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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1902Ticks modelled17165891Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit494.82Gross profit1143.08Gross loss-648.25
Profit factor1.76Expected payoff6.69
Absolute drawdown226.64Maximal drawdown249.68 (2.49%)Relative drawdown2.49% (249.68)
Total trades74Short positions (won %)42 (64.29%)Long positions (won %)32 (53.12%)
Profit trades (% of total)44 (59.46%)Loss trades (% of total)30 (40.54%)
Largestprofit trade80.38loss trade-73.50
Averageprofit trade25.98loss trade-21.61
Maximumconsecutive wins (profit in money)10 (448.76)consecutive losses (loss in money)2 (-94.05)
Maximalconsecutive profit (count of wins)448.76 (10)consecutive loss (count of losses)-94.05 (2)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.14 16:00sell10.101.731090.000000.00000
22023.07.14 16:00modify10.101.731091.741091.72009
32023.07.17 06:37sell20.101.727760.000000.00000
42023.07.17 06:37modify20.101.727761.730541.72009
52023.07.17 06:37modify10.101.731091.730541.72009
62023.07.17 07:23s/l10.101.730541.730541.720093.7110003.71
72023.07.17 07:23s/l20.101.730541.730541.72009-20.409983.31
82023.07.17 16:00buy30.101.722880.000000.00000
92023.07.17 16:00modify30.101.722881.712881.73388
102023.07.17 17:50buy40.101.726230.000000.00000
112023.07.17 17:50modify40.101.726231.723431.73388
122023.07.17 17:50modify30.101.722881.723431.73388
132023.07.17 21:20s/l30.101.723431.723431.733884.039987.34
142023.07.17 21:20s/l40.101.723431.723431.73388-20.559966.79
152023.07.18 16:00buy50.101.720220.000000.00000
162023.07.18 16:00modify50.101.720221.710221.73122
172023.07.19 06:00s/l50.101.710221.710221.73122-73.509893.29
182023.07.24 16:00buy60.101.687680.000000.00000
192023.07.24 16:00modify60.101.687681.677681.69868
202023.07.25 06:34buy70.101.691050.000000.00000
212023.07.25 06:34modify70.101.691051.688231.69868
222023.07.25 06:34modify60.101.687681.688231.69868
232023.07.25 07:55buy80.101.693770.000000.00000
242023.07.25 07:55modify80.101.693771.690981.69868
252023.07.25 07:55buy90.101.693770.000000.00000
262023.07.25 07:55modify90.101.693771.691531.69868
272023.07.25 07:55modify70.101.691051.691531.69868
282023.07.25 07:55modify60.101.687681.691531.69868
292023.07.25 07:55modify80.101.693771.691531.69868
302023.07.25 08:02s/l60.101.691531.691531.6986828.139921.42
312023.07.25 08:02s/l70.101.691531.691531.698683.529924.94
322023.07.25 08:02s/l80.101.691531.691531.69868-16.449908.50
332023.07.25 08:02s/l90.101.691531.691531.69868-16.449892.06
342023.07.26 16:00sell100.101.709090.000000.00000
352023.07.26 16:00modify100.101.709091.719091.69809
362023.07.26 18:00sell110.101.705640.000000.00000
372023.07.26 18:00modify110.101.705641.708541.69809
382023.07.26 18:00modify100.101.709091.708541.69809
392023.07.26 18:00s/l100.101.708541.708541.698094.039896.09
402023.07.26 18:00s/l110.101.708541.708541.69809-21.289874.81
412023.07.27 16:00buy120.101.698210.000000.00000
422023.07.27 16:00modify120.101.698211.688211.70921
432023.07.28 11:06buy130.101.701560.000000.00000
442023.07.28 11:06modify130.101.701561.698761.70921
452023.07.28 11:06modify120.101.698211.698761.70921
462023.07.28 14:37buy140.101.704270.000000.00000
