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 20:00 (2023.03.01 - 2024.03.01)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1914Ticks modelled20004862Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit-85.92Gross profit2889.33Gross loss-2975.26
Profit factor0.97Expected payoff-0.41
Absolute drawdown585.04Maximal drawdown692.25 (6.85%)Relative drawdown6.85% (692.25)
Total trades210Short positions (won %)106 (50.00%)Long positions (won %)104 (52.88%)
Profit trades (% of total)108 (51.43%)Loss trades (% of total)102 (48.57%)
Largestprofit trade103.28loss trade-45.28
Averageprofit trade26.75loss trade-29.17
Maximumconsecutive wins (profit in money)6 (313.55)consecutive losses (loss in money)5 (-201.03)
Maximalconsecutive profit (count of wins)313.55 (6)consecutive loss (count of losses)-201.03 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.01 16:00buy10.101.633410.000000.00000
22023.03.01 16:00modify10.101.633411.627411.64741
32023.03.01 16:30buy20.101.636920.000000.00000
42023.03.01 16:30modify20.101.636921.634111.64741
52023.03.01 16:30modify10.101.633411.634111.64741
62023.03.01 18:29s/l10.101.634111.634111.647415.1710005.17
72023.03.01 18:29s/l20.101.634111.634111.64741-20.759984.42
82023.03.06 16:00sell30.101.637220.000000.00000
92023.03.06 16:00modify30.101.637221.643221.62322
102023.03.07 14:14sell40.101.633700.000000.00000
112023.03.07 14:14modify40.101.633701.636521.62322
122023.03.07 14:14modify30.101.637221.636521.62322
132023.03.07 14:30s/l30.101.636521.636521.623224.849989.26
142023.03.07 14:30s/l40.101.636521.636521.62322-20.819968.45
152023.03.07 16:00buy50.101.630100.000000.00000
162023.03.07 16:00modify50.101.630101.624101.64410
172023.03.08 16:13buy60.101.633660.000000.00000
182023.03.08 16:13modify60.101.633661.630801.64410
192023.03.08 16:13modify50.101.630101.630801.64410
202023.03.08 16:48s/l50.101.630801.630801.644105.059973.50
212023.03.08 16:48s/l60.101.630801.630801.64410-21.139952.37
222023.03.13 12:00sell70.101.664840.000000.00000
232023.03.13 12:00modify70.101.664841.670841.65084
242023.03.13 17:32s/l70.101.670841.670841.65084-44.299908.08
252023.03.14 16:00buy80.101.661350.000000.00000
262023.03.14 16:00modify80.101.661351.655351.67535
272023.03.14 17:04buy90.101.664860.000000.00000
282023.03.14 17:04modify90.101.664861.662051.67535
292023.03.14 17:04modify80.101.661351.662051.67535
302023.03.14 21:11s/l80.101.662051.662051.675355.179913.25
312023.03.14 21:11s/l90.101.662051.662051.67535-20.759892.50
322023.03.15 12:00buy100.101.661120.000000.00000
332023.03.15 12:00modify100.101.661121.655121.67512
342023.03.15 12:30buy110.101.664640.000000.00000
352023.03.15 12:30modify110.101.664641.661821.67512
362023.03.15 12:30modify100.101.661121.661821.67512
372023.03.15 12:39s/l100.101.661821.661821.675125.179897.67
382023.03.15 12:39s/l110.101.661821.661821.67512-20.839876.84
392023.03.16 12:00buy120.101.654980.000000.00000
402023.03.16 12:00modify120.101.654981.648981.66898
412023.03.16 12:35buy130.101.658480.000000.00000
422023.03.16 12:35modify130.101.658481.655681.66898
432023.03.16 12:35modify120.101.654981.655681.66898
442023.03.16 12:46s/l120.101.655681.655681.668985.179882.01
452023.03.16 12:46s/l130.101.655681.655681.66898-20.689861.33
462023.03.16 16:00sell140.101.666240.000000.00000
472023.03.16 16:00modify140.101.666241.672241.65224
482023.03.16 16:50sell150.101.662740.000000.00000
492023.03.16 16:50modify150.101.662741.665541.65224
502023.03.16 16:50modify140.101.666241.665541.65224
512023.03.17 05:52s/l140.101.665541.665541.652244.849866.17
522023.03.17 05:52s/l150.101.665541.665541.65224-21.009845.17
