Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 23:59 (2023.03.01 - 2024.03.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 test2614Ticks modelled4228Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit883.26Gross profit2949.83Gross loss-2066.58
Profit factor1.43Expected payoff9.30
Absolute drawdown195.78Maximal drawdown416.04 (3.95%)Relative drawdown3.95% (416.04)
Total trades95Short positions (won %)42 (35.71%)Long positions (won %)53 (52.83%)
Profit trades (% of total)43 (45.26%)Loss trades (% of total)52 (54.74%)
Largestprofit trade103.28loss trade-47.25
Averageprofit trade68.60loss trade-39.74
Maximumconsecutive wins (profit in money)5 (330.15)consecutive losses (loss in money)5 (-223.87)
Maximalconsecutive profit (count of wins)330.15 (5)consecutive loss (count of losses)-223.87 (5)
Averageconsecutive wins1consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.01 16:00buy10.101.633410.000000.00000
22023.03.01 16:00modify10.101.633411.627411.64741
32023.03.02 16:00s/l10.101.627411.627411.64741-44.679955.33
42023.03.06 16:00sell20.101.637220.000000.00000
52023.03.06 16:00modify20.101.637221.643221.62322
62023.03.09 20:00s/l20.101.643221.643221.62322-45.949909.40
72023.03.13 12:00sell30.101.664840.000000.00000
82023.03.13 12:00modify30.101.664841.670841.65084
92023.03.13 20:00s/l30.101.670841.670841.65084-44.299865.11
102023.03.14 16:00buy40.101.661350.000000.00000
112023.03.14 16:00modify40.101.661351.655351.67535
122023.03.15 04:00buy50.101.664930.000000.00000
132023.03.15 04:00modify50.101.664931.662051.67535
142023.03.15 04:00modify40.101.661351.662051.67535
152023.03.15 08:00s/l40.101.662051.662051.675355.059870.16
162023.03.15 08:00s/l50.101.662051.662051.67535-21.279848.89
172023.03.15 12:00buy60.101.661120.000000.00000
182023.03.15 12:00modify60.101.661121.655121.67512
192023.03.16 12:00s/l60.101.655121.655121.67512-44.679804.22
202023.03.16 12:00buy70.101.654980.000000.00000
212023.03.16 12:00modify70.101.654981.648981.66898
222023.03.17 16:00t/p70.101.668981.648981.66898103.289907.50
232023.03.17 16:00sell80.101.669470.000000.00000
242023.03.17 16:00modify80.101.669471.675471.65547
252023.03.20 12:00s/l80.101.675471.675471.65547-44.619862.89
262023.03.28 12:00sell90.101.683350.000000.00000
272023.03.28 12:00modify90.101.683351.689351.66935
282023.03.30 00:00t/p90.101.669351.689351.66935102.029964.92
292023.04.10 16:00buy100.101.672910.000000.00000
302023.04.10 16:00modify100.101.672911.666911.68691
312023.04.14 12:00s/l100.101.666911.666911.68691-45.039919.88
322023.04.17 16:00buy110.101.656710.000000.00000
332023.04.17 16:00modify110.101.656711.650711.67071
342023.04.19 08:00t/p110.101.670711.650711.67071103.1610023.04
352023.04.21 16:00sell120.101.680710.000000.00000
362023.04.21 16:00modify120.101.680711.686711.66671
372023.04.24 16:00s/l120.101.686711.686711.66671-44.629978.42
382023.04.24 16:00sell130.101.687110.000000.00000
392023.04.24 16:00modify130.101.687111.693111.67311
402023.04.25 08:00s/l130.101.693111.693111.67311-44.619933.82
412023.04.28 16:00sell140.101.704970.000000.00000
422023.04.28 16:00modify140.101.704971.710971.69097
432023.05.01 20:00t/p140.101.690971.710971.69097103.0010036.82
442023.05.02 16:00sell150.101.699880.000000.00000
452023.05.02 16:00modify150.101.699881.705881.68588
462023.05.03 12:00s/l150.101.705881.705881.68588-44.629992.20
472023.05.16 16:00buy160.101.681310.000000.00000
482023.05.16 16:00modify160.101.681311.675311.69531
492023.05.18 12:00s/l160.101.675311.675311.69531-44.799947.41
502023.05.19 16:00sell170.101.683180.000000.00000
