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=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 modelled78778Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread50
Total net profit648.99Gross profit1697.44Gross loss-1048.45
Profit factor1.62Expected payoff9.69
Absolute drawdown101.81Maximal drawdown311.72 (3.05%)Relative drawdown3.05% (311.72)
Total trades67Short positions (won %)26 (53.85%)Long positions (won %)41 (51.22%)
Profit trades (% of total)35 (52.24%)Loss trades (% of total)32 (47.76%)
Largestprofit trade102.59loss trade-38.33
Averageprofit trade48.50loss trade-32.76
Maximumconsecutive wins (profit in money)5 (244.92)consecutive losses (loss in money)5 (-173.37)
Maximalconsecutive profit (count of wins)244.92 (5)consecutive loss (count of losses)-173.37 (5)
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 06:05s/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
62023.07.10 16:05buy30.101.705200.000000.00000
72023.07.10 16:05modify30.101.705201.701611.71211
82023.07.10 16:05modify20.101.698111.701611.71211
92023.07.10 16:30buy40.101.706700.000000.00000
102023.07.10 16:30modify40.101.706701.702311.71211
112023.07.10 16:30modify30.101.705201.702311.71211
122023.07.10 16:30modify20.101.698111.702311.71211
132023.07.10 19:40buy50.101.708830.000000.00000
142023.07.10 19:40modify50.101.708831.703711.71211
152023.07.10 19:40modify40.101.706701.703711.71211
162023.07.10 19:40modify30.101.705201.703711.71211
172023.07.10 19:40modify20.101.698111.703711.71211
182023.07.11 09:30t/p20.101.712111.703711.71211102.5910064.93
192023.07.11 09:30t/p30.101.712111.703711.7121150.5810115.51
202023.07.11 09:30t/p40.101.712111.703711.7121139.5710155.09
212023.07.11 09:30t/p50.101.712111.703711.7121123.9510179.04
222023.07.13 12:00sell60.101.718120.000000.00000
232023.07.13 12:00modify60.101.718121.723121.70412
242023.07.13 13:05s/l60.101.723121.723121.70412-36.6810142.36
252023.07.21 12:00buy70.101.692020.000000.00000
262023.07.21 12:00modify70.101.692021.687021.70602
272023.07.21 15:30buy80.101.699170.000000.00000
282023.07.21 15:30modify80.101.699171.695521.70602
292023.07.21 15:30modify70.101.692021.695521.70602
302023.07.21 20:40buy90.101.700700.000000.00000
312023.07.21 20:40modify90.101.700701.696221.70602
322023.07.21 20:40modify80.101.699171.696221.70602
332023.07.21 20:40modify70.101.692021.696221.70602
342023.07.23 21:53s/l70.101.696221.696221.7060230.8210173.18
352023.07.23 21:53s/l80.101.696221.696221.70602-21.6410151.54
362023.07.23 21:53s/l90.101.696221.696221.70602-32.8610118.68
372023.07.31 16:00buy100.101.692070.000000.00000
382023.07.31 16:00modify100.101.692071.687071.70607
392023.08.01 07:50buy110.101.699170.000000.00000
402023.08.01 07:50modify110.101.699171.695571.70607
412023.08.01 07:50modify100.101.692071.695571.70607
422023.08.01 12:05s/l100.101.695571.695571.7060725.5610144.24
432023.08.01 12:05s/l110.101.695571.695571.70607-26.4110117.83
442023.08.15 08:00sell120.101.712240.000000.00000
452023.08.15 08:00modify120.101.712241.717241.69824
462023.08.15 14:30s/l120.101.717241.717241.69824-36.6810081.15
472023.09.06 16:00buy130.101.707120.000000.00000
482023.09.06 16:00modify130.101.707121.702121.72112
492023.09.06 21:40s/l130.101.702121.702121.72112-36.6810044.47
502023.09.08 16:00buy140.101.699640.000000.00000
512023.09.08 16:00modify140.101.699641.694641.71364
522023.09.12 08:20s/l140.101.694641.694641.71364-36.9210007.55
532023.09.14 12:00buy150.101.687090.000000.00000
542023.09.14 12:00modify150.101.687091.682091.70109
552023.09.14 12:40s/l150.101.682091.682091.70109-36.689970.87
