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=0; RSIHelp="------------------------------------"; RSI_Period=5; 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=100; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=11; 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 profit1110.87Gross profit1751.66Gross loss-640.79
Profit factor2.73Expected payoff16.10
Absolute drawdown24.43Maximal drawdown251.56 (2.44%)Relative drawdown2.44% (251.56)
Total trades69Short positions (won %)36 (66.67%)Long positions (won %)33 (69.70%)
Profit trades (% of total)47 (68.12%)Loss trades (% of total)22 (31.88%)
Largestprofit trade73.86loss trade-37.88
Averageprofit trade37.27loss trade-29.13
Maximumconsecutive wins (profit in money)15 (615.78)consecutive losses (loss in money)3 (-110.70)
Maximalconsecutive profit (count of wins)615.78 (15)consecutive loss (count of losses)-110.70 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.07 08:00sell10.101.640930.000000.00000
22023.03.07 08:00modify10.101.640931.645931.63093
32023.03.07 12:25sell20.101.634820.000000.00000
42023.03.07 12:25modify20.101.634821.638431.63093
52023.03.07 12:25modify10.101.640931.638431.63093
62023.03.07 12:45sell30.101.635750.000000.00000
72023.03.07 12:45modify30.101.635751.639931.63093
82023.03.07 12:50modify30.101.635751.638431.63093
92023.03.07 15:40t/p10.101.630931.638431.6309373.8110073.81
102023.03.07 15:40t/p20.101.630931.638431.6309328.7210102.53
112023.03.07 15:40t/p30.101.630931.638431.6309335.5810138.11
122023.03.08 00:00buy40.101.626610.000000.00000
132023.03.08 00:00modify40.101.626611.621611.63661
142023.03.08 15:59buy50.101.632630.000000.00000
152023.03.08 15:59modify50.101.632631.629111.63661
162023.03.08 15:59modify40.101.626611.629111.63661
172023.03.08 16:45buy60.101.631660.000000.00000
182023.03.08 16:45modify60.101.631661.627611.63661
192023.03.08 16:50modify60.101.631661.629111.63661
202023.03.08 19:35buy70.101.634710.000000.00000
212023.03.08 19:35modify70.101.634711.631111.63661
222023.03.08 19:35modify50.101.632631.631111.63661
232023.03.08 19:35modify60.101.631661.631111.63661
242023.03.08 19:35modify40.101.626611.631111.63661
252023.03.09 05:06t/p40.101.636611.631111.6366173.4910211.60
262023.03.09 05:06t/p50.101.636611.631111.6366129.0310240.64
272023.03.09 05:06t/p60.101.636611.631111.6366136.1910276.83
282023.03.09 05:06t/p70.101.636611.631111.6366113.6710290.50
292023.03.22 08:00sell80.101.680390.000000.00000
302023.03.22 08:00modify80.101.680391.685391.67039
312023.03.22 18:40s/l80.101.685391.685391.67039-36.9010253.60
322023.04.19 08:00sell90.101.670070.000000.00000
332023.04.19 08:00modify90.101.670071.675071.66007
342023.04.19 14:05s/l90.101.675071.675071.66007-36.9010216.70
352023.04.26 08:00sell100.101.697660.000000.00000
362023.04.26 08:00modify100.101.697661.702661.68766
372023.04.26 11:15s/l100.101.702661.702661.68766-36.9010179.80
382023.04.28 08:00sell110.101.704230.000000.00000
392023.04.28 08:00modify110.101.704231.709231.69423
402023.04.28 10:15sell120.101.699120.000000.00000
412023.04.28 10:15modify120.101.699121.703231.69423
