Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=13; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 test2603Ticks modelled78774Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00Spread50
Total net profit886.89Gross profit1497.04Gross loss-610.15
Profit factor2.45Expected payoff11.83
Absolute drawdown235.77Maximal drawdown257.27 (2.57%)Relative drawdown2.57% (257.27)
Total trades75Short positions (won %)43 (72.09%)Long positions (won %)32 (53.12%)
Profit trades (% of total)48 (64.00%)Loss trades (% of total)27 (36.00%)
Largestprofit trade80.38loss trade-73.51
Averageprofit trade31.19loss trade-22.60
Maximumconsecutive wins (profit in money)10 (441.95)consecutive losses (loss in money)2 (-94.69)
Maximalconsecutive profit (count of wins)441.95 (10)consecutive loss (count of losses)-94.69 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.14 16:00sell10.101.731090.000000.00000
22023.07.14 16:00modify10.101.731091.741091.72009
32023.07.16 21:06sell20.101.727660.000000.00000
42023.07.16 21:06modify20.101.727661.730541.72009
52023.07.16 21:06modify10.101.731091.730541.72009
62023.07.16 22:00s/l10.101.730541.730541.720094.0310004.03
72023.07.16 22:00s/l20.101.730541.730541.72009-21.149982.89
82023.07.17 16:00buy30.101.722880.000000.00000
92023.07.17 16:00modify30.101.722881.712881.73388
102023.07.17 17:40buy40.101.726270.000000.00000
112023.07.17 17:40modify40.101.726271.723431.73388
122023.07.17 17:40modify30.101.722881.723431.73388
132023.07.17 21:33s/l30.101.723431.723431.733884.049986.93
142023.07.17 21:33s/l40.101.723431.723431.73388-20.849966.09
152023.07.18 16:00buy50.101.720220.000000.00000
162023.07.18 16:00modify50.101.720221.710221.73122
172023.07.19 06:30s/l50.101.710221.710221.73122-73.519892.58
182023.07.24 16:00buy60.101.687680.000000.00000
192023.07.24 16:00modify60.101.687681.677681.69868
202023.07.25 06:40buy70.101.691220.000000.00000
212023.07.25 06:40modify70.101.691221.688231.69868
222023.07.25 06:40modify60.101.687681.688231.69868
232023.07.25 07:40buy80.101.693790.000000.00000
242023.07.25 07:40modify80.101.693791.690981.69868
252023.07.25 07:40buy90.101.693790.000000.00000
262023.07.25 07:40modify90.101.693791.691531.69868
272023.07.25 07:40modify70.101.691221.691531.69868
282023.07.25 07:40modify60.101.687681.691531.69868
292023.07.25 07:45modify80.101.693791.691531.69868
302023.07.25 08:30s/l60.101.691531.691531.6986828.139920.71
312023.07.25 08:30s/l70.101.691531.691531.698682.279922.98
322023.07.25 08:30s/l80.101.691531.691531.69868-16.599906.39
332023.07.25 08:30s/l90.101.691531.691531.69868-16.599889.80
342023.07.26 16:00sell100.101.709090.000000.00000
352023.07.26 16:00modify100.101.709091.719091.69809
362023.07.26 18:15sell110.101.705630.000000.00000
372023.07.26 18:15modify110.101.705631.708541.69809
382023.07.26 18:15modify100.101.709091.708541.69809
392023.07.26 18:30s/l100.101.708541.708541.698094.039893.83
402023.07.26 18:30s/l110.101.708541.708541.69809-21.369872.47
412023.07.27 16:00buy120.101.698210.000000.00000
422023.07.27 16:00modify120.101.698211.688211.70921
432023.07.28 11:20buy130.101.701720.000000.00000
442023.07.28 11:20modify130.101.701721.698761.70921
452023.07.28 11:20modify120.101.698211.698761.70921
462023.07.31 01:05buy140.101.704390.000000.00000
472023.07.31 01:05modify140.101.704391.701511.70921