562023.09.27 16:00buy160.101.639620.000000.00000
572023.09.27 16:00modify160.101.639621.634621.65362
582023.09.28 09:40buy170.101.646690.000000.00000
592023.09.28 09:40modify170.101.646691.643121.65362
602023.09.28 09:40modify160.101.639621.643121.65362
612023.09.28 13:15s/l160.101.643121.643121.6536225.319996.18
622023.09.28 13:15s/l170.101.643121.643121.65362-26.199969.99
632023.10.04 12:00sell180.101.661040.000000.00000
642023.10.04 12:00modify180.101.661041.666041.64704
652023.10.04 12:30s/l180.101.666041.666041.64704-36.679933.32
662023.10.27 16:00sell190.101.684740.000000.00000
672023.10.27 16:00modify190.101.684741.689741.67074
682023.10.30 01:40sell200.101.677670.000000.00000
692023.10.30 01:40modify200.101.677671.681241.67074
702023.10.30 01:40modify190.101.684741.681241.67074
712023.10.30 06:53s/l190.101.681241.681241.6707425.359958.67
722023.10.30 06:53s/l200.101.681241.681241.67074-26.189932.49
732023.11.02 16:00buy210.101.678890.000000.00000
742023.11.02 16:00modify210.101.678891.673891.69289
752023.11.03 13:20buy220.101.686020.000000.00000
762023.11.03 13:20modify220.101.686021.682391.69289
772023.11.03 13:20modify210.101.678891.682391.69289
782023.11.03 13:50buy230.101.687360.000000.00000
792023.11.03 13:50modify230.101.687361.683091.69289
802023.11.03 13:50modify220.101.686021.683091.69289
812023.11.03 13:50modify210.101.678891.683091.69289
822023.11.03 17:20t/p210.101.692891.683091.69289102.5910035.08
832023.11.03 17:20t/p220.101.692891.683091.6928950.4010085.48
842023.11.03 17:20t/p230.101.692891.683091.6928940.5710126.05
852023.11.13 12:00sell240.101.691370.000000.00000
862023.11.13 12:00modify240.101.691371.696371.67737
872023.11.14 06:40s/l240.101.696371.696371.67737-37.0010089.05
882023.11.22 16:00buy250.101.712720.000000.00000
892023.11.22 16:00modify250.101.712721.707721.72672
902023.11.23 12:40buy260.101.719920.000000.00000
912023.11.23 12:40modify260.101.719921.716221.72672
922023.11.23 12:40modify250.101.712721.716221.72672
932023.11.23 15:15s/l250.101.716221.716221.7267225.3210114.38
942023.11.23 15:15s/l260.101.716221.716221.72672-27.1410087.24
952023.12.15 16:00buy270.101.698340.000000.00000
962023.12.15 16:00modify270.101.698341.693341.71234
972023.12.17 22:05s/l270.101.693341.693341.71234-36.6810050.56
982023.12.20 08:00buy280.101.690270.000000.00000
992023.12.20 08:00modify280.101.690271.685271.70427
1002023.12.21 08:30s/l280.101.685271.685271.70427-37.0410013.52
1012023.12.26 16:00buy290.101.678310.000000.00000
1022023.12.26 16:00modify290.101.678311.673311.69231
1032023.12.27 14:50buy300.101.685550.000000.00000
1042023.12.27 14:50modify300.101.685551.681811.69231
1052023.12.27 14:50modify290.101.678311.681811.69231
1062023.12.27 15:59buy310.101.688970.000000.00000
1072023.12.27 15:59modify310.101.688971.683911.69231
1082023.12.27 15:59modify300.101.685551.683911.69231
1092023.12.27 15:59modify290.101.678311.683911.69231
1102023.12.28 09:40t/p290.101.692311.683911.69231102.2210115.75
1112023.12.28 09:40t/p300.101.692311.683911.6923149.2310164.98
1122023.12.28 09:40t/p310.101.692311.683911.6923124.1410189.12
1132024.01.12 12:00buy320.101.702630.000000.00000
1142024.01.12 12:00modify320.101.702631.697631.71663
1152024.01.12 19:40buy330.101.709890.000000.00000
1162024.01.12 19:40modify330.101.709891.706131.71663
1172024.01.12 19:40modify320.101.702631.706131.71663
1182024.01.15 08:15buy340.101.711200.000000.00000
1192024.01.15 08:15modify340.101.711201.706831.71663
1202024.01.15 08:15modify330.101.709891.706831.71663
1212024.01.15 08:15modify320.101.702631.706831.71663