532023.03.17 16:00sell160.101.669470.000000.00000
542023.03.17 16:00modify160.101.669471.675471.65547
552023.03.20 08:59s/l160.101.675471.675471.65547-44.619800.56
562023.03.28 12:00sell170.101.683350.000000.00000
572023.03.28 12:00modify170.101.683351.689351.66935
582023.03.28 13:06sell180.101.679830.000000.00000
592023.03.28 13:06modify180.101.679831.682651.66935
602023.03.28 13:06modify170.101.683351.682651.66935
612023.03.29 08:22sell190.101.674950.000000.00000
622023.03.29 08:22modify190.101.674951.677051.66935
632023.03.29 08:22modify180.101.679831.677051.66935
642023.03.29 08:22modify170.101.683351.677051.66935
652023.03.29 08:54s/l170.101.677051.677051.6693546.179846.73
662023.03.29 08:54s/l180.101.677051.677051.6693520.189866.92
672023.03.29 08:54s/l190.101.677051.677051.66935-15.509851.42
682023.03.29 16:00buy200.101.671620.000000.00000
692023.03.29 16:00modify200.101.671621.665621.68562
702023.03.30 12:38buy210.101.675160.000000.00000
712023.03.30 12:38modify210.101.675161.672321.68562
722023.03.30 12:38modify200.101.671621.672321.68562
732023.03.31 14:50s/l200.101.672321.672321.685624.699856.11
742023.03.31 14:50s/l210.101.672321.672321.68562-21.099835.02
752023.04.10 16:00buy220.101.672910.000000.00000
762023.04.10 16:00modify220.101.672911.666911.68691
772023.04.11 07:11buy230.101.676440.000000.00000
782023.04.11 07:11modify230.101.676441.673611.68691
792023.04.11 07:11modify220.101.672911.673611.68691
802023.04.11 10:55buy240.101.681410.000000.00000
812023.04.11 10:55modify240.101.681411.679211.68691
822023.04.11 10:55modify230.101.676441.679211.68691
832023.04.11 10:55modify220.101.672911.679211.68691
842023.04.11 11:22s/l220.101.679211.679211.6869146.409881.42
852023.04.11 11:22s/l230.101.679211.679211.6869120.459901.87
862023.04.11 11:22s/l240.101.679211.679211.68691-16.259885.62
872023.04.13 16:00buy250.101.672390.000000.00000
882023.04.13 16:00modify250.101.672391.666391.68639
892023.04.14 08:55s/l250.101.666391.666391.68639-44.449841.18
902023.04.17 16:00buy260.101.656710.000000.00000
912023.04.17 16:00modify260.101.656711.650711.67071
922023.04.18 06:51buy270.101.660230.000000.00000
932023.04.18 06:51modify270.101.660231.657411.67071
942023.04.18 06:51modify260.101.656711.657411.67071
952023.04.18 11:47buy280.101.665120.000000.00000
962023.04.18 11:47modify280.101.665121.663011.67071
972023.04.18 11:47modify270.101.660231.663011.67071
982023.04.18 11:47modify260.101.656711.663011.67071
992023.04.18 12:33s/l260.101.663011.663011.6707146.419887.59
1002023.04.18 12:33s/l270.101.663011.663011.6707120.539908.12
1012023.04.18 12:33s/l280.101.663011.663011.67071-15.589892.54
1022023.04.21 16:00sell290.101.680710.000000.00000
1032023.04.21 16:00modify290.101.680711.686711.66671
1042023.04.24 12:34s/l290.101.686711.686711.66671-44.629847.92
1052023.04.24 16:00sell300.101.687110.000000.00000
1062023.04.24 16:00modify300.101.687111.693111.67311
1072023.04.25 07:35s/l300.101.693111.693111.67311-44.619803.32
1082023.04.28 16:00sell310.101.704970.000000.00000
1092023.04.28 16:00modify310.101.704971.710971.69097
1102023.04.28 18:00sell320.101.701420.000000.00000
1112023.04.28 18:00modify320.101.701421.704271.69097
1122023.04.28 18:00modify310.101.704971.704271.69097
1132023.05.01 14:05sell330.101.696570.000000.00000
1142023.05.01 14:05modify330.101.696571.698671.69097
1152023.05.01 14:05modify320.101.701421.698671.69097
1162023.05.01 14:05modify310.101.704971.698671.69097
1172023.05.01 14:28sell340.101.694470.000000.00000
1182023.05.01 14:28modify340.101.694471.700071.69097
1192023.05.01 14:28modify330.101.696571.700071.69097
