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=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 test1918Ticks modelled24898064Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit842.27Gross profit1380.52Gross loss-538.24
Profit factor2.56Expected payoff16.20
Absolute drawdown31.66Maximal drawdown242.62 (2.37%)Relative drawdown2.37% (242.62)
Total trades52Short positions (won %)40 (52.50%)Long positions (won %)12 (75.00%)
Profit trades (% of total)30 (57.69%)Loss trades (% of total)22 (42.31%)
Largestprofit trade110.42loss trade-51.81
Averageprofit trade46.02loss trade-24.47
Maximumconsecutive wins (profit in money)9 (520.28)consecutive losses (loss in money)3 (-85.90)
Maximalconsecutive profit (count of wins)520.28 (9)consecutive loss (count of losses)-95.71 (2)
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 13:35sell20.101.640480.000000.00000
42022.12.02 13:35modify20.101.640481.646501.63225
52022.12.02 13:35modify10.101.647251.646501.63225
62022.12.02 13:43sell30.101.638170.000000.00000
72022.12.02 13:43modify30.101.638171.641251.63225
82022.12.02 13:43modify20.101.640481.641251.63225
92022.12.02 13:43modify10.101.647251.641251.63225
102022.12.02 13:45s/l10.101.641251.641251.6322543.8310043.83
112022.12.02 13:45s/l20.101.641251.641251.63225-5.6610038.17
122022.12.02 13:45s/l30.101.641251.641251.63225-22.6510015.52
132022.12.06 16:00sell40.101.667540.000000.00000
142022.12.06 16:00modify40.101.667541.674541.65254
152022.12.06 18:42sell50.101.660790.000000.00000
162022.12.06 18:42modify50.101.660791.666791.65254
172022.12.06 18:42modify40.101.667541.666791.65254
182022.12.06 19:30sell60.101.658530.000000.00000
192022.12.06 19:30modify60.101.658531.661541.65254
202022.12.06 19:30modify50.101.660791.661541.65254
212022.12.06 19:30modify40.101.667541.661541.65254
222022.12.06 20:28sell70.101.656990.000000.00000
232022.12.06 20:28modify70.101.656991.660041.65254
242022.12.06 20:28modify60.101.658531.660041.65254
252022.12.06 20:28modify50.101.660791.660041.65254
262022.12.06 20:28modify40.101.667541.660041.65254
272022.12.07 08:32s/l40.101.660041.660041.6525454.8610070.37
282022.12.07 08:32s/l50.101.660041.660041.652545.2010075.57
292022.12.07 08:32s/l60.101.660041.660041.65254-11.4310064.13
302022.12.07 08:32s/l70.101.660041.660041.65254-22.7610041.37
312022.12.15 16:00buy80.101.663780.000000.00000
322022.12.15 16:00modify80.101.663781.656781.67878
332022.12.16 09:14s/l80.101.656781.656781.67878-51.709989.67
342022.12.27 16:00buy90.101.622780.000000.00000
352022.12.27 16:00modify90.101.622781.615781.63778
362022.12.28 07:27buy100.101.629550.000000.00000
372022.12.28 07:27modify100.101.629551.623531.63778
382022.12.28 07:27modify90.101.622781.623531.63778
392022.12.28 11:07buy110.101.631800.000000.00000
402022.12.28 11:07modify110.101.631801.628781.63778
412022.12.28 11:07modify100.101.629551.628781.63778
422022.12.28 11:07modify90.101.622781.628781.63778
432022.12.28 13:06buy120.101.633310.000000.00000
442022.12.28 13:06modify120.101.633311.630281.63778
452022.12.28 13:06modify110.101.631801.630281.63778
462022.12.28 13:06modify100.101.629551.630281.63778
