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 23:00 (2023.03.01 - 2024.03.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; 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=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=21; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 modelled157587Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit1876.68Gross profit2452.72Gross loss-576.04
Profit factor4.26Expected payoff30.77
Absolute drawdown12.78Maximal drawdown345.61 (3.13%)Relative drawdown3.13% (345.61)
Total trades61Short positions (won %)13 (69.23%)Long positions (won %)48 (66.67%)
Profit trades (% of total)41 (67.21%)Loss trades (% of total)20 (32.79%)
Largestprofit trade110.67loss trade-40.11
Averageprofit trade59.82loss trade-28.80
Maximumconsecutive wins (profit in money)11 (675.85)consecutive losses (loss in money)4 (-113.35)
Maximalconsecutive profit (count of wins)675.85 (11)consecutive loss (count of losses)-113.35 (4)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.02 22:00buy10.101.624070.000000.00000
22023.03.02 22:00modify10.101.624071.619071.63907
32023.03.03 13:05buy20.101.631010.000000.00000
42023.03.03 13:05modify20.101.631011.626321.63907
52023.03.03 13:05modify10.101.624071.626321.63907
62023.03.03 15:05buy30.101.632350.000000.00000
72023.03.03 15:05modify30.101.632351.628571.63907
82023.03.03 15:05modify20.101.631011.628571.63907
92023.03.03 15:05modify10.101.624071.628571.63907
102023.03.03 15:20buy40.101.634740.000000.00000
112023.03.03 15:20modify40.101.634741.629321.63907
122023.03.03 15:20modify30.101.632351.629321.63907
132023.03.03 15:20modify20.101.631011.629321.63907
142023.03.03 15:20modify10.101.624071.629321.63907
152023.03.06 16:50t/p10.101.639071.629321.63907110.5410110.54
162023.03.06 16:50t/p20.101.639071.629321.6390759.4010169.94
172023.03.06 16:50t/p30.101.639071.629321.6390749.5110219.45
182023.03.06 16:50t/p40.101.639071.629321.6390731.8610251.32
192023.03.07 21:00buy50.101.626920.000000.00000
202023.03.07 21:00modify50.101.626921.621921.64192
212023.03.08 16:15buy60.101.633830.000000.00000
222023.03.08 16:15modify60.101.633831.629171.64192
232023.03.08 16:15modify50.101.626921.629171.64192
242023.03.08 18:59buy70.101.635410.000000.00000
252023.03.08 18:59modify70.101.635411.631421.64192
262023.03.08 18:59modify60.101.633831.631421.64192
272023.03.08 18:59modify50.101.626921.631421.64192
282023.03.09 05:20buy80.101.637510.000000.00000
292023.03.09 05:20modify80.101.637511.632171.64192
302023.03.09 05:20modify70.101.635411.632171.64192
312023.03.09 05:20modify60.101.633831.632171.64192
322023.03.09 05:20modify50.101.626921.632171.64192
332023.03.09 13:50t/p50.101.641921.632171.64192110.3010361.62
342023.03.09 13:50t/p60.101.641921.632171.6419259.3910421.01
352023.03.09 13:50t/p70.101.641921.632171.6419247.7210468.74
362023.03.09 13:50t/p80.101.641921.632171.6419232.5710501.31
372023.04.05 22:00buy90.101.676260.000000.00000
382023.04.05 22:00modify90.101.676261.671261.69126
392023.04.10 12:50s/l90.101.671261.671261.69126-37.5210463.78
402023.04.16 21:00buy100.101.658690.000000.00000
412023.04.16 21:00modify100.101.658691.653691.67369
422023.04.18 11:55buy110.101.665580.000000.00000
432023.04.18 11:55modify110.101.665581.660941.67369
442023.04.18 11:55modify100.101.658691.660941.67369
452023.04.19 09:22buy120.101.669360.000000.00000
462023.04.19 09:22modify120.101.669361.663941.67369
472023.04.19 09:22modify110.101.665581.663941.67369
482023.04.19 09:22modify100.101.658691.663941.67369
492023.04.19 09:52buy130.101.667100.000000.00000
502023.04.19 09:52modify130.101.667101.663191.67369
512023.04.19 09:55modify130.101.667101.663941.67369
