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 23:59 (2023.03.01 - 2024.03.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; 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=140; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 test7247Ticks modelled13493Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit1115.41Gross profit2040.65Gross loss-925.23
Profit factor2.21Expected payoff19.92
Absolute drawdown73.03Maximal drawdown354.96 (3.45%)Relative drawdown3.45% (354.96)
Total trades56Short positions (won %)24 (62.50%)Long positions (won %)32 (68.75%)
Profit trades (% of total)37 (66.07%)Loss trades (% of total)19 (33.93%)
Largestprofit trade88.63loss trade-105.97
Averageprofit trade55.15loss trade-48.70
Maximumconsecutive wins (profit in money)8 (531.35)consecutive losses (loss in money)3 (-58.77)
Maximalconsecutive profit (count of wins)531.35 (8)consecutive loss (count of losses)-136.50 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.01 16:00buy10.101.633410.000000.00000
22023.03.01 16:00modify10.101.633411.619411.64541
32023.03.06 17:00buy20.101.639440.000000.00000
42023.03.06 17:00modify20.101.639441.637011.64541
52023.03.06 17:00modify10.101.633411.637011.64541
62023.03.06 19:00s/l10.101.637011.637011.6454126.0010026.00
72023.03.06 19:00s/l20.101.637011.637011.64541-17.9410008.06
82023.03.07 16:00buy30.101.630100.000000.00000
92023.03.07 16:00modify30.101.630101.616101.64210
102023.03.09 09:00buy40.101.637340.000000.00000
112023.03.09 09:00modify40.101.637341.633101.64210
122023.03.09 09:00modify30.101.630101.633101.64210
132023.03.09 14:00t/p30.101.642101.633101.6421088.1510096.21
142023.03.09 14:00t/p40.101.642101.633101.6421035.1510131.36
152023.03.09 21:00sell50.101.648480.000000.00000
162023.03.09 21:00modify50.101.648481.662481.63648
172023.03.10 14:00s/l50.101.662481.662481.63648-103.6610027.70
182023.03.13 18:00sell60.101.670630.000000.00000
192023.03.13 18:00modify60.101.670631.684631.65863
202023.03.15 00:00sell70.101.663220.000000.00000
212023.03.15 00:00modify70.101.663221.667631.65863
222023.03.15 00:00modify60.101.670631.667631.65863
232023.03.15 11:00t/p60.101.658631.667631.6586387.9110115.61
242023.03.15 11:00t/p70.101.658631.667631.6586333.8810149.49
252023.03.31 17:00buy80.101.670090.000000.00000
262023.03.31 17:00modify80.101.670091.656091.68209
272023.04.04 15:00t/p80.101.682091.656091.6820988.3810237.87
282023.04.04 15:00sell90.101.681080.000000.00000
292023.04.04 15:00modify90.101.681081.695081.66908
302023.04.11 05:00sell100.101.673800.000000.00000
312023.04.11 05:00modify100.101.673801.678081.66908
322023.04.11 05:00modify90.101.681081.678081.66908
332023.04.11 09:00s/l90.101.678081.678081.6690819.8410257.71
342023.04.11 09:00s/l100.101.678081.678081.66908-31.5910226.12
352023.04.11 16:00buy110.101.673040.000000.00000
362023.04.11 16:00modify110.101.673041.659041.68504
372023.04.13 00:00buy120.101.679210.000000.00000
382023.04.13 00:00modify120.101.679211.676641.68504
392023.04.13 00:00modify110.101.673041.676641.68504
402023.04.13 07:00s/l110.101.676641.676641.6850426.1010252.22
412023.04.13 07:00s/l120.101.676641.676641.68504-18.9810233.24
422023.04.21 17:00sell130.101.683220.000000.00000
432023.04.21 17:00modify130.101.683221.697221.67122
442023.04.26 08:00s/l130.101.697221.697221.67122-104.3210128.93
452023.05.01 15:00buy140.101.695010.000000.00000
462023.05.01 15:00modify140.101.695011.681011.70701
472023.05.02 17:00buy150.101.701240.000000.00000
482023.05.02 17:00modify150.101.701241.698611.70701
492023.05.02 17:00modify140.101.695011.698611.70701
502023.05.02 19:00s/l140.101.698611.698611.7070126.4610155.39
512023.05.02 19:00s/l150.101.698611.698611.70701-19.4310135.96
522023.05.04 18:00buy160.101.704070.000000.00000
532023.05.04 18:00modify160.101.704071.690071.71607
