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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=140; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; 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 profit194.95Gross profit1145.36Gross loss-950.41
Profit factor1.21Expected payoff4.33
Absolute drawdown37.66Maximal drawdown347.94 (3.36%)Relative drawdown3.36% (347.94)
Total trades45Short positions (won %)14 (28.57%)Long positions (won %)31 (45.16%)
Profit trades (% of total)18 (40.00%)Loss trades (% of total)27 (60.00%)
Largestprofit trade102.58loss trade-40.62
Averageprofit trade63.63loss trade-35.20
Maximumconsecutive wins (profit in money)3 (166.10)consecutive losses (loss in money)7 (-248.58)
Maximalconsecutive profit (count of wins)166.10 (3)consecutive loss (count of losses)-248.58 (7)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.05 12:00sell10.101.685460.000000.00000
22023.07.05 12:00modify10.101.685461.690461.67146
32023.07.06 08:00s/l10.101.690461.690461.67146-37.669962.34
42023.07.10 12:00buy20.101.698110.000000.00000
52023.07.10 12:00modify20.101.698111.693111.71211
62023.07.11 08:00buy30.101.708790.000000.00000
72023.07.11 08:00modify30.101.708791.703711.71211
82023.07.11 08:00modify20.101.698111.703711.71211
92023.07.11 12:00t/p20.101.712111.703711.71211102.5810064.92
102023.07.11 12:00t/p30.101.712111.703711.7121124.3610089.28
112023.07.13 12:00sell40.101.718120.000000.00000
122023.07.13 12:00modify40.101.718121.723121.70412
132023.07.13 16:00s/l40.101.723121.723121.70412-36.6710052.61
142023.07.21 12:00buy50.101.692020.000000.00000
152023.07.21 12:00modify50.101.692021.687021.70602
162023.07.21 16:00buy60.101.699170.000000.00000
172023.07.21 16:00modify60.101.699171.695521.70602
182023.07.21 16:00modify50.101.692021.695521.70602
192023.07.24 04:00buy70.101.700510.000000.00000
202023.07.24 04:00modify70.101.700511.696221.70602
212023.07.24 04:00modify60.101.699171.696221.70602
222023.07.24 04:00modify50.101.692021.696221.70602
232023.07.24 12:00s/l50.101.696221.696221.7060230.6910083.30
242023.07.24 12:00s/l60.101.696221.696221.70602-21.7610061.55
252023.07.24 12:00s/l70.101.696221.696221.70602-31.4710030.08
262023.07.31 16:00buy80.101.692070.000000.00000
272023.07.31 16:00modify80.101.692071.687071.70607
282023.08.04 16:00t/p80.101.706071.687071.70607101.9910132.06
292023.08.15 08:00sell90.101.712240.000000.00000
302023.08.15 08:00modify90.101.712241.717241.69824
312023.08.15 16:00s/l90.101.717241.717241.69824-36.6810095.38
322023.09.06 16:00buy100.101.707120.000000.00000
332023.09.06 16:00modify100.101.707121.702121.72112
342023.09.07 00:00s/l100.101.702121.702121.72112-37.0410058.34
352023.09.08 16:00buy110.101.699640.000000.00000
362023.09.08 16:00modify110.101.699641.694641.71364
372023.09.12 12:00s/l110.101.694641.694641.71364-36.9210021.43
382023.09.14 12:00buy120.101.687090.000000.00000
392023.09.14 12:00modify120.101.687091.682091.70109
402023.09.14 16:00s/l120.101.682091.682091.70109-36.689984.75
412023.09.27 16:00buy130.101.639620.000000.00000
422023.09.27 16:00modify130.101.639621.634621.65362
432023.09.29 00:00buy140.101.646850.000000.00000
442023.09.29 00:00modify140.101.646851.643121.65362
452023.09.29 00:00modify130.101.639621.643121.65362
462023.09.29 16:00t/p130.101.653621.643121.65362102.2210086.97
472023.09.29 16:00t/p140.101.653621.643121.6536249.6710136.64
482023.10.04 12:00sell150.101.661040.000000.00000
492023.10.04 12:00modify150.101.661041.666041.64704
502023.10.04 16:00s/l150.101.666041.666041.64704-36.6710099.97
512023.10.27 16:00sell160.101.684740.000000.00000
522023.10.27 16:00modify160.101.684741.689741.67074
532023.10.30 08:00sell170.101.676130.000000.00000
542023.10.30 08:00modify170.101.676131.680541.67074
552023.10.30 08:00modify160.101.684741.680541.67074
562023.10.30 12:00s/l160.101.680541.680541.6707430.4710130.44
572023.10.30 12:00s/l170.101.680541.680541.67074-32.3510098.09
582023.11.02 16:00buy180.101.678890.000000.00000
592023.11.02 16:00modify180.101.678891.673891.69289
602023.11.03 20:00t/p180.101.692891.673891.69289102.5810200.67
612023.11.13 12:00sell190.101.691370.000000.00000
622023.11.13 12:00modify190.101.691371.696371.67737
632023.11.14 08:00s/l190.101.696371.696371.67737-37.0110163.66
642023.11.22 16:00buy200.101.712720.000000.00000
652023.11.22 16:00modify200.101.712721.707721.72672
662023.11.27 20:00buy210.101.721320.000000.00000
672023.11.27 20:00modify210.101.721321.716921.72672
682023.11.27 20:00modify200.101.712721.716921.72672
