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=2; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; 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=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 profit8.87Gross profit974.48Gross loss-965.61
Profit factor1.01Expected payoff0.27
Absolute drawdown56.72Maximal drawdown410.85 (3.97%)Relative drawdown3.97% (410.85)
Total trades33Short positions (won %)20 (45.00%)Long positions (won %)13 (53.85%)
Profit trades (% of total)16 (48.48%)Loss trades (% of total)17 (51.52%)
Largestprofit trade110.87loss trade-84.10
Averageprofit trade60.91loss trade-56.80
Maximumconsecutive wins (profit in money)3 (242.49)consecutive losses (loss in money)4 (-331.28)
Maximalconsecutive profit (count of wins)242.49 (3)consecutive loss (count of losses)-331.28 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.19 08:00sell10.101.664720.000000.00000
22023.01.19 08:00modify10.101.664721.675721.64972
32023.01.24 04:00sell20.101.654180.000000.00000
42023.01.24 04:00modify20.101.654181.659471.64972
52023.01.24 04:00modify10.101.664721.659471.64972
62023.01.24 12:00t/p10.101.649721.659471.64972110.1110110.11
72023.01.24 12:00t/p20.101.649721.659471.6497233.0310143.14
82023.01.27 16:00buy30.101.647780.000000.00000
92023.01.27 16:00modify30.101.647781.636781.66278
102023.02.01 04:00s/l30.101.636781.636781.66278-81.8410061.31
112023.02.12 20:00buy40.101.609330.000000.00000
122023.02.12 20:00modify40.101.609331.598331.62433
132023.02.13 16:00buy50.101.619850.000000.00000
142023.02.13 16:00modify50.101.619851.614581.62433
152023.02.13 16:00modify40.101.609331.614581.62433
162023.02.14 12:00t/p40.101.624331.614581.62433110.8710172.18
172023.02.14 12:00t/p50.101.624331.614581.6243333.0710205.25
182023.02.15 20:00buy60.101.611190.000000.00000
192023.02.15 20:00modify60.101.611191.600191.62619
202023.02.21 04:00buy70.101.620420.000000.00000
212023.02.21 04:00modify70.101.620421.617941.62619
222023.02.21 04:00modify60.101.611191.617941.62619
232023.02.21 12:00s/l60.101.617941.617941.6261949.2910254.53
242023.02.21 12:00s/l70.101.617941.617941.62619-18.3710236.16
252023.02.22 08:00sell80.101.640130.000000.00000
262023.02.22 08:00modify80.101.640131.651131.62513
272023.02.23 08:00sell90.101.631050.000000.00000
282023.02.23 08:00modify90.101.631051.633381.62513
292023.02.23 08:00modify80.101.640131.633381.62513
302023.02.24 12:00s/l80.101.633381.633381.6251348.6710284.84
312023.02.24 12:00s/l90.101.633381.633381.62513-17.5910267.25
322023.03.09 16:00sell100.101.639120.000000.00000
332023.03.09 16:00modify100.101.639121.650121.62412
342023.03.10 04:00s/l100.101.650121.650121.62412-81.8010185.45
352023.03.10 20:00sell110.101.663940.000000.00000
362023.03.10 20:00modify110.101.663941.674941.64894
372023.03.20 12:00s/l110.101.674941.674941.64894-84.1010101.35
382023.03.20 20:00sell120.101.677100.000000.00000
392023.03.20 20:00modify120.101.677101.688101.66210
402023.04.03 00:00t/p120.101.662101.688101.66210106.4910207.84
412023.04.04 20:00sell130.101.680850.000000.00000
422023.04.04 20:00modify130.101.680851.691851.66585
432023.04.12 00:00sell140.101.673300.000000.00000
442023.04.12 00:00modify140.101.673301.677851.66585
452023.04.12 00:00modify130.101.680851.677851.66585
462023.04.12 16:00s/l130.101.677851.677851.6658519.5910227.42
472023.04.12 16:00s/l140.101.677851.677851.66585-33.7010193.72