542023.05.07 21:00s/l160.101.690071.690071.71607-103.5210032.44
552023.05.19 16:00sell170.101.683180.000000.00000
562023.05.19 16:00modify170.101.683181.697181.67118
572023.05.23 03:00sell180.101.677170.000000.00000
582023.05.23 03:00modify180.101.677171.679581.67118
592023.05.23 03:00modify170.101.683181.679581.67118
602023.05.23 10:00s/l170.101.679581.679581.6711825.9110058.35
612023.05.23 10:00s/l180.101.679581.679581.67118-17.7910040.56
622023.06.02 17:00buy190.101.673710.000000.00000
632023.06.02 17:00modify190.101.673711.659711.68571
642023.06.14 10:00buy200.101.680940.000000.00000
652023.06.14 10:00modify200.101.680941.676711.68571
662023.06.14 10:00modify190.101.673711.676711.68571
672023.06.14 13:00t/p190.101.685711.676711.6857187.4410128.00
682023.06.14 13:00t/p200.101.685711.676711.6857135.2310163.23
692023.06.28 15:00buy210.101.673380.000000.00000
702023.06.28 15:00modify210.101.673381.659381.68538
712023.07.05 09:00t/p210.101.685381.659381.6853887.7910251.02
722023.07.14 15:00sell220.101.727680.000000.00000
732023.07.14 15:00modify220.101.727681.741681.71568
742023.07.18 22:00t/p220.101.715681.741681.7156887.9210338.94
752023.07.24 15:00buy230.101.688950.000000.00000
762023.07.24 15:00modify230.101.688951.674951.70095
772023.07.25 15:00buy240.101.696250.000000.00000
782023.07.25 15:00modify240.101.696251.691951.70095
792023.07.25 15:00modify230.101.688951.691951.70095
802023.07.26 08:00t/p230.101.700951.691951.7009588.3810427.32
812023.07.26 08:00t/p240.101.700951.691951.7009534.5910461.91
822023.07.27 22:00buy250.101.691990.000000.00000
832023.07.27 22:00modify250.101.691991.677991.70399
842023.07.28 15:00t/p250.101.703991.677991.7039988.5110550.42
852023.07.28 15:00sell260.101.702200.000000.00000
862023.07.28 15:00modify260.101.702201.716201.69020
872023.08.01 06:00sell270.101.694730.000000.00000
882023.08.01 06:00modify270.101.694731.699201.69020
892023.08.01 06:00modify260.101.702201.699201.69020
902023.08.01 08:00s/l260.101.699201.699201.6902021.4910571.91
912023.08.01 08:00s/l270.101.699201.699201.69020-32.9910538.92
922023.08.21 17:00sell280.101.729260.000000.00000
932023.08.21 17:00modify280.101.729261.743261.71726
942023.08.23 10:00t/p280.101.717261.743261.7172687.9110626.83
952023.09.07 16:00sell290.101.707640.000000.00000
962023.09.07 16:00modify290.101.707641.721641.69564
972023.09.11 12:00sell300.101.700280.000000.00000
982023.09.11 12:00modify300.101.700281.704641.69564
992023.09.11 12:00modify290.101.707641.704641.69564
1002023.09.11 14:00s/l290.101.704641.704641.6956421.4810648.32
1012023.09.11 14:00s/l300.101.704641.704641.69564-32.1810616.14
1022023.09.29 20:00sell310.101.656920.000000.00000
1032023.09.29 20:00modify310.101.656921.670921.64492
1042023.10.04 14:00s/l310.101.670921.670921.64492-104.3210511.82
1052023.10.13 15:00buy320.101.658660.000000.00000
1062023.10.13 15:00modify320.101.658661.644661.67066
1072023.10.18 17:00buy330.101.665470.000000.00000
1082023.10.18 17:00modify330.101.665471.662861.67066
1092023.10.18 17:00modify320.101.658661.662861.67066
1102023.10.18 22:00buy340.101.664920.000000.00000
1112023.10.18 22:00modify340.101.664921.662261.67066
1122023.10.18 23:00modify340.101.664921.662861.67066
1132023.10.19 03:00buy350.101.666050.000000.00000
1142023.10.19 03:00modify350.101.666051.661661.67066
1152023.10.19 04:00modify350.101.666051.662861.67066
1162023.10.19 09:00s/l320.101.662861.662861.6706630.3110542.12
1172023.10.19 09:00s/l330.101.662861.662861.67066-19.6410522.49
1182023.10.19 09:00s/l340.101.662861.662861.67066-15.5810506.91
1192023.10.19 09:00s/l350.101.662861.662861.67066-23.5610483.35
1202023.11.08 16:00sell360.101.695290.000000.00000
1212023.11.08 16:00modify360.101.695291.709291.68329
1222023.11.09 16:00sell370.101.689260.000000.00000
