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=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 test1914Ticks modelled17938466Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit770.29Gross profit1345.38Gross loss-575.09
Profit factor2.34Expected payoff11.67
Absolute drawdown170.43Maximal drawdown261.22 (2.46%)Relative drawdown2.46% (261.22)
Total trades66Short positions (won %)40 (65.00%)Long positions (won %)26 (57.69%)
Profit trades (% of total)41 (62.12%)Loss trades (% of total)25 (37.88%)
Largestprofit trade95.21loss trade-111.32
Averageprofit trade32.81loss trade-23.00
Maximumconsecutive wins (profit in money)9 (506.96)consecutive losses (loss in money)2 (-38.08)
Maximalconsecutive profit (count of wins)506.96 (9)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 08:35s/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 11:15sell30.101.678060.000000.00000
72023.06.28 11:15modify30.101.678061.680681.66833
82023.06.28 11:15modify20.101.681331.680681.66833
92023.06.28 14:10sell40.101.674830.000000.00000
102023.06.28 14:10modify40.101.674831.676781.66833
112023.06.28 14:10modify30.101.678061.676781.66833
122023.06.28 14:10modify20.101.681331.676781.66833
132023.06.28 14:34sell50.101.673530.000000.00000
142023.06.28 14:34modify50.101.673531.676781.66833
152023.06.28 17:19s/l20.101.676781.676781.6683333.339922.01
162023.06.28 17:19s/l30.101.676781.676781.668339.389931.39
172023.06.28 17:19s/l40.101.676781.676781.66833-14.289917.11
182023.06.28 17:19s/l50.101.676781.676781.66833-23.809893.31
192023.07.07 00:00sell60.101.702840.000000.00000
202023.07.07 00:00modify60.101.702841.717841.68984
212023.07.10 10:57sell70.101.699570.000000.00000
222023.07.10 10:57modify70.101.699571.702191.68984
232023.07.10 10:57modify60.101.702841.702191.68984
242023.07.10 12:21sell80.101.696320.000000.00000
252023.07.10 12:21modify80.101.696321.698291.68984
262023.07.10 12:21modify70.101.699571.698291.68984
272023.07.10 12:21modify60.101.702841.698291.68984
282023.07.10 13:21s/l60.101.698291.698291.6898433.009926.31
292023.07.10 13:21s/l70.101.698291.698291.689849.389935.69
302023.07.10 13:21s/l80.101.698291.698291.68984-14.429921.27
312023.07.14 00:00sell90.101.721370.000000.00000
322023.07.14 00:00modify90.101.721371.736371.70837
332023.07.18 16:45sell100.101.718110.000000.00000
342023.07.18 16:45modify100.101.718111.720721.70837
352023.07.18 16:45modify90.101.721371.720721.70837
362023.07.19 02:06sell110.101.714840.000000.00000
372023.07.19 02:06modify110.101.714841.716821.70837
382023.07.19 02:06modify100.101.718111.716821.70837
392023.07.19 02:06modify90.101.721371.716821.70837
402023.07.19 06:00t/p90.101.708371.716821.7083794.2210015.50
412023.07.19 06:00t/p100.101.708371.716821.7083771.0110086.51
422023.07.19 06:00t/p110.101.708371.716821.7083747.3910133.90
432023.07.24 20:00buy120.101.688350.000000.00000
442023.07.24 20:00modify120.101.688351.673351.70135
452023.07.25 07:17buy130.101.691600.000000.00000
462023.07.25 07:17modify130.101.691601.689001.70135
472023.07.25 07:17modify120.101.688351.689001.70135
482023.07.25 14:08buy140.101.694850.000000.00000
492023.07.25 14:08modify140.101.694851.692901.70135
502023.07.25 14:08modify130.101.691601.692901.70135
512023.07.25 14:08modify120.101.688351.692901.70135
522023.07.25 14:15buy150.101.696150.000000.00000
532023.07.25 14:15modify150.101.696151.692901.70135
542023.07.26 07:45t/p120.101.701351.692901.7013595.0010228.90
552023.07.26 07:45t/p130.101.701351.692901.7013571.3110300.21
