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=1; RSIHelp="------------------------------------"; RSI_Period=5; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=20; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 profit191.54Gross profit1792.05Gross loss-1600.50
Profit factor1.12Expected payoff3.61
Absolute drawdown62.79Maximal drawdown1007.37 (9.20%)Relative drawdown9.20% (1007.37)
Total trades53Short positions (won %)30 (50.00%)Long positions (won %)23 (60.87%)
Profit trades (% of total)29 (54.72%)Loss trades (% of total)24 (45.28%)
Largestprofit trade111.02loss trade-114.42
Averageprofit trade61.79loss trade-66.69
Maximumconsecutive wins (profit in money)6 (506.38)consecutive losses (loss in money)3 (-254.45)
Maximalconsecutive profit (count of wins)506.38 (6)consecutive loss (count of losses)-254.45 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.05 16:00buy10.101.614900.000000.00000
22023.01.05 16:00modify10.101.614901.599901.62990
32023.01.09 08:00t/p10.101.629901.599901.62990110.9010110.90
42023.01.18 12:00sell20.101.654170.000000.00000
52023.01.18 12:00modify20.101.654171.669171.63917
62023.01.19 20:00s/l20.101.669171.669171.63917-112.129998.78
72023.02.07 12:00buy30.101.609560.000000.00000
82023.02.07 12:00modify30.101.609561.594561.62456
92023.02.08 20:00t/p30.101.624561.594561.62456111.0210109.81
102023.02.09 12:00sell40.101.628540.000000.00000
112023.02.09 12:00modify40.101.628541.643541.61354
122023.02.10 16:00t/p40.101.613541.643541.61354110.8010220.61
132023.02.10 16:00buy50.101.612840.000000.00000
142023.02.10 16:00modify50.101.612841.597841.62784
152023.02.14 00:00buy60.101.620590.000000.00000
162023.02.14 00:00modify60.101.620591.616591.62784
172023.02.14 00:00modify50.101.612841.616591.62784
182023.02.14 12:00t/p50.101.627841.616591.62784110.9010331.51
192023.02.14 12:00t/p60.101.627841.616591.6278453.7210385.23
202023.02.14 12:00sell70.101.628170.000000.00000
212023.02.14 12:00modify70.101.628171.643171.61317
222023.02.15 16:00t/p70.101.613171.643171.61317110.8010496.03
232023.02.21 12:00sell80.101.629200.000000.00000
242023.02.21 12:00modify80.101.629201.644201.61420
252023.02.27 08:00sell90.101.625940.000000.00000
262023.02.27 08:00modify90.101.625941.627701.61420
272023.02.27 08:00modify80.101.629201.627701.61420
282023.02.27 12:00s/l80.101.627701.627701.614209.1310505.16
292023.02.27 12:00s/l90.101.627701.627701.61420-13.0410492.12
302023.02.28 12:00sell100.101.640710.000000.00000
312023.02.28 12:00modify100.101.640711.655711.62571
322023.03.01 16:00sell110.101.632910.000000.00000
332023.03.01 16:00modify110.101.632911.636961.62571
342023.03.01 16:00modify100.101.640711.636961.62571
352023.03.01 20:00s/l100.101.636961.636961.6257127.4510519.57
362023.03.01 20:00s/l110.101.636961.636961.62571-30.0110489.56
372023.03.02 16:00buy120.101.626640.000000.00000
382023.03.02 16:00modify120.101.626641.611641.64164
392023.03.07 08:00t/p120.101.641641.611641.64164110.7810600.35
402023.03.13 20:00sell130.101.672890.000000.00000
412023.03.13 20:00modify130.101.672891.687891.65789
422023.03.15 12:00t/p130.101.657891.687891.65789110.4710710.82
432023.03.22 12:00sell140.101.681310.000000.00000
442023.03.22 12:00modify140.101.681311.696311.66631
452023.03.22 16:00sell150.101.678160.000000.00000
462023.03.22 16:00modify150.101.678161.679811.66631
472023.03.22 16:00modify140.101.681311.679811.66631
482023.03.22 20:00s/l140.101.679811.679811.6663111.1110721.93
