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 23:00 (2023.05.01 - 2024.05.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 modelled157426Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit974.12Gross profit1680.36Gross loss-706.24
Profit factor2.38Expected payoff15.22
Absolute drawdown74.30Maximal drawdown375.65 (3.50%)Relative drawdown3.50% (375.65)
Total trades64Short positions (won %)23 (60.87%)Long positions (won %)41 (53.66%)
Profit trades (% of total)36 (56.25%)Loss trades (% of total)28 (43.75%)
Largestprofit trade95.11loss trade-81.56
Averageprofit trade46.68loss trade-25.22
Maximumconsecutive wins (profit in money)7 (361.28)consecutive losses (loss in money)3 (-61.60)
Maximalconsecutive profit (count of wins)361.28 (7)consecutive loss (count of losses)-162.11 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.03 10:00sell10.101.704990.000000.00000
22023.05.03 10:00modify10.101.704991.715991.69199
32023.05.05 13:17sell20.101.695110.000000.00000
42023.05.05 13:17modify20.101.695111.699791.69199
52023.05.05 13:17modify10.101.704991.699791.69199
62023.05.05 18:15t/p10.101.691991.699791.6919993.9010093.90
72023.05.05 18:15t/p20.101.691991.699791.6919922.8510116.75
82023.06.12 15:00buy30.101.672850.000000.00000
92023.06.12 15:00modify30.101.672851.661851.68585
102023.06.13 06:16buy40.101.679620.000000.00000
112023.06.13 06:16modify40.101.679621.673501.68585
122023.06.13 06:16modify30.101.672851.673501.68585
132023.06.14 09:15buy50.101.680010.000000.00000
142023.06.14 09:15modify50.101.680011.677401.68585
152023.06.14 09:15modify40.101.679621.677401.68585
162023.06.14 09:15modify30.101.672851.677401.68585
172023.06.14 12:00buy60.101.682680.000000.00000
182023.06.14 12:00modify60.101.682681.678051.68585
192023.06.14 12:00modify50.101.680011.678051.68585
202023.06.14 12:00modify40.101.679621.678051.68585
212023.06.14 12:00modify30.101.672851.678051.68585
222023.06.14 12:50t/p30.101.685851.678051.6858595.0010211.76
232023.06.14 12:50t/p40.101.685851.678051.6858545.5210257.28
242023.06.14 12:50t/p50.101.685851.678051.6858542.7910300.07
252023.06.14 12:50t/p60.101.685851.678051.6858523.2310323.30
262023.07.17 16:00buy70.101.722880.000000.00000
272023.07.17 16:00modify70.101.722881.711881.73588
282023.07.18 07:45buy80.101.729460.000000.00000
292023.07.18 07:45modify80.101.729461.723531.73588
302023.07.18 07:45modify70.101.722881.723531.73588
312023.07.18 09:20buy90.101.730280.000000.00000
322023.07.18 09:20modify90.101.730281.727431.73588
332023.07.18 09:20modify80.101.729461.727431.73588
342023.07.18 09:20modify70.101.722881.727431.73588
352023.07.18 10:55buy100.101.732910.000000.00000
362023.07.18 10:55modify100.101.732911.728081.73588
372023.07.18 10:55modify90.101.730281.728081.73588
382023.07.18 10:55modify80.101.729461.728081.73588
392023.07.18 10:55modify70.101.722881.728081.73588
402023.07.18 12:20s/l70.101.728081.728081.7358837.9810361.28
412023.07.18 12:20s/l80.101.728081.728081.73588-10.1110351.17
422023.07.18 12:20s/l90.101.728081.728081.73588-16.1110335.06
432023.07.18 12:20s/l100.101.728081.728081.73588-35.3810299.68
442023.07.20 12:00buy110.101.693490.000000.00000
452023.07.20 12:00modify110.101.693491.682491.70649
462023.07.21 15:20buy120.101.700110.000000.00000
472023.07.21 15:20modify120.101.700111.694141.70649
482023.07.21 15:20modify110.101.693491.694141.70649
492023.07.21 20:37buy130.101.700700.000000.00000
502023.07.21 20:37modify130.101.700701.698041.70649
512023.07.21 20:37modify120.101.700111.698041.70649
522023.07.21 20:37modify110.101.693491.698041.70649
532023.07.23 21:00s/l110.101.698041.698041.7064933.2110332.89
542023.07.23 21:00s/l120.101.698041.698041.70649-15.1610317.73
