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=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 test1914Ticks modelled20004862Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit524.82Gross profit727.42Gross loss-202.60
Profit factor3.59Expected payoff13.81
Absolute drawdown9.60Maximal drawdown170.30 (1.67%)Relative drawdown1.67% (170.30)
Total trades38Short positions (won %)18 (55.56%)Long positions (won %)20 (50.00%)
Profit trades (% of total)20 (52.63%)Loss trades (% of total)18 (47.37%)
Largestprofit trade109.72loss trade-11.97
Averageprofit trade36.37loss trade-11.26
Maximumconsecutive wins (profit in money)4 (242.21)consecutive losses (loss in money)2 (-23.94)
Maximalconsecutive profit (count of wins)242.21 (4)consecutive loss (count of losses)-23.94 (2)
Averageconsecutive wins2consecutive 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 12:58buy20.101.630490.000000.00000
42023.03.03 12:58modify20.101.630491.625981.64023
52023.03.03 12:58modify10.101.625231.625981.64023
62023.03.03 13:28buy30.101.633490.000000.00000
72023.03.03 13:28modify30.101.633491.631231.64023
82023.03.03 13:28buy40.101.633490.000000.00000
92023.03.03 13:28modify40.101.633491.631981.64023
102023.03.03 13:28modify20.101.630491.631981.64023
112023.03.03 13:28modify10.101.625231.631981.64023
122023.03.03 13:28modify30.101.633491.631981.64023
132023.03.03 15:00s/l10.101.631981.631981.6402349.8510049.85
142023.03.03 15:00s/l20.101.631981.631981.6402311.0110060.86
152023.03.03 15:00s/l30.101.631981.631981.64023-11.1510049.71
162023.03.03 15:00s/l40.101.631981.631981.64023-11.1510038.56
172023.03.30 04:00buy50.101.670570.000000.00000
182023.03.30 04:00modify50.101.670571.655571.68557
192023.03.30 12:49buy60.101.675830.000000.00000
202023.03.30 12:49modify60.101.675831.671321.68557
212023.03.30 12:49modify50.101.670571.671321.68557
222023.03.31 01:30buy70.101.678820.000000.00000
232023.03.31 01:30modify70.101.678821.676571.68557
242023.03.31 01:30buy80.101.678820.000000.00000
252023.03.31 01:30modify80.101.678821.677321.68557
262023.03.31 01:30modify60.101.675831.677321.68557
272023.03.31 01:30modify50.101.670571.677321.68557
282023.03.31 01:30modify70.101.678821.677321.68557
292023.03.31 01:39s/l50.101.677321.677321.6855749.7410088.30
302023.03.31 01:39s/l60.101.677321.677321.6855710.8910099.19
312023.03.31 01:39s/l70.101.677321.677321.68557-11.0710088.12
322023.03.31 01:39s/l80.101.677321.677321.68557-11.0710077.05
332023.04.03 04:00buy90.101.660290.000000.00000
342023.04.03 04:00modify90.101.660291.645291.67529
352023.04.03 09:56buy100.101.665540.000000.00000
362023.04.03 09:56modify100.101.665541.661041.67529
372023.04.03 09:56modify90.101.660291.661041.67529
382023.04.03 12:19buy110.101.668550.000000.00000
392023.04.03 12:19modify110.101.668551.666291.67529
402023.04.03 12:19buy120.101.668550.000000.00000
412023.04.03 12:19modify120.101.668551.667041.67529
422023.04.03 12:19modify100.101.665541.667041.67529
432023.04.03 12:19modify90.101.660291.667041.67529
442023.04.03 12:19modify110.101.668551.667041.67529
452023.04.03 13:17s/l90.101.667041.667041.6752949.8510126.90
462023.04.03 13:17s/l100.101.667041.667041.6752911.0710137.97
472023.04.03 13:17s/l110.101.667041.667041.67529-11.1610126.81
482023.04.03 13:17s/l120.101.667041.667041.67529-11.1610115.65
492023.04.17 08:00buy130.101.658260.000000.00000
502023.04.17 08:00modify130.101.658261.643261.67326
512023.04.18 08:54buy140.101.663520.000000.00000
522023.04.18 08:54modify140.101.663521.659011.67326
532023.04.18 08:54modify130.101.658261.659011.67326
542023.04.19 06:00buy150.101.666630.000000.00000
552023.04.19 06:00modify150.101.666631.664261.67326
562023.04.19 06:00buy160.101.666630.000000.00000
572023.04.19 06:00modify160.101.666631.665011.67326
582023.04.19 06:00modify140.101.663521.665011.67326
592023.04.19 06:00modify130.101.658261.665011.67326
602023.04.19 06:00modify150.101.666631.665011.67326
612023.04.19 06:00s/l130.101.665011.665011.6732649.6110165.26
622023.04.19 06:00s/l140.101.665011.665011.6732610.8810176.15
632023.04.19 06:00s/l150.101.665011.665011.67326-11.9710164.18
642023.04.19 06:00s/l160.101.665011.665011.67326-11.9710152.21
652023.07.14 00:00sell170.101.721370.000000.00000
662023.07.14 00:00modify170.101.721371.736371.70637
672023.07.18 20:55sell180.101.716110.000000.00000
682023.07.18 20:55modify180.101.716111.720621.70637
692023.07.18 20:55modify170.101.721371.720621.70637
702023.07.19 06:08t/p170.101.706371.720621.70637109.7210261.93
