Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period1 Hour (H1) 2023.07.02 21:00 - 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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; 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=70; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 test7200Ticks modelled156028Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00Spread50
Total net profit998.41Gross profit1372.24Gross loss-373.83
Profit factor3.67Expected payoff25.60
Absolute drawdown45.55Maximal drawdown181.50 (1.72%)Relative drawdown1.72% (181.50)
Total trades39Short positions (won %)22 (77.27%)Long positions (won %)17 (52.94%)
Profit trades (% of total)26 (66.67%)Loss trades (% of total)13 (33.33%)
Largestprofit trade109.80loss trade-52.34
Averageprofit trade52.78loss trade-28.76
Maximumconsecutive wins (profit in money)9 (490.45)consecutive losses (loss in money)3 (-98.58)
Maximalconsecutive profit (count of wins)490.45 (9)consecutive loss (count of losses)-98.58 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.14 15:00sell10.101.727680.000000.00000
22023.07.14 15:00modify10.101.727681.734681.71268
32023.07.18 15:55sell20.101.719920.000000.00000
42023.07.18 15:55modify20.101.719921.723931.71268
52023.07.18 15:55modify10.101.727681.723931.71268
62023.07.18 16:45sell30.101.718450.000000.00000
72023.07.18 16:45modify30.101.718451.722431.71268
82023.07.18 16:45modify20.101.719921.722431.71268
92023.07.18 16:45modify10.101.727681.722431.71268
102023.07.18 21:12sell40.101.715580.000000.00000
112023.07.18 21:12modify40.101.715581.719431.71268
122023.07.18 21:12modify30.101.718451.719431.71268
132023.07.18 21:12modify20.101.719921.719431.71268
142023.07.18 21:12modify10.101.727681.719431.71268
152023.07.19 06:10t/p10.101.712681.719431.71268109.0410109.04
162023.07.19 06:10t/p20.101.712681.719431.7126852.7710161.81
172023.07.19 06:10t/p30.101.712681.719431.7126841.9910203.80
182023.07.19 06:10t/p40.101.712681.719431.7126820.9410224.74
192023.07.24 15:00buy50.101.688950.000000.00000
202023.07.24 15:00modify50.101.688951.681951.70395
212023.07.25 14:20buy60.101.696730.000000.00000
222023.07.25 14:20modify60.101.696731.692701.70395
232023.07.25 14:20modify50.101.688951.692701.70395
242023.07.25 15:50buy70.101.698030.000000.00000
252023.07.25 15:50modify70.101.698031.694201.70395
262023.07.25 15:50modify60.101.696731.694201.70395
272023.07.25 15:50modify50.101.688951.694201.70395
282023.07.25 23:37buy80.101.700950.000000.00000
292023.07.25 23:37modify80.101.700951.697201.70395
302023.07.25 23:37modify70.101.698031.697201.70395
312023.07.25 23:37modify60.101.696731.697201.70395
322023.07.25 23:37modify50.101.688951.697201.70395
332023.07.26 09:02t/p50.101.703951.697201.70395109.8010334.55
342023.07.26 09:02t/p60.101.703951.697201.7039552.8510387.40
352023.07.26 09:02t/p70.101.703951.697201.7039543.3110430.71
362023.07.26 09:02t/p80.101.703951.697201.7039521.8910452.60
372023.07.28 15:00sell90.101.702200.000000.00000
382023.07.28 15:00modify90.101.702201.709201.68720
392023.07.31 14:15sell100.101.692960.000000.00000
402023.07.31 14:15modify100.101.692961.696951.68720
412023.07.31 14:15modify90.101.702201.696951.68720
422023.08.01 03:32sell110.101.694680.000000.00000