482023.04.17 08:00buy150.101.658260.000000.00000
492023.04.17 08:00modify150.101.658261.647261.67326
502023.04.19 16:00t/p150.101.673261.647261.67326110.8610304.58
512023.04.23 20:00sell160.101.682220.000000.00000
522023.04.23 20:00modify160.101.682221.693221.66722
532023.04.25 08:00s/l160.101.693221.693221.66722-82.1410222.45
542023.04.26 16:00sell170.101.698050.000000.00000
552023.04.26 16:00modify170.101.698051.709051.68305
562023.05.03 16:00s/l170.101.709051.709051.68305-83.7710138.67
572023.05.08 16:00buy180.101.687540.000000.00000
582023.05.08 16:00modify180.101.687541.676541.70254
592023.05.18 08:00s/l180.101.676541.676541.70254-82.9110055.76
602023.07.07 16:00sell190.101.705490.000000.00000
612023.07.07 16:00modify190.101.705491.716491.69049
622023.07.12 16:00s/l190.101.716491.716491.69049-82.469973.31
632023.07.16 20:00sell200.101.728540.000000.00000
642023.07.16 20:00modify200.101.728541.739541.71354
652023.07.19 08:00t/p200.101.713541.739541.71354110.1110083.42
662023.07.24 20:00buy210.101.688350.000000.00000
672023.07.24 20:00modify210.101.688351.677351.70335
682023.07.26 12:00t/p210.101.703351.677351.70335110.8710194.29
692023.07.31 20:00buy220.101.692620.000000.00000
702023.07.31 20:00modify220.101.692621.681621.70762
712023.08.04 04:00buy230.101.700160.000000.00000
722023.08.04 04:00modify230.101.700161.695621.70762
732023.08.04 04:00modify220.101.692621.695621.70762
742023.08.04 16:00s/l220.101.695621.695621.7076221.5110215.80
752023.08.04 16:00s/l230.101.695621.695621.70762-33.6310182.17
762023.09.14 20:00buy240.101.677240.000000.00000
772023.09.14 20:00modify240.101.677241.666241.69224
782023.09.19 12:00s/l240.101.666241.666241.69224-81.8410100.33
792023.10.01 20:00sell250.101.655130.000000.00000
802023.10.01 20:00modify250.101.655131.666131.64013
812023.10.04 16:00s/l250.101.666131.666131.64013-82.4610017.87
822023.10.04 20:00sell260.101.669590.000000.00000
832023.10.04 20:00modify260.101.669591.680591.65459
842023.10.09 12:00sell270.101.662030.000000.00000
852023.10.09 12:00modify270.101.662031.666591.65459
862023.10.09 12:00modify260.101.669591.666591.65459
872023.10.10 12:00s/l260.101.666591.666591.6545920.2410038.12
882023.10.10 12:00s/l270.101.666591.666591.65459-34.1010004.02
892023.10.13 20:00buy280.101.658410.000000.00000
902023.10.13 20:00modify280.101.658411.647411.67341
912023.10.19 04:00buy290.101.665910.000000.00000
922023.10.19 04:00modify290.101.665911.661411.67341
932023.10.19 04:00modify280.101.658411.661411.67341
942023.10.19 12:00s/l280.101.661411.661411.6734121.5110025.52
952023.10.19 12:00s/l290.101.661411.661411.67341-33.339992.19
962023.11.03 20:00sell300.101.691220.000000.00000
972023.11.03 20:00modify300.101.691221.702221.67622
982023.11.12 20:00sell310.101.683560.000000.00000
992023.11.12 20:00modify310.101.683561.688221.67622
1002023.11.12 20:00modify300.101.691221.688221.67622
1012023.11.13 04:00s/l300.101.688221.688221.6762219.5910011.78
1022023.11.13 04:00s/l310.101.688221.688221.67622-34.849976.94
1032023.11.21 08:00sell320.101.718570.000000.00000
1042023.11.21 08:00modify320.101.718571.729571.70357
1052023.11.23 08:00sell330.101.709560.000000.00000
1062023.11.23 08:00modify330.101.709561.711821.70357
1072023.11.23 08:00modify320.101.718571.711821.70357
1082023.11.23 12:00s/l320.101.711821.711821.7035748.6710025.61
1092023.11.23 12:00s/l330.101.711821.711821.70357-16.7410008.87