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=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 test1908Ticks modelled23128754Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit-500.78Gross profit821.68Gross loss-1322.46
Profit factor0.62Expected payoff-5.22
Absolute drawdown609.35Maximal drawdown802.38 (7.87%)Relative drawdown7.87% (802.38)
Total trades96Short positions (won %)51 (47.06%)Long positions (won %)45 (55.56%)
Profit trades (% of total)49 (51.04%)Loss trades (% of total)47 (48.96%)
Largestprofit trade110.79loss trade-112.13
Averageprofit trade16.77loss trade-28.14
Maximumconsecutive wins (profit in money)5 (292.52)consecutive losses (loss in money)3 (-234.63)
Maximalconsecutive profit (count of wins)292.52 (5)consecutive loss (count of losses)-234.63 (3)
Averageconsecutive wins1consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.05 16:00buy10.101.614900.000000.00000
22023.01.05 16:00modify10.101.614901.599901.62990
32023.01.05 16:31buy20.101.617950.000000.00000
42023.01.05 16:31modify20.101.617951.616401.62990
52023.01.05 16:31modify10.101.614901.616401.62990
62023.01.05 16:37s/l10.101.616401.616401.6299011.1210011.12
72023.01.05 16:37s/l20.101.616401.616401.62990-11.489999.64
82023.01.18 12:00sell30.101.654170.000000.00000
92023.01.18 12:00modify30.101.654171.669171.63917
102023.01.19 16:19s/l30.101.669171.669171.63917-112.139887.51
112023.02.07 12:00buy40.101.609560.000000.00000
122023.02.07 12:00modify40.101.609561.594561.62456
132023.02.07 14:22buy50.101.612570.000000.00000
142023.02.07 14:22modify50.101.612571.611061.62456
152023.02.07 14:22modify40.101.609561.611061.62456
162023.02.07 14:49s/l40.101.611061.611061.6245611.129898.63
172023.02.07 14:49s/l50.101.611061.611061.62456-11.199887.44
182023.02.09 12:00sell60.101.628540.000000.00000
192023.02.09 12:00modify60.101.628541.643541.61354
202023.02.10 08:36sell70.101.625530.000000.00000
212023.02.10 08:36modify70.101.625531.627041.61354
222023.02.10 08:36modify60.101.628541.627041.61354
232023.02.10 08:49s/l60.101.627041.627041.6135410.799898.23
242023.02.10 08:49s/l70.101.627041.627041.61354-11.189887.05
252023.02.10 16:00buy80.101.612840.000000.00000
262023.02.10 16:00modify80.101.612841.597841.62784
272023.02.13 12:59buy90.101.615910.000000.00000
282023.02.13 12:59modify90.101.615911.614341.62784
292023.02.13 12:59modify80.101.612841.614341.62784
302023.02.13 13:49s/l80.101.614341.614341.6278410.999898.04
312023.02.13 13:49s/l90.101.614341.614341.62784-11.639886.41
322023.02.14 12:00sell100.101.628170.000000.00000
332023.02.14 12:00modify100.101.628171.643171.61317
342023.02.14 13:30sell110.101.625110.000000.00000
352023.02.14 13:30modify110.101.625111.626671.61317
362023.02.14 13:30modify100.101.628171.626671.61317
372023.02.14 13:32s/l100.101.626671.626671.6131711.129897.53
382023.02.14 13:32s/l110.101.626671.626671.61317-11.569885.97
392023.02.21 12:00sell120.101.629200.000000.00000
402023.02.21 12:00modify120.101.629201.644201.61420
412023.02.23 11:41sell130.101.626190.000000.00000
422023.02.23 11:41modify130.101.626191.627701.61420
432023.02.23 11:41modify120.101.629201.627701.61420
442023.02.23 12:01s/l120.101.627701.627701.614209.809895.78
452023.02.23 12:01s/l130.101.627701.627701.61420-11.189884.60
462023.02.28 12:00sell140.101.640710.000000.00000
472023.02.28 12:00modify140.101.640711.655711.62571
482023.02.28 22:09sell150.101.637690.000000.00000
492023.02.28 22:09modify150.101.637691.639211.62571
502023.02.28 22:09modify140.101.640711.639211.62571
512023.02.28 22:11s/l140.101.639211.639211.6257111.119895.71
522023.02.28 22:11s/l150.101.639211.639211.62571-11.279884.44
532023.03.02 16:00buy160.101.626640.000000.00000
