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 - 2023.12.01 00:00 (2022.12.01 - 2023.12.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 modelled79897Modelling qualityn/a
Mismatched charts errors24
Initial deposit10000.00Spread50
Total net profit1158.83Gross profit1579.80Gross loss-420.97
Profit factor3.75Expected payoff26.34
Absolute drawdown31.66Maximal drawdown193.19 (1.90%)Relative drawdown1.90% (193.19)
Total trades44Short positions (won %)32 (53.12%)Long positions (won %)12 (83.33%)
Profit trades (% of total)27 (61.36%)Loss trades (% of total)17 (38.64%)
Largestprofit trade110.42loss trade-51.81
Averageprofit trade58.51loss trade-24.76
Maximumconsecutive wins (profit in money)9 (580.77)consecutive losses (loss in money)3 (-90.25)
Maximalconsecutive profit (count of wins)580.77 (9)consecutive loss (count of losses)-90.25 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.12.01 16:00sell10.101.647250.000000.00000
22022.12.01 16:00modify10.101.647251.654251.63225
32022.12.02 13:40sell20.101.638080.000000.00000
42022.12.02 13:40modify20.101.638081.641251.63225
52022.12.02 13:40modify10.101.647251.641251.63225
62022.12.02 13:55s/l10.101.641251.641251.6322543.8310043.83
72022.12.02 13:55s/l20.101.641251.641251.63225-23.3210020.51
82022.12.06 16:00sell30.101.667540.000000.00000
92022.12.06 16:00modify30.101.667541.674541.65254
102022.12.06 18:30sell40.101.660720.000000.00000
112022.12.06 18:30modify40.101.660721.666791.65254
122022.12.06 18:30modify30.101.667541.666791.65254
132022.12.07 07:45sell50.101.657020.000000.00000
142022.12.07 07:45modify50.101.657021.660041.65254
152022.12.07 07:45modify40.101.660721.660041.65254
162022.12.07 07:45modify30.101.667541.660041.65254
172022.12.07 08:25sell60.101.658270.000000.00000
182022.12.07 08:25modify60.101.658271.661541.65254
192022.12.07 08:30s/l30.101.660041.660041.6525454.8610075.36
202022.12.07 08:30s/l40.101.660041.660041.652544.6810080.04
212022.12.07 08:30s/l50.101.660041.660041.65254-22.2210057.82
222022.12.07 08:30close60.101.660491.661541.65254-16.3310041.49
232022.12.15 16:00buy70.101.663780.000000.00000
242022.12.15 16:00modify70.101.663781.656781.67878
252022.12.16 09:40s/l70.101.656781.656781.67878-51.709989.79
262022.12.27 16:00buy80.101.622780.000000.00000
272022.12.27 16:00modify80.101.622781.615781.63778
282022.12.28 07:25buy90.101.629560.000000.00000
292022.12.28 07:25modify90.101.629561.623531.63778
302022.12.28 07:25modify80.101.622781.623531.63778
312022.12.28 13:20buy100.101.632080.000000.00000
322022.12.28 13:20modify100.101.632081.628781.63778
332022.12.28 13:20modify90.101.629561.628781.63778
342022.12.28 13:20modify80.101.622781.628781.63778
352022.12.28 13:40buy110.101.633530.000000.00000
362022.12.28 13:40modify110.101.633531.630281.63778
372022.12.28 13:40modify100.101.632081.630281.63778
382022.12.28 13:40modify90.101.629561.630281.63778
392022.12.28 13:40modify80.101.622781.630281.63778
402022.12.28 14:40t/p80.101.637781.630281.63778110.4210100.21
412022.12.28 14:40t/p90.101.637781.630281.6377860.5810160.79
422022.12.28 14:40t/p100.101.637781.630281.6377842.0110202.80
432022.12.28 14:40t/p110.101.637781.630281.6377831.3210234.12
442023.01.05 16:00buy120.101.614900.000000.00000
452023.01.05 16:00modify120.101.614901.607901.62990
462023.01.06 17:40buy130.101.625450.000000.00000
