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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test6547Ticks modelled17938466Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit642.69Gross profit1405.82Gross loss-763.13
Profit factor1.84Expected payoff10.20
Absolute drawdown74.30Maximal drawdown443.61 (4.26%)Relative drawdown4.26% (443.61)
Total trades63Short positions (won %)22 (54.55%)Long positions (won %)41 (48.78%)
Profit trades (% of total)32 (50.79%)Loss trades (% of total)31 (49.21%)
Largestprofit trade95.12loss trade-81.56
Averageprofit trade43.93loss trade-24.62
Maximumconsecutive wins (profit in money)5 (245.64)consecutive losses (loss in money)3 (-205.03)
Maximalconsecutive profit (count of wins)245.64 (5)consecutive loss (count of losses)-205.03 (3)
Averageconsecutive wins2consecutive 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 12:31sell20.101.697840.000000.00000
42023.05.05 12:31modify20.101.697841.700441.69199
52023.05.05 12:31modify10.101.704991.700441.69199
62023.05.05 12:38sell30.101.695240.000000.00000
72023.05.05 12:38modify30.101.695241.699791.69199
82023.05.05 12:38modify20.101.697841.699791.69199
92023.05.05 12:38modify10.101.704991.699791.69199
102023.05.05 18:09t/p10.101.691991.699791.6919993.9010093.90
112023.05.05 18:09t/p20.101.691991.699791.6919942.8510136.75
122023.05.05 18:09t/p30.101.691991.699791.6919923.8010160.55
132023.06.12 15:00buy40.101.672850.000000.00000
142023.06.12 15:00modify40.101.672851.661851.68585
152023.06.13 06:00buy50.101.679350.000000.00000
162023.06.13 06:00modify50.101.679351.673501.68585
172023.06.13 06:00modify40.101.672851.673501.68585
182023.06.13 12:34buy60.101.680000.000000.00000
192023.06.13 12:34modify60.101.680001.677401.68585
202023.06.13 12:34modify50.101.679351.677401.68585
212023.06.13 12:34modify40.101.672851.677401.68585
222023.06.13 13:05s/l40.101.677401.677401.6858533.2110193.76
232023.06.13 13:05s/l50.101.677401.677401.68585-14.2910179.47
242023.06.13 13:05s/l60.101.677401.677401.68585-19.0510160.42
252023.07.17 16:00buy70.101.722880.000000.00000
262023.07.17 16:00modify70.101.722881.711881.73588
272023.07.18 07:32buy80.101.729380.000000.00000
282023.07.18 07:32modify80.101.729381.723531.73588
292023.07.18 07:32modify70.101.722881.723531.73588
302023.07.18 09:05buy90.101.730030.000000.00000
312023.07.18 09:05modify90.101.730031.727431.73588
322023.07.18 09:05modify80.101.729381.727431.73588
332023.07.18 09:05modify70.101.722881.727431.73588
342023.07.18 10:57buy100.101.732720.000000.00000
352023.07.18 10:57modify100.101.732721.728081.73588
362023.07.18 10:57modify90.101.730031.728081.73588
372023.07.18 10:57modify80.101.729381.728081.73588
382023.07.18 10:57modify70.101.722881.728081.73588
392023.07.18 12:25s/l70.101.728081.728081.7358837.9710198.40
402023.07.18 12:25s/l80.101.728081.728081.73588-9.5210188.88
412023.07.18 12:25s/l90.101.728081.728081.73588-14.2910174.59
422023.07.18 12:25s/l100.101.728081.728081.73588-33.9910140.60
432023.07.20 12:00buy110.101.693490.000000.00000
442023.07.20 12:00modify110.101.693491.682491.70649
452023.07.21 15:20buy120.101.699990.000000.00000
462023.07.21 15:20modify120.101.699991.694141.70649
472023.07.21 15:20modify110.101.693491.694141.70649
482023.07.21 20:36buy130.101.700670.000000.00000
492023.07.21 20:36modify130.101.700671.698041.70649
502023.07.21 20:36modify120.101.699991.698041.70649
512023.07.21 20:36modify110.101.693491.698041.70649
522023.07.23 21:04s/l110.101.698041.698041.7064933.2210173.82
532023.07.23 21:04s/l120.101.698041.698041.70649-14.2810159.54
542023.07.23 21:04s/l130.101.698041.698041.70649-19.2610140.28
552023.07.24 10:00buy140.101.692920.000000.00000
562023.07.24 10:00modify140.101.692921.681921.70592
