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 23:59 (2023.05.01 - 2024.05.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; 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=130; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 modelled4228Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit430.34Gross profit963.15Gross loss-532.81
Profit factor1.81Expected payoff17.21
Absolute drawdown254.92Maximal drawdown289.65 (2.84%)Relative drawdown2.84% (289.65)
Total trades25Short positions (won %)14 (71.43%)Long positions (won %)11 (63.64%)
Profit trades (% of total)17 (68.00%)Loss trades (% of total)8 (32.00%)
Largestprofit trade73.26loss trade-98.18
Averageprofit trade56.66loss trade-66.60
Maximumconsecutive wins (profit in money)6 (331.14)consecutive losses (loss in money)3 (-208.54)
Maximalconsecutive profit (count of wins)331.14 (6)consecutive loss (count of losses)-208.54 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.08 00:00buy10.101.690230.000000.00000
22023.05.08 00:00modify10.101.690231.677231.70023
32023.05.18 08:00s/l10.101.677231.677231.70023-96.669903.34
42023.06.28 04:00sell20.101.681330.000000.00000
52023.06.28 04:00modify20.101.681331.694331.67133
62023.06.28 16:00sell30.101.674040.000000.00000
72023.06.28 16:00modify30.101.674041.676331.67133
82023.06.28 16:00modify20.101.681331.676331.67133
92023.06.28 20:00s/l20.101.676331.676331.6713336.629939.96
102023.06.28 20:00s/l30.101.676331.676331.67133-16.789923.18
112023.07.07 00:00sell40.101.702840.000000.00000
122023.07.07 00:00modify40.101.702841.715841.69284
132023.07.11 12:00s/l40.101.715841.715841.69284-95.889827.30
142023.07.14 00:00sell50.101.721370.000000.00000
152023.07.14 00:00modify50.101.721371.734371.71137
162023.07.19 08:00t/p50.101.711371.734371.7113772.259899.56
172023.07.24 20:00buy60.101.688350.000000.00000
182023.07.24 20:00modify60.101.688351.675351.69835
192023.07.25 20:00t/p60.101.698351.675351.6983573.149972.70
202023.07.28 04:00buy70.101.692860.000000.00000
212023.07.28 04:00modify70.101.692861.679861.70286
222023.07.28 16:00t/p70.101.702861.679861.7028673.2610045.96
232023.07.31 20:00buy80.101.692620.000000.00000
242023.07.31 20:00modify80.101.692621.679621.70262
252023.08.02 00:00buy90.101.698200.000000.00000
262023.08.02 00:00modify90.101.698201.695121.70262
272023.08.02 00:00modify80.101.692621.695121.70262
282023.08.02 12:00t/p80.101.702621.695121.7026273.0210118.98
292023.08.02 12:00t/p90.101.702621.695121.7026232.3810151.36
302023.09.01 00:00buy100.101.712290.000000.00000
312023.09.01 00:00modify100.101.712291.699291.72229
322023.09.04 08:00buy110.101.715560.000000.00000
332023.09.04 08:00modify110.101.715561.713291.72229
342023.09.04 08:00modify100.101.712291.713291.72229
352023.09.05 00:00s/l100.101.713291.713291.722297.0810158.44
362023.09.05 00:00s/l110.101.713291.713291.72229-16.7510141.69
372023.09.14 20:00buy120.101.677240.000000.00000
382023.09.14 20:00modify120.101.677241.664241.68724
392023.09.19 12:00s/l120.101.664241.664241.68724-95.5910046.11
402023.10.01 20:00sell130.101.655130.000000.00000
412023.10.01 20:00modify130.101.655131.668131.64513
422023.10.04 16:00s/l130.101.668131.668131.64513-96.219949.90
432023.10.04 20:00sell140.101.669590.000000.00000
442023.10.04 20:00modify140.101.669591.682591.65959
452023.10.13 12:00sell150.101.666520.000000.00000
462023.10.13 12:00modify150.101.666521.668591.65959
472023.10.13 12:00modify140.101.669591.668591.65959
482023.10.13 16:00t/p140.101.659591.668591.6595969.6210019.52
492023.10.13 16:00t/p150.101.659591.668591.6595950.7510070.27
502023.10.13 20:00buy160.101.658410.000000.00000
512023.10.13 20:00modify160.101.658411.645411.66841
522023.10.19 16:00t/p160.101.668411.645411.6684172.5510142.81
532023.10.24 00:00sell170.101.676630.000000.00000
542023.10.24 00:00modify170.101.676631.689631.66663
552023.10.26 12:00t/p170.101.666631.689631.6666371.9210214.74
562023.11.03 20:00sell180.101.691220.000000.00000
572023.11.03 20:00modify180.101.691221.704221.68122
582023.11.14 16:00s/l180.101.704221.704221.68122-98.1810116.55
592023.11.15 00:00sell190.101.711370.000000.00000
602023.11.15 00:00modify190.101.711371.724371.70137
612023.11.15 12:00sell200.101.705820.000000.00000
622023.11.15 12:00modify200.101.705821.708871.70137
632023.11.15 12:00modify190.101.711371.708871.70137
642023.11.15 16:00t/p190.101.701371.708871.7013773.2510189.80
652023.11.15 16:00t/p200.101.701371.708871.7013732.6010222.40
662023.12.28 00:00sell210.101.689980.000000.00000
672023.12.28 00:00modify210.101.689981.702981.67998
682023.12.29 16:00t/p210.101.679981.702981.6799872.9210295.32
692024.01.24 20:00sell220.101.719600.000000.00000
702024.01.24 20:00modify220.101.719601.732601.70960
712024.01.26 08:00t/p220.101.709601.732601.7096071.9310367.26
722024.02.14 00:00sell230.101.707860.000000.00000
732024.02.14 00:00modify230.101.707861.720861.69786
742024.02.14 12:00t/p230.101.697861.720861.6978673.2510440.51
752024.03.22 00:00buy240.101.713020.000000.00000
762024.03.22 00:00modify240.101.713021.700021.72302
772024.03.27 16:00buy250.101.716260.000000.00000
782024.03.27 16:00modify250.101.716261.714021.72302
792024.03.27 16:00modify240.101.713021.714021.72302
802024.03.28 00:00s/l240.101.714021.714021.723026.6110447.11
812024.03.28 00:00s/l250.101.714021.714021.72302-16.7710430.34