562023.07.26 07:45t/p140.101.701351.692901.7013547.5010347.71
572023.07.26 07:45t/p150.101.701351.692901.7013537.9810385.69
582023.07.28 00:00buy160.101.692630.000000.00000
592023.07.28 00:00modify160.101.692631.677631.70563
602023.07.28 08:37buy170.101.695890.000000.00000
612023.07.28 08:37modify170.101.695891.693281.70563
622023.07.28 08:37modify160.101.692631.693281.70563
632023.07.28 10:42buy180.101.699130.000000.00000
642023.07.28 10:42modify180.101.699131.697181.70563
652023.07.28 10:42modify170.101.695891.697181.70563
662023.07.28 10:42modify160.101.692631.697181.70563
672023.07.28 10:54buy190.101.700450.000000.00000
682023.07.28 10:54modify190.101.700451.697181.70563
692023.07.31 12:19s/l160.101.697181.697181.7056333.2110418.90
702023.07.31 12:19s/l170.101.697181.697181.705639.3310428.23
712023.07.31 12:19s/l180.101.697181.697181.70563-14.4110413.82
722023.07.31 12:19s/l190.101.697181.697181.70563-24.0810389.75
732023.07.31 20:00buy200.101.692620.000000.00000
742023.07.31 20:00modify200.101.692621.677621.70562
752023.08.01 04:20buy210.101.695880.000000.00000
762023.08.01 04:20modify210.101.695881.693271.70562
772023.08.01 04:20modify200.101.692621.693271.70562
782023.08.01 07:32buy220.101.699150.000000.00000
792023.08.01 07:32modify220.101.699151.697171.70562
802023.08.01 07:32modify210.101.695881.697171.70562
812023.08.01 07:32modify200.101.692621.697171.70562
822023.08.01 08:00s/l200.101.697171.697171.7056233.2210422.97
832023.08.01 08:00s/l210.101.697171.697171.705629.4510432.42
842023.08.01 08:00s/l220.101.697171.697171.70562-14.5010417.92
852023.09.01 00:00buy230.101.712290.000000.00000
862023.09.01 00:00modify230.101.712291.697291.72529
872023.09.01 12:31buy240.101.715580.000000.00000
882023.09.01 12:31modify240.101.715581.712941.72529
892023.09.01 12:31modify230.101.712291.712941.72529
902023.09.01 12:34buy250.101.718790.000000.00000
912023.09.01 12:34modify250.101.718791.716841.72529
922023.09.01 12:34modify240.101.715581.716841.72529
932023.09.01 12:34modify230.101.712291.716841.72529
942023.09.01 12:39buy260.101.720180.000000.00000
952023.09.01 12:39modify260.101.720181.716841.72529
962023.09.01 13:03s/l230.101.716841.716841.7252933.3310451.25
972023.09.01 13:03s/l240.101.716841.716841.725299.2310460.48
982023.09.01 13:03s/l250.101.716841.716841.72529-14.2810446.20
992023.09.01 13:03s/l260.101.716841.716841.72529-24.4710421.73
1002023.09.14 20:00buy270.101.677240.000000.00000
1012023.09.14 20:00modify270.101.677241.662241.69024
1022023.09.15 08:04buy280.101.680500.000000.00000
1032023.09.15 08:04modify280.101.680501.677891.69024
1042023.09.15 08:04modify270.101.677241.677891.69024
1052023.09.15 10:47s/l270.101.677891.677891.690244.6410426.37
1062023.09.15 10:47s/l280.101.677891.677891.69024-19.1210407.25
1072023.10.04 20:00sell290.101.669590.000000.00000
1082023.10.04 20:00modify290.101.669591.684591.65659
1092023.10.05 12:39sell300.101.666340.000000.00000
1102023.10.05 12:39modify300.101.666341.668941.65659
1112023.10.05 12:39modify290.101.669591.668941.65659
1122023.10.05 12:58s/l290.101.668941.668941.656593.7710411.02
1132023.10.05 12:58s/l300.101.668941.668941.65659-19.0410391.98
1142023.10.13 20:00buy310.101.658410.000000.00000
1152023.10.13 20:00modify310.101.658411.643411.67141
1162023.10.16 07:47buy320.101.661660.000000.00000
1172023.10.16 07:47modify320.101.661661.659061.67141
1182023.10.16 07:47modify310.101.658411.659061.67141
