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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1914Ticks modelled17938466Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit540.19Gross profit1354.43Gross loss-814.24
Profit factor1.66Expected payoff6.93
Absolute drawdown39.64Maximal drawdown257.56 (2.40%)Relative drawdown2.40% (257.56)
Total trades78Short positions (won %)46 (43.48%)Long positions (won %)32 (31.25%)
Profit trades (% of total)30 (38.46%)Loss trades (% of total)48 (61.54%)
Largestprofit trade108.87loss trade-103.53
Averageprofit trade45.15loss trade-16.96
Maximumconsecutive wins (profit in money)5 (294.68)consecutive losses (loss in money)3 (-125.95)
Maximalconsecutive profit (count of wins)294.68 (5)consecutive loss (count of losses)-125.95 (3)
Averageconsecutive wins1consecutive 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 14:36buy20.101.699150.000000.00000
42023.05.02 14:36modify20.101.699151.697631.70738
52023.05.02 14:36buy30.101.699150.000000.00000
62023.05.02 14:36modify30.101.699151.697631.70738
72023.05.02 14:36modify10.101.692381.697631.70738
82023.05.02 14:56s/l10.101.697631.697631.7073838.3410038.34
92023.05.02 14:56s/l20.101.697631.697631.70738-11.1410027.20
102023.05.02 14:56s/l30.101.697631.697631.70738-11.1410016.06
112023.05.03 16:00sell40.101.707530.000000.00000
122023.05.03 16:00modify40.101.707531.721531.69253
132023.05.04 21:08sell50.101.700760.000000.00000
142023.05.04 21:08modify50.101.700761.702281.69253
152023.05.04 21:08sell60.101.700760.000000.00000
162023.05.04 21:08modify60.101.700761.702281.69253
172023.05.04 21:08modify40.101.707531.702281.69253
182023.05.04 21:30s/l40.101.702281.702281.6925337.4610053.52
192023.05.04 21:30s/l50.101.702281.702281.69253-11.1410042.38
202023.05.04 21:30s/l60.101.702281.702281.69253-11.1410031.24
212023.05.30 12:00sell70.101.688480.000000.00000
222023.05.30 12:00modify70.101.688481.702481.67348
232023.06.02 07:16sell80.101.681730.000000.00000
242023.06.02 07:16modify80.101.681731.683231.67348
252023.06.02 07:16sell90.101.681730.000000.00000
262023.06.02 07:16modify90.101.681731.683231.67348
272023.06.02 07:16modify70.101.688481.683231.67348
282023.06.02 14:54sell100.101.677230.000000.00000
292023.06.02 14:54modify100.101.677231.681731.67348
302023.06.02 14:54modify90.101.681731.681731.67348
312023.06.02 14:54modify80.101.681731.681731.67348
322023.06.02 14:54modify70.101.688481.681731.67348
332023.06.02 18:07t/p70.101.673481.681731.67348108.2210139.47
342023.06.02 18:07t/p80.101.673481.681731.6734860.4310199.90
352023.06.02 18:07t/p90.101.673481.681731.6734860.4310260.33
362023.06.02 18:07t/p100.101.673481.681731.6734827.4710287.80
372023.06.08 16:00sell110.101.678580.000000.00000
382023.06.08 16:00modify110.101.678581.692581.66358
392023.06.09 09:39sell120.101.671830.000000.00000
402023.06.09 09:39modify120.101.671831.673331.66358
412023.06.09 09:39sell130.101.671830.000000.00000
422023.06.09 09:39modify130.101.671831.673331.66358
432023.06.09 09:39modify110.101.678581.673331.66358
442023.06.09 10:11s/l110.101.673331.673331.6635838.1310325.93
452023.06.09 10:11s/l120.101.673331.673331.66358-10.9810314.95
462023.06.09 10:11s/l130.101.673331.673331.66358-10.9810303.97
472023.06.21 16:00buy140.101.678970.000000.00000
482023.06.21 16:00modify140.101.678971.664971.69397
492023.06.22 11:00buy150.101.685750.000000.00000
502023.06.22 11:00modify150.101.685751.684221.69397
512023.06.22 11:00buy160.101.685750.000000.00000
522023.06.22 11:00modify160.101.685751.684221.69397
532023.06.22 11:00modify140.101.678971.684221.69397
542023.06.22 11:01s/l140.101.684221.684221.6939738.1010342.07
552023.06.22 11:01s/l150.101.684221.684221.69397-11.2110330.86
562023.06.22 11:01s/l160.101.684221.684221.69397-11.2110319.65
572023.07.06 12:00sell170.101.697070.000000.00000
582023.07.06 12:00modify170.101.697071.711071.68207
