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=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 test1914Ticks modelled20004862Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit524.53Gross profit889.13Gross loss-364.60
Profit factor2.44Expected payoff12.49
Absolute drawdown57.14Maximal drawdown191.39 (1.83%)Relative drawdown1.83% (191.39)
Total trades42Short positions (won %)28 (42.86%)Long positions (won %)14 (71.43%)
Profit trades (% of total)22 (52.38%)Loss trades (% of total)20 (47.62%)
Largestprofit trade88.51loss trade-74.21
Averageprofit trade40.42loss trade-18.23
Maximumconsecutive wins (profit in money)6 (236.81)consecutive losses (loss in money)3 (-87.73)
Maximalconsecutive profit (count of wins)236.91 (5)consecutive loss (count of losses)-87.73 (3)
Averageconsecutive wins2consecutive 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 06:00buy20.101.666890.000000.00000
42023.04.19 06:00modify20.101.666891.662651.67345
52023.04.19 06:00modify10.101.661451.662651.67345
62023.04.19 06:43buy30.101.668650.000000.00000
72023.04.19 06:43modify30.101.668651.666851.67345
82023.04.19 06:43modify20.101.666891.666851.67345
92023.04.19 06:43modify10.101.661451.666851.67345
102023.04.19 06:48buy40.101.669870.000000.00000
112023.04.19 06:48modify40.101.669871.665651.67345
122023.04.19 06:48modify30.101.668651.665651.67345
132023.04.19 06:48modify20.101.666891.665651.67345
142023.04.19 06:48modify10.101.661451.665651.67345
152023.04.19 14:01t/p10.101.673451.665651.6734588.2610088.26
162023.04.19 14:01t/p20.101.673451.665651.6734548.4410136.70
172023.04.19 14:01t/p30.101.673451.665651.6734535.4510172.15
182023.04.19 14:01t/p40.101.673451.665651.6734526.4410198.59
192023.04.26 16:00sell50.101.698050.000000.00000
202023.04.26 16:00modify50.101.698051.708051.68605
212023.05.01 15:26sell60.101.692650.000000.00000
222023.05.01 15:26modify60.101.692651.696851.68605
232023.05.01 15:26modify50.101.698051.696851.68605
242023.05.01 16:21sell70.101.690830.000000.00000
252023.05.01 16:21modify70.101.690831.692651.68605
262023.05.01 16:21modify60.101.692651.692651.68605
272023.05.01 16:21modify50.101.698051.692651.68605
282023.05.01 19:56s/l50.101.692651.692651.6860538.2110236.81
292023.05.01 19:56s/l60.101.692651.692651.686050.0010236.81
302023.05.01 19:56s/l70.101.692651.692651.68605-13.4310223.38
312023.07.11 12:00sell80.101.714610.000000.00000
322023.07.11 12:00modify80.101.714611.724611.70261
332023.07.11 15:40sell90.101.709210.000000.00000
342023.07.11 15:40modify90.101.709211.713411.70261
352023.07.11 15:40modify80.101.714611.713411.70261
362023.07.12 09:07sell100.101.707400.000000.00000
372023.07.12 09:07modify100.101.707401.709211.70261
382023.07.12 09:07modify90.101.709211.709211.70261
392023.07.12 09:07modify80.101.714611.709211.70261
402023.07.12 11:26sell110.101.706190.000000.00000
412023.07.12 11:26modify110.101.706191.710411.70261
422023.07.12 11:26modify100.101.707401.710411.70261
432023.07.12 11:26modify90.101.709211.710411.70261
442023.07.12 11:26modify80.101.714611.710411.70261
452023.07.12 12:30s/l80.101.710411.710411.7026130.6710254.05
462023.07.12 12:30s/l90.101.710411.710411.70261-9.1910244.86
472023.07.12 12:30s/l100.101.710411.710411.70261-22.2210222.64
482023.07.12 12:30s/l110.101.710411.710411.70261-31.1510191.49
492023.07.14 16:00sell120.101.731090.000000.00000
502023.07.14 16:00modify120.101.731091.741091.71909
512023.07.17 12:47sell130.101.725690.000000.00000