472022.12.28 13:06modify90.101.622781.630281.63778
482022.12.28 14:51t/p90.101.637781.630281.63778110.4210100.09
492022.12.28 14:51t/p100.101.637781.630281.6377860.6510160.74
502022.12.28 14:51t/p110.101.637781.630281.6377844.0710204.81
512022.12.28 14:51t/p120.101.637781.630281.6377832.9410237.75
522023.01.05 16:00buy130.101.614900.000000.00000
532023.01.05 16:00modify130.101.614901.607901.62990
542023.01.06 13:20buy140.101.621650.000000.00000
552023.01.06 13:20modify140.101.621651.615651.62990
562023.01.06 13:20modify130.101.614901.615651.62990
572023.01.06 13:30s/l130.101.615651.615651.629905.4110243.16
582023.01.06 13:30s/l140.101.615651.615651.62990-44.2110198.95
592023.01.18 12:00sell150.101.654170.000000.00000
602023.01.18 12:00modify150.101.654171.661171.63917
612023.01.18 13:43s/l150.101.661171.661171.63917-51.5010147.45
622023.01.19 12:00sell160.101.667050.000000.00000
632023.01.19 12:00modify160.101.667051.674051.65205
642023.01.20 15:48sell170.101.660300.000000.00000
652023.01.20 15:48modify170.101.660301.666301.65205
662023.01.20 15:48modify160.101.667051.666301.65205
672023.01.20 20:40sell180.101.658040.000000.00000
682023.01.20 20:40modify180.101.658041.661051.65205
692023.01.20 20:40modify170.101.660301.661051.65205
702023.01.20 20:40modify160.101.667051.661051.65205
712023.01.23 01:20s/l160.101.661051.661051.6520543.4910190.94
722023.01.23 01:20s/l170.101.661051.661051.65205-5.8410185.10
732023.01.23 01:20s/l180.101.661051.661051.65205-22.4610162.63
742023.02.09 16:00sell190.101.632450.000000.00000
752023.02.09 16:00modify190.101.632451.639451.61745
762023.02.10 08:35sell200.101.625700.000000.00000
772023.02.10 08:35modify200.101.625701.631701.61745
782023.02.10 08:35modify190.101.632451.631701.61745
792023.02.10 13:30sell210.101.623220.000000.00000
802023.02.10 13:30modify210.101.623221.626451.61745
812023.02.10 13:30modify200.101.625701.626451.61745
822023.02.10 13:30modify190.101.632451.626451.61745
832023.02.10 15:00t/p190.101.617451.626451.61745110.0310272.66
842023.02.10 15:00t/p200.101.617451.626451.6174560.6910333.35
852023.02.10 15:00t/p210.101.617451.626451.6174542.4510375.80
862023.02.10 16:00buy220.101.612840.000000.00000
872023.02.10 16:00modify220.101.612841.605841.62784
882023.02.13 15:51buy230.101.619600.000000.00000
892023.02.13 15:51modify230.101.619601.613591.62784
902023.02.13 15:51modify220.101.612841.613591.62784
912023.02.14 07:01buy240.101.621860.000000.00000
922023.02.14 07:01modify240.101.621861.618841.62784
932023.02.14 07:01modify230.101.619601.618841.62784
942023.02.14 07:01modify220.101.612841.618841.62784
952023.02.14 08:49buy250.101.623440.000000.00000
962023.02.14 08:49modify250.101.623441.620341.62784
972023.02.14 08:49modify240.101.621861.620341.62784
982023.02.14 08:49modify230.101.619601.620341.62784
992023.02.14 08:49modify220.101.612841.620341.62784
1002023.02.14 11:16t/p220.101.627841.620341.62784110.3110486.11
1012023.02.14 11:16t/p230.101.627841.620341.6278460.6010546.71
1022023.02.14 11:16t/p240.101.627841.620341.6278444.0710590.78
1032023.02.14 11:16t/p250.101.627841.620341.6278432.4310623.21