472023.07.28 14:37modify140.101.704271.701511.70921
482023.07.28 14:37buy150.101.704270.000000.00000
492023.07.28 14:37modify150.101.704271.702061.70921
502023.07.28 14:37modify130.101.701561.702061.70921
512023.07.28 14:37modify120.101.698211.702061.70921
522023.07.28 14:37modify140.101.704271.702061.70921
532023.07.28 14:56s/l120.101.702061.702061.7092128.139902.94
542023.07.28 14:56s/l130.101.702061.702061.709213.679906.61
552023.07.28 14:56s/l140.101.702061.702061.70921-16.229890.39
562023.07.28 14:56s/l150.101.702061.702061.70921-16.229874.17
572023.07.31 16:00buy160.101.692070.000000.00000
582023.07.31 16:00modify160.101.692071.682071.70307
592023.08.01 03:21buy170.101.695370.000000.00000
602023.08.01 03:21modify170.101.695371.692621.70307
612023.08.01 03:21modify160.101.692071.692621.70307
622023.08.01 07:20buy180.101.698170.000000.00000
632023.08.01 07:20modify180.101.698171.695371.70307
642023.08.01 07:20buy190.101.698170.000000.00000
652023.08.01 07:20modify190.101.698171.695921.70307
662023.08.01 07:20modify170.101.695371.695921.70307
672023.08.01 07:20modify160.101.692071.695921.70307
682023.08.01 07:20modify180.101.698171.695921.70307
692023.08.01 12:11s/l160.101.695921.695921.7030728.149902.31
702023.08.01 12:11s/l170.101.695921.695921.703074.049906.35
712023.08.01 12:11s/l180.101.695921.695921.70307-16.519889.84
722023.08.01 12:11s/l190.101.695921.695921.70307-16.519873.33
732023.09.14 16:00buy200.101.676900.000000.00000
742023.09.14 16:00modify200.101.676901.666901.68790
752023.09.15 08:04buy210.101.680210.000000.00000
762023.09.15 08:04modify210.101.680211.677451.68790
772023.09.15 08:04modify200.101.676901.677451.68790
782023.09.15 10:48s/l200.101.677451.677451.687903.919877.25
792023.09.15 10:48s/l210.101.677451.677451.68790-20.259857.00
802023.10.04 16:00sell220.101.670080.000000.00000
812023.10.04 16:00modify220.101.670081.680081.65908
822023.10.04 21:14sell230.101.666760.000000.00000
832023.10.04 21:14modify230.101.666761.669531.65908
842023.10.04 21:14modify220.101.670081.669531.65908
852023.10.05 00:55s/l220.101.669531.669531.659083.049860.04
862023.10.05 00:55s/l230.101.669531.669531.65908-21.329838.72
872023.10.13 16:00buy240.101.657190.000000.00000
882023.10.13 16:00modify240.101.657191.647191.66819
892023.10.16 05:54buy250.101.660500.000000.00000
902023.10.16 05:54modify250.101.660501.657741.66819
912023.10.16 05:54modify240.101.657191.657741.66819
922023.10.16 09:53s/l240.101.657741.657741.668193.929842.64
932023.10.16 09:53s/l250.101.657741.657741.66819-20.259822.39
942023.10.27 16:00sell260.101.684740.000000.00000
952023.10.27 16:00modify260.101.684741.694741.67374
962023.10.27 17:02sell270.101.681440.000000.00000
972023.10.27 17:02modify270.101.681441.684191.67374
982023.10.27 17:02modify260.101.684741.684191.67374
992023.10.29 21:12sell280.101.678500.000000.00000
1002023.10.29 21:12modify280.101.678501.681441.67374
1012023.10.29 21:12sell290.101.678500.000000.00000
1022023.10.29 21:12modify290.101.678501.680891.67374
1032023.10.29 21:12modify270.101.681441.680891.67374
1042023.10.29 21:12modify260.101.684741.680891.67374
1052023.10.29 21:12modify280.101.678501.680891.67374
1062023.10.29 21:36s/l260.101.680891.680891.6737428.259850.64
1072023.10.29 21:36s/l270.101.680891.680891.673744.049854.68
