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=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 test1914Ticks modelled17938466Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit662.05Gross profit983.40Gross loss-321.35
Profit factor3.06Expected payoff13.24
Absolute drawdown44.49Maximal drawdown130.43 (1.26%)Relative drawdown1.26% (127.42)
Total trades50Short positions (won %)35 (80.00%)Long positions (won %)15 (46.67%)
Profit trades (% of total)35 (70.00%)Loss trades (% of total)15 (30.00%)
Largestprofit trade58.48loss trade-51.63
Averageprofit trade28.10loss trade-21.42
Maximumconsecutive wins (profit in money)9 (272.87)consecutive losses (loss in money)3 (-44.39)
Maximalconsecutive profit (count of wins)272.87 (9)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
32023.06.09 07:13sell20.101.674560.000000.00000
42023.06.09 07:13modify20.101.674561.677781.67058
52023.06.09 07:13modify10.101.678581.677781.67058
62023.06.09 07:37sell30.101.673780.000000.00000
72023.06.09 07:37modify30.101.673781.676181.67058
82023.06.09 07:37modify20.101.674561.676181.67058
92023.06.09 07:37modify10.101.678581.676181.67058
102023.06.09 07:45sell40.101.672970.000000.00000
112023.06.09 07:45modify40.101.672971.675781.67058
122023.06.09 07:45modify30.101.673781.675781.67058
132023.06.09 07:45modify20.101.674561.675781.67058
142023.06.09 07:45modify10.101.678581.675781.67058
152023.06.09 12:28s/l10.101.675781.675781.6705820.1810020.18
162023.06.09 12:28s/l20.101.675781.675781.67058-8.9410011.24
172023.06.09 12:28s/l30.101.675781.675781.67058-14.659996.59
182023.06.09 12:28s/l40.101.675781.675781.67058-20.589976.01
192023.07.14 16:00sell50.101.731090.000000.00000
202023.07.14 16:00modify50.101.731091.738091.72309
212023.07.17 12:30sell60.101.727080.000000.00000
222023.07.17 12:30modify60.101.727081.730291.72309
232023.07.17 12:30modify50.101.731091.730291.72309
242023.07.17 12:43sell70.101.726260.000000.00000
252023.07.17 12:43modify70.101.726261.728691.72309
262023.07.17 12:43modify60.101.727081.728691.72309
272023.07.17 12:43modify50.101.731091.728691.72309
282023.07.17 12:47sell80.101.725450.000000.00000
292023.07.17 12:47modify80.101.725451.728291.72309
302023.07.17 12:47modify70.101.726261.728291.72309
312023.07.17 12:47modify60.101.727081.728291.72309
322023.07.17 12:47modify50.101.731091.728291.72309
332023.07.17 14:33t/p50.101.723091.728291.7230958.2710034.28
342023.07.17 14:33t/p60.101.723091.728291.7230929.2310063.51
352023.07.17 14:33t/p70.101.723091.728291.7230923.2210086.73
362023.07.17 14:33t/p80.101.723091.728291.7230917.2910104.02
372023.07.24 16:00buy90.101.687680.000000.00000
382023.07.24 16:00modify90.101.687681.680681.69568
392023.07.25 07:20buy100.101.691730.000000.00000
402023.07.25 07:20modify100.101.691731.688481.69568
412023.07.25 07:20modify90.101.687681.688481.69568
422023.07.25 07:43buy110.101.692480.000000.00000
432023.07.25 07:43modify110.101.692481.690081.69568
442023.07.25 07:43modify100.101.691731.690081.69568
452023.07.25 07:43modify90.101.687681.690081.69568
462023.07.25 07:53buy120.101.693290.000000.00000
472023.07.25 07:53modify120.101.693291.690481.69568
482023.07.25 07:53modify110.101.692481.690481.69568
492023.07.25 07:53modify100.101.691731.690481.69568
502023.07.25 07:53modify90.101.687681.690481.69568
512023.07.25 09:40s/l90.101.690481.690481.6956820.3910124.41
522023.07.25 09:40s/l100.101.690481.690481.69568-9.1610115.25
532023.07.25 09:40s/l110.101.690481.690481.69568-14.6510100.60
542023.07.25 09:40s/l120.101.690481.690481.69568-20.5810080.02
552023.07.31 16:00buy130.101.692070.000000.00000
562023.07.31 16:00modify130.101.692071.685071.70007
572023.08.01 04:29buy140.101.696070.000000.00000
582023.08.01 04:29modify140.101.696071.692871.70007
592023.08.01 04:29modify130.101.692071.692871.70007
602023.08.01 04:45buy150.101.696880.000000.00000
612023.08.01 04:45modify150.101.696881.694471.70007
622023.08.01 04:45modify140.101.696071.694471.70007
632023.08.01 04:45modify130.101.692071.694471.70007
642023.08.01 06:30buy160.101.697670.000000.00000
