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 20:00 (2023.01.01 - 2024.01.01)
ModelControl points (a very crude method, the results must not be considered)
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 modelled79303Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00Spread50
Total net profit819.14Gross profit1249.31Gross loss-430.16
Profit factor2.90Expected payoff23.40
Absolute drawdown36.97Maximal drawdown249.57 (2.28%)Relative drawdown2.28% (249.57)
Total trades35Short positions (won %)21 (61.90%)Long positions (won %)14 (64.29%)
Profit trades (% of total)22 (62.86%)Loss trades (% of total)13 (37.14%)
Largestprofit trade110.88loss trade-104.07
Averageprofit trade56.79loss trade-33.09
Maximumconsecutive wins (profit in money)12 (778.37)consecutive losses (loss in money)4 (-170.09)
Maximalconsecutive profit (count of wins)778.37 (12)consecutive loss (count of losses)-170.09 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.19 08:00sell10.101.664720.000000.00000
22023.01.19 08:00modify10.101.664721.678721.64972
32023.01.23 08:55sell20.101.656190.000000.00000
42023.01.23 08:55modify20.101.656191.660971.64972
52023.01.23 08:55sell30.101.656190.000000.00000
62023.01.23 08:55modify30.101.656191.659471.64972
72023.01.23 08:55modify10.101.664721.659471.64972
82023.01.23 09:00modify20.101.656191.659471.64972
92023.01.24 08:20sell40.101.656920.000000.00000
102023.01.24 08:20modify40.101.656921.659471.64972
112023.01.24 09:40t/p10.101.649721.659471.64972110.1210110.12
122023.01.24 09:40t/p20.101.649721.659471.6497247.6010157.72
132023.01.24 09:40t/p30.101.649721.659471.6497247.6010205.32
142023.01.24 09:40t/p40.101.649721.659471.6497253.3410258.66
152023.02.15 20:00buy50.101.611190.000000.00000
162023.02.15 20:00modify50.101.611191.597191.62619
172023.02.17 14:50buy60.101.618850.000000.00000
182023.02.17 14:50modify60.101.618851.616441.62619
192023.02.17 14:50modify50.101.611191.616441.62619
202023.02.20 10:20buy70.101.619540.000000.00000
212023.02.20 10:20modify70.101.619541.614941.62619
222023.02.20 10:20buy80.101.619540.000000.00000
232023.02.20 10:20modify80.101.619541.616441.62619
242023.02.20 10:25modify70.101.619541.616441.62619
252023.02.21 09:40t/p50.101.626191.616441.62619110.4110369.07
262023.02.21 09:40t/p60.101.626191.616441.6261954.1410423.21
272023.02.21 09:40t/p70.101.626191.616441.6261949.1410472.35
282023.02.21 09:40t/p80.101.626191.616441.6261949.1410521.49
292023.02.22 08:00sell90.101.640130.000000.00000
302023.02.22 08:00modify90.101.640131.654131.62513
312023.02.22 17:15sell100.101.632540.000000.00000
322023.02.22 17:15modify100.101.632541.634881.62513
332023.02.22 17:15modify90.101.640131.634881.62513
342023.02.22 21:40sell110.101.631620.000000.00000
352023.02.22 21:40modify110.101.631621.636381.62513
362023.02.22 21:40sell120.101.631620.000000.00000
372023.02.22 21:40modify120.101.631621.634881.62513
382023.02.22 21:45modify110.101.631621.634881.62513
392023.02.24 21:30t/p90.101.625131.634881.62513109.7910631.29
402023.02.24 21:30t/p100.101.625131.634881.6251353.5710684.86
412023.02.24 21:30t/p110.101.625131.634881.6251346.7510731.61
422023.02.24 21:30t/p120.101.625131.634881.6251346.7510778.37
432023.03.09 16:00sell130.101.639120.000000.00000
442023.03.09 16:00modify130.101.639121.653121.62412
452023.03.10 07:30s/l130.101.653121.653121.62412-104.0410674.33
462023.03.10 20:00sell140.101.663940.000000.00000
472023.03.10 20:00modify140.101.663941.677941.64894
482023.03.16 11:20sell150.101.656140.000000.00000
492023.03.16 11:20modify150.101.656141.658691.64894
502023.03.16 11:20modify140.101.663941.658691.64894
512023.03.16 12:40s/l140.101.658691.658691.6489436.9110711.24
522023.03.16 12:40s/l150.101.658691.658691.64894-18.8910692.35
532023.04.04 20:00sell160.101.680850.000000.00000