512023.05.19 16:00modify170.101.683181.689181.66918
522023.05.30 12:00s/l170.101.689181.689181.66918-47.259900.16
532023.05.30 12:00sell180.101.688480.000000.00000
542023.05.30 12:00modify180.101.688481.694481.67448
552023.06.02 20:00t/p180.101.674481.694481.67448101.6810001.84
562023.06.06 12:00buy190.101.665660.000000.00000
572023.06.06 12:00modify190.101.665661.659661.67966
582023.06.08 16:00t/p190.101.679661.659661.67966102.9210104.77
592023.06.08 16:00sell200.101.678580.000000.00000
602023.06.08 16:00modify200.101.678581.684581.66458
612023.06.14 16:00s/l200.101.684581.684581.66458-45.6010059.17
622023.06.15 16:00sell210.101.689110.000000.00000
632023.06.15 16:00modify210.101.689111.695111.67511
642023.06.16 12:00s/l210.101.695111.695111.67511-44.6210014.55
652023.06.20 16:00buy220.101.686720.000000.00000
662023.06.20 16:00modify220.101.686721.680721.70072
672023.06.21 12:00s/l220.101.680721.680721.70072-44.439970.12
682023.06.21 12:00buy230.101.682730.000000.00000
692023.06.21 12:00modify230.101.682731.676731.69673
702023.06.22 08:00s/l230.101.676731.676731.69673-44.679925.45
712023.06.22 16:00buy240.101.678490.000000.00000
722023.06.22 16:00modify240.101.678491.672491.69249
732023.06.26 12:00s/l240.101.672491.672491.69249-44.569880.90
742023.06.26 12:00buy250.101.672230.000000.00000
752023.06.26 12:00modify250.101.672231.666231.68623
762023.06.28 08:00buy260.101.682870.000000.00000
772023.06.28 08:00modify260.101.682871.677131.68623
782023.06.28 08:00modify250.101.672231.677131.68623
792023.06.28 12:00s/l250.101.677131.677131.6862335.959916.85
802023.06.28 12:00s/l260.101.677131.677131.68623-42.409874.45
812023.06.29 16:00buy270.101.671500.000000.00000
822023.06.29 16:00modify270.101.671501.665501.68550
832023.07.03 00:00buy280.101.682290.000000.00000
842023.07.03 00:00modify280.101.682291.676401.68550
852023.07.03 00:00modify270.101.671501.676401.68550
862023.07.05 12:00t/p270.101.685501.676401.68550102.929977.37
872023.07.05 12:00t/p280.101.685501.676401.6855023.4710000.84
882023.07.05 12:00sell290.101.685460.000000.00000
892023.07.05 12:00modify290.101.685461.691461.67146
902023.07.06 08:00s/l290.101.691461.691461.67146-45.289955.57
912023.07.10 12:00buy300.101.698110.000000.00000
922023.07.10 12:00modify300.101.698111.692111.71211
932023.07.11 08:00buy310.101.708790.000000.00000
942023.07.11 08:00modify310.101.708791.703011.71211
952023.07.11 08:00modify300.101.698111.703011.71211
962023.07.11 12:00t/p300.101.712111.703011.71211103.2810058.85
972023.07.11 12:00t/p310.101.712111.703011.7121124.5210083.37
982023.07.13 12:00sell320.101.718120.000000.00000
992023.07.13 12:00modify320.101.718121.724121.70412
1002023.07.13 16:00s/l320.101.724121.724121.70412-44.2910039.08
1012023.07.14 16:00sell330.101.731090.000000.00000
1022023.07.14 16:00modify330.101.731091.737091.71709
1032023.07.19 00:00t/p330.101.717091.737091.71709102.3410141.42
1042023.07.21 12:00buy340.101.692020.000000.00000
1052023.07.21 12:00modify340.101.692021.686021.70602
1062023.07.24 04:00buy350.101.700510.000000.00000
1072023.07.24 04:00modify350.101.700511.698321.70602
1082023.07.24 04:00modify340.101.692021.698321.70602
1092023.07.24 08:00s/l340.101.698321.698321.7060246.4110187.83
1102023.07.24 08:00s/l350.101.698321.698321.70602-16.1810171.65
1112023.07.24 16:00buy360.101.687680.000000.00000
1122023.07.24 16:00modify360.101.687681.681681.70168
1132023.07.26 08:00t/p360.101.701681.681681.70168103.1610274.81
1142023.07.27 16:00buy370.101.698210.000000.00000
1152023.07.27 16:00modify370.101.698211.692211.71221
