Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period1 Hour (H1) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 modelled13493Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit39.30Gross profit2255.89Gross loss-2216.59
Profit factor1.02Expected payoff0.45
Absolute drawdown171.19Maximal drawdown1020.73 (9.34%)Relative drawdown9.34% (1020.73)
Total trades88Short positions (won %)31 (38.71%)Long positions (won %)57 (54.39%)
Profit trades (% of total)43 (48.86%)Loss trades (% of total)45 (51.14%)
Largestprofit trade109.85loss trade-82.25
Averageprofit trade52.46loss trade-49.26
Maximumconsecutive wins (profit in money)9 (606.78)consecutive losses (loss in money)7 (-568.19)
Maximalconsecutive profit (count of wins)606.78 (9)consecutive loss (count of losses)-568.19 (7)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.11 11:00buy10.101.684750.000000.00000
22023.05.11 11:00modify10.101.684751.673751.69975
32023.05.18 11:00s/l10.101.673751.673751.69975-81.419918.59
42023.05.18 11:00buy20.101.675040.000000.00000
52023.05.18 11:00modify20.101.675041.664041.69004
62023.05.19 18:00buy30.101.684090.000000.00000
72023.05.19 18:00modify30.101.684091.678791.69004
82023.05.19 18:00buy40.101.684090.000000.00000
92023.05.19 18:00modify40.101.684091.680291.69004
102023.05.19 18:00modify20.101.675041.680291.69004
112023.05.19 19:00modify30.101.684091.680291.69004
122023.05.21 21:00s/l20.101.680291.680291.6900438.339956.92
132023.05.21 21:00s/l30.101.680291.680291.69004-27.849929.08
142023.05.21 21:00s/l40.101.680291.680291.69004-27.849901.24
152023.05.30 10:00sell50.101.685510.000000.00000
162023.05.30 10:00modify50.101.685511.696511.67051
172023.06.04 21:00t/p50.101.670511.696511.67051108.2010009.44
182023.06.05 12:00buy60.101.664990.000000.00000
192023.06.05 12:00modify60.101.664991.653991.67999
202023.06.05 19:00buy70.101.671180.000000.00000
212023.06.05 19:00modify70.101.671181.665741.67999
222023.06.05 19:00modify60.101.664991.665741.67999
232023.06.06 08:00s/l60.101.665741.665741.679995.3710014.81
242023.06.06 08:00s/l70.101.665741.665741.67999-39.979974.84
252023.06.06 10:00buy80.101.664980.000000.00000
262023.06.06 10:00modify80.101.664981.653981.67998
272023.06.08 16:00t/p80.101.679981.653981.67998109.4010084.25
282023.06.13 10:00sell90.101.678490.000000.00000
292023.06.13 10:00modify90.101.678491.689491.66349
302023.06.15 14:00s/l90.101.689491.689491.66349-81.8810002.37
312023.06.16 12:00sell100.101.696500.000000.00000
322023.06.16 12:00modify100.101.696501.707501.68150
332023.06.19 12:00sell110.101.690200.000000.00000
342023.06.19 12:00modify110.101.690201.695751.68150
352023.06.19 12:00modify100.101.696501.695751.68150
362023.06.19 21:00sell120.101.687220.000000.00000
372023.06.19 21:00modify120.101.687221.692751.68150
382023.06.19 21:00sell130.101.687220.000000.00000
392023.06.19 21:00modify130.101.687221.691251.68150
402023.06.19 21:00modify110.101.690201.691251.68150
412023.06.19 21:00modify100.101.696501.691251.68150
422023.06.19 22:00modify120.101.687221.691251.68150
432023.06.19 23:00s/l100.101.691251.691251.6815038.1110040.48
442023.06.19 23:00s/l110.101.691251.691251.68150-7.6910032.79
452023.06.19 23:00s/l120.101.691251.691251.68150-29.5210003.27
462023.06.19 23:00s/l130.101.691251.691251.68150-29.529973.75
472023.06.21 09:00buy140.101.683710.000000.00000
482023.06.21 09:00modify140.101.683711.672711.69871
492023.06.26 12:00s/l140.101.672711.672711.69871-81.179892.58
502023.06.26 12:00buy150.101.672230.000000.00000
512023.06.26 12:00modify150.101.672231.661231.68723