542023.04.04 20:00modify160.101.680851.694851.66585
552023.04.10 15:59sell170.101.672410.000000.00000
562023.04.10 15:59modify170.101.672411.677101.66585
572023.04.10 15:59sell180.101.672410.000000.00000
582023.04.10 15:59modify180.101.672411.675601.66585
592023.04.10 15:59modify160.101.680851.675601.66585
602023.04.10 16:00modify170.101.672411.675601.66585
612023.04.10 23:45sell190.101.673210.000000.00000
622023.04.10 23:45modify190.101.673211.675601.66585
632023.04.11 06:30s/l160.101.675601.675601.6658536.5910728.94
642023.04.11 06:30s/l170.101.675601.675601.66585-23.9610704.98
652023.04.11 06:30s/l180.101.675601.675601.66585-23.9610681.02
662023.04.11 06:30s/l190.101.675601.675601.66585-18.0310662.99
672023.04.26 16:00sell200.101.698050.000000.00000
682023.04.26 16:00modify200.101.698051.712051.68305
692023.05.01 17:00sell210.101.690450.000000.00000
702023.05.01 17:00modify210.101.690451.692801.68305
712023.05.01 17:00modify200.101.698051.692801.68305
722023.05.01 19:40s/l200.101.692801.692801.6830537.2410700.23
732023.05.01 19:40s/l210.101.692801.692801.68305-17.4110682.82
742023.07.24 20:00buy220.101.688350.000000.00000
752023.07.24 20:00modify220.101.688351.674351.70335
762023.07.25 14:40buy230.101.696730.000000.00000
772023.07.25 14:40modify230.101.696731.692101.70335
782023.07.25 14:40buy240.101.696730.000000.00000
792023.07.25 14:40modify240.101.696731.693601.70335
802023.07.25 14:40modify220.101.688351.693601.70335
812023.07.25 14:45modify230.101.696731.693601.70335
822023.07.26 08:40t/p220.101.703351.693601.70335110.8810793.71
832023.07.26 08:40t/p230.101.703351.693601.7033548.9210842.63
842023.07.26 08:40t/p240.101.703351.693601.7033548.9210891.55
852023.07.31 20:00buy250.101.692620.000000.00000
862023.07.31 20:00modify250.101.692621.678621.70762
872023.08.01 08:30buy260.101.700200.000000.00000
882023.08.01 08:30modify260.101.700201.697871.70762
892023.08.01 08:30modify250.101.692621.697871.70762
902023.08.01 08:40buy270.101.701160.000000.00000
912023.08.01 08:40modify270.101.701161.696371.70762
922023.08.01 08:40buy280.101.701160.000000.00000
932023.08.01 08:40modify280.101.701161.697871.70762
942023.08.01 08:45modify270.101.701161.697871.70762
952023.08.01 10:40s/l250.101.697871.697871.7076238.7710930.32
962023.08.01 10:40s/l260.101.697871.697871.70762-17.2610913.06
972023.08.01 10:40s/l270.101.697871.697871.70762-24.3810888.68
982023.08.01 10:40s/l280.101.697871.697871.70762-24.3810864.30
992023.09.14 20:00buy290.101.677240.000000.00000
1002023.09.14 20:00modify290.101.677241.663241.69224
1012023.09.19 12:30s/l290.101.663241.663241.69224-104.0710760.23
1022023.10.04 20:00sell300.101.669590.000000.00000
1032023.10.04 20:00modify300.101.669591.683591.65459
1042023.10.06 12:50sell310.101.661990.000000.00000
1052023.10.06 12:50modify310.101.661991.664341.65459
1062023.10.06 12:50modify300.101.669591.664341.65459
1072023.10.06 12:55s/l300.101.664341.664341.6545937.5710797.80
1082023.10.06 12:55s/l310.101.664341.664341.65459-17.4110780.39
1092023.10.13 20:00buy320.101.658410.000000.00000
1102023.10.13 20:00modify320.101.658411.644411.67341
1112023.10.18 17:30buy330.101.666160.000000.00000
1122023.10.18 17:30modify330.101.666161.663661.67341
1132023.10.18 17:30modify320.101.658411.663661.67341
1142023.10.18 21:05s/l320.101.663661.663661.6734138.5410818.94
1152023.10.18 21:05s/l330.101.663661.663661.67341-18.5210800.42
1162023.11.03 20:00sell340.101.691220.000000.00000
1172023.11.03 20:00modify340.101.691221.705221.67622
1182023.11.12 22:00sell350.101.683560.000000.00000
1192023.11.12 22:00modify350.101.683561.685971.67622
1202023.11.12 22:00modify340.101.691221.685971.67622
1212023.11.12 22:30s/l340.101.685971.685971.6762236.5910837.00
1222023.11.12 22:30s/l350.101.685971.685971.67622-17.8610819.14