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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=80; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=14; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 modelled79423Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit631.35Gross profit921.76Gross loss-290.40
Profit factor3.17Expected payoff14.35
Absolute drawdown38.96Maximal drawdown133.93 (1.30%)Relative drawdown1.30% (133.93)
Total trades44Short positions (won %)29 (86.21%)Long positions (won %)15 (46.67%)
Profit trades (% of total)32 (72.73%)Loss trades (% of total)12 (27.27%)
Largestprofit trade58.48loss trade-51.63
Averageprofit trade28.80loss trade-24.20
Maximumconsecutive wins (profit in money)8 (251.52)consecutive losses (loss in money)3 (-47.76)
Maximalconsecutive profit (count of wins)251.52 (8)consecutive loss (count of losses)-51.63 (1)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.06.08 16:00sell10.101.678580.000000.00000
22023.06.08 16:00modify10.101.678581.685581.67058
32023.06.08 21:05sell20.101.674460.000000.00000
42023.06.08 21:05modify20.101.674461.677781.67058
52023.06.08 21:05modify10.101.678581.677781.67058
62023.06.08 21:40s/l10.101.677781.677781.670585.8610005.86
72023.06.08 21:40s/l20.101.677781.677781.67058-24.329981.54
82023.07.14 16:00sell30.101.731090.000000.00000
92023.07.14 16:00modify30.101.731091.738091.72309
102023.07.17 12:40sell40.101.725190.000000.00000
112023.07.17 12:40modify40.101.725191.728291.72309
122023.07.17 12:40modify30.101.731091.728291.72309
132023.07.17 13:00sell50.101.726100.000000.00000
142023.07.17 13:00modify50.101.726101.728691.72309
152023.07.17 13:05modify50.101.726101.728291.72309
162023.07.17 14:40t/p30.101.723091.728291.7230958.2710039.81
172023.07.17 14:40t/p40.101.723091.728291.7230915.3810055.19
182023.07.17 14:40t/p50.101.723091.728291.7230922.0510077.24
192023.07.24 16:00buy60.101.687680.000000.00000
202023.07.24 16:00modify60.101.687681.680681.69568
212023.07.25 07:30buy70.101.692620.000000.00000
222023.07.25 07:30modify70.101.692621.690081.69568
232023.07.25 07:30modify60.101.687681.690081.69568
242023.07.25 07:50buy80.101.693400.000000.00000
252023.07.25 07:50modify80.101.693401.690481.69568
262023.07.25 07:50modify70.101.692621.690481.69568
272023.07.25 07:50modify60.101.687681.690481.69568
282023.07.25 08:55buy90.101.691940.000000.00000
292023.07.25 08:55modify90.101.691941.688481.69568
302023.07.25 09:00modify90.101.691941.690481.69568
312023.07.25 09:40s/l60.101.690481.690481.6956820.3910097.63
322023.07.25 09:40s/l70.101.690481.690481.69568-15.6810081.95
332023.07.25 09:40s/l80.101.690481.690481.69568-21.3910060.56
342023.07.25 09:40s/l90.101.690481.690481.69568-10.6910049.87
352023.07.31 16:00buy100.101.692070.000000.00000
362023.07.31 16:00modify100.101.692071.685071.70007
372023.08.01 04:20buy110.101.696180.000000.00000
382023.08.01 04:20modify110.101.696181.692871.70007
392023.08.01 04:20modify100.101.692071.692871.70007
402023.08.01 04:50buy120.101.697050.000000.00000
412023.08.01 04:50modify120.101.697051.694471.70007
422023.08.01 04:50modify110.101.696181.694471.70007
432023.08.01 04:50modify100.101.692071.694471.70007
442023.08.01 06:40buy130.101.697680.000000.00000
452023.08.01 06:40modify130.101.697681.694871.70007
462023.08.01 06:40modify120.101.697051.694871.70007
472023.08.01 06:40modify110.101.696181.694871.70007
482023.08.01 06:40modify100.101.692071.694871.70007
492023.08.01 08:40t/p100.101.700071.694871.7000758.4810108.35