1222024.01.15 09:30s/l320.101.706831.706831.7166330.6910219.81
1232024.01.15 09:30s/l330.101.706831.706831.71663-22.5710197.24
1242024.01.15 09:30s/l340.101.706831.706831.71663-32.0610165.18
1252024.01.29 12:00buy350.101.705650.000000.00000
1262024.01.29 12:00modify350.101.705651.700651.71965
1272024.01.30 08:40s/l350.101.700651.700651.71965-36.8010128.38
1282024.02.08 16:00buy360.101.697370.000000.00000
1292024.02.08 16:00modify360.101.697371.692371.71137
1302024.02.09 13:05s/l360.101.692371.692371.71137-36.8010091.59
1312024.02.20 16:00sell370.101.710510.000000.00000
1322024.02.20 16:00modify370.101.710511.715511.69651
1332024.02.22 14:50sell380.101.702030.000000.00000
1342024.02.22 14:50modify380.101.702031.706311.69651
1352024.02.22 14:50modify370.101.710511.706311.69651
1362024.02.22 16:30s/l370.101.706311.706311.6965129.4910121.08
1372024.02.22 16:30s/l380.101.706311.706311.69651-31.3910089.69
1382024.02.28 12:00sell390.101.717770.000000.00000
1392024.02.28 12:00modify390.101.717771.722771.70377
1402024.03.04 15:20s/l390.101.722771.722771.70377-38.3310051.36
1412024.03.12 08:00buy400.101.723600.000000.00000
1422024.03.12 08:00modify400.101.723601.718601.73760
1432024.03.21 13:40s/l400.101.718601.718601.73760-37.9910013.37
1442024.03.26 08:00sell410.101.718730.000000.00000
1452024.03.26 08:00modify410.101.718731.723731.70473
1462024.03.28 14:50sell420.101.711700.000000.00000
1472024.03.28 14:50modify420.101.711701.715231.70473
1482024.03.28 14:50modify410.101.718731.715231.70473
1492024.03.28 15:30sell430.101.710120.000000.00000
1502024.03.28 15:30modify430.101.710121.714531.70473
1512024.03.28 15:30modify420.101.711701.714531.70473
1522024.03.28 15:30modify410.101.718731.714531.70473
1532024.03.28 23:30sell440.101.708130.000000.00000
1542024.03.28 23:30modify440.101.708131.713131.70473
1552024.03.28 23:30modify430.101.710121.713131.70473
1562024.03.28 23:30modify420.101.711701.713131.70473
1572024.03.28 23:30modify410.101.718731.713131.70473
1582024.04.01 15:30t/p410.101.704731.713131.70473100.7110114.09
1592024.04.01 15:30t/p420.101.704731.713131.7047350.4710164.56
1602024.04.01 15:30t/p430.101.704731.713131.7047338.8810203.44
1612024.04.01 15:30t/p440.101.704731.713131.7047324.2810227.72
1622024.04.12 16:00buy450.101.714020.000000.00000
1632024.04.12 16:00modify450.101.714021.709021.72802
1642024.04.16 12:30buy460.101.721300.000000.00000
1652024.04.16 12:30modify460.101.721301.717521.72802
1662024.04.16 12:30modify450.101.714021.717521.72802
1672024.04.16 12:50buy470.101.722610.000000.00000
1682024.04.16 12:50modify470.101.722611.718221.72802
1692024.04.16 12:50modify460.101.721301.718221.72802
1702024.04.16 12:50modify450.101.714021.718221.72802
1712024.04.16 15:40s/l450.101.718221.718221.7280230.5710258.29
1722024.04.16 15:40s/l460.101.718221.718221.72802-22.5910235.70
1732024.04.16 15:40s/l470.101.718221.718221.72802-32.2010203.50
1742024.04.16 16:00sell480.101.719160.000000.00000
1752024.04.16 16:00modify480.101.719161.724161.70516
1762024.04.18 13:50sell490.101.711940.000000.00000
1772024.04.18 13:50modify490.101.711941.715661.70516
1782024.04.18 13:50modify480.101.719161.715661.70516
1792024.04.19 02:20sell500.101.710510.000000.00000
1802024.04.19 02:20modify500.101.710511.714961.70516
1812024.04.19 02:20modify490.101.711941.714961.70516
1822024.04.19 02:20modify480.101.719161.714961.70516
1832024.04.19 15:40t/p480.101.705161.714961.70516101.0410304.55
1842024.04.19 15:40t/p490.101.705161.714961.7051649.4010353.95
1852024.04.19 15:40t/p500.101.705161.714961.7051639.2410393.19
1862024.04.19 16:00buy510.101.704220.000000.00000
