023.08.23 12:00buy350.101.714120.000000.00000
1162023.08.23 12:00modify350.101.714121.702121.72912
1172023.09.07 00:00s/l350.101.702121.702121.72912-90.4311198.42
1182023.09.14 16:00buy360.101.676900.000000.00000
1192023.09.14 16:00modify360.101.676901.664901.69190
1202023.09.19 12:00s/l360.101.664901.664901.69190-88.7811109.64
1212023.09.22 12:00buy370.101.646880.000000.00000
1222023.09.22 12:00modify370.101.646881.634881.66188
1232023.10.03 00:00buy380.101.653840.000000.00000
1242023.10.03 00:00modify380.101.653841.648381.66188
1252023.10.03 00:00modify370.101.646881.648381.66188
1262023.10.04 12:00t/p370.101.661881.648381.66188109.3711219.00
1272023.10.04 12:00t/p380.101.661881.648381.6618859.1311278.13
1282023.10.04 16:00sell390.101.670080.000000.00000
1292023.10.04 16:00modify390.101.670081.682081.65508
1302023.10.09 16:00sell400.101.661750.000000.00000
1312023.10.09 16:00modify400.101.661751.666331.65508
1322023.10.09 16:00modify390.101.670081.666331.65508
1332023.10.10 12:00s/l390.101.666331.666331.6550825.6411303.78
1342023.10.10 12:00s/l400.101.666331.666331.65508-34.0211269.75
1352023.10.13 16:00buy410.101.657190.000000.00000
1362023.10.13 16:00modify410.101.657191.645191.67219
1372023.10.20 16:00buy420.101.664100.000000.00000
1382023.10.20 16:00modify420.101.664101.658691.67219
1392023.10.20 16:00modify410.101.657191.658691.67219
1402023.10.23 16:00t/p410.101.672191.658691.67219109.5911379.34
1412023.10.23 16:00t/p420.101.672191.658691.6721959.4911438.83
1422023.10.27 16:00sell430.101.684740.000000.00000
1432023.10.27 16:00modify430.101.684741.696741.66974
1442023.11.08 20:00s/l430.101.696741.696741.66974-91.5311347.31
1452023.11.14 16:00sell440.101.709590.000000.00000
1462023.11.14 16:00modify440.101.709591.721591.69459
1472023.11.21 16:00s/l440.101.721591.721591.69459-90.5511256.75