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=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 test1914Ticks modelled17938466Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit733.17Gross profit1045.39Gross loss-312.22
Profit factor3.35Expected payoff13.58
Absolute drawdown163.33Maximal drawdown229.14 (2.28%)Relative drawdown2.28% (229.14)
Total trades54Short positions (won %)31 (67.74%)Long positions (won %)23 (56.52%)
Profit trades (% of total)34 (62.96%)Loss trades (% of total)20 (37.04%)
Largestprofit trade73.26loss trade-96.66
Averageprofit trade30.75loss trade-15.61
Maximumconsecutive wins (profit in money)6 (230.27)consecutive losses (loss in money)2 (-18.38)
Maximalconsecutive profit (count of wins)230.27 (6)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 07:55s/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 11:06sell30.101.678300.000000.00000
72023.06.28 11:06modify30.101.678301.680331.67133
82023.06.28 11:06modify20.101.681331.680331.67133
92023.06.28 11:46sell40.101.675830.000000.00000
102023.06.28 11:46modify40.101.675831.678831.67133
112023.06.28 11:46modify30.101.678301.678831.67133
122023.06.28 11:46modify20.101.681331.678831.67133
132023.06.28 14:11sell50.101.674320.000000.00000
142023.06.28 14:11modify50.101.674321.676331.67133
152023.06.28 14:11modify40.101.675831.676331.67133
162023.06.28 14:11modify30.101.678301.676331.67133
172023.06.28 14:11modify20.101.681331.676331.67133
182023.06.28 16:58s/l20.101.676331.676331.6713336.629939.96
192023.06.28 16:58s/l30.101.676331.676331.6713314.439954.39
202023.06.28 16:58s/l40.101.676331.676331.67133-3.669950.73
212023.06.28 16:58s/l50.101.676331.676331.67133-14.729936.01
222023.07.07 00:00sell60.101.702840.000000.00000
232023.07.07 00:00modify60.101.702841.715841.69284
242023.07.10 07:38sell70.101.699840.000000.00000
252023.07.10 07:38modify70.101.699841.701841.69284
262023.07.10 07:38modify60.101.702841.701841.69284
272023.07.10 08:00s/l60.101.701841.701841.692847.009943.01
282023.07.10 08:00s/l70.101.701841.701841.69284-14.649928.37
292023.07.14 00:00sell80.101.721370.000000.00000
302023.07.14 00:00modify80.101.721371.734371.71137
312023.07.18 16:43sell90.101.718330.000000.00000
322023.07.18 16:43modify90.101.718331.720371.71137
332023.07.18 16:43modify80.101.721371.720371.71137
342023.07.18 21:23sell100.101.715840.000000.00000
352023.07.18 21:23modify100.101.715841.718871.71137
362023.07.18 21:23modify90.101.718331.718871.71137
372023.07.18 21:23modify80.101.721371.718871.71137
382023.07.19 06:00t/p80.101.711371.718871.7113772.2510000.63
392023.07.19 06:00t/p90.101.711371.718871.7113750.6410051.27
402023.07.19 06:00t/p100.101.711371.718871.7113732.4110083.68
412023.07.24 20:00buy110.101.688350.000000.00000
422023.07.24 20:00modify110.101.688351.675351.69835
432023.07.25 07:17buy120.101.691400.000000.00000
442023.07.25 07:17modify120.101.691401.689351.69835
452023.07.25 07:17modify110.101.688351.689351.69835
462023.07.25 13:05buy130.101.693870.000000.00000
472023.07.25 13:05modify130.101.693871.690851.69835
482023.07.25 13:05modify120.101.691401.690851.69835
492023.07.25 13:05modify110.101.688351.690851.69835
502023.07.25 14:12buy140.101.695400.000000.00000