572023.07.25 19:53buy150.101.699420.000000.00000
582023.07.25 19:53modify150.101.699421.693571.70592
592023.07.25 19:53modify140.101.692921.693571.70592
602023.07.25 20:04buy160.101.700080.000000.00000
612023.07.25 20:04modify160.101.700081.697471.70592
622023.07.25 20:04modify150.101.699421.697471.70592
632023.07.25 20:04modify140.101.692921.697471.70592
642023.07.25 21:05s/l140.101.697471.697471.7059233.2110173.49
652023.07.25 21:05s/l150.101.697471.697471.70592-14.2910159.20
662023.07.25 21:05s/l160.101.697471.697471.70592-19.1210140.08
672023.07.26 12:00sell170.101.706090.000000.00000
682023.07.26 12:00modify170.101.706091.717091.69309
692023.07.27 12:33sell180.101.699590.000000.00000
702023.07.27 12:33modify180.101.699591.705441.69309
712023.07.27 12:33modify170.101.706091.705441.69309
722023.07.27 12:51sell190.101.698890.000000.00000
732023.07.27 12:51modify190.101.698891.701541.69309
742023.07.27 12:51modify180.101.699591.701541.69309
752023.07.27 12:51modify170.101.706091.701541.69309
762023.07.27 13:16sell200.101.696330.000000.00000
772023.07.27 13:16modify200.101.696331.700891.69309
782023.07.27 13:16modify190.101.698891.700891.69309
792023.07.27 13:16modify180.101.699591.700891.69309
802023.07.27 13:16modify170.101.706091.700891.69309
812023.07.27 14:33t/p170.101.693091.700891.6930994.2210234.30
822023.07.27 14:33t/p180.101.693091.700891.6930947.6110281.91
832023.07.27 14:33t/p190.101.693091.700891.6930942.4810324.39
842023.07.27 14:33t/p200.101.693091.700891.6930923.7310348.12
852023.08.01 10:00sell210.101.699320.000000.00000
862023.08.01 10:00modify210.101.699321.710321.68632
872023.08.02 13:05sell220.101.692730.000000.00000
882023.08.02 13:05modify220.101.692731.698671.68632
892023.08.02 13:05modify210.101.699321.698671.68632
902023.08.02 13:07sell230.101.692160.000000.00000
912023.08.02 13:07modify230.101.692161.694771.68632
922023.08.02 13:07modify220.101.692731.694771.68632
932023.08.02 13:07modify210.101.699321.694771.68632
942023.08.02 13:42s/l210.101.694771.694771.6863233.0010381.12
952023.08.02 13:42s/l220.101.694771.694771.68632-14.9410366.18
962023.08.02 13:42s/l230.101.694771.694771.68632-19.1210347.06
972023.08.02 15:00buy240.101.693210.000000.00000
982023.08.02 15:00modify240.101.693211.682211.70621
992023.08.04 02:08buy250.101.699710.000000.00000
1002023.08.04 02:08modify250.101.699711.693861.70621
1012023.08.04 02:08modify240.101.693211.693861.70621
1022023.08.04 02:22buy260.101.700370.000000.00000
1032023.08.04 02:22modify260.101.700371.697761.70621
1042023.08.04 02:22modify250.101.699711.697761.70621
1052023.08.04 02:22modify240.101.693211.697761.70621
1062023.08.04 07:34s/l240.101.697761.697761.7062132.8610379.92
1072023.08.04 07:34s/l250.101.697761.697761.70621-14.2810365.64
1082023.08.04 07:34s/l260.101.697761.697761.70621-19.1210346.52
1092023.08.25 14:00sell270.101.714550.000000.00000
1102023.08.25 14:00modify270.101.714551.725551.70155
1112023.08.28 14:37sell280.101.708040.000000.00000
1122023.08.28 14:37modify280.101.708041.713901.70155
1132023.08.28 14:37modify270.101.714551.713901.70155
1142023.08.28 17:51s/l270.101.713901.713901.701554.4310350.96
1152023.08.28 17:51s/l280.101.713901.713901.70155-42.9210308.04
1162023.09.12 15:00buy290.101.690750.000000.00000
1172023.09.12 15:00modify290.101.690751.679751.70375
1182023.09.14 13:49s/l290.101.679751.679751.70375-81.0610226.98
1192023.09.20 08:00buy300.101.662780.000000.00000
1202023.09.20 08:00modify300.101.662781.651781.67578
1212023.09.22 07:15s/l300.101.651781.651781.67578-81.0610145.92
1222023.10.04 14:00sell310.101.668750.000000.00000
1232023.10.04 14:00modify310.101.668751.679751.65575
1242023.10.06 12:48sell320.101.662250.000000.00000
1252023.10.06 12:48modify320.101.662251.668101.65575