592023.07.11 06:22s/l170.101.711071.711071.68207-103.5310216.12
602023.07.11 12:00sell180.101.714610.000000.00000
612023.07.11 12:00modify180.101.714611.728611.69961
622023.07.12 09:03sell190.101.707840.000000.00000
632023.07.12 09:03modify190.101.707841.709361.69961
642023.07.12 09:03sell200.101.707840.000000.00000
652023.07.12 09:03modify200.101.707841.709361.69961
662023.07.12 09:03modify180.101.714611.709361.69961
672023.07.12 12:30s/l180.101.709361.709361.6996138.1310254.25
682023.07.12 12:30s/l190.101.709361.709361.69961-11.1310243.12
692023.07.12 12:30s/l200.101.709361.709361.69961-11.1310231.99
702023.07.14 16:00sell210.101.731090.000000.00000
712023.07.14 16:00modify210.101.731091.745091.71609
722023.07.17 13:35sell220.101.724340.000000.00000
732023.07.17 13:35modify220.101.724341.725841.71609
742023.07.17 13:35sell230.101.724340.000000.00000
752023.07.17 13:35modify230.101.724341.725841.71609
762023.07.17 13:35modify210.101.731091.725841.71609
772023.07.17 17:46s/l210.101.725841.725841.7160938.1210270.11
782023.07.17 17:46s/l220.101.725841.725841.71609-10.9910259.12
792023.07.17 17:46s/l230.101.725841.725841.71609-10.9910248.13
802023.07.24 16:00buy240.101.687680.000000.00000
812023.07.24 16:00modify240.101.687681.673681.70268
822023.07.25 13:09buy250.101.694440.000000.00000
832023.07.25 13:09modify250.101.694441.692931.70268
842023.07.25 13:09buy260.101.694440.000000.00000
852023.07.25 13:09modify260.101.694441.692931.70268
862023.07.25 13:09modify240.101.687681.692931.70268
872023.07.25 13:12s/l240.101.692931.692931.7026838.3410286.48
882023.07.25 13:12s/l250.101.692931.692931.70268-11.0610275.42
892023.07.25 13:12s/l260.101.692931.692931.70268-11.0610264.36
902023.07.26 12:00sell270.101.706090.000000.00000
912023.07.26 12:00modify270.101.706091.720091.69109
922023.07.27 12:49sell280.101.699250.000000.00000
932023.07.27 12:49modify280.101.699251.700841.69109
942023.07.27 12:49sell290.101.699250.000000.00000
952023.07.27 12:49modify290.101.699251.700841.69109
962023.07.27 12:49modify270.101.706091.700841.69109
972023.07.27 13:31sell300.101.694830.000000.00000
982023.07.27 13:31modify300.101.694831.699341.69109
992023.07.27 13:31modify290.101.699251.699341.69109
1002023.07.27 13:31modify280.101.699251.699341.69109
1012023.07.27 13:31modify270.101.706091.699341.69109
1022023.07.27 21:05t/p270.101.691091.699341.69109108.8710373.23
1032023.07.27 21:05t/p280.101.691091.699341.6910959.7610432.99
1042023.07.27 21:05t/p290.101.691091.699341.6910959.7610492.75
1052023.07.27 21:05t/p300.101.691091.699341.6910927.3910520.14
1062023.08.23 12:00buy310.101.714120.000000.00000
1072023.08.23 12:00modify310.101.714121.700121.72912
1082023.08.23 13:30buy320.101.720880.000000.00000
1092023.08.23 13:30modify320.101.720881.719371.72912
1102023.08.23 13:30buy330.101.720880.000000.00000
1112023.08.23 13:30modify330.101.720881.719371.72912
1122023.08.23 13:30modify310.101.714121.719371.72912
1132023.08.23 13:42s/l310.101.719371.719371.7291238.4710558.61
1142023.08.23 13:42s/l320.101.719371.719371.72912-11.0610547.55
1152023.08.23 13:42s/l330.101.719371.719371.72912-11.0610536.49
1162023.09.14 16:00buy340.101.676900.000000.00000
1172023.09.14 16:00modify340.101.676901.662901.69190
1182023.09.19 12:30s/l340.101.662901.662901.69190-102.9310433.56
1192023.09.22 12:00buy350.101.646880.000000.00000
1202023.09.22 12:00modify350.101.646881.632881.66188
1212023.09.29 15:45buy360.101.653630.000000.00000
1222023.09.29 15:45modify360.101.653631.652131.66188
1232023.09.29 15:45buy370.101.653630.000000.00000
1242023.09.29 15:45modify370.101.653631.652131.66188
1252023.09.29 15:45modify350.101.646881.652131.66188
1262023.09.29 16:22s/l350.101.652131.652131.6618837.6310471.19
1272023.09.29 16:22s/l360.101.652131.652131.66188-10.9910460.20
1282023.09.29 16:22s/l370.101.652131.652131.66188-10.9910449.21