422023.04.28 10:15modify110.101.704231.703231.69423
432023.04.28 10:40s/l110.101.703231.703231.694237.3810187.18
442023.04.28 10:40s/l120.101.703231.703231.69423-30.3410156.84
452023.05.03 08:00sell130.101.703940.000000.00000
462023.05.03 08:00modify130.101.703941.708941.69394
472023.05.03 15:05s/l130.101.708941.708941.69394-36.9110119.93
482023.05.08 08:00buy140.101.688190.000000.00000
492023.05.08 08:00modify140.101.688191.683191.69819
502023.05.16 06:40s/l140.101.683191.683191.69819-37.8810082.05
512023.05.19 08:00buy150.101.673450.000000.00000
522023.05.19 08:00modify150.101.673451.668451.68345
532023.05.19 14:10buy160.101.678630.000000.00000
542023.05.19 14:10modify160.101.678631.674451.68345
552023.05.19 14:10modify150.101.673451.674451.68345
562023.05.19 14:20buy170.101.679500.000000.00000
572023.05.19 14:20modify170.101.679501.675951.68345
582023.05.19 14:20modify160.101.678631.675951.68345
592023.05.19 14:20modify150.101.673451.675951.68345
602023.05.19 15:30t/p150.101.683451.675951.6834573.8610155.91
612023.05.19 15:30t/p160.101.683451.675951.6834535.6010191.51
622023.05.19 15:30t/p170.101.683451.675951.6834529.1710220.68
632023.06.05 08:00buy180.101.665570.000000.00000
642023.06.05 08:00modify180.101.665571.660571.67557
652023.06.05 19:10buy190.101.670600.000000.00000
662023.06.05 19:10modify190.101.670601.666571.67557
672023.06.05 19:10modify180.101.665571.666571.67557
682023.06.05 20:20buy200.101.671780.000000.00000
692023.06.05 20:20modify200.101.671781.668071.67557
702023.06.05 20:20modify190.101.670601.668071.67557
712023.06.05 20:20modify180.101.665571.668071.67557
722023.06.06 06:30s/l180.101.668071.668071.6755718.3410239.02
732023.06.06 06:30s/l190.101.668071.668071.67557-18.8110220.21
742023.06.06 06:30s/l200.101.668071.668071.67557-27.5210192.69
752023.06.16 08:00sell210.101.692150.000000.00000
762023.06.16 08:00modify210.101.692151.697151.68215
772023.06.16 12:05s/l210.101.697151.697151.68215-36.9010155.79
782023.06.28 08:00sell220.101.682370.000000.00000
792023.06.28 08:00modify220.101.682371.687371.67237
802023.06.28 11:59sell230.101.676250.000000.00000
812023.06.28 11:59modify230.101.676251.679871.67237
822023.06.28 11:59modify220.101.682371.679871.67237
832023.06.28 12:55sell240.101.677080.000000.00000
842023.06.28 12:55modify240.101.677081.681371.67237
852023.06.28 12:55modify240.101.677081.679871.67237
862023.06.28 14:30sell250.101.674110.000000.00000
872023.06.28 14:30modify250.101.674111.677871.67237
882023.06.28 14:30modify230.101.676251.677871.67237
892023.06.28 14:30modify240.101.677081.677871.67237
902023.06.28 14:30modify220.101.682371.677871.67237
912023.06.28 15:06t/p220.101.672371.677871.6723773.8110229.60
922023.06.28 15:06t/p230.101.672371.677871.6723728.6410258.24
932023.06.28 15:06t/p240.101.672371.677871.6723734.7710293.01
942023.06.28 15:06t/p250.101.672371.677871.6723712.8510305.86
952023.07.17 08:00sell260.101.732050.000000.00000
962023.07.17 08:00modify260.101.732051.737051.72205
972023.07.17 12:30sell270.101.726770.000000.00000
982023.07.17 12:30modify270.101.726771.731051.72205
992023.07.17 12:30modify260.101.732051.731051.72205