502023.08.01 08:40t/p110.101.700071.694871.7000728.5010136.85
512023.08.01 08:40t/p120.101.700071.694871.7000722.1210158.97
522023.08.01 08:40t/p130.101.700071.694871.7000717.5110176.48
532023.08.30 16:00sell140.101.719660.000000.00000
542023.08.30 16:00modify140.101.719661.726661.71166
552023.08.31 12:30sell150.101.715450.000000.00000
562023.08.31 12:30modify150.101.715451.718861.71166
572023.08.31 12:30modify140.101.719661.718861.71166
582023.08.31 14:10sell160.101.714740.000000.00000
592023.08.31 14:10modify160.101.714741.717261.71166
602023.08.31 14:10modify150.101.715451.717261.71166
612023.08.31 14:10modify140.101.719661.717261.71166
622023.08.31 15:25sell170.101.713980.000000.00000
632023.08.31 15:25modify170.101.713981.716861.71166
642023.08.31 15:25modify160.101.714741.716861.71166
652023.08.31 15:25modify150.101.715451.716861.71166
662023.08.31 15:25modify140.101.719661.716861.71166
672023.08.31 18:40t/p140.101.711661.716861.7116657.6010234.09
682023.08.31 18:40t/p150.101.711661.716861.7116627.7610261.85
692023.08.31 18:40t/p160.101.711661.716861.7116622.5610284.41
702023.08.31 18:40t/p170.101.711661.716861.7116616.9910301.40
712023.09.06 16:00buy180.101.707120.000000.00000
722023.09.06 16:00modify180.101.707121.700121.71512
732023.09.07 08:05s/l180.101.700121.700121.71512-51.6310249.77
742023.09.14 16:00buy190.101.676900.000000.00000
752023.09.14 16:00modify190.101.676901.669901.68490
762023.09.15 08:40buy200.101.681090.000000.00000
772023.09.15 08:40modify200.101.681091.677701.68490
782023.09.15 08:40modify190.101.676901.677701.68490
792023.09.15 10:40s/l190.101.677701.677701.684905.7410255.51
802023.09.15 10:40s/l200.101.677701.677701.68490-24.8310230.68
812023.10.04 16:00sell210.101.670080.000000.00000
822023.10.04 16:00modify210.101.670081.677081.66208
832023.10.06 12:40t/p210.101.662081.677081.6620857.2710287.95
842023.10.13 16:00buy220.101.657190.000000.00000
852023.10.13 16:00modify220.101.657191.650191.66519
862023.10.16 07:30buy230.101.661490.000000.00000
872023.10.16 07:30modify230.101.661491.657991.66519
882023.10.16 07:30modify220.101.657191.657991.66519
892023.10.16 07:40buy240.101.662160.000000.00000
902023.10.16 07:40modify240.101.662161.659591.66519
912023.10.16 07:40modify230.101.661491.659591.66519
922023.10.16 07:40modify220.101.657191.659591.66519
932023.10.16 08:30s/l220.101.659591.659591.6651917.4610305.41
942023.10.16 08:30s/l230.101.659591.659591.66519-13.9210291.49
952023.10.16 08:30s/l240.101.659591.659591.66519-18.8310272.66
962023.10.27 16:00sell250.101.684740.000000.00000
972023.10.27 16:00modify250.101.684741.691741.67674
982023.10.27 18:05sell260.101.679680.000000.00000
992023.10.27 18:05modify260.101.679681.682341.67674
1002023.10.27 18:05modify250.101.684741.682341.67674
1012023.10.27 19:30sell270.101.680660.000000.00000
1022023.10.27 19:30modify270.101.680661.683941.67674
1032023.10.27 19:35modify270.101.680661.682341.67674
1042023.10.29 23:40sell280.101.679130.000000.00000
1052023.10.29 23:40modify280.101.679131.681941.67674
1062023.10.29 23:40modify260.101.679681.681941.67674
1072023.10.29 23:40modify270.101.680661.681941.67674
1082023.10.29 23:40modify250.101.684741.681941.67674
1092023.10.30 07:40t/p250.101.676741.681941.6767458.2610330.92
1102023.10.30 07:40t/p260.101.676741.681941.6767421.2010352.12
1112023.10.30 07:40t/p270.101.676741.681941.6767428.3810380.51
1122023.10.30 07:40t/p280.101.676741.681941.6767417.1810397.69
1132023.11.03 16:00sell290.101.691320.000000.00000