522023.06.27 17:00buy160.101.681310.000000.00000
532023.06.27 17:00modify160.101.681311.675981.68723
542023.06.27 17:00buy170.101.681310.000000.00000
552023.06.27 17:00modify170.101.681311.677481.68723
562023.06.27 17:00modify150.101.672231.677481.68723
572023.06.27 18:00modify160.101.681311.677481.68723
582023.06.28 12:00s/l150.101.677481.677481.6872338.229930.80
592023.06.28 12:00s/l160.101.677481.677481.68723-28.189902.62
602023.06.28 12:00s/l170.101.677481.677481.68723-28.189874.44
612023.06.28 12:00buy180.101.676770.000000.00000
622023.06.28 12:00modify180.101.676771.665771.69177
632023.07.03 17:00buy190.101.682900.000000.00000
642023.07.03 17:00modify190.101.682901.677521.69177
652023.07.03 17:00modify180.101.676771.677521.69177
662023.07.06 08:00t/p180.101.691771.677521.69177108.699983.13
672023.07.06 08:00t/p190.101.691771.677521.6917764.3910047.52
682023.07.06 11:00sell200.101.696200.000000.00000
692023.07.06 11:00modify200.101.696201.707201.68120
702023.07.07 13:00s/l200.101.707201.707201.68120-80.889966.64
712023.07.10 11:00buy210.101.699460.000000.00000
722023.07.10 11:00modify210.101.699461.688461.71446
732023.07.11 05:00buy220.101.708540.000000.00000
742023.07.11 05:00modify220.101.708541.703211.71446
752023.07.11 05:00buy230.101.708540.000000.00000
762023.07.11 05:00modify230.101.708541.704711.71446
772023.07.11 05:00modify210.101.699461.704711.71446
782023.07.11 06:00modify220.101.708541.704711.71446
792023.07.11 11:00t/p210.101.714461.704711.71446109.7610076.40
802023.07.11 11:00t/p220.101.714461.704711.7144643.3610119.76
812023.07.11 11:00t/p230.101.714461.704711.7144643.3610163.12
822023.07.12 10:00buy240.101.707890.000000.00000
832023.07.12 10:00modify240.101.707891.696891.72289
842023.07.13 08:00buy250.101.714060.000000.00000
852023.07.13 08:00modify250.101.714061.708641.72289
862023.07.13 08:00modify240.101.707891.708641.72289
872023.07.13 14:00t/p240.101.722891.708641.72289109.5310272.65
882023.07.13 14:00t/p250.101.722891.708641.7228964.6910337.34
892023.07.18 11:00sell260.101.732560.000000.00000
902023.07.18 11:00modify260.101.732561.743561.71756
912023.07.18 15:00sell270.101.723560.000000.00000
922023.07.18 15:00modify270.101.723561.728811.71756
932023.07.18 15:00sell280.101.723560.000000.00000
942023.07.18 15:00modify280.101.723561.727311.71756
952023.07.18 15:00modify260.101.732561.727311.71756
962023.07.18 16:00modify270.101.723561.727311.71756
972023.07.18 21:00t/p260.101.717561.727311.71756109.8510447.19
982023.07.18 21:00t/p270.101.717561.727311.7175643.9410491.13
992023.07.18 21:00t/p280.101.717561.727311.7175643.9410535.07
1002023.07.21 11:00buy290.101.690150.000000.00000
1012023.07.21 11:00modify290.101.690151.679151.70515
1022023.07.21 16:00buy300.101.699170.000000.00000
1032023.07.21 16:00modify300.101.699171.693901.70515
1042023.07.21 16:00buy310.101.699170.000000.00000
1052023.07.21 16:00modify310.101.699171.695401.70515
1062023.07.21 16:00modify290.101.690151.695401.70515
1072023.07.21 17:00modify300.101.699171.695401.70515
1082023.07.24 09:00s/l290.101.695401.695401.7051538.3410573.41
1092023.07.24 09:00s/l300.101.695401.695401.70515-27.7410545.67
1102023.07.24 09:00s/l310.101.695401.695401.70515-27.7410517.93
1112023.07.24 09:00buy320.101.692080.000000.00000
1122023.07.24 09:00modify320.101.692081.681081.70708
1132023.07.26 06:00buy330.101.701080.000000.00000
1142023.07.26 06:00modify330.101.701081.695831.70708
1152023.07.26 06:00buy340.101.701080.000000.00000
1162023.07.26 06:00modify340.101.701081.697331.70708
