Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period4 Hours (H4) 2023.01.01 20:00 - 2023.12.29 23:59 (2023.01.01 - 2024.01.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 test2609Ticks modelled4217Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit1308.92Gross profit2613.82Gross loss-1304.90
Profit factor2.00Expected payoff28.45
Absolute drawdown117.90Maximal drawdown600.25 (5.04%)Relative drawdown5.04% (600.25)
Total trades46Short positions (won %)20 (55.00%)Long positions (won %)26 (76.92%)
Profit trades (% of total)31 (67.39%)Loss trades (% of total)15 (32.61%)
Largestprofit trade111.11loss trade-111.94
Averageprofit trade84.32loss trade-86.99
Maximumconsecutive wins (profit in money)8 (808.82)consecutive losses (loss in money)3 (-249.16)
Maximalconsecutive profit (count of wins)808.82 (8)consecutive loss (count of losses)-249.16 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.05 16:00buy10.101.614900.000000.00000
22023.01.05 16:00modify10.101.614901.600901.62990
32023.01.09 08:00t/p10.101.629901.600901.62990110.8810110.88
42023.01.17 12:00sell20.101.643190.000000.00000
52023.01.17 12:00modify20.101.643191.657191.62819
62023.01.18 16:00s/l20.101.657191.657191.62819-104.0310006.85
72023.01.23 12:00buy30.101.652550.000000.00000
82023.01.23 12:00modify30.101.652551.638551.66755
92023.01.26 04:00buy40.101.661780.000000.00000
102023.01.26 04:00modify40.101.661781.657051.66755
112023.01.26 04:00modify30.101.652551.657051.66755
122023.01.26 16:00s/l30.101.657051.657051.6675532.7410039.59
132023.01.26 16:00s/l40.101.657051.657051.66755-35.0410004.55
142023.01.26 16:00buy50.101.651930.000000.00000
152023.01.26 16:00modify50.101.651931.637931.66693
162023.01.31 12:00buy60.101.658830.000000.00000
172023.01.31 12:00modify60.101.658831.654181.66693
182023.01.31 12:00modify50.101.651931.654181.66693
192023.01.31 16:00s/l50.101.654181.654181.6669316.3010020.85
202023.01.31 16:00s/l60.101.654181.654181.66693-34.459986.40
212023.01.31 16:00buy70.101.642530.000000.00000
222023.01.31 16:00modify70.101.642531.628531.65753
232023.02.03 00:00s/l70.101.628531.628531.65753-104.309882.10
242023.02.03 12:00sell80.101.636510.000000.00000
252023.02.03 12:00modify80.101.636511.650511.62151
262023.02.03 16:00t/p80.101.621511.650511.62151111.119993.21
272023.02.03 16:00buy90.101.618500.000000.00000
282023.02.03 16:00modify90.101.618501.604501.63350
292023.02.09 16:00t/p90.101.633501.604501.63350110.4110103.61
302023.02.09 16:00sell100.101.632450.000000.00000
312023.02.09 16:00modify100.101.632451.646451.61745
322023.02.10 16:00t/p100.101.617451.646451.61745110.7810214.39
332023.02.10 16:00buy110.101.612840.000000.00000
342023.02.10 16:00modify110.101.612841.598841.62784
352023.02.13 16:00buy120.101.619850.000000.00000
362023.02.13 16:00modify120.101.619851.615091.62784
372023.02.13 16:00modify110.101.612841.615091.62784
382023.02.14 12:00t/p110.101.627841.615091.62784110.8810325.27
392023.02.14 12:00t/p120.101.627841.615091.6278459.0710384.35
402023.02.14 12:00sell130.101.628170.000000.00000
412023.02.14 12:00modify130.101.628171.642171.61317
422023.02.15 16:00t/p130.101.613171.642171.61317110.7810495.13
432023.02.15 16:00buy140.101.610860.000000.00000
442023.02.15 16:00modify140.101.610861.596861.62586
452023.02.20 20:00buy150.101.620100.000000.00000
462023.02.20 20:00modify150.101.620101.615361.62586
472023.02.20 20:00modify140.101.610861.615361.62586
482023.02.21 12:00t/p140.101.625861.615361.62586110.4110605.53
492023.02.21 12:00t/p150.101.625861.615361.6258642.5510648.08
502023.02.21 12:00sell160.101.629200.000000.00000
512023.02.21 12:00modify160.101.629201.643201.61420
522023.02.28 12:00s/l160.101.643201.643201.61420-106.0010542.08
532023.02.28 16:00sell170.101.647910.000000.00000
542023.02.28 16:00modify170.101.647911.661911.63291
552023.03.01 16:00t/p170.101.632911.661911.63291110.7810652.86
562023.03.01 16:00buy180.101.633410.000000.00000
572023.03.01 16:00modify180.101.633411.619411.64841
582023.03.10 00:00t/p180.101.648411.619411.64841109.8110762.67
592023.03.14 16:00buy190.101.661350.000000.00000
602023.03.14 16:00modify190.101.661351.647351.67635
612023.03.20 12:00t/p190.101.676351.647351.67635110.4110873.08
622023.04.04 12:00sell200.101.676610.000000.00000
632023.04.04 12:00modify200.101.676611.690611.66161
642023.04.14 16:00t/p200.101.661611.690611.66161107.1610980.24
652023.04.14 16:00buy210.101.661450.000000.00000
662023.04.14 16:00modify210.101.661451.647451.67645
672023.04.19 08:00buy220.101.670570.000000.00000
682023.04.19 08:00modify220.101.670571.665951.67645
