Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period1 Hour (H1) 2023.03.01 00:00 - 2024.02.29 23:00 (2023.03.01 - 2024.03.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; 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=35; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 test6547Ticks modelled20004862Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit955.67Gross profit1699.21Gross loss-743.55
Profit factor2.29Expected payoff17.38
Absolute drawdown33.91Maximal drawdown434.93 (3.91%)Relative drawdown3.91% (434.93)
Total trades55Short positions (won %)33 (66.67%)Long positions (won %)22 (45.45%)
Profit trades (% of total)32 (58.18%)Loss trades (% of total)23 (41.82%)
Largestprofit trade110.55loss trade-82.19
Averageprofit trade53.10loss trade-32.33
Maximumconsecutive wins (profit in money)8 (483.39)consecutive losses (loss in money)3 (-245.50)
Maximalconsecutive profit (count of wins)483.39 (8)consecutive loss (count of losses)-245.50 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.22 10:00sell10.101.682550.000000.00000
22023.03.22 10:00modify10.101.682551.693551.66755
32023.03.27 21:12sell20.101.675790.000000.00000
42023.03.27 21:12modify20.101.675791.678801.66755
52023.03.27 21:12modify10.101.682551.678801.66755
62023.03.27 22:12s/l10.101.678801.678801.6675526.0310026.03
72023.03.27 22:12s/l20.101.678801.678801.66755-22.2110003.82
82023.05.01 18:00buy30.101.691480.000000.00000
92023.05.01 18:00modify30.101.691481.680481.70648
102023.05.02 14:34buy40.101.698280.000000.00000
112023.05.02 14:34modify40.101.698281.695231.70648
122023.05.02 14:34modify30.101.691481.695231.70648
132023.05.02 14:36buy50.101.699000.000000.00000
142023.05.02 14:36modify50.101.699001.696731.70648
152023.05.02 14:36modify50.101.699001.695231.70648
162023.05.03 06:41buy60.101.702010.000000.00000
172023.05.03 06:41modify60.101.702011.697481.70648
182023.05.03 06:41modify40.101.698281.697481.70648
192023.05.03 06:41modify50.101.699001.697481.70648
202023.05.03 06:41modify30.101.691481.697481.70648
212023.05.03 08:44t/p30.101.706481.697481.70648110.5510114.38
222023.05.03 08:44t/p40.101.706481.697481.7064860.4410174.82
232023.05.03 08:44t/p50.101.706481.697481.7064855.1310229.95
242023.05.03 08:44t/p60.101.706481.697481.7064833.0210262.97
252023.05.03 10:00sell70.101.704990.000000.00000
262023.05.03 10:00modify70.101.704991.715991.68999
272023.05.05 12:30sell80.101.697390.000000.00000
282023.05.05 12:30modify80.101.697391.699741.68999
292023.05.05 12:30modify70.101.704991.699741.68999
302023.05.05 12:40sell90.101.694490.000000.00000
312023.05.05 12:40modify90.101.694491.698991.68999
322023.05.05 12:40modify80.101.697391.698991.68999
332023.05.05 12:40modify70.101.704991.698991.68999
342023.05.05 20:47t/p70.101.689991.698991.68999109.3910372.36
352023.05.05 20:47t/p80.101.689991.698991.6899954.6210426.98
362023.05.05 20:47t/p90.101.689991.698991.6899933.2110460.19
372023.05.19 17:00sell100.101.682630.000000.00000
382023.05.19 17:00modify100.101.682631.693631.66763
392023.05.23 07:14sell110.101.675870.000000.00000
402023.05.23 07:14modify110.101.675871.678881.66763