1082023.10.29 21:36s/l280.101.680891.680891.67374-17.539837.15
1092023.10.29 21:36s/l290.101.680891.680891.67374-17.539819.62
1102023.11.03 16:00sell300.101.691320.000000.00000
1112023.11.03 16:00modify300.101.691321.701321.68032
1122023.11.08 09:00sell310.101.688020.000000.00000
1132023.11.08 09:00modify310.101.688021.690771.68032
1142023.11.08 09:00modify300.101.691321.690771.68032
1152023.11.08 11:10s/l300.101.690771.690771.680323.049822.66
1162023.11.08 11:10s/l310.101.690771.690771.68032-20.189802.48
1172023.11.14 16:00sell320.101.709590.000000.00000
1182023.11.14 16:00modify320.101.709591.719591.69859
1192023.11.15 07:33sell330.101.706290.000000.00000
1202023.11.15 07:33modify330.101.706291.709041.69859
1212023.11.15 07:33modify320.101.709591.709041.69859
1222023.11.15 12:57sell340.101.703540.000000.00000
1232023.11.15 12:57modify340.101.703541.706291.69859
1242023.11.15 12:57sell350.101.703540.000000.00000
1252023.11.15 12:57modify350.101.703541.705741.69859
1262023.11.15 12:57modify330.101.706291.705741.69859
1272023.11.15 12:57modify320.101.709591.705741.69859
1282023.11.15 12:57modify340.101.703541.705741.69859
1292023.11.15 15:01t/p320.101.698591.705741.6985980.389882.86
1302023.11.15 15:01t/p330.101.698591.705741.6985956.509939.36
1312023.11.15 15:01t/p340.101.698591.705741.6985936.329975.68
1322023.11.15 15:01t/p350.101.698591.705741.6985936.3210012.00
1332023.11.15 16:00buy360.101.699950.000000.00000
1342023.11.15 16:00modify360.101.699951.689951.71095
1352023.11.16 13:34buy370.101.703280.000000.00000
1362023.11.16 13:34modify370.101.703281.700501.71095
1372023.11.16 13:34modify360.101.699951.700501.71095
1382023.11.16 13:46buy380.101.706070.000000.00000
1392023.11.16 13:46modify380.101.706071.703251.71095
1402023.11.16 13:46buy390.101.706070.000000.00000
1412023.11.16 13:46modify390.101.706071.703801.71095
1422023.11.16 13:46modify370.101.703281.703801.71095
1432023.11.16 13:46modify360.101.699951.703801.71095
1442023.11.16 13:46modify380.101.706071.703801.71095
1452023.11.16 15:12t/p360.101.710951.703801.7109580.3610092.37
1462023.11.16 15:12t/p370.101.710951.703801.7109556.2810148.65
1472023.11.16 15:12t/p380.101.710951.703801.7109535.8110184.46
1482023.11.16 15:12t/p390.101.710951.703801.7109535.8110220.27
1492023.11.16 16:00sell400.101.709330.000000.00000
1502023.11.16 16:00modify400.101.709331.719331.69833
1512023.11.16 22:15sell410.101.705940.000000.00000
1522023.11.16 22:15modify410.101.705941.708781.69833
1532023.11.16 22:15modify400.101.709331.708781.69833
1542023.11.17 07:38sell420.101.703280.000000.00000
1552023.11.17 07:38modify420.101.703281.706031.69833
1562023.11.17 07:38sell430.101.703280.000000.00000
1572023.11.17 07:38modify430.101.703281.705481.69833
1582023.11.17 07:38modify410.101.705941.705481.69833
1592023.11.17 07:38modify400.101.709331.705481.69833
1602023.11.17 07:38modify420.101.703281.705481.69833
1612023.11.17 08:05s/l400.101.705481.705481.6983327.9210248.19
1622023.11.17 08:05s/l410.101.705481.705481.698333.0510251.24
1632023.11.17 08:05s/l420.101.705481.705481.69833-16.1410235.10
1642023.11.17 08:05s/l430.101.705481.705481.69833-16.1410218.96
1652023.12.14 16:00sell440.101.712280.000000.00000
1662023.12.14 16:00modify440.101.712281.722281.70128
