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 20:00 (2022.12.01 - 2023.12.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=45; 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 test1918Ticks modelled24898064Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit756.60Gross profit899.67Gross loss-143.07
Profit factor6.29Expected payoff19.40
Absolute drawdown54.98Maximal drawdown196.12 (1.87%)Relative drawdown1.87% (196.12)
Total trades39Short positions (won %)24 (66.67%)Long positions (won %)15 (73.33%)
Profit trades (% of total)27 (69.23%)Loss trades (% of total)12 (30.77%)
Largestprofit trade73.69loss trade-18.86
Averageprofit trade33.32loss trade-11.92
Maximumconsecutive wins (profit in money)10 (385.24)consecutive losses (loss in money)2 (-29.77)
Maximalconsecutive profit (count of wins)385.24 (10)consecutive loss (count of losses)-29.77 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.12.02 04:00sell10.101.646080.000000.00000
22022.12.02 04:00modify10.101.646081.661081.63608
32022.12.02 13:34sell20.101.642010.000000.00000
42022.12.02 13:34modify20.101.642011.645581.63608
52022.12.02 13:34modify10.101.646081.645581.63608
62022.12.02 13:35sell30.101.640990.000000.00000
72022.12.02 13:35modify30.101.640991.643581.63608
82022.12.02 13:35modify20.101.642011.643581.63608
92022.12.02 13:35modify10.101.646081.643581.63608
102022.12.02 13:42sell40.101.639050.000000.00000
112022.12.02 13:42modify40.101.639051.641581.63608
122022.12.02 13:42modify30.101.640991.641581.63608
132022.12.02 13:42modify20.101.642011.641581.63608
142022.12.02 13:42modify10.101.646081.641581.63608
152022.12.02 13:51s/l10.101.641581.641581.6360833.1110033.11
162022.12.02 13:51s/l20.101.641581.641581.636083.1710036.28
172022.12.02 13:51s/l30.101.641581.641581.63608-4.3410031.94
182022.12.02 13:51s/l40.101.641581.641581.63608-18.6110013.33
192022.12.16 00:00buy50.101.665210.000000.00000
202022.12.16 00:00modify50.101.665211.650211.67521
212022.12.16 14:48buy60.101.669230.000000.00000
222022.12.16 14:48modify60.101.669231.665711.67521
232022.12.16 14:48modify50.101.665211.665711.67521
242022.12.16 14:54buy70.101.670230.000000.00000
252022.12.16 14:54modify70.101.670231.667711.67521
262022.12.16 14:54modify60.101.669231.667711.67521
272022.12.16 14:54modify50.101.665211.667711.67521
282022.12.16 15:05s/l50.101.667711.667711.6752118.4210031.75
292022.12.16 15:05s/l60.101.667711.667711.67521-11.2010020.55
302022.12.16 15:05s/l70.101.667711.667711.67521-18.5710001.98
312023.01.19 04:00sell80.101.665030.000000.00000
322023.01.19 04:00modify80.101.665031.680031.65503
332023.01.20 15:43sell90.101.661030.000000.00000
342023.01.20 15:43modify90.101.661031.664531.65503
352023.01.20 15:43modify80.101.665031.664531.65503
362023.01.20 15:48sell100.101.660000.000000.00000
372023.01.20 15:48modify100.101.660001.662531.65503
382023.01.20 15:48modify90.101.661031.662531.65503
392023.01.20 15:48modify80.101.665031.662531.65503
402023.01.20 20:40sell110.101.658010.000000.00000
412023.01.20 20:40modify110.101.658011.660531.65503
422023.01.20 20:40modify100.101.660001.660531.65503
432023.01.20 20:40modify90.101.661031.660531.65503
442023.01.20 20:40modify80.101.665031.660531.65503
452023.01.23 00:52s/l80.101.660531.660531.6550332.4510034.43
462023.01.23 00:52s/l90.101.660531.660531.655033.3610037.79
472023.01.23 00:52s/l100.101.660531.660531.65503-4.2210033.56
482023.01.23 00:52s/l110.101.660531.660531.65503-18.8610014.70