412023.05.23 07:14modify100.101.682631.678881.66763
422023.05.23 07:54s/l100.101.678881.678881.6676327.0210487.21
432023.05.23 07:54s/l110.101.678881.678881.66763-22.2110465.00
442023.05.30 13:00sell120.101.688180.000000.00000
452023.05.30 13:00modify120.101.688181.699181.67318
462023.06.02 07:22sell130.101.681420.000000.00000
472023.06.02 07:22modify130.101.681421.684431.67318
482023.06.02 07:22modify120.101.688181.684431.67318
492023.06.02 08:03sell140.101.680630.000000.00000
502023.06.02 08:03modify140.101.680631.682931.67318
512023.06.02 08:03modify140.101.680631.684431.67318
522023.06.02 14:47sell150.101.677580.000000.00000
532023.06.02 14:47modify150.101.677581.682181.67318
542023.06.02 14:47modify130.101.681421.682181.67318
552023.06.02 14:47modify140.101.680631.682181.67318
562023.06.02 14:47modify120.101.688181.682181.67318
572023.06.02 18:12t/p120.101.673181.682181.67318109.0710574.08
582023.06.02 18:12t/p130.101.673181.682181.6731860.8210634.90
592023.06.02 18:12t/p140.101.673181.682181.6731854.9910689.89
602023.06.02 18:12t/p150.101.673181.682181.6731832.4810722.37
612023.07.17 16:00buy160.101.722880.000000.00000
622023.07.17 16:00modify160.101.722881.711881.73788
632023.07.18 07:32buy170.101.729630.000000.00000
642023.07.18 07:32modify170.101.729631.726631.73788
652023.07.18 07:32modify160.101.722881.726631.73788
662023.07.18 08:26s/l160.101.726631.726631.7378827.5710749.94
672023.07.18 08:26s/l170.101.726631.726631.73788-22.1610727.78
682023.07.20 12:00buy180.101.693490.000000.00000
692023.07.20 12:00modify180.101.693491.682491.70849
702023.07.21 20:23buy190.101.700250.000000.00000
712023.07.21 20:23modify190.101.700251.697241.70849
722023.07.21 20:23modify180.101.693491.697241.70849
732023.07.23 21:06s/l180.101.697241.697241.7084927.5710755.35
742023.07.23 21:06s/l190.101.697241.697241.70849-22.2410733.11
752023.07.26 12:00sell200.101.706090.000000.00000
762023.07.26 12:00modify200.101.706091.717091.69109
772023.07.27 12:49sell210.101.699250.000000.00000
782023.07.27 12:49modify210.101.699251.702341.69109
792023.07.27 12:49modify200.101.706091.702341.69109
802023.07.27 12:51sell220.101.698590.000000.00000
812023.07.27 12:51modify220.101.698591.700841.69109
822023.07.27 12:51modify220.101.698591.702341.69109
832023.07.27 13:31sell230.101.695500.000000.00000
842023.07.27 13:31modify230.101.695501.700091.69109
852023.07.27 13:31modify210.101.699251.700091.69109
862023.07.27 13:31modify220.101.698591.700091.69109
872023.07.27 13:31modify200.101.706091.700091.69109
882023.07.27 21:05t/p200.101.691091.700091.69109109.7210842.83
892023.07.27 21:05t/p210.101.691091.700091.6910960.2210903.05
902023.07.27 21:05t/p220.101.691091.700091.6910955.3510958.40
912023.07.27 21:05t/p230.101.691091.700091.6910932.5510990.95
922023.07.31 17:00buy240.101.693090.000000.00000
932023.07.31 17:00modify240.101.693091.682091.70809
942023.08.01 08:45buy250.101.699850.000000.00000
952023.08.01 08:45modify250.101.699851.696841.70809
962023.08.01 08:45modify240.101.693091.696841.70809
972023.08.01 08:48buy260.101.700600.000000.00000
982023.08.01 08:48modify260.101.700601.698341.70809
992023.08.01 08:48modify260.101.700601.696841.70809
