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)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; 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=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 modelled79498Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit878.84Gross profit1048.83Gross loss-169.99
Profit factor6.17Expected payoff25.11
Absolute drawdown9.60Maximal drawdown146.80 (1.43%)Relative drawdown1.43% (146.44)
Total trades35Short positions (won %)18 (55.56%)Long positions (won %)17 (64.71%)
Profit trades (% of total)21 (60.00%)Loss trades (% of total)14 (40.00%)
Largestprofit trade110.54loss trade-13.95
Averageprofit trade49.94loss trade-12.14
Maximumconsecutive wins (profit in money)6 (338.18)consecutive losses (loss in money)2 (-26.05)
Maximalconsecutive profit (count of wins)412.75 (5)consecutive loss (count of losses)-26.05 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.03 00:00buy10.101.625230.000000.00000
22023.03.03 00:00modify10.101.625231.610231.64023
32023.03.03 12:40buy20.101.630750.000000.00000
42023.03.03 12:40modify20.101.630751.625981.64023
52023.03.03 12:40modify10.101.625231.625981.64023
62023.03.03 18:00buy30.101.633480.000000.00000
72023.03.03 18:00modify30.101.633481.631231.64023
82023.03.03 18:00buy40.101.633480.000000.00000
92023.03.03 18:00modify40.101.633481.631981.64023
102023.03.03 18:00modify20.101.630751.631981.64023
112023.03.03 18:00modify10.101.625231.631981.64023
122023.03.03 18:05modify30.101.633481.631981.64023
132023.03.07 07:20t/p10.101.640231.631981.64023110.5410110.54
142023.03.07 07:20t/p20.101.640231.631981.6402369.7810180.32
152023.03.07 07:20t/p30.101.640231.631981.6402349.6110229.94
162023.03.07 07:20t/p40.101.640231.631981.6402349.6110279.55
172023.03.30 04:00buy50.101.670570.000000.00000
182023.03.30 04:00modify50.101.670571.655571.68557
192023.03.30 16:40buy60.101.676100.000000.00000
202023.03.30 16:40modify60.101.676101.671321.68557
212023.03.30 16:40modify50.101.670571.671321.68557
222023.03.31 01:15buy70.101.678890.000000.00000
232023.03.31 01:15modify70.101.678891.676571.68557
242023.03.31 01:15buy80.101.678890.000000.00000
252023.03.31 01:15modify80.101.678891.677321.68557
262023.03.31 01:15modify60.101.676101.677321.68557
272023.03.31 01:15modify50.101.670571.677321.68557
282023.03.31 01:20modify70.101.678891.677321.68557
292023.03.31 01:30s/l50.101.677321.677321.6855749.7410329.29
302023.03.31 01:30s/l60.101.677321.677321.685578.8910338.18
312023.03.31 01:30s/l70.101.677321.677321.68557-11.5910326.59
322023.03.31 01:30s/l80.101.677321.677321.68557-11.5910315.00
332023.04.03 04:00buy90.101.660290.000000.00000
342023.04.03 04:00modify90.101.660291.645291.67529
352023.04.03 09:40buy100.101.665750.000000.00000
362023.04.03 09:40modify100.101.665751.661041.67529
372023.04.03 09:40modify90.101.660291.661041.67529
382023.04.03 14:50buy110.101.668620.000000.00000
392023.04.03 14:50modify110.101.668621.666291.67529
402023.04.03 14:50buy120.101.668620.000000.00000
412023.04.03 14:50modify120.101.668621.667041.67529
422023.04.03 14:50modify100.101.665751.667041.67529
432023.04.03 14:50modify90.101.660291.667041.67529
442023.04.03 14:55modify110.101.668621.667041.67529
452023.04.03 15:20s/l90.101.667041.667041.6752949.8510364.85
462023.04.03 15:20s/l100.101.667041.667041.675299.5210374.37
472023.04.03 15:20s/l110.101.667041.667041.67529-11.6710362.70
482023.04.03 15:20s/l120.101.667041.667041.67529-11.6710351.03
492023.04.17 08:00buy130.101.658260.000000.00000
502023.04.17 08:00modify130.101.658261.643261.67326
512023.04.18 08:40buy140.101.663560.000000.00000
522023.04.18 08:40modify140.101.663561.659011.67326
532023.04.18 08:40modify130.101.658261.659011.67326
542023.04.19 14:05t/p130.101.673261.659011.67326110.5410461.57
552023.04.19 14:05t/p140.101.673261.659011.6732671.5210533.09
562023.07.14 00:00sell150.101.721370.000000.00000
572023.07.14 00:00modify150.101.721371.736371.70637
582023.07.18 20:40sell160.101.716050.000000.00000
592023.07.18 20:40modify160.101.716051.720621.70637
602023.07.18 20:40modify150.101.721371.720621.70637
