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 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=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 modelled4228Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit222.36Gross profit586.83Gross loss-364.47
Profit factor1.61Expected payoff11.12
Absolute drawdown38.82Maximal drawdown152.45 (1.51%)Relative drawdown1.51% (152.45)
Total trades20Short positions (won %)12 (50.00%)Long positions (won %)8 (50.00%)
Profit trades (% of total)10 (50.00%)Loss trades (% of total)10 (50.00%)
Largestprofit trade88.39loss trade-77.43
Averageprofit trade58.68loss trade-36.45
Maximumconsecutive wins (profit in money)4 (302.58)consecutive losses (loss in money)2 (-88.30)
Maximalconsecutive profit (count of wins)302.58 (4)consecutive loss (count of losses)-88.30 (2)
Averageconsecutive wins1consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.04.14 16:00buy10.101.661450.000000.00000
22023.04.14 16:00modify10.101.661451.651451.67345
32023.04.19 16:00t/p10.101.673451.651451.6734588.2610088.26
42023.04.26 16:00sell20.101.698050.000000.00000
52023.04.26 16:00modify20.101.698051.708051.68605
62023.05.03 16:00s/l20.101.708051.708051.68605-76.1110012.15
72023.07.11 12:00sell30.101.714610.000000.00000
82023.07.11 12:00modify30.101.714611.724611.70261
92023.07.11 16:00sell40.101.708910.000000.00000
102023.07.11 16:00modify40.101.708911.713411.70261
112023.07.11 16:00modify30.101.714611.713411.70261
122023.07.12 16:00s/l30.101.713411.713411.702618.5310020.68
132023.07.12 16:00s/l40.101.713411.713411.70261-33.559987.13
142023.07.14 16:00sell50.101.731090.000000.00000
152023.07.14 16:00modify50.101.731091.741091.71909
162023.07.18 20:00t/p50.101.719091.741091.7190987.9110075.04
172023.07.24 16:00buy60.101.687680.000000.00000
182023.07.24 16:00modify60.101.687681.677681.69968
192023.07.26 00:00t/p60.101.699681.677681.6996888.3910163.43
202023.07.26 16:00sell70.101.709090.000000.00000
212023.07.26 16:00modify70.101.709091.719091.69709
222023.07.27 16:00t/p70.101.697091.719091.6970987.5810251.02
232023.08.23 12:00buy80.101.714120.000000.00000
242023.08.23 12:00modify80.101.714121.704121.72612
252023.08.30 20:00buy90.101.721380.000000.00000
262023.08.30 20:00modify90.101.721381.719521.72612
272023.08.30 20:00modify80.101.714121.719521.72612
282023.08.31 00:00s/l80.101.719521.719521.7261238.6910289.71
292023.08.31 00:00s/l90.101.719521.719521.72612-14.1010275.61
302023.09.14 16:00buy100.101.676900.000000.00000
312023.09.14 16:00modify100.101.676901.666901.68890
322023.09.19 08:00s/l100.101.666901.666901.68890-74.2110201.40
332023.10.04 16:00sell110.101.670080.000000.00000
342023.10.04 16:00modify110.101.670081.680081.65808
352023.10.10 04:00sell120.101.661550.000000.00000
362023.10.10 04:00modify120.101.661551.665881.65808
372023.10.10 04:00modify110.101.670081.665881.65808
382023.10.10 12:00s/l110.101.665881.665881.6580829.0210230.43
392023.10.10 12:00s/l120.101.665881.665881.65808-31.9610198.47
402023.10.13 16:00buy130.101.657190.000000.00000
412023.10.13 16:00modify130.101.657191.647191.66919
422023.10.17 16:00buy140.101.662720.000000.00000
432023.10.17 16:00modify140.101.662721.658391.66919
442023.10.17 16:00modify130.101.657191.658391.66919
452023.10.18 16:00buy150.101.664390.000000.00000
462023.10.18 16:00modify150.101.664391.662591.66919
472023.10.18 16:00modify140.101.662721.662591.66919
482023.10.18 16:00modify130.101.657191.662591.66919
492023.10.18 20:00s/l130.101.662591.662591.6691939.5210237.99
502023.10.18 20:00s/l140.101.662591.662591.66919-1.0810236.91
512023.10.18 20:00s/l150.101.662591.662591.66919-13.2910223.62
522023.10.27 16:00sell160.101.684740.000000.00000
532023.10.27 16:00modify160.101.684741.694741.67274
542023.10.30 00:00sell170.101.679160.000000.00000
552023.10.30 00:00modify170.101.679161.683541.67274
562023.10.30 00:00modify160.101.684741.683541.67274
572023.10.30 08:00sell180.101.676130.000000.00000
582023.10.30 08:00modify180.101.676131.680541.67274
592023.10.30 08:00modify170.101.679161.680541.67274
602023.10.30 08:00modify160.101.684741.680541.67274
612023.10.30 12:00s/l160.101.680541.680541.6727430.6710254.29
622023.10.30 12:00s/l170.101.680541.680541.67274-10.1910244.10
632023.10.30 12:00s/l180.101.680541.680541.67274-32.5510211.55
642023.11.14 16:00sell190.101.709590.000000.00000
652023.11.14 16:00modify190.101.709591.719591.69759
662023.11.15 16:00t/p190.101.697591.719591.6975988.2410299.79
672024.02.20 16:00sell200.101.710510.000000.00000
682024.02.20 16:00modify200.101.710511.720511.69851
692024.02.29 12:00s/l200.101.720511.720511.69851-77.4310222.36