1002023.08.01 11:01s/l240.101.696841.696841.7080927.5711018.52
1012023.08.01 11:01s/l250.101.696841.696841.70809-22.2310996.29
1022023.08.01 11:01s/l260.101.696841.696841.70809-27.7710968.52
1032023.08.02 15:00buy270.101.693210.000000.00000
1042023.08.02 15:00modify270.101.693211.682211.70821
1052023.08.04 02:18buy280.101.699970.000000.00000
1062023.08.04 02:18modify280.101.699971.696961.70821
1072023.08.04 02:18modify270.101.693211.696961.70821
1082023.08.04 02:30buy290.101.700710.000000.00000
1092023.08.04 02:30modify290.101.700711.698461.70821
1102023.08.04 02:30modify290.101.700711.696961.70821
1112023.08.04 09:02s/l270.101.696961.696961.7082127.2210995.75
1122023.08.04 09:02s/l280.101.696961.696961.70821-22.2310973.52
1132023.08.04 09:02s/l290.101.696961.696961.70821-27.6910945.83
1142023.08.21 18:00sell300.101.728810.000000.00000
1152023.08.21 18:00modify300.101.728811.739811.71381
1162023.08.23 08:30sell310.101.718300.000000.00000
1172023.08.23 08:30modify310.101.718301.722811.71381
1182023.08.23 08:30modify300.101.728811.722811.71381
1192023.08.23 11:01t/p300.101.713811.722811.71381110.0611055.89
1202023.08.23 11:01t/p310.101.713811.722811.7138133.1411089.03
1212023.09.12 15:00buy320.101.690750.000000.00000
1222023.09.12 15:00modify320.101.690751.679751.70575
1232023.09.14 13:49s/l320.101.679751.679751.70575-81.7211007.31
1242023.09.14 19:00buy330.101.675810.000000.00000
1252023.09.14 19:00modify330.101.675811.664811.69081
1262023.09.19 08:17s/l330.101.664811.664811.69081-81.6010925.71
1272023.09.29 17:00sell340.101.653030.000000.00000
1282023.09.29 17:00modify340.101.653031.664031.63803
1292023.10.04 12:15s/l340.101.664031.664031.63803-82.1910843.53
1302023.10.04 14:00sell350.101.668750.000000.00000
1312023.10.04 14:00modify350.101.668751.679751.65375
1322023.10.06 12:49sell360.101.661990.000000.00000
1332023.10.06 12:49modify360.101.661991.665001.65375
1342023.10.06 12:49modify350.101.668751.665001.65375
1352023.10.06 12:51sell370.101.661250.000000.00000
1362023.10.06 12:51modify370.101.661251.663501.65375
1372023.10.06 12:51modify370.101.661251.665001.65375
1382023.10.06 13:15s/l350.101.665001.665001.6537526.3610869.89
1392023.10.06 13:15s/l360.101.665001.665001.65375-22.2110847.68
1402023.10.06 13:15s/l370.101.665001.665001.65375-27.6710820.01
1412023.10.13 17:00buy380.101.657550.000000.00000
1422023.10.13 17:00modify380.101.657551.646551.67255
1432023.10.17 16:32buy390.101.664340.000000.00000
1442023.10.17 16:32modify390.101.664341.661301.67255
1452023.10.17 16:32modify380.101.657551.661301.67255
1462023.10.17 18:52s/l380.101.661301.661301.6725527.4510847.46
1472023.10.17 18:52s/l390.101.661301.661301.67255-22.4510825.01
1482023.10.26 15:00sell400.101.675050.000000.00000
1492023.10.26 15:00modify400.101.675051.686051.66005
1502023.10.31 10:36s/l400.101.686051.686051.66005-82.1810742.83
1512023.11.03 17:00sell410.101.690750.000000.00000
1522023.11.03 17:00modify410.101.690751.701751.67575
1532023.11.12 22:06sell420.101.684000.000000.00000
1542023.11.12 22:06modify420.101.684001.687001.67575
1552023.11.12 22:06modify410.101.690751.687001.67575
