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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1908Ticks modelled23128754Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit480.03Gross profit1091.54Gross loss-611.50
Profit factor1.79Expected payoff11.43
Absolute drawdown36.96Maximal drawdown388.98 (3.60%)Relative drawdown3.60% (388.98)
Total trades42Short positions (won %)25 (52.00%)Long positions (won %)17 (41.18%)
Profit trades (% of total)20 (47.62%)Loss trades (% of total)22 (52.38%)
Largestprofit trade110.42loss trade-104.07
Averageprofit trade54.58loss trade-27.80
Maximumconsecutive wins (profit in money)12 (790.56)consecutive losses (loss in money)4 (-165.49)
Maximalconsecutive profit (count of wins)790.56 (12)consecutive loss (count of losses)-165.49 (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
32023.01.23 08:25sell20.101.657190.000000.00000
42023.01.23 08:25modify20.101.657191.659471.64972
52023.01.23 08:25modify10.101.664721.659471.64972
62023.01.23 08:30sell30.101.656440.000000.00000
72023.01.23 08:30modify30.101.656441.660971.64972
82023.01.23 08:30sell40.101.656440.000000.00000
92023.01.23 08:30modify40.101.656441.659471.64972
102023.01.23 08:30modify30.101.656441.659471.64972
112023.01.24 09:40t/p10.101.649721.659471.64972110.1310110.13
122023.01.24 09:40t/p20.101.649721.659471.6497255.0110165.14
132023.01.24 09:40t/p30.101.649721.659471.6497249.4510214.59
142023.01.24 09:40t/p40.101.649721.659471.6497249.4510264.04
152023.02.15 20:00buy50.101.611190.000000.00000
162023.02.15 20:00modify50.101.611191.597191.62619
172023.02.17 14:55buy60.101.618690.000000.00000
182023.02.17 14:55modify60.101.618691.616441.62619
192023.02.17 14:55modify50.101.611191.616441.62619
202023.02.17 15:01buy70.101.619450.000000.00000
212023.02.17 15:01modify70.101.619451.614941.62619
222023.02.17 15:01buy80.101.619450.000000.00000
232023.02.17 15:01modify80.101.619451.616441.62619
242023.02.17 15:01modify70.101.619451.616441.62619
252023.02.21 09:47t/p50.101.626191.616441.62619110.4210374.46
262023.02.21 09:47t/p60.101.626191.616441.6261955.3210429.78
272023.02.21 09:47t/p70.101.626191.616441.6261949.6910479.47
282023.02.21 09:47t/p80.101.626191.616441.6261949.6910529.17
292023.02.22 08:00sell90.101.640130.000000.00000
302023.02.22 08:00modify90.101.640131.654131.62513
312023.02.22 17:38sell100.101.632630.000000.00000
322023.02.22 17:38modify100.101.632631.634881.62513
332023.02.22 17:38modify90.101.640131.634881.62513
342023.02.22 21:16sell110.101.631880.000000.00000
352023.02.22 21:16modify110.101.631881.636381.62513
362023.02.22 21:16sell120.101.631880.000000.00000
372023.02.22 21:16modify120.101.631881.634881.62513
382023.02.22 21:16modify110.101.631881.634881.62513
392023.02.24 21:02t/p90.101.625131.634881.62513109.7910638.96
402023.02.24 21:02t/p100.101.625131.634881.6251354.2310693.19
412023.02.24 21:02t/p110.101.625131.634881.6251348.6810741.88
422023.02.24 21:02t/p120.101.625131.634881.6251348.6810790.56
432023.03.09 16:00sell130.101.639120.000000.00000
442023.03.09 16:00modify130.101.639121.653121.62412
452023.03.10 07:00s/l130.101.653121.653121.62412-104.0410686.52
462023.03.10 20:00sell140.101.663940.000000.00000
472023.03.10 20:00modify140.101.663941.677941.64894
482023.03.16 11:00sell150.101.656440.000000.00000
492023.03.16 11:00modify150.101.656441.658691.64894
502023.03.16 11:00modify140.101.663941.658691.64894
512023.03.16 11:03sell160.101.655680.000000.00000
522023.03.16 11:03modify160.101.655681.660191.64894
532023.03.16 11:03sell170.101.655680.000000.00000
542023.03.16 11:03modify170.101.655681.658691.64894
552023.03.16 11:03modify160.101.655681.658691.64894
562023.03.16 12:36s/l140.101.658691.658691.6489436.9110723.43
572023.03.16 12:36s/l150.101.658691.658691.64894-16.6710706.76
582023.03.16 12:36s/l160.101.658691.658691.64894-22.3010684.46
592023.03.16 12:36s/l170.101.658691.658691.64894-22.3010662.16
602023.04.04 20:00sell180.101.680850.000000.00000
612023.04.04 20:00modify180.101.680851.694851.66585
622023.04.10 12:12sell190.101.673350.000000.00000
632023.04.10 12:12modify190.101.673351.675601.66585
642023.04.10 12:12modify180.101.680851.675601.66585
652023.04.10 12:17sell200.101.672590.000000.00000
662023.04.10 12:17modify200.101.672591.677101.66585
672023.04.10 12:17sell210.101.672590.000000.00000
682023.04.10 12:17modify210.101.672591.675601.66585