1172023.07.26 06:00modify320.101.692081.697331.70708
1182023.07.26 07:00modify330.101.701081.697331.70708
1192023.07.26 13:00t/p320.101.707081.697331.70708109.6410627.58
1202023.07.26 13:00t/p330.101.707081.697331.7070843.9510671.53
1212023.07.26 13:00t/p340.101.707081.697331.7070843.9510715.48
1222023.07.28 11:00sell350.101.700550.000000.00000
1232023.07.28 11:00modify350.101.700551.711551.68555
1242023.07.31 19:00sell360.101.691280.000000.00000
1252023.07.31 19:00modify360.101.691281.696801.68555
1262023.07.31 19:00sell370.101.691280.000000.00000
1272023.07.31 19:00modify370.101.691281.695301.68555
1282023.07.31 19:00modify350.101.700551.695301.68555
1292023.07.31 20:00modify360.101.691281.695301.68555
1302023.08.01 04:00s/l350.101.695301.695301.6855537.7810753.26
1312023.08.01 04:00s/l360.101.695301.695301.68555-29.7810723.48
1322023.08.01 04:00s/l370.101.695301.695301.68555-29.7810693.70
1332023.08.03 11:00buy380.101.692510.000000.00000
1342023.08.03 11:00modify380.101.692511.681511.70751
1352023.08.04 10:00buy390.101.698730.000000.00000
1362023.08.04 10:00modify390.101.698731.693261.70751
1372023.08.04 10:00modify380.101.692511.693261.70751
1382023.08.07 14:00t/p380.101.707511.693261.70751109.6410803.34
1392023.08.07 14:00t/p390.101.707511.693261.7075164.2010867.54
1402023.08.10 09:00sell400.101.710160.000000.00000
1412023.08.10 09:00modify400.101.710161.721161.69516
1422023.08.16 10:00s/l400.101.721161.721161.69516-81.8810785.67
1432023.08.23 09:00buy410.101.718320.000000.00000
1442023.08.23 09:00modify410.101.718321.707321.73332
1452023.09.06 14:00s/l410.101.707321.707321.73332-82.2510703.42
1462023.09.07 11:00buy420.101.700540.000000.00000
1472023.09.07 11:00modify420.101.700541.689541.71554
1482023.09.12 14:00s/l420.101.689541.689541.71554-80.9410622.48
1492023.09.14 11:00buy430.101.685200.000000.00000
1502023.09.14 11:00modify430.101.685201.674201.70020
1512023.09.14 18:00s/l430.101.674201.674201.70020-80.5810541.90
1522023.09.19 09:00buy440.101.665140.000000.00000
1532023.09.19 09:00modify440.101.665141.654141.68014
1542023.09.21 12:00s/l440.101.654141.654141.68014-81.0610460.85
1552023.09.22 09:00buy450.101.649950.000000.00000
1562023.09.22 09:00modify450.101.649951.638951.66495
1572023.09.27 15:00s/l450.101.638951.638951.66495-80.9410379.91
1582023.10.04 09:00sell460.101.658850.000000.00000
1592023.10.04 09:00modify460.101.658851.669851.64385
1602023.10.04 13:00s/l460.101.669851.669851.64385-80.5610299.35
1612023.10.06 12:00sell470.101.675040.000000.00000
1622023.10.06 12:00modify470.101.675041.686041.66004
1632023.10.11 08:00sell480.101.668940.000000.00000
1642023.10.11 08:00modify480.101.668941.674291.66004
1652023.10.11 08:00modify470.101.675041.674291.66004
1662023.10.11 13:00s/l470.101.674291.674291.660044.5010303.85
1672023.10.11 13:00s/l480.101.674291.674291.66004-39.1810264.67
1682023.10.13 11:00buy490.101.665220.000000.00000
1692023.10.13 11:00modify490.101.665221.654221.68022
1702023.10.23 08:00buy500.101.671340.000000.00000
1712023.10.23 08:00modify500.101.671341.665971.68022
1722023.10.23 08:00modify490.101.665221.665971.68022
1732023.10.26 10:00s/l490.101.665971.665971.680223.9510268.62
1742023.10.26 10:00s/l500.101.665971.665971.68022-39.9210228.70
1752023.10.31 11:00sell510.101.685980.000000.00000
1762023.10.31 11:00modify510.101.685981.696981.67098
1772023.11.02 14:00sell520.101.679790.000000.00000
1782023.11.02 14:00modify520.101.679791.685231.67098
1792023.11.02 14:00modify510.101.685981.685231.67098
