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=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 test1902Ticks modelled17165891Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit627.99Gross profit798.54Gross loss-170.55
Profit factor4.68Expected payoff16.10
Absolute drawdown34.05Maximal drawdown165.33 (1.56%)Relative drawdown1.57% (162.34)
Total trades39Short positions (won %)20 (70.00%)Long positions (won %)19 (63.16%)
Profit trades (% of total)26 (66.67%)Loss trades (% of total)13 (33.33%)
Largestprofit trade80.72loss trade-20.32
Averageprofit trade30.71loss trade-13.12
Maximumconsecutive wins (profit in money)6 (266.04)consecutive losses (loss in money)2 (-25.17)
Maximalconsecutive profit (count of wins)266.04 (6)consecutive loss (count of losses)-25.17 (2)
Averageconsecutive wins2consecutive 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 13:11sell20.101.700640.000000.00000
42023.07.07 13:11modify20.101.700641.702291.69184
52023.07.07 13:11modify10.101.702841.702291.69184
62023.07.07 13:20s/l10.101.702291.702291.691844.0310004.03
72023.07.07 13:20s/l20.101.702291.702291.69184-12.119991.92
82023.07.24 20:00buy30.101.688350.000000.00000
92023.07.24 20:00modify30.101.688351.679351.69935
102023.07.25 06:30buy40.101.690560.000000.00000
112023.07.25 06:30modify40.101.690561.688901.69935
122023.07.25 06:30modify30.101.688351.688901.69935
132023.07.25 13:05buy50.101.693870.000000.00000
142023.07.25 13:05modify50.101.693871.691101.69935
152023.07.25 13:05modify40.101.690561.691101.69935
162023.07.25 13:05modify30.101.688351.691101.69935
172023.07.25 13:35s/l30.101.691101.691101.6993520.0610011.98
182023.07.25 13:35s/l40.101.691101.691101.699353.9710015.95
192023.07.25 13:35s/l50.101.691101.691101.69935-20.329995.63
202023.07.28 00:00buy60.101.692630.000000.00000
212023.07.28 00:00modify60.101.692631.683631.70363
222023.07.28 08:33buy70.101.694860.000000.00000
232023.07.28 08:33modify70.101.694861.693181.70363
242023.07.28 08:33modify60.101.692631.693181.70363
252023.07.28 10:36buy80.101.698130.000000.00000
262023.07.28 10:36modify80.101.698131.695381.70363
272023.07.28 10:36modify70.101.694861.695381.70363
282023.07.28 10:36modify60.101.692631.695381.70363
292023.07.28 10:42buy90.101.699230.000000.00000
302023.07.28 10:42modify90.101.699231.697031.70363
312023.07.28 10:42modify80.101.698131.697031.70363
322023.07.28 10:42modify70.101.694861.697031.70363
332023.07.28 10:42modify60.101.692631.697031.70363
342023.07.28 14:15t/p60.101.703631.697031.7036380.7210076.35
352023.07.28 14:15t/p70.101.703631.697031.7036364.3510140.70
362023.07.28 14:15t/p80.101.703631.697031.7036340.3610181.06
372023.07.28 14:15t/p90.101.703631.697031.7036332.2910213.35
382023.07.31 20:00buy100.101.692620.000000.00000
392023.07.31 20:00modify100.101.692621.683621.70362
402023.08.01 03:03buy110.101.694820.000000.00000
412023.08.01 03:03modify110.101.694821.693171.70362
422023.08.01 03:03modify100.101.692621.693171.70362
432023.08.01 07:20buy120.101.698170.000000.00000
442023.08.01 07:20modify120.101.698171.695371.70362
452023.08.01 07:20modify110.101.694821.695371.70362
462023.08.01 07:20modify100.101.692621.695371.70362
472023.08.01 07:32buy130.101.699220.000000.00000
482023.08.01 07:32modify130.101.699221.697021.70362
492023.08.01 07:32modify120.101.698171.697021.70362
502023.08.01 07:32modify110.101.694821.697021.70362
512023.08.01 07:32modify100.101.692621.697021.70362
522023.08.01 11:00s/l100.101.697021.697021.7036232.1710245.52
532023.08.01 11:00s/l110.101.697021.697021.7036216.1510261.67
542023.08.01 11:00s/l120.101.697021.697021.70362-8.4410253.23
552023.08.01 11:00s/l130.101.697021.697021.70362-16.1410237.09
562023.09.14 20:00buy140.101.677240.000000.00000
572023.09.14 20:00modify140.101.677241.668241.68824
582023.09.15 07:38buy150.101.679490.000000.00000
592023.09.15 07:38modify150.101.679491.677791.68824
602023.09.15 07:38modify140.101.677241.677791.68824
612023.09.15 10:47s/l140.101.677791.677791.688243.9110241.00
622023.09.15 10:47s/l150.101.677791.677791.68824-12.4810228.52
632023.10.04 20:00sell160.101.669590.000000.00000
642023.10.04 20:00modify160.101.669591.678591.65859
652023.10.04 21:11sell170.101.667240.000000.00000
662023.10.04 21:11modify170.101.667241.669041.65859
672023.10.04 21:11modify160.101.669591.669041.65859
682023.10.05 00:05s/l160.101.669041.669041.658593.0510231.58
692023.10.05 00:05s/l170.101.669041.669041.65859-14.1910217.39
702023.10.13 20:00buy180.101.658410.000000.00000
712023.10.13 20:00modify180.101.658411.649411.66941
722023.10.16 05:56buy190.101.660610.000000.00000
732023.10.16 05:56modify190.101.660611.658961.66941
