Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 20:00 (2023.05.01 - 2024.05.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; 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 modelled79428Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit1104.33Gross profit1951.79Gross loss-847.45
Profit factor2.30Expected payoff14.72
Absolute drawdown43.02Maximal drawdown294.68 (2.63%)Relative drawdown2.63% (294.68)
Total trades75Short positions (won %)42 (54.76%)Long positions (won %)33 (42.42%)
Profit trades (% of total)37 (49.33%)Loss trades (% of total)38 (50.67%)
Largestprofit trade109.65loss trade-105.50
Averageprofit trade52.75loss trade-22.30
Maximumconsecutive wins (profit in money)9 (545.58)consecutive losses (loss in money)3 (-128.92)
Maximalconsecutive profit (count of wins)545.58 (9)consecutive loss (count of losses)-128.92 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.01 16:00buy10.101.692380.000000.00000
22023.05.01 16:00modify10.101.692381.678381.70738
32023.05.02 18:55buy20.101.699380.000000.00000
42023.05.02 18:55modify20.101.699381.697631.70738
52023.05.02 18:55buy30.101.699380.000000.00000
62023.05.02 18:55modify30.101.699381.697631.70738
72023.05.02 18:55modify10.101.692381.697631.70738
82023.05.02 21:05s/l10.101.697631.697631.7073838.3410038.34
92023.05.02 21:05s/l20.101.697631.697631.70738-12.8310025.51
102023.05.02 21:05s/l30.101.697631.697631.70738-12.8310012.68
112023.05.03 16:00sell40.101.707530.000000.00000
122023.05.03 16:00modify40.101.707531.721531.69253
132023.05.05 12:05sell50.101.700710.000000.00000
142023.05.05 12:05modify50.101.700711.702281.69253
152023.05.05 12:05sell60.101.700710.000000.00000
162023.05.05 12:05modify60.101.700711.702281.69253
172023.05.05 12:05modify40.101.707531.702281.69253
182023.05.05 12:30sell70.101.696180.000000.00000
192023.05.05 12:30modify70.101.696181.700781.69253
202023.05.05 12:30modify60.101.700711.700781.69253
212023.05.05 12:30modify50.101.700711.700781.69253
222023.05.05 12:30modify40.101.707531.700781.69253
232023.05.05 13:15t/p40.101.692531.700781.69253108.5510121.23
242023.05.05 13:15t/p50.101.692531.700781.6925359.9210181.15
252023.05.05 13:15t/p60.101.692531.700781.6925359.9210241.07
262023.05.05 13:15t/p70.101.692531.700781.6925326.7410267.81
272023.05.30 12:00sell80.101.688480.000000.00000
282023.05.30 12:00modify80.101.688481.702481.67348
292023.06.02 07:59sell90.101.681440.000000.00000
302023.06.02 07:59modify90.101.681441.683231.67348
312023.06.02 07:59sell100.101.681440.000000.00000
322023.06.02 07:59modify100.101.681441.683231.67348
332023.06.02 07:59modify80.101.688481.683231.67348
342023.06.02 14:40sell110.101.677230.000000.00000
352023.06.02 14:40modify110.101.677231.681731.67348
362023.06.02 14:40modify100.101.681441.681731.67348
372023.06.02 14:40modify90.101.681441.681731.67348
382023.06.02 14:40modify80.101.688481.681731.67348
392023.06.02 18:20t/p80.101.673481.681731.67348108.2210376.04
402023.06.02 18:20t/p90.101.673481.681731.6734858.3110434.35
412023.06.02 18:20t/p100.101.673481.681731.6734858.3110492.66