482023.07.31 01:05buy150.101.704390.000000.00000
492023.07.31 01:05modify150.101.704391.702061.70921
502023.07.31 01:05modify130.101.701721.702061.70921
512023.07.31 01:05modify120.101.698211.702061.70921
522023.07.31 01:10modify140.101.704391.702061.70921
532023.07.31 02:20s/l120.101.702061.702061.7092128.029900.49
542023.07.31 02:20s/l130.101.702061.702061.709212.389902.88
552023.07.31 02:20s/l140.101.702061.702061.70921-17.109885.78
562023.07.31 02:20s/l150.101.702061.702061.70921-17.109868.68
572023.07.31 16:00buy160.101.692070.000000.00000
582023.07.31 16:00modify160.101.692071.682071.70307
592023.08.01 03:30buy170.101.695380.000000.00000
602023.08.01 03:30modify170.101.695381.692621.70307
612023.08.01 03:30modify160.101.692071.692621.70307
622023.08.01 08:10buy180.101.698270.000000.00000
632023.08.01 08:10modify180.101.698271.695371.70307
642023.08.01 08:10buy190.101.698270.000000.00000
652023.08.01 08:10modify190.101.698271.695921.70307
662023.08.01 08:10modify170.101.695381.695921.70307
672023.08.01 08:10modify160.101.692071.695921.70307
682023.08.01 08:15modify180.101.698271.695921.70307
692023.08.01 12:05s/l160.101.695921.695921.7030728.139896.81
702023.08.01 12:05s/l170.101.695921.695921.703073.969900.77
712023.08.01 12:05s/l180.101.695921.695921.70307-17.249883.53
722023.08.01 12:05s/l190.101.695921.695921.70307-17.249866.29
732023.09.14 16:00buy200.101.676900.000000.00000
742023.09.14 16:00modify200.101.676901.666901.68790
752023.09.15 08:20buy210.101.680220.000000.00000
762023.09.15 08:20modify210.101.680221.677451.68790
772023.09.15 08:20modify200.101.676901.677451.68790
782023.09.15 10:40s/l200.101.677451.677451.687903.919870.20
792023.09.15 10:40s/l210.101.677451.677451.68790-20.339849.87
802023.10.04 16:00sell220.101.670080.000000.00000
812023.10.04 16:00modify220.101.670081.680081.65908
822023.10.04 21:05sell230.101.666760.000000.00000
832023.10.04 21:05modify230.101.666761.669531.65908
842023.10.04 21:05modify220.101.670081.669531.65908
852023.10.05 00:33s/l220.101.669531.669531.659083.059852.92
862023.10.05 00:33s/l230.101.669531.669531.65908-21.319831.61
872023.10.13 16:00buy240.101.657190.000000.00000
882023.10.13 16:00modify240.101.657191.647191.66819
892023.10.16 06:25buy250.101.660630.000000.00000
902023.10.16 06:25modify250.101.660631.657741.66819
912023.10.16 06:25modify240.101.657191.657741.66819
922023.10.16 09:40s/l240.101.657741.657741.668193.929835.53
932023.10.16 09:40s/l250.101.657741.657741.66819-21.219814.32
942023.10.27 16:00sell260.101.684740.000000.00000
952023.10.27 16:00modify260.101.684741.694741.67374
962023.10.27 17:20sell270.101.681340.000000.00000
972023.10.27 17:20modify270.101.681341.684191.67374
982023.10.27 17:20modify260.101.684741.684191.67374
992023.10.29 21:15sell280.101.678500.000000.00000
1002023.10.29 21:15modify280.101.678501.681441.67374
1012023.10.29 21:15sell290.101.678500.000000.00000
1022023.10.29 21:15modify290.101.678501.680891.67374
1032023.10.29 21:15modify270.101.681341.680891.67374
1042023.10.29 21:15modify260.101.684741.680891.67374
1052023.10.29 21:20modify280.101.678501.680891.67374
1062023.10.29 21:40s/l260.101.680891.680891.6737428.259842.57
1072023.10.29 21:40s/l270.101.680891.680891.673743.309845.87
1082023.10.29 21:40s/l280.101.680891.680891.67374-17.549828.33