692023.04.10 12:17modify200.101.672591.675601.66585
702023.04.11 06:00s/l180.101.675601.675601.6658536.5910698.75
712023.04.11 06:00s/l190.101.675601.675601.66585-17.0010681.75
722023.04.11 06:00s/l200.101.675601.675601.66585-22.6310659.12
732023.04.11 06:00s/l210.101.675601.675601.66585-22.6310636.49
742023.04.26 16:00sell220.101.698050.000000.00000
752023.04.26 16:00modify220.101.698051.712051.68305
762023.05.01 16:21sell230.101.690550.000000.00000
772023.05.01 16:21modify230.101.690551.692801.68305
782023.05.01 16:21modify220.101.698051.692801.68305
792023.05.01 19:58s/l220.101.692801.692801.6830537.2410673.74
802023.05.01 19:58s/l230.101.692801.692801.68305-16.6710657.07
812023.07.24 20:00buy240.101.688350.000000.00000
822023.07.24 20:00modify240.101.688351.674351.70335
832023.07.25 14:14buy250.101.695860.000000.00000
842023.07.25 14:14modify250.101.695861.693601.70335
852023.07.25 14:14modify240.101.688351.693601.70335
862023.07.25 14:16buy260.101.696620.000000.00000
872023.07.25 14:16modify260.101.696621.692101.70335
882023.07.25 14:16buy270.101.696620.000000.00000
892023.07.25 14:16modify270.101.696621.693601.70335
902023.07.25 14:16modify260.101.696621.693601.70335
912023.07.25 14:28s/l240.101.693601.693601.7033538.7710695.84
922023.07.25 14:28s/l250.101.693601.693601.70335-16.7410679.10
932023.07.25 14:28s/l260.101.693601.693601.70335-22.3710656.73
942023.07.25 14:28s/l270.101.693601.693601.70335-22.3710634.36
952023.07.31 20:00buy280.101.692620.000000.00000
962023.07.31 20:00modify280.101.692621.678621.70762
972023.08.01 08:48buy290.101.700140.000000.00000
982023.08.01 08:48modify290.101.700141.697871.70762
992023.08.01 08:48modify280.101.692621.697871.70762
1002023.08.01 08:50buy300.101.700880.000000.00000
1012023.08.01 08:50modify300.101.700881.696371.70762
1022023.08.01 08:50buy310.101.700880.000000.00000
1032023.08.01 08:50modify310.101.700881.697871.70762
1042023.08.01 08:50modify300.101.700881.697871.70762
1052023.08.01 10:50s/l280.101.697871.697871.7076238.7710673.13
1062023.08.01 10:50s/l290.101.697871.697871.70762-16.8210656.31
1072023.08.01 10:50s/l300.101.697871.697871.70762-22.3010634.01
1082023.08.01 10:50s/l310.101.697871.697871.70762-22.3010611.71
1092023.09.14 20:00buy320.101.677240.000000.00000
1102023.09.14 20:00modify320.101.677241.663241.69224
1112023.09.19 12:30s/l320.101.663241.663241.69224-104.0710507.64
1122023.10.04 20:00sell330.101.669590.000000.00000
1132023.10.04 20:00modify330.101.669591.683591.65459
1142023.10.06 12:48sell340.101.662090.000000.00000
1152023.10.06 12:48modify340.101.662091.664341.65459
1162023.10.06 12:48modify330.101.669591.664341.65459
1172023.10.06 12:51sell350.101.661330.000000.00000
1182023.10.06 12:51modify350.101.661331.665841.65459
1192023.10.06 12:51sell360.101.661330.000000.00000
1202023.10.06 12:51modify360.101.661331.664341.65459
1212023.10.06 12:51modify350.101.661331.664341.65459
1222023.10.06 13:10s/l330.101.664341.664341.6545937.5710545.21
1232023.10.06 13:10s/l340.101.664341.664341.65459-16.6610528.55
1242023.10.06 13:10s/l350.101.664341.664341.65459-22.2910506.26
1252023.10.06 13:10s/l360.101.664341.664341.65459-22.2910483.97
1262023.10.13 20:00buy370.101.658410.000000.00000
1272023.10.13 20:00modify370.101.658411.644411.67341
1282023.10.18 12:10buy380.101.665920.000000.00000
1292023.10.18 12:10modify380.101.665921.663661.67341
1302023.10.18 12:10modify370.101.658411.663661.67341
1312023.10.18 12:22buy390.101.666660.000000.00000
1322023.10.18 12:22modify390.101.666661.662161.67341
1332023.10.18 12:22buy400.101.666660.000000.00000
1342023.10.18 12:22modify400.101.666661.663661.67341
1352023.10.18 12:22modify390.101.666661.663661.67341
1362023.10.18 12:38s/l370.101.663661.663661.6734138.5310522.51
1372023.10.18 12:38s/l380.101.663661.663661.67341-16.7510505.76
1382023.10.18 12:38s/l390.101.663661.663661.67341-22.2310483.53
1392023.10.18 12:38s/l400.101.663661.663661.67341-22.2310461.30
1402023.11.03 20:00sell410.101.691220.000000.00000
1412023.11.03 20:00modify410.101.691221.705221.67622
1422023.11.12 22:05sell420.101.683560.000000.00000
1432023.11.12 22:05modify420.101.683561.685971.67622
1442023.11.12 22:05modify410.101.691221.685971.67622
1452023.11.12 22:11s/l410.101.685971.685971.6762236.5910497.88
1462023.11.12 22:11s/l420.101.685971.685971.67622-17.8510480.03