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=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 modelled78778Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread50
Total net profit907.87Gross profit1054.98Gross loss-147.11
Profit factor7.17Expected payoff23.28
Absolute drawdown34.04Maximal drawdown164.60 (1.54%)Relative drawdown1.54% (164.60)
Total trades39Short positions (won %)21 (76.19%)Long positions (won %)18 (66.67%)
Profit trades (% of total)28 (71.79%)Loss trades (% of total)11 (28.21%)
Largestprofit trade80.71loss trade-18.23
Averageprofit trade37.68loss trade-13.37
Maximumconsecutive wins (profit in money)8 (405.87)consecutive losses (loss in money)2 (-28.39)
Maximalconsecutive profit (count of wins)405.87 (8)consecutive loss (count of losses)-28.39 (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
32023.07.07 13:40sell20.101.700450.000000.00000
42023.07.07 13:40modify20.101.700451.702291.69184
52023.07.07 13:40modify10.101.702841.702291.69184
62023.07.07 14:10s/l10.101.702291.702291.691844.0410004.04
72023.07.07 14:10s/l20.101.702291.702291.69184-13.509990.54
82023.07.24 20:00buy30.101.688350.000000.00000
92023.07.24 20:00modify30.101.688351.679351.69935
102023.07.25 06:30buy40.101.690600.000000.00000
112023.07.25 06:30modify40.101.690601.688901.69935
122023.07.25 06:30modify30.101.688351.688901.69935
132023.07.25 14:20buy50.101.693990.000000.00000
142023.07.25 14:20modify50.101.693991.691101.69935
152023.07.25 14:20modify40.101.690601.691101.69935
162023.07.25 14:20modify30.101.688351.691101.69935
172023.07.25 19:40t/p30.101.699351.691101.6993580.5910071.13
182023.07.25 19:40t/p40.101.699351.691101.6993564.2010135.33
192023.07.25 19:40t/p50.101.699351.691101.6993539.3310174.66
202023.07.28 00:00buy60.101.692630.000000.00000
212023.07.28 00:00modify60.101.692631.683631.70363
222023.07.28 09:45buy70.101.694980.000000.00000
232023.07.28 09:45modify70.101.694981.693181.70363
242023.07.28 09:45modify60.101.692631.693181.70363
252023.07.28 10:40buy80.101.699410.000000.00000
262023.07.28 10:40modify80.101.699411.697031.70363
272023.07.28 10:40modify70.101.694981.697031.70363
282023.07.28 10:40modify60.101.692631.697031.70363
292023.07.28 14:40t/p60.101.703631.697031.7036380.7110255.37
302023.07.28 14:40t/p70.101.703631.697031.7036363.4710318.84
312023.07.28 14:40t/p80.101.703631.697031.7036330.9610349.80
322023.07.31 20:00buy90.101.692620.000000.00000
332023.07.31 20:00modify90.101.692621.683621.70362
342023.08.01 03:20buy100.101.695050.000000.00000
352023.08.01 03:20modify100.101.695051.693171.70362
362023.08.01 03:20modify90.101.692621.693171.70362
372023.08.01 07:40buy110.101.699490.000000.00000
382023.08.01 07:40modify110.101.699491.697021.70362
392023.08.01 07:40modify100.101.695051.697021.70362
402023.08.01 07:40modify90.101.692621.697021.70362
412023.08.01 08:10buy120.101.698270.000000.00000
422023.08.01 08:10modify120.101.698271.695371.70362
432023.08.01 08:15modify120.101.698271.697021.70362
442023.08.01 11:30s/l90.101.697021.697021.7036232.1610381.96
452023.08.01 11:30s/l100.101.697021.697021.7036214.4510396.41
462023.08.01 11:30s/l110.101.697021.697021.70362-18.1310378.28
472023.08.01 11:30s/l120.101.697021.697021.70362-9.1710369.11
482023.09.14 20:00buy130.101.677240.000000.00000
492023.09.14 20:00modify130.101.677241.668241.68824
502023.09.15 07:59buy140.101.679560.000000.00000
512023.09.15 07:59modify140.101.679561.677791.68824
522023.09.15 07:59modify130.101.677241.677791.68824
532023.09.15 10:40s/l130.101.677791.677791.688243.9110373.02
542023.09.15 10:40s/l140.101.677791.677791.68824-12.9910360.03
552023.10.04 20:00sell150.101.669590.000000.00000
562023.10.04 20:00modify150.101.669591.678591.65859
572023.10.05 02:40sell160.101.667350.000000.00000
582023.10.05 02:40modify160.101.667351.669041.65859
592023.10.05 02:40modify150.101.669591.669041.65859
602023.10.05 06:15s/l150.101.669041.669041.658593.0510363.09
612023.10.05 06:15s/l160.101.669041.669041.65859-12.4010350.69
622023.10.13 20:00buy170.101.658410.000000.00000
632023.10.13 20:00modify170.101.658411.649411.66941
642023.10.16 05:50buy180.101.660770.000000.00000
652023.10.16 05:50modify180.101.660771.658961.66941
662023.10.16 05:50modify170.101.658411.658961.66941
672023.10.16 06:40s/l170.101.658961.658961.669413.9210354.61
682023.10.16 06:40s/l180.101.658961.658961.66941-13.2810341.33
692023.11.03 20:00sell190.101.691220.000000.00000
702023.11.03 20:00modify190.101.691221.700221.68022
712023.11.05 22:00sell200.101.688940.000000.00000
