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=2; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 profit837.35Gross profit1623.28Gross loss-785.93
Profit factor2.07Expected payoff11.02
Absolute drawdown98.69Maximal drawdown313.02 (3.06%)Relative drawdown3.06% (313.02)
Total trades76Short positions (won %)48 (60.42%)Long positions (won %)28 (67.86%)
Profit trades (% of total)48 (63.16%)Loss trades (% of total)28 (36.84%)
Largestprofit trade81.24loss trade-97.56
Averageprofit trade33.82loss trade-28.07
Maximumconsecutive wins (profit in money)12 (549.32)consecutive losses (loss in money)3 (-124.82)
Maximalconsecutive profit (count of wins)549.32 (12)consecutive loss (count of losses)-124.82 (3)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.03 00:00buy10.101.625230.000000.00000
22023.03.03 00:00modify10.101.625231.612231.63623
32023.03.03 11:40buy20.101.629270.000000.00000
42023.03.03 11:40modify20.101.629271.625781.63623
52023.03.03 11:40modify10.101.625231.625781.63623
62023.03.03 14:05t/p10.101.636231.625781.6362381.2410081.24
72023.03.03 14:05t/p20.101.636231.625781.6362351.4110132.65
82023.03.09 16:00sell30.101.639120.000000.00000
92023.03.09 16:00modify30.101.639121.652121.62812
102023.03.10 06:40s/l30.101.652121.652121.62812-96.2910036.36
112023.03.10 20:00sell40.101.663940.000000.00000
122023.03.10 20:00modify40.101.663941.676941.65294
132023.03.15 10:40sell50.101.657160.000000.00000
142023.03.15 10:40modify50.101.657161.658991.65294
152023.03.15 10:40modify40.101.663941.658991.65294
162023.03.15 10:55s/l40.101.658991.658991.6529435.5510071.91
172023.03.15 10:55s/l50.101.658991.658991.65294-13.5010058.41
182023.03.20 20:00sell60.101.677100.000000.00000
192023.03.20 20:00modify60.101.677101.690101.66610
202023.03.21 08:55sell70.101.673010.000000.00000
212023.03.21 08:55modify70.101.673011.676551.66610
222023.03.21 08:55modify60.101.677101.676551.66610
232023.03.21 13:40sell80.101.669180.000000.00000
242023.03.21 13:40modify80.101.669181.671601.66610
252023.03.21 13:40modify70.101.673011.671601.66610
262023.03.21 13:40modify60.101.677101.671601.66610
272023.03.21 13:55s/l60.101.671601.671601.6661040.2610098.67
282023.03.21 13:55s/l70.101.671601.671601.6661010.4110109.08
292023.03.21 13:55s/l80.101.671601.671601.66610-17.8610091.22
302023.03.30 04:00buy90.101.670570.000000.00000
312023.03.30 04:00modify90.101.670571.657571.68157
322023.03.30 13:55buy100.101.674450.000000.00000
332023.03.30 13:55modify100.101.674451.671121.68157
342023.03.30 13:55modify90.101.670571.671121.68157
352023.03.31 01:55buy110.101.677240.000000.00000
362023.03.31 01:55modify110.101.677241.675521.68157
372023.03.31 01:55modify100.101.674451.675521.68157
382023.03.31 01:55modify90.101.670571.675521.68157
392023.03.31 02:05s/l90.101.675521.675521.6815736.4410127.66
402023.03.31 02:05s/l100.101.675521.675521.681577.7810135.45
412023.03.31 02:05s/l110.101.675521.675521.68157-12.7110122.74
422023.04.03 04:00buy120.101.660290.000000.00000
432023.04.03 04:00modify120.101.660291.647291.67129
442023.04.03 08:50buy130.101.664190.000000.00000
452023.04.03 08:50modify130.101.664191.660841.67129
462023.04.03 08:50modify120.101.660291.660841.67129
472023.04.03 11:50buy140.101.667030.000000.00000
482023.04.03 11:50modify140.101.667031.665241.67129
492023.04.03 11:50modify130.101.664191.665241.67129
502023.04.03 11:50modify120.101.660291.665241.67129
512023.04.03 11:59s/l120.101.665241.665241.6712936.5610159.30
522023.04.03 11:59s/l130.101.665241.665241.671297.7510167.05
532023.04.03 11:59s/l140.101.665241.665241.67129-13.2210153.83
542023.04.04 20:00sell150.101.680850.000000.00000
552023.04.04 20:00modify150.101.680851.693851.66985
562023.04.05 13:55sell160.101.676970.000000.00000
572023.04.05 13:55modify160.101.676971.680301.66985