1162023.07.27 20:00s/l370.101.692211.692211.71221-44.3110230.50
1172023.07.31 16:00buy380.101.692070.000000.00000
1182023.07.31 16:00modify380.101.692071.686071.70607
1192023.08.03 16:00buy390.101.695590.000000.00000
1202023.08.03 16:00modify390.101.695591.692771.70607
1212023.08.03 16:00modify380.101.692071.692771.70607
1222023.08.04 16:00t/p380.101.706071.692771.70607102.6910333.19
1232023.08.04 16:00t/p390.101.706071.692771.7060777.2810410.47
1242023.08.04 16:00sell400.101.703580.000000.00000
1252023.08.04 16:00modify400.101.703581.709581.68958
1262023.08.07 20:00s/l400.101.709581.709581.68958-44.6210365.85
1272023.08.10 16:00buy410.101.705680.000000.00000
1282023.08.10 16:00modify410.101.705681.699681.71968
1292023.08.16 12:00t/p410.101.719681.699681.71968102.9110468.76
1302023.08.23 12:00buy420.101.714120.000000.00000
1312023.08.23 12:00modify420.101.714121.708121.72812
1322023.08.25 04:00s/l420.101.708121.708121.72812-44.7910423.98
1332023.08.30 16:00sell430.101.719660.000000.00000
1342023.08.30 16:00modify430.101.719661.725661.70566
1352023.09.04 16:00sell440.101.716000.000000.00000
1362023.09.04 16:00modify440.101.716001.718961.70566
1372023.09.04 16:00modify430.101.719661.718961.70566
1382023.09.05 08:00s/l430.101.718961.718961.705663.1910427.17
1392023.09.05 08:00s/l440.101.718961.718961.70566-22.1710405.00
1402023.09.06 16:00buy450.101.707120.000000.00000
1412023.09.06 16:00modify450.101.707121.701121.72112
1422023.09.07 08:00s/l450.101.701121.701121.72112-44.6710360.34
1432023.09.08 16:00buy460.101.699640.000000.00000
1442023.09.08 16:00modify460.101.699641.693641.71364
1452023.09.10 20:00buy470.101.703210.000000.00000
1462023.09.10 20:00modify470.101.703211.700341.71364
1472023.09.10 20:00modify460.101.699641.700341.71364
1482023.09.11 00:00s/l460.101.700341.700341.713645.0510365.39
1492023.09.11 00:00s/l470.101.700341.700341.71364-21.3210344.07
1502023.09.14 12:00buy480.101.687090.000000.00000
1512023.09.14 12:00modify480.101.687091.681091.70109
1522023.09.14 16:00s/l480.101.681091.681091.70109-44.3110299.76
1532023.09.21 12:00buy490.101.657850.000000.00000
1542023.09.21 12:00modify490.101.657851.651851.67185
1552023.09.22 08:00s/l490.101.651851.651851.67185-44.4310255.33
1562023.09.25 12:00buy500.101.645740.000000.00000
1572023.09.25 12:00modify500.101.645741.639741.65974
1582023.09.27 16:00s/l500.101.639741.639741.65974-44.5510210.78
1592023.09.27 16:00buy510.101.639620.000000.00000
1602023.09.27 16:00modify510.101.639621.633621.65362
1612023.09.29 16:00t/p510.101.653621.633621.65362102.9210313.71
1622023.09.29 16:00sell520.101.653070.000000.00000
1632023.09.29 16:00modify520.101.653071.659071.63907
1642023.10.02 16:00s/l520.101.659071.659071.63907-44.6210269.09
1652023.10.02 16:00sell530.101.657310.000000.00000
1662023.10.02 16:00modify530.101.657311.663311.64331
1672023.10.04 12:00s/l530.101.663311.663311.64331-44.9510224.14
1682023.10.04 12:00sell540.101.661040.000000.00000
1692023.10.04 12:00modify540.101.661041.667041.64704
1702023.10.04 16:00s/l540.101.667041.667041.64704-44.2810179.86
1712023.10.06 12:00sell550.101.675040.000000.00000
1722023.10.06 12:00modify550.101.675041.681041.66104
1732023.10.10 08:00t/p550.101.661041.681041.66104102.6710282.53
1742023.10.10 16:00sell560.101.668290.000000.00000
1752023.10.10 16:00modify560.101.668291.674291.65429
1762023.10.11 16:00s/l560.101.674291.674291.65429-44.6110237.92
1772023.10.12 16:00buy570.101.668170.000000.00000
1782023.10.12 16:00modify570.101.668171.662171.68217
1792023.10.13 16:00s/l570.101.662171.662171.68217-44.4310193.49