492023.03.22 20:00s/l150.101.679811.679811.66631-12.2210709.71
502023.03.31 20:00buy160.101.667790.000000.00000
512023.03.31 20:00modify160.101.667791.652791.68279
522023.04.05 08:00t/p160.101.682791.652791.68279110.7810820.49
532023.04.14 12:00buy170.101.664890.000000.00000
542023.04.14 12:00modify170.101.664891.649891.67989
552023.04.21 16:00t/p170.101.679891.649891.67989110.3110930.80
562023.04.21 20:00sell180.101.684580.000000.00000
572023.04.21 20:00modify180.101.684581.699581.66958
582023.04.26 12:00s/l180.101.699581.699581.66958-112.1210818.68
592023.04.26 12:00sell190.101.698140.000000.00000
602023.04.26 12:00modify190.101.698141.713141.68314
612023.05.04 00:00s/l190.101.713141.713141.68314-114.4210704.26
622023.05.16 16:00buy200.101.681310.000000.00000
632023.05.16 16:00modify200.101.681311.666311.69631
642023.05.30 12:00buy210.101.688980.000000.00000
652023.05.30 12:00modify210.101.688981.685061.69631
662023.05.30 12:00modify200.101.681311.685061.69631
672023.05.30 20:00s/l200.101.685061.685061.6963126.1110730.37
682023.05.30 20:00s/l210.101.685061.685061.69631-29.0510701.32
692023.06.02 16:00buy220.101.675720.000000.00000
702023.06.02 16:00modify220.101.675721.660721.69072
712023.06.08 00:00s/l220.101.660721.660721.69072-111.8510589.47
722023.06.08 16:00sell230.101.678580.000000.00000
732023.06.08 16:00modify230.101.678581.693581.66358
742023.06.12 12:00sell240.101.675370.000000.00000
752023.06.12 12:00modify240.101.675371.677081.66358
762023.06.12 12:00modify230.101.678581.677081.66358
772023.06.13 08:00s/l230.101.677081.677081.6635810.1310599.60
782023.06.13 08:00s/l240.101.677081.677081.66358-13.0010586.60
792023.06.14 16:00sell250.101.686370.000000.00000
802023.06.14 16:00modify250.101.686371.701371.67137
812023.06.22 08:00sell260.101.678630.000000.00000
822023.06.22 08:00modify260.101.678631.682621.67137
832023.06.22 08:00modify250.101.686371.682621.67137
842023.06.22 12:00s/l250.101.682621.682621.6713724.4910611.09
852023.06.22 12:00s/l260.101.682621.682621.67137-29.5610581.53
862023.07.05 12:00sell270.101.685460.000000.00000
872023.07.05 12:00modify270.101.685461.700461.67046
882023.07.06 20:00s/l270.101.700461.700461.67046-112.1210469.41
892023.07.11 12:00sell280.101.714610.000000.00000
902023.07.11 12:00modify280.101.714611.729611.69961
912023.07.14 16:00s/l280.101.729611.729611.69961-112.7810356.64
922023.07.14 16:00sell290.101.731090.000000.00000
932023.07.14 16:00modify290.101.731091.746091.71609
942023.07.18 16:00sell300.101.719720.000000.00000
952023.07.18 16:00modify300.101.719721.725091.71609
962023.07.18 16:00modify290.101.731091.725091.71609
972023.07.19 00:00t/p290.101.716091.725091.71609110.1410466.78
982023.07.19 00:00t/p300.101.716091.725091.7160926.5610493.34
992023.07.20 12:00buy310.101.693490.000000.00000
1002023.07.20 12:00modify310.101.693491.678491.70849
1012023.07.26 16:00t/p310.101.708491.678491.70849110.6610604.00
1022023.07.31 16:00buy320.101.692070.000000.00000
1032023.07.31 16:00modify320.101.692071.677071.70707
1042023.08.04 16:00t/p320.101.707071.677071.70707110.4310714.43
1052023.08.15 12:00sell330.101.714950.000000.00000
1062023.08.15 12:00modify330.101.714951.729951.69995
1072023.08.22 04:00s/l330.101.729951.729951.69995-113.4310600.99
1082023.08.23 12:00buy340.101.714120.000000.00000
1092023.08.23 12:00modify340.101.714121.699121.72912
1102023.09.04 12:00buy350.101.717250.000000.00000
1112023.09.04 12:00modify350.101.717251.715621.72912
1122023.09.04 12:00modify340.101.714121.715621.72912