552023.07.23 21:00s/l130.101.698041.698041.70649-19.4910298.24
562023.07.24 10:00buy140.101.692920.000000.00000
572023.07.24 10:00modify140.101.692921.681921.70592
582023.07.25 19:45buy150.101.699560.000000.00000
592023.07.25 19:45modify150.101.699561.693571.70592
602023.07.25 19:45modify140.101.692921.693571.70592
612023.07.25 20:20buy160.101.700080.000000.00000
622023.07.25 20:20modify160.101.700081.697471.70592
632023.07.25 20:20modify150.101.699561.697471.70592
642023.07.25 20:20modify140.101.692921.697471.70592
652023.07.25 21:10s/l140.101.697471.697471.7059233.2110331.45
662023.07.25 21:10s/l150.101.697471.697471.70592-15.3110316.14
672023.07.25 21:10s/l160.101.697471.697471.70592-19.1210297.02
682023.07.26 12:00sell170.101.706090.000000.00000
692023.07.26 12:00modify170.101.706091.717091.69309
702023.07.27 12:45sell180.101.699560.000000.00000
712023.07.27 12:45modify180.101.699561.705441.69309
722023.07.27 12:45modify170.101.706091.705441.69309
732023.07.27 12:59sell190.101.698710.000000.00000
742023.07.27 12:59modify190.101.698711.701541.69309
752023.07.27 12:59modify180.101.699561.701541.69309
762023.07.27 12:59modify170.101.706091.701541.69309
772023.07.27 13:25sell200.101.696320.000000.00000
782023.07.27 13:25modify200.101.696321.700891.69309
792023.07.27 13:25modify190.101.698711.700891.69309
802023.07.27 13:25modify180.101.699561.700891.69309
812023.07.27 13:25modify170.101.706091.700891.69309
822023.07.27 14:32t/p170.101.693091.700891.6930994.2210391.24
832023.07.27 14:32t/p180.101.693091.700891.6930947.3810438.62
842023.07.27 14:32t/p190.101.693091.700891.6930941.1610479.78
852023.07.27 14:32t/p200.101.693091.700891.6930923.6510503.43
862023.08.01 10:00sell210.101.699320.000000.00000
872023.08.01 10:00modify210.101.699321.710321.68632
882023.08.02 13:15sell220.101.692520.000000.00000
892023.08.02 13:15modify220.101.692521.698671.68632
902023.08.02 13:15modify210.101.699321.698671.68632
912023.08.02 13:27sell230.101.692170.000000.00000
922023.08.02 13:27modify230.101.692171.694771.68632
932023.08.02 13:27modify220.101.692521.694771.68632
942023.08.02 13:27modify210.101.699321.694771.68632
952023.08.02 13:50s/l210.101.694771.694771.6863233.0010536.43
962023.08.02 13:50s/l220.101.694771.694771.68632-16.4810519.95
972023.08.02 13:50s/l230.101.694771.694771.68632-19.0410500.91
982023.08.02 15:00buy240.101.693210.000000.00000
992023.08.02 15:00modify240.101.693211.682211.70621
1002023.08.04 02:10buy250.101.699840.000000.00000
1012023.08.04 02:10modify250.101.699841.693861.70621
1022023.08.04 02:10modify240.101.693211.693861.70621
1032023.08.04 02:27buy260.101.700490.000000.00000
1042023.08.04 02:27modify260.101.700491.697761.70621
1052023.08.04 02:27modify250.101.699841.697761.70621
1062023.08.04 02:27modify240.101.693211.697761.70621
1072023.08.04 07:50s/l240.101.697761.697761.7062132.8510533.77
1082023.08.04 07:50s/l250.101.697761.697761.70621-15.2410518.53
1092023.08.04 07:50s/l260.101.697761.697761.70621-20.0010498.53
1102023.08.25 14:00sell270.101.714550.000000.00000
1112023.08.25 14:00modify270.101.714551.725551.70155
1122023.09.06 14:47sell280.101.707280.000000.00000
1132023.09.06 14:47modify280.101.707281.710001.70155
1142023.09.06 14:47modify270.101.714551.710001.70155
1152023.09.06 14:52sell290.101.707840.000000.00000
1162023.09.06 14:52modify290.101.707841.713901.70155
1172023.09.06 14:55modify290.101.707841.710001.70155
1182023.09.06 21:40sell300.101.704790.000000.00000
1192023.09.06 21:40modify300.101.704791.709351.70155
1202023.09.06 21:40modify280.101.707281.709351.70155
1212023.09.06 21:40modify290.101.707841.709351.70155
1222023.09.06 21:40modify270.101.714551.709351.70155