472023.01.06 17:40modify130.101.625451.622401.62990
482023.01.06 17:40modify120.101.614901.622401.62990
492023.01.06 18:10buy140.101.624060.000000.00000
502023.01.06 18:10modify140.101.624061.620901.62990
512023.01.06 18:15modify140.101.624061.622401.62990
522023.01.09 06:33t/p120.101.629901.622401.62990110.3110344.43
532023.01.09 06:33t/p130.101.629901.622401.6299032.6710377.10
542023.01.09 06:33t/p140.101.629901.622401.6299042.9210420.02
552023.01.18 12:00sell150.101.654170.000000.00000
562023.01.18 12:00modify150.101.654171.661171.63917
572023.01.18 13:40s/l150.101.661171.661171.63917-51.5010368.52
582023.01.19 12:00sell160.101.667050.000000.00000
592023.01.19 12:00modify160.101.667051.674051.65205
602023.01.20 15:59sell170.101.660260.000000.00000
612023.01.20 15:59modify170.101.660261.666301.65205
622023.01.20 15:59modify160.101.667051.666301.65205
632023.01.20 20:40sell180.101.657980.000000.00000
642023.01.20 20:40modify180.101.657981.661051.65205
652023.01.20 20:40modify170.101.660261.661051.65205
662023.01.20 20:40modify160.101.667051.661051.65205
672023.01.23 01:30s/l160.101.661051.661051.6520543.4910412.01
682023.01.23 01:30s/l170.101.661051.661051.65205-6.1310405.88
692023.01.23 01:30s/l180.101.661051.661051.65205-22.9010382.97
702023.02.09 16:00sell190.101.632450.000000.00000
712023.02.09 16:00modify190.101.632451.639451.61745
722023.02.10 08:50sell200.101.625570.000000.00000
732023.02.10 08:50modify200.101.625571.631701.61745
742023.02.10 08:50modify190.101.632451.631701.61745
752023.02.10 15:20t/p190.101.617451.631701.61745110.0310493.00
762023.02.10 15:20t/p200.101.617451.631701.6174559.7410552.74
772023.02.10 16:00buy210.101.612840.000000.00000
782023.02.10 16:00modify210.101.612841.605841.62784
792023.02.13 15:59buy220.101.619830.000000.00000
802023.02.13 15:59modify220.101.619831.613591.62784
812023.02.13 15:59modify210.101.612841.613591.62784
822023.02.14 08:20buy230.101.623390.000000.00000
832023.02.14 08:20modify230.101.623391.620341.62784
842023.02.14 08:20modify220.101.619831.620341.62784
852023.02.14 08:20modify210.101.612841.620341.62784
862023.02.14 11:06t/p210.101.627841.620341.62784110.3110663.04
872023.02.14 11:06t/p220.101.627841.620341.6278458.9110721.96
882023.02.14 11:06t/p230.101.627841.620341.6278432.7910754.75
892023.02.14 12:00sell240.101.628170.000000.00000
902023.02.14 12:00modify240.101.628171.635171.61317
912023.02.15 07:30sell250.101.618960.000000.00000
922023.02.15 07:30modify250.101.618961.622171.61317
932023.02.15 07:30modify240.101.628171.622171.61317
942023.02.15 13:40t/p240.101.613171.622171.61317110.0410864.78
952023.02.15 13:40t/p250.101.613171.622171.6131742.6010907.38
962023.02.21 16:00sell260.101.638650.000000.00000
972023.02.21 16:00modify260.101.638651.645651.62365
982023.02.22 21:40sell270.101.631620.000000.00000
992023.02.22 21:40modify270.101.631621.637901.62365
1002023.02.22 21:40modify260.101.638651.637901.62365
1012023.02.23 08:30sell280.101.629500.000000.00000
1022023.02.23 08:30modify280.101.629501.632651.62365
1032023.02.23 08:30modify270.101.631621.632651.62365
1042023.02.23 08:30modify260.101.638651.632651.62365
1052023.02.23 10:40sell290.101.628060.000000.00000
1062023.02.23 10:40modify290.101.628061.631151.62365
1072023.02.23 10:40modify280.101.629501.631151.62365
1082023.02.23 10:40modify270.101.631621.631151.62365
