Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period1 Hour (H1) 2023.01.01 23:00 - 2023.12.29 21:00 (2023.01.01 - 2024.01.01)
ModelControl points (a very crude method, the results must not be considered)
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=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 test7222Ticks modelled157128Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread50
Total net profit1459.33Gross profit1729.75Gross loss-270.41
Profit factor6.40Expected payoff37.42
Absolute drawdown4.74Maximal drawdown217.34 (1.90%)Relative drawdown1.96% (214.36)
Total trades39Short positions (won %)19 (73.68%)Long positions (won %)20 (95.00%)
Profit trades (% of total)33 (84.62%)Loss trades (% of total)6 (15.38%)
Largestprofit trade111.13loss trade-81.97
Averageprofit trade52.42loss trade-45.07
Maximumconsecutive wins (profit in money)16 (938.38)consecutive losses (loss in money)2 (-109.75)
Maximalconsecutive profit (count of wins)938.38 (16)consecutive loss (count of losses)-109.75 (2)
Averageconsecutive wins6consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.03 09:00buy10.101.622030.000000.00000
22023.01.03 09:00modify10.101.622031.611031.63703
32023.01.03 12:15buy20.101.629530.000000.00000
42023.01.03 12:15modify20.101.629531.623531.63703
52023.01.03 12:15modify10.101.622031.623531.63703
62023.01.03 12:32buy30.101.631120.000000.00000
72023.01.03 12:32modify30.101.631121.627281.63703
82023.01.03 12:32modify20.101.629531.627281.63703
92023.01.03 12:32modify10.101.622031.627281.63703
102023.01.03 12:45buy40.101.633580.000000.00000
112023.01.03 12:45modify40.101.633581.630281.63703
122023.01.03 12:45modify30.101.631121.630281.63703
132023.01.03 12:45modify20.101.629531.630281.63703
142023.01.03 12:45modify10.101.622031.630281.63703
152023.01.03 13:20t/p10.101.637031.630281.63703111.1310111.13
162023.01.03 13:20t/p20.101.637031.630281.6370355.5610166.69
172023.01.03 13:20t/p30.101.637031.630281.6370343.7910210.48
182023.01.03 13:20t/p40.101.637031.630281.6370325.5610236.04
192023.01.03 14:00sell50.101.639120.000000.00000
202023.01.03 14:00modify50.101.639121.650121.62412
212023.01.04 11:55sell60.101.631550.000000.00000
222023.01.04 11:55modify60.101.631551.637621.62412
232023.01.04 11:55modify50.101.639121.637621.62412
242023.01.04 13:45sell70.101.630110.000000.00000
252023.01.04 13:45modify70.101.630111.633871.62412
262023.01.04 13:45modify60.101.631551.633871.62412
272023.01.04 13:45modify50.101.639121.633871.62412
282023.01.04 15:50sell80.101.627810.000000.00000
292023.01.04 15:50modify80.101.627811.630871.62412
302023.01.04 15:50modify70.101.630111.630871.62412
312023.01.04 15:50modify60.101.631551.630871.62412
322023.01.04 15:50modify50.101.639121.630871.62412
332023.01.04 22:02t/p50.101.624121.630871.62412110.7810346.82
342023.01.04 22:02t/p60.101.624121.630871.6241255.0410401.86
352023.01.04 22:02t/p70.101.624121.630871.6241244.3710446.23
362023.01.04 22:02t/p80.101.624121.630871.6241227.3310473.56
372023.01.05 14:00buy90.101.613630.000000.00000
382023.01.05 14:00modify90.101.613631.602631.62863
392023.01.06 15:15buy100.101.621340.000000.00000
402023.01.06 15:15modify100.101.621341.615131.62863
412023.01.06 15:15modify90.101.613631.615131.62863
422023.01.06 16:22buy110.101.622710.000000.00000