692023.04.19 08:00modify210.101.661451.665951.67645
702023.04.20 12:00t/p210.101.676451.665951.67645110.4111090.64
712023.04.20 12:00t/p220.101.676451.665951.6764543.2011133.85
722023.05.01 16:00buy230.101.692380.000000.00000
732023.05.01 16:00modify230.101.692381.678381.70738
742023.05.03 16:00t/p230.101.707381.678381.70738110.8811244.73
752023.05.19 16:00sell240.101.683180.000000.00000
762023.05.19 16:00modify240.101.683181.697181.66818
772023.06.05 08:00t/p240.101.668181.697181.66818106.1711350.90
782023.06.08 16:00sell250.101.678580.000000.00000
792023.06.08 16:00modify250.101.678581.692581.66358
802023.06.16 08:00s/l250.101.692581.692581.66358-106.3311244.57
812023.06.21 16:00buy260.101.678970.000000.00000
822023.06.21 16:00modify260.101.678971.664971.69397
832023.07.05 12:00buy270.101.685960.000000.00000
842023.07.05 12:00modify270.101.685961.681221.69397
852023.07.05 12:00modify260.101.678971.681221.69397
862023.07.06 00:00buy280.101.688140.000000.00000
872023.07.06 00:00modify280.101.688141.683471.69397
882023.07.06 00:00modify270.101.685961.683471.69397
892023.07.06 00:00modify260.101.678971.683471.69397
902023.07.06 12:00t/p260.101.693971.683471.69397109.1011353.66
912023.07.06 12:00t/p270.101.693971.683471.6939758.9811412.65
922023.07.06 12:00t/p280.101.693971.683471.6939743.1911455.84
932023.07.06 12:00sell290.101.697070.000000.00000
942023.07.06 12:00modify290.101.697071.711071.68207
952023.07.11 08:00s/l290.101.711071.711071.68207-104.6911351.15
962023.07.14 16:00sell300.101.731090.000000.00000
972023.07.14 16:00modify300.101.731091.745091.71609
982023.07.18 16:00sell310.101.719720.000000.00000
992023.07.18 16:00modify310.101.719721.725841.71609
1002023.07.18 16:00modify300.101.731091.725841.71609
1012023.07.19 00:00t/p300.101.716091.725841.71609110.1211461.27
1022023.07.19 00:00t/p310.101.716091.725841.7160926.5611487.83
1032023.07.24 16:00buy320.101.687680.000000.00000
1042023.07.24 16:00modify320.101.687681.673681.70268
1052023.07.26 12:00t/p320.101.702681.673681.70268110.8811598.71
1062023.07.26 16:00sell330.101.709090.000000.00000
1072023.07.26 16:00modify330.101.709091.723091.69409
1082023.07.27 16:00t/p330.101.694091.723091.69409110.1311708.84
1092023.07.27 16:00buy340.101.698210.000000.00000
1102023.07.27 16:00modify340.101.698211.684211.71321
1112023.08.07 20:00buy350.101.709670.000000.00000
1122023.08.07 20:00modify350.101.709671.703461.71321
1132023.08.07 20:00modify340.101.698211.703461.71321
1142023.08.08 16:00t/p340.101.713211.703461.71321109.9311818.78
1152023.08.08 16:00t/p350.101.713211.703461.7132126.1111844.89
1162023.08.23 12:00buy360.101.714120.000000.00000
1172023.08.23 12:00modify360.101.714121.700121.72912
1182023.09.07 12:00s/l360.101.700121.700121.72912-105.7311739.15
1192023.09.14 16:00buy370.101.676900.000000.00000
1202023.09.14 16:00modify370.101.676901.662901.69190
1212023.09.19 16:00s/l370.101.662901.662901.69190-104.0711635.09
1222023.09.22 12:00buy380.101.646880.000000.00000
1232023.09.22 12:00modify380.101.646881.632881.66188
1242023.10.02 04:00buy390.101.655970.000000.00000
1252023.10.02 04:00modify390.101.655971.651381.66188
1262023.10.02 04:00modify380.101.646881.651381.66188
1272023.10.03 00:00s/l380.101.651381.651381.6618832.2611667.35
1282023.10.03 00:00s/l390.101.651381.651381.66188-34.1211633.23
1292023.10.04 16:00sell400.101.670080.000000.00000
1302023.10.04 16:00modify400.101.670081.684081.65508
1312023.10.27 16:00s/l400.101.684081.684081.65508-111.9411521.29
1322023.10.27 16:00sell410.101.684740.000000.00000
1332023.10.27 16:00modify410.101.684741.698741.66974
1342023.11.03 00:00sell420.101.675580.000000.00000
1352023.11.03 00:00modify420.101.675581.680241.66974
1362023.11.03 00:00modify410.101.684741.680241.66974
1372023.11.03 12:00s/l410.101.680241.680241.6697431.0411552.32
1382023.11.03 12:00s/l420.101.680241.680241.66974-34.5211517.80
1392023.11.03 16:00sell430.101.691320.000000.00000
1402023.11.03 16:00modify430.101.691321.705321.67632
1412023.11.14 16:00s/l430.101.705321.705321.67632-106.6611411.14
1422023.11.14 16:00sell440.101.709590.000000.00000
1432023.11.14 16:00modify440.101.709591.723591.69459
1442023.11.27 16:00s/l440.101.723591.723591.69459-107.9811303.16
1452023.12.14 16:00sell450.101.712280.000000.00000
1462023.12.14 16:00modify450.101.712281.726281.69728
1472023.12.15 20:00t/p450.101.697281.726281.69728110.7911413.95
1482023.12.27 16:00sell460.101.688540.000000.00000
1492023.12.27 16:00modify460.101.688541.702541.67354
1502023.12.29 23:59s/l460.101.702541.702541.67354-105.0311308.92