512023.07.25 14:12modify140.101.695401.693351.69835
522023.07.25 14:12modify130.101.693871.693351.69835
532023.07.25 14:12modify120.101.691401.693351.69835
542023.07.25 14:12modify110.101.688351.693351.69835
552023.07.25 14:29s/l110.101.693351.693351.6983536.5010120.18
562023.07.25 14:29s/l120.101.693351.693351.6983514.2810134.46
572023.07.25 14:29s/l130.101.693351.693351.69835-3.8110130.65
582023.07.25 14:29s/l140.101.693351.693351.69835-15.0210115.63
592023.07.28 04:00buy150.101.692860.000000.00000
602023.07.28 04:00modify150.101.692861.679861.70286
612023.07.28 08:37buy160.101.695860.000000.00000
622023.07.28 08:37modify160.101.695861.693861.70286
632023.07.28 08:37modify150.101.692861.693861.70286
642023.07.28 10:40buy170.101.698400.000000.00000
652023.07.28 10:40modify170.101.698401.695361.70286
662023.07.28 10:40modify160.101.695861.695361.70286
672023.07.28 10:40modify150.101.692861.695361.70286
682023.07.28 10:45buy180.101.699870.000000.00000
692023.07.28 10:45modify180.101.699871.697861.70286
702023.07.28 10:45modify170.101.698401.697861.70286
712023.07.28 10:45modify160.101.695861.697861.70286
722023.07.28 10:45modify150.101.692861.697861.70286
732023.07.28 14:08t/p150.101.702861.697861.7028673.2610188.89
742023.07.28 14:08t/p160.101.702861.697861.7028651.2810240.17
752023.07.28 14:08t/p170.101.702861.697861.7028632.6710272.84
762023.07.28 14:08t/p180.101.702861.697861.7028621.9110294.75
772023.07.31 20:00buy190.101.692620.000000.00000
782023.07.31 20:00modify190.101.692621.679621.70262
792023.08.01 03:33buy200.101.695620.000000.00000
802023.08.01 03:33modify200.101.695621.693621.70262
812023.08.01 03:33modify190.101.692621.693621.70262
822023.08.01 07:20buy210.101.698170.000000.00000
832023.08.01 07:20modify210.101.698171.695121.70262
842023.08.01 07:20modify200.101.695621.695121.70262
852023.08.01 07:20modify190.101.692621.695121.70262
862023.08.01 08:45buy220.101.699630.000000.00000
872023.08.01 08:45modify220.101.699631.697621.70262
882023.08.01 08:45modify210.101.698171.697621.70262
892023.08.01 08:45modify200.101.695621.697621.70262
902023.08.01 08:45modify190.101.692621.697621.70262
912023.08.01 10:53s/l190.101.697621.697621.7026236.5010331.25
922023.08.01 10:53s/l200.101.697621.697621.7026214.6510345.90
932023.08.01 10:53s/l210.101.697621.697621.70262-4.0310341.87
942023.08.01 10:53s/l220.101.697621.697621.70262-14.7310327.14
952023.09.01 00:00buy230.101.712290.000000.00000
962023.09.01 00:00modify230.101.712291.699291.72229
972023.09.01 12:31buy240.101.715290.000000.00000
982023.09.01 12:31modify240.101.715291.713291.72229
992023.09.01 12:31modify230.101.712291.713291.72229
1002023.09.01 12:32buy250.101.717790.000000.00000
1012023.09.01 12:32modify250.101.717791.714791.72229
1022023.09.01 12:32modify240.101.715291.714791.72229
1032023.09.01 12:32modify230.101.712291.714791.72229
1042023.09.01 12:35buy260.101.719300.000000.00000
1052023.09.01 12:35modify260.101.719301.717291.72229
1062023.09.01 12:35modify250.101.717791.717291.72229
1072023.09.01 12:35modify240.101.715291.717291.72229
1082023.09.01 12:35modify230.101.712291.717291.72229
1092023.09.01 13:03s/l230.101.717291.717291.7222936.6310363.77
1102023.09.01 13:03s/l240.101.717291.717291.7222914.6510378.42