522023.04.19 14:10t/p100.101.673691.663941.67369110.4310574.21
532023.04.19 14:10t/p110.101.673691.663941.6736959.7810633.99
542023.04.19 14:10t/p120.101.673691.663941.6736931.9810665.97
552023.04.19 14:10t/p130.101.673691.663941.6736948.6710714.64
562023.04.24 23:00sell140.101.690640.000000.00000
572023.04.24 23:00modify140.101.690641.695641.67564
582023.04.26 06:45s/l140.101.695641.695641.67564-37.5710677.08
592023.05.03 23:00sell150.101.711460.000000.00000
602023.05.03 23:00modify150.101.711461.716461.69646
612023.05.04 17:10sell160.101.704570.000000.00000
622023.05.04 17:10modify160.101.704571.709211.69646
632023.05.04 17:10modify150.101.711461.709211.69646
642023.05.04 17:25sell170.101.703040.000000.00000
652023.05.04 17:25modify170.101.703041.706961.69646
662023.05.04 17:25modify160.101.704571.706961.69646
672023.05.04 17:25modify150.101.711461.706961.69646
682023.05.04 21:10sell180.101.700860.000000.00000
692023.05.04 21:10modify180.101.700861.706211.69646
702023.05.04 21:10modify170.101.703041.706211.69646
712023.05.04 21:10modify160.101.704571.706211.69646
722023.05.04 21:10modify150.101.711461.706211.69646
732023.05.05 12:45t/p150.101.696461.706211.69646109.4010786.48
742023.05.05 12:45t/p160.101.696461.706211.6964659.5310846.01
752023.05.05 12:45t/p170.101.696461.706211.6964648.2410894.25
762023.05.05 12:45t/p180.101.696461.706211.6964632.1510926.40
772023.05.07 21:00buy190.101.689660.000000.00000
782023.05.07 21:00modify190.101.689661.684661.70466
792023.05.08 13:02s/l190.101.684661.684661.70466-37.0410889.36
802023.05.28 23:00buy200.101.680310.000000.00000
812023.05.28 23:00modify200.101.680311.675311.69531
822023.05.30 10:15buy210.101.687140.000000.00000
832023.05.30 10:15modify210.101.687141.682561.69531
842023.05.30 10:15modify200.101.680311.682561.69531
852023.05.30 10:50buy220.101.688650.000000.00000
862023.05.30 10:50modify220.101.688651.684811.69531
872023.05.30 10:50modify210.101.687141.684811.69531
882023.05.30 10:50modify200.101.680311.684811.69531
892023.05.30 13:20buy230.101.690990.000000.00000
902023.05.30 13:20modify230.101.690991.685561.69531
912023.05.30 13:20modify220.101.688651.685561.69531
922023.05.30 13:20modify210.101.687141.685561.69531
932023.05.30 13:20modify200.101.680311.685561.69531
942023.05.30 16:02s/l200.101.685561.685561.6953138.5310927.89
952023.05.30 16:02s/l210.101.685561.685561.69531-11.6710916.22
962023.05.30 16:02s/l220.101.685561.685561.69531-22.8210893.40
972023.05.30 16:02s/l230.101.685561.685561.69531-40.1110853.29
982023.06.05 21:00sell240.101.670500.000000.00000
992023.06.05 21:00modify240.101.670501.675501.65550
1002023.06.06 14:45sell250.101.663550.000000.00000
1012023.06.06 14:45modify250.101.663551.668251.65550
1022023.06.06 14:45modify240.101.670501.668251.65550
1032023.06.07 11:15s/l240.101.668251.668251.6555015.9510869.25
1042023.06.07 11:15s/l250.101.668251.668251.65550-35.0210834.23
1052023.07.25 21:00sell260.101.699120.000000.00000
1062023.07.25 21:00modify260.101.699121.704121.68412
1072023.07.26 08:50s/l260.101.704121.704121.68412-37.2410796.99
1082023.07.27 21:00buy270.101.692070.000000.00000
1092023.07.27 21:00modify270.101.692071.687071.70707
1102023.07.28 10:43buy280.101.699020.000000.00000
1112023.07.28 10:43modify280.101.699021.694321.70707
1122023.07.28 10:43modify270.101.692071.694321.70707
1132023.07.28 12:35buy290.101.700480.000000.00000
1142023.07.28 12:35modify290.101.700481.696571.70707
1152023.07.28 12:35modify280.101.699021.696571.70707
1162023.07.28 12:35modify270.101.692071.696571.70707
1172023.07.28 14:52buy300.101.702730.000000.00000
1182023.07.28 14:52modify300.101.702731.697321.70707
1192023.07.28 14:52modify290.101.700481.697321.70707