1672023.12.15 02:46sell450.101.708980.000000.00000
1682023.12.15 02:46modify450.101.708981.711731.70128
1692023.12.15 02:46modify440.101.712281.711731.70128
1702023.12.15 08:29sell460.101.706210.000000.00000
1712023.12.15 08:29modify460.101.706211.708981.70128
1722023.12.15 08:29sell470.101.706210.000000.00000
1732023.12.15 08:29modify470.101.706211.708431.70128
1742023.12.15 08:29modify450.101.708981.708431.70128
1752023.12.15 08:29modify440.101.712281.708431.70128
1762023.12.15 08:29modify460.101.706211.708431.70128
1772023.12.15 09:57s/l440.101.708431.708431.7012827.9110246.87
1782023.12.15 09:57s/l450.101.708431.708431.701284.0310250.90
1792023.12.15 09:57s/l460.101.708431.708431.70128-16.2910234.61
1802023.12.15 09:57s/l470.101.708431.708431.70128-16.2910218.32
1812023.12.15 16:00buy480.101.698340.000000.00000
1822023.12.15 16:00modify480.101.698341.688341.70934
1832023.12.19 10:52buy490.101.701640.000000.00000
1842023.12.19 10:52modify490.101.701641.698891.70934
1852023.12.19 10:52modify480.101.698341.698891.70934
1862023.12.19 12:55buy500.101.704420.000000.00000
1872023.12.19 12:55modify500.101.704421.701641.70934
1882023.12.19 12:55buy510.101.704420.000000.00000
1892023.12.19 12:55modify510.101.704421.702191.70934
1902023.12.19 12:55modify490.101.701641.702191.70934
1912023.12.19 12:55modify480.101.698341.702191.70934
1922023.12.19 12:55modify500.101.704421.702191.70934
1932023.12.19 13:30s/l480.101.702191.702191.7093428.0110246.33
1942023.12.19 13:30s/l490.101.702191.702191.709344.0310250.36
1952023.12.19 13:30s/l500.101.702191.702191.70934-16.3710233.99
1962023.12.19 13:30s/l510.101.702191.702191.70934-16.3710217.62
1972023.12.27 16:00sell520.101.688540.000000.00000
1982023.12.27 16:00modify520.101.688541.698541.67754
1992023.12.28 13:29sell530.101.685140.000000.00000
2002023.12.28 13:29modify530.101.685141.687991.67754
2012023.12.28 13:29modify520.101.688541.687991.67754
2022023.12.28 13:58sell540.101.682470.000000.00000
2032023.12.28 13:58modify540.101.682471.685241.67754
2042023.12.28 13:58sell550.101.682470.000000.00000
2052023.12.28 13:58modify550.101.682471.684691.67754
2062023.12.28 13:58modify530.101.685141.684691.67754
2072023.12.28 13:58modify520.101.688541.684691.67754
2082023.12.28 13:58modify540.101.682471.684691.67754
2092023.12.28 14:16s/l520.101.684691.684691.6775427.2610244.88
2102023.12.28 14:16s/l530.101.684691.684691.677543.3010248.18
2112023.12.28 14:16s/l540.101.684691.684691.67754-16.2910231.89
2122023.12.28 14:16s/l550.101.684691.684691.67754-16.2910215.60
2132024.01.24 16:00sell560.101.719780.000000.00000
2142024.01.24 16:00modify560.101.719781.729781.70878
2152024.01.25 13:30sell570.101.716480.000000.00000
2162024.01.25 13:30modify570.101.716481.719231.70878
2172024.01.25 13:30modify560.101.719781.719231.70878
2182024.01.25 13:32s/l560.101.719231.719231.708783.0410218.65
2192024.01.25 13:32s/l570.101.719231.719231.70878-20.1810198.47
2202024.02.13 16:00sell580.101.707640.000000.00000
2212024.02.13 16:00modify580.101.707641.717641.69664
2222024.02.14 07:00sell590.101.704050.000000.00000
2232024.02.14 07:00modify590.101.704051.707091.69664
2242024.02.14 07:00modify580.101.707641.707091.69664
2252024.02.14 08:12sell600.101.701440.000000.00000
