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=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 modelled79498Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit606.28Gross profit908.97Gross loss-302.69
Profit factor3.00Expected payoff16.84
Absolute drawdown57.14Maximal drawdown187.38 (1.78%)Relative drawdown1.78% (187.38)
Total trades36Short positions (won %)24 (50.00%)Long positions (won %)12 (66.67%)
Profit trades (% of total)20 (55.56%)Loss trades (% of total)16 (44.44%)
Largestprofit trade88.51loss trade-74.21
Averageprofit trade45.45loss trade-18.92
Maximumconsecutive wins (profit in money)6 (337.74)consecutive losses (loss in money)3 (-87.73)
Maximalconsecutive profit (count of wins)337.74 (6)consecutive loss (count of losses)-87.73 (3)
Averageconsecutive wins3consecutive losses2
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 07:10buy20.101.669950.000000.00000
42023.04.19 07:10modify20.101.669951.665651.67345
52023.04.19 07:10modify10.101.661451.665651.67345
62023.04.19 10:20buy30.101.668700.000000.00000
72023.04.19 10:20modify30.101.668701.666851.67345
82023.04.19 10:25modify30.101.668701.665651.67345
92023.04.19 14:05t/p10.101.673451.665651.6734588.2610088.26
102023.04.19 14:05t/p20.101.673451.665651.6734525.8410114.10
112023.04.19 14:05t/p30.101.673451.665651.6734535.0810149.18
122023.04.26 16:00sell40.101.698050.000000.00000
132023.04.26 16:00modify40.101.698051.708051.68605
142023.05.01 16:30sell50.101.690780.000000.00000
152023.05.01 16:30modify50.101.690781.692651.68605
162023.05.01 16:30modify40.101.698051.692651.68605
172023.05.01 19:40s/l40.101.692651.692651.6860538.2110187.40
182023.05.01 19:40s/l50.101.692651.692651.68605-13.8010173.60
192023.07.11 12:00sell60.101.714610.000000.00000
202023.07.11 12:00modify60.101.714611.724611.70261
212023.07.12 09:50sell70.101.707260.000000.00000
222023.07.12 09:50modify70.101.707261.709211.70261
232023.07.12 09:50modify60.101.714611.709211.70261
242023.07.12 11:05sell80.101.706190.000000.00000
252023.07.12 11:05modify80.101.706191.710411.70261
262023.07.12 11:05modify70.101.707261.710411.70261
272023.07.12 11:05modify60.101.714611.710411.70261
282023.07.12 12:30s/l60.101.710411.710411.7026130.6710204.27
292023.07.12 12:30s/l70.101.710411.710411.70261-23.2510181.02
302023.07.12 12:30s/l80.101.710411.710411.70261-31.1510149.87
312023.07.14 16:00sell90.101.731090.000000.00000
322023.07.14 16:00modify90.101.731091.741091.71909
332023.07.17 12:50sell100.101.725580.000000.00000
342023.07.17 12:50modify100.101.725581.729891.71909
352023.07.17 12:50modify90.101.731091.729891.71909
362023.07.17 13:50sell110.101.723700.000000.00000
372023.07.17 13:50modify110.101.723701.725691.71909
382023.07.17 13:50modify100.101.725581.725691.71909
392023.07.17 13:50modify90.101.731091.725691.71909
402023.07.17 15:45sell120.101.722690.000000.00000
412023.07.17 15:45modify120.101.722691.726891.71909
422023.07.17 15:45modify110.101.723701.726891.71909
432023.07.17 15:45modify100.101.725581.726891.71909
442023.07.17 15:45modify90.101.731091.726891.71909
452023.07.18 01:30s/l90.101.726891.726891.7190930.3410180.21
462023.07.18 01:30s/l100.101.726891.726891.71909-9.9910170.22
472023.07.18 01:30s/l110.101.726891.726891.71909-23.8710146.35
482023.07.18 01:30s/l120.101.726891.726891.71909-31.3310115.02
492023.07.24 16:00buy130.101.687680.000000.00000
502023.07.24 16:00modify130.101.687681.677681.69968
512023.07.25 08:15buy140.101.693160.000000.00000
522023.07.25 08:15modify140.101.693161.688881.69968
532023.07.25 08:15modify130.101.687681.688881.69968
542023.07.25 14:50buy150.101.696270.000000.00000
552023.07.25 14:50modify150.101.696271.691881.69968
562023.07.25 14:50modify140.101.693161.691881.69968
572023.07.25 14:50modify130.101.687681.691881.69968
582023.07.25 22:40t/p130.101.699681.691881.6996888.5110203.53
592023.07.25 22:40t/p140.101.699681.691881.6996848.1610251.69
602023.07.25 22:40t/p150.101.699681.691881.6996825.1910276.88
612023.07.26 16:00sell160.101.709090.000000.00000
622023.07.26 16:00modify160.101.709091.719091.69709
632023.07.27 12:20sell170.101.703650.000000.00000
642023.07.27 12:20modify170.101.703651.707891.69709
652023.07.27 12:20modify160.101.709091.707891.69709