542023.03.02 16:00modify160.101.626641.611641.64164
552023.03.03 12:01buy170.101.629670.000000.00000
562023.03.03 12:01modify170.101.629671.628141.64164
572023.03.03 12:01modify160.101.626641.628141.64164
582023.03.03 12:08s/l160.101.628141.628141.6416411.009895.44
592023.03.03 12:08s/l170.101.628141.628141.64164-11.349884.10
602023.03.13 20:00sell180.101.672890.000000.00000
612023.03.13 20:00modify180.101.672891.687891.65789
622023.03.14 01:23sell190.101.669880.000000.00000
632023.03.14 01:23modify190.101.669881.671391.65789
642023.03.14 01:23modify180.101.672891.671391.65789
652023.03.14 07:01s/l180.101.671391.671391.6578910.799894.89
662023.03.14 07:01s/l190.101.671391.671391.65789-11.199883.70
672023.03.22 12:00sell200.101.681310.000000.00000
682023.03.22 12:00modify200.101.681311.696311.66631
692023.03.22 13:45sell210.101.678310.000000.00000
702023.03.22 13:45modify210.101.678311.679811.66631
712023.03.22 13:45modify200.101.681311.679811.66631
722023.03.22 14:36s/l200.101.679811.679811.6663111.119894.81
732023.03.22 14:36s/l210.101.679811.679811.66631-11.129883.69
742023.03.31 20:00buy220.101.667790.000000.00000
752023.03.31 20:00modify220.101.667791.652791.68279
762023.04.04 07:28buy230.101.670790.000000.00000
772023.04.04 07:28modify230.101.670791.669291.68279
782023.04.04 07:28modify220.101.667791.669291.68279
792023.04.04 07:45buy240.101.675320.000000.00000
802023.04.04 07:45modify240.101.675321.671541.68279
812023.04.04 07:45modify230.101.670791.671541.68279
822023.04.04 07:45modify220.101.667791.671541.68279
832023.04.04 09:46buy250.101.679140.000000.00000
842023.04.04 09:46modify250.101.679141.673791.68279
852023.04.04 09:46modify240.101.675321.673791.68279
862023.04.04 09:46modify230.101.670791.673791.68279
872023.04.04 09:46modify220.101.667791.673791.68279
882023.04.05 07:23t/p220.101.682791.673791.68279110.799994.48
892023.04.05 07:23t/p230.101.682791.673791.6827988.8010083.28
902023.04.05 07:23t/p240.101.682791.673791.6827955.2310138.51
912023.04.05 07:23t/p250.101.682791.673791.6827926.9310165.45
922023.04.14 12:00buy260.101.664890.000000.00000
932023.04.14 12:00modify260.101.664891.649891.67989
942023.04.19 06:00buy270.101.667950.000000.00000
952023.04.19 06:00modify270.101.667951.666391.67989
962023.04.19 06:00modify260.101.664891.666391.67989
972023.04.19 06:00s/l260.101.666391.666391.6798910.7610176.21
982023.04.19 06:00s/l270.101.666391.666391.67989-11.5510164.66
992023.04.19 08:00sell280.101.670070.000000.00000
1002023.04.19 08:00modify280.101.670071.685071.65507
1012023.04.19 09:37sell290.101.667060.000000.00000
1022023.04.19 09:37modify290.101.667061.668571.65507
1032023.04.19 09:37modify280.101.670071.668571.65507
1042023.04.19 10:20s/l280.101.668571.668571.6550711.1210175.78
1052023.04.19 10:20s/l290.101.668571.668571.65507-11.1910164.59
1062023.04.21 20:00sell300.101.684580.000000.00000
1072023.04.21 20:00modify300.101.684581.699581.66958
1082023.04.26 08:57s/l300.101.699581.699581.66958-112.1310052.46
1092023.04.26 12:00sell310.101.698140.000000.00000
1102023.04.26 12:00modify310.101.698141.713141.68314
1112023.04.27 12:55sell320.101.695110.000000.00000
1122023.04.27 12:55modify320.101.695111.696641.68314
1132023.04.27 12:55modify310.101.698141.696641.68314
1142023.04.27 13:01s/l310.101.696641.696641.6831410.1210062.58
1152023.04.27 13:01s/l320.101.696641.696641.68314-11.3410051.24
1162023.05.03 08:00sell330.101.703940.000000.00000
1172023.05.03 08:00modify330.101.703941.718941.68894
1182023.05.04 21:07sell340.101.700910.000000.00000
1192023.05.04 21:07modify340.101.700911.702441.68894
1202023.05.04 21:07modify330.101.703941.702441.68894
1212023.05.04 21:34s/l330.101.702441.702441.6889410.1310061.38
