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 23:59 (2023.07.01 - 2024.07.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; 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=90; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=20; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 test2603Ticks modelled4205Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit406.04Gross profit698.60Gross loss-292.56
Profit factor2.39Expected payoff16.92
Absolute drawdown96.44Maximal drawdown188.30 (1.83%)Relative drawdown1.83% (188.30)
Total trades24Short positions (won %)13 (69.23%)Long positions (won %)11 (54.55%)
Profit trades (% of total)15 (62.50%)Loss trades (% of total)9 (37.50%)
Largestprofit trade80.72loss trade-67.02
Averageprofit trade46.57loss trade-32.51
Maximumconsecutive wins (profit in money)7 (395.35)consecutive losses (loss in money)2 (-80.96)
Maximalconsecutive profit (count of wins)395.35 (7)consecutive loss (count of losses)-80.96 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.07 00:00sell10.101.702840.000000.00000
22023.07.07 00:00modify10.101.702841.711841.69184
32023.07.11 12:00s/l10.101.711841.711841.69184-66.699933.31
42023.07.16 20:00sell20.101.728540.000000.00000
52023.07.16 20:00modify20.101.728541.737541.71754
62023.07.19 00:00t/p20.101.717541.737541.7175479.7210013.03
72023.07.24 20:00buy30.101.688350.000000.00000
82023.07.24 20:00modify30.101.688351.679351.69935
92023.07.25 20:00t/p30.101.699351.679351.6993580.6010093.63
102023.07.28 00:00buy40.101.692630.000000.00000
112023.07.28 00:00modify40.101.692631.683631.70363
122023.07.28 16:00t/p40.101.703631.683631.7036380.7210174.35
132023.07.31 20:00buy50.101.692620.000000.00000
142023.07.31 20:00modify50.101.692621.683621.70362
152023.08.02 00:00buy60.101.698200.000000.00000
162023.08.02 00:00modify60.101.698201.695371.70362
172023.08.02 00:00modify50.101.692621.695371.70362
182023.08.02 16:00s/l50.101.695371.695371.7036219.9410194.30
192023.08.02 16:00s/l60.101.695371.695371.70362-20.7710173.53
202023.09.14 20:00buy70.101.677240.000000.00000
212023.09.14 20:00modify70.101.677241.668241.68824
222023.09.15 08:00buy80.101.679560.000000.00000
232023.09.15 08:00modify80.101.679561.677791.68824
242023.09.15 08:00modify70.101.677241.677791.68824
252023.09.15 12:00s/l70.101.677791.677791.688243.9210177.45
262023.09.15 12:00s/l80.101.677791.677791.68824-12.9810164.47
272023.10.01 20:00sell90.101.655130.000000.00000
282023.10.01 20:00modify90.101.655131.664131.64413
292023.10.04 16:00s/l90.101.664131.664131.64413-67.0210097.45
302023.10.04 20:00sell100.101.669590.000000.00000
312023.10.04 20:00modify100.101.669591.678591.65859
322023.10.05 04:00sell110.101.667270.000000.00000
332023.10.05 04:00modify110.101.667271.669041.65859
342023.10.05 04:00modify100.101.669591.669041.65859
352023.10.05 08:00s/l100.101.669041.669041.658593.0510100.50
362023.10.05 08:00s/l110.101.669041.669041.65859-12.9910087.51
372023.10.13 20:00buy120.101.658410.000000.00000
382023.10.13 20:00modify120.101.658411.649411.66941
392023.10.19 00:00buy130.101.665280.000000.00000
402023.10.19 00:00modify130.101.665281.662811.66941
412023.10.19 00:00modify120.101.658411.662811.66941
422023.10.19 12:00s/l120.101.662811.662811.6694131.5810119.09
432023.10.19 12:00s/l130.101.662811.662811.66941-18.1310100.96
442023.11.03 20:00sell140.101.691220.000000.00000
452023.11.03 20:00modify140.101.691221.700221.68022
462023.11.05 20:00sell150.101.688940.000000.00000
472023.11.05 20:00modify150.101.688941.690671.68022
482023.11.05 20:00modify140.101.691221.690671.68022
492023.11.06 00:00s/l140.101.690671.690671.680223.7110104.67
502023.11.06 00:00s/l150.101.690671.690671.68022-13.0210091.65
512023.11.15 00:00sell160.101.711370.000000.00000
522023.11.15 00:00modify160.101.711371.720371.70037
532023.11.15 12:00sell170.101.705820.000000.00000
542023.11.15 12:00modify170.101.705821.708621.70037
552023.11.15 12:00modify160.101.711371.708621.70037
562023.11.15 16:00t/p160.101.700371.708621.7003780.7110172.36
572023.11.15 16:00t/p170.101.700371.708621.7003739.9910212.35
582023.12.28 00:00sell180.101.689980.000000.00000
592023.12.28 00:00modify180.101.689981.698981.67898
602023.12.29 16:00t/p180.101.678981.698981.6789880.3810292.73
612024.01.24 20:00sell190.101.719600.000000.00000
622024.01.24 20:00modify190.101.719601.728601.70860
632024.01.26 08:00t/p190.101.708601.728601.7086079.3910372.12
642024.02.14 00:00sell200.101.707860.000000.00000
652024.02.14 00:00modify200.101.707861.716861.69686
662024.02.15 00:00sell210.101.701240.000000.00000
672024.02.15 00:00modify210.101.701241.703461.69686
682024.02.15 00:00modify200.101.707861.703461.69686
692024.02.16 00:00t/p200.101.696861.703461.6968679.3910451.52
702024.02.16 00:00t/p210.101.696861.703461.6968631.8110483.33
712024.03.22 00:00buy220.101.713020.000000.00000
722024.03.22 00:00modify220.101.713021.704021.72402
732024.03.26 20:00buy230.101.715490.000000.00000
742024.03.26 20:00modify230.101.715491.713571.72402
752024.03.26 20:00modify220.101.713021.713571.72402
762024.03.27 00:00s/l220.101.713571.713571.724023.6710487.00
772024.03.27 00:00s/l230.101.713571.713571.72402-14.2110472.79
782024.06.14 20:00buy240.101.742990.000000.00000
792024.06.14 20:00modify240.101.742991.733991.75399
802024.06.20 20:00s/l240.101.733991.733991.75399-66.7510406.04