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=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 modelled79427Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit943.63Gross profit1225.72Gross loss-282.09
Profit factor4.35Expected payoff19.26
Absolute drawdown168.62Maximal drawdown229.73 (2.28%)Relative drawdown2.28% (229.73)
Total trades49Short positions (won %)30 (73.33%)Long positions (won %)19 (63.16%)
Profit trades (% of total)34 (69.39%)Loss trades (% of total)15 (30.61%)
Largestprofit trade73.26loss trade-96.66
Averageprofit trade36.05loss trade-18.81
Maximumconsecutive wins (profit in money)12 (526.80)consecutive losses (loss in money)2 (-21.32)
Maximalconsecutive profit (count of wins)526.80 (12)consecutive loss (count of losses)-96.66 (1)
Averageconsecutive wins3consecutive losses1
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 07:40s/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 11:20sell30.101.678060.000000.00000
72023.06.28 11:20modify30.101.678061.680331.67133
82023.06.28 11:20modify20.101.681331.680331.67133
92023.06.28 11:50sell40.101.675640.000000.00000
102023.06.28 11:50modify40.101.675641.678831.67133
112023.06.28 11:50modify30.101.678061.678831.67133
122023.06.28 11:50modify20.101.681331.678831.67133
132023.06.28 14:30sell50.101.674110.000000.00000
142023.06.28 14:30modify50.101.674111.676331.67133
152023.06.28 14:30modify40.101.675641.676331.67133
162023.06.28 14:30modify30.101.678061.676331.67133
172023.06.28 14:30modify20.101.681331.676331.67133
182023.06.28 16:40s/l20.101.676331.676331.6713336.629939.96
192023.06.28 16:40s/l30.101.676331.676331.6713312.679952.63
202023.06.28 16:40s/l40.101.676331.676331.67133-5.069947.57
212023.06.28 16:40s/l50.101.676331.676331.67133-16.269931.31
222023.07.07 00:00sell60.101.702840.000000.00000
232023.07.07 00:00modify60.101.702841.715841.69284
242023.07.10 07:40sell70.101.699760.000000.00000
252023.07.10 07:40modify70.101.699761.701841.69284
262023.07.10 07:40modify60.101.702841.701841.69284
272023.07.10 08:20s/l60.101.701841.701841.692847.009938.31
282023.07.10 08:20s/l70.101.701841.701841.69284-15.239923.08
292023.07.14 00:00sell80.101.721370.000000.00000
302023.07.14 00:00modify80.101.721371.734371.71137
312023.07.18 17:05sell90.101.718280.000000.00000
322023.07.18 17:05modify90.101.718281.720371.71137
332023.07.18 17:05modify80.101.721371.720371.71137
342023.07.18 23:30sell100.101.715750.000000.00000
352023.07.18 23:30modify100.101.715751.718871.71137
362023.07.18 23:30modify90.101.718281.718871.71137
372023.07.18 23:30modify80.101.721371.718871.71137
382023.07.19 06:05sell110.101.714300.000000.00000
392023.07.19 06:05modify110.101.714301.716371.71137
402023.07.19 06:05modify100.101.715751.716371.71137
412023.07.19 06:05modify90.101.718281.716371.71137
422023.07.19 06:05modify80.101.721371.716371.71137
432023.07.19 06:30t/p80.101.711371.716371.7113772.259995.34
442023.07.19 06:30t/p90.101.711371.716371.7113750.2810045.62
452023.07.19 06:30t/p100.101.711371.716371.7113731.7510077.37
462023.07.19 06:30t/p110.101.711371.716371.7113721.4610098.83
472023.07.24 20:00buy120.101.688350.000000.00000
482023.07.24 20:00modify120.101.688351.675351.69835
492023.07.25 07:20buy130.101.691450.000000.00000
502023.07.25 07:20modify130.101.691451.689351.69835
512023.07.25 07:20modify120.101.688351.689351.69835
522023.07.25 14:20buy140.101.693990.000000.00000
532023.07.25 14:20modify140.101.693991.690851.69835
542023.07.25 14:20modify130.101.691451.690851.69835
552023.07.25 14:20modify120.101.688351.690851.69835
562023.07.25 14:30buy150.101.695360.000000.00000
572023.07.25 14:30modify150.101.695361.693351.69835
582023.07.25 14:30modify140.101.693991.693351.69835
592023.07.25 14:30modify130.101.691451.693351.69835
602023.07.25 14:30modify120.101.688351.693351.69835