1232023.09.07 07:20t/p270.101.701551.709351.7015590.9410589.47
1242023.09.07 07:20t/p280.101.701551.709351.7015540.9810630.45
1252023.09.07 07:20t/p290.101.701551.709351.7015545.0810675.53
1262023.09.07 07:20t/p300.101.701551.709351.7015522.7410698.27
1272023.09.12 15:00buy310.101.690750.000000.00000
1282023.09.12 15:00modify310.101.690751.679751.70375
1292023.09.14 13:59s/l310.101.679751.679751.70375-81.0610617.22
1302023.09.20 08:00buy320.101.662780.000000.00000
1312023.09.20 08:00modify320.101.662781.651781.67578
1322023.09.22 07:20s/l320.101.651781.651781.67578-81.0610536.16
1332023.10.04 14:00sell330.101.668750.000000.00000
1342023.10.04 14:00modify330.101.668751.679751.65575
1352023.10.09 11:50sell340.101.661560.000000.00000
1362023.10.09 11:50modify340.101.661561.664201.65575
1372023.10.09 11:50modify330.101.668751.664201.65575
1382023.10.09 11:59sell350.101.662030.000000.00000
1392023.10.09 11:59modify350.101.662031.668101.65575
1402023.10.09 12:00modify350.101.662031.664201.65575
1412023.10.09 13:20s/l330.101.664201.664201.6557531.6810567.85
1422023.10.09 13:20s/l340.101.664201.664201.65575-19.3310548.52
1432023.10.09 13:20s/l350.101.664201.664201.65575-15.8910532.63
1442023.10.26 15:00sell360.101.675050.000000.00000
1452023.10.26 15:00modify360.101.675051.686051.66205
1462023.10.31 10:50s/l360.101.686051.686051.66205-81.5610451.07
1472023.11.15 16:00buy370.101.699950.000000.00000
1482023.11.15 16:00modify370.101.699951.688951.71295
1492023.11.16 14:20buy380.101.707190.000000.00000
1502023.11.16 14:20modify380.101.707191.704501.71295
1512023.11.16 14:20modify370.101.699951.704501.71295
1522023.11.16 16:40buy390.101.709760.000000.00000
1532023.11.16 16:40modify390.101.709761.705151.71295
1542023.11.16 16:40modify380.101.707191.705151.71295
1552023.11.16 16:40modify370.101.699951.705151.71295
1562023.11.16 22:22buy400.101.706470.000000.00000
1572023.11.16 22:22modify400.101.706471.700601.71295
1582023.11.16 22:25modify400.101.706471.705151.71295
1592023.11.17 07:15s/l370.101.705151.705151.7129537.6210488.69
1602023.11.17 07:15s/l380.101.705151.705151.71295-15.0610473.63
1612023.11.17 07:15s/l390.101.705151.705151.71295-33.8910439.74
1622023.11.17 07:15s/l400.101.705151.705151.71295-9.7910429.95
1632023.11.23 11:00sell410.101.717170.000000.00000
1642023.11.23 11:00modify410.101.717171.728171.70417
1652023.12.01 07:55sell420.101.710510.000000.00000
1662023.12.01 07:55modify420.101.710511.716521.70417
1672023.12.01 07:55modify410.101.717171.716521.70417
1682023.12.01 08:02sell430.101.709920.000000.00000
1692023.12.01 08:02modify430.101.709921.712621.70417
1702023.12.01 08:02modify420.101.710511.712621.70417
1712023.12.01 08:02modify410.101.717171.712621.70417
1722023.12.01 08:20s/l410.101.712621.712621.7041730.7010460.65
1732023.12.01 08:20s/l420.101.712621.712621.70417-15.4510445.20
1742023.12.01 08:20s/l430.101.712621.712621.70417-19.7710425.43
1752023.12.18 13:00buy440.101.691500.000000.00000
1762023.12.18 13:00modify440.101.691501.680501.70450
1772023.12.19 07:20buy450.101.698080.000000.00000
1782023.12.19 07:20modify450.101.698081.692151.70450
1792023.12.19 07:20modify440.101.691501.692151.70450
1802023.12.19 09:15buy460.101.698860.000000.00000
1812023.12.19 09:15modify460.101.698861.696051.70450
1822023.12.19 09:15modify450.101.698081.696051.70450
1832023.12.19 09:15modify440.101.691501.696051.70450
1842023.12.19 10:45buy470.101.701530.000000.00000
1852023.12.19 10:45modify470.101.701531.696701.70450
1862023.12.19 10:45modify460.101.698861.696701.70450
1872023.12.19 10:45modify450.101.698081.696701.70450
1882023.12.19 10:45modify440.101.691501.696701.70450
1892023.12.19 12:50t/p440.101.704501.696701.7045095.1110520.54
