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=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 test1902Ticks modelled17165891Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit754.44Gross profit1808.41Gross loss-1053.97
Profit factor1.72Expected payoff10.63
Absolute drawdown115.02Maximal drawdown327.76 (3.21%)Relative drawdown3.21% (327.76)
Total trades71Short positions (won %)27 (55.56%)Long positions (won %)44 (52.27%)
Profit trades (% of total)38 (53.52%)Loss trades (% of total)33 (46.48%)
Largestprofit trade102.59loss trade-38.33
Averageprofit trade47.59loss trade-31.94
Maximumconsecutive wins (profit in money)5 (249.86)consecutive losses (loss in money)6 (-198.52)
Maximalconsecutive profit (count of wins)249.86 (5)consecutive loss (count of losses)-198.52 (6)
Averageconsecutive wins3consecutive 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 06:00s/l10.101.690461.690461.67146-37.679962.33
42023.07.10 12:00buy20.101.698110.000000.00000
52023.07.10 12:00modify20.101.698111.693111.71211
62023.07.10 15:41buy30.101.705120.000000.00000
72023.07.10 15:41modify30.101.705121.701611.71211
82023.07.10 15:41modify20.101.698111.701611.71211
92023.07.10 16:22buy40.101.706530.000000.00000
102023.07.10 16:22modify40.101.706531.702311.71211
112023.07.10 16:22modify30.101.705121.702311.71211
122023.07.10 16:22modify20.101.698111.702311.71211
132023.07.10 19:11buy50.101.708620.000000.00000
142023.07.10 19:11modify50.101.708621.703711.71211
152023.07.10 19:11modify40.101.706531.703711.71211
162023.07.10 19:11modify30.101.705121.703711.71211
172023.07.10 19:11modify20.101.698111.703711.71211
182023.07.11 09:13t/p20.101.712111.703711.71211102.5910064.92
192023.07.11 09:13t/p30.101.712111.703711.7121151.1610116.08
202023.07.11 09:13t/p40.101.712111.703711.7121140.8210156.91
212023.07.11 09:13t/p50.101.712111.703711.7121125.4810182.39
222023.07.13 12:00sell60.101.718120.000000.00000
232023.07.13 12:00modify60.101.718121.723121.70412
242023.07.13 13:03s/l60.101.723121.723121.70412-36.6810145.71
252023.07.21 12:00buy70.101.692020.000000.00000
262023.07.21 12:00modify70.101.692021.687021.70602
272023.07.21 15:11buy80.101.699020.000000.00000
282023.07.21 15:11modify80.101.699021.695521.70602
292023.07.21 15:11modify70.101.692021.695521.70602
302023.07.21 20:29buy90.101.700420.000000.00000
312023.07.21 20:29modify90.101.700421.696221.70602
322023.07.21 20:29modify80.101.699021.696221.70602
332023.07.21 20:29modify70.101.692021.696221.70602
342023.07.23 21:57s/l70.101.696221.696221.7060230.8110176.52
352023.07.23 21:57s/l80.101.696221.696221.70602-20.5510155.97
362023.07.23 21:57s/l90.101.696221.696221.70602-30.8210125.15
372023.07.31 16:00buy100.101.692070.000000.00000
382023.07.31 16:00modify100.101.692071.687071.70607
392023.08.01 07:31buy110.101.699100.000000.00000
402023.08.01 07:31modify110.101.699101.695571.70607
412023.08.01 07:31modify100.101.692071.695571.70607
422023.08.01 08:48buy120.101.700470.000000.00000
432023.08.01 08:48modify120.101.700471.696271.70607
442023.08.01 08:48modify110.101.699101.696271.70607
452023.08.01 08:48modify100.101.692071.696271.70607
462023.08.01 11:01s/l100.101.696271.696271.7060730.7010155.85
472023.08.01 11:01s/l110.101.696271.696271.70607-20.7610135.09
482023.08.01 11:01s/l120.101.696271.696271.70607-30.8110104.28
492023.08.15 08:00sell130.101.712240.000000.00000
502023.08.15 08:00modify130.101.712241.717241.69824
512023.08.15 14:20s/l130.101.717241.717241.69824-36.6710067.61
522023.09.06 16:00buy140.101.707120.000000.00000
532023.09.06 16:00modify140.101.707121.702121.72112
542023.09.06 21:06s/l140.101.702121.702121.72112-36.6810030.93
552023.09.08 16:00buy150.101.699640.000000.00000