1002023.07.17 13:10sell280.101.725880.000000.00000
1012023.07.17 13:10modify280.101.725881.729551.72205
1022023.07.17 13:10modify270.101.726771.729551.72205
1032023.07.17 13:10modify260.101.732051.729551.72205
1042023.07.17 14:20sell290.101.724020.000000.00000
1052023.07.17 14:20modify290.101.724021.727551.72205
1062023.07.17 14:20modify280.101.725881.727551.72205
1072023.07.17 14:20modify270.101.726771.727551.72205
1082023.07.17 14:20modify260.101.732051.727551.72205
1092023.07.17 15:05t/p260.101.722051.727551.7220573.8110379.67
1102023.07.17 15:05t/p270.101.722051.727551.7220534.8410414.51
1112023.07.17 15:05t/p280.101.722051.727551.7220528.2710442.78
1122023.07.17 15:05t/p290.101.722051.727551.7220514.5410457.32
1132023.07.19 08:00buy300.101.705110.000000.00000
1142023.07.19 08:00modify300.101.705111.700111.71511
1152023.07.19 13:30s/l300.101.700111.700111.71511-36.9310420.39
1162023.08.08 08:00sell310.101.711990.000000.00000
1172023.08.08 08:00modify310.101.711991.716991.70199
1182023.08.09 18:30sell320.101.706750.000000.00000
1192023.08.09 18:30modify320.101.706751.710991.70199
1202023.08.09 18:30modify310.101.711991.710991.70199
1212023.08.09 18:40sell330.101.705830.000000.00000
1222023.08.09 18:40modify330.101.705831.709491.70199
1232023.08.09 18:40modify320.101.706751.709491.70199
1242023.08.09 18:40modify310.101.711991.709491.70199
1252023.08.10 07:40s/l310.101.709491.709491.7019917.1310437.53
1262023.08.10 07:40s/l320.101.709491.709491.70199-21.2210416.31
1272023.08.10 07:40s/l330.101.709491.709491.70199-28.0110388.30
1282023.08.18 00:00sell340.101.726490.000000.00000
1292023.08.18 00:00modify340.101.726491.731491.71649
1302023.08.18 06:55sell350.101.721420.000000.00000
1312023.08.18 06:55modify350.101.721421.725491.71649
1322023.08.18 06:55modify340.101.726491.725491.71649
1332023.08.18 12:40s/l340.101.725491.725491.716497.3810395.68
1342023.08.18 12:40s/l350.101.725491.725491.71649-30.0410365.64
1352023.08.22 08:00sell360.101.731070.000000.00000
1362023.08.22 08:00modify360.101.731071.736071.72107
1372023.08.22 11:30sell370.101.726030.000000.00000
1382023.08.22 11:30modify370.101.726031.730071.72107
1392023.08.22 11:30modify360.101.731071.730071.72107
1402023.08.22 12:20sell380.101.724960.000000.00000
1412023.08.22 12:20modify380.101.724961.728571.72107
1422023.08.22 12:20modify370.101.726031.728571.72107
1432023.08.22 12:20modify360.101.731071.728571.72107
1442023.08.22 13:50sell390.101.722940.000000.00000
1452023.08.22 13:50modify390.101.722941.726571.72107
1462023.08.22 13:50modify380.101.724961.726571.72107
1472023.08.22 13:50modify370.101.726031.726571.72107
1482023.08.22 13:50modify360.101.731071.726571.72107
1492023.08.22 14:40s/l360.101.726571.726571.7210733.2210398.86
1502023.08.22 14:40s/l370.101.726571.726571.72107-3.9810394.88
1512023.08.22 14:40s/l380.101.726571.726571.72107-11.8810383.00
1522023.08.22 14:40s/l390.101.726571.726571.72107-26.7910356.21
1532023.08.25 04:00buy400.101.709290.000000.00000
1542023.08.25 04:00modify400.101.709291.704291.71929
1552023.08.25 12:20buy410.101.714410.000000.00000
1562023.08.25 12:20modify410.101.714411.710291.71929