1202023.05.01 14:28modify320.101.701421.700071.69097
1212023.05.01 14:28modify310.101.704971.700071.69097
1222023.05.01 16:31t/p310.101.690971.700071.69097103.009906.32
1232023.05.01 16:31t/p320.101.690971.700071.6909776.809983.12
1242023.05.01 16:31t/p330.101.690971.700071.6909741.3310024.45
1252023.05.01 16:31t/p340.101.690971.700071.6909725.8310050.28
1262023.05.02 16:00sell350.101.699880.000000.00000
1272023.05.02 16:00modify350.101.699881.705881.68588
1282023.05.03 08:32s/l350.101.705881.705881.68588-44.6210005.66
1292023.05.16 16:00buy360.101.681310.000000.00000
1302023.05.16 16:00modify360.101.681311.675311.69531
1312023.05.18 08:34s/l360.101.675311.675311.69531-44.799960.87
1322023.05.19 16:00sell370.101.683180.000000.00000
1332023.05.19 16:00modify370.101.683181.689181.66918
1342023.05.19 20:53sell380.101.679680.000000.00000
1352023.05.19 20:53modify380.101.679681.682481.66918
1362023.05.19 20:53modify370.101.683181.682481.66918
1372023.05.22 01:07s/l370.101.682481.682481.669184.849965.71
1382023.05.22 01:07s/l380.101.682481.682481.66918-20.999944.72
1392023.05.22 12:00sell390.101.683140.000000.00000
1402023.05.22 12:00modify390.101.683141.689141.66914
1412023.05.22 13:55sell400.101.679600.000000.00000
1422023.05.22 13:55modify400.101.679601.682441.66914
1432023.05.22 13:55modify390.101.683141.682441.66914
1442023.05.23 11:54sell410.101.674740.000000.00000
1452023.05.23 11:54modify410.101.674741.676841.66914
1462023.05.23 11:54modify400.101.679601.676841.66914
1472023.05.23 11:54modify390.101.683141.676841.66914
1482023.05.23 12:36sell420.101.672620.000000.00000
1492023.05.23 12:36modify420.101.672621.678241.66914
1502023.05.23 12:36modify410.101.674741.678241.66914
1512023.05.23 12:36modify400.101.679601.678241.66914
1522023.05.23 12:36modify390.101.683141.678241.66914
1532023.05.23 13:55s/l390.101.678241.678241.6691435.849980.56
1542023.05.23 13:55s/l400.101.678241.678241.669149.719990.27
1552023.05.23 13:55s/l410.101.678241.678241.66914-25.839964.44
1562023.05.23 13:55s/l420.101.678241.678241.66914-41.489922.96
1572023.05.26 12:00sell430.101.685360.000000.00000
1582023.05.26 12:00modify430.101.685361.691361.67136
1592023.05.26 14:30sell440.101.681850.000000.00000
1602023.05.26 14:30modify440.101.681851.684661.67136
1612023.05.26 14:30modify430.101.685361.684661.67136
1622023.05.29 11:59sell450.101.676930.000000.00000
1632023.05.29 11:59modify450.101.676931.679061.67136
1642023.05.29 11:59modify440.101.681851.679061.67136
1652023.05.29 11:59modify430.101.685361.679061.67136
1662023.05.29 12:31s/l430.101.679061.679061.6713646.179969.14
1672023.05.29 12:31s/l440.101.679061.679061.6713620.269989.40
1682023.05.29 12:31s/l450.101.679061.679061.67136-15.729973.68
1692023.05.30 12:00sell460.101.688480.000000.00000
1702023.05.30 12:00modify460.101.688481.694481.67448
1712023.05.30 16:06sell470.101.684980.000000.00000
1722023.05.30 16:06modify470.101.684981.687781.67448
1732023.05.30 16:06modify460.101.688481.687781.67448
1742023.05.30 20:35s/l460.101.687781.687781.674485.179978.85
1752023.05.30 20:35s/l470.101.687781.687781.67448-20.669958.19
1762023.06.01 12:00sell480.101.691610.000000.00000
1772023.06.01 12:00modify480.101.691611.697611.67761
1782023.06.01 12:29sell490.101.688050.000000.00000
1792023.06.01 12:29modify490.101.688051.690911.67761
1802023.06.01 12:29modify480.101.691611.690911.67761
1812023.06.01 12:40s/l480.101.690911.690911.677615.169963.35
1822023.06.01 12:40s/l490.101.690911.690911.67761-21.119942.24
1832023.06.06 12:00buy500.101.665660.000000.00000
1842023.06.06 12:00modify500.101.665661.659661.67966
1852023.06.06 13:31buy510.101.669170.000000.00000
