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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; 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=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; 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 test2609Ticks modelled4217Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit86.81Gross profit834.44Gross loss-747.64
Profit factor1.12Expected payoff3.62
Absolute drawdown36.41Maximal drawdown463.41 (4.44%)Relative drawdown4.44% (463.41)
Total trades24Short positions (won %)17 (47.06%)Long positions (won %)7 (57.14%)
Profit trades (% of total)12 (50.00%)Loss trades (% of total)12 (50.00%)
Largestprofit trade110.88loss trade-106.99
Averageprofit trade69.54loss trade-62.30
Maximumconsecutive wins (profit in money)5 (426.99)consecutive losses (loss in money)4 (-259.60)
Maximalconsecutive profit (count of wins)426.99 (5)consecutive loss (count of losses)-259.60 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.19 08:00sell10.101.664720.000000.00000
22023.01.19 08:00modify10.101.664721.678721.64972
32023.01.24 12:00t/p10.101.649721.678721.64972110.1110110.11
42023.02.15 20:00buy20.101.611190.000000.00000
52023.02.15 20:00modify20.101.611191.597191.62619
62023.02.21 12:00t/p20.101.626191.597191.62619110.4110220.52
72023.02.22 08:00sell30.101.640130.000000.00000
82023.02.22 08:00modify30.101.640131.654131.62513
92023.02.23 00:00sell40.101.631700.000000.00000
102023.02.23 00:00modify40.101.631701.636381.62513
112023.02.23 00:00sell50.101.631700.000000.00000
122023.02.23 00:00modify50.101.631701.634881.62513
132023.02.23 00:00modify30.101.640131.634881.62513
142023.02.23 04:00modify40.101.631701.634881.62513
152023.02.26 20:00t/p30.101.625131.634881.62513109.7910330.31
162023.02.26 20:00t/p40.101.625131.634881.6251348.3410378.65
172023.02.26 20:00t/p50.101.625131.634881.6251348.3410426.99
182023.03.09 16:00sell60.101.639120.000000.00000
192023.03.09 16:00modify60.101.639121.653121.62412
202023.03.10 08:00s/l60.101.653121.653121.62412-104.0310322.96
212023.03.10 20:00sell70.101.663940.000000.00000
222023.03.10 20:00modify70.101.663941.677941.64894
232023.03.20 16:00s/l70.101.677941.677941.64894-106.3310216.63
242023.04.04 20:00sell80.101.680850.000000.00000
252023.04.04 20:00modify80.101.680851.694851.66585
262023.04.10 16:00sell90.101.672410.000000.00000
272023.04.10 16:00modify90.101.672411.677101.66585
282023.04.10 16:00sell100.101.672410.000000.00000
292023.04.10 16:00modify100.101.672411.675601.66585
302023.04.10 16:00modify80.101.680851.675601.66585
312023.04.10 20:00modify90.101.672411.675601.66585
322023.04.11 08:00s/l80.101.675601.675601.6658536.5910253.22
332023.04.11 08:00s/l90.101.675601.675601.66585-23.9610229.26
342023.04.11 08:00s/l100.101.675601.675601.66585-23.9610205.30
352023.04.23 20:00sell110.101.682220.000000.00000
362023.04.23 20:00modify110.101.682221.696221.66722
372023.04.26 08:00s/l110.101.696221.696221.66722-104.6910100.61
382023.04.26 16:00sell120.101.698050.000000.00000
392023.04.26 16:00modify120.101.698051.712051.68305
402023.05.04 00:00s/l120.101.712051.712051.68305-106.999993.62
412023.07.16 20:00sell130.101.728540.000000.00000
422023.07.16 20:00modify130.101.728541.742541.71354
432023.07.19 08:00t/p130.101.713541.742541.71354110.1210103.74
442023.07.24 20:00buy140.101.688350.000000.00000
452023.07.24 20:00modify140.101.688351.674351.70335
462023.07.26 12:00t/p140.101.703351.674351.70335110.8810214.62
472023.07.31 20:00buy150.101.692620.000000.00000
482023.07.31 20:00modify150.101.692621.678621.70762
492023.08.04 04:00buy160.101.700160.000000.00000
502023.08.04 04:00modify160.101.700161.697871.70762
512023.08.04 04:00modify150.101.692621.697871.70762
522023.08.04 08:00s/l150.101.697871.697871.7076238.1810252.80
532023.08.04 08:00s/l160.101.697871.697871.70762-16.9710235.83
542023.09.14 20:00buy170.101.677240.000000.00000
552023.09.14 20:00modify170.101.677241.663241.69224
562023.09.19 16:00s/l170.101.663241.663241.69224-104.0710131.76
572023.10.01 20:00sell180.101.655130.000000.00000
582023.10.01 20:00modify180.101.655131.669131.64013
592023.10.04 16:00s/l180.101.669131.669131.64013-104.6910027.07
602023.10.04 20:00sell190.101.669590.000000.00000
612023.10.04 20:00modify190.101.669591.683591.65459
622023.10.09 12:00sell200.101.662030.000000.00000
632023.10.09 12:00modify200.101.662031.664341.65459
642023.10.09 12:00modify190.101.669591.664341.65459
652023.10.09 16:00s/l190.101.664341.664341.6545937.2410064.32
662023.10.09 16:00s/l200.101.664341.664341.65459-17.1110047.21
672023.10.13 20:00buy210.101.658410.000000.00000
682023.10.13 20:00modify210.101.658411.644411.67341
692023.10.19 04:00buy220.101.665910.000000.00000
702023.10.19 04:00modify220.101.665911.663661.67341
712023.10.19 04:00modify210.101.658411.663661.67341
722023.10.19 08:00s/l210.101.663661.663661.6734138.1910085.39
732023.10.19 08:00s/l220.101.663661.663661.67341-16.6610068.73
742023.11.03 20:00sell230.101.691220.000000.00000
752023.11.03 20:00modify230.101.691221.705221.67622
762023.11.12 20:00sell240.101.683560.000000.00000
772023.11.12 20:00modify240.101.683561.685971.67622
782023.11.12 20:00modify230.101.691221.685971.67622
792023.11.13 00:00s/l230.101.685971.685971.6762236.2610104.99
802023.11.13 00:00s/l240.101.685971.685971.67622-18.1810086.81