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=2; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 modelled79428Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit880.90Gross profit1382.50Gross loss-501.60
Profit factor2.76Expected payoff14.93
Absolute drawdown161.39Maximal drawdown262.11 (2.48%)Relative drawdown2.48% (262.11)
Total trades59Short positions (won %)36 (69.44%)Long positions (won %)23 (56.52%)
Profit trades (% of total)38 (64.41%)Loss trades (% of total)21 (35.59%)
Largestprofit trade95.21loss trade-111.32
Averageprofit trade36.38loss trade-23.89
Maximumconsecutive wins (profit in money)8 (452.28)consecutive losses (loss in money)2 (-40.76)
Maximalconsecutive profit (count of wins)452.28 (8)consecutive loss (count of losses)-111.32 (1)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.08 00:00buy10.101.690230.000000.00000
22023.05.08 00:00modify10.101.690231.675231.70323
32023.05.18 08:40s/l10.101.675231.675231.70323-111.329888.68
42023.06.28 04:00sell20.101.681330.000000.00000
52023.06.28 04:00modify20.101.681331.696331.66833
62023.06.28 11:20sell30.101.678060.000000.00000
72023.06.28 11:20modify30.101.678061.680681.66833
82023.06.28 11:20modify20.101.681331.680681.66833
92023.06.28 19:40sell40.101.674690.000000.00000
102023.06.28 19:40modify40.101.674691.676781.66833
112023.06.28 19:40modify30.101.678061.676781.66833
122023.06.28 19:40modify20.101.681331.676781.66833
132023.06.29 06:30s/l20.101.676781.676781.6683332.349921.02
142023.06.29 06:30s/l30.101.676781.676781.668338.399929.42
152023.06.29 06:30s/l40.101.676781.676781.66833-16.299913.13
162023.07.07 00:00sell50.101.702840.000000.00000
172023.07.07 00:00modify50.101.702841.717841.68984
182023.07.10 12:55sell60.101.696130.000000.00000
192023.07.10 12:55modify60.101.696131.698291.68984
202023.07.10 12:55modify50.101.702841.698291.68984
212023.07.10 13:20s/l50.101.698291.698291.6898433.009946.13
222023.07.10 13:20s/l60.101.698291.698291.68984-15.829930.31
232023.07.14 00:00sell70.101.721370.000000.00000
242023.07.14 00:00modify70.101.721371.736371.70837
252023.07.18 16:40sell80.101.717830.000000.00000
262023.07.18 16:40modify80.101.717831.720721.70837
272023.07.18 16:40modify70.101.721371.720721.70837
282023.07.19 02:40sell90.101.714620.000000.00000
292023.07.19 02:40modify90.101.714621.716821.70837
302023.07.19 02:40modify80.101.717831.716821.70837
312023.07.19 02:40modify70.101.721371.716821.70837
322023.07.19 06:30t/p70.101.708371.716821.7083794.2210024.53
332023.07.19 06:30t/p80.101.708371.716821.7083768.9610093.49
342023.07.19 06:30t/p90.101.708371.716821.7083745.7810139.27
352023.07.24 20:00buy100.101.688350.000000.00000
362023.07.24 20:00modify100.101.688351.673351.70135
372023.07.25 09:55buy110.101.691770.000000.00000
382023.07.25 09:55modify110.101.691771.689001.70135
392023.07.25 09:55modify100.101.688351.689001.70135
402023.07.25 14:50buy120.101.696270.000000.00000
412023.07.25 14:50modify120.101.696271.692901.70135
422023.07.25 14:50modify110.101.691771.692901.70135
432023.07.25 14:50modify100.101.688351.692901.70135
442023.07.26 07:30t/p100.101.701351.692901.7013595.0010234.27