522023.07.17 12:47modify130.101.725691.729891.71909
532023.07.17 12:47modify120.101.731091.729891.71909
542023.07.17 13:43sell140.101.723890.000000.00000
552023.07.17 13:43modify140.101.723891.725691.71909
562023.07.17 13:43modify130.101.725691.725691.71909
572023.07.17 13:43modify120.101.731091.725691.71909
582023.07.17 14:33sell150.101.722670.000000.00000
592023.07.17 14:33modify150.101.722671.726891.71909
602023.07.17 14:33modify140.101.723891.726891.71909
612023.07.17 14:33modify130.101.725691.726891.71909
622023.07.17 14:33modify120.101.731091.726891.71909
632023.07.18 01:16s/l120.101.726891.726891.7190930.3410221.83
642023.07.18 01:16s/l130.101.726891.726891.71909-9.1810212.65
652023.07.18 01:16s/l140.101.726891.726891.71909-22.4710190.18
662023.07.18 01:16s/l150.101.726891.726891.71909-31.4710158.71
672023.07.24 16:00buy160.101.687680.000000.00000
682023.07.24 16:00modify160.101.687681.677681.69968
692023.07.25 07:44buy170.101.693150.000000.00000
702023.07.25 07:44modify170.101.693151.688881.69968
712023.07.25 07:44modify160.101.687681.688881.69968
722023.07.25 14:08buy180.101.694910.000000.00000
732023.07.25 14:08modify180.101.694911.693081.69968
742023.07.25 14:08modify170.101.693151.693081.69968
752023.07.25 14:08modify160.101.687681.693081.69968
762023.07.25 14:15buy190.101.696150.000000.00000
772023.07.25 14:15modify190.101.696151.691881.69968
782023.07.25 14:15modify180.101.694911.691881.69968
792023.07.25 14:15modify170.101.693151.691881.69968
802023.07.25 14:15modify160.101.687681.691881.69968
812023.07.25 22:01t/p160.101.699681.691881.6996888.5110247.22
822023.07.25 22:01t/p170.101.699681.691881.6996848.2310295.45
832023.07.25 22:01t/p180.101.699681.691881.6996835.2310330.68
842023.07.25 22:01t/p190.101.699681.691881.6996826.0810356.76
852023.07.26 16:00sell200.101.709090.000000.00000
862023.07.26 16:00modify200.101.709091.719091.69709
872023.07.27 12:29sell210.101.703680.000000.00000
882023.07.27 12:29modify210.101.703681.707891.69709
892023.07.27 12:29modify200.101.709091.707891.69709
902023.07.27 12:30sell220.101.701730.000000.00000
912023.07.27 12:30modify220.101.701731.703691.69709
922023.07.27 12:30modify210.101.703681.703691.69709
932023.07.27 12:30modify200.101.709091.703691.69709
942023.07.27 12:30s/l200.101.703691.703691.6970938.8610395.63
952023.07.27 12:30s/l210.101.703691.703691.69709-0.0810395.55
962023.07.27 12:30s/l220.101.703691.703691.69709-14.4710381.08
972023.08.23 12:00buy230.101.714120.000000.00000
982023.08.23 12:00modify230.101.714121.704121.72612
992023.08.23 13:09buy240.101.719540.000000.00000
1002023.08.23 13:09modify240.101.719541.715321.72612
1012023.08.23 13:09modify230.101.714121.715321.72612
1022023.08.23 13:31buy250.101.721330.000000.00000
1032023.08.23 13:31modify250.101.721331.719521.72612
1042023.08.23 13:31modify240.101.719541.719521.72612
1052023.08.23 13:31modify230.101.714121.719521.72612
1062023.08.23 13:40s/l230.101.719521.719521.7261239.8810420.96
1072023.08.23 13:40s/l240.101.719521.719521.72612-0.1510420.81
1082023.08.23 13:40s/l250.101.719521.719521.72612-13.3710407.44
1092023.09.14 16:00buy260.101.676900.000000.00000
1102023.09.14 16:00modify260.101.676901.666901.68890
1112023.09.19 07:12s/l260.101.666901.666901.68890-74.2110333.23
1122023.10.04 16:00sell270.101.670080.000000.00000
1132023.10.04 16:00modify270.101.670081.680081.65808
1142023.10.06 12:38sell280.101.664680.000000.00000
1152023.10.06 12:38modify280.101.664681.668881.65808