422023.06.02 18:20t/p110.101.673481.681731.6734827.4710520.13
432023.06.08 16:00sell120.101.678580.000000.00000
442023.06.08 16:00modify120.101.678581.692581.66358
452023.06.09 09:40sell130.101.671630.000000.00000
462023.06.09 09:40modify130.101.671631.673331.66358
472023.06.09 09:40sell140.101.671630.000000.00000
482023.06.09 09:40modify140.101.671631.673331.66358
492023.06.09 09:40modify120.101.678581.673331.66358
502023.06.09 10:20s/l120.101.673331.673331.6635838.1310558.26
512023.06.09 10:20s/l130.101.673331.673331.66358-12.4510545.81
522023.06.09 10:20s/l140.101.673331.673331.66358-12.4510533.36
532023.06.21 16:00buy150.101.678970.000000.00000
542023.06.21 16:00modify150.101.678971.664971.69397
552023.07.05 21:20buy160.101.685830.000000.00000
562023.07.05 21:20modify160.101.685831.684221.69397
572023.07.05 21:20buy170.101.685830.000000.00000
582023.07.05 21:20modify170.101.685831.684221.69397
592023.07.05 21:20modify150.101.678971.684221.69397
602023.07.06 05:40buy180.101.690400.000000.00000
612023.07.06 05:40modify180.101.690401.685721.69397
622023.07.06 05:40modify170.101.685831.685721.69397
632023.07.06 05:40modify160.101.685831.685721.69397
642023.07.06 05:40modify150.101.678971.685721.69397
652023.07.06 10:20t/p150.101.693971.685721.69397107.8710641.23
662023.07.06 10:20t/p160.101.693971.685721.6939759.2810700.51
672023.07.06 10:20t/p170.101.693971.685721.6939759.2810759.79
682023.07.06 10:20t/p180.101.693971.685721.6939726.1510785.94
692023.07.06 12:00sell190.101.697070.000000.00000
702023.07.06 12:00modify190.101.697071.711071.68207
712023.07.11 06:40s/l190.101.711071.711071.68207-103.5310682.41
722023.07.11 12:00sell200.101.714610.000000.00000
732023.07.11 12:00modify200.101.714611.728611.69961
742023.07.12 09:30sell210.101.707760.000000.00000
752023.07.12 09:30modify210.101.707761.709361.69961
762023.07.12 09:30sell220.101.707760.000000.00000
772023.07.12 09:30modify220.101.707761.709361.69961
782023.07.12 09:30modify200.101.714611.709361.69961
792023.07.12 12:20s/l200.101.709361.709361.6996138.1310720.55
802023.07.12 12:20s/l210.101.709361.709361.69961-11.7210708.83
812023.07.12 12:20s/l220.101.709361.709361.69961-11.7210697.11
822023.07.14 16:00sell230.101.731090.000000.00000
832023.07.14 16:00modify230.101.731091.745091.71609
842023.07.17 14:00sell240.101.724320.000000.00000
852023.07.17 14:00modify240.101.724321.725841.71609
862023.07.17 14:00sell250.101.724320.000000.00000
872023.07.17 14:00modify250.101.724321.725841.71609
882023.07.17 14:00modify230.101.731091.725841.71609
892023.07.17 17:40s/l230.101.725841.725841.7160938.1210735.23
902023.07.17 17:40s/l240.101.725841.725841.71609-11.1310724.10
912023.07.17 17:40s/l250.101.725841.725841.71609-11.1310712.97
922023.07.24 16:00buy260.101.687680.000000.00000
932023.07.24 16:00modify260.101.687681.673681.70268
942023.07.25 13:40buy270.101.694730.000000.00000
952023.07.25 13:40modify270.101.694731.692931.70268
962023.07.25 13:40buy280.101.694730.000000.00000
972023.07.25 13:40modify280.101.694731.692931.70268
982023.07.25 13:40modify260.101.687681.692931.70268