1092023.10.29 21:40s/l290.101.680891.680891.67374-17.549810.79
1102023.11.03 16:00sell300.101.691320.000000.00000
1112023.11.03 16:00modify300.101.691321.701321.68032
1122023.11.08 09:25sell310.101.687980.000000.00000
1132023.11.08 09:25modify310.101.687981.690771.68032
1142023.11.08 09:25modify300.101.691321.690771.68032
1152023.11.08 11:40s/l300.101.690771.690771.680323.049813.84
1162023.11.08 11:40s/l310.101.690771.690771.68032-20.489793.36
1172023.11.14 16:00sell320.101.709590.000000.00000
1182023.11.14 16:00modify320.101.709591.719591.69859
1192023.11.15 07:50sell330.101.706030.000000.00000
1202023.11.15 07:50modify330.101.706031.709041.69859
1212023.11.15 07:50modify320.101.709591.709041.69859
1222023.11.15 12:40sell340.101.703470.000000.00000
1232023.11.15 12:40modify340.101.703471.706291.69859
1242023.11.15 12:40sell350.101.703470.000000.00000
1252023.11.15 12:40modify350.101.703471.705741.69859
1262023.11.15 12:40modify330.101.706031.705741.69859
1272023.11.15 12:40modify320.101.709591.705741.69859
1282023.11.15 12:45modify340.101.703471.705741.69859
1292023.11.15 15:05t/p320.101.698591.705741.6985980.389873.74
1302023.11.15 15:05t/p330.101.698591.705741.6985954.599928.33
1312023.11.15 15:05t/p340.101.698591.705741.6985935.809964.13
1322023.11.15 15:05t/p350.101.698591.705741.6985935.809999.93
1332023.11.15 16:00buy360.101.699950.000000.00000
1342023.11.15 16:00modify360.101.699951.689951.71095
1352023.11.16 13:20buy370.101.703330.000000.00000
1362023.11.16 13:20modify370.101.703331.700501.71095
1372023.11.16 13:20modify360.101.699951.700501.71095
1382023.11.16 13:55buy380.101.706270.000000.00000
1392023.11.16 13:55modify380.101.706271.703251.71095
1402023.11.16 13:55buy390.101.706270.000000.00000
1412023.11.16 13:55modify390.101.706271.703801.71095
1422023.11.16 13:55modify370.101.703331.703801.71095
1432023.11.16 13:55modify360.101.699951.703801.71095
1442023.11.16 14:00modify380.101.706271.703801.71095
1452023.11.16 15:33t/p360.101.710951.703801.7109580.3710080.30
1462023.11.16 15:33t/p370.101.710951.703801.7109555.9210136.22
1472023.11.16 15:33t/p380.101.710951.703801.7109534.3510170.57
1482023.11.16 15:33t/p390.101.710951.703801.7109534.3510204.92
1492023.11.16 16:00sell400.101.709330.000000.00000
1502023.11.16 16:00modify400.101.709331.719331.69833
1512023.11.16 22:05sell410.101.705860.000000.00000
1522023.11.16 22:05modify410.101.705861.708781.69833
1532023.11.16 22:05modify400.101.709331.708781.69833
1542023.11.17 07:40sell420.101.703270.000000.00000
1552023.11.17 07:40modify420.101.703271.706031.69833
1562023.11.17 07:40sell430.101.703270.000000.00000
1572023.11.17 07:40modify430.101.703271.705481.69833
1582023.11.17 07:40modify410.101.705861.705481.69833
1592023.11.17 07:40modify400.101.709331.705481.69833
1602023.11.17 07:45modify420.101.703271.705481.69833
1612023.11.17 08:15s/l400.101.705481.705481.6983327.9210232.84
1622023.11.17 08:15s/l410.101.705481.705481.698332.4610235.30
1632023.11.17 08:15s/l420.101.705481.705481.69833-16.2110219.09
1642023.11.17 08:15s/l430.101.705481.705481.69833-16.2110202.88
1652023.12.14 16:00sell440.101.712280.000000.00000
1662023.12.14 16:00modify440.101.712281.722281.70128
1672023.12.15 02:40sell450.101.708800.000000.00000
1682023.12.15 02:40modify450.101.708801.711731.70128