1802023.11.03 13:00s/l510.101.685231.685231.670983.8410232.54
1812023.11.03 13:00s/l520.101.685231.685231.67098-40.1710192.37
1822023.11.06 11:00sell530.101.693750.000000.00000
1832023.11.06 11:00modify530.101.693751.704751.67875
1842023.11.09 20:00sell540.101.687650.000000.00000
1852023.11.09 20:00modify540.101.687651.693001.67875
1862023.11.09 20:00modify530.101.693751.693001.67875
1872023.11.13 14:00s/l530.101.693001.693001.678753.1910195.56
1882023.11.13 14:00s/l540.101.693001.693001.67875-39.8410155.72
1892023.11.14 10:00sell550.101.699940.000000.00000
1902023.11.14 10:00modify550.101.699941.710941.68494
1912023.11.14 15:00s/l550.101.710941.710941.68494-80.5510075.17
1922023.11.17 09:00buy560.101.702200.000000.00000
1932023.11.17 09:00modify560.101.702201.691201.71720
1942023.11.19 23:00buy570.101.708420.000000.00000
1952023.11.19 23:00modify570.101.708421.702951.71720
1962023.11.19 23:00modify560.101.702201.702951.71720
1972023.11.21 02:00t/p560.101.717201.702951.71720109.6410184.81
1982023.11.21 02:00t/p570.101.717201.702951.7172064.0710248.89
1992023.11.23 10:00sell580.101.718310.000000.00000
2002023.11.23 10:00modify580.101.718311.729311.70331
2012023.12.05 17:00sell590.101.709080.000000.00000
2022023.12.05 17:00modify590.101.709081.714561.70331
2032023.12.05 17:00sell600.101.709080.000000.00000
2042023.12.05 17:00modify600.101.709081.713061.70331
2052023.12.05 17:00modify580.101.718311.713061.70331
2062023.12.05 18:00modify590.101.709081.713061.70331
2072023.12.07 18:00s/l580.101.713061.713061.7033133.8410282.73
2082023.12.07 18:00s/l590.101.713061.713061.70331-30.4710252.26
2092023.12.07 18:00s/l600.101.713061.713061.70331-30.4710221.79
2102023.12.08 10:00buy610.101.705550.000000.00000
2112023.12.08 10:00modify610.101.705551.694551.72055
2122023.12.11 12:00buy620.101.711580.000000.00000
2132023.12.11 12:00modify620.101.711581.706301.72055
2142023.12.11 12:00modify610.101.705551.706301.72055
2152023.12.11 13:00s/l610.101.706301.706301.720555.3810227.17
2162023.12.11 13:00s/l620.101.706301.706301.72055-38.6810188.49
2172023.12.13 11:00buy630.101.701670.000000.00000
2182023.12.13 11:00modify630.101.701671.690671.71667
2192023.12.18 12:00s/l630.101.690671.690671.71667-81.1710107.32
2202023.12.18 12:00buy640.101.691340.000000.00000
2212023.12.18 12:00modify640.101.691341.680341.70634
2222023.12.19 10:00buy650.101.700340.000000.00000
2232023.12.19 10:00modify650.101.700341.695091.70634
2242023.12.19 10:00buy660.101.700340.000000.00000
2252023.12.19 10:00modify660.101.700341.696591.70634
2262023.12.19 10:00modify640.101.691341.696591.70634
2272023.12.19 11:00modify650.101.700341.696591.70634
2282023.12.19 20:00s/l640.101.696591.696591.7063438.3410145.66
2292023.12.19 20:00s/l650.101.696591.696591.70634-27.4710118.19
2302023.12.19 20:00s/l660.101.696591.696591.70634-27.4710090.72
2312023.12.21 09:00buy670.101.684230.000000.00000
2322023.12.21 09:00modify670.101.684231.673231.69923
2332023.12.21 13:00buy680.101.690300.000000.00000
2342023.12.21 13:00modify680.101.690301.684981.69923
2352023.12.21 13:00modify670.101.684231.684981.69923
2362023.12.21 16:00s/l670.101.684981.684981.699235.4910096.21
2372023.12.21 16:00s/l680.101.684981.684981.69923-38.9710057.24
2382023.12.22 12:00sell690.101.689750.000000.00000
2392023.12.22 12:00modify690.101.689751.700751.67475
2402023.12.25 02:00sell700.101.680640.000000.00000
2412023.12.25 02:00modify700.101.680641.686001.67475
2422023.12.25 02:00sell710.101.680640.000000.00000
2432023.12.25 02:00modify710.101.680641.684501.67475
