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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test6521Ticks modelled23128754Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit1230.70Gross profit1565.61Gross loss-334.91
Profit factor4.67Expected payoff30.77
Absolute drawdown4.75Maximal drawdown245.47 (2.19%)Relative drawdown2.22% (238.41)
Total trades40Short positions (won %)21 (66.67%)Long positions (won %)19 (89.47%)
Profit trades (% of total)31 (77.50%)Loss trades (% of total)9 (22.50%)
Largestprofit trade111.12loss trade-81.97
Averageprofit trade50.50loss trade-37.21
Maximumconsecutive wins (profit in money)10 (538.90)consecutive losses (loss in money)3 (-126.40)
Maximalconsecutive profit (count of wins)538.90 (10)consecutive loss (count of losses)-126.40 (3)
Averageconsecutive wins4consecutive losses2
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 12:17buy20.101.629530.000000.00000
42023.01.03 12:17modify20.101.629531.623531.63703
52023.01.03 12:17modify10.101.622031.623531.63703
62023.01.03 12:30buy30.101.631030.000000.00000
72023.01.03 12:30modify30.101.631031.627281.63703
82023.01.03 12:30modify20.101.629531.627281.63703
92023.01.03 12:30modify10.101.622031.627281.63703
102023.01.03 12:40buy40.101.633290.000000.00000
112023.01.03 12:40modify40.101.633291.630281.63703
122023.01.03 12:40modify30.101.631031.630281.63703
132023.01.03 12:40modify20.101.629531.630281.63703
142023.01.03 12:40modify10.101.622031.630281.63703
152023.01.03 13:16t/p10.101.637031.630281.63703111.1210111.12
162023.01.03 13:16t/p20.101.637031.630281.6370355.5610166.68
172023.01.03 13:16t/p30.101.637031.630281.6370344.4510211.13
182023.01.03 13:16t/p40.101.637031.630281.6370327.7110238.84
192023.01.03 14:00sell50.101.639120.000000.00000
202023.01.03 14:00modify50.101.639121.650121.62412
212023.01.04 11:50sell60.101.631620.000000.00000
222023.01.04 11:50modify60.101.631621.637621.62412
232023.01.04 11:50modify50.101.639121.637621.62412
242023.01.04 13:52sell70.101.630110.000000.00000
252023.01.04 13:52modify70.101.630111.633871.62412
262023.01.04 13:52modify60.101.631621.633871.62412
272023.01.04 13:52modify50.101.639121.633871.62412
282023.01.04 15:49sell80.101.627870.000000.00000
292023.01.04 15:49modify80.101.627871.630871.62412
302023.01.04 15:49modify70.101.630111.630871.62412
312023.01.04 15:49modify60.101.631621.630871.62412
322023.01.04 15:49modify50.101.639121.630871.62412
332023.01.04 22:05t/p50.101.624121.630871.62412110.7810349.62
342023.01.04 22:05t/p60.101.624121.630871.6241255.5510405.17
352023.01.04 22:05t/p70.101.624121.630871.6241244.3710449.54
362023.01.04 22:05t/p80.101.624121.630871.6241227.7810477.32
372023.01.05 14:00buy90.101.613630.000000.00000
382023.01.05 14:00modify90.101.613631.602631.62863
392023.01.06 13:10buy100.101.621140.000000.00000
402023.01.06 13:10modify100.101.621141.615131.62863
412023.01.06 13:10modify90.101.613631.615131.62863
422023.01.06 13:30s/l90.101.615131.615131.6286310.9910488.31
432023.01.06 13:30s/l100.101.615131.615131.62863-44.5210443.79
442023.01.24 13:00buy110.101.641660.000000.00000
452023.01.24 13:00modify110.101.641661.630661.65666
462023.01.24 20:02buy120.101.649160.000000.00000
472023.01.24 20:02modify120.101.649161.643161.65666
482023.01.24 20:02modify110.101.641661.643161.65666