1142023.11.03 16:00modify290.101.691321.698321.68332
1152023.11.09 18:15sell300.101.687070.000000.00000
1162023.11.09 18:15modify300.101.687071.690521.68332
1172023.11.09 18:15modify290.101.691321.690521.68332
1182023.11.09 18:40s/l290.101.690521.690521.683323.8810401.57
1192023.11.09 18:40s/l300.101.690521.690521.68332-25.2710376.30
1202023.11.14 16:00sell310.101.709590.000000.00000
1212023.11.14 16:00modify310.101.709591.716591.70159
1222023.11.15 08:40sell320.101.705350.000000.00000
1232023.11.15 08:40modify320.101.705351.708791.70159
1242023.11.15 08:40modify310.101.709591.708791.70159
1252023.11.15 12:30sell330.101.704490.000000.00000
1262023.11.15 12:30modify330.101.704491.707191.70159
1272023.11.15 12:30modify320.101.705351.707191.70159
1282023.11.15 12:30modify310.101.709591.707191.70159
1292023.11.15 12:55sell340.101.703770.000000.00000
1302023.11.15 12:55modify340.101.703771.706791.70159
1312023.11.15 12:55modify330.101.704491.706791.70159
1322023.11.15 12:55modify320.101.705351.706791.70159
1332023.11.15 12:55modify310.101.709591.706791.70159
1342023.11.15 13:40t/p310.101.701591.706791.7015958.2610434.56
1352023.11.15 13:40t/p320.101.701591.706791.7015927.5310462.09
1362023.11.15 13:40t/p330.101.701591.706791.7015921.2410483.33
1372023.11.15 13:40t/p340.101.701591.706791.7015915.9610499.29
1382023.12.27 20:00sell350.101.690270.000000.00000
1392023.12.27 20:00modify350.101.690271.697271.68227
1402023.12.28 13:30sell360.101.684650.000000.00000
1412023.12.28 13:30modify360.101.684651.687471.68227
1422023.12.28 13:30modify350.101.690271.687471.68227
1432023.12.28 16:40t/p350.101.682271.687471.6822757.6110556.90
1442023.12.28 16:40t/p360.101.682271.687471.6822717.4310574.33
1452024.02.20 16:00sell370.101.710510.000000.00000
1462024.02.20 16:00modify370.101.710511.717511.70251
1472024.02.20 18:40sell380.101.706270.000000.00000
1482024.02.20 18:40modify380.101.706271.709711.70251
1492024.02.20 18:40modify370.101.710511.709711.70251
1502024.02.20 22:13sell390.101.705610.000000.00000
1512024.02.20 22:13modify390.101.705611.708111.70251
1522024.02.20 22:13modify380.101.706271.708111.70251
1532024.02.20 22:13modify370.101.710511.708111.70251
1542024.02.21 13:30s/l370.101.708111.708111.7025117.2510591.58
1552024.02.21 13:30s/l380.101.708111.708111.70251-13.8110577.78
1562024.02.21 13:30s/l390.101.708111.708111.70251-18.6410559.14
1572024.03.08 16:00sell400.101.732510.000000.00000
1582024.03.08 16:00modify400.101.732511.739511.72451
1592024.03.11 15:20sell410.101.728310.000000.00000
1602024.03.11 15:20modify410.101.728311.731711.72451
1612024.03.11 15:20modify400.101.732511.731711.72451
1622024.03.11 15:30sell420.101.727620.000000.00000
1632024.03.11 15:30modify420.101.727621.730111.72451
1642024.03.11 15:30modify410.101.728311.730111.72451
1652024.03.11 15:30modify400.101.732511.730111.72451
1662024.03.11 15:40sell430.101.726700.000000.00000
1672024.03.11 15:40modify430.101.726701.729711.72451
1682024.03.11 15:40modify420.101.727621.729711.72451
1692024.03.11 15:40modify410.101.728311.729711.72451
1702024.03.11 15:40modify400.101.732511.729711.72451
1712024.03.12 07:40t/p400.101.724511.729711.7245157.9410617.08
1722024.03.12 07:40t/p410.101.724511.729711.7245127.5110644.59
1732024.03.12 07:40t/p420.101.724511.729711.7245122.4510667.04
1742024.03.12 07:40t/p430.101.724511.729711.7245115.7110682.75
1752024.04.19 20:00buy440.101.701550.000000.00000
1762024.04.19 20:00modify440.101.701551.694551.70955
1772024.04.22 09:40s/l440.101.694551.694551.70955-51.4010631.35