562023.09.08 16:00modify150.101.699641.694641.71364
572023.09.12 08:07s/l150.101.694641.694641.71364-36.929994.01
582023.09.14 12:00buy160.101.687090.000000.00000
592023.09.14 12:00modify160.101.687091.682091.70109
602023.09.14 12:30s/l160.101.682091.682091.70109-36.689957.33
612023.09.27 16:00buy170.101.639620.000000.00000
622023.09.27 16:00modify170.101.639621.634621.65362
632023.09.28 09:40buy180.101.646660.000000.00000
642023.09.28 09:40modify180.101.646661.643121.65362
652023.09.28 09:40modify170.101.639621.643121.65362
662023.09.28 13:00s/l170.101.643121.643121.6536225.319982.64
672023.09.28 13:00s/l180.101.643121.643121.65362-25.989956.66
682023.10.04 12:00sell190.101.661040.000000.00000
692023.10.04 12:00modify190.101.661041.666041.64704
702023.10.04 12:17s/l190.101.666041.666041.64704-36.689919.98
712023.10.27 16:00sell200.101.684740.000000.00000
722023.10.27 16:00modify200.101.684741.689741.67074
732023.10.30 01:59sell210.101.677690.000000.00000
742023.10.30 01:59modify210.101.677691.681241.67074
752023.10.30 01:59modify200.101.684741.681241.67074
762023.10.30 06:52s/l200.101.681241.681241.6707425.359945.33
772023.10.30 06:52s/l210.101.681241.681241.67074-26.049919.29
782023.11.02 16:00buy220.101.678890.000000.00000
792023.11.02 16:00modify220.101.678891.673891.69289
802023.11.03 12:44buy230.101.685900.000000.00000
812023.11.03 12:44modify230.101.685901.682391.69289
822023.11.03 12:44modify220.101.678891.682391.69289
832023.11.03 13:22buy240.101.687300.000000.00000
842023.11.03 13:22modify240.101.687301.683091.69289
852023.11.03 13:22modify230.101.685901.683091.69289
862023.11.03 13:22modify220.101.678891.683091.69289
872023.11.03 14:32buy250.101.689400.000000.00000
882023.11.03 14:32modify250.101.689401.684491.69289
892023.11.03 14:32modify240.101.687301.684491.69289
902023.11.03 14:32modify230.101.685901.684491.69289
912023.11.03 14:32modify220.101.678891.684491.69289
922023.11.03 17:20t/p220.101.692891.684491.69289102.5910021.88
932023.11.03 17:20t/p230.101.692891.684491.6928951.2810073.16
942023.11.03 17:20t/p240.101.692891.684491.6928941.0110114.17
952023.11.03 17:20t/p250.101.692891.684491.6928925.6010139.77
962023.11.13 12:00sell260.101.691370.000000.00000
972023.11.13 12:00modify260.101.691371.696371.67737
982023.11.14 06:55s/l260.101.696371.696371.67737-37.0110102.76
992023.11.22 16:00buy270.101.712720.000000.00000
1002023.11.22 16:00modify270.101.712721.707721.72672
1012023.11.23 12:22buy280.101.719720.000000.00000
1022023.11.23 12:22modify280.101.719721.716221.72672
1032023.11.23 12:22modify270.101.712721.716221.72672
1042023.11.23 15:38s/l270.101.716221.716221.7267225.3210128.09
1052023.11.23 15:38s/l280.101.716221.716221.72672-25.6810102.41
1062023.12.15 16:00buy290.101.698340.000000.00000
1072023.12.15 16:00modify290.101.698341.693341.71234
1082023.12.17 22:08s/l290.101.693341.693341.71234-36.6910065.72
1092023.12.20 08:00buy300.101.690270.000000.00000
1102023.12.20 08:00modify300.101.690271.685271.70427
1112023.12.21 08:31s/l300.101.685271.685271.70427-37.0410028.68
1122023.12.26 16:00buy310.101.678310.000000.00000
1132023.12.26 16:00modify310.101.678311.673311.69231
1142023.12.27 14:57buy320.101.685320.000000.00000
1152023.12.27 14:57modify320.101.685321.681811.69231
1162023.12.27 14:57modify310.101.678311.681811.69231
1172023.12.27 15:34buy330.101.686710.000000.00000
1182023.12.27 15:34modify330.101.686711.682511.69231
1192023.12.27 15:34modify320.101.685321.682511.69231
1202023.12.27 15:34modify310.101.678311.682511.69231
1212023.12.27 15:59buy340.101.688820.000000.00000
1222023.12.27 15:59modify340.101.688821.683911.69231
1232023.12.27 15:59modify330.101.686711.683911.69231