1132023.09.04 16:00s/l340.101.715621.715621.729129.6810610.68
1142023.09.04 16:00s/l350.101.715621.715621.72912-12.0810598.60
1152023.09.06 16:00buy360.101.707120.000000.00000
1162023.09.06 16:00modify360.101.707121.692121.72212
1172023.09.12 16:00s/l360.101.692121.692121.72212-111.8510486.74
1182023.09.12 16:00buy370.101.691220.000000.00000
1192023.09.12 16:00modify370.101.691221.676221.70622
1202023.09.12 20:00buy380.101.694230.000000.00000
1212023.09.12 20:00modify380.101.694231.692721.70622
1222023.09.12 20:00modify370.101.691221.692721.70622
1232023.09.13 00:00s/l370.101.692721.692721.7062211.0010497.74
1242023.09.13 00:00s/l380.101.692721.692721.70622-11.3110486.43
1252023.09.14 16:00buy390.101.676900.000000.00000
1262023.09.14 16:00modify390.101.676901.661901.69190
1272023.09.19 16:00s/l390.101.661901.661901.69190-111.5010374.94
1282023.09.19 16:00buy400.101.664640.000000.00000
1292023.09.19 16:00modify400.101.664641.649641.67964
1302023.09.20 04:00buy410.101.667800.000000.00000
1312023.09.20 04:00modify410.101.667801.666141.67964
1322023.09.20 04:00modify400.101.664641.666141.67964
1332023.09.20 08:00s/l400.101.666141.666141.6796411.0010385.94
1342023.09.20 08:00s/l410.101.666141.666141.67964-12.3010373.64
1352023.09.21 12:00buy420.101.657850.000000.00000
1362023.09.21 12:00modify420.101.657851.642851.67285
1372023.09.26 00:00s/l420.101.642851.642851.67285-111.4910262.15
1382023.09.29 16:00sell430.101.653070.000000.00000
1392023.09.29 16:00modify430.101.653071.668071.63807
1402023.10.04 16:00s/l430.101.668071.668071.63807-112.1210150.03
1412023.10.13 16:00buy440.101.657190.000000.00000
1422023.10.13 16:00modify440.101.657191.642191.67219
1432023.10.18 20:00buy450.101.664900.000000.00000
1442023.10.18 20:00modify450.101.664901.660941.67219
1452023.10.18 20:00modify440.101.657191.660941.67219
1462023.10.19 12:00s/l440.101.660941.660941.6721927.0810177.11
1472023.10.19 12:00s/l450.101.660941.660941.67219-29.7010147.41
1482023.10.27 16:00sell460.101.684740.000000.00000
1492023.10.27 16:00modify460.101.684741.699741.66974
1502023.11.02 20:00sell470.101.677080.000000.00000
1512023.11.02 20:00modify470.101.677081.680991.66974
1522023.11.02 20:00modify460.101.684741.680991.66974
1532023.11.03 16:00s/l460.101.680991.680991.6697425.4810172.89
1542023.11.03 16:00s/l470.101.680991.680991.66974-29.3010143.59
1552023.11.03 16:00sell480.101.691320.000000.00000
1562023.11.03 16:00modify480.101.691321.706321.67632
1572023.11.12 20:00sell490.101.683560.000000.00000
1582023.11.12 20:00modify490.101.683561.687571.67632
1592023.11.12 20:00modify480.101.691321.687571.67632
1602023.11.13 00:00s/l480.101.687571.687571.6763225.1510168.74
1612023.11.13 00:00s/l490.101.687571.687571.67632-30.0410138.70
1622023.11.14 12:00sell500.101.698910.000000.00000
1632023.11.14 12:00modify500.101.698911.713911.68391
1642023.11.20 12:00s/l500.101.713911.713911.68391-113.1110025.59
1652023.11.20 16:00sell510.101.715060.000000.00000
1662023.11.20 16:00modify510.101.715061.730061.70006
1672023.12.13 00:00sell520.101.707360.000000.00000
1682023.12.13 00:00modify520.101.707361.711311.70006
1692023.12.13 00:00modify510.101.715061.711311.70006
1702023.12.13 16:00t/p510.101.700061.711311.70006103.5610129.15
1712023.12.13 16:00t/p520.101.700061.711311.7000654.0810183.23
1722023.12.27 16:00sell530.101.688540.000000.00000
1732023.12.27 16:00modify530.101.688541.703541.67354
1742023.12.29 23:59close at stop530.101.687241.703541.673548.3110191.54