992023.07.25 13:55s/l260.101.692931.692931.7026838.3410751.31
1002023.07.25 13:55s/l270.101.692931.692931.70268-13.1910738.12
1012023.07.25 13:55s/l280.101.692931.692931.70268-13.1910724.93
1022023.07.26 12:00sell290.101.706090.000000.00000
1032023.07.26 12:00modify290.101.706091.720091.69109
1042023.07.27 13:40sell300.101.694580.000000.00000
1052023.07.27 13:40modify300.101.694581.699341.69109
1062023.07.27 13:40modify290.101.706091.699341.69109
1072023.07.27 21:20t/p290.101.691091.699341.69109108.8710833.80
1082023.07.27 21:20t/p300.101.691091.699341.6910925.5610859.36
1092023.08.23 12:00buy310.101.714120.000000.00000
1102023.08.23 12:00modify310.101.714121.700121.72912
1112023.08.23 13:30buy320.101.720990.000000.00000
1122023.08.23 13:30modify320.101.720991.719371.72912
1132023.08.23 13:30buy330.101.720990.000000.00000
1142023.08.23 13:30modify330.101.720991.719371.72912
1152023.08.23 13:30modify310.101.714121.719371.72912
1162023.08.23 14:40s/l310.101.719371.719371.7291238.4710897.83
1172023.08.23 14:40s/l320.101.719371.719371.72912-11.8610885.97
1182023.08.23 14:40s/l330.101.719371.719371.72912-11.8610874.11
1192023.09.14 16:00buy340.101.676900.000000.00000
1202023.09.14 16:00modify340.101.676901.662901.69190
1212023.09.19 12:40s/l340.101.662901.662901.69190-102.9310771.18
1222023.09.22 12:00buy350.101.646880.000000.00000
1232023.09.22 12:00modify350.101.646881.632881.66188
1242023.09.29 15:50buy360.101.653910.000000.00000
1252023.09.29 15:50modify360.101.653911.652131.66188
1262023.09.29 15:50buy370.101.653910.000000.00000
1272023.09.29 15:50modify370.101.653911.652131.66188
1282023.09.29 15:50modify350.101.646881.652131.66188
1292023.09.29 16:40s/l350.101.652131.652131.6618837.6310808.81
1302023.09.29 16:40s/l360.101.652131.652131.66188-13.0410795.77
1312023.09.29 16:40s/l370.101.652131.652131.66188-13.0410782.73
1322023.10.04 16:00sell380.101.670080.000000.00000
1332023.10.04 16:00modify380.101.670081.684081.65508
1342023.10.09 08:30sell390.101.663230.000000.00000
1352023.10.09 08:30modify390.101.663231.664831.65508
1362023.10.09 08:30sell400.101.663230.000000.00000
1372023.10.09 08:30modify400.101.663231.664831.65508
1382023.10.09 08:30modify380.101.670081.664831.65508
1392023.10.09 09:30s/l380.101.664831.664831.6550836.8010819.53
1402023.10.09 09:30s/l390.101.664831.664831.65508-11.7210807.81
1412023.10.09 09:30s/l400.101.664831.664831.65508-11.7210796.09
1422023.10.13 16:00buy410.101.657190.000000.00000
1432023.10.13 16:00modify410.101.657191.643191.67219
1442023.10.17 12:15buy420.101.663970.000000.00000
1452023.10.17 12:15modify420.101.663971.662441.67219
1462023.10.17 12:15buy430.101.663970.000000.00000
1472023.10.17 12:15modify430.101.663971.662441.67219
1482023.10.17 12:15modify410.101.657191.662441.67219
1492023.10.17 12:20s/l410.101.662441.662441.6721938.2210834.32
1502023.10.17 12:20s/l420.101.662441.662441.67219-11.2110823.11
1512023.10.17 12:20s/l430.101.662441.662441.67219-11.2110811.90
1522023.10.27 16:00sell440.101.684740.000000.00000