1202023.07.28 14:52modify280.101.699021.697321.70707
1212023.07.28 14:52modify270.101.692071.697321.70707
1222023.07.31 12:20s/l270.101.697321.697321.7070738.5410835.53
1232023.07.31 12:20s/l280.101.697321.697321.70707-12.6710822.86
1242023.07.31 12:20s/l290.101.697321.697321.70707-23.4510799.41
1252023.07.31 12:20s/l300.101.697321.697321.70707-40.0710759.34
1262023.09.25 21:00buy310.101.642910.000000.00000
1272023.09.25 21:00modify310.101.642911.637911.65791
1282023.09.27 16:20s/l310.101.637911.637911.65791-37.1710722.17
1292023.09.27 21:00buy320.101.638000.000000.00000
1302023.09.27 21:00modify320.101.638001.633001.65300
1312023.09.28 09:32buy330.101.646550.000000.00000
1322023.09.28 09:32modify330.101.646551.642501.65300
1332023.09.28 09:32modify320.101.638001.642501.65300
1342023.09.28 11:22buy340.101.645020.000000.00000
1352023.09.28 11:22modify340.101.645021.640251.65300
1362023.09.28 11:25modify340.101.645021.642501.65300
1372023.09.29 01:15buy350.101.648570.000000.00000
1382023.09.29 01:15modify350.101.648571.643251.65300
1392023.09.29 01:15modify330.101.646551.643251.65300
1402023.09.29 01:15modify340.101.645021.643251.65300
1412023.09.29 01:15modify320.101.638001.643251.65300
1422023.09.29 15:50t/p320.101.653001.643251.65300110.3010832.48
1432023.09.29 15:50t/p330.101.653001.643251.6530047.5110879.99
1442023.09.29 15:50t/p340.101.653001.643251.6530058.8110938.80
1452023.09.29 15:50t/p350.101.653001.643251.6530032.7210971.52
1462023.10.02 21:00buy360.101.653130.000000.00000
1472023.10.02 21:00modify360.101.653131.648131.66813
1482023.10.04 09:25buy370.101.661570.000000.00000
1492023.10.04 09:25modify370.101.661571.657631.66813
1502023.10.04 09:25modify360.101.653131.657631.66813
1512023.10.04 10:20buy380.101.663880.000000.00000
1522023.10.04 10:20modify380.101.663881.658381.66813
1532023.10.04 10:20modify370.101.661571.658381.66813
1542023.10.04 10:20modify360.101.653131.658381.66813
1552023.10.04 12:45t/p360.101.668131.658381.66813110.5411082.06
1562023.10.04 12:45t/p370.101.668131.658381.6681348.4411130.50
1572023.10.04 12:45t/p380.101.668131.658381.6681331.3811161.88
1582023.11.02 23:00buy390.101.676460.000000.00000
1592023.11.02 23:00modify390.101.676461.671461.69146
1602023.11.03 12:40buy400.101.683300.000000.00000
1612023.11.03 12:40modify400.101.683301.678711.69146
1622023.11.03 12:40modify390.101.676461.678711.69146
1632023.11.03 12:50buy410.101.687100.000000.00000
1642023.11.03 12:50modify410.101.687101.681711.69146
1652023.11.03 12:50modify400.101.683301.681711.69146
1662023.11.03 12:50modify390.101.676461.681711.69146
1672023.11.03 15:15t/p390.101.691461.681711.69146110.6711272.55
1682023.11.03 15:15t/p400.101.691461.681711.6914660.2711332.82
1692023.11.03 15:15t/p410.101.691461.681711.6914632.2011365.02
1702023.11.06 23:00buy420.101.689270.000000.00000
1712023.11.06 23:00modify420.101.689271.684271.70427
1722023.11.08 15:50buy430.101.696180.000000.00000
1732023.11.08 15:50modify430.101.696181.691521.70427
1742023.11.08 15:50modify420.101.689271.691521.70427
1752023.11.08 16:20buy440.101.697540.000000.00000
1762023.11.08 16:20modify440.101.697541.693771.70427
1772023.11.08 16:20modify430.101.696181.693771.70427
1782023.11.08 16:20modify420.101.689271.693771.70427
1792023.11.08 21:50s/l420.101.693771.693771.7042733.0011398.03
1802023.11.08 21:50s/l430.101.693771.693771.70427-17.8011380.23
1812023.11.08 21:50s/l440.101.693771.693771.70427-27.8411352.39
1822023.11.09 21:00buy450.101.687380.000000.00000
1832023.11.09 21:00modify450.101.687381.682381.70238
1842023.11.13 19:45buy460.101.694320.000000.00000
1852023.11.13 19:45modify460.101.694321.689631.70238