1692023.12.15 02:40modify440.101.712281.711731.70128
1702023.12.15 12:55sell460.101.706060.000000.00000
1712023.12.15 12:55modify460.101.706061.708981.70128
1722023.12.15 12:55sell470.101.706060.000000.00000
1732023.12.15 12:55modify470.101.706061.708431.70128
1742023.12.15 12:55modify450.101.708801.708431.70128
1752023.12.15 12:55modify440.101.712281.708431.70128
1762023.12.15 13:00modify460.101.706061.708431.70128
1772023.12.15 14:40t/p440.101.701281.708431.7012880.3810283.26
1782023.12.15 14:40t/p450.101.701281.708431.7012855.1710338.43
1792023.12.15 14:40t/p460.101.701281.708431.7012835.0710373.50
1802023.12.15 14:40t/p470.101.701281.708431.7012835.0710408.57
1812023.12.15 16:00buy480.101.698340.000000.00000
1822023.12.15 16:00modify480.101.698341.688341.70934
1832023.12.19 10:50buy490.101.701820.000000.00000
1842023.12.19 10:50modify490.101.701821.698891.70934
1852023.12.19 10:50modify480.101.698341.698891.70934
1862023.12.19 12:50buy500.101.704660.000000.00000
1872023.12.19 12:50modify500.101.704661.701641.70934
1882023.12.19 12:50buy510.101.704660.000000.00000
1892023.12.19 12:50modify510.101.704661.702191.70934
1902023.12.19 12:50modify490.101.701821.702191.70934
1912023.12.19 12:50modify480.101.698341.702191.70934
1922023.12.19 12:55modify500.101.704661.702191.70934
1932023.12.19 13:30s/l480.101.702191.702191.7093428.0110436.58
1942023.12.19 13:30s/l490.101.702191.702191.709342.7110439.29
1952023.12.19 13:30s/l500.101.702191.702191.70934-18.1310421.16
1962023.12.19 13:30s/l510.101.702191.702191.70934-18.1310403.03
1972023.12.27 16:00sell520.101.688540.000000.00000
1982023.12.27 16:00modify520.101.688541.698541.67754
1992023.12.28 13:40sell530.101.682400.000000.00000
2002023.12.28 13:40modify530.101.682401.685241.67754
2012023.12.28 13:40sell540.101.682400.000000.00000
2022023.12.28 13:40modify540.101.682401.684691.67754
2032023.12.28 13:40modify520.101.688541.684691.67754
2042023.12.28 13:45modify530.101.682401.684691.67754
2052023.12.28 13:55s/l520.101.684691.684691.6775427.2610430.30
2062023.12.28 13:55s/l530.101.684691.684691.67754-16.8010413.50
2072023.12.28 13:55s/l540.101.684691.684691.67754-16.8010396.70
2082024.01.24 16:00sell550.101.719780.000000.00000
2092024.01.24 16:00modify550.101.719781.729781.70878
2102024.01.25 13:50sell560.101.716250.000000.00000
2112024.01.25 13:50modify560.101.716251.719231.70878
2122024.01.25 13:50modify550.101.719781.719231.70878
2132024.01.25 16:30sell570.101.713440.000000.00000
2142024.01.25 16:30modify570.101.713441.716481.70878
2152024.01.25 16:30sell580.101.713440.000000.00000
2162024.01.25 16:30modify580.101.713441.715931.70878
2172024.01.25 16:30modify560.101.716251.715931.70878
2182024.01.25 16:30modify550.101.719781.715931.70878
2192024.01.25 16:35modify570.101.713441.715931.70878
2202024.01.26 07:40t/p550.101.708781.715931.7087879.3910476.09
2212024.01.26 07:40t/p560.101.708781.715931.7087854.4810530.57
2222024.01.26 07:40t/p570.101.708781.715931.7087833.8610564.43
2232024.01.26 07:40t/p580.101.708781.715931.7087833.8610598.29
2242024.02.13 16:00sell590.101.707640.000000.00000
2252024.02.13 16:00modify590.101.707641.717641.69664
2262024.02.14 07:30sell600.101.704290.000000.00000
2272024.02.14 07:30modify600.101.704291.707091.69664
2282024.02.14 07:30modify590.101.707641.707091.69664