1222023.05.04 21:34s/l340.101.702441.702441.68894-11.3310050.05
1232023.05.16 16:00buy350.101.681310.000000.00000
1242023.05.16 16:00modify350.101.681311.666311.69631
1252023.05.19 15:16buy360.101.684340.000000.00000
1262023.05.19 15:16modify360.101.684341.682811.69631
1272023.05.19 15:16modify350.101.681311.682811.69631
1282023.05.19 15:51s/l350.101.682811.682811.6963110.5310060.57
1292023.05.19 15:51s/l360.101.682811.682811.69631-11.3410049.23
1302023.05.30 12:00sell370.101.688480.000000.00000
1312023.05.30 12:00modify370.101.688481.703481.67348
1322023.05.30 16:05sell380.101.685450.000000.00000
1332023.05.30 16:05modify380.101.685451.686981.67348
1342023.05.30 16:05modify370.101.688481.686981.67348
1352023.05.30 19:43s/l370.101.686981.686981.6734811.1110060.34
1362023.05.30 19:43s/l380.101.686981.686981.67348-11.3410049.00
1372023.06.02 16:00buy390.101.675720.000000.00000
1382023.06.02 16:00modify390.101.675721.660721.69072
1392023.06.07 21:04s/l390.101.660721.660721.69072-111.519937.49
1402023.06.08 16:00sell400.101.678580.000000.00000
1412023.06.08 16:00modify400.101.678581.693581.66358
1422023.06.08 16:31sell410.101.675580.000000.00000
1432023.06.08 16:31modify410.101.675581.677081.66358
1442023.06.08 16:31modify400.101.678581.677081.66358
1452023.06.08 16:42s/l400.101.677081.677081.6635811.129948.61
1462023.06.08 16:42s/l410.101.677081.677081.66358-11.119937.50
1472023.06.14 16:00sell420.101.686370.000000.00000
1482023.06.14 16:00modify420.101.686371.701371.67137
1492023.06.14 18:00sell430.101.683070.000000.00000
1502023.06.14 18:00modify430.101.683071.684871.67137
1512023.06.14 18:00modify420.101.686371.684871.67137
1522023.06.14 18:00s/l420.101.684871.684871.6713711.129948.62
1532023.06.14 18:00s/l430.101.684871.684871.67137-13.339935.29
1542023.06.21 12:00buy440.101.682730.000000.00000
1552023.06.21 12:00modify440.101.682731.667731.69773
1562023.06.22 11:00buy450.101.685750.000000.00000
1572023.06.22 11:00modify450.101.685751.684231.69773
1582023.06.22 11:00modify440.101.682731.684231.69773
1592023.06.22 11:01s/l440.101.684231.684231.6977310.759946.05
1602023.06.22 11:01s/l450.101.684231.684231.69773-11.279934.78
1612023.07.05 12:00sell460.101.685460.000000.00000
1622023.07.05 12:00modify460.101.685461.700461.67046
1632023.07.06 16:10s/l460.101.700461.700461.67046-112.139822.65
1642023.07.11 12:00sell470.101.714610.000000.00000
1652023.07.11 12:00modify470.101.714611.729611.69961
1662023.07.11 12:46sell480.101.711610.000000.00000
1672023.07.11 12:46modify480.101.711611.713111.69961
1682023.07.11 12:46modify470.101.714611.713111.69961
1692023.07.11 12:57s/l470.101.713111.713111.6996111.129833.77
1702023.07.11 12:57s/l480.101.713111.713111.69961-11.119822.66
1712023.07.14 16:00sell490.101.731090.000000.00000
1722023.07.14 16:00modify490.101.731091.746091.71609
1732023.07.16 21:14sell500.101.727910.000000.00000
1742023.07.16 21:14modify500.101.727911.729591.71609
1752023.07.16 21:14modify490.101.731091.729591.71609
1762023.07.16 21:14s/l490.101.729591.729591.7160911.119833.77
1772023.07.16 21:14s/l500.101.729591.729591.71609-12.459821.32
1782023.07.20 12:00buy510.101.693490.000000.00000
1792023.07.20 12:00modify510.101.693491.678491.70849
1802023.07.21 00:06buy520.101.696500.000000.00000
1812023.07.21 00:06modify520.101.696501.694991.70849
1822023.07.21 00:06modify510.101.693491.694991.70849
1832023.07.21 02:16s/l510.101.694991.694991.7084910.999832.31
1842023.07.21 02:16s/l520.101.694991.694991.70849-11.199821.12
1852023.07.24 16:00buy530.101.687680.000000.00000
1862023.07.24 16:00modify530.101.687681.672681.70268
1872023.07.25 06:32buy540.101.690710.000000.00000
1882023.07.25 06:32modify540.101.690711.689181.70268