1262023.10.06 12:48modify310.101.668751.668101.65575
1272023.10.06 12:50sell330.101.661590.000000.00000
1282023.10.06 12:50modify330.101.661591.664201.65575
1292023.10.06 12:50modify320.101.662251.664201.65575
1302023.10.06 12:50modify310.101.668751.664201.65575
1312023.10.06 13:09s/l310.101.664201.664201.6557532.0110177.94
1322023.10.06 13:09s/l320.101.664201.664201.65575-14.2810163.66
1332023.10.06 13:09s/l330.101.664201.664201.65575-19.1210144.54
1342023.10.26 15:00sell340.101.675050.000000.00000
1352023.10.26 15:00modify340.101.675051.686051.66205
1362023.10.31 10:36s/l340.101.686051.686051.66205-81.5610062.98
1372023.11.15 16:00buy350.101.699950.000000.00000
1382023.11.15 16:00modify350.101.699951.688951.71295
1392023.11.16 14:02buy360.101.706470.000000.00000
1402023.11.16 14:02modify360.101.706471.700601.71295
1412023.11.16 14:02modify350.101.699951.700601.71295
1422023.11.16 14:25buy370.101.707110.000000.00000
1432023.11.16 14:25modify370.101.707111.704501.71295
1442023.11.16 14:25modify360.101.706471.704501.71295
1452023.11.16 14:25modify350.101.699951.704501.71295
1462023.11.16 15:00buy380.101.709700.000000.00000
1472023.11.16 15:00modify380.101.709701.705151.71295
1482023.11.16 15:00modify370.101.707111.705151.71295
1492023.11.16 15:00modify360.101.706471.705151.71295
1502023.11.16 15:00modify350.101.699951.705151.71295
1512023.11.17 07:00s/l350.101.705151.705151.7129537.6110100.59
1522023.11.17 07:00s/l360.101.705151.705151.71295-9.7910090.80
1532023.11.17 07:00s/l370.101.705151.705151.71295-14.4810076.32
1542023.11.17 07:00s/l380.101.705151.705151.71295-33.4510042.88
1552023.11.23 11:00sell390.101.717170.000000.00000
1562023.11.23 11:00modify390.101.717171.728171.70417
1572023.11.30 22:05sell400.101.709790.000000.00000
1582023.11.30 22:05modify400.101.709791.712621.70417
1592023.11.30 22:05modify390.101.717171.712621.70417
1602023.11.30 22:09sell410.101.710640.000000.00000
1612023.11.30 22:09modify410.101.710641.716521.70417
1622023.11.30 22:09modify410.101.710641.712621.70417
1632023.11.30 23:04s/l390.101.712621.712621.7041731.0310073.90
1642023.11.30 23:04s/l400.101.712621.712621.70417-20.7210053.18
1652023.11.30 23:04s/l410.101.712621.712621.70417-14.5010038.68
1662023.12.18 13:00buy420.101.691500.000000.00000
1672023.12.18 13:00modify420.101.691501.680501.70450
1682023.12.19 07:19buy430.101.698030.000000.00000
1692023.12.19 07:19modify430.101.698031.692151.70450
1702023.12.19 07:19modify420.101.691501.692151.70450
1712023.12.19 09:13buy440.101.698680.000000.00000
1722023.12.19 09:13modify440.101.698681.696051.70450
1732023.12.19 09:13modify430.101.698031.696051.70450
1742023.12.19 09:13modify420.101.691501.696051.70450
1752023.12.19 10:48buy450.101.701250.000000.00000
1762023.12.19 10:48modify450.101.701251.696701.70450
1772023.12.19 10:48modify440.101.698681.696701.70450
1782023.12.19 10:48modify430.101.698031.696701.70450
1792023.12.19 10:48modify420.101.691501.696701.70450
1802023.12.19 12:59t/p420.101.704501.696701.7045095.1210133.80
1812023.12.19 12:59t/p430.101.704501.696701.7045047.4010181.20
1822023.12.19 12:59t/p440.101.704501.696701.7045042.6410223.84
1832023.12.19 12:59t/p450.101.704501.696701.7045023.8110247.65
1842024.01.17 11:00sell460.101.713610.000000.00000
1852024.01.17 11:00modify460.101.713611.724611.70061
1862024.01.19 09:43sell470.101.707110.000000.00000
1872024.01.19 09:43modify470.101.707111.712961.70061
1882024.01.19 09:43modify460.101.713611.712961.70061
1892024.01.19 10:25sell480.101.706410.000000.00000
1902024.01.19 10:25modify480.101.706411.709061.70061
1912024.01.19 10:25modify470.101.707111.709061.70061
1922024.01.19 10:25modify460.101.713611.709061.70061
1932024.01.19 10:58s/l460.101.709061.709061.7006132.0110279.67