1232023.11.09 16:00modify370.101.689261.691691.68329
1242023.11.09 16:00modify360.101.695291.691691.68329
1252023.11.12 23:00t/p360.101.683291.691691.6832987.2610570.61
1262023.11.12 23:00t/p370.101.683291.691691.6832943.7410614.35
1272023.11.15 15:00buy380.101.698920.000000.00000
1282023.11.15 15:00modify380.101.698921.684921.71092
1292023.11.16 14:00buy390.101.706260.000000.00000
1302023.11.16 14:00modify390.101.706261.701921.71092
1312023.11.16 14:00modify380.101.698921.701921.71092
1322023.11.16 16:00t/p380.101.710921.701921.7109288.2710702.63
1332023.11.16 16:00t/p390.101.710921.701921.7109234.4210737.05
1342023.11.22 16:00buy400.101.712720.000000.00000
1352023.11.22 16:00modify400.101.712721.698721.72472
1362023.11.23 10:00buy410.101.718810.000000.00000
1372023.11.23 10:00modify410.101.718811.716321.72472
1382023.11.23 10:00modify400.101.712721.716321.72472
1392023.11.23 11:00s/l400.101.716321.716321.7247226.2310763.28
1402023.11.23 11:00s/l410.101.716321.716321.72472-18.3910744.89
1412023.11.28 16:00sell420.101.722520.000000.00000
1422023.11.28 16:00modify420.101.722521.736521.71052
1432023.11.30 15:00sell430.101.715290.000000.00000
1442023.11.30 15:00modify430.101.715291.719521.71052
1452023.11.30 15:00modify420.101.722521.719521.71052
1462023.11.30 23:00t/p420.101.710521.719521.7105287.2510832.14
1472023.11.30 23:00t/p430.101.710521.719521.7105235.2110867.35
1482023.12.01 15:00buy440.101.704810.000000.00000
1492023.12.01 15:00modify440.101.704811.690811.71681
1502023.12.01 17:00buy450.101.711610.000000.00000
1512023.12.01 17:00modify450.101.711611.709011.71681
1522023.12.01 17:00modify440.101.704811.709011.71681
1532023.12.01 19:00t/p440.101.716811.709011.7168188.6310955.98
1542023.12.01 19:00t/p450.101.716811.709011.7168138.4110994.39
1552023.12.04 15:00buy460.101.709940.000000.00000
1562023.12.04 15:00modify460.101.709941.695941.72194
1572023.12.05 14:00buy470.101.717160.000000.00000
1582023.12.05 14:00modify470.101.717161.712941.72194
1592023.12.05 14:00modify460.101.709941.712941.72194
1602023.12.05 15:00s/l460.101.712941.712941.7219422.0411016.43
1612023.12.05 15:00s/l470.101.712941.712941.72194-31.1610985.27
1622023.12.15 19:00buy480.101.695800.000000.00000
1632023.12.15 19:00modify480.101.695801.681801.70780
1642023.12.21 17:00s/l480.101.681801.681801.70780-104.1110881.16
1652023.12.27 16:00sell490.101.688540.000000.00000
1662023.12.27 16:00modify490.101.688541.702541.67654
1672024.01.02 20:00sell500.101.681660.000000.00000
1682024.01.02 20:00modify500.101.681661.684341.67654
1692024.01.02 20:00modify490.101.688541.684341.67654
1702024.01.03 04:00s/l490.101.684341.684341.6765428.7010909.86
1712024.01.03 04:00s/l500.101.684341.684341.67654-20.1110889.75
1722024.01.05 16:00sell510.101.698770.000000.00000
1732024.01.05 16:00modify510.101.698771.712771.68677
1742024.01.15 17:00s/l510.101.712771.712771.68677-105.9710783.77
1752024.01.23 16:00buy520.101.707850.000000.00000
1762024.01.23 16:00modify520.101.707851.693851.71985
1772024.01.24 14:00buy530.101.715230.000000.00000
1782024.01.24 14:00modify530.101.715231.710851.71985
1792024.01.24 14:00modify520.101.707851.710851.71985
1802024.01.24 16:00t/p520.101.719851.710851.7198588.5110872.28
1812024.01.24 16:00t/p530.101.719851.710851.7198534.1210906.40
1822024.01.24 16:00sell540.101.719780.000000.00000
1832024.01.24 16:00modify540.101.719781.733781.70778
1842024.01.25 18:00sell550.101.712570.000000.00000
1852024.01.25 18:00modify550.101.712571.716781.70778
1862024.01.25 18:00modify540.101.719781.716781.70778
1872024.01.28 22:00t/p540.101.707781.716781.7077887.2610993.67
1882024.01.28 22:00t/p550.101.707781.716781.7077835.0311028.70
1892024.02.02 17:00buy560.101.699550.000000.00000
1902024.02.02 17:00modify560.101.699551.685551.71155
1912024.02.20 16:00t/p560.101.711551.685551.7115586.7211115.41