2292024.02.14 09:05sell610.101.701360.000000.00000
2302024.02.14 09:05modify610.101.701361.704341.69664
2312024.02.14 09:05sell620.101.701360.000000.00000
2322024.02.14 09:05modify620.101.701361.703791.69664
2332024.02.14 09:05modify600.101.704291.703791.69664
2342024.02.14 09:05modify590.101.707641.703791.69664
2352024.02.14 09:10modify610.101.701361.703791.69664
2362024.02.15 21:40t/p590.101.696641.703791.6966479.3910677.68
2372024.02.15 21:40t/p600.101.696641.703791.6966455.1410732.83
2382024.02.15 21:40t/p610.101.696641.703791.6966433.6410766.47
2392024.02.15 21:40t/p620.101.696641.703791.6966433.6410800.11
2402024.02.20 16:00sell630.101.710510.000000.00000
2412024.02.20 16:00modify630.101.710511.720511.69951
2422024.02.20 18:30sell640.101.707000.000000.00000
2432024.02.20 18:30modify640.101.707001.709961.69951
2442024.02.20 18:30modify630.101.710511.709961.69951
2452024.02.21 17:30sell650.101.704240.000000.00000
2462024.02.21 17:30modify650.101.704241.707211.69951
2472024.02.21 17:30sell660.101.704240.000000.00000
2482024.02.21 17:30modify660.101.704241.706661.69951
2492024.02.21 17:30modify640.101.707001.706661.69951
2502024.02.21 17:30modify630.101.710511.706661.69951
2512024.02.21 17:35modify650.101.704241.706661.69951
2522024.02.21 20:30s/l630.101.706661.706661.6995127.9210828.03
2532024.02.21 20:30s/l640.101.706661.706661.699512.1710830.20
2542024.02.21 20:30s/l650.101.706661.706661.69951-17.7610812.44
2552024.02.21 20:30s/l660.101.706661.706661.69951-17.7610794.68
2562024.03.08 16:00sell670.101.732510.000000.00000
2572024.03.08 16:00modify670.101.732511.742511.72151
2582024.03.11 14:50sell680.101.729120.000000.00000
2592024.03.11 14:50modify680.101.729121.731961.72151
2602024.03.11 14:50modify670.101.732511.731961.72151
2612024.03.11 16:55sell690.101.726310.000000.00000
2622024.03.11 16:55modify690.101.726311.729211.72151
2632024.03.11 16:55sell700.101.726310.000000.00000
2642024.03.11 16:55modify700.101.726311.728661.72151
2652024.03.11 16:55modify680.101.729121.728661.72151
2662024.03.11 16:55modify670.101.732511.728661.72151
2672024.03.11 17:00modify690.101.726311.728661.72151
2682024.03.14 12:15t/p670.101.721511.728661.7215178.7310873.42
2692024.03.14 12:15t/p680.101.721511.728661.7215154.1910927.61
2702024.03.14 12:15t/p690.101.721511.728661.7215133.5710961.18
2712024.03.14 12:15t/p700.101.721511.728661.7215133.5710994.76
2722024.03.21 16:00buy710.101.715300.000000.00000
2732024.03.21 16:00modify710.101.715301.705301.72630
2742024.03.25 13:15buy720.101.718720.000000.00000
2752024.03.25 13:15modify720.101.718721.715851.72630
2762024.03.25 13:15modify710.101.715301.715851.72630
2772024.03.26 12:20s/l710.101.715851.715851.726303.6810998.44
2782024.03.26 12:20s/l720.101.715851.715851.72630-21.1810977.26
2792024.04.19 16:00buy730.101.704220.000000.00000
2802024.04.19 16:00modify730.101.704221.694221.71522
2812024.04.22 09:40s/l730.101.694221.694221.71522-73.5110903.75
2822024.06.14 16:00buy740.101.742800.000000.00000
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2842024.06.19 07:55buy750.101.746150.000000.00000
2852024.06.19 07:55modify750.101.746151.743351.75380
2862024.06.19 07:55modify740.101.742801.743351.75380
2872024.06.19 12:40s/l740.101.743351.743351.753803.6810907.44
2882024.06.19 12:40s/l750.101.743351.743351.75380-20.5510886.89