742023.10.16 05:56modify180.101.658411.658961.66941
752023.10.16 06:13s/l180.101.658961.658961.669413.9210221.31
762023.10.16 06:13s/l190.101.658961.658961.66941-12.1010209.21
772023.11.03 20:00sell200.101.691220.000000.00000
782023.11.03 20:00modify200.101.691221.700221.68022
792023.11.05 22:01sell210.101.688940.000000.00000
802023.11.05 22:01modify210.101.688941.690671.68022
812023.11.05 22:01modify200.101.691221.690671.68022
822023.11.05 22:16s/l200.101.690671.690671.680224.0410213.25
832023.11.05 22:16s/l210.101.690671.690671.68022-12.6910200.56
842023.11.15 00:00sell220.101.711370.000000.00000
852023.11.15 00:00modify220.101.711371.720371.70037
862023.11.15 05:12sell230.101.709160.000000.00000
872023.11.15 05:12modify230.101.709161.710821.70037
882023.11.15 05:12modify220.101.711371.710821.70037
892023.11.15 07:49sell240.101.705840.000000.00000
902023.11.15 07:49modify240.101.705841.708621.70037
912023.11.15 07:49modify230.101.709161.708621.70037
922023.11.15 07:49modify220.101.711371.708621.70037
932023.11.15 12:41sell250.101.704770.000000.00000
942023.11.15 12:41modify250.101.704771.706971.70037
952023.11.15 12:41modify240.101.705841.706971.70037
962023.11.15 12:41modify230.101.709161.706971.70037
972023.11.15 12:41modify220.101.711371.706971.70037
982023.11.15 14:44t/p220.101.700371.706971.7003780.7010281.26
992023.11.15 14:44t/p230.101.700371.706971.7003764.4910345.75
1002023.11.15 14:44t/p240.101.700371.706971.7003740.1310385.88
1012023.11.15 14:44t/p250.101.700371.706971.7003732.2810418.16
1022023.12.28 00:00sell260.101.689980.000000.00000
1032023.12.28 00:00modify260.101.689981.698981.67898
1042023.12.28 12:56sell270.101.687780.000000.00000
1052023.12.28 12:56modify270.101.687781.689431.67898
1062023.12.28 12:56modify260.101.689981.689431.67898
1072023.12.28 13:50sell280.101.684480.000000.00000
1082023.12.28 13:50modify280.101.684481.687231.67898
1092023.12.28 13:50modify270.101.687781.687231.67898
1102023.12.28 13:50modify260.101.689981.687231.67898
1112023.12.28 13:55sell290.101.683340.000000.00000
1122023.12.28 13:55modify290.101.683341.685581.67898
1132023.12.28 13:55modify280.101.684481.685581.67898
1142023.12.28 13:55modify270.101.687781.685581.67898
1152023.12.28 13:55modify260.101.689981.685581.67898
1162023.12.29 00:58s/l260.101.685581.685581.6789831.9510450.11
1172023.12.29 00:58s/l270.101.685581.685581.6789815.8110465.92
1182023.12.29 00:58s/l280.101.685581.685581.67898-8.4010457.52
1192023.12.29 00:58s/l290.101.685581.685581.67898-16.7710440.75
1202024.01.24 20:00sell300.101.719600.000000.00000
1212024.01.24 20:00modify300.101.719601.728601.70860
1222024.01.25 13:28sell310.101.717390.000000.00000
1232024.01.25 13:28modify310.101.717391.719051.70860
1242024.01.25 13:28modify300.101.719601.719051.70860
1252024.01.25 13:32s/l300.101.719051.719051.708603.0510443.80
1262024.01.25 13:32s/l310.101.719051.719051.70860-12.1810431.62
1272024.02.14 00:00sell320.101.707860.000000.00000
1282024.02.14 00:00modify320.101.707861.716861.69686
1292024.02.14 07:00sell330.101.705630.000000.00000
1302024.02.14 07:00modify330.101.705631.707311.69686
1312024.02.14 07:00modify320.101.707861.707311.69686
1322024.02.14 07:34sell340.101.702350.000000.00000
1332024.02.14 07:34modify340.101.702351.705111.69686
1342024.02.14 07:34modify330.101.705631.705111.69686
1352024.02.14 07:34modify320.101.707861.705111.69686
1362024.02.14 08:13sell350.101.701190.000000.00000
1372024.02.14 08:13modify350.101.701191.703461.69686
1382024.02.14 08:13modify340.101.702351.703461.69686
1392024.02.14 08:13modify330.101.705631.703461.69686
1402024.02.14 08:13modify320.101.707861.703461.69686
1412024.02.15 20:30t/p320.101.696861.703461.6968679.7110511.34
1422024.02.15 20:30t/p330.101.696861.703461.6968663.3510574.69
1432024.02.15 20:30t/p340.101.696861.703461.6968639.2910613.98
1442024.02.15 20:30t/p350.101.696861.703461.6968630.7810644.76
1452024.03.22 00:00buy360.101.713020.000000.00000
1462024.03.22 00:00modify360.101.713021.704021.72402
1472024.03.22 15:19buy370.101.715280.000000.00000
1482024.03.22 15:19modify370.101.715281.713571.72402
1492024.03.22 15:19modify360.101.713021.713571.72402
1502024.03.22 15:38s/l360.101.713571.713571.724024.0410648.80
1512024.03.22 15:38s/l370.101.713571.713571.72402-12.5510636.25
1522024.06.14 20:00buy380.101.742990.000000.00000
1532024.06.14 20:00modify380.101.742991.733991.75399
1542024.06.17 14:50buy390.101.745200.000000.00000
1552024.06.17 14:50modify390.101.745201.743541.75399
1562024.06.17 14:50modify380.101.742991.743541.75399
1572024.06.17 18:31s/l380.101.743541.743541.753993.9210640.17
1582024.06.17 18:31s/l390.101.743541.743541.75399-12.1810627.99