1192023.10.16 08:40s/l310.101.659061.659061.671414.6410396.62
1202023.10.16 08:40s/l320.101.659061.659061.67141-19.0410377.58
1212023.10.24 00:00sell330.101.676630.000000.00000
1222023.10.24 00:00modify330.101.676631.691631.66363
1232023.10.24 10:46sell340.101.673370.000000.00000
1242023.10.24 10:46modify340.101.673371.675981.66363
1252023.10.24 10:46modify330.101.676631.675981.66363
1262023.10.24 17:52sell350.101.670130.000000.00000
1272023.10.24 17:52modify350.101.670131.672081.66363
1282023.10.24 17:52modify340.101.673371.672081.66363
1292023.10.24 17:52modify330.101.676631.672081.66363
1302023.10.24 18:43sell360.101.668810.000000.00000
1312023.10.24 18:43modify360.101.668811.672081.66363
1322023.10.25 00:24s/l330.101.672081.672081.6636333.0010410.58
1332023.10.25 00:24s/l340.101.672081.672081.663639.1210419.70
1342023.10.25 00:24s/l350.101.672081.672081.66363-14.6110405.09
1352023.10.25 00:24s/l360.101.672081.672081.66363-24.2810380.81
1362023.11.03 20:00sell370.101.691220.000000.00000
1372023.11.03 20:00modify370.101.691221.706221.67822
1382023.11.08 09:00sell380.101.687960.000000.00000
1392023.11.08 09:00modify380.101.687961.690571.67822
1402023.11.08 09:00modify370.101.691221.690571.67822
1412023.11.08 11:10s/l370.101.690571.690571.678223.7710384.59
1422023.11.08 11:10s/l380.101.690571.690571.67822-19.1110365.48
1432023.11.15 00:00sell390.101.711370.000000.00000
1442023.11.15 00:00modify390.101.711371.726371.69837
1452023.11.15 07:00sell400.101.707870.000000.00000
1462023.11.15 07:00modify400.101.707871.710721.69837
1472023.11.15 07:00modify390.101.711371.710721.69837
1482023.11.15 12:34sell410.101.704860.000000.00000
1492023.11.15 12:34modify410.101.704861.706821.69837
1502023.11.15 12:34modify400.101.707871.706821.69837
1512023.11.15 12:34modify390.101.711371.706821.69837
1522023.11.15 12:57sell420.101.703570.000000.00000
1532023.11.15 12:57modify420.101.703571.706821.69837
1542023.11.15 15:02t/p390.101.698371.706821.6983795.2110460.69
1552023.11.15 15:02t/p400.101.698371.706821.6983769.5810530.27
1562023.11.15 15:02t/p410.101.698371.706821.6983747.5310577.80
1572023.11.15 15:02t/p420.101.698371.706821.6983738.0910615.89
1582023.11.21 08:00sell430.101.718570.000000.00000
1592023.11.21 08:00modify430.101.718571.733571.70557
1602023.11.21 15:37sell440.101.715320.000000.00000
1612023.11.21 15:37modify440.101.715321.717921.70557
1622023.11.21 15:37modify430.101.718571.717921.70557
1632023.11.21 17:35s/l430.101.717921.717921.705574.7610620.65
1642023.11.21 17:35s/l440.101.717921.717921.70557-19.0510601.60
1652023.12.28 00:00sell450.101.689980.000000.00000
1662023.12.28 00:00modify450.101.689981.704981.67698
1672023.12.28 13:13sell460.101.686710.000000.00000
1682023.12.28 13:13modify460.101.686711.689331.67698
1692023.12.28 13:13modify450.101.689981.689331.67698
1702023.12.28 13:55sell470.101.683460.000000.00000
1712023.12.28 13:55modify470.101.683461.685431.67698
1722023.12.28 13:55modify460.101.686711.685431.67698
1732023.12.28 13:55modify450.101.689981.685431.67698
1742023.12.28 14:42sell480.101.682080.000000.00000
1752023.12.28 14:42modify480.101.682081.685431.67698
1762023.12.28 15:05s/l450.101.685431.685431.6769833.3210634.92
1772023.12.28 15:05s/l460.101.685431.685431.676989.3710644.29
1782023.12.28 15:05s/l470.101.685431.685431.67698-14.4310629.86
1792023.12.28 15:05s/l480.101.685431.685431.67698-24.5410605.32
1802024.01.12 00:00sell490.101.709440.000000.00000
1812024.01.12 00:00modify490.101.709441.724441.69644
