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=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 modelled79308Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit1029.41Gross profit1567.58Gross loss-538.18
Profit factor2.91Expected payoff21.01
Absolute drawdown36.96Maximal drawdown227.96 (2.13%)Relative drawdown2.13% (227.96)
Total trades49Short positions (won %)29 (55.17%)Long positions (won %)20 (70.00%)
Profit trades (% of total)30 (61.22%)Loss trades (% of total)19 (38.78%)
Largestprofit trade110.86loss trade-82.91
Averageprofit trade52.25loss trade-28.33
Maximumconsecutive wins (profit in money)8 (478.74)consecutive losses (loss in money)2 (-117.31)
Maximalconsecutive profit (count of wins)478.74 (8)consecutive loss (count of losses)-117.31 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.19 08:00sell10.101.664720.000000.00000
22023.01.19 08:00modify10.101.664721.675721.64972
32023.01.23 14:20sell20.101.654100.000000.00000
42023.01.23 14:20modify20.101.654101.659471.64972
52023.01.23 14:20modify10.101.664721.659471.64972
62023.01.23 17:20sell30.101.655450.000000.00000
72023.01.23 17:20modify30.101.655451.657971.64972
82023.01.23 17:25modify30.101.655451.659471.64972
92023.01.24 08:20sell40.101.656920.000000.00000
102023.01.24 08:20modify40.101.656921.661721.64972
112023.01.24 08:25modify40.101.656921.659471.64972
122023.01.24 09:40t/p10.101.649721.659471.64972110.1010110.10
132023.01.24 09:40t/p20.101.649721.659471.6497232.1110142.21
142023.01.24 09:40t/p30.101.649721.659471.6497242.1010184.31
152023.01.24 09:40t/p40.101.649721.659471.6497253.3210237.63
162023.01.27 16:00buy50.101.647780.000000.00000
172023.01.27 16:00modify50.101.647781.636781.66278
182023.01.31 01:40buy60.101.655300.000000.00000
192023.01.31 01:40modify60.101.655301.650781.66278
202023.01.31 01:40modify50.101.647781.650781.66278
212023.01.31 03:15buy70.101.656880.000000.00000
222023.01.31 03:15modify70.101.656881.654531.66278
232023.01.31 03:15modify60.101.655301.654531.66278
242023.01.31 03:15modify50.101.647781.654531.66278
252023.01.31 04:40s/l50.101.654531.654531.6627849.7610287.40
262023.01.31 04:40s/l60.101.654531.654531.66278-5.7010281.70
272023.01.31 04:40s/l70.101.654531.654531.66278-17.4110264.29
282023.02.15 20:00buy80.101.611190.000000.00000
292023.02.15 20:00modify80.101.611191.600191.62619
302023.02.17 14:50buy90.101.618850.000000.00000
312023.02.17 14:50modify90.101.618851.614191.62619
322023.02.17 14:50modify80.101.611191.614191.62619
332023.02.17 15:50buy100.101.621800.000000.00000
342023.02.17 15:50modify100.101.621801.616441.62619
352023.02.17 15:50modify90.101.618851.616441.62619
362023.02.17 15:50modify80.101.611191.616441.62619
372023.02.19 22:10buy110.101.620260.000000.00000
382023.02.19 22:10modify110.101.620261.617941.62619
392023.02.19 22:15modify110.101.620261.616441.62619
402023.02.21 09:40t/p80.101.626191.616441.62619110.3910374.67
412023.02.21 09:40t/p90.101.626191.616441.6261954.1310428.80
422023.02.21 09:40t/p100.101.626191.616441.6261932.2810461.09
432023.02.21 09:40t/p110.101.626191.616441.6261943.6810504.77
442023.02.22 08:00sell120.101.640130.000000.00000
452023.02.22 08:00modify120.101.640131.651131.62513
462023.02.22 17:15sell130.101.632540.000000.00000
472023.02.22 17:15modify130.101.632541.637131.62513
482023.02.22 17:15modify120.101.640131.637131.62513
492023.02.22 22:30sell140.101.631100.000000.00000
502023.02.22 22:30modify140.101.631101.633381.62513
512023.02.22 22:30modify130.101.632541.633381.62513
522023.02.22 22:30modify120.101.640131.633381.62513
532023.02.23 08:30sell150.101.629500.000000.00000
542023.02.23 08:30modify150.101.629501.634881.62513
552023.02.23 08:30modify140.101.631101.634881.62513