1902023.12.19 12:50t/p450.101.704501.696701.7045047.0310567.57
1912023.12.19 12:50t/p460.101.704501.696701.7045041.3110608.88
1922023.12.19 12:50t/p470.101.704501.696701.7045021.7510630.63
1932024.01.17 11:00sell480.101.713610.000000.00000
1942024.01.17 11:00modify480.101.713611.724611.70061
1952024.01.19 09:50sell490.101.707000.000000.00000
1962024.01.19 09:50modify490.101.707001.712961.70061
1972024.01.19 09:50modify480.101.713611.712961.70061
1982024.01.19 10:20sell500.101.706310.000000.00000
1992024.01.19 10:20modify500.101.706311.709061.70061
2002024.01.19 10:20modify490.101.707001.709061.70061
2012024.01.19 10:20modify480.101.713611.709061.70061
2022024.01.19 10:50s/l480.101.709061.709061.7006132.0010662.63
2032024.01.19 10:50s/l490.101.709061.709061.70061-15.0910647.54
2042024.01.19 10:50s/l500.101.709061.709061.70061-20.1510627.39
2052024.01.19 11:00buy510.101.708790.000000.00000
2062024.01.19 11:00modify510.101.708791.697791.72179
2072024.01.23 02:02buy520.101.715330.000000.00000
2082024.01.23 02:02modify520.101.715331.709441.72179
2092024.01.23 02:02modify510.101.708791.709441.72179
2102024.01.23 07:45buy530.101.716200.000000.00000
2112024.01.23 07:45modify530.101.716201.713341.72179
2122024.01.23 07:45modify520.101.715331.713341.72179
2132024.01.23 07:45modify510.101.708791.713341.72179
2142024.01.23 10:50s/l510.101.713341.713341.7217933.0910660.49
2152024.01.23 10:50s/l520.101.713341.713341.72179-14.5810645.91
2162024.01.23 10:50s/l530.101.713341.713341.72179-20.9610624.95
2172024.02.14 11:00buy540.101.698700.000000.00000
2182024.02.14 11:00modify540.101.698701.687701.71170
2192024.02.20 13:35buy550.101.705200.000000.00000
2202024.02.20 13:35modify550.101.705201.699351.71170
2212024.02.20 13:35modify540.101.698701.699351.71170
2222024.02.20 13:45buy560.101.708480.000000.00000
2232024.02.20 13:45modify560.101.708481.703901.71170
2242024.02.20 13:45modify550.101.705201.703901.71170
2252024.02.20 13:45modify540.101.698701.703901.71170
2262024.02.20 15:10t/p540.101.711701.703901.7117094.5310719.47
2272024.02.20 15:10t/p550.101.711701.703901.7117047.6210767.09
2282024.02.20 15:10t/p560.101.711701.703901.7117023.5910790.68
2292024.03.06 16:00buy570.101.722390.000000.00000
2302024.03.06 16:00modify570.101.722391.711391.73539
2312024.03.08 13:20buy580.101.729190.000000.00000
2322024.03.08 13:20modify580.101.729191.723041.73539
2332024.03.08 13:20modify570.101.722391.723041.73539
2342024.03.08 14:20buy590.101.732300.000000.00000
2352024.03.08 14:20modify590.101.732301.727591.73539
2362024.03.08 14:20modify580.101.729191.727591.73539
2372024.03.08 14:20modify570.101.722391.727591.73539
2382024.03.11 14:52buy600.101.729600.000000.00000
2392024.03.11 14:52modify600.101.729601.726941.73539
2402024.03.11 14:55modify600.101.729601.727591.73539
2412024.03.11 15:45s/l570.101.727591.727591.7353937.5110828.19
2422024.03.11 15:45s/l580.101.727591.727591.73539-11.8410816.35
2432024.03.11 15:45s/l590.101.727591.727591.73539-34.6210781.73
2442024.03.11 15:45s/l600.101.727591.727591.73539-14.7210767.01
2452024.04.22 13:00buy610.101.690410.000000.00000
2462024.04.22 13:00modify610.101.690411.679411.70341
2472024.04.23 08:55buy620.101.697040.000000.00000
2482024.04.23 08:55modify620.101.697041.691061.70341
2492024.04.23 08:55modify610.101.690411.691061.70341
2502024.04.23 11:35buy630.101.697680.000000.00000
2512024.04.23 11:35modify630.101.697681.694961.70341
2522024.04.23 11:35modify620.101.697041.694961.70341
2532024.04.23 11:35modify610.101.690411.694961.70341
2542024.04.23 12:02buy640.101.700160.000000.00000
2552024.04.23 12:02modify640.101.700161.695611.70341
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