1892023.07.25 06:32modify530.101.687681.689181.70268
1902023.07.25 06:46s/l530.101.689181.689181.7026810.999832.11
1912023.07.25 06:46s/l540.101.689181.689181.70268-11.349820.77
1922023.07.26 12:00sell550.101.706090.000000.00000
1932023.07.26 12:00modify550.101.706091.721091.69109
1942023.07.27 12:30sell560.101.703000.000000.00000
1952023.07.27 12:30modify560.101.703001.704591.69109
1962023.07.27 12:30modify550.101.706091.704591.69109
1972023.07.27 12:30s/l550.101.704591.704591.6910910.129830.89
1982023.07.27 12:30s/l560.101.704591.704591.69109-11.789819.11
1992023.07.31 16:00buy570.101.692070.000000.00000
2002023.07.31 16:00modify570.101.692071.677071.70707
2012023.08.01 03:15buy580.101.695090.000000.00000
2022023.08.01 03:15modify580.101.695091.693571.70707
2032023.08.01 03:15modify570.101.692071.693571.70707
2042023.08.01 08:45buy590.101.699590.000000.00000
2052023.08.01 08:45modify590.101.699591.695821.70707
2062023.08.01 08:45modify580.101.695091.695821.70707
2072023.08.01 08:45modify570.101.692071.695821.70707
2082023.08.01 12:11s/l570.101.695821.695821.7070727.669846.77
2092023.08.01 12:11s/l580.101.695821.695821.707075.409852.17
2102023.08.01 12:11s/l590.101.695821.695821.70707-27.949824.23
2112023.08.15 12:00sell600.101.714950.000000.00000
2122023.08.15 12:00modify600.101.714951.729951.69995
2132023.08.15 12:57sell610.101.711940.000000.00000
2142023.08.15 12:57modify610.101.711941.713451.69995
2152023.08.15 12:57modify600.101.714951.713451.69995
2162023.08.15 13:02s/l600.101.713451.713451.6999511.129835.35
2172023.08.15 13:02s/l610.101.713451.713451.69995-11.189824.17
2182023.08.16 16:00sell620.101.722900.000000.00000
2192023.08.16 16:00modify620.101.722901.737901.70790
2202023.08.17 08:58sell630.101.719880.000000.00000
2212023.08.17 08:58modify630.101.719881.721401.70790
2222023.08.17 08:58modify620.101.722901.721401.70790
2232023.08.17 10:21s/l620.101.721401.721401.7079010.129834.30
2242023.08.17 10:21s/l630.101.721401.721401.70790-11.269823.04
2252023.08.23 12:00buy640.101.714120.000000.00000
2262023.08.23 12:00modify640.101.714121.699121.72912
2272023.08.23 12:50buy650.101.717130.000000.00000
2282023.08.23 12:50modify650.101.717131.715621.72912
2292023.08.23 12:50modify640.101.714121.715621.72912
2302023.08.23 13:32buy660.101.721630.000000.00000
2312023.08.23 13:32modify660.101.721631.717871.72912
2322023.08.23 13:32modify650.101.717131.717871.72912
2332023.08.23 13:32modify640.101.714121.717871.72912
2342023.08.24 07:01s/l640.101.717871.717871.7291227.429850.46
2352023.08.24 07:01s/l650.101.717871.717871.729125.129855.58
2362023.08.24 07:01s/l660.101.717871.717871.72912-28.239827.36
2372023.08.24 20:00buy670.101.710470.000000.00000
2382023.08.24 20:00modify670.101.710471.695471.72547
2392023.08.25 11:52buy680.101.713470.000000.00000
2402023.08.25 11:52modify680.101.713471.711971.72547
2412023.08.25 11:52modify670.101.710471.711971.72547
2422023.08.25 14:04buy690.101.718010.000000.00000
2432023.08.25 14:04modify690.101.718011.714221.72547
2442023.08.25 14:04modify680.101.713471.714221.72547
2452023.08.25 14:04modify670.101.710471.714221.72547
2462023.08.25 14:19s/l670.101.714221.714221.7254727.679855.03
2472023.08.25 14:19s/l680.101.714221.714221.725475.569860.59
2482023.08.25 14:19s/l690.101.714221.714221.72547-28.089832.51
2492023.08.30 16:00sell700.101.719660.000000.00000
2502023.08.30 16:00modify700.101.719661.734661.70466
2512023.08.31 09:28sell710.101.716660.000000.00000
2522023.08.31 09:28modify710.101.716661.718161.70466
2532023.08.31 09:28modify700.101.719661.718161.70466
2542023.08.31 09:41s/l700.101.718161.718161.7046610.139842.64
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