1572023.08.25 12:20modify400.101.709291.710291.71929
1582023.08.25 12:55buy420.101.715380.000000.00000
1592023.08.25 12:55modify420.101.715381.711791.71929
1602023.08.25 12:55modify410.101.714411.711791.71929
1612023.08.25 12:55modify400.101.709291.711791.71929
1622023.08.25 14:40s/l400.101.711791.711791.7192918.4610374.67
1632023.08.25 14:40s/l410.101.711791.711791.71929-19.3510355.32
1642023.08.25 14:40s/l420.101.711791.711791.71929-26.5210328.80
1652023.08.31 04:00sell430.101.722180.000000.00000
1662023.08.31 04:00modify430.101.722181.727181.71218
1672023.08.31 11:40sell440.101.716100.000000.00000
1682023.08.31 11:40modify440.101.716101.719681.71218
1692023.08.31 11:40modify430.101.722181.719681.71218
1702023.08.31 12:10sell450.101.717060.000000.00000
1712023.08.31 12:10modify450.101.717061.721181.71218
1722023.08.31 12:15modify450.101.717061.719681.71218
1732023.08.31 12:40sell460.101.714160.000000.00000
1742023.08.31 12:40modify460.101.714161.717681.71218
1752023.08.31 12:40modify440.101.716101.717681.71218
1762023.08.31 12:40modify450.101.717061.717681.71218
1772023.08.31 12:40modify430.101.722181.717681.71218
1782023.08.31 18:40t/p430.101.712181.717681.7121873.8110402.61
1792023.08.31 18:40t/p440.101.712181.717681.7121828.9310431.54
1802023.08.31 18:40t/p450.101.712181.717681.7121836.0210467.56
1812023.08.31 18:40t/p460.101.712181.717681.7121814.6110482.17
1822023.09.07 08:00buy470.101.701520.000000.00000
1832023.09.07 08:00modify470.101.701521.696521.71152
1842023.09.07 16:15buy480.101.709570.000000.00000
1852023.09.07 16:15modify480.101.709571.706021.71152
1862023.09.07 16:15modify470.101.701521.706021.71152
1872023.09.07 17:40s/l470.101.706021.706021.7115233.2410515.41
1882023.09.07 17:40s/l480.101.706021.706021.71152-26.2210489.19
1892023.09.19 04:00buy490.101.668610.000000.00000
1902023.09.19 04:00modify490.101.668611.663611.67861
1912023.09.19 12:30s/l490.101.663611.663611.67861-36.9310452.26
1922023.09.22 04:00buy500.101.653350.000000.00000
1932023.09.22 04:00modify500.101.653351.648351.66335
1942023.09.22 08:40s/l500.101.648351.648351.66335-36.9310415.33
1952023.09.28 04:00buy510.101.637980.000000.00000
1962023.09.28 04:00modify510.101.637981.632981.64798
1972023.09.28 10:30buy520.101.646210.000000.00000
1982023.09.28 10:30modify520.101.646211.642481.64798
1992023.09.28 10:30modify510.101.637981.642481.64798
2002023.09.28 13:10buy530.101.644050.000000.00000
2012023.09.28 13:10modify530.101.644051.640481.64798
2022023.09.28 13:15modify530.101.644051.642481.64798
2032023.09.29 00:33t/p510.101.647981.642481.6479873.7410489.07
2042023.09.29 00:33t/p520.101.647981.642481.6479812.9610502.03
2052023.09.29 00:33t/p530.101.647981.642481.6479828.9110530.94
2062023.10.09 08:00buy540.101.664210.000000.00000
2072023.10.09 08:00modify540.101.664211.659211.67421
2082023.10.10 15:50buy550.101.669350.000000.00000
2092023.10.10 15:50modify550.101.669351.665211.67421
2102023.10.10 15:50modify540.101.664211.665211.67421
2112023.10.11 00:30buy560.101.670390.000000.00000
2122023.10.11 00:30modify560.101.670391.666711.67421
2132023.10.11 00:30modify550.101.669351.666711.67421