1042023.02.14 12:00sell260.101.628170.000000.00000
1052023.02.14 12:00modify260.101.628171.635171.61317
1062023.02.15 07:00sell270.101.621330.000000.00000
1072023.02.15 07:00modify270.101.621331.627421.61317
1082023.02.15 07:00modify260.101.628171.627421.61317
1092023.02.15 07:01sell280.101.619100.000000.00000
1102023.02.15 07:01modify280.101.619101.622171.61317
1112023.02.15 07:01modify270.101.621331.622171.61317
1122023.02.15 07:01modify260.101.628171.622171.61317
1132023.02.15 07:10sell290.101.617490.000000.00000
1142023.02.15 07:10modify290.101.617491.620671.61317
1152023.02.15 07:10modify280.101.619101.620671.61317
1162023.02.15 07:10modify270.101.621331.620671.61317
1172023.02.15 07:10modify260.101.628171.620671.61317
1182023.02.15 08:57s/l260.101.620671.620671.6131754.8610678.06
1192023.02.15 08:57s/l270.101.620671.620671.613174.8510682.91
1202023.02.15 08:57s/l280.101.620671.620671.61317-11.5510671.36
1212023.02.15 08:57s/l290.101.620671.620671.61317-23.4010647.96
1222023.02.21 16:00sell300.101.638650.000000.00000
1232023.02.21 16:00modify300.101.638651.645651.62365
1242023.02.22 21:16sell310.101.631890.000000.00000
1252023.02.22 21:16modify310.101.631891.637901.62365
1262023.02.22 21:16modify300.101.638651.637901.62365
1272023.02.23 08:40sell320.101.629640.000000.00000
1282023.02.23 08:40modify320.101.629641.632651.62365
1292023.02.23 08:40modify310.101.631891.632651.62365
1302023.02.23 08:40modify300.101.638651.632651.62365
1312023.02.23 09:00sell330.101.628130.000000.00000
1322023.02.23 09:00modify330.101.628131.631151.62365
1332023.02.23 09:00modify320.101.629641.631151.62365
1342023.02.23 09:00modify310.101.631891.631151.62365
1352023.02.23 09:00modify300.101.638651.631151.62365
1362023.02.23 13:26s/l300.101.631151.631151.6236553.8810701.84
1372023.02.23 13:26s/l310.101.631151.631151.623654.4710706.31
1382023.02.23 13:26s/l320.101.631151.631151.62365-11.1110695.20
1392023.02.23 13:26s/l330.101.631151.631151.62365-22.2210672.98
1402023.02.28 16:00sell340.101.647910.000000.00000
1412023.02.28 16:00modify340.101.647911.654911.63291
1422023.02.28 20:55sell350.101.641160.000000.00000
1432023.02.28 20:55modify350.101.641161.647161.63291
1442023.02.28 20:55modify340.101.647911.647161.63291
1452023.02.28 22:14sell360.101.638910.000000.00000
1462023.02.28 22:14modify360.101.638911.641911.63291
1472023.02.28 22:14modify350.101.641161.641911.63291
1482023.02.28 22:14modify340.101.647911.641911.63291
1492023.02.28 22:19s/l340.101.641911.641911.6329144.1410717.12
1502023.02.28 22:19s/l350.101.641911.641911.63291-5.5210711.60
1512023.02.28 22:19s/l360.101.641911.641911.63291-22.0710689.53
1522023.04.04 16:00sell370.101.681370.000000.00000
1532023.04.04 16:00modify370.101.681371.688371.66637
1542023.04.05 14:44sell380.101.674610.000000.00000
1552023.04.05 14:44modify380.101.674611.680621.66637
1562023.04.05 14:44modify370.101.681371.680621.66637
1572023.04.06 07:20s/l370.101.680621.680621.666374.2210693.75
1582023.04.06 07:20s/l380.101.680621.680621.66637-45.1910648.56
1592023.06.08 16:00sell390.101.678580.000000.00000