582023.04.05 13:55modify150.101.680851.680301.66985
592023.04.06 07:30s/l150.101.680301.680301.669852.7410156.57
602023.04.06 07:30s/l160.101.680301.680301.66985-25.5610131.01
612023.04.17 08:00buy170.101.658260.000000.00000
622023.04.17 08:00modify170.101.658261.645261.66926
632023.04.17 12:25buy180.101.662250.000000.00000
642023.04.17 12:25modify180.101.662251.658811.66926
652023.04.17 12:25modify170.101.658261.658811.66926
662023.04.17 13:40s/l170.101.658811.658811.669264.0610135.07
672023.04.17 13:40s/l180.101.658811.658811.66926-25.4110109.66
682023.04.24 04:00sell190.101.685220.000000.00000
692023.04.24 04:00modify190.101.685221.698221.67422
702023.04.26 07:40s/l190.101.698221.698221.67422-96.6110013.05
712023.04.26 16:00sell200.101.698050.000000.00000
722023.04.26 16:00modify200.101.698051.711051.68705
732023.05.01 14:50sell210.101.693900.000000.00000
742023.05.01 14:50modify210.101.693901.697501.68705
752023.05.01 14:50modify200.101.698051.697501.68705
762023.05.01 16:20sell220.101.691300.000000.00000
772023.05.01 16:20modify220.101.691301.693101.68705
782023.05.01 16:20modify210.101.693901.693101.68705
792023.05.01 16:20modify200.101.698051.693101.68705
802023.05.01 16:40sell230.101.690090.000000.00000
812023.05.01 16:40modify230.101.690091.692551.68705
822023.05.01 16:40modify220.101.691301.692551.68705
832023.05.01 16:40modify210.101.693901.692551.68705
842023.05.01 16:40modify200.101.698051.692551.68705
852023.05.01 19:40s/l200.101.692551.692551.6870538.9510052.01
862023.05.01 19:40s/l210.101.692551.692551.687059.9710061.98
872023.05.01 19:40s/l220.101.692551.692551.68705-9.2210052.76
882023.05.01 19:40s/l230.101.692551.692551.68705-18.1610034.60
892023.05.08 00:00buy240.101.690230.000000.00000
902023.05.08 00:00modify240.101.690231.677231.70123
912023.05.18 07:40s/l240.101.677231.677231.70123-97.449937.16
922023.06.28 04:00sell250.101.681330.000000.00000
932023.06.28 04:00modify250.101.681331.694331.67033
942023.06.28 13:10sell260.101.677230.000000.00000
952023.06.28 13:10modify260.101.677231.680781.67033
962023.06.28 13:10modify250.101.681331.680781.67033
972023.06.28 19:40sell270.101.674690.000000.00000
982023.06.28 19:40modify270.101.674691.676381.67033
992023.06.28 19:40modify260.101.677231.676381.67033
1002023.06.28 19:40modify250.101.681331.676381.67033
1012023.06.29 06:30s/l250.101.676381.676381.6703335.559972.71
1022023.06.29 06:30s/l260.101.676381.676381.670335.289977.99
1032023.06.29 06:30s/l270.101.676381.676381.67033-13.469964.54
1042023.07.07 00:00sell280.101.702840.000000.00000
1052023.07.07 00:00modify280.101.702841.715841.69184
1062023.07.10 10:50sell290.101.698700.000000.00000
1072023.07.10 10:50modify290.101.698701.702291.69184
1082023.07.10 10:50modify280.101.702841.702291.69184
1092023.07.10 12:55sell300.101.696130.000000.00000
1102023.07.10 12:55modify300.101.696131.697891.69184
1112023.07.10 12:55modify290.101.698701.697891.69184
1122023.07.10 12:55modify280.101.702841.697891.69184
1132023.07.10 13:20s/l280.101.697891.697891.6918436.2010000.74
1142023.07.10 13:20s/l290.101.697891.697891.691845.9710006.71
1152023.07.10 13:20s/l300.101.697891.697891.69184-12.999993.72
1162023.07.14 00:00sell310.101.721370.000000.00000
1172023.07.14 00:00modify310.101.721371.734371.71037
1182023.07.18 19:59sell320.101.717270.000000.00000
1192023.07.18 19:59modify320.101.717271.720821.71037
1202023.07.18 19:59modify310.101.721371.720821.71037
1212023.07.19 02:40sell330.101.714620.000000.00000
1222023.07.19 02:40modify330.101.714621.716421.71037
1232023.07.19 02:40modify320.101.717271.716421.71037
1242023.07.19 02:40modify310.101.721371.716421.71037
1252023.07.19 06:30t/p310.101.710371.716421.7103780.2010073.92
1262023.07.19 06:30t/p320.101.710371.716421.7103750.6010124.52