1862023.06.06 13:31modify510.101.669171.666361.67966
1872023.06.06 13:31modify500.101.665661.666361.67966
1882023.06.06 13:49s/l500.101.666361.666361.679665.179947.41
1892023.06.06 13:49s/l510.101.666361.666361.67966-20.759926.66
1902023.06.08 16:00sell520.101.678580.000000.00000
1912023.06.08 16:00modify520.101.678581.684581.66458
1922023.06.09 07:04sell530.101.675070.000000.00000
1932023.06.09 07:04modify530.101.675071.677881.66458
1942023.06.09 07:04modify520.101.678581.677881.66458
1952023.06.09 12:30s/l520.101.677881.677881.664584.849931.50
1962023.06.09 12:30s/l530.101.677881.677881.66458-20.749910.76
1972023.06.12 16:00buy540.101.671170.000000.00000
1982023.06.12 16:00modify540.101.671171.665171.68517
1992023.06.13 02:12buy550.101.674680.000000.00000
2002023.06.13 02:12modify550.101.674681.671871.68517
2012023.06.13 02:12modify540.101.671171.671871.68517
2022023.06.13 06:02buy560.101.679580.000000.00000
2032023.06.13 06:02modify560.101.679581.677471.68517
2042023.06.13 06:02modify550.101.674681.677471.68517
2052023.06.13 06:02modify540.101.671171.677471.68517
2062023.06.13 06:03s/l540.101.677471.677471.6851746.409957.16
2072023.06.13 06:03s/l550.101.677471.677471.6851720.609977.76
2082023.06.13 06:03s/l560.101.677471.677471.68517-15.599962.17
2092023.06.14 12:00sell570.101.682180.000000.00000
2102023.06.14 12:00modify570.101.682181.688181.66818
2112023.06.14 15:41s/l570.101.688181.688181.66818-44.299917.88
2122023.06.15 16:00sell580.101.689110.000000.00000
2132023.06.15 16:00modify580.101.689111.695111.67511
2142023.06.16 11:40s/l580.101.695111.695111.67511-44.629873.26
2152023.06.20 16:00buy590.101.686720.000000.00000
2162023.06.20 16:00modify590.101.686721.680721.70072
2172023.06.21 06:00buy600.101.690470.000000.00000
2182023.06.21 06:00modify600.101.690471.687421.70072
2192023.06.21 06:00modify590.101.686721.687421.70072
2202023.06.21 07:52s/l590.101.687421.687421.700725.059878.31
2212023.06.21 07:52s/l600.101.687421.687421.70072-22.539855.78
2222023.06.21 12:00buy610.101.682730.000000.00000
2232023.06.21 12:00modify610.101.682731.676731.69673
2242023.06.22 07:03s/l610.101.676731.676731.69673-44.679811.11
2252023.06.22 16:00buy620.101.678490.000000.00000
2262023.06.22 16:00modify620.101.678491.672491.69249
2272023.06.23 11:41buy630.101.682010.000000.00000
2282023.06.23 11:41modify630.101.682011.679191.69249
2292023.06.23 11:41modify620.101.678491.679191.69249
2302023.06.23 13:03s/l620.101.679191.679191.692495.059816.16
2312023.06.23 13:03s/l630.101.679191.679191.69249-20.829795.34
2322023.06.26 12:00buy640.101.672230.000000.00000
2332023.06.26 12:00modify640.101.672231.666231.68623
2342023.06.27 11:30buy650.101.675730.000000.00000
2352023.06.27 11:30modify650.101.675731.672931.68623
2362023.06.27 11:30modify640.101.672231.672931.68623
2372023.06.27 13:47buy660.101.680650.000000.00000
2382023.06.27 13:47modify660.101.680651.678531.68623
2392023.06.27 13:47modify650.101.675731.678531.68623
2402023.06.27 13:47modify640.101.672231.678531.68623
2412023.06.27 14:30s/l640.101.678531.678531.6862346.419841.75
2422023.06.27 14:30s/l650.101.678531.678531.6862320.689862.43
2432023.06.27 14:30s/l660.101.678531.678531.68623-15.669846.77
2442023.06.27 16:00sell670.101.679770.000000.00000
2452023.06.27 16:00modify670.101.679771.685771.66577
2462023.06.28 11:45sell680.101.676270.000000.00000
2472023.06.28 11:45modify680.101.676271.679071.66577
2482023.06.28 11:45modify670.101.679771.679071.66577
2492023.06.29 08:16s/l670.101.679071.679071.665773.849850.62
2502023.06.29 08:16s/l680.101.679071.679071.66577-21.669828.96
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