722023.11.05 22:00modify200.101.688941.690671.68022
732023.11.05 22:00modify190.101.691221.690671.68022
742023.11.05 22:40s/l190.101.690671.690671.680224.0410345.37
752023.11.05 22:40s/l200.101.690671.690671.68022-12.6910332.68
762023.11.15 00:00sell210.101.711370.000000.00000
772023.11.15 00:00modify210.101.711371.720371.70037
782023.11.15 05:40sell220.101.709130.000000.00000
792023.11.15 05:40modify220.101.709131.710821.70037
802023.11.15 05:40modify210.101.711371.710821.70037
812023.11.15 07:40sell230.101.705680.000000.00000
822023.11.15 07:40modify230.101.705681.708621.70037
832023.11.15 07:40modify220.101.709131.708621.70037
842023.11.15 07:40modify210.101.711371.708621.70037
852023.11.15 12:30sell240.101.704490.000000.00000
862023.11.15 12:30modify240.101.704491.706971.70037
872023.11.15 12:30modify230.101.705681.706971.70037
882023.11.15 12:30modify220.101.709131.706971.70037
892023.11.15 12:30modify210.101.711371.706971.70037
902023.11.15 14:40t/p210.101.700371.706971.7003780.7010413.38
912023.11.15 14:40t/p220.101.700371.706971.7003764.2710477.65
922023.11.15 14:40t/p230.101.700371.706971.7003738.9510516.60
932023.11.15 14:40t/p240.101.700371.706971.7003730.2210546.82
942023.12.28 00:00sell250.101.689980.000000.00000
952023.12.28 00:00modify250.101.689981.698981.67898
962023.12.28 12:40sell260.101.687710.000000.00000
972023.12.28 12:40modify260.101.687711.689431.67898
982023.12.28 12:40modify250.101.689981.689431.67898
992023.12.28 13:55sell270.101.683140.000000.00000
1002023.12.28 13:55modify270.101.683141.685581.67898
1012023.12.28 13:55modify260.101.687711.685581.67898
1022023.12.28 13:55modify250.101.689981.685581.67898
1032023.12.28 14:45sell280.101.684240.000000.00000
1042023.12.28 14:45modify280.101.684241.687231.67898
1052023.12.28 14:50modify280.101.684241.685581.67898
1062023.12.29 00:40s/l250.101.685581.685581.6789831.9510578.77
1072023.12.29 00:40s/l260.101.685581.685581.6789815.3010594.07
1082023.12.29 00:40s/l270.101.685581.685581.67898-18.2310575.84
1092023.12.29 00:40s/l280.101.685581.685581.67898-10.1610565.68
1102024.01.24 20:00sell290.101.719600.000000.00000
1112024.01.24 20:00modify290.101.719601.728601.70860
1122024.01.25 14:20sell300.101.717200.000000.00000
1132024.01.25 14:20modify300.101.717201.719051.70860
1142024.01.25 14:20modify290.101.719601.719051.70860
1152024.01.25 15:40sell310.101.714090.000000.00000
1162024.01.25 15:40modify310.101.714091.716851.70860
1172024.01.25 15:40modify300.101.717201.716851.70860
1182024.01.25 15:40modify290.101.719601.716851.70860
1192024.01.25 16:50sell320.101.712800.000000.00000
1202024.01.25 16:50modify320.101.712801.715201.70860
1212024.01.25 16:50modify310.101.714091.715201.70860
1222024.01.25 16:50modify300.101.717201.715201.70860
1232024.01.25 16:50modify290.101.719601.715201.70860
1242024.01.26 07:40t/p290.101.708601.715201.7086079.3810645.06
1252024.01.26 07:40t/p300.101.708601.715201.7086062.7610707.82
1262024.01.26 07:40t/p310.101.708601.715201.7086039.9510747.77
1272024.01.26 07:40t/p320.101.708601.715201.7086030.4810778.25
1282024.02.14 00:00sell330.101.707860.000000.00000
1292024.02.14 00:00modify330.101.707861.716861.69686
1302024.02.14 07:40sell340.101.702080.000000.00000
1312024.02.14 07:40modify340.101.702081.705111.69686
1322024.02.14 07:40modify330.101.707861.705111.69686
1332024.02.14 08:30sell350.101.701250.000000.00000
1342024.02.14 08:30modify350.101.701251.703461.69686
1352024.02.14 08:30modify340.101.702081.703461.69686
1362024.02.14 08:30modify330.101.707861.703461.69686
1372024.02.15 20:40t/p330.101.696861.703461.6968679.7110857.97
1382024.02.15 20:40t/p340.101.696861.703461.6968637.3010895.27
1392024.02.15 20:40t/p350.101.696861.703461.6968631.2110926.48
1402024.03.22 00:00buy360.101.713020.000000.00000
1412024.03.22 00:00modify360.101.713021.704021.72402
1422024.03.22 15:40buy370.101.715380.000000.00000
1432024.03.22 15:40modify370.101.715381.713571.72402
1442024.03.22 15:40modify360.101.713021.713571.72402
1452024.03.22 15:59s/l360.101.713571.713571.724024.0410930.52
1462024.03.22 15:59s/l370.101.713571.713571.72402-13.2810917.24
1472024.06.14 20:00buy380.101.742990.000000.00000
1482024.06.14 20:00modify380.101.742991.733991.75399
1492024.06.17 14:50buy390.101.745350.000000.00000
1502024.06.17 14:50modify390.101.745351.743541.75399
1512024.06.17 14:50modify380.101.742991.743541.75399
1522024.06.17 18:40s/l380.101.743541.743541.753993.9110921.15
1532024.06.17 18:40s/l390.101.743541.743541.75399-13.2810907.87