452023.07.26 07:30t/p110.101.701351.692901.7013570.0610304.34
462023.07.26 07:30t/p120.101.701351.692901.7013537.1010341.44
472023.07.28 00:00buy130.101.692630.000000.00000
482023.07.28 00:00modify130.101.692631.677631.70563
492023.07.28 08:50buy140.101.696080.000000.00000
502023.07.28 08:50modify140.101.696081.693281.70563
512023.07.28 08:50modify130.101.692631.693281.70563
522023.07.28 10:40buy150.101.699410.000000.00000
532023.07.28 10:40modify150.101.699411.697181.70563
542023.07.28 10:40modify140.101.696081.697181.70563
552023.07.28 10:40modify130.101.692631.697181.70563
562023.07.28 12:10buy160.101.700480.000000.00000
572023.07.28 12:10modify160.101.700481.697181.70563
582023.07.31 12:40s/l130.101.697181.697181.7056333.2110374.65
592023.07.31 12:40s/l140.101.697181.697181.705637.9410382.59
602023.07.31 12:40s/l150.101.697181.697181.70563-16.4610366.13
612023.07.31 12:40s/l160.101.697181.697181.70563-24.3010341.83
622023.07.31 20:00buy170.101.692620.000000.00000
632023.07.31 20:00modify170.101.692621.677621.70562
642023.08.01 05:35buy180.101.695870.000000.00000
652023.08.01 05:35modify180.101.695871.693271.70562
662023.08.01 05:35modify170.101.692621.693271.70562
672023.08.01 07:50buy190.101.699170.000000.00000
682023.08.01 07:50modify190.101.699171.697171.70562
692023.08.01 07:50modify180.101.695871.697171.70562
702023.08.01 07:50modify170.101.692621.697171.70562
712023.08.01 08:15s/l170.101.697171.697171.7056233.2210375.05
722023.08.01 08:15s/l180.101.697171.697171.705629.5310384.58
732023.08.01 08:15s/l190.101.697171.697171.70562-14.6510369.93
742023.09.01 00:00buy200.101.712290.000000.00000
752023.09.01 00:00modify200.101.712291.697291.72529
762023.09.01 13:15buy210.101.720380.000000.00000
772023.09.01 13:15modify210.101.720381.716841.72529
782023.09.01 13:15modify200.101.712291.716841.72529
792023.09.01 13:40s/l200.101.716841.716841.7252933.3310403.26
802023.09.01 13:40s/l210.101.716841.716841.72529-25.9310377.33
812023.09.14 20:00buy220.101.677240.000000.00000
822023.09.14 20:00modify220.101.677241.662241.69024
832023.09.15 08:30buy230.101.680650.000000.00000
842023.09.15 08:30modify230.101.680651.677891.69024
852023.09.15 08:30modify220.101.677241.677891.69024
862023.09.15 10:40s/l220.101.677891.677891.690244.6410381.97
872023.09.15 10:40s/l230.101.677891.677891.69024-20.2210361.75
882023.10.04 20:00sell240.101.669590.000000.00000
892023.10.04 20:00modify240.101.669591.684591.65659
902023.10.05 12:50sell250.101.666250.000000.00000
912023.10.05 12:50modify250.101.666251.668941.65659
922023.10.05 12:50modify240.101.669591.668941.65659
932023.10.05 12:55s/l240.101.668941.668941.656593.7710365.53
942023.10.05 12:55s/l250.101.668941.668941.65659-19.7010345.83
952023.10.13 20:00buy260.101.658410.000000.00000
962023.10.13 20:00modify260.101.658411.643411.67141
972023.10.16 07:59buy270.101.661760.000000.00000
982023.10.16 07:59modify270.101.661761.659061.67141
992023.10.16 07:59modify260.101.658411.659061.67141
1002023.10.16 08:40s/l260.101.659061.659061.671414.6410350.47
1012023.10.16 08:40s/l270.101.659061.659061.67141-19.7810330.69
1022023.10.24 00:00sell280.101.676630.000000.00000
1032023.10.24 00:00modify280.101.676631.691631.66363