2442023.12.25 02:00modify690.101.689751.684501.67475
2452023.12.25 03:00modify700.101.680641.684501.67475
2462023.12.26 00:00s/l690.101.684501.684501.6747537.7910095.03
2472023.12.26 00:00s/l700.101.684501.684501.67475-28.6010066.43
2482023.12.26 00:00s/l710.101.684501.684501.67475-28.6010037.83
2492024.01.02 11:00buy720.101.682460.000000.00000
2502024.01.02 11:00modify720.101.682461.671461.69746
2512024.01.03 20:00buy730.101.691710.000000.00000
2522024.01.03 20:00modify730.101.691711.686211.69746
2532024.01.03 20:00buy740.101.691710.000000.00000
2542024.01.03 20:00modify740.101.691711.687711.69746
2552024.01.03 20:00modify720.101.682461.687711.69746
2562024.01.03 21:00modify730.101.691711.687711.69746
2572024.01.05 16:00t/p720.101.697461.687711.69746109.2910147.12
2582024.01.05 16:00t/p730.101.697461.687711.6974641.6410188.76
2592024.01.05 16:00t/p740.101.697461.687711.6974641.6410230.41
2602024.01.12 09:00buy750.101.705370.000000.00000
2612024.01.12 09:00modify750.101.705371.694371.72037
2622024.01.17 10:00buy760.101.714450.000000.00000
2632024.01.17 10:00modify760.101.714451.709121.72037
2642024.01.17 10:00buy770.101.714450.000000.00000
2652024.01.17 10:00modify770.101.714451.710621.72037
2662024.01.17 10:00modify750.101.705371.710621.72037
2672024.01.17 11:00modify760.101.714451.710621.72037
2682024.01.17 14:00s/l750.101.710621.710621.7203738.1010268.51
2692024.01.17 14:00s/l760.101.710621.710621.72037-28.0610240.45
2702024.01.17 14:00s/l770.101.710621.710621.72037-28.0610212.39
2712024.01.19 09:00buy780.101.709470.000000.00000
2722024.01.19 09:00modify780.101.709471.698471.72447
2732024.01.30 16:00s/l780.101.698471.698471.72447-81.6510130.74
2742024.02.01 12:00buy790.101.699500.000000.00000
2752024.02.01 12:00modify790.101.699501.688501.71450
2762024.02.02 03:00buy800.101.705570.000000.00000
2772024.02.02 03:00modify800.101.705571.700251.71450
2782024.02.02 03:00modify790.101.699501.700251.71450
2792024.02.02 17:00s/l790.101.700251.700251.714505.3810136.12
2802024.02.02 17:00s/l800.101.700251.700251.71450-38.9710097.15
2812024.02.13 10:00sell810.101.702020.000000.00000
2822024.02.13 10:00modify810.101.702021.713021.68702
2832024.02.15 22:00sell820.101.696010.000000.00000
2842024.02.15 22:00modify820.101.696011.701271.68702
2852024.02.15 22:00modify810.101.702021.701271.68702
2862024.02.16 20:00s/l810.101.701271.701271.687023.8410100.99
2872024.02.16 20:00s/l820.101.701271.701271.68702-38.8610062.13
2882024.03.22 09:00buy830.101.709660.000000.00000
2892024.03.22 09:00modify830.101.709661.698661.72466
2902024.03.26 23:00buy840.101.715690.000000.00000
2912024.03.26 23:00modify840.101.715691.710411.72466
2922024.03.26 23:00modify830.101.709661.710411.72466
2932024.03.28 16:00s/l830.101.710411.710411.724664.7810066.91
2942024.03.28 16:00s/l840.101.710411.710411.72466-39.1610027.75
2952024.04.12 11:00buy850.101.714860.000000.00000
2962024.04.12 11:00modify850.101.714861.703861.72986
2972024.04.19 16:00s/l850.101.703861.703861.72986-81.419946.34
2982024.04.22 10:00buy860.101.694550.000000.00000
2992024.04.22 10:00modify860.101.694551.683551.70955
3002024.04.23 16:00buy870.101.700580.000000.00000
3012024.04.23 16:00modify870.101.700581.695301.70955
3022024.04.23 16:00modify860.101.694551.695301.70955
3032024.04.25 07:00t/p860.101.709551.695301.70955109.2910055.63
3042024.04.25 07:00t/p870.101.709551.695301.7095565.2210120.85
3052024.04.25 09:00sell880.101.711800.000000.00000
3062024.04.25 09:00modify880.101.711801.722801.69680
3072024.04.30 14:00s/l880.101.722801.722801.69680-81.5510039.30