492023.02.03 04:00buy120.101.628230.000000.00000
502023.02.03 04:00modify120.101.628231.613231.63823
512023.02.03 09:30buy130.101.632270.000000.00000
522023.02.03 09:30modify130.101.632271.628731.63823
532023.02.03 09:30modify120.101.628231.628731.63823
542023.02.03 09:36buy140.101.633280.000000.00000
552023.02.03 09:36modify140.101.633281.630731.63823
562023.02.03 09:36modify130.101.632271.630731.63823
572023.02.03 09:36modify120.101.628231.630731.63823
582023.02.03 09:59buy150.101.635230.000000.00000
592023.02.03 09:59modify150.101.635231.632731.63823
602023.02.03 09:59modify140.101.633281.632731.63823
612023.02.03 09:59modify130.101.632271.632731.63823
622023.02.03 09:59modify120.101.628231.632731.63823
632023.02.03 12:25t/p120.101.638231.632731.6382373.6910088.39
642023.02.03 12:25t/p130.101.638231.632731.6382343.9210132.31
652023.02.03 12:25t/p140.101.638231.632731.6382336.4710168.78
662023.02.03 12:25t/p150.101.638231.632731.6382322.1010190.88
672023.02.22 00:00sell160.101.638620.000000.00000
682023.02.22 00:00modify160.101.638621.653621.62862
692023.02.22 15:53sell170.101.634620.000000.00000
702023.02.22 15:53modify170.101.634621.638121.62862
712023.02.22 15:53modify160.101.638621.638121.62862
722023.02.22 15:57sell180.101.633620.000000.00000
732023.02.22 15:57modify180.101.633621.636121.62862
742023.02.22 15:57modify170.101.634621.636121.62862
752023.02.22 15:57modify160.101.638621.636121.62862
762023.02.22 21:56sell190.101.631620.000000.00000
772023.02.22 21:56modify190.101.631621.634121.62862
782023.02.22 21:56modify180.101.633621.634121.62862
792023.02.22 21:56modify170.101.634621.634121.62862
802023.02.22 21:56modify160.101.638621.634121.62862
812023.02.23 09:00t/p160.101.628621.634121.6286272.6010263.47
822023.02.23 09:00t/p170.101.628621.634121.6286243.1710306.64
832023.02.23 09:00t/p180.101.628621.634121.6286235.8110342.44
842023.02.23 09:00t/p190.101.628621.634121.6286221.1010363.54
852023.04.03 04:00buy200.101.660290.000000.00000
862023.04.03 04:00modify200.101.660291.645291.67029
872023.04.03 07:33buy210.101.664350.000000.00000
882023.04.03 07:33modify210.101.664351.660791.67029
892023.04.03 07:33modify200.101.660291.660791.67029
902023.04.03 09:55buy220.101.665290.000000.00000
912023.04.03 09:55modify220.101.665291.662791.67029
922023.04.03 09:55modify210.101.664351.662791.67029
932023.04.03 09:55modify200.101.660291.662791.67029
942023.04.03 12:11buy230.101.667300.000000.00000
952023.04.03 12:11modify230.101.667301.664791.67029
962023.04.03 12:11modify220.101.665291.664791.67029
972023.04.03 12:11modify210.101.664351.664791.67029
982023.04.03 12:11modify200.101.660291.664791.67029
992023.04.03 16:08s/l200.101.664791.664791.6702933.1610396.70
1002023.04.03 16:08s/l210.101.664791.664791.670293.2410399.94
1012023.04.03 16:08s/l220.101.664791.664791.67029-3.6910396.25
1022023.04.03 16:08s/l230.101.664791.664791.67029-18.5010377.75
1032023.04.26 16:00sell240.101.698050.000000.00000
1042023.04.26 16:00modify240.101.698051.713051.68805
1052023.05.01 14:45sell250.101.694050.000000.00000
1062023.05.01 14:45modify250.101.694051.697551.68805
1072023.05.01 14:45modify240.101.698051.697551.68805
1082023.05.01 15:18sell260.101.693050.000000.00000
1092023.05.01 15:18modify260.101.693051.695551.68805
1102023.05.01 15:18modify250.101.694051.695551.68805
1112023.05.01 15:18modify240.101.698051.695551.68805
1122023.05.01 16:10sell270.101.691040.000000.00000