1562023.11.12 22:39sell430.101.682990.000000.00000
1572023.11.12 22:39modify430.101.682991.685501.67575
1582023.11.12 22:39modify430.101.682991.687001.67575
1592023.11.12 22:53s/l410.101.687001.687001.6757525.3810768.21
1602023.11.12 22:53s/l420.101.687001.687001.67575-22.1510746.06
1612023.11.12 22:53s/l430.101.687001.687001.67575-29.6010716.46
1622023.11.15 16:00buy440.101.699950.000000.00000
1632023.11.15 16:00modify440.101.699951.688951.71495
1642023.11.16 14:16buy450.101.706740.000000.00000
1652023.11.16 14:16modify450.101.706741.703701.71495
1662023.11.16 14:16modify440.101.699951.703701.71495
1672023.11.16 14:56buy460.101.707470.000000.00000
1682023.11.16 14:56modify460.101.707471.705201.71495
1692023.11.16 14:56modify460.101.707471.703701.71495
1702023.11.16 15:05buy470.101.710450.000000.00000
1712023.11.16 15:05modify470.101.710451.705951.71495
1722023.11.16 15:05modify450.101.706741.705951.71495
1732023.11.16 15:05modify460.101.707471.705951.71495
1742023.11.16 15:05modify440.101.699951.705951.71495
1752023.11.16 22:07s/l440.101.705951.705951.7149543.9510760.41
1762023.11.16 22:07s/l450.101.705951.705951.71495-5.8410754.57
1772023.11.16 22:07s/l460.101.705951.705951.71495-11.2310743.34
1782023.11.16 22:07s/l470.101.705951.705951.71495-33.2410710.10
1792024.01.17 11:00sell480.101.713610.000000.00000
1802024.01.17 11:00modify480.101.713611.724611.69861
1812024.01.19 10:21sell490.101.706860.000000.00000
1822024.01.19 10:21modify490.101.706861.709861.69861
1832024.01.19 10:21modify480.101.713611.709861.69861
1842024.01.19 16:20sell500.101.706090.000000.00000
1852024.01.19 16:20modify500.101.706091.708361.69861
1862024.01.19 16:20modify500.101.706091.709861.69861
1872024.01.21 22:12sell510.101.702870.000000.00000
1882024.01.21 22:12modify510.101.702871.707611.69861
1892024.01.21 22:12modify490.101.706861.707611.69861
1902024.01.21 22:12modify500.101.706091.707611.69861
1912024.01.21 22:12modify480.101.713611.707611.69861
1922024.01.22 02:18s/l480.101.707611.707611.6986142.6410752.75
1932024.01.22 02:18s/l490.101.707611.707611.69861-5.8710746.88
1942024.01.22 02:18s/l500.101.707611.707611.69861-11.5510735.33
1952024.01.22 02:18s/l510.101.707611.707611.69861-35.3210700.01
1962024.02.13 19:00sell520.101.709530.000000.00000
1972024.02.13 19:00modify520.101.709531.720531.69453
1982024.02.14 07:00sell530.101.702780.000000.00000
1992024.02.14 07:00modify530.101.702781.705781.69453
2002024.02.14 07:00modify520.101.709531.705781.69453
2012024.02.14 08:00sell540.101.702030.000000.00000
2022024.02.14 08:00modify540.101.702031.704281.69453
2032024.02.14 08:00modify540.101.702031.705781.69453
2042024.02.14 09:38sell550.101.699000.000000.00000
2052024.02.14 09:38modify550.101.699001.703531.69453
2062024.02.14 09:38modify530.101.702781.703531.69453
2072024.02.14 09:38modify540.101.702031.703531.69453
2082024.02.14 09:38modify520.101.709531.703531.69453
2092024.02.15 22:04t/p520.101.694531.703531.69453109.3910809.40
2102024.02.15 22:04t/p530.101.694531.703531.6945359.9010869.30
2112024.02.15 22:04t/p540.101.694531.703531.6945354.3610923.67
2122024.02.15 22:04t/p550.101.694531.703531.6945332.0010955.67