432023.08.01 03:32modify110.101.694681.698451.68720
442023.08.01 03:35modify110.101.694681.696951.68720
452023.08.01 04:50s/l90.101.696951.696951.6872037.8510490.45
462023.08.01 04:50s/l100.101.696951.696951.68720-29.5910460.86
472023.08.01 04:50s/l110.101.696951.696951.68720-16.6510444.21
482023.09.29 16:00sell120.101.653070.000000.00000
492023.09.29 16:00modify120.101.653071.660071.63807
502023.10.04 09:10s/l120.101.660071.660071.63807-52.3410391.87
512023.10.13 15:00buy130.101.658660.000000.00000
522023.10.13 15:00modify130.101.658661.651661.67366
532023.10.18 12:37buy140.101.667830.000000.00000
542023.10.18 12:37modify140.101.667831.663911.67366
552023.10.18 12:37modify130.101.658661.663911.67366
562023.10.18 12:50s/l130.101.663911.663911.6736638.1610430.04
572023.10.18 12:50s/l140.101.663911.663911.67366-28.7610401.28
582023.11.15 15:00buy150.101.698920.000000.00000
592023.11.15 15:00modify150.101.698921.691921.71392
602023.11.16 14:45buy160.101.708010.000000.00000
612023.11.16 14:45modify160.101.708011.704171.71392
622023.11.16 14:45modify150.101.698921.704171.71392
632023.11.16 15:32buy170.101.711180.000000.00000
642023.11.16 15:32modify170.101.711181.707171.71392
652023.11.16 15:32modify160.101.708011.707171.71392
662023.11.16 15:32modify150.101.698921.707171.71392
672023.11.16 21:50s/l150.101.707171.707171.7139260.1610461.44
682023.11.16 21:50s/l160.101.707171.707171.71392-6.1710455.27
692023.11.16 21:50s/l170.101.707171.707171.71392-29.4210425.85
702023.11.28 16:00sell180.101.722520.000000.00000
712023.11.28 16:00modify180.101.722521.729521.70752
722023.11.30 14:55sell190.101.714790.000000.00000
732023.11.30 14:55modify190.101.714791.718771.70752
742023.11.30 14:55modify180.101.722521.718771.70752
752023.11.30 17:50sell200.101.713220.000000.00000
762023.11.30 17:50modify200.101.713221.717271.70752
772023.11.30 17:50modify190.101.714791.717271.70752
782023.11.30 17:50modify180.101.722521.717271.70752
792023.11.30 22:15sell210.101.710350.000000.00000
802023.11.30 22:15modify210.101.710351.714271.70752
812023.11.30 22:15modify200.101.713221.714271.70752
822023.11.30 22:15modify190.101.714791.714271.70752
832023.11.30 22:15modify180.101.722521.714271.70752
842023.12.01 14:20t/p180.101.707521.714271.70752108.3810534.23
852023.12.01 14:20t/p190.101.707521.714271.7075252.9910587.23
862023.12.01 14:20t/p200.101.707521.714271.7075241.4810628.71
872023.12.01 14:20t/p210.101.707521.714271.7075220.4310649.14
882023.12.01 15:00buy220.101.704810.000000.00000
892023.12.01 15:00modify220.101.704811.697811.71981
902023.12.01 16:45buy230.101.712480.000000.00000
912023.12.01 16:45modify230.101.712481.708561.71981
922023.12.01 16:45modify220.101.704811.708561.71981
932023.12.01 18:02buy240.101.713860.000000.00000
942023.12.01 18:02modify240.101.713861.710061.71981
952023.12.01 18:02modify230.101.712481.710061.71981
962023.12.01 18:02modify220.101.704811.710061.71981
972023.12.01 18:15buy250.101.716810.000000.00000
982023.12.01 18:15modify250.101.716811.713061.71981
992023.12.01 18:15modify240.101.713861.713061.71981
1002023.12.01 18:15modify230.101.712481.713061.71981
1012023.12.01 18:15modify220.101.704811.713061.71981
1022023.12.03 22:32s/l220.101.713061.713061.7198160.5310709.67