562023.02.23 08:30modify130.101.632541.634881.62513
572023.02.23 08:30modify120.101.640131.634881.62513
582023.02.24 21:30t/p120.101.625131.634881.62513109.7710614.54
592023.02.24 21:30t/p130.101.625131.634881.6251353.5610668.10
602023.02.24 21:30t/p140.101.625131.634881.6251342.8910711.00
612023.02.24 21:30t/p150.101.625131.634881.6251332.0310743.03
622023.03.09 16:00sell160.101.639120.000000.00000
632023.03.09 16:00modify160.101.639121.650121.62412
642023.03.10 00:30s/l160.101.650121.650121.62412-81.8010661.23
652023.03.10 20:00sell170.101.663940.000000.00000
662023.03.10 20:00modify170.101.663941.674941.64894
672023.03.16 11:20sell180.101.656140.000000.00000
682023.03.16 11:20modify180.101.656141.660941.64894
692023.03.16 11:20modify170.101.663941.660941.64894
702023.03.16 13:30s/l170.101.660941.660941.6489420.2410681.47
712023.03.16 13:30s/l180.101.660941.660941.64894-35.5510645.92
722023.03.20 20:00sell190.101.677100.000000.00000
732023.03.20 20:00modify190.101.677101.688101.66210
742023.03.29 20:40sell200.101.669420.000000.00000
752023.03.29 20:40modify200.101.669421.674101.66210
762023.03.29 20:40modify190.101.677101.674101.66210
772023.03.29 21:00sell210.101.668070.000000.00000
782023.03.29 21:00modify210.101.668071.670351.66210
792023.03.29 21:00modify200.101.669421.670351.66210
802023.03.29 21:00modify190.101.677101.670351.66210
812023.03.29 22:15s/l190.101.670351.670351.6621047.0310692.95
822023.03.29 22:15s/l200.101.670351.670351.66210-6.8910686.06
832023.03.29 22:15s/l210.101.670351.670351.66210-16.8910669.17
842023.04.04 20:00sell220.101.680850.000000.00000
852023.04.04 20:00modify220.101.680851.691851.66585
862023.04.10 20:40sell230.101.671770.000000.00000
872023.04.10 20:40modify230.101.671771.674101.66585
882023.04.10 20:40modify220.101.680851.674101.66585
892023.04.10 23:45sell240.101.673210.000000.00000
902023.04.10 23:45modify240.101.673211.677851.66585
912023.04.10 23:50modify240.101.673211.674101.66585
922023.04.11 00:20s/l220.101.674101.674101.6658547.6910716.86
932023.04.11 00:20s/l230.101.674101.674101.66585-17.5910699.27
942023.04.11 00:20s/l240.101.674101.674101.66585-6.9210692.35
952023.04.17 08:00buy250.101.658260.000000.00000
962023.04.17 08:00modify250.101.658261.647261.67326
972023.04.18 11:40buy260.101.665800.000000.00000
982023.04.18 11:40modify260.101.665801.661261.67326
992023.04.18 11:40modify250.101.658261.661261.67326
1002023.04.19 06:20buy270.101.667450.000000.00000
1012023.04.19 06:20modify270.101.667451.665011.67326
1022023.04.19 06:20modify260.101.665801.665011.67326
1032023.04.19 06:20modify250.101.658261.665011.67326
1042023.04.19 11:15buy280.101.668800.000000.00000
1052023.04.19 11:15modify280.101.668801.663511.67326
1062023.04.19 11:15modify270.101.667451.663511.67326
1072023.04.19 11:15modify260.101.665801.663511.67326
1082023.04.19 11:15modify250.101.658261.663511.67326
1092023.04.19 14:05t/p250.101.673261.663511.67326110.8610803.21
1102023.04.19 14:05t/p260.101.673261.663511.6732655.1310858.34
1112023.04.19 14:05t/p270.101.673261.663511.6732643.0310901.37
1122023.04.19 14:05t/p280.101.673261.663511.6732633.0310934.40
1132023.04.26 16:00sell290.101.698050.000000.00000
1142023.04.26 16:00modify290.101.698051.709051.68305
1152023.05.01 17:00sell300.101.690450.000000.00000
1162023.05.01 17:00modify300.101.690451.695051.68305
1172023.05.01 17:00modify290.101.698051.695051.68305
1182023.05.02 12:30s/l290.101.695051.695051.6830520.2410954.65
1192023.05.02 12:30s/l300.101.695051.695051.68305-34.4010920.25
1202023.05.08 16:00buy310.101.687540.000000.00000
1212023.05.08 16:00modify310.101.687541.676541.70254
1222023.05.18 07:40s/l310.101.676541.676541.70254-82.9110837.34