612023.07.19 06:40t/p150.101.706371.720621.70637109.7210642.82
622023.07.19 06:40t/p160.101.706371.720621.7063771.1110713.93
632023.07.28 00:00buy170.101.692630.000000.00000
642023.07.28 00:00modify170.101.692631.677631.70763
652023.07.28 10:53buy180.101.701040.000000.00000
662023.07.28 10:53modify180.101.701041.698631.70763
672023.07.28 10:53buy190.101.701040.000000.00000
682023.07.28 10:53modify190.101.701041.699381.70763
692023.07.28 10:53modify170.101.692631.699381.70763
702023.07.28 11:00modify180.101.701041.699381.70763
712023.07.28 13:40s/l170.101.699381.699381.7076349.8510763.78
722023.07.28 13:40s/l180.101.699381.699381.70763-12.2610751.52
732023.07.28 13:40s/l190.101.699381.699381.70763-12.2610739.26
742023.10.24 00:00sell200.101.676630.000000.00000
752023.10.24 00:00modify200.101.676631.691631.66163
762023.10.24 13:15sell210.101.671160.000000.00000
772023.10.24 13:15modify210.101.671161.675881.66163
782023.10.24 13:15modify200.101.676631.675881.66163
792023.10.25 12:25sell220.101.668240.000000.00000
802023.10.25 12:25modify220.101.668241.670631.66163
812023.10.25 12:25sell230.101.668240.000000.00000
822023.10.25 12:25modify230.101.668241.669881.66163
832023.10.25 12:25modify210.101.671161.669881.66163
842023.10.25 12:25modify200.101.676631.669881.66163
852023.10.25 12:30s/l200.101.669881.669881.6616349.5010788.76
862023.10.25 12:30s/l210.101.669881.669881.661639.1210797.88
872023.10.25 12:30s/l230.101.669881.669881.66163-12.1010785.78
882023.10.25 12:30close220.101.670131.670631.66163-13.9510771.83
892023.11.21 08:00sell240.101.718570.000000.00000
902023.11.21 08:00modify240.101.718571.733571.70357
912023.11.22 15:30sell250.101.713100.000000.00000
922023.11.22 15:30modify250.101.713101.717821.70357
932023.11.22 15:30modify240.101.718571.717821.70357
942023.11.22 18:15sell260.101.710240.000000.00000
952023.11.22 18:15modify260.101.710241.712571.70357
962023.11.22 18:15sell270.101.710240.000000.00000
972023.11.22 18:15modify270.101.710241.711821.70357
982023.11.22 18:15modify250.101.713101.711821.70357
992023.11.22 18:15modify240.101.718571.711821.70357
1002023.11.22 18:20modify260.101.710241.711821.70357
1012023.11.22 18:30s/l240.101.711821.711821.7035749.4910821.32
1022023.11.22 18:30s/l250.101.711821.711821.703579.4510830.77
1032023.11.22 18:30s/l260.101.711821.711821.70357-11.6610819.11
1042023.11.22 18:30s/l270.101.711821.711821.70357-11.6610807.45
1052023.12.28 00:00sell280.101.689980.000000.00000
1062023.12.28 00:00modify280.101.689981.704981.67498
1072023.12.28 13:30sell290.101.684650.000000.00000
1082023.12.28 13:30modify290.101.684651.689231.67498
1092023.12.28 13:30modify280.101.689981.689231.67498
1102023.12.28 17:25sell300.101.681570.000000.00000
1112023.12.28 17:25modify300.101.681571.683981.67498
1122023.12.28 17:25sell310.101.681570.000000.00000
1132023.12.28 17:25modify310.101.681571.683231.67498
1142023.12.28 17:25modify290.101.684651.683231.67498
1152023.12.28 17:25modify280.101.689981.683231.67498
1162023.12.28 17:30s/l280.101.683231.683231.6749849.8210857.27
1172023.12.28 17:30s/l290.101.683231.683231.6749810.4810867.75
1182023.12.28 17:30s/l310.101.683231.683231.67498-12.2510855.50
1192023.12.28 17:30close300.101.683391.683981.67498-13.4310842.07
1202024.02.14 00:00sell320.101.707860.000000.00000
1212024.02.14 00:00modify320.101.707861.722861.69286
1222024.02.14 07:59sell330.101.702580.000000.00000
1232024.02.14 07:59modify330.101.702581.707111.69286
1242024.02.14 07:59modify320.101.707861.707111.69286
1252024.02.14 12:45sell340.101.699490.000000.00000
1262024.02.14 12:45modify340.101.699491.701861.69286
1272024.02.14 12:45sell350.101.699490.000000.00000
1282024.02.14 12:45modify350.101.699491.701111.69286
1292024.02.14 12:45modify330.101.702581.701111.69286
1302024.02.14 12:45modify320.101.707861.701111.69286
1312024.02.14 12:50modify340.101.699491.701111.69286
1322024.02.14 13:20s/l320.101.701111.701111.6928649.8210891.89
1332024.02.14 13:20s/l330.101.701111.701111.6928610.8510902.74
1342024.02.14 13:20s/l340.101.701111.701111.69286-11.9510890.79
1352024.02.14 13:20s/l350.101.701111.701111.69286-11.9510878.84