1802023.10.26 16:00sell580.101.675010.000000.00000
1812023.10.26 16:00modify580.101.675011.681011.66101
1822023.10.27 16:00s/l580.101.681011.681011.66101-44.6110148.88
1832023.10.27 16:00sell590.101.684740.000000.00000
1842023.10.27 16:00modify590.101.684741.690741.67074
1852023.10.27 20:00sell600.101.681010.000000.00000
1862023.10.27 20:00modify600.101.681011.684041.67074
1872023.10.27 20:00modify590.101.684741.684041.67074
1882023.10.30 08:00sell610.101.676130.000000.00000
1892023.10.30 08:00modify610.101.676131.678441.67074
1902023.10.30 08:00modify600.101.681011.678441.67074
1912023.10.30 08:00modify590.101.684741.678441.67074
1922023.10.30 12:00s/l590.101.678441.678441.6707446.1710195.05
1932023.10.30 12:00s/l600.101.678441.678441.6707418.6310213.68
1942023.10.30 12:00s/l610.101.678441.678441.67074-17.0510196.63
1952023.10.31 12:00sell620.101.684180.000000.00000
1962023.10.31 12:00modify620.101.684181.690181.67018
1972023.11.03 00:00sell630.101.675580.000000.00000
1982023.11.03 00:00modify630.101.675581.677881.67018
1992023.11.03 00:00modify620.101.684181.677881.67018
2002023.11.03 12:00s/l620.101.677881.677881.6701844.8510241.49
2012023.11.03 12:00s/l630.101.677881.677881.67018-16.9710224.52
2022023.11.03 16:00sell640.101.691320.000000.00000
2032023.11.03 16:00modify640.101.691321.697321.67732
2042023.11.08 20:00s/l640.101.697321.697321.67732-45.2810179.24
2052023.11.13 12:00sell650.101.691370.000000.00000
2062023.11.13 12:00modify650.101.691371.697371.67737
2072023.11.14 08:00s/l650.101.697371.697371.67737-44.6210134.62
2082023.11.15 16:00buy660.101.699950.000000.00000
2092023.11.15 16:00modify660.101.699951.693951.71395
2102023.11.20 04:00buy670.101.710580.000000.00000
2112023.11.20 04:00modify670.101.710581.704851.71395
2122023.11.20 04:00modify660.101.699951.704851.71395
2132023.11.20 16:00t/p660.101.713951.704851.71395102.8110237.43
2142023.11.20 16:00t/p670.101.713951.704851.7139524.8910262.32
2152023.11.20 16:00sell680.101.715060.000000.00000
2162023.11.20 16:00modify680.101.715061.721061.70106
2172023.11.21 12:00s/l680.101.721061.721061.70106-44.6110217.71
2182023.11.22 16:00buy690.101.712720.000000.00000
2192023.11.22 16:00modify690.101.712721.706721.72672
2202023.11.27 20:00buy700.101.721320.000000.00000
2212023.11.27 20:00modify700.101.721321.719021.72672
2222023.11.27 20:00modify690.101.712721.719021.72672
2232023.11.28 00:00s/l690.101.719021.719021.7267245.8210263.52
2242023.11.28 00:00s/l700.101.719021.719021.72672-17.1110246.41
2252023.11.29 16:00sell710.101.725230.000000.00000
2262023.11.29 16:00modify710.101.725231.731231.71123
2272023.11.30 16:00sell720.101.716590.000000.00000
2282023.11.30 16:00modify720.101.716591.718931.71123
2292023.11.30 16:00modify710.101.725231.718931.71123
2302023.12.01 00:00t/p710.101.711231.718931.71123102.0110348.43
2312023.12.01 00:00t/p720.101.711231.718931.7112339.2310387.66
2322023.12.04 12:00sell730.101.717120.000000.00000
2332023.12.04 12:00modify730.101.717121.723121.70312
2342023.12.06 12:00sell740.101.708510.000000.00000
2352023.12.06 12:00modify740.101.708511.710821.70312
2362023.12.06 12:00modify730.101.717121.710821.70312
2372023.12.06 20:00s/l730.101.710821.710821.7031245.8410433.50
2382023.12.06 20:00s/l740.101.710821.710821.70312-17.0510416.45
2392023.12.08 16:00buy750.101.704380.000000.00000
2402023.12.08 16:00modify750.101.704381.698381.71838
2412023.12.13 16:00s/l750.101.698381.698381.71838-44.6810371.77
2422023.12.13 16:00buy760.101.700490.000000.00000
2432023.12.13 16:00modify760.101.700491.694491.71449