1232023.07.07 16:00sell320.101.705490.000000.00000
1242023.07.07 16:00modify320.101.705491.716491.69049
1252023.07.10 11:30sell330.101.697970.000000.00000
1262023.07.10 11:30modify330.101.697971.702491.69049
1272023.07.10 11:30modify320.101.705491.702491.69049
1282023.07.10 12:30sell340.101.696350.000000.00000
1292023.07.10 12:30modify340.101.696351.698741.69049
1302023.07.10 12:30modify330.101.697971.698741.69049
1312023.07.10 12:30modify320.101.705491.698741.69049
1322023.07.10 13:30s/l320.101.698741.698741.6904949.6610887.00
1332023.07.10 13:30s/l330.101.698741.698741.69049-5.7010881.30
1342023.07.10 13:30s/l340.101.698741.698741.69049-17.7010863.60
1352023.07.24 20:00buy350.101.688350.000000.00000
1362023.07.24 20:00modify350.101.688351.677351.70335
1372023.07.25 15:30buy360.101.697480.000000.00000
1382023.07.25 15:30modify360.101.697481.695101.70335
1392023.07.25 15:30modify350.101.688351.695101.70335
1402023.07.25 18:50buy370.101.699060.000000.00000
1412023.07.25 18:50modify370.101.699061.693601.70335
1422023.07.25 18:50modify360.101.697481.693601.70335
1432023.07.25 18:50modify350.101.688351.693601.70335
1442023.07.26 08:40t/p350.101.703351.693601.70335110.8610974.46
1452023.07.26 08:40t/p360.101.703351.693601.7033543.3611017.82
1462023.07.26 08:40t/p370.101.703351.693601.7033531.6511049.47
1472023.07.31 20:00buy380.101.692620.000000.00000
1482023.07.31 20:00modify380.101.692621.681621.70762
1492023.08.01 08:30buy390.101.700200.000000.00000
1502023.08.01 08:30modify390.101.700201.695621.70762
1512023.08.01 08:30modify380.101.692621.695621.70762
1522023.08.01 12:05s/l380.101.695621.695621.7076222.1011071.57
1532023.08.01 12:05s/l390.101.695621.695621.70762-33.9211037.65
1542023.09.14 20:00buy400.101.677240.000000.00000
1552023.09.14 20:00modify400.101.677241.666241.69224
1562023.09.19 08:20s/l400.101.666241.666241.69224-81.8410955.82
1572023.10.04 20:00sell410.101.669590.000000.00000
1582023.10.04 20:00modify410.101.669591.680591.65459
1592023.10.06 12:40sell420.101.660580.000000.00000
1602023.10.06 12:40modify420.101.660581.662841.65459
1612023.10.06 12:40modify410.101.669591.662841.65459
1622023.10.06 12:45s/l410.101.662841.662841.6545948.6711004.49
1632023.10.06 12:45s/l420.101.662841.662841.65459-16.7410987.75
1642023.10.13 20:00buy430.101.658410.000000.00000
1652023.10.13 20:00modify430.101.658411.647411.67341
1662023.10.18 12:05buy440.101.667420.000000.00000
1672023.10.18 12:05modify440.101.667421.665161.67341
1682023.10.18 12:05modify430.101.658411.665161.67341
1692023.10.18 12:30s/l430.101.665161.665161.6734149.6311037.38
1702023.10.18 12:30s/l440.101.665161.665161.67341-16.7411020.64
1712023.11.03 20:00sell450.101.691220.000000.00000
1722023.11.03 20:00modify450.101.691221.702221.67622
1732023.11.12 22:00sell460.101.683560.000000.00000
1742023.11.12 22:00modify460.101.683561.688221.67622
1752023.11.12 22:00modify450.101.691221.688221.67622
1762023.11.13 00:30s/l450.101.688221.688221.6762219.5811040.22
1772023.11.13 00:30s/l460.101.688221.688221.67622-34.8511005.37
1782023.11.21 08:00sell470.101.718570.000000.00000
1792023.11.21 08:00modify470.101.718571.729571.70357
1802023.11.22 19:15sell480.101.711010.000000.00000
1812023.11.22 19:15modify480.101.711011.715571.70357
1822023.11.22 19:15modify470.101.718571.715571.70357
1832023.11.22 22:00sell490.101.709570.000000.00000
1842023.11.22 22:00modify490.101.709571.711821.70357
1852023.11.22 22:00modify480.101.711011.711821.70357
1862023.11.22 22:00modify470.101.718571.711821.70357
1872023.11.23 08:30s/l470.101.711821.711821.7035748.6711054.04
1882023.11.23 08:30s/l480.101.711821.711821.70357-6.9911047.06
1892023.11.23 08:30s/l490.101.711821.711821.70357-17.6511029.41