652023.08.01 06:30modify160.101.697671.694871.70007
662023.08.01 06:30modify150.101.696881.694871.70007
672023.08.01 06:30modify140.101.696071.694871.70007
682023.08.01 06:30modify130.101.692071.694871.70007
692023.08.01 08:48t/p130.101.700071.694871.7000758.4810138.50
702023.08.01 08:48t/p140.101.700071.694871.7000729.3010167.80
712023.08.01 08:48t/p150.101.700071.694871.7000723.3710191.17
722023.08.01 08:48t/p160.101.700071.694871.7000717.5810208.75
732023.08.30 16:00sell170.101.719660.000000.00000
742023.08.30 16:00modify170.101.719661.726661.71166
752023.08.31 12:28sell180.101.715610.000000.00000
762023.08.31 12:28modify180.101.715611.718861.71166
772023.08.31 12:28modify170.101.719661.718861.71166
782023.08.31 12:30sell190.101.714740.000000.00000
792023.08.31 12:30modify190.101.714741.717261.71166
802023.08.31 12:30modify180.101.715611.717261.71166
812023.08.31 12:30modify170.101.719661.717261.71166
822023.08.31 13:06sell200.101.714060.000000.00000
832023.08.31 13:06modify200.101.714061.716861.71166
842023.08.31 13:06modify190.101.714741.716861.71166
852023.08.31 13:06modify180.101.715611.716861.71166
862023.08.31 13:06modify170.101.719661.716861.71166
872023.08.31 18:30t/p170.101.711661.716861.7116657.6010266.36
882023.08.31 18:30t/p180.101.711661.716861.7116628.9310295.29
892023.08.31 18:30t/p190.101.711661.716861.7116622.5610317.85
902023.08.31 18:30t/p200.101.711661.716861.7116617.5810335.43
912023.09.06 16:00buy210.101.707120.000000.00000
922023.09.06 16:00modify210.101.707121.700121.71512
932023.09.07 08:30s/l210.101.700121.700121.71512-51.6310283.80
942023.09.14 16:00buy220.101.676900.000000.00000
952023.09.14 16:00modify220.101.676901.669901.68490
962023.09.15 08:44buy230.101.680910.000000.00000
972023.09.15 08:44modify230.101.680911.677701.68490
982023.09.15 08:44modify220.101.676901.677701.68490
992023.09.15 10:47s/l220.101.677701.677701.684905.7410289.54
1002023.09.15 10:47s/l230.101.677701.677701.68490-23.5210266.02
1012023.10.04 16:00sell240.101.670080.000000.00000
1022023.10.04 16:00modify240.101.670081.677081.66208
1032023.10.05 12:39sell250.101.666080.000000.00000
1042023.10.05 12:39modify250.101.666081.669281.66208
1052023.10.05 12:39modify240.101.670081.669281.66208
1062023.10.05 13:00s/l240.101.669281.669281.662084.8710270.89
1072023.10.05 13:00s/l250.101.669281.669281.66208-23.4310247.46
1082023.10.13 16:00buy260.101.657190.000000.00000
1092023.10.13 16:00modify260.101.657191.650191.66519
1102023.10.16 07:21buy270.101.661190.000000.00000
1112023.10.16 07:21modify270.101.661191.657991.66519
1122023.10.16 07:21modify260.101.657191.657991.66519
1132023.10.16 07:48buy280.101.662000.000000.00000
1142023.10.16 07:48modify280.101.662001.659591.66519
1152023.10.16 07:48modify270.101.661191.659591.66519
1162023.10.16 07:48modify260.101.657191.659591.66519
1172023.10.16 08:14s/l260.101.659591.659591.6651917.4610264.92
1182023.10.16 08:14s/l270.101.659591.659591.66519-11.7210253.20
1192023.10.16 08:14s/l280.101.659591.659591.66519-17.6510235.55
1202023.10.27 16:00sell290.101.684740.000000.00000
1212023.10.27 16:00modify290.101.684741.691741.67674
1222023.10.27 17:48sell300.101.680740.000000.00000
1232023.10.27 17:48modify300.101.680741.683941.67674
1242023.10.27 17:48modify290.101.684741.683941.67674
1252023.10.27 18:15sell310.101.679940.000000.00000
1262023.10.27 18:15modify310.101.679941.682341.67674
1272023.10.27 18:15modify300.101.680741.682341.67674
1282023.10.27 18:15modify290.101.684741.682341.67674
1292023.10.29 21:15sell320.101.679130.000000.00000
1302023.10.29 21:15modify320.101.679131.681941.67674
1312023.10.29 21:15modify310.101.679941.681941.67674
1322023.10.29 21:15modify300.101.680741.681941.67674
1332023.10.29 21:15modify290.101.684741.681941.67674
1342023.10.30 07:48t/p290.101.676741.681941.6767458.2610293.81
1352023.10.30 07:48t/p300.101.676741.681941.6767428.9710322.78
1362023.10.30 07:48t/p310.101.676741.681941.6767423.1110345.90
1372023.10.30 07:48t/p320.101.676741.681941.6767417.1810363.08
1382023.11.03 16:00sell330.101.691320.000000.00000
1392023.11.03 16:00modify330.101.691321.698321.68332