1272023.07.19 06:30t/p330.101.710371.716421.7103731.3710155.89
1282023.07.24 20:00buy340.101.688350.000000.00000
1292023.07.24 20:00modify340.101.688351.675351.69935
1302023.07.25 09:05buy350.101.692310.000000.00000
1312023.07.25 09:05modify350.101.692311.688901.69935
1322023.07.25 09:05modify340.101.688351.688901.69935
1332023.07.25 14:50buy360.101.696270.000000.00000
1342023.07.25 14:50modify360.101.696271.693851.69935
1352023.07.25 14:50modify350.101.692311.693851.69935
1362023.07.25 14:50modify340.101.688351.693851.69935
1372023.07.25 19:40t/p340.101.699351.693851.6993581.1210237.01
1382023.07.25 19:40t/p350.101.699351.693851.6993552.0010289.01
1392023.07.25 19:40t/p360.101.699351.693851.6993522.7510311.76
1402023.07.28 00:00buy370.101.692630.000000.00000
1412023.07.28 00:00modify370.101.692631.679631.70363
1422023.07.28 08:40buy380.101.696490.000000.00000
1432023.07.28 08:40modify380.101.696491.693181.70363
1442023.07.28 08:40modify370.101.692631.693181.70363
1452023.07.28 10:40buy390.101.699410.000000.00000
1462023.07.28 10:40modify390.101.699411.697581.70363
1472023.07.28 10:40modify380.101.696491.697581.70363
1482023.07.28 10:40modify370.101.692631.697581.70363
1492023.07.28 12:10buy400.101.700480.000000.00000
1502023.07.28 12:10modify400.101.700481.698131.70363
1512023.07.28 12:10modify390.101.699411.698131.70363
1522023.07.28 12:10modify380.101.696491.698131.70363
1532023.07.28 12:10modify370.101.692631.698131.70363
1542023.07.28 14:40t/p370.101.703631.698131.7036381.2410393.00
1552023.07.28 14:40t/p380.101.703631.698131.7036352.7310445.73
1562023.07.28 14:40t/p390.101.703631.698131.7036331.1710476.90
1572023.07.28 14:40t/p400.101.703631.698131.7036323.2710500.17
1582023.07.31 20:00buy410.101.692620.000000.00000
1592023.07.31 20:00modify410.101.692621.679621.70362
1602023.08.01 04:30buy420.101.696700.000000.00000
1612023.08.01 04:30modify420.101.696701.693171.70362
1622023.08.01 04:30modify410.101.692621.693171.70362
1632023.08.01 07:40buy430.101.699490.000000.00000
1642023.08.01 07:40modify430.101.699491.697571.70362
1652023.08.01 07:40modify420.101.696701.697571.70362
1662023.08.01 07:40modify410.101.692621.697571.70362
1672023.08.01 07:59s/l410.101.697571.697571.7036236.4410536.61
1682023.08.01 07:59s/l420.101.697571.697571.703626.4210543.03
1692023.08.01 07:59s/l430.101.697571.697571.70362-14.1810528.85
1702023.09.01 00:00buy440.101.712290.000000.00000
1712023.09.01 00:00modify440.101.712291.699291.72329
1722023.09.01 12:50buy450.101.720030.000000.00000
1732023.09.01 12:50modify450.101.720031.717791.72329
1742023.09.01 12:50modify440.101.712291.717791.72329
1752023.09.01 12:55s/l440.101.717791.717791.7232940.6210569.47
1762023.09.01 12:55s/l450.101.717791.717791.72329-16.5410552.93
1772023.09.14 20:00buy460.101.677240.000000.00000
1782023.09.14 20:00modify460.101.677241.664241.68824
1792023.09.15 08:40buy470.101.681090.000000.00000
1802023.09.15 08:40modify470.101.681091.677791.68824
1812023.09.15 08:40modify460.101.677241.677791.68824
1822023.09.15 10:40s/l460.101.677791.677791.688243.9410556.87
1832023.09.15 10:40s/l470.101.677791.677791.68824-24.3710532.50
1842023.10.04 20:00sell480.101.669590.000000.00000
1852023.10.04 20:00modify480.101.669591.682591.65859
1862023.10.05 12:40sell490.101.665700.000000.00000
1872023.10.05 12:40modify490.101.665701.669041.65859
1882023.10.05 12:40modify480.101.669591.669041.65859
1892023.10.05 13:05s/l480.101.669041.669041.658593.0710535.57
1902023.10.05 13:05s/l490.101.669041.669041.65859-24.6510510.92
1912023.10.13 20:00buy500.101.658410.000000.00000
1922023.10.13 20:00modify500.101.658411.645411.66941
1932023.10.16 17:30buy510.101.662340.000000.00000
1942023.10.16 17:30modify510.101.662341.658961.66941