1942024.01.19 10:58s/l470.101.709061.709061.70061-14.2810265.39
1952024.01.19 10:58s/l480.101.709061.709061.70061-19.4110245.98
1962024.01.19 11:00buy490.101.708790.000000.00000
1972024.01.19 11:00modify490.101.708791.697791.72179
1982024.01.23 02:01buy500.101.715290.000000.00000
1992024.01.23 02:01modify500.101.715291.709441.72179
2002024.01.23 02:01modify490.101.708791.709441.72179
2012024.01.23 07:41buy510.101.715940.000000.00000
2022024.01.23 07:41modify510.101.715941.713341.72179
2032024.01.23 07:41modify500.101.715291.713341.72179
2042024.01.23 07:41modify490.101.708791.713341.72179
2052024.01.23 10:50s/l490.101.713341.713341.7217933.1010279.08
2062024.01.23 10:50s/l500.101.713341.713341.72179-14.2810264.80
2072024.01.23 10:50s/l510.101.713341.713341.72179-19.0410245.76
2082024.02.14 11:00buy520.101.698700.000000.00000
2092024.02.14 11:00modify520.101.698701.687701.71170
2102024.02.20 13:30buy530.101.705260.000000.00000
2112024.02.20 13:30modify530.101.705261.699351.71170
2122024.02.20 13:30modify520.101.698701.699351.71170
2132024.02.20 13:30buy540.101.705860.000000.00000
2142024.02.20 13:30modify540.101.705861.703251.71170
2152024.02.20 13:30modify530.101.705261.703251.71170
2162024.02.20 13:30modify520.101.698701.703251.71170
2172024.02.20 13:48buy550.101.708470.000000.00000
2182024.02.20 13:48modify550.101.708471.703901.71170
2192024.02.20 13:48modify540.101.705861.703901.71170
2202024.02.20 13:48modify530.101.705261.703901.71170
2212024.02.20 13:48modify520.101.698701.703901.71170
2222024.02.20 15:08t/p520.101.711701.703901.7117094.5210340.27
2232024.02.20 15:08t/p530.101.711701.703901.7117047.1810387.45
2242024.02.20 15:08t/p540.101.711701.703901.7117042.7810430.23
2252024.02.20 15:08t/p550.101.711701.703901.7117023.6610453.89
2262024.03.06 16:00buy560.101.722390.000000.00000
2272024.03.06 16:00modify560.101.722391.711391.73539
2282024.03.08 13:23buy570.101.728900.000000.00000
2292024.03.08 13:23modify570.101.728901.723041.73539
2302024.03.08 13:23modify560.101.722391.723041.73539
2312024.03.08 13:30buy580.101.729550.000000.00000
2322024.03.08 13:30modify580.101.729551.726941.73539
2332024.03.08 13:30modify570.101.728901.726941.73539
2342024.03.08 13:30modify560.101.722391.726941.73539
2352024.03.08 14:29buy590.101.732140.000000.00000
2362024.03.08 14:29modify590.101.732141.727591.73539
2372024.03.08 14:29modify580.101.729551.727591.73539
2382024.03.08 14:29modify570.101.728901.727591.73539
2392024.03.08 14:29modify560.101.722391.727591.73539
2402024.03.11 15:35s/l560.101.727591.727591.7353937.5110491.40
2412024.03.11 15:35s/l570.101.727591.727591.73539-9.7210481.68
2422024.03.11 15:35s/l580.101.727591.727591.73539-14.4810467.20
2432024.03.11 15:35s/l590.101.727591.727591.73539-33.4510433.75
2442024.04.22 13:00buy600.101.690410.000000.00000
2452024.04.22 13:00modify600.101.690411.679411.70341
2462024.04.23 08:36buy610.101.696910.000000.00000
2472024.04.23 08:36modify610.101.696911.691061.70341
2482024.04.23 08:36modify600.101.690411.691061.70341
2492024.04.23 11:24buy620.101.697560.000000.00000
2502024.04.23 11:24modify620.101.697561.694961.70341
2512024.04.23 11:24modify610.101.696911.694961.70341
2522024.04.23 11:24modify600.101.690411.694961.70341
2532024.04.23 12:01buy630.101.700160.000000.00000
2542024.04.23 12:01modify630.101.700161.695611.70341
2552024.04.23 12:01modify620.101.697561.695611.70341
2562024.04.23 12:01modify610.101.696911.695611.70341
2572024.04.23 12:01modify600.101.690411.695611.70341
2582024.04.24 12:30t/p600.101.703411.695611.7034195.0010528.75
2592024.04.24 12:30t/p610.101.703411.695611.7034147.5010576.25
2602024.04.24 12:30t/p620.101.703411.695611.7034142.7410619.00
2612024.04.24 12:30t/p630.101.703411.695611.7034123.6910642.69