1042023.10.24 11:25sell290.101.673200.000000.00000
1052023.10.24 11:25modify290.101.673201.675981.66363
1062023.10.24 11:25modify280.101.676631.675981.66363
1072023.10.24 17:40sell300.101.670120.000000.00000
1082023.10.24 17:40modify300.101.670121.672081.66363
1092023.10.24 17:40modify290.101.673201.672081.66363
1102023.10.24 17:40modify280.101.676631.672081.66363
1112023.10.24 18:40sell310.101.668730.000000.00000
1122023.10.24 18:40modify310.101.668731.672081.66363
1132023.10.25 00:05s/l280.101.672081.672081.6636333.0010363.69
1142023.10.25 00:05s/l290.101.672081.672081.663637.8710371.56
1152023.10.25 00:05s/l300.101.672081.672081.66363-14.6810356.88
1162023.10.25 00:05s/l310.101.672081.672081.66363-24.8710332.01
1172023.11.03 20:00sell320.101.691220.000000.00000
1182023.11.03 20:00modify320.101.691221.706221.67822
1192023.11.08 10:15sell330.101.687970.000000.00000
1202023.11.08 10:15modify330.101.687971.690571.67822
1212023.11.08 10:15modify320.101.691221.690571.67822
1222023.11.08 11:40s/l320.101.690571.690571.678223.7710335.78
1232023.11.08 11:40s/l330.101.690571.690571.67822-19.0410316.74
1242023.11.15 00:00sell340.101.711370.000000.00000
1252023.11.15 00:00modify340.101.711371.726371.69837
1262023.11.15 07:20sell350.101.708120.000000.00000
1272023.11.15 07:20modify350.101.708121.710721.69837
1282023.11.15 07:20modify340.101.711371.710721.69837
1292023.11.15 12:40sell360.101.703470.000000.00000
1302023.11.15 12:40modify360.101.703471.706821.69837
1312023.11.15 12:40modify350.101.708121.706821.69837
1322023.11.15 12:40modify340.101.711371.706821.69837
1332023.11.15 15:05t/p340.101.698371.706821.6983795.2110411.95
1342023.11.15 15:05t/p350.101.698371.706821.6983771.4110483.36
1352023.11.15 15:05t/p360.101.698371.706821.6983737.3510520.71
1362023.11.21 08:00sell370.101.718570.000000.00000
1372023.11.21 08:00modify370.101.718571.733571.70557
1382023.11.21 15:40sell380.101.715110.000000.00000
1392023.11.21 15:40modify380.101.715111.717921.70557
1402023.11.21 15:40modify370.101.718571.717921.70557
1412023.11.21 17:30s/l370.101.717921.717921.705574.7610525.47
1422023.11.21 17:30s/l380.101.717921.717921.70557-20.5810504.89
1432023.12.28 00:00sell390.101.689980.000000.00000
1442023.12.28 00:00modify390.101.689981.704981.67698
1452023.12.28 14:05sell400.101.682050.000000.00000
1462023.12.28 14:05modify400.101.682051.685431.67698
1472023.12.28 14:05modify390.101.689981.685431.67698
1482023.12.28 15:15s/l390.101.685431.685431.6769833.3210538.21
1492023.12.28 15:15s/l400.101.685431.685431.67698-24.7610513.45
1502024.01.12 00:00sell410.101.709440.000000.00000
1512024.01.12 00:00modify410.101.709441.724441.69644
1522024.01.12 07:40sell420.101.706100.000000.00000
1532024.01.12 07:40modify420.101.706101.708791.69644
1542024.01.12 07:40modify410.101.709441.708791.69644
1552024.01.12 10:05sell430.101.702840.000000.00000
1562024.01.12 10:05modify430.101.702841.704891.69644
1572024.01.12 10:05modify420.101.706101.704891.69644
1582024.01.12 10:05modify410.101.709441.704891.69644
1592024.01.12 11:20s/l410.101.704891.704891.6964433.3310546.78
1602024.01.12 11:20s/l420.101.704891.704891.696448.8710555.65