1872024.04.19 16:00modify510.101.704221.699221.71822
1882024.04.21 21:05s/l510.101.699221.699221.71822-36.6810356.51
1892024.05.02 16:00buy520.101.713440.000000.00000
1902024.05.02 16:00modify520.101.713441.708441.72744
1912024.05.06 09:45buy530.101.720640.000000.00000
1922024.05.06 09:45modify530.101.720641.716941.72744
1932024.05.06 09:45modify520.101.713441.716941.72744
1942024.05.06 14:40s/l520.101.716941.716941.7274425.4410381.95
1952024.05.06 14:40s/l530.101.716941.716941.72744-27.1410354.81
1962024.05.09 12:00buy540.101.711900.000000.00000
1972024.05.09 12:00modify540.101.711901.706901.72590
1982024.05.14 15:50buy550.101.719060.000000.00000
1992024.05.14 15:50modify550.101.719061.715401.72590
2002024.05.14 15:50modify540.101.711901.715401.72590
2012024.05.15 09:30buy560.101.720530.000000.00000
2022024.05.15 09:30modify560.101.720531.716101.72590
2032024.05.15 09:30modify550.101.719061.716101.72590
2042024.05.15 09:30modify540.101.711901.716101.72590
2052024.05.15 13:10buy570.101.722540.000000.00000
2062024.05.15 13:10modify570.101.722541.717501.72590
2072024.05.15 13:10modify560.101.720531.717501.72590
2082024.05.15 13:10modify550.101.719061.717501.72590
2092024.05.15 13:10modify540.101.711901.717501.72590
2102024.05.16 00:40t/p540.101.725901.717501.72590101.8810456.69
2112024.05.16 00:40t/p550.101.725901.717501.7259049.7010506.39
2122024.05.16 00:40t/p560.101.725901.717501.7259039.0410545.44
2132024.05.16 00:40t/p570.101.725901.717501.7259024.2910569.73
2142024.05.17 16:00sell580.101.729470.000000.00000
2152024.05.17 16:00modify580.101.729471.734471.71547
2162024.05.21 09:33s/l580.101.734471.734471.71547-37.3410532.39
2172024.05.22 08:00sell590.101.740750.000000.00000
2182024.05.22 08:00modify590.101.740751.745751.72675
2192024.05.31 11:40sell600.101.733500.000000.00000
2202024.05.31 11:40modify600.101.733501.737251.72675
2212024.05.31 11:40modify590.101.740751.737251.72675
2222024.05.31 12:15sell610.101.732270.000000.00000
2232024.05.31 12:15modify610.101.732271.736551.72675
2242024.05.31 12:15modify600.101.733501.736551.72675
2252024.05.31 12:15modify590.101.740751.736551.72675
2262024.05.31 12:30s/l590.101.736551.736551.7267527.1810559.57
2272024.05.31 12:30s/l600.101.736551.736551.72675-22.3810537.19
2282024.05.31 12:30s/l610.101.736551.736551.72675-31.4010505.79
2292024.06.03 16:00sell620.101.743230.000000.00000
2302024.06.03 16:00modify620.101.743231.748231.72923
2312024.06.04 07:30s/l620.101.748231.748231.72923-37.0110468.78
2322024.06.12 16:00sell630.101.757990.000000.00000
2332024.06.12 16:00modify630.101.757991.762991.74399
2342024.06.14 07:15sell640.101.749510.000000.00000
2352024.06.14 07:15modify640.101.749511.753791.74399
2362024.06.14 07:15modify630.101.757991.753791.74399
2372024.06.14 07:55sell650.101.750780.000000.00000
2382024.06.14 07:55modify650.101.750781.754491.74399
2392024.06.14 07:59modify650.101.750781.753791.74399
2402024.06.14 09:50sell660.101.747430.000000.00000
2412024.06.14 09:50modify660.101.747431.752391.74399
2422024.06.14 09:50modify640.101.749511.752391.74399
2432024.06.14 09:50modify650.101.750781.752391.74399
2442024.06.14 09:50modify630.101.757991.752391.74399
2452024.06.14 13:53t/p630.101.743991.752391.74399101.3710570.15
2462024.06.14 13:53t/p640.101.743991.752391.7439940.4910610.64
2472024.06.14 13:53t/p650.101.743991.752391.7439949.8010660.44
2482024.06.14 13:53t/p660.101.743991.752391.7439925.2310685.67
2492024.06.20 12:00buy670.101.739410.000000.00000
2502024.06.20 12:00modify670.101.739411.734411.75341
2512024.06.20 16:40s/l670.101.734411.734411.75341-36.6810648.99