1952023.10.16 17:30modify500.101.658411.658961.66941
1962023.10.17 06:40s/l500.101.658961.658961.669413.8210514.75
1972023.10.17 06:40s/l510.101.658961.658961.66941-25.0810489.67
1982023.10.24 00:00sell520.101.676630.000000.00000
1992023.10.24 00:00modify520.101.676631.689631.66563
2002023.10.24 10:50sell530.101.672500.000000.00000
2012023.10.24 10:50modify530.101.672501.676081.66563
2022023.10.24 10:50modify520.101.676631.676081.66563
2032023.10.24 18:20sell540.101.669960.000000.00000
2042023.10.24 18:20modify540.101.669961.671681.66563
2052023.10.24 18:20modify530.101.672501.671681.66563
2062023.10.24 18:20modify520.101.676631.671681.66563
2072023.10.24 18:40sell550.101.668730.000000.00000
2082023.10.24 18:40modify550.101.668731.671131.66563
2092023.10.24 18:40modify540.101.669961.671131.66563
2102023.10.24 18:40modify530.101.672501.671131.66563
2112023.10.24 18:40modify520.101.676631.671131.66563
2122023.10.24 20:30s/l520.101.671131.671131.6656340.6010530.27
2132023.10.24 20:30s/l530.101.671131.671131.6656310.1110540.38
2142023.10.24 20:30s/l540.101.671131.671131.66563-8.6410531.74
2152023.10.24 20:30s/l550.101.671131.671131.66563-17.7110514.03
2162023.11.03 20:00sell560.101.691220.000000.00000
2172023.11.03 20:00modify560.101.691221.704221.68022
2182023.11.09 18:05sell570.101.687350.000000.00000
2192023.11.09 18:05modify570.101.687351.690671.68022
2202023.11.09 18:05modify560.101.691221.690671.68022
2212023.11.13 08:40s/l560.101.690671.690671.680221.4310515.45
2222023.11.13 08:40s/l570.101.690671.690671.68022-25.1610490.30
2232023.11.15 00:00sell580.101.711370.000000.00000
2242023.11.15 00:00modify580.101.711371.724371.70037
2252023.11.15 09:40sell590.101.707380.000000.00000
2262023.11.15 09:40modify590.101.707381.710821.70037
2272023.11.15 09:40modify580.101.711371.710821.70037
2282023.11.15 12:30sell600.101.704490.000000.00000
2292023.11.15 12:30modify600.101.704491.706421.70037
2302023.11.15 12:30modify590.101.707381.706421.70037
2312023.11.15 12:30modify580.101.711371.706421.70037
2322023.11.15 12:40sell610.101.703470.000000.00000
2332023.11.15 12:40modify610.101.703471.705871.70037
2342023.11.15 12:40modify600.101.704491.705871.70037
2352023.11.15 12:40modify590.101.707381.705871.70037
2362023.11.15 12:40modify580.101.711371.705871.70037
2372023.11.15 14:40t/p580.101.700371.705871.7003781.1910571.49
2382023.11.15 14:40t/p590.101.700371.705871.7003751.7410623.23
2392023.11.15 14:40t/p600.101.700371.705871.7003730.4110653.64
2402023.11.15 14:40t/p610.101.700371.705871.7003722.8810676.52
2412023.11.21 08:00sell620.101.718570.000000.00000
2422023.11.21 08:00modify620.101.718571.731571.70757
2432023.11.22 15:50sell630.101.711910.000000.00000
2442023.11.22 15:50modify630.101.711911.713621.70757
2452023.11.22 15:50modify620.101.718571.713621.70757
2462023.11.22 18:25sell640.101.710790.000000.00000
2472023.11.22 18:25modify640.101.710791.713071.70757
2482023.11.22 18:25modify630.101.711911.713071.70757
2492023.11.22 18:25modify620.101.718571.713071.70757
2502023.11.23 09:20s/l620.101.713071.713071.7075739.2710715.79
2512023.11.23 09:20s/l630.101.713071.713071.70757-9.5510706.24
2522023.11.23 09:20s/l640.101.713071.713071.70757-17.8210688.42
2532023.12.28 00:00sell650.101.689980.000000.00000
2542023.12.28 00:00modify650.101.689981.702981.67898
2552023.12.28 13:55sell660.101.683140.000000.00000
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2572023.12.28 13:55modify650.101.689981.685031.67898
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2842024.01.25 19:40modify710.101.715701.714101.70860
2852024.01.25 19:40modify700.101.719601.714101.70860
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2902024.01.29 16:00buy740.101.705770.000000.00000
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