1602023.06.08 16:00modify390.101.678581.685581.66358
1612023.06.09 09:39sell400.101.671830.000000.00000
1622023.06.09 09:39modify400.101.671831.677831.66358
1632023.06.09 09:39modify390.101.678581.677831.66358
1642023.06.09 12:30s/l390.101.677831.677831.663585.2010653.75
1652023.06.09 12:30s/l400.101.677831.677831.66358-44.1410609.61
1662023.07.26 16:00sell410.101.709090.000000.00000
1672023.07.26 16:00modify410.101.709091.716091.69409
1682023.07.27 12:30sell420.101.702230.000000.00000
1692023.07.27 12:30modify420.101.702231.708341.69409
1702023.07.27 12:30modify410.101.709091.708341.69409
1712023.07.27 12:32sell430.101.700070.000000.00000
1722023.07.27 12:32modify430.101.700071.703091.69409
1732023.07.27 12:32modify420.101.702231.703091.69409
1742023.07.27 12:32modify410.101.709091.703091.69409
1752023.07.27 12:51sell440.101.698590.000000.00000
1762023.07.27 12:51modify440.101.698591.701591.69409
1772023.07.27 12:51modify430.101.700071.701591.69409
1782023.07.27 12:51modify420.101.702231.701591.69409
1792023.07.27 12:51modify410.101.709091.701591.69409
1802023.07.27 14:12t/p410.101.694091.701591.69409109.3810718.99
1812023.07.27 14:12t/p420.101.694091.701591.6940959.8810778.87
1822023.07.27 14:12t/p430.101.694091.701591.6940943.9910822.86
1832023.07.27 14:12t/p440.101.694091.701591.6940933.1010855.96
1842023.09.14 16:00buy450.101.676900.000000.00000
1852023.09.14 16:00modify450.101.676901.669901.69190
1862023.09.18 13:12s/l450.101.669901.669901.69190-51.8110804.14
1872023.10.04 16:00sell460.101.670080.000000.00000
1882023.10.04 16:00modify460.101.670081.677081.65508
1892023.10.06 12:44sell470.101.663300.000000.00000
1902023.10.06 12:44modify470.101.663301.669331.65508
1912023.10.06 12:44modify460.101.670081.669331.65508
1922023.10.06 12:52sell480.101.661070.000000.00000
1932023.10.06 12:52modify480.101.661071.664081.65508
1942023.10.06 12:52modify470.101.663301.664081.65508
1952023.10.06 12:52modify460.101.670081.664081.65508
1962023.10.06 13:08s/l460.101.664081.664081.6550842.8510846.99
1972023.10.06 13:08s/l470.101.664081.664081.65508-5.7310841.26
1982023.10.06 13:08s/l480.101.664081.664081.65508-22.1410819.12
1992023.11.14 16:00sell490.101.709590.000000.00000
2002023.11.14 16:00modify490.101.709591.716591.69459
2012023.11.15 13:31sell500.101.702820.000000.00000
2022023.11.15 13:31modify500.101.702821.708841.69459
2032023.11.15 13:31modify490.101.709591.708841.69459
2042023.11.15 14:40sell510.101.700580.000000.00000
2052023.11.15 14:40modify510.101.700581.703591.69459
2062023.11.15 14:40modify500.101.702821.703591.69459
2072023.11.15 14:40modify490.101.709591.703591.69459
2082023.11.15 14:56sell520.101.699090.000000.00000
2092023.11.15 14:56modify520.101.699091.702091.69459
2102023.11.15 14:56modify510.101.700581.702091.69459
2112023.11.15 14:56modify500.101.702821.702091.69459
2122023.11.15 14:56modify490.101.709591.702091.69459
2132023.11.16 13:30s/l490.101.702091.702091.6945953.8810873.00
2142023.11.16 13:30s/l500.101.702091.702091.694594.4010877.40
2152023.11.16 13:30s/l510.101.702091.702091.69459-12.0810865.32
2162023.11.16 13:30s/l520.101.702091.702091.69459-23.0410842.27