1612024.01.12 11:20s/l430.101.704891.704891.69644-15.0110540.64
1622024.01.24 20:00sell440.101.719600.000000.00000
1632024.01.24 20:00modify440.101.719601.734601.70660
1642024.01.25 13:50sell450.101.716250.000000.00000
1652024.01.25 13:50modify450.101.716251.718951.70660
1662024.01.25 13:50modify440.101.719601.718951.70660
1672024.01.25 19:20sell460.101.712960.000000.00000
1682024.01.25 19:20modify460.101.712961.715051.70660
1692024.01.25 19:20modify450.101.716251.715051.70660
1702024.01.25 19:20modify440.101.719601.715051.70660
1712024.01.25 19:40sell470.101.711690.000000.00000
1722024.01.25 19:40modify470.101.711691.715051.70660
1732024.01.29 10:05t/p440.101.706601.715051.7066093.5610634.21
1742024.01.29 10:05t/p450.101.706601.715051.7066070.0110704.22
1752024.01.29 10:05t/p460.101.706601.715051.7066045.9210750.14
1762024.01.29 10:05t/p470.101.706601.715051.7066036.6210786.76
1772024.01.29 16:00buy480.101.705770.000000.00000
1782024.01.29 16:00modify480.101.705771.690771.71877
1792024.02.13 15:30buy490.101.709040.000000.00000
1802024.02.13 15:30modify490.101.709041.706421.71877
1812024.02.13 15:30modify480.101.705771.706421.71877
1822024.02.13 22:05s/l480.101.706421.706421.718772.9810789.74
1832024.02.13 22:05s/l490.101.706421.706421.71877-19.2010770.54
1842024.02.14 00:00sell500.101.707860.000000.00000
1852024.02.14 00:00modify500.101.707861.722861.69486
1862024.02.14 08:30sell510.101.701250.000000.00000
1872024.02.14 08:30modify510.101.701251.703311.69486
1882024.02.14 08:30modify500.101.707861.703311.69486
1892024.02.14 22:25sell520.101.699870.000000.00000
1902024.02.14 22:25modify520.101.699871.703311.69486
1912024.02.15 22:05t/p500.101.694861.703311.6948694.2310864.77
1922024.02.15 22:05t/p510.101.694861.703311.6948645.8110910.58
1932024.02.15 22:05t/p520.101.694861.703311.6948635.7110946.29
1942024.03.22 00:00buy530.101.713020.000000.00000
1952024.03.22 00:00modify530.101.713021.698021.72602
1962024.03.25 10:55buy540.101.716440.000000.00000
1972024.03.25 10:55modify540.101.716441.713671.72602
1982024.03.25 10:55modify530.101.713021.713671.72602
1992024.03.26 12:40s/l530.101.713671.713671.726024.5310950.82
2002024.03.26 12:40s/l540.101.713671.713671.72602-20.4110930.42
2012024.03.28 20:00buy550.101.709720.000000.00000
2022024.03.28 20:00modify550.101.709721.694721.72272
2032024.03.29 14:15buy560.101.713020.000000.00000
2042024.03.29 14:15modify560.101.713021.710371.72272
2052024.03.29 14:15modify550.101.709721.710371.72272
2062024.03.29 15:30s/l550.101.710371.710371.722724.6410935.06
2072024.03.29 15:30s/l560.101.710371.710371.72272-19.4110915.65
2082024.04.25 00:00sell570.101.707230.000000.00000
2092024.04.25 00:00modify570.101.707231.722231.69423
2102024.04.28 21:00sell580.101.703910.000000.00000
2112024.04.28 21:00modify580.101.703911.706581.69423
2122024.04.28 21:00modify570.101.707231.706581.69423
2132024.04.28 21:30s/l570.101.706581.706581.694234.4310920.08
2142024.04.28 21:30s/l580.101.706581.706581.69423-19.5510900.53
2152024.04.30 04:00sell590.101.716180.000000.00000
2162024.04.30 04:00modify590.101.716181.731181.70318
2172024.04.30 23:59close at stop590.101.718861.731181.70318-19.6310880.90