1532023.10.27 16:00modify440.101.684741.698741.66974
1542023.10.30 00:40sell450.101.677990.000000.00000
1552023.10.30 00:40modify450.101.677991.679491.66974
1562023.10.30 00:40sell460.101.677990.000000.00000
1572023.10.30 00:40modify460.101.677991.679491.66974
1582023.10.30 00:40modify440.101.684741.679491.66974
1592023.10.30 03:40s/l440.101.679491.679491.6697438.1310850.03
1602023.10.30 03:40s/l450.101.679491.679491.66974-10.9810839.05
1612023.10.30 03:40s/l460.101.679491.679491.66974-10.9810828.07
1622023.11.03 16:00sell470.101.691320.000000.00000
1632023.11.03 16:00modify470.101.691321.705321.67632
1642023.11.14 13:40s/l470.101.705321.705321.67632-105.5010722.56
1652023.11.14 16:00sell480.101.709590.000000.00000
1662023.11.14 16:00modify480.101.709591.723591.69459
1672023.11.15 14:40sell490.101.698320.000000.00000
1682023.11.15 14:40modify490.101.698321.702841.69459
1692023.11.15 14:40modify480.101.709591.702841.69459
1702023.11.16 13:20s/l480.101.702841.702841.6945948.1210770.69
1712023.11.16 13:20s/l490.101.702841.702841.69459-34.1010736.59
1722023.12.14 16:00sell500.101.712280.000000.00000
1732023.12.14 16:00modify500.101.712281.726281.69728
1742023.12.15 13:20sell510.101.705450.000000.00000
1752023.12.15 13:20modify510.101.705451.707031.69728
1762023.12.15 13:20sell520.101.705450.000000.00000
1772023.12.15 13:20modify520.101.705451.707031.69728
1782023.12.15 13:20modify500.101.712281.707031.69728
1792023.12.15 14:50sell530.101.700920.000000.00000
1802023.12.15 14:50modify530.101.700921.705531.69728
1812023.12.15 14:50modify520.101.705451.705531.69728
1822023.12.15 14:50modify510.101.705451.705531.69728
1832023.12.15 14:50modify500.101.712281.705531.69728
1842023.12.15 16:05t/p500.101.697281.705531.69728109.5410846.13
1852023.12.15 16:05t/p510.101.697281.705531.6972859.8510905.98
1862023.12.15 16:05t/p520.101.697281.705531.6972859.8510965.83
1872023.12.15 16:05t/p530.101.697281.705531.6972826.6710992.50
1882023.12.18 12:00buy540.101.691340.000000.00000
1892023.12.18 12:00modify540.101.691341.677341.70634
1902023.12.19 08:50buy550.101.698280.000000.00000
1912023.12.19 08:50modify550.101.698281.696591.70634
1922023.12.19 08:50buy560.101.698280.000000.00000
1932023.12.19 08:50modify560.101.698281.696591.70634
1942023.12.19 08:50modify540.101.691341.696591.70634
1952023.12.19 12:20buy570.101.702870.000000.00000
1962023.12.19 12:20modify570.101.702871.698091.70634
1972023.12.19 12:20modify560.101.698281.698091.70634
1982023.12.19 12:20modify550.101.698281.698091.70634
1992023.12.19 12:20modify540.101.691341.698091.70634
2002023.12.19 15:40s/l540.101.698091.698091.7063449.3311041.83
2012023.12.19 15:40s/l550.101.698091.698091.70634-1.4011040.43
2022023.12.19 15:40s/l560.101.698091.698091.70634-1.4011039.03
2032023.12.19 15:40s/l570.101.698091.698091.70634-35.0211004.01
2042023.12.20 12:00buy580.101.687850.000000.00000
2052023.12.20 12:00modify580.101.687851.673851.70285
2062024.01.04 10:35buy590.101.694620.000000.00000
2072024.01.04 10:35modify590.101.694621.693101.70285
2082024.01.04 10:35buy600.101.694620.000000.00000