432023.01.06 16:22modify110.101.622711.618881.62863
442023.01.06 16:22modify100.101.621341.618881.62863
452023.01.06 16:22modify90.101.613631.618881.62863
462023.01.06 17:59buy120.101.624980.000000.00000
472023.01.06 17:59modify120.101.624981.621881.62863
482023.01.06 17:59modify110.101.622711.621881.62863
492023.01.06 17:59modify100.101.621341.621881.62863
502023.01.06 17:59modify90.101.613631.621881.62863
512023.01.09 00:03t/p90.101.628631.621881.62863110.8810584.44
522023.01.09 00:03t/p100.101.628631.621881.6286353.8910638.33
532023.01.09 00:03t/p110.101.628631.621881.6286343.7410682.07
542023.01.09 00:03t/p120.101.628631.621881.6286326.9210709.00
552023.01.24 13:00buy130.101.641660.000000.00000
562023.01.24 13:00modify130.101.641661.630661.65666
572023.01.24 20:20buy140.101.649310.000000.00000
582023.01.24 20:20modify140.101.649311.643161.65666
592023.01.24 20:20modify130.101.641661.643161.65666
602023.01.25 14:50buy150.101.653130.000000.00000
612023.01.25 14:50modify150.101.653131.649911.65666
622023.01.25 14:50modify140.101.649311.649911.65666
632023.01.25 14:50modify130.101.641661.649911.65666
642023.01.25 15:15t/p130.101.656661.649911.65666111.0010820.00
652023.01.25 15:15t/p140.101.656661.649911.6566654.3310874.33
662023.01.25 15:15t/p150.101.656661.649911.6566626.1510900.48
672023.01.25 17:00sell160.101.659310.000000.00000
682023.01.25 17:00modify160.101.659311.670311.64431
692023.01.26 14:20sell170.101.650310.000000.00000
702023.01.26 14:20modify170.101.650311.654061.64431
712023.01.26 14:20modify160.101.659311.654061.64431
722023.01.26 14:50s/l160.101.654061.654061.6443137.9010938.38
732023.01.26 14:50s/l170.101.654061.654061.64431-27.7810910.60
742023.01.31 16:00buy180.101.642530.000000.00000
752023.01.31 16:00modify180.101.642531.631531.65753
762023.02.02 16:50s/l180.101.631531.631531.65753-81.9710828.63
772023.02.03 16:00buy190.101.618500.000000.00000
782023.02.03 16:00modify190.101.618501.607501.63350
792023.02.09 08:25buy200.101.626060.000000.00000
802023.02.09 08:25modify200.101.626061.620001.63350
812023.02.09 08:25modify190.101.618501.620001.63350
822023.02.09 09:59buy210.101.627780.000000.00000
832023.02.09 09:59modify210.101.627781.623751.63350
842023.02.09 09:59modify200.101.626061.623751.63350
852023.02.09 09:59modify190.101.618501.623751.63350
862023.02.09 12:15buy220.101.629810.000000.00000
872023.02.09 12:15modify220.101.629811.626751.63350
882023.02.09 12:15modify210.101.627781.626751.63350
892023.02.09 12:15modify200.101.626061.626751.63350
902023.02.09 12:15modify190.101.618501.626751.63350
912023.02.09 15:02t/p190.101.633501.626751.63350110.4210939.05
922023.02.09 15:02t/p200.101.633501.626751.6335055.1210994.17
932023.02.09 15:02t/p210.101.633501.626751.6335042.3811036.55
942023.02.09 15:02t/p220.101.633501.626751.6335027.3411063.89
952023.02.10 16:00buy230.101.612840.000000.00000
962023.02.10 16:00modify230.101.612841.601841.62784
972023.02.13 15:50buy240.101.620500.000000.00000
982023.02.13 15:50modify240.101.620501.614341.62784
992023.02.13 15:50modify230.101.612841.614341.62784
1002023.02.14 08:10buy250.101.622110.000000.00000
1012023.02.14 08:10modify250.101.622111.618091.62784
1022023.02.14 08:10modify240.101.620501.618091.62784
1032023.02.14 08:10modify230.101.612841.618091.62784
1042023.02.14 08:59buy260.101.624380.000000.00000