1862023.11.13 19:45modify450.101.687381.689631.70238
1872023.11.13 21:20buy470.101.695720.000000.00000
1882023.11.13 21:20modify470.101.695721.691881.70238
1892023.11.13 21:20modify460.101.694321.691881.70238
1902023.11.13 21:20modify450.101.687381.691881.70238
1912023.11.14 08:27buy480.101.698070.000000.00000
1922023.11.14 08:27modify480.101.698071.692631.70238
1932023.11.14 08:27modify470.101.695721.692631.70238
1942023.11.14 08:27modify460.101.694321.692631.70238
1952023.11.14 08:27modify450.101.687381.692631.70238
1962023.11.14 13:45t/p450.101.702381.692631.70238110.4311462.82
1972023.11.14 13:45t/p460.101.702381.692631.7023859.4111522.23
1982023.11.14 13:45t/p470.101.702381.692631.7023849.0711571.30
1992023.11.14 13:45t/p480.101.702381.692631.7023831.8411603.14
2002023.11.22 22:00buy490.101.710070.000000.00000
2012023.11.22 22:00modify490.101.710071.705071.72507
2022023.11.23 09:53buy500.101.718590.000000.00000
2032023.11.23 09:53modify500.101.718591.714571.72507
2042023.11.23 09:53modify490.101.710071.714571.72507
2052023.11.23 11:05buy510.101.716840.000000.00000
2062023.11.23 11:05modify510.101.716841.712321.72507
2072023.11.23 11:07modify510.101.716841.714571.72507
2082023.11.23 22:02s/l490.101.714571.714571.7250732.8811636.02
2092023.11.23 22:02s/l500.101.714571.714571.72507-29.6811606.34
2102023.11.23 22:02s/l510.101.714571.714571.72507-16.7611589.58
2112024.01.14 22:00sell520.101.707770.000000.00000
2122024.01.14 22:00modify520.101.707771.712771.69277
2132024.01.15 16:20s/l520.101.712771.712771.69277-37.2411552.34
2142024.01.21 23:00buy530.101.705590.000000.00000
2152024.01.21 23:00modify530.101.705591.700591.72059
2162024.01.22 17:27buy540.101.712450.000000.00000
2172024.01.22 17:27modify540.101.712451.707841.72059
2182024.01.22 17:27modify530.101.705591.707841.72059
2192024.01.22 21:20buy550.101.713910.000000.00000
2202024.01.22 21:20modify550.101.713911.710091.72059
2212024.01.22 21:20modify540.101.712451.710091.72059
2222024.01.22 21:20modify530.101.705591.710091.72059
2232024.01.23 07:45buy560.101.716200.000000.00000
2242024.01.23 07:45modify560.101.716201.710841.72059
2252024.01.23 07:45modify550.101.713911.710841.72059
2262024.01.23 07:45modify540.101.712451.710841.72059
2272024.01.23 07:45modify530.101.705591.710841.72059
2282024.01.23 14:26s/l530.101.710841.710841.7205938.5411590.89
2292024.01.23 14:26s/l540.101.710841.710841.72059-12.0111578.88
2302024.01.23 14:26s/l550.101.710841.710841.72059-22.7911556.09
2312024.01.23 14:26s/l560.101.710841.710841.72059-39.5811516.51
2322024.01.24 21:00sell570.101.720050.000000.00000
2332024.01.24 21:00modify570.101.720051.725051.70505
2342024.01.25 16:45sell580.101.713230.000000.00000
2352024.01.25 16:45modify580.101.713231.717801.70505
2362024.01.25 16:45modify570.101.720051.717801.70505
2372024.01.25 19:50sell590.101.711690.000000.00000
2382024.01.25 19:50modify590.101.711691.715551.70505
2392024.01.25 19:50modify580.101.713231.715551.70505
2402024.01.25 19:50modify570.101.720051.715551.70505
2412024.01.26 07:20sell600.101.709510.000000.00000
2422024.01.26 07:20modify600.101.709511.714801.70505
2432024.01.26 07:20modify590.101.711691.714801.70505
2442024.01.26 07:20modify580.101.713231.714801.70505
2452024.01.26 07:20modify570.101.720051.714801.70505
2462024.01.29 13:16t/p570.101.705051.714801.70505109.0711625.58
2472024.01.29 13:16t/p580.101.705051.714801.7050559.7211685.30
2482024.01.29 13:16t/p590.101.705051.714801.7050548.3511733.66
2492024.01.29 13:16t/p600.101.705051.714801.7050532.5911766.25
2502024.02.15 22:00buy610.101.696510.000000.00000
2512024.02.15 22:00modify610.101.696511.691511.71151
2522024.02.20 15:10t/p610.101.711511.691511.71151110.4311876.68