2262024.02.14 08:12modify600.101.701441.704341.69664
2272024.02.14 08:12sell610.101.701440.000000.00000
2282024.02.14 08:12modify610.101.701441.703791.69664
2292024.02.14 08:12modify590.101.704051.703791.69664
2302024.02.14 08:12modify580.101.707641.703791.69664
2312024.02.14 08:12modify600.101.701441.703791.69664
2322024.02.15 21:07t/p580.101.696641.703791.6966479.3810277.85
2332024.02.15 21:07t/p590.101.696641.703791.6966453.3710331.22
2342024.02.15 21:07t/p600.101.696641.703791.6966434.2210365.44
2352024.02.15 21:07t/p610.101.696641.703791.6966434.2210399.67
2362024.02.20 16:00sell620.101.710510.000000.00000
2372024.02.20 16:00modify620.101.710511.720511.69951
2382024.02.20 18:08sell630.101.707210.000000.00000
2392024.02.20 18:08modify630.101.707211.709961.69951
2402024.02.20 18:08modify620.101.710511.709961.69951
2412024.02.21 15:21sell640.101.704430.000000.00000
2422024.02.21 15:21modify640.101.704431.707211.69951
2432024.02.21 15:21sell650.101.704430.000000.00000
2442024.02.21 15:21modify650.101.704431.706661.69951
2452024.02.21 15:21modify630.101.707211.706661.69951
2462024.02.21 15:21modify620.101.710511.706661.69951
2472024.02.21 15:21modify640.101.704431.706661.69951
2482024.02.21 20:21s/l620.101.706661.706661.6995127.9210427.59
2492024.02.21 20:21s/l630.101.706661.706661.699513.7110431.30
2502024.02.21 20:21s/l640.101.706661.706661.69951-16.3610414.94
2512024.02.21 20:21s/l650.101.706661.706661.69951-16.3610398.58
2522024.03.08 16:00sell660.101.732510.000000.00000
2532024.03.08 16:00modify660.101.732511.742511.72151
2542024.03.11 14:40sell670.101.729210.000000.00000
2552024.03.11 14:40modify670.101.729211.731961.72151
2562024.03.11 14:40modify660.101.732511.731961.72151
2572024.03.11 16:03sell680.101.726460.000000.00000
2582024.03.11 16:03modify680.101.726461.729211.72151
2592024.03.11 16:03sell690.101.726460.000000.00000
2602024.03.11 16:03modify690.101.726461.728661.72151
2612024.03.11 16:03modify670.101.729211.728661.72151
2622024.03.11 16:03modify660.101.732511.728661.72151
2632024.03.11 16:03modify680.101.726461.728661.72151
2642024.03.14 12:30t/p660.101.721511.728661.7215178.7310477.31
2652024.03.14 12:30t/p670.101.721511.728661.7215154.8510532.17
2662024.03.14 12:30t/p680.101.721511.728661.7215134.6710566.84
2672024.03.14 12:30t/p690.101.721511.728661.7215134.6710601.51
2682024.03.21 16:00buy700.101.715300.000000.00000
2692024.03.21 16:00modify700.101.715301.705301.72630
2702024.03.25 12:44buy710.101.718610.000000.00000
2712024.03.25 12:44modify710.101.718611.715851.72630
2722024.03.25 12:44modify700.101.715301.715851.72630
2732024.03.26 12:19s/l700.101.715851.715851.726303.6810605.20
2742024.03.26 12:19s/l710.101.715851.715851.72630-20.3710584.83
2752024.04.19 16:00buy720.101.704220.000000.00000
2762024.04.19 16:00modify720.101.704221.694221.71522
2772024.04.22 09:34s/l720.101.694221.694221.71522-73.5010511.33
2782024.06.14 16:00buy730.101.742800.000000.00000
2792024.06.14 16:00modify730.101.742801.732801.75380
2802024.06.19 06:35buy740.101.746100.000000.00000
2812024.06.19 06:35modify740.101.746101.743351.75380
2822024.06.19 06:35modify730.101.742801.743351.75380
2832024.06.19 12:51s/l730.101.743351.743351.753803.6710515.00
2842024.06.19 12:51s/l740.101.743351.743351.75380-20.1810494.82