1292023.10.04 16:00sell380.101.670080.000000.00000
1302023.10.04 16:00modify380.101.670081.684081.65508
1312023.10.06 12:44sell390.101.663300.000000.00000
1322023.10.06 12:44modify390.101.663301.664831.65508
1332023.10.06 12:44sell400.101.663300.000000.00000
1342023.10.06 12:44modify400.101.663301.664831.65508
1352023.10.06 12:44modify380.101.670081.664831.65508
1362023.10.06 13:12s/l380.101.664831.664831.6550837.1310486.34
1372023.10.06 13:12s/l390.101.664831.664831.65508-11.2110475.13
1382023.10.06 13:12s/l400.101.664831.664831.65508-11.2110463.92
1392023.10.13 16:00buy410.101.657190.000000.00000
1402023.10.13 16:00modify410.101.657191.643191.67219
1412023.10.17 12:43buy420.101.663960.000000.00000
1422023.10.17 12:43modify420.101.663961.662441.67219
1432023.10.17 12:43buy430.101.663960.000000.00000
1442023.10.17 12:43modify430.101.663961.662441.67219
1452023.10.17 12:43modify410.101.657191.662441.67219
1462023.10.17 12:46s/l410.101.662441.662441.6721938.2210502.14
1472023.10.17 12:46s/l420.101.662441.662441.67219-11.1410491.00
1482023.10.17 12:46s/l430.101.662441.662441.67219-11.1410479.86
1492023.10.27 16:00sell440.101.684740.000000.00000
1502023.10.27 16:00modify440.101.684741.698741.66974
1512023.10.30 00:56sell450.101.677990.000000.00000
1522023.10.30 00:56modify450.101.677991.679491.66974
1532023.10.30 00:56sell460.101.677990.000000.00000
1542023.10.30 00:56modify460.101.677991.679491.66974
1552023.10.30 00:56modify440.101.684741.679491.66974
1562023.10.30 03:37s/l440.101.679491.679491.6697438.1310517.99
1572023.10.30 03:37s/l450.101.679491.679491.66974-10.9810507.01
1582023.10.30 03:37s/l460.101.679491.679491.66974-10.9810496.03
1592023.11.03 16:00sell470.101.691320.000000.00000
1602023.11.03 16:00modify470.101.691321.705321.67632
1612023.11.12 22:08sell480.101.684570.000000.00000
1622023.11.12 22:08modify480.101.684571.686071.67632
1632023.11.12 22:08sell490.101.684570.000000.00000
1642023.11.12 22:08modify490.101.684571.686071.67632
1652023.11.12 22:08modify470.101.691321.686071.67632
1662023.11.12 22:15s/l470.101.686071.686071.6763236.1510532.18
1672023.11.12 22:15s/l480.101.686071.686071.67632-10.9910521.19
1682023.11.12 22:15s/l490.101.686071.686071.67632-10.9910510.20
1692023.11.14 16:00sell500.101.709590.000000.00000
1702023.11.14 16:00modify500.101.709591.723591.69459
1712023.11.15 13:31sell510.101.702820.000000.00000
1722023.11.15 13:31modify510.101.702821.704341.69459
1732023.11.15 13:31sell520.101.702820.000000.00000
1742023.11.15 13:31modify520.101.702821.704341.69459
1752023.11.15 13:31modify500.101.709591.704341.69459
1762023.11.15 14:58sell530.101.698340.000000.00000
1772023.11.15 14:58modify530.101.698341.702841.69459
1782023.11.15 14:58modify520.101.702821.702841.69459
1792023.11.15 14:58modify510.101.702821.702841.69459
1802023.11.15 14:58modify500.101.709591.702841.69459
1812023.11.16 13:32s/l500.101.702841.702841.6945948.1210558.32
1822023.11.16 13:32s/l510.101.702841.702841.69459-1.1410557.19
1832023.11.16 13:32s/l520.101.702841.702841.69459-1.1410556.05
1842023.11.16 13:32s/l530.101.702841.702841.69459-33.9510522.10
1852023.12.14 16:00sell540.101.712280.000000.00000
1862023.12.14 16:00modify540.101.712281.726281.69728
1872023.12.15 08:30sell550.101.705500.000000.00000
1882023.12.15 08:30modify550.101.705501.707031.69728
1892023.12.15 08:30sell560.101.705500.000000.00000
1902023.12.15 08:30modify560.101.705501.707031.69728
1912023.12.15 08:30modify540.101.712281.707031.69728
1922023.12.15 08:35s/l540.101.707031.707031.6972838.1210560.22
1932023.12.15 08:35s/l550.101.707031.707031.69728-11.2110549.01
1942023.12.15 08:35s/l560.101.707031.707031.69728-11.2110537.80
1952023.12.15 16:00buy570.101.698340.000000.00000
1962023.12.15 16:00modify570.101.698341.684341.71334
1972023.12.19 13:00buy580.101.705100.000000.00000