612023.07.25 18:40t/p120.101.698351.693351.6983573.1410171.97
622023.07.25 18:40t/p130.101.698351.693351.6983550.5510222.52
632023.07.25 18:40t/p140.101.698351.693351.6983531.9410254.46
642023.07.25 18:40t/p150.101.698351.693351.6983521.9110276.37
652023.07.28 04:00buy160.101.692860.000000.00000
662023.07.28 04:00modify160.101.692861.679861.70286
672023.07.28 08:50buy170.101.696080.000000.00000
682023.07.28 08:50modify170.101.696081.693861.70286
692023.07.28 08:50modify160.101.692861.693861.70286
702023.07.28 14:30t/p160.101.702861.693861.7028673.2610349.63
712023.07.28 14:30t/p170.101.702861.693861.7028649.6710399.30
722023.07.31 20:00buy180.101.692620.000000.00000
732023.07.31 20:00modify180.101.692621.679621.70262
742023.08.01 03:40buy190.101.695700.000000.00000
752023.08.01 03:40modify190.101.695701.693621.70262
762023.08.01 03:40modify180.101.692621.693621.70262
772023.08.01 08:10buy200.101.698270.000000.00000
782023.08.01 08:10modify200.101.698271.695121.70262
792023.08.01 08:10modify190.101.695701.695121.70262
802023.08.01 08:10modify180.101.692621.695121.70262
812023.08.01 09:45buy210.101.699860.000000.00000
822023.08.01 09:45modify210.101.699861.697621.70262
832023.08.01 09:45modify200.101.698271.697621.70262
842023.08.01 09:45modify190.101.695701.697621.70262
852023.08.01 09:45modify180.101.692621.697621.70262
862023.08.01 10:40s/l180.101.697621.697621.7026236.5110435.81
872023.08.01 10:40s/l190.101.697621.697621.7026214.0710449.88
882023.08.01 10:40s/l200.101.697621.697621.70262-4.7610445.12
892023.08.01 10:40s/l210.101.697621.697621.70262-16.4110428.71
902023.09.01 00:00buy220.101.712290.000000.00000
912023.09.01 00:00modify220.101.712291.699291.72229
922023.09.01 12:55buy230.101.719300.000000.00000
932023.09.01 12:55modify230.101.719301.717291.72229
942023.09.01 12:55modify220.101.712291.717291.72229
952023.09.01 13:30s/l220.101.717291.717291.7222936.6310465.34
962023.09.01 13:30s/l230.101.717291.717291.72229-14.7210450.62
972023.09.14 20:00buy240.101.677240.000000.00000
982023.09.14 20:00modify240.101.677241.664241.68724
992023.09.15 13:25buy250.101.680410.000000.00000
1002023.09.15 13:25modify250.101.680411.678241.68724
1012023.09.15 13:25modify240.101.677241.678241.68724
1022023.09.15 13:40s/l240.101.678241.678241.687247.2110457.83
1032023.09.15 13:40s/l250.101.678241.678241.68724-15.8910441.94
1042023.10.04 20:00sell260.101.669590.000000.00000
1052023.10.04 20:00modify260.101.669591.682591.65959
1062023.10.06 13:00sell270.101.662400.000000.00000
1072023.10.06 13:00modify270.101.662401.664591.65959
1082023.10.06 13:00modify260.101.669591.664591.65959
1092023.10.06 13:26s/l260.101.664591.664591.6595935.3010477.24
1102023.10.06 13:26s/l270.101.664591.664591.65959-16.0410461.20
1112023.10.13 20:00buy280.101.658410.000000.00000
1122023.10.13 20:00modify280.101.658411.645411.66841
1132023.10.16 07:30buy290.101.661490.000000.00000
1142023.10.16 07:30modify290.101.661491.659411.66841
1152023.10.16 07:30modify280.101.658411.659411.66841
1162023.10.16 08:30s/l280.101.659411.659411.668417.2110468.41
1172023.10.16 08:30s/l290.101.659411.659411.66841-15.2310453.18
1182023.10.24 00:00sell300.101.676630.000000.00000
1192023.10.24 00:00modify300.101.676631.689631.66663
1202023.10.24 10:30sell310.101.673540.000000.00000
1212023.10.24 10:30modify310.101.673541.675631.66663
1222023.10.24 10:30modify300.101.676631.675631.66663
1232023.10.24 14:40sell320.101.671070.000000.00000
1242023.10.24 14:40modify320.101.671071.674131.66663
1252023.10.24 14:40modify310.101.673541.674131.66663
1262023.10.24 14:40modify300.101.676631.674131.66663
1272023.10.24 18:30sell330.101.669430.000000.00000
1282023.10.24 18:30modify330.101.669431.671631.66663
1292023.10.24 18:30modify320.101.671071.671631.66663
1302023.10.24 18:30modify310.101.673541.671631.66663