712023.07.19 06:08t/p180.101.706371.720621.7063771.5610333.49
722023.07.28 00:00buy190.101.692630.000000.00000
732023.07.28 00:00modify190.101.692631.677631.70763
742023.07.28 10:34buy200.101.697880.000000.00000
752023.07.28 10:34modify200.101.697881.693381.70763
762023.07.28 10:34modify190.101.692631.693381.70763
772023.07.28 10:56buy210.101.700880.000000.00000
782023.07.28 10:56modify210.101.700881.698631.70763
792023.07.28 10:56buy220.101.700880.000000.00000
802023.07.28 10:56modify220.101.700881.699381.70763
812023.07.28 10:56modify200.101.697881.699381.70763
822023.07.28 10:56modify190.101.692631.699381.70763
832023.07.28 10:56modify210.101.700881.699381.70763
842023.07.28 13:44s/l190.101.699381.699381.7076349.8510383.34
852023.07.28 13:44s/l200.101.699381.699381.7076311.0810394.42
862023.07.28 13:44s/l210.101.699381.699381.70763-11.0810383.34
872023.07.28 13:44s/l220.101.699381.699381.70763-11.0810372.26
882023.10.24 00:00sell230.101.676630.000000.00000
892023.10.24 00:00modify230.101.676631.691631.66163
902023.10.24 13:49sell240.101.671380.000000.00000
912023.10.24 13:49modify240.101.671381.675881.66163
922023.10.24 13:49modify230.101.676631.675881.66163
932023.10.25 11:49sell250.101.668360.000000.00000
942023.10.25 11:49modify250.101.668361.670631.66163
952023.10.25 11:49sell260.101.668360.000000.00000
962023.10.25 11:49modify260.101.668361.669881.66163
972023.10.25 11:49modify240.101.671381.669881.66163
982023.10.25 11:49modify230.101.676631.669881.66163
992023.10.25 11:49modify250.101.668361.669881.66163
1002023.10.25 12:54s/l230.101.669881.669881.6616349.5010421.76
1012023.10.25 12:54s/l240.101.669881.669881.6616310.7510432.51
1022023.10.25 12:54s/l250.101.669881.669881.66163-11.2210421.29
1032023.10.25 12:54s/l260.101.669881.669881.66163-11.2210410.07
1042023.11.21 08:00sell270.101.718570.000000.00000
1052023.11.21 08:00modify270.101.718571.733571.70357
1062023.11.22 15:32sell280.101.713320.000000.00000
1072023.11.22 15:32modify280.101.713321.717821.70357
1082023.11.22 15:32modify270.101.718571.717821.70357
1092023.11.22 18:00sell290.101.710320.000000.00000
1102023.11.22 18:00modify290.101.710321.712571.70357
1112023.11.22 18:00sell300.101.710320.000000.00000
1122023.11.22 18:00modify300.101.710321.711821.70357
1132023.11.22 18:00modify280.101.713321.711821.70357
1142023.11.22 18:00modify270.101.718571.711821.70357
1152023.11.22 18:00modify290.101.710321.711821.70357
1162023.11.22 18:12s/l270.101.711821.711821.7035749.4910459.56
1172023.11.22 18:12s/l280.101.711821.711821.7035711.0710470.63
1182023.11.22 18:12s/l290.101.711821.711821.70357-11.0710459.56
1192023.11.22 18:12s/l300.101.711821.711821.70357-11.0710448.49
1202023.12.28 00:00sell310.101.689980.000000.00000
1212023.12.28 00:00modify310.101.689981.704981.67498
1222023.12.28 13:29sell320.101.684720.000000.00000
1232023.12.28 13:29modify320.101.684721.689231.67498
1242023.12.28 13:29modify310.101.689981.689231.67498
1252023.12.28 16:17sell330.101.681680.000000.00000
1262023.12.28 16:17modify330.101.681681.683981.67498
1272023.12.28 16:17sell340.101.681680.000000.00000
1282023.12.28 16:17modify340.101.681681.683231.67498
1292023.12.28 16:17modify320.101.684721.683231.67498
1302023.12.28 16:17modify310.101.689981.683231.67498
1312023.12.28 16:17modify330.101.681681.683231.67498
1322023.12.28 17:48s/l310.101.683231.683231.6749849.8210498.31
1332023.12.28 17:48s/l320.101.683231.683231.6749811.0010509.31
1342023.12.28 17:48s/l330.101.683231.683231.67498-11.4410497.87
1352023.12.28 17:48s/l340.101.683231.683231.67498-11.4410486.43
1362024.02.14 00:00sell350.101.707860.000000.00000
1372024.02.14 00:00modify350.101.707861.722861.69286
1382024.02.14 07:05sell360.101.702580.000000.00000
1392024.02.14 07:05modify360.101.702581.707111.69286
1402024.02.14 07:05modify350.101.707861.707111.69286
1412024.02.14 09:34sell370.101.699600.000000.00000
1422024.02.14 09:34modify370.101.699601.701861.69286
1432024.02.14 09:34sell380.101.699600.000000.00000
1442024.02.14 09:34modify380.101.699601.701111.69286
1452024.02.14 09:34modify360.101.702581.701111.69286
1462024.02.14 09:34modify350.101.707861.701111.69286
1472024.02.14 09:34modify370.101.699601.701111.69286
1482024.02.14 13:02s/l350.101.701111.701111.6928649.8210536.25
1492024.02.14 13:02s/l360.101.701111.701111.6928610.8510547.10
1502024.02.14 13:02s/l370.101.701111.701111.69286-11.1410535.96
1512024.02.14 13:02s/l380.101.701111.701111.69286-11.1410524.82