1162023.10.06 12:38modify270.101.670081.668881.65808
1172023.10.06 12:44sell290.101.662830.000000.00000
1182023.10.06 12:44modify290.101.662831.664681.65808
1192023.10.06 12:44modify280.101.664681.664681.65808
1202023.10.06 12:44modify270.101.670081.664681.65808
1212023.10.06 12:49sell300.101.661680.000000.00000
1222023.10.06 12:49modify300.101.661681.665881.65808
1232023.10.06 12:49modify290.101.662831.665881.65808
1242023.10.06 12:49modify280.101.664681.665881.65808
1252023.10.06 12:49modify270.101.670081.665881.65808
1262023.10.06 13:30s/l270.101.665881.665881.6580829.6810362.91
1272023.10.06 13:30s/l280.101.665881.665881.65808-8.8610354.05
1282023.10.06 13:30s/l290.101.665881.665881.65808-22.5110331.54
1292023.10.06 13:30s/l300.101.665881.665881.65808-31.0010300.54
1302023.10.13 16:00buy310.101.657190.000000.00000
1312023.10.13 16:00modify310.101.657191.647191.66919
1322023.10.16 17:47buy320.101.662610.000000.00000
1332023.10.16 17:47modify320.101.662611.658391.66919
1342023.10.16 17:47modify310.101.657191.658391.66919
1352023.10.17 06:53s/l310.101.658391.658391.669198.6210309.16
1362023.10.17 06:53s/l320.101.658391.658391.66919-31.2910277.87
1372023.10.27 16:00sell330.101.684740.000000.00000
1382023.10.27 16:00modify330.101.684741.694741.67274
1392023.10.29 21:09sell340.101.679340.000000.00000
1402023.10.29 21:09modify340.101.679341.683541.67274
1412023.10.29 21:09modify330.101.684741.683541.67274
1422023.10.30 02:35sell350.101.677530.000000.00000
1432023.10.30 02:35modify350.101.677531.679341.67274
1442023.10.30 02:35modify340.101.679341.679341.67274
1452023.10.30 02:35modify330.101.684741.679341.67274
1462023.10.30 03:33s/l330.101.679341.679341.6727439.5310317.41
1472023.10.30 03:33s/l340.101.679341.679341.67274-0.3310317.08
1482023.10.30 03:33s/l350.101.679341.679341.67274-13.3610303.72
1492023.11.14 16:00sell360.101.709590.000000.00000
1502023.11.14 16:00modify360.101.709591.719591.69759
1512023.11.15 12:52sell370.101.704120.000000.00000
1522023.11.15 12:52modify370.101.704121.708391.69759
1532023.11.15 12:52modify360.101.709591.708391.69759
1542023.11.15 13:32sell380.101.702380.000000.00000
1552023.11.15 13:32modify380.101.702381.704191.69759
1562023.11.15 13:32modify370.101.704121.704191.69759
1572023.11.15 13:32modify360.101.709591.704191.69759
1582023.11.15 13:42sell390.101.701160.000000.00000
1592023.11.15 13:42modify390.101.701161.705391.69759
1602023.11.15 13:42modify380.101.702381.705391.69759
1612023.11.15 13:42modify370.101.704121.705391.69759
1622023.11.15 13:42modify360.101.709591.705391.69759
1632023.11.15 15:26t/p360.101.697591.705391.6975988.2410391.96
1642023.11.15 15:26t/p370.101.697591.705391.6975948.2010440.16
1652023.11.15 15:26t/p380.101.697591.705391.6975935.3610475.52
1662023.11.15 15:26t/p390.101.697591.705391.6975926.3510501.87
1672024.02.20 16:00sell400.101.710510.000000.00000
1682024.02.20 16:00modify400.101.710511.720511.69851
1692024.02.20 22:04sell410.101.704940.000000.00000
1702024.02.20 22:04modify410.101.704941.709311.69851
1712024.02.20 22:04modify400.101.710511.709311.69851
1722024.02.22 07:03sell420.101.703310.000000.00000
1732024.02.22 07:03modify420.101.703311.705111.69851
1742024.02.22 07:03modify410.101.704941.705111.69851
1752024.02.22 07:03modify400.101.710511.705111.69851
1762024.02.22 07:45s/l400.101.705111.705111.6985138.5310540.40
1772024.02.22 07:45s/l410.101.705111.705111.69851-2.5810537.82
1782024.02.22 07:45s/l420.101.705111.705111.69851-13.2910524.53