692023.11.28 08:00s/l200.101.716921.716921.7267230.1010193.76
702023.11.28 08:00s/l210.101.716921.716921.72672-32.4010161.36
712023.12.15 16:00buy220.101.698340.000000.00000
722023.12.15 16:00modify220.101.698341.693341.71234
732023.12.18 00:00s/l220.101.693341.693341.71234-36.8010124.56
742023.12.20 08:00buy230.101.690270.000000.00000
752023.12.20 08:00modify230.101.690271.685271.70427
762023.12.21 12:00s/l230.101.685271.685271.70427-37.0410087.52
772023.12.26 16:00buy240.101.678310.000000.00000
782023.12.26 16:00modify240.101.678311.673311.69231
792023.12.27 16:00buy250.101.689040.000000.00000
802023.12.27 16:00modify250.101.689041.683911.69231
812023.12.27 16:00modify240.101.678311.683911.69231
822023.12.28 12:00t/p240.101.692311.683911.69231102.2210189.75
832023.12.28 12:00t/p250.101.692311.683911.6923123.6310213.38
842024.01.12 12:00buy260.101.702630.000000.00000
852024.01.12 12:00modify260.101.702631.697631.71663
862024.01.17 08:00buy270.101.711190.000000.00000
872024.01.17 08:00modify270.101.711191.706831.71663
882024.01.17 08:00modify260.101.702631.706831.71663
892024.01.18 20:00buy280.101.713370.000000.00000
902024.01.18 20:00modify280.101.713371.708231.71663
912024.01.18 20:00modify270.101.711191.708231.71663
922024.01.18 20:00modify260.101.702631.708231.71663
932024.01.19 12:00s/l260.101.708231.708231.7166340.2510253.63
942024.01.19 12:00s/l270.101.708231.708231.71663-22.2010231.43
952024.01.19 12:00s/l280.101.708231.708231.71663-37.8310193.60
962024.01.29 12:00buy290.101.705650.000000.00000
972024.01.29 12:00modify290.101.705651.700651.71965
982024.01.30 12:00s/l290.101.700651.700651.71965-36.8010156.80
992024.02.08 16:00buy300.101.697370.000000.00000
1002024.02.08 16:00modify300.101.697371.692371.71137
1012024.02.09 16:00s/l300.101.692371.692371.71137-36.8010120.01
1022024.02.20 16:00sell310.101.710510.000000.00000
1032024.02.20 16:00modify310.101.710511.715511.69651
1042024.02.26 12:00s/l310.101.715511.715511.69651-38.6610081.35
1052024.02.28 12:00sell320.101.717770.000000.00000
1062024.02.28 12:00modify320.101.717771.722771.70377
1072024.03.04 16:00s/l320.101.722771.722771.70377-38.3310043.02
1082024.03.12 08:00buy330.101.723600.000000.00000
1092024.03.12 08:00modify330.101.723601.718601.73760
1102024.03.21 16:00s/l330.101.718601.718601.73760-37.9810005.04
1112024.03.26 08:00sell340.101.718730.000000.00000
1122024.03.26 08:00modify340.101.718731.723731.70473
1132024.03.29 00:00sell350.101.708140.000000.00000
1142024.03.29 00:00modify350.101.708141.713131.70473
1152024.03.29 00:00modify340.101.718731.713131.70473
1162024.04.01 16:00t/p340.101.704731.713131.70473100.7010105.75
1172024.04.01 16:00t/p350.101.704731.713131.7047324.6810130.43
1182024.04.12 16:00buy360.101.714020.000000.00000
1192024.04.12 16:00modify360.101.714021.709021.72802
1202024.04.17 08:00buy370.101.721030.000000.00000
1212024.04.17 08:00modify370.101.721031.717521.72802
1222024.04.17 08:00modify360.101.714021.717521.72802
1232024.04.17 16:00s/l360.101.717521.717521.7280225.3110155.74
1242024.04.17 16:00s/l370.101.717521.717521.72802-25.7510129.99
1252024.04.19 16:00buy380.101.704220.000000.00000
1262024.04.19 16:00modify380.101.704221.699221.71822
1272024.04.22 00:00s/l380.101.699221.699221.71822-36.8010093.19
1282024.05.02 16:00buy390.101.713440.000000.00000
1292024.05.02 16:00modify390.101.713441.708441.72744
1302024.05.09 12:00s/l390.101.708441.708441.72744-37.5110055.68
1312024.05.09 12:00buy400.101.711900.000000.00000
1322024.05.09 12:00modify400.101.711901.706901.72590
1332024.05.14 16:00buy410.101.718930.000000.00000
1342024.05.14 16:00modify410.101.718931.715401.72590
1352024.05.14 16:00modify400.101.711901.715401.72590
1362024.05.16 04:00t/p400.101.725901.715401.72590101.8710157.55
1372024.05.16 04:00t/p410.101.725901.715401.7259050.6510208.20
1382024.05.17 16:00sell420.101.729470.000000.00000
1392024.05.17 16:00modify420.101.729471.734471.71547
1402024.05.21 12:00s/l420.101.734471.734471.71547-37.3310170.87
1412024.05.22 08:00sell430.101.740750.000000.00000
1422024.05.22 08:00modify430.101.740751.745751.72675
1432024.06.03 20:00s/l430.101.745751.745751.72675-40.6210130.25
1442024.06.12 16:00sell440.101.757990.000000.00000
1452024.06.12 16:00modify440.101.757991.762991.74399
1462024.06.14 16:00t/p440.101.743991.762991.74399101.3710231.63
1472024.06.20 12:00buy450.101.739410.000000.00000
1482024.06.20 12:00modify450.101.739411.734411.75341
1492024.06.20 20:00s/l450.101.734411.734411.75341-36.6810194.95