2442023.12.14 20:00t/p760.101.714491.694491.71449103.0310474.81
2452023.12.15 16:00buy770.101.698340.000000.00000
2462023.12.15 16:00modify770.101.698341.692341.71234
2472023.12.18 00:00s/l770.101.692341.692341.71234-44.4310430.38
2482023.12.19 12:00sell780.101.700590.000000.00000
2492023.12.19 12:00modify780.101.700591.706591.68659
2502023.12.20 12:00t/p780.101.686591.706591.68659103.0010533.38
2512023.12.21 16:00buy790.101.684420.000000.00000
2522023.12.21 16:00modify790.101.684421.678421.69842
2532023.12.26 16:00s/l790.101.678421.678421.69842-44.6710488.71
2542023.12.26 16:00buy800.101.678310.000000.00000
2552023.12.26 16:00modify800.101.678311.672311.69231
2562023.12.27 16:00buy810.101.689040.000000.00000
2572023.12.27 16:00modify810.101.689041.683211.69231
2582023.12.27 16:00modify800.101.678311.683211.69231
2592023.12.28 12:00t/p800.101.692311.683211.69231102.9110591.62
2602023.12.28 12:00t/p810.101.692311.683211.6923123.7910615.42
2612023.12.29 16:00buy820.101.681080.000000.00000
2622023.12.29 16:00modify820.101.681081.675081.69508
2632024.01.03 04:00buy830.101.684710.000000.00000
2642024.01.03 04:00modify830.101.684711.681781.69508
2652024.01.03 04:00modify820.101.681081.681781.69508
2662024.01.03 20:00buy840.101.691710.000000.00000
2672024.01.03 20:00modify840.101.691711.685981.69508
2682024.01.03 20:00modify830.101.684711.685981.69508
2692024.01.03 20:00modify820.101.681081.685981.69508
2702024.01.04 12:00t/p820.101.695081.685981.69508102.6810718.09
2712024.01.04 12:00t/p830.101.695081.685981.6950876.2310794.33
2722024.01.04 12:00t/p840.101.695081.685981.6950824.5310818.86
2732024.01.05 16:00sell850.101.698770.000000.00000
2742024.01.05 16:00modify850.101.698771.704771.68477
2752024.01.08 16:00s/l850.101.704771.704771.68477-44.6210774.24
2762024.01.08 16:00sell860.101.704960.000000.00000
2772024.01.08 16:00modify860.101.704961.710961.69096
2782024.01.15 12:00s/l860.101.710961.710961.69096-46.5910727.65
2792024.01.19 12:00buy870.101.708580.000000.00000
2802024.01.19 12:00modify870.101.708581.702581.72258
2812024.01.22 20:00buy880.101.712230.000000.00000
2822024.01.22 20:00modify880.101.712231.709281.72258
2832024.01.22 20:00modify870.101.708581.709281.72258
2842024.01.23 16:00s/l870.101.709281.709281.722584.9310732.58
2852024.01.23 16:00s/l880.101.709281.709281.72258-21.9010710.68
2862024.01.24 16:00sell890.101.719780.000000.00000
2872024.01.24 16:00modify890.101.719781.725781.70578
2882024.01.29 12:00t/p890.101.705781.725781.70578101.6910812.37
2892024.01.29 12:00buy900.101.705650.000000.00000
2902024.01.29 12:00modify900.101.705651.699651.71965
2912024.01.30 12:00s/l900.101.699651.699651.71965-44.4410767.93
2922024.02.05 12:00buy910.101.696390.000000.00000
2932024.02.05 12:00modify910.101.696391.690391.71039
2942024.02.13 20:00t/p910.101.710391.690391.71039102.4410870.37
2952024.02.14 12:00buy920.101.699310.000000.00000
2962024.02.14 12:00modify920.101.699311.693311.71331
2972024.02.22 20:00buy930.101.707840.000000.00000
2982024.02.22 20:00modify930.101.707841.705611.71331
2992024.02.22 20:00modify920.101.699311.705611.71331
3002024.02.23 00:00s/l920.101.705611.705611.7133145.2210915.59
3012024.02.23 00:00s/l930.101.705611.705611.71331-16.5910899.00
3022024.02.23 16:00sell940.101.711580.000000.00000
3032024.02.23 16:00modify940.101.711581.717581.69758
3042024.02.27 20:00s/l940.101.717581.717581.69758-44.9510854.05
3052024.02.28 12:00sell950.101.717770.000000.00000
3062024.02.28 12:00modify950.101.717771.723771.70377
3072024.02.29 23:59close at stop950.101.713681.723771.7037729.2010883.26