1132023.05.01 16:10modify270.101.691041.693551.68805
1142023.05.01 16:10modify260.101.693051.693551.68805
1152023.05.01 16:10modify250.101.694051.693551.68805
1162023.05.01 16:10modify240.101.698051.693551.68805
1172023.05.02 00:14s/l240.101.693551.693551.6880531.1610408.91
1182023.05.02 00:14s/l250.101.693551.693551.688053.3610412.27
1192023.05.02 00:14s/l260.101.693551.693551.68805-4.0010408.26
1202023.05.02 00:14s/l270.101.693551.693551.68805-18.7810389.48
1212023.07.07 00:00sell280.101.702840.000000.00000
1222023.07.07 00:00modify280.101.702841.717841.69284
1232023.07.10 10:58sell290.101.698820.000000.00000
1242023.07.10 10:58modify290.101.698821.702341.69284
1252023.07.10 10:58modify280.101.702841.702341.69284
1262023.07.10 11:24sell300.101.697820.000000.00000
1272023.07.10 11:24modify300.101.697821.700341.69284
1282023.07.10 11:24modify290.101.698821.700341.69284
1292023.07.10 11:24modify280.101.702841.700341.69284
1302023.07.10 12:29sell310.101.695830.000000.00000
1312023.07.10 12:29modify310.101.695831.698341.69284
1322023.07.10 12:29modify300.101.697821.698341.69284
1332023.07.10 12:29modify290.101.698821.698341.69284
1342023.07.10 12:29modify280.101.702841.698341.69284
1352023.07.10 13:21s/l280.101.698341.698341.6928432.7910422.26
1362023.07.10 13:21s/l290.101.698341.698341.692843.5310425.79
1372023.07.10 13:21s/l300.101.698341.698341.69284-3.8210421.97
1382023.07.10 13:21s/l310.101.698341.698341.69284-18.4610403.51
1392023.07.28 00:00buy320.101.692630.000000.00000
1402023.07.28 00:00modify320.101.692631.677631.70263
1412023.07.28 10:20buy330.101.696660.000000.00000
1422023.07.28 10:20modify330.101.696661.693131.70263
1432023.07.28 10:20modify320.101.692631.693131.70263
1442023.07.28 10:26buy340.101.697650.000000.00000
1452023.07.28 10:26modify340.101.697651.695131.70263
1462023.07.28 10:26modify330.101.696661.695131.70263
1472023.07.28 10:26modify320.101.692631.695131.70263
1482023.07.28 10:44buy350.101.699630.000000.00000
1492023.07.28 10:44modify350.101.699631.697131.70263
1502023.07.28 10:44modify340.101.697651.697131.70263
1512023.07.28 10:44modify330.101.696661.697131.70263
1522023.07.28 10:44modify320.101.692631.697131.70263
1532023.07.28 14:02t/p320.101.702631.697131.7026373.6910477.20
1542023.07.28 14:02t/p330.101.702631.697131.7026344.0010521.20
1552023.07.28 14:02t/p340.101.702631.697131.7026336.7010557.90
1562023.07.28 14:02t/p350.101.702631.697131.7026322.1110580.01
1572023.11.15 00:00sell360.101.711370.000000.00000
1582023.11.15 00:00modify360.101.711371.726371.70137
1592023.11.15 07:00sell370.101.707370.000000.00000
1602023.11.15 07:00modify370.101.707371.710871.70137
1612023.11.15 07:00modify360.101.711371.710871.70137
1622023.11.15 07:33sell380.101.706370.000000.00000
1632023.11.15 07:33modify380.101.706371.708871.70137
1642023.11.15 07:33modify370.101.707371.708871.70137
1652023.11.15 07:33modify360.101.711371.708871.70137
1662023.11.15 12:45sell390.101.704370.000000.00000
1672023.11.15 12:45modify390.101.704371.706871.70137
1682023.11.15 12:45modify380.101.706371.706871.70137
1692023.11.15 12:45modify370.101.707371.706871.70137
1702023.11.15 12:45modify360.101.711371.706871.70137
1712023.11.15 13:42t/p360.101.701371.706871.7013773.5710653.58
1722023.11.15 13:42t/p370.101.701371.706871.7013744.1510697.73
1732023.11.15 13:42t/p380.101.701371.706871.7013736.7910734.52
1742023.11.15 13:42t/p390.101.701371.706871.7013722.0810756.60