1312023.10.24 18:30modify300.101.676631.671631.66663
1322023.10.24 23:40s/l300.101.671631.671631.6666336.6210489.80
1332023.10.24 23:40s/l310.101.671631.671631.6666313.9910503.79
1342023.10.24 23:40s/l320.101.671631.671631.66663-4.1010499.69
1352023.10.24 23:40s/l330.101.671631.671631.66663-16.1110483.58
1362023.11.03 20:00sell340.101.691220.000000.00000
1372023.11.03 20:00modify340.101.691221.704221.68122
1382023.11.08 10:05sell350.101.688100.000000.00000
1392023.11.08 10:05modify350.101.688101.690221.68122
1402023.11.08 10:05modify340.101.691221.690221.68122
1412023.11.08 11:40s/l340.101.690221.690221.681226.3410489.93
1422023.11.08 11:40s/l350.101.690221.690221.68122-15.5210474.41
1432023.11.15 00:00sell360.101.711370.000000.00000
1442023.11.15 00:00modify360.101.711371.724371.70137
1452023.11.15 06:40sell370.101.708200.000000.00000
1462023.11.15 06:40modify370.101.708201.710371.70137
1472023.11.15 06:40modify360.101.711371.710371.70137
1482023.11.15 07:40sell380.101.705680.000000.00000
1492023.11.15 07:40modify380.101.705681.708871.70137
1502023.11.15 07:40modify370.101.708201.708871.70137
1512023.11.15 07:40modify360.101.711371.708871.70137
1522023.11.15 13:10sell390.101.704180.000000.00000
1532023.11.15 13:10modify390.101.704181.706371.70137
1542023.11.15 13:10modify380.101.705681.706371.70137
1552023.11.15 13:10modify370.101.708201.706371.70137
1562023.11.15 13:10modify360.101.711371.706371.70137
1572023.11.15 13:40t/p360.101.701371.706371.7013773.2510547.66
1582023.11.15 13:40t/p370.101.701371.706371.7013750.0310597.69
1592023.11.15 13:40t/p380.101.701371.706371.7013731.5710629.26
1602023.11.15 13:40t/p390.101.701371.706371.7013720.5810649.84
1612023.12.28 00:00sell400.101.689980.000000.00000
1622023.12.28 00:00modify400.101.689981.702981.67998
1632023.12.28 13:50sell410.101.682960.000000.00000
1642023.12.28 13:50modify410.101.682961.684981.67998
1652023.12.28 13:50modify400.101.689981.684981.67998
1662023.12.28 13:55s/l400.101.684981.684981.6799836.6310686.47
1672023.12.28 13:55s/l410.101.684981.684981.67998-14.7910671.68
1682024.01.24 20:00sell420.101.719600.000000.00000
1692024.01.24 20:00modify420.101.719601.732601.70960
1702024.01.25 14:30sell430.101.716450.000000.00000
1712024.01.25 14:30modify430.101.716451.718601.70960
1722024.01.25 14:30modify420.101.719601.718601.70960
1732024.01.25 15:40sell440.101.714090.000000.00000
1742024.01.25 15:40modify440.101.714091.717101.70960
1752024.01.25 15:40modify430.101.716451.717101.70960
1762024.01.25 15:40modify420.101.719601.717101.70960
1772024.01.25 16:40sell450.101.712590.000000.00000
1782024.01.25 16:40modify450.101.712591.714601.70960
1792024.01.25 16:40modify440.101.714091.714601.70960
1802024.01.25 16:40modify430.101.716451.714601.70960
1812024.01.25 16:40modify420.101.719601.714601.70960
1822024.01.26 07:30t/p420.101.709601.714601.7096071.9310743.61
1832024.01.26 07:30t/p430.101.709601.714601.7096049.8410793.45
1842024.01.26 07:30t/p440.101.709601.714601.7096032.5610826.01
1852024.01.26 07:30t/p450.101.709601.714601.7096021.5710847.58
1862024.02.14 00:00sell460.101.707860.000000.00000
1872024.02.14 00:00modify460.101.707861.720861.69786
1882024.02.14 07:40sell470.101.702080.000000.00000
1892024.02.14 07:40modify470.101.702081.705361.69786
1902024.02.14 07:40modify460.101.707861.705361.69786
1912024.02.14 10:15t/p460.101.697861.705361.6978673.2510920.83
1922024.02.14 10:15t/p470.101.697861.705361.6978630.9110951.74
1932024.03.22 00:00buy480.101.713020.000000.00000
1942024.03.22 00:00modify480.101.713021.700021.72302
1952024.03.25 06:05buy490.101.716110.000000.00000
1962024.03.25 06:05modify490.101.716111.714021.72302
1972024.03.25 06:05modify480.101.713021.714021.72302
1982024.03.25 07:20s/l480.101.714021.714021.723027.2010958.94
1992024.03.25 07:20s/l490.101.714021.714021.72302-15.3110943.63