1822024.01.12 07:59sell500.101.706190.000000.00000
1832024.01.12 07:59modify500.101.706191.708791.69644
1842024.01.12 07:59modify490.101.709441.708791.69644
1852024.01.12 10:05sell510.101.702920.000000.00000
1862024.01.12 10:05modify510.101.702921.704891.69644
1872024.01.12 10:05modify500.101.706191.704891.69644
1882024.01.12 10:05modify490.101.709441.704891.69644
1892024.01.12 11:07s/l490.101.704891.704891.6964433.3310638.65
1902024.01.12 11:07s/l500.101.704891.704891.696449.5210648.17
1912024.01.12 11:07s/l510.101.704891.704891.69644-14.4310633.74
1922024.01.24 20:00sell520.101.719600.000000.00000
1932024.01.24 20:00modify520.101.719601.734601.70660
1942024.01.25 13:30sell530.101.716330.000000.00000
1952024.01.25 13:30modify530.101.716331.718951.70660
1962024.01.25 13:30modify520.101.719601.718951.70660
1972024.01.25 13:32s/l520.101.718951.718951.706603.7710637.51
1982024.01.25 13:32s/l530.101.718951.718951.70660-19.1910618.32
1992024.01.29 16:00buy540.101.705770.000000.00000
2002024.01.29 16:00modify540.101.705771.690771.71877
2012024.02.13 15:13buy550.101.709020.000000.00000
2022024.02.13 15:13modify550.101.709021.706421.71877
2032024.02.13 15:13modify540.101.705771.706421.71877
2042024.02.13 22:04s/l540.101.706421.706421.718772.9810621.29
2052024.02.13 22:04s/l550.101.706421.706421.71877-19.0510602.24
2062024.02.14 00:00sell560.101.707860.000000.00000
2072024.02.14 00:00modify560.101.707861.722861.69486
2082024.02.14 07:00sell570.101.704580.000000.00000
2092024.02.14 07:00modify570.101.704581.707211.69486
2102024.02.14 07:00modify560.101.707861.707211.69486
2112024.02.14 08:13sell580.101.701350.000000.00000
2122024.02.14 08:13modify580.101.701351.703311.69486
2132024.02.14 08:13modify570.101.704581.703311.69486
2142024.02.14 08:13modify560.101.707861.703311.69486
2152024.02.14 09:21sell590.101.700060.000000.00000
2162024.02.14 09:21modify590.101.700061.703311.69486
2172024.02.15 22:04t/p560.101.694861.703311.6948694.2310696.48
2182024.02.15 22:04t/p570.101.694861.703311.6948670.2010766.68
2192024.02.15 22:04t/p580.101.694861.703311.6948646.5510813.23
2202024.02.15 22:04t/p590.101.694861.703311.6948637.1010850.33
2212024.03.22 00:00buy600.101.713020.000000.00000
2222024.03.22 00:00modify600.101.713021.698021.72602
2232024.03.25 10:55buy610.101.716270.000000.00000
2242024.03.25 10:55modify610.101.716271.713671.72602
2252024.03.25 10:55modify600.101.713021.713671.72602
2262024.03.26 12:49s/l600.101.713671.713671.726024.5310854.86
2272024.03.26 12:49s/l610.101.713671.713671.72602-19.1610835.71
2282024.03.28 20:00buy620.101.709720.000000.00000
2292024.03.28 20:00modify620.101.709721.694721.72272
2302024.03.29 14:00buy630.101.713010.000000.00000
2312024.03.29 14:00modify630.101.713011.710371.72272
2322024.03.29 14:00modify620.101.709721.710371.72272
2332024.03.29 15:02s/l620.101.710371.710371.722724.6410840.35
2342024.03.29 15:02s/l630.101.710371.710371.72272-19.3410821.01
2352024.04.25 00:00sell640.101.707230.000000.00000
2362024.04.25 00:00modify640.101.707231.722231.69423
2372024.04.28 21:06sell650.101.703910.000000.00000
2382024.04.28 21:06modify650.101.703911.706581.69423
2392024.04.28 21:06modify640.101.707231.706581.69423
2402024.04.28 21:13s/l640.101.706581.706581.694234.4310825.44
2412024.04.28 21:13s/l650.101.706581.706581.69423-19.5510805.89
2422024.04.30 04:00sell660.101.716180.000000.00000
2432024.04.30 04:00modify660.101.716181.731181.70318
2442024.04.30 23:59close at stop660.101.721041.731181.70318-35.6010770.29