1092023.02.23 10:40modify260.101.638651.631151.62365
1102023.02.23 13:30s/l260.101.631151.631151.6236553.8810961.26
1112023.02.23 13:30s/l270.101.631151.631151.623652.4910963.75
1122023.02.23 13:30s/l280.101.631151.631151.62365-12.1410951.61
1132023.02.23 13:30s/l290.101.631151.631151.62365-22.7310928.88
1142023.02.28 16:00sell300.101.647910.000000.00000
1152023.02.28 16:00modify300.101.647911.654911.63291
1162023.02.28 20:50sell310.101.640940.000000.00000
1172023.02.28 20:50modify310.101.640941.647161.63291
1182023.02.28 20:50modify300.101.647911.647161.63291
1192023.03.01 15:40t/p300.101.632911.647161.63291110.0311038.90
1202023.03.01 15:40t/p310.101.632911.647161.6329158.7511097.65
1212023.04.04 16:00sell320.101.681370.000000.00000
1222023.04.04 16:00modify320.101.681371.688371.66637
1232023.04.07 13:50sell330.101.674530.000000.00000
1242023.04.07 13:50modify330.101.674531.680621.66637
1252023.04.07 13:50modify320.101.681371.680621.66637
1262023.04.10 13:05sell340.101.672300.000000.00000
1272023.04.10 13:05modify340.101.672301.675371.66637
1282023.04.10 13:05modify330.101.674531.675371.66637
1292023.04.10 13:05modify320.101.681371.675371.66637
1302023.04.10 14:15s/l320.101.675371.675371.6663742.2011139.85
1312023.04.10 14:15s/l330.101.675371.675371.66637-6.5011133.34
1322023.04.10 14:15s/l340.101.675371.675371.66637-22.5811110.76
1332023.06.08 16:00sell350.101.678580.000000.00000
1342023.06.08 16:00modify350.101.678581.685581.66358
1352023.06.09 09:40sell360.101.671630.000000.00000
1362023.06.09 09:40modify360.101.671631.677831.66358
1372023.06.09 09:40modify350.101.678581.677831.66358
1382023.06.09 12:30s/l350.101.677831.677831.663585.2011115.96
1392023.06.09 12:30s/l360.101.677831.677831.66358-45.6111070.35
1402023.07.26 16:00sell370.101.709090.000000.00000
1412023.07.26 16:00modify370.101.709091.716091.69409
1422023.07.27 14:30t/p370.101.694091.716091.69409109.3811179.73
1432023.09.14 16:00buy380.101.676900.000000.00000
1442023.09.14 16:00modify380.101.676901.669901.69190
1452023.09.18 13:05s/l380.101.669901.669901.69190-51.8111127.91
1462023.10.04 16:00sell390.101.670080.000000.00000
1472023.10.04 16:00modify390.101.670081.677081.65508
1482023.10.09 08:30sell400.101.663230.000000.00000
1492023.10.09 08:30modify400.101.663231.669331.65508
1502023.10.09 08:30modify390.101.670081.669331.65508
1512023.10.09 12:05sell410.101.660980.000000.00000
1522023.10.09 12:05modify410.101.660981.664081.65508
1532023.10.09 12:05modify400.101.663231.664081.65508
1542023.10.09 12:05modify390.101.670081.664081.65508
1552023.10.09 13:20s/l390.101.664081.664081.6550842.5311170.44
1562023.10.09 13:20s/l400.101.664081.664081.65508-6.2511164.19
1572023.10.09 13:20s/l410.101.664081.664081.65508-22.8011141.39
1582023.11.14 16:00sell420.101.709590.000000.00000
1592023.11.14 16:00modify420.101.709591.716591.69459
1602023.11.15 19:35sell430.101.698960.000000.00000
1612023.11.15 19:35modify430.101.698961.702091.69459
1622023.11.15 19:35modify420.101.709591.702091.69459
1632023.11.16 12:55sell440.101.700400.000000.00000
1642023.11.16 12:55modify440.101.700401.703591.69459
1652023.11.16 12:55modify440.101.700401.702091.69459
1662023.11.16 13:20s/l420.101.702091.702091.6945953.8811195.27
1672023.11.16 13:20s/l430.101.702091.702091.69459-24.0011171.26
1682023.11.16 13:20s/l440.101.702091.702091.69459-12.4311158.83