492023.01.25 14:48buy130.101.650680.000000.00000
502023.01.25 14:48modify130.101.650681.646911.65666
512023.01.25 14:48modify120.101.649161.646911.65666
522023.01.25 14:48modify110.101.641661.646911.65666
532023.01.25 14:59buy140.101.652950.000000.00000
542023.01.25 14:59modify140.101.652951.649911.65666
552023.01.25 14:59modify130.101.650681.649911.65666
562023.01.25 14:59modify120.101.649161.649911.65666
572023.01.25 14:59modify110.101.641661.649911.65666
582023.01.25 15:01t/p110.101.656661.649911.65666111.0010554.79
592023.01.25 15:01t/p120.101.656661.649911.6566655.4410610.23
602023.01.25 15:01t/p130.101.656661.649911.6566644.3010654.53
612023.01.25 15:01t/p140.101.656661.649911.6566627.4910682.02
622023.01.25 17:00sell150.101.659310.000000.00000
632023.01.25 17:00modify150.101.659311.670311.64431
642023.01.26 14:18sell160.101.651810.000000.00000
652023.01.26 14:18modify160.101.651811.657811.64431
662023.01.26 14:18modify150.101.659311.657811.64431
672023.01.26 14:25sell170.101.650310.000000.00000
682023.01.26 14:25modify170.101.650311.654061.64431
692023.01.26 14:25modify160.101.651811.654061.64431
702023.01.26 14:25modify150.101.659311.654061.64431
712023.01.26 14:45s/l150.101.654061.654061.6443137.9010719.93
722023.01.26 14:45s/l160.101.654061.654061.64431-16.6610703.27
732023.01.26 14:45s/l170.101.654061.654061.64431-27.7710675.50
742023.01.31 16:00buy180.101.642530.000000.00000
752023.01.31 16:00modify180.101.642531.631531.65753
762023.02.02 16:46s/l180.101.631531.631531.65753-81.9710593.53
772023.02.03 16:00buy190.101.618500.000000.00000
782023.02.03 16:00modify190.101.618501.607501.63350
792023.02.09 08:25buy200.101.626010.000000.00000
802023.02.09 08:25modify200.101.626011.620001.63350
812023.02.09 08:25modify190.101.618501.620001.63350
822023.02.09 09:37buy210.101.627530.000000.00000
832023.02.09 09:37modify210.101.627531.623751.63350
842023.02.09 09:37modify200.101.626011.623751.63350
852023.02.09 09:37modify190.101.618501.623751.63350
862023.02.09 12:00buy220.101.629760.000000.00000
872023.02.09 12:00modify220.101.629761.626751.63350
882023.02.09 12:00modify210.101.627531.626751.63350
892023.02.09 12:00modify200.101.626011.626751.63350
902023.02.09 12:00modify190.101.618501.626751.63350
912023.02.09 15:13t/p190.101.633501.626751.63350110.4210703.95
922023.02.09 15:13t/p200.101.633501.626751.6335055.4910759.44
932023.02.09 15:13t/p210.101.633501.626751.6335044.2310803.67
942023.02.09 15:13t/p220.101.633501.626751.6335027.7110831.38
952023.02.10 16:00buy230.101.612840.000000.00000
962023.02.10 16:00modify230.101.612841.601841.62784
972023.02.13 15:52buy240.101.620340.000000.00000
982023.02.13 15:52modify240.101.620341.614341.62784
992023.02.13 15:52modify230.101.612841.614341.62784
1002023.02.14 07:01buy250.101.621860.000000.00000
1012023.02.14 07:01modify250.101.621861.618091.62784
1022023.02.14 07:01modify240.101.620341.618091.62784
1032023.02.14 07:01modify230.101.612841.618091.62784
1042023.02.14 08:59buy260.101.624100.000000.00000
1052023.02.14 08:59modify260.101.624101.621091.62784
1062023.02.14 08:59modify250.101.621861.621091.62784
1072023.02.14 08:59modify240.101.620341.621091.62784
1082023.02.14 08:59modify230.101.612841.621091.62784
1092023.02.14 11:16t/p230.101.627841.621091.62784110.8810942.26