1402023.11.09 18:05sell340.101.687290.000000.00000
1412023.11.09 18:05modify340.101.687291.690521.68332
1422023.11.09 18:05modify330.101.691321.690521.68332
1432023.11.09 18:44s/l330.101.690521.690521.683323.8810366.96
1442023.11.09 18:44s/l340.101.690521.690521.68332-23.6610343.30
1452023.11.14 16:00sell350.101.709590.000000.00000
1462023.11.14 16:00modify350.101.709591.716591.70159
1472023.11.15 08:03sell360.101.705580.000000.00000
1482023.11.15 08:03modify360.101.705581.708791.70159
1492023.11.15 08:03modify350.101.709591.708791.70159
1502023.11.15 12:41sell370.101.704770.000000.00000
1512023.11.15 12:41modify370.101.704771.707191.70159
1522023.11.15 12:41modify360.101.705581.707191.70159
1532023.11.15 12:41modify350.101.709591.707191.70159
1542023.11.15 12:53sell380.101.703940.000000.00000
1552023.11.15 12:53modify380.101.703941.706791.70159
1562023.11.15 12:53modify370.101.704771.706791.70159
1572023.11.15 12:53modify360.101.705581.706791.70159
1582023.11.15 12:53modify350.101.709591.706791.70159
1592023.11.15 13:42t/p350.101.701591.706791.7015958.2610401.56
1602023.11.15 13:42t/p360.101.701591.706791.7015929.2210430.78
1612023.11.15 13:42t/p370.101.701591.706791.7015923.2910454.07
1622023.11.15 13:42t/p380.101.701591.706791.7015917.2110471.28
1632023.12.27 20:00sell390.101.690270.000000.00000
1642023.12.27 20:00modify390.101.690271.697271.68227
1652023.12.28 13:18sell400.101.686270.000000.00000
1662023.12.28 13:18modify400.101.686271.689471.68227
1672023.12.28 13:18modify390.101.690271.689471.68227
1682023.12.28 13:24sell410.101.685470.000000.00000
1692023.12.28 13:24modify410.101.685471.687871.68227
1702023.12.28 13:24modify400.101.686271.687871.68227
1712023.12.28 13:24modify390.101.690271.687871.68227
1722023.12.28 13:50sell420.101.684630.000000.00000
1732023.12.28 13:50modify420.101.684631.687471.68227
1742023.12.28 13:50modify410.101.685471.687471.68227
1752023.12.28 13:50modify400.101.686271.687471.68227
1762023.12.28 13:50modify390.101.690271.687471.68227
1772023.12.28 16:17t/p390.101.682271.687471.6822757.6110528.89
1782023.12.28 16:17t/p400.101.682271.687471.6822729.3010558.19
1792023.12.28 16:17t/p410.101.682271.687471.6822723.4410581.63
1802023.12.28 16:17t/p420.101.682271.687471.6822717.2910598.92
1812024.02.20 16:00sell430.101.710510.000000.00000
1822024.02.20 16:00modify430.101.710511.717511.70251
1832024.02.20 18:40sell440.101.706490.000000.00000
1842024.02.20 18:40modify440.101.706491.709711.70251
1852024.02.20 18:40modify430.101.710511.709711.70251
1862024.02.21 06:42sell450.101.705710.000000.00000
1872024.02.21 06:42modify450.101.705711.708111.70251
1882024.02.21 06:42modify440.101.706491.708111.70251
1892024.02.21 06:42modify430.101.710511.708111.70251
1902024.02.21 13:16s/l430.101.708111.708111.7025117.2510616.17
1912024.02.21 13:16s/l440.101.708111.708111.70251-12.2010603.98
1922024.02.21 13:16s/l450.101.708111.708111.70251-17.5810586.40
1932024.03.08 16:00sell460.101.732510.000000.00000
1942024.03.08 16:00modify460.101.732511.739511.72451
1952024.03.11 15:16sell470.101.728510.000000.00000
1962024.03.11 15:16modify470.101.728511.731711.72451
1972024.03.11 15:16modify460.101.732511.731711.72451
1982024.03.11 15:35sell480.101.727680.000000.00000
1992024.03.11 15:35modify480.101.727681.730111.72451
2002024.03.11 15:35modify470.101.728511.730111.72451
2012024.03.11 15:35modify460.101.732511.730111.72451
2022024.03.11 15:40sell490.101.726910.000000.00000
2032024.03.11 15:40modify490.101.726911.729711.72451
2042024.03.11 15:40modify480.101.727681.729711.72451
2052024.03.11 15:40modify470.101.728511.729711.72451
2062024.03.11 15:40modify460.101.732511.729711.72451
2072024.03.12 07:56t/p460.101.724511.729711.7245157.9410644.34
2082024.03.12 07:56t/p470.101.724511.729711.7245128.9710673.31
2092024.03.12 07:56t/p480.101.724511.729711.7245122.8910696.20
2102024.03.12 07:56t/p490.101.724511.729711.7245117.2510713.45
2112024.04.19 20:00buy500.101.701550.000000.00000
2122024.04.19 20:00modify500.101.701551.694551.70955
2132024.04.22 09:20s/l500.101.694551.694551.70955-51.4010662.05