1982023.12.19 13:00modify580.101.705101.703591.71334
1992023.12.19 13:00buy590.101.705100.000000.00000
2002023.12.19 13:00modify590.101.705101.703591.71334
2012023.12.19 13:00modify570.101.698341.703591.71334
2022023.12.19 13:25s/l570.101.703591.703591.7133438.2210576.02
2032023.12.19 13:25s/l580.101.703591.703591.71334-11.0610564.96
2042023.12.19 13:25s/l590.101.703591.703591.71334-11.0610553.90
2052023.12.20 12:00buy600.101.687850.000000.00000
2062023.12.20 12:00modify600.101.687851.673851.70285
2072024.01.04 09:44buy610.101.694650.000000.00000
2082024.01.04 09:44modify610.101.694651.693101.70285
2092024.01.04 09:44buy620.101.694650.000000.00000
2102024.01.04 09:44modify620.101.694651.693101.70285
2112024.01.04 09:44modify600.101.687851.693101.70285
2122024.01.04 10:53s/l600.101.693101.693101.7028536.4510590.35
2132024.01.04 10:53s/l610.101.693101.693101.70285-11.3510579.00
2142024.01.04 10:53s/l620.101.693101.693101.70285-11.3510567.65
2152024.01.17 12:00sell630.101.716450.000000.00000
2162024.01.17 12:00modify630.101.716451.730451.70145
2172024.01.17 13:30sell640.101.709640.000000.00000
2182024.01.17 13:30modify640.101.709641.711201.70145
2192024.01.17 13:30sell650.101.709640.000000.00000
2202024.01.17 13:30modify650.101.709641.711201.70145
2212024.01.17 13:30modify630.101.716451.711201.70145
2222024.01.17 13:34s/l630.101.711201.711201.7014538.4510606.10
2232024.01.17 13:34s/l640.101.711201.711201.70145-11.4310594.67
2242024.01.17 13:34s/l650.101.711201.711201.70145-11.4310583.24
2252024.02.20 16:00sell660.101.710510.000000.00000
2262024.02.20 16:00modify660.101.710511.724511.69551
2272024.02.21 15:53sell670.101.703760.000000.00000
2282024.02.21 15:53modify670.101.703761.705261.69551
2292024.02.21 15:53sell680.101.703760.000000.00000
2302024.02.21 15:53modify680.101.703761.705261.69551
2312024.02.21 15:53modify660.101.710511.705261.69551
2322024.02.21 16:09s/l660.101.705261.705261.6955138.1210621.36
2332024.02.21 16:09s/l670.101.705261.705261.69551-10.9810610.38
2342024.02.21 16:09s/l680.101.705261.705261.69551-10.9810599.40
2352024.03.08 16:00sell690.101.732510.000000.00000
2362024.03.08 16:00modify690.101.732511.746511.71751
2372024.03.12 07:01sell700.101.725690.000000.00000
2382024.03.12 07:01modify700.101.725691.727261.71751
2392024.03.12 07:01sell710.101.725690.000000.00000
2402024.03.12 07:01modify710.101.725691.727261.71751
2412024.03.12 07:01modify690.101.732511.727261.71751
2422024.03.13 11:33s/l690.101.727261.727261.7175137.4610636.86
2432024.03.13 11:33s/l700.101.727261.727261.71751-11.8310625.03
2442024.03.13 11:33s/l710.101.727261.727261.71751-11.8310613.20
2452024.03.21 16:00buy720.101.715300.000000.00000
2462024.03.21 16:00modify720.101.715301.701301.73030
2472024.04.09 11:06buy730.101.722060.000000.00000
2482024.04.09 11:06modify730.101.722061.720551.73030
2492024.04.09 11:06buy740.101.722060.000000.00000
2502024.04.09 11:06modify740.101.722061.720551.73030
2512024.04.09 11:06modify720.101.715301.720551.73030
2522024.04.09 16:27s/l720.101.720551.720551.7303036.4510649.65
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2542024.04.09 16:27s/l740.101.720551.720551.73030-11.0610627.53
2552024.04.19 16:00buy750.101.704220.000000.00000
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2572024.04.22 11:11s/l750.101.690221.690221.71922-102.6810524.85
2582024.04.22 12:00buy760.101.689640.000000.00000
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2602024.04.23 08:34buy770.101.696460.000000.00000
2612024.04.23 08:34modify770.101.696461.694891.70464
2622024.04.23 08:34buy780.101.696460.000000.00000
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2642024.04.23 08:34modify760.101.689641.694891.70464
2652024.04.23 09:02s/l760.101.694891.694891.7046438.3410563.19
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2672024.04.23 09:02s/l780.101.694891.694891.70464-11.5010540.19