1102023.02.14 11:16t/p240.101.627841.621091.6278455.4410997.70
1112023.02.14 11:16t/p250.101.627841.621091.6278444.3011042.00
1122023.02.14 11:16t/p260.101.627841.621091.6278427.7111069.71
1132023.02.21 16:00sell270.101.638650.000000.00000
1142023.02.21 16:00modify270.101.638651.649651.62365
1152023.02.22 22:06sell280.101.630930.000000.00000
1162023.02.22 22:06modify280.101.630931.637151.62365
1172023.02.22 22:06modify270.101.638651.637151.62365
1182023.02.23 08:40sell290.101.629640.000000.00000
1192023.02.23 08:40modify290.101.629641.633401.62365
1202023.02.23 08:40modify280.101.630931.633401.62365
1212023.02.23 08:40modify270.101.638651.633401.62365
1222023.02.23 09:20sell300.101.627390.000000.00000
1232023.02.23 09:20modify300.101.627391.630401.62365
1242023.02.23 09:20modify290.101.629641.630401.62365
1252023.02.23 09:20modify280.101.630931.630401.62365
1262023.02.23 09:20modify270.101.638651.630401.62365
1272023.02.23 12:34s/l270.101.630401.630401.6236559.7911129.50
1282023.02.23 12:34s/l280.101.630401.630401.623652.9311132.43
1292023.02.23 12:34s/l290.101.630401.630401.62365-5.6311126.80
1302023.02.23 12:34s/l300.101.630401.630401.62365-22.3011104.50
1312023.06.08 16:00sell310.101.678580.000000.00000
1322023.06.08 16:00modify310.101.678581.689581.66358
1332023.06.12 15:16sell320.101.671050.000000.00000
1342023.06.12 15:16modify320.101.671051.677081.66358
1352023.06.12 15:16modify310.101.678581.677081.66358
1362023.06.13 06:00s/l310.101.677081.677081.6635810.1211114.63
1372023.06.13 06:00s/l320.101.677081.677081.66358-45.0011069.63
1382023.10.04 13:00sell330.101.669400.000000.00000
1392023.10.04 13:00modify330.101.669401.680401.65440
1402023.10.06 12:49sell340.101.661900.000000.00000
1412023.10.06 12:49modify340.101.661901.667901.65440
1422023.10.06 12:49modify330.101.669401.667901.65440
1432023.10.06 14:02s/l330.101.667901.667901.654409.7911079.42
1442023.10.06 14:02s/l340.101.667901.667901.65440-44.4411034.98
1452023.11.03 15:00sell350.101.690740.000000.00000
1462023.11.03 15:00modify350.101.690741.701741.67574
1472023.11.12 22:39sell360.101.682990.000000.00000
1482023.11.12 22:39modify360.101.682991.689241.67574
1492023.11.12 22:39modify350.101.690741.689241.67574
1502023.11.13 01:17s/l350.101.689241.689241.675748.4811043.46
1512023.11.13 01:17s/l360.101.689241.689241.67574-46.6310996.83
1522023.11.14 15:00sell370.101.711450.000000.00000
1532023.11.14 15:00modify370.101.711451.722451.69645
1542023.11.15 12:53sell380.101.703940.000000.00000
1552023.11.15 12:53modify380.101.703941.709951.69645
1562023.11.15 12:53modify370.101.711451.709951.69645
1572023.11.15 13:32sell390.101.702380.000000.00000
1582023.11.15 13:32modify390.101.702381.706201.69645
1592023.11.15 13:32modify380.101.703941.706201.69645
1602023.11.15 13:32modify370.101.711451.706201.69645
1612023.11.15 14:41sell400.101.700180.000000.00000
1622023.11.15 14:41modify400.101.700181.703201.69645
1632023.11.15 14:41modify390.101.702381.703201.69645
1642023.11.15 14:41modify380.101.703941.703201.69645
1652023.11.15 14:41modify370.101.711451.703201.69645
1662023.11.16 07:46t/p370.101.696451.703201.69645109.7911106.62
1672023.11.16 07:46t/p380.101.696451.703201.6964554.4911161.11
1682023.11.16 07:46t/p390.101.696451.703201.6964542.9411204.06
1692023.11.16 07:46t/p400.101.696451.703201.6964526.6411230.70