1032023.12.03 22:32s/l230.101.713061.713061.719814.2610713.93
1042023.12.03 22:32s/l240.101.713061.713061.71981-5.8610708.07
1052023.12.03 22:32s/l250.101.713061.713061.71981-27.5110680.56
1062023.12.04 16:00buy260.101.707590.000000.00000
1072023.12.04 16:00modify260.101.707591.700591.72259
1082023.12.05 11:16buy270.101.715140.000000.00000
1092023.12.05 11:16modify270.101.715141.711341.72259
1102023.12.05 11:16modify260.101.707591.711341.72259
1112023.12.05 13:25buy280.101.716710.000000.00000
1122023.12.05 13:25modify280.101.716711.712841.72259
1132023.12.05 13:25modify270.101.715141.712841.72259
1142023.12.05 13:25modify260.101.707591.712841.72259
1152023.12.05 14:20s/l260.101.712841.712841.7225938.3910718.95
1162023.12.05 14:20s/l270.101.712841.712841.72259-16.8710702.08
1172023.12.05 14:20s/l280.101.712841.712841.72259-28.3910673.69
1182023.12.14 15:00sell290.101.710810.000000.00000
1192023.12.14 15:00modify290.101.710811.717811.69581
1202023.12.15 13:45sell300.101.703230.000000.00000
1212023.12.15 13:45modify300.101.703231.707061.69581
1222023.12.15 13:45modify290.101.710811.707061.69581
1232023.12.15 13:50sell310.101.701690.000000.00000
1242023.12.15 13:50modify310.101.701691.705561.69581
1252023.12.15 13:50modify300.101.703231.705561.69581
1262023.12.15 13:50modify290.101.710811.705561.69581
1272023.12.15 18:50t/p290.101.695811.705561.69581109.7010783.39
1282023.12.15 18:50t/p300.101.695811.705561.6958154.4310837.82
1292023.12.15 18:50t/p310.101.695811.705561.6958143.1310880.95
1302023.12.27 16:00sell320.101.688540.000000.00000
1312023.12.27 16:00modify320.101.688541.695541.67354
1322023.12.28 16:20sell330.101.680820.000000.00000
1332023.12.28 16:20modify330.101.680821.684791.67354
1342023.12.28 16:20modify320.101.688541.684791.67354
1352023.12.28 20:50s/l320.101.684791.684791.6735426.5110907.46
1362023.12.28 20:50s/l330.101.684791.684791.67354-29.1210878.34
1372024.01.05 16:00sell340.101.698770.000000.00000
1382024.01.05 16:00modify340.101.698771.705771.68377
1392024.01.08 14:50s/l340.101.705771.705771.68377-51.6810826.66
1402024.01.24 16:00sell350.101.719780.000000.00000
1412024.01.24 16:00modify350.101.719781.726781.70478
1422024.01.25 17:50sell360.101.712100.000000.00000
1432024.01.25 17:50modify360.101.712101.716031.70478
1442024.01.25 17:50modify350.101.719781.716031.70478
1452024.01.25 22:15sell370.101.710480.000000.00000
1462024.01.25 22:15modify370.101.710481.714531.70478
1472024.01.25 22:15modify360.101.712101.714531.70478
1482024.01.25 22:15modify350.101.719781.714531.70478
1492024.01.26 20:59sell380.101.707640.000000.00000
1502024.01.26 20:59modify380.101.707641.711531.70478
1512024.01.26 20:59modify370.101.710481.711531.70478
1522024.01.26 20:59modify360.101.712101.711531.70478
1532024.01.26 20:59modify350.101.719781.711531.70478
1542024.01.29 14:20t/p350.101.704781.711531.70478108.3810935.05
1552024.01.29 14:20t/p360.101.704781.711531.7047853.0310988.08
1562024.01.29 14:20t/p370.101.704781.711531.7047841.1511029.23
1572024.01.29 14:20t/p380.101.704781.711531.7047820.6511049.88
1582024.04.19 16:00buy390.101.704220.000000.00000
1592024.04.19 16:00modify390.101.704221.697221.71922
1602024.04.22 07:32s/l390.101.697221.697221.71922-51.4710998.41