2142023.10.11 00:30modify540.101.664211.666711.67421
2152023.10.11 11:30buy570.101.672350.000000.00000
2162023.10.11 11:30modify570.101.672351.668711.67421
2172023.10.11 11:30modify560.101.670391.668711.67421
2182023.10.11 11:30modify550.101.669351.668711.67421
2192023.10.11 11:30modify540.101.664211.668711.67421
2202023.10.11 13:30t/p540.101.674211.668711.6742173.6210604.57
2212023.10.11 13:30t/p550.101.674211.668711.6742135.7810640.35
2222023.10.11 13:30t/p560.101.674211.668711.6742128.2210668.57
2232023.10.11 13:30t/p570.101.674211.668711.6742113.7410682.31
2242023.11.03 08:00buy580.101.675460.000000.00000
2252023.11.03 08:00modify580.101.675461.670461.68546
2262023.11.03 11:40buy590.101.680510.000000.00000
2272023.11.03 11:40modify590.101.680511.676461.68546
2282023.11.03 11:40modify580.101.675461.676461.68546
2292023.11.03 12:40t/p580.101.685461.676461.6854673.8510756.16
2302023.11.03 12:40t/p590.101.685461.676461.6854636.5510792.71
2312023.11.10 00:00buy600.101.687260.000000.00000
2322023.11.10 00:00modify600.101.687261.682261.69726
2332023.11.13 13:20buy610.101.693480.000000.00000
2342023.11.13 13:20modify610.101.693481.689761.69726
2352023.11.13 13:20modify600.101.687261.689761.69726
2362023.11.13 15:25buy620.101.692400.000000.00000
2372023.11.13 15:25modify620.101.692401.688261.69726
2382023.11.13 15:30modify620.101.692401.689761.69726
2392023.11.13 21:20buy630.101.695280.000000.00000
2402023.11.13 21:20modify630.101.695281.691761.69726
2412023.11.13 21:20modify610.101.693481.691761.69726
2422023.11.13 21:20modify620.101.692401.691761.69726
2432023.11.13 21:20modify600.101.687261.691761.69726
2442023.11.14 07:06t/p600.101.697261.691761.6972673.6110866.32
2452023.11.14 07:06t/p610.101.697261.691761.6972627.7910894.11
2462023.11.14 07:06t/p620.101.697261.691761.6972635.7710929.88
2472023.11.14 07:06t/p630.101.697261.691761.6972614.5010944.38
2482024.01.23 08:00sell640.101.715970.000000.00000
2492024.01.23 08:00modify640.101.715971.720971.70597
2502024.01.23 15:30sell650.101.707720.000000.00000
2512024.01.23 15:30modify650.101.707721.711471.70597
2522024.01.23 15:30modify640.101.715971.711471.70597
2532024.01.23 22:00t/p640.101.705971.711471.7059773.8111018.19
2542024.01.23 22:00t/p650.101.705971.711471.7059712.9211031.11
2552024.01.30 04:00buy660.101.704460.000000.00000
2562024.01.30 04:00modify660.101.704461.699461.71446
2572024.01.30 09:40s/l660.101.699461.699461.71446-36.9310994.18
2582024.02.14 04:00sell670.101.708450.000000.00000
2592024.02.14 04:00modify670.101.708451.713451.69845
2602024.02.14 08:10sell680.101.702290.000000.00000
2612024.02.14 08:10modify680.101.702291.705951.69845
2622024.02.14 08:10modify670.101.708451.705951.69845
2632024.02.14 08:40sell690.101.700420.000000.00000
2642024.02.14 08:40modify690.101.700421.703951.69845
2652024.02.14 08:40modify680.101.702291.703951.69845
2662024.02.14 08:40modify670.101.708451.703951.69845
2672024.02.14 09:40t/p670.101.698451.703951.6984573.8111067.99
2682024.02.14 09:40t/p680.101.698451.703951.6984528.3411096.33
2692024.02.14 09:40t/p690.101.698451.703951.6984514.5411110.87