1112023.09.01 13:03s/l250.101.717291.717291.72229-3.6610374.76
1122023.09.01 13:03s/l260.101.717291.717291.72229-14.7210360.04
1132023.09.14 20:00buy270.101.677240.000000.00000
1142023.09.14 20:00modify270.101.677241.664241.68724
1152023.09.15 08:04buy280.101.680240.000000.00000
1162023.09.15 08:04modify280.101.680241.678241.68724
1172023.09.15 08:04modify270.101.677241.678241.68724
1182023.09.15 10:44s/l270.101.678241.678241.687247.2110367.25
1192023.09.15 10:44s/l280.101.678241.678241.68724-14.6510352.60
1202023.10.04 20:00sell290.101.669590.000000.00000
1212023.10.04 20:00modify290.101.669591.682591.65959
1222023.10.05 12:39sell300.101.666590.000000.00000
1232023.10.05 12:39modify300.101.666591.668591.65959
1242023.10.05 12:39modify290.101.669591.668591.65959
1252023.10.05 12:56s/l290.101.668591.668591.659596.3310358.93
1262023.10.05 12:56s/l300.101.668591.668591.65959-14.6510344.28
1272023.10.13 20:00buy310.101.658410.000000.00000
1282023.10.13 20:00modify310.101.658411.645411.66841
1292023.10.16 07:33buy320.101.661410.000000.00000
1302023.10.16 07:33modify320.101.661411.659411.66841
1312023.10.16 07:33modify310.101.658411.659411.66841
1322023.10.16 08:14s/l310.101.659411.659411.668417.2010351.48
1332023.10.16 08:14s/l320.101.659411.659411.66841-14.6510336.83
1342023.10.24 00:00sell330.101.676630.000000.00000
1352023.10.24 00:00modify330.101.676631.689631.66663
1362023.10.24 10:43sell340.101.673600.000000.00000
1372023.10.24 10:43modify340.101.673601.675631.66663
1382023.10.24 10:43modify330.101.676631.675631.66663
1392023.10.24 14:36sell350.101.671090.000000.00000
1402023.10.24 14:36modify350.101.671091.674131.66663
1412023.10.24 14:36modify340.101.673601.674131.66663
1422023.10.24 14:36modify330.101.676631.674131.66663
1432023.10.24 18:14sell360.101.669590.000000.00000
1442023.10.24 18:14modify360.101.669591.671631.66663
1452023.10.24 18:14modify350.101.671091.671631.66663
1462023.10.24 18:14modify340.101.673601.671631.66663
1472023.10.24 18:14modify330.101.676631.671631.66663
1482023.10.24 23:34s/l330.101.671631.671631.6666336.6210373.45
1492023.10.24 23:34s/l340.101.671631.671631.6666314.4210387.87
1502023.10.24 23:34s/l350.101.671631.671631.66663-3.9610383.91
1512023.10.24 23:34s/l360.101.671631.671631.66663-14.9510368.96
1522023.11.03 20:00sell370.101.691220.000000.00000
1532023.11.03 20:00modify370.101.691221.704221.68122
1542023.11.08 09:00sell380.101.688220.000000.00000
1552023.11.08 09:00modify380.101.688221.690221.68122
1562023.11.08 09:00modify370.101.691221.690221.68122
1572023.11.08 11:07s/l370.101.690221.690221.681226.3310375.30
1582023.11.08 11:07s/l380.101.690221.690221.68122-14.6510360.65
1592023.11.15 00:00sell390.101.711370.000000.00000
1602023.11.15 00:00modify390.101.711371.724371.70137
1612023.11.15 06:48sell400.101.708340.000000.00000
1622023.11.15 06:48modify400.101.708341.710371.70137
1632023.11.15 06:48modify390.101.711371.710371.70137
1642023.11.15 07:49sell410.101.705840.000000.00000
1652023.11.15 07:49modify410.101.705841.708871.70137
1662023.11.15 07:49modify400.101.708341.708871.70137
1672023.11.15 07:49modify390.101.711371.708871.70137
1682023.11.15 12:45sell420.101.704370.000000.00000