662023.07.27 13:30t/p160.101.697091.707891.6970987.5810364.46
672023.07.27 13:30t/p170.101.697091.707891.6970948.4210412.88
682023.08.23 12:00buy180.101.714120.000000.00000
692023.08.23 12:00modify180.101.714121.704121.72612
702023.08.23 13:20buy190.101.719530.000000.00000
712023.08.23 13:20modify190.101.719531.715321.72612
722023.08.23 13:20modify180.101.714121.715321.72612
732023.08.23 14:35buy200.101.721340.000000.00000
742023.08.23 14:35modify200.101.721341.719521.72612
752023.08.23 14:35modify190.101.719531.719521.72612
762023.08.23 14:35modify180.101.714121.719521.72612
772023.08.23 14:40s/l180.101.719521.719521.7261239.8810452.76
782023.08.23 14:40s/l190.101.719521.719521.72612-0.0810452.68
792023.08.23 14:40s/l200.101.719521.719521.72612-13.4410439.24
802023.09.14 16:00buy210.101.676900.000000.00000
812023.09.14 16:00modify210.101.676901.666901.68890
822023.09.19 07:40s/l210.101.666901.666901.68890-74.2110365.04
832023.10.04 16:00sell220.101.670080.000000.00000
842023.10.04 16:00modify220.101.670081.680081.65808
852023.10.09 06:55sell230.101.664590.000000.00000
862023.10.09 06:55modify230.101.664591.668881.65808
872023.10.09 06:55modify220.101.670081.668881.65808
882023.10.09 08:40sell240.101.662590.000000.00000
892023.10.09 08:40modify240.101.662591.664681.65808
902023.10.09 08:40modify230.101.664591.664681.65808
912023.10.09 08:40modify220.101.670081.664681.65808
922023.10.09 09:30s/l220.101.664681.664681.6580838.2110403.25
932023.10.09 09:30s/l230.101.664681.664681.65808-0.6610402.59
942023.10.09 09:30s/l240.101.664681.664681.65808-15.4210387.17
952023.10.13 16:00buy250.101.657190.000000.00000
962023.10.13 16:00modify250.101.657191.647191.66919
972023.10.16 17:50buy260.101.662830.000000.00000
982023.10.16 17:50modify260.101.662831.658391.66919
992023.10.16 17:50modify250.101.657191.658391.66919
1002023.10.17 06:40s/l250.101.658391.658391.669198.6210395.79
1012023.10.17 06:40s/l260.101.658391.658391.66919-32.9110362.88
1022023.10.27 16:00sell270.101.684740.000000.00000
1032023.10.27 16:00modify270.101.684741.694741.67274
1042023.10.29 23:40sell280.101.679130.000000.00000
1052023.10.29 23:40modify280.101.679131.683541.67274
1062023.10.29 23:40modify270.101.684741.683541.67274
1072023.10.30 02:15sell290.101.677530.000000.00000
1082023.10.30 02:15modify290.101.677531.679341.67274
1092023.10.30 02:15modify280.101.679131.679341.67274
1102023.10.30 02:15modify270.101.684741.679341.67274
1112023.10.30 03:40s/l270.101.679341.679341.6727439.5310402.42
1122023.10.30 03:40s/l280.101.679341.679341.67274-1.8810400.54
1132023.10.30 03:40s/l290.101.679341.679341.67274-13.3610387.18
1142023.11.14 16:00sell300.101.709590.000000.00000
1152023.11.14 16:00modify300.101.709591.719591.69759
1162023.11.15 13:10sell310.101.704180.000000.00000
1172023.11.15 13:10modify310.101.704181.708391.69759
1182023.11.15 13:10modify300.101.709591.708391.69759
1192023.11.15 13:30sell320.101.702290.000000.00000
1202023.11.15 13:30modify320.101.702291.704191.69759
1212023.11.15 13:30modify310.101.704181.704191.69759
1222023.11.15 13:30modify300.101.709591.704191.69759
1232023.11.15 13:50sell330.101.701160.000000.00000
1242023.11.15 13:50modify330.101.701161.705391.69759
1252023.11.15 13:50modify320.101.702291.705391.69759
1262023.11.15 13:50modify310.101.704181.705391.69759
1272023.11.15 13:50modify300.101.709591.705391.69759
1282023.11.15 15:05t/p300.101.697591.705391.6975988.2410475.42
1292023.11.15 15:05t/p310.101.697591.705391.6975948.6410524.06
1302023.11.15 15:05t/p320.101.697591.705391.6975934.6910558.75
1312023.11.15 15:05t/p330.101.697591.705391.6975926.3510585.10
1322024.02.20 16:00sell340.101.710510.000000.00000
1332024.02.20 16:00modify340.101.710511.720511.69851
1342024.02.20 22:00sell350.101.704940.000000.00000
1352024.02.20 22:00modify350.101.704941.709311.69851
1362024.02.20 22:00modify340.101.710511.709311.69851
1372024.02.22 07:05sell360.101.703110.000000.00000
1382024.02.22 07:05modify360.101.703111.705111.69851
1392024.02.22 07:05modify350.101.704941.705111.69851
1402024.02.22 07:05modify340.101.710511.705111.69851
1412024.02.22 07:30s/l340.101.705111.705111.6985138.5310623.63
1422024.02.22 07:30s/l350.101.705111.705111.69851-2.5810621.05
1432024.02.22 07:30s/l360.101.705111.705111.69851-14.7710606.28