2092024.01.04 10:35modify600.101.694621.693101.70285
2102024.01.04 10:35modify580.101.687851.693101.70285
2112024.01.04 10:40s/l580.101.693101.693101.7028536.4511040.46
2122024.01.04 10:40s/l590.101.693101.693101.70285-11.1311029.33
2132024.01.04 10:40s/l600.101.693101.693101.70285-11.1311018.20
2142024.01.17 12:00sell610.101.716450.000000.00000
2152024.01.17 12:00modify610.101.716451.730451.70145
2162024.01.17 13:50sell620.101.709600.000000.00000
2172024.01.17 13:50modify620.101.709601.711201.70145
2182024.01.17 13:50sell630.101.709600.000000.00000
2192024.01.17 13:50modify630.101.709601.711201.70145
2202024.01.17 13:50modify610.101.716451.711201.70145
2212024.01.17 13:55s/l610.101.711201.711201.7014538.4511056.65
2222024.01.17 13:55s/l620.101.711201.711201.70145-11.7211044.93
2232024.01.17 13:55s/l630.101.711201.711201.70145-11.7211033.21
2242024.02.20 16:00sell640.101.710510.000000.00000
2252024.02.20 16:00modify640.101.710511.724511.69551
2262024.02.21 15:40sell650.101.703660.000000.00000
2272024.02.21 15:40modify650.101.703661.705261.69551
2282024.02.21 15:40sell660.101.703660.000000.00000
2292024.02.21 15:40modify660.101.703661.705261.69551
2302024.02.21 15:40modify640.101.710511.705261.69551
2312024.02.21 16:30s/l640.101.705261.705261.6955138.1311071.34
2322024.02.21 16:30s/l650.101.705261.705261.69551-11.7211059.62
2332024.02.21 16:30s/l660.101.705261.705261.69551-11.7211047.90
2342024.03.08 16:00sell670.101.732510.000000.00000
2352024.03.08 16:00modify670.101.732511.746511.71751
2362024.03.12 15:45sell680.101.725580.000000.00000
2372024.03.12 15:45modify680.101.725581.727261.71751
2382024.03.12 15:45sell690.101.725580.000000.00000
2392024.03.12 15:45modify690.101.725581.727261.71751
2402024.03.12 15:45modify670.101.732511.727261.71751
2412024.03.13 11:40s/l670.101.727261.727261.7175137.4611085.36
2422024.03.13 11:40s/l680.101.727261.727261.71751-12.6311072.73
2432024.03.13 11:40s/l690.101.727261.727261.71751-12.6311060.10
2442024.03.21 16:00buy700.101.715300.000000.00000
2452024.03.21 16:00modify700.101.715301.701301.73030
2462024.04.09 11:40buy710.101.722340.000000.00000
2472024.04.09 11:40modify710.101.722341.720551.73030
2482024.04.09 11:40buy720.101.722340.000000.00000
2492024.04.09 11:40modify720.101.722341.720551.73030
2502024.04.09 11:40modify700.101.715301.720551.73030
2512024.04.09 16:40s/l700.101.720551.720551.7303036.4411096.54
2522024.04.09 16:40s/l710.101.720551.720551.73030-13.1211083.42
2532024.04.09 16:40s/l720.101.720551.720551.73030-13.1211070.30
2542024.04.19 16:00buy730.101.704220.000000.00000
2552024.04.19 16:00modify730.101.704221.690221.71922
2562024.04.22 11:30s/l730.101.690221.690221.71922-102.6810967.62
2572024.04.22 12:00buy740.101.689640.000000.00000
2582024.04.22 12:00modify740.101.689641.675641.70464
2592024.04.23 13:40buy750.101.700930.000000.00000
2602024.04.23 13:40modify750.101.700931.696391.70464
2612024.04.23 13:40modify740.101.689641.696391.70464
2622024.04.24 12:30t/p740.101.704641.696391.70464109.6511077.27
2632024.04.24 12:30t/p750.101.704641.696391.7046427.0611104.33