1052023.02.14 08:59modify260.101.624381.621091.62784
1062023.02.14 08:59modify250.101.622111.621091.62784
1072023.02.14 08:59modify240.101.620501.621091.62784
1082023.02.14 08:59modify230.101.612841.621091.62784
1092023.02.14 11:10t/p230.101.627841.621091.62784110.8811174.77
1102023.02.14 11:10t/p240.101.627841.621091.6278454.2511229.02
1112023.02.14 11:10t/p250.101.627841.621091.6278442.4411271.46
1122023.02.14 11:10t/p260.101.627841.621091.6278425.6311297.09
1132023.02.21 16:00sell270.101.638650.000000.00000
1142023.02.21 16:00modify270.101.638651.649651.62365
1152023.02.22 22:10sell280.101.630960.000000.00000
1162023.02.22 22:10modify280.101.630961.637151.62365
1172023.02.22 22:10modify270.101.638651.637151.62365
1182023.02.23 09:27sell290.101.627320.000000.00000
1192023.02.23 09:27modify290.101.627321.630401.62365
1202023.02.23 09:27modify280.101.630961.630401.62365
1212023.02.23 09:27modify270.101.638651.630401.62365
1222023.02.23 12:50s/l270.101.630401.630401.6236559.7911356.89
1232023.02.23 12:50s/l280.101.630401.630401.623653.1511360.04
1242023.02.23 12:50s/l290.101.630401.630401.62365-22.8211337.22
1252023.06.08 16:00sell300.101.678580.000000.00000
1262023.06.08 16:00modify300.101.678581.689581.66358
1272023.06.12 15:20sell310.101.670880.000000.00000
1282023.06.12 15:20modify310.101.670881.677081.66358
1292023.06.12 15:20modify300.101.678581.677081.66358
1302023.06.13 06:10s/l300.101.677081.677081.6635810.1211347.34
1312023.06.13 06:10s/l310.101.677081.677081.66358-46.2611301.08
1322023.10.04 13:00sell320.101.669400.000000.00000
1332023.10.04 13:00modify320.101.669401.680401.65440
1342023.10.06 12:53sell330.101.661820.000000.00000
1352023.10.06 12:53modify330.101.661821.667901.65440
1362023.10.06 12:53modify320.101.669401.667901.65440
1372023.10.06 14:03s/l320.101.667901.667901.654409.7911310.87
1382023.10.06 14:03s/l330.101.667901.667901.65440-45.0411265.83
1392023.11.03 15:00sell340.101.690740.000000.00000
1402023.11.03 15:00modify340.101.690741.701741.67574
1412023.11.12 22:32sell350.101.683000.000000.00000
1422023.11.12 22:32modify350.101.683001.689241.67574
1432023.11.12 22:32modify340.101.690741.689241.67574
1442023.11.13 01:20s/l340.101.689241.689241.675748.4811274.31
1452023.11.13 01:20s/l350.101.689241.689241.67574-46.5511227.76
1462023.11.14 15:00sell360.101.711450.000000.00000
1472023.11.14 15:00modify360.101.711451.722451.69645
1482023.11.15 12:59sell370.101.703770.000000.00000
1492023.11.15 12:59modify370.101.703771.709951.69645
1502023.11.15 12:59modify360.101.711451.709951.69645
1512023.11.15 13:45sell380.101.702290.000000.00000
1522023.11.15 13:45modify380.101.702291.706201.69645
1532023.11.15 13:45modify370.101.703771.706201.69645
1542023.11.15 13:45modify360.101.711451.706201.69645
1552023.11.15 16:12sell390.101.700130.000000.00000
1562023.11.15 16:12modify390.101.700131.703201.69645
1572023.11.15 16:12modify380.101.702291.703201.69645
1582023.11.15 16:12modify370.101.703771.703201.69645
1592023.11.15 16:12modify360.101.711451.703201.69645
1602023.11.16 07:46t/p360.101.696451.703201.69645109.7911337.55
1612023.11.16 07:46t/p370.101.696451.703201.6964553.2311390.79
1622023.11.16 07:46t/p380.101.696451.703201.6964542.2711433.06
1632023.11.16 07:46t/p390.101.696451.703201.6964526.2711459.33