1692023.11.15 12:45modify420.101.704371.706371.70137
1702023.11.15 12:45modify410.101.705841.706371.70137
1712023.11.15 12:45modify400.101.708341.706371.70137
1722023.11.15 12:45modify390.101.711371.706371.70137
1732023.11.15 13:42t/p390.101.701371.706371.7013773.2410433.89
1742023.11.15 13:42t/p400.101.701371.706371.7013751.0510484.94
1752023.11.15 13:42t/p410.101.701371.706371.7013732.7410517.68
1762023.11.15 13:42t/p420.101.701371.706371.7013721.9710539.65
1772023.12.28 00:00sell430.101.689980.000000.00000
1782023.12.28 00:00modify430.101.689981.702981.67998
1792023.12.28 13:13sell440.101.686970.000000.00000
1802023.12.28 13:13modify440.101.686971.688981.67998
1812023.12.28 13:13modify430.101.689981.688981.67998
1822023.12.28 13:50sell450.101.684480.000000.00000
1832023.12.28 13:50modify450.101.684481.687481.67998
1842023.12.28 13:50modify440.101.686971.687481.67998
1852023.12.28 13:50modify430.101.689981.687481.67998
1862023.12.28 13:57sell460.101.682980.000000.00000
1872023.12.28 13:57modify460.101.682981.684981.67998
1882023.12.28 13:57modify450.101.684481.684981.67998
1892023.12.28 13:57modify440.101.686971.684981.67998
1902023.12.28 13:57modify430.101.689981.684981.67998
1912023.12.28 14:16s/l430.101.684981.684981.6799836.6210576.27
1922023.12.28 14:16s/l440.101.684981.684981.6799814.5810590.85
1932023.12.28 14:16s/l450.101.684981.684981.67998-3.6610587.19
1942023.12.28 14:16s/l460.101.684981.684981.67998-14.6510572.54
1952024.01.24 20:00sell470.101.719600.000000.00000
1962024.01.24 20:00modify470.101.719601.732601.70960
1972024.01.25 13:30sell480.101.716450.000000.00000
1982024.01.25 13:30modify480.101.716451.718601.70960
1992024.01.25 13:30modify470.101.719601.718601.70960
2002024.01.25 13:30s/l470.101.718601.718601.709606.3410578.88
2012024.01.25 13:30s/l480.101.718601.718601.70960-15.7410563.14
2022024.02.14 00:00sell490.101.707860.000000.00000
2032024.02.14 00:00modify490.101.707861.720861.69786
2042024.02.14 07:00sell500.101.704650.000000.00000
2052024.02.14 07:00modify500.101.704651.706861.69786
2062024.02.14 07:00modify490.101.707861.706861.69786
2072024.02.14 07:34sell510.101.702350.000000.00000
2082024.02.14 07:34modify510.101.702351.705361.69786
2092024.02.14 07:34modify500.101.704651.705361.69786
2102024.02.14 07:34modify490.101.707861.705361.69786
2112024.02.14 08:22sell520.101.700860.000000.00000
2122024.02.14 08:22modify520.101.700861.702861.69786
2132024.02.14 08:22modify510.101.702351.702861.69786
2142024.02.14 08:22modify500.101.704651.702861.69786
2152024.02.14 08:22modify490.101.707861.702861.69786
2162024.02.14 10:35t/p490.101.697861.702861.6978673.2410636.38
2172024.02.14 10:35t/p500.101.697861.702861.6978649.7310686.11
2182024.02.14 10:35t/p510.101.697861.702861.6978632.8910719.00
2192024.02.14 10:35t/p520.101.697861.702861.6978621.9710740.97
2202024.03.22 00:00buy530.101.713020.000000.00000
2212024.03.22 00:00modify530.101.713021.700021.72302
2222024.03.25 06:11buy540.101.716070.000000.00000
2232024.03.25 06:11modify540.101.716071.714021.72302
2242024.03.25 06:11modify530.101.713021.714021.72302
2252024.03.25 07:18s/l530.101.714021.714021.723027.2110748.18
2262024.03.25 07:18s/l540.101.714021.714021.72302-15.0110733.17