1242023.12.27 15:59modify320.101.685321.683911.69231
1252023.12.27 15:59modify310.101.678311.683911.69231
1262023.12.28 09:44t/p310.101.692311.683911.69231102.2410130.93
1272023.12.28 09:44t/p320.101.692311.683911.6923150.9310181.86
1282023.12.28 09:44t/p330.101.692311.683911.6923140.7310222.59
1292023.12.28 09:44t/p340.101.692311.683911.6923125.2510247.84
1302024.01.12 12:00buy350.101.702630.000000.00000
1312024.01.12 12:00modify350.101.702631.697631.71663
1322024.01.12 19:51buy360.101.709660.000000.00000
1332024.01.12 19:51modify360.101.709661.706131.71663
1342024.01.12 19:51modify350.101.702631.706131.71663
1352024.01.15 08:09buy370.101.711030.000000.00000
1362024.01.15 08:09modify370.101.711031.706831.71663
1372024.01.15 08:09modify360.101.709661.706831.71663
1382024.01.15 08:09modify350.101.702631.706831.71663
1392024.01.15 09:35s/l350.101.706831.706831.7166330.7010278.55
1402024.01.15 09:35s/l360.101.706831.706831.71663-20.8810257.67
1412024.01.15 09:35s/l370.101.706831.706831.71663-30.8110226.86
1422024.01.29 12:00buy380.101.705650.000000.00000
1432024.01.29 12:00modify380.101.705651.700651.71965
1442024.01.30 08:10s/l380.101.700651.700651.71965-36.8110190.05
1452024.02.08 16:00buy390.101.697370.000000.00000
1462024.02.08 16:00modify390.101.697371.692371.71137
1472024.02.09 13:30s/l390.101.692371.692371.71137-36.8010153.25
1482024.02.20 16:00sell400.101.710510.000000.00000
1492024.02.20 16:00modify400.101.710511.715511.69651
1502024.02.22 07:00sell410.101.703500.000000.00000
1512024.02.22 07:00modify410.101.703501.707011.69651
1522024.02.22 07:00modify400.101.710511.707011.69651
1532024.02.22 08:15s/l400.101.707011.707011.6965124.3610177.61
1542024.02.22 08:15s/l410.101.707011.707011.69651-25.7510151.86
1552024.02.28 12:00sell420.101.717770.000000.00000
1562024.02.28 12:00modify420.101.717771.722771.70377
1572024.03.04 15:10s/l420.101.722771.722771.70377-38.3310113.54
1582024.03.12 08:00buy430.101.723600.000000.00000
1592024.03.12 08:00modify430.101.723601.718601.73760
1602024.03.21 13:27s/l430.101.718601.718601.73760-37.9910075.55
1612024.03.26 08:00sell440.101.718730.000000.00000
1622024.03.26 08:00modify440.101.718731.723731.70473
1632024.03.28 14:51sell450.101.711730.000000.00000
1642024.03.28 14:51modify450.101.711731.715231.70473
1652024.03.28 14:51modify440.101.718731.715231.70473
1662024.03.28 15:25sell460.101.710330.000000.00000
1672024.03.28 15:25modify460.101.710331.714531.70473
1682024.03.28 15:25modify450.101.711731.714531.70473
1692024.03.28 15:25modify440.101.718731.714531.70473
1702024.03.28 21:50sell470.101.708230.000000.00000
1712024.03.28 21:50modify470.101.708231.713131.70473
1722024.03.28 21:50modify460.101.710331.713131.70473
1732024.03.28 21:50modify450.101.711731.713131.70473
1742024.03.28 21:50modify440.101.718731.713131.70473
1752024.04.01 15:14t/p440.101.704731.713131.70473100.7210176.27
1762024.04.01 15:14t/p450.101.704731.713131.7047350.6910226.96
1772024.04.01 15:14t/p460.101.704731.713131.7047340.4210267.38
1782024.04.01 15:14t/p470.101.704731.713131.7047325.0210292.41
1792024.04.12 16:00buy480.101.714020.000000.00000
1802024.04.12 16:00modify480.101.714021.709021.72802
1812024.04.16 12:30buy490.101.721090.000000.00000
1822024.04.16 12:30modify490.101.721091.717521.72802
1832024.04.16 12:30modify480.101.714021.717521.72802
1842024.04.16 12:32buy500.101.722430.000000.00000
1852024.04.16 12:32modify500.101.722431.718221.72802
1862024.04.16 12:32modify490.101.721091.718221.72802
1872024.04.16 12:32modify480.101.714021.718221.72802
1882024.04.16 15:41s/l480.101.718221.718221.7280230.5710322.98
1892024.04.16 15:41s/l490.101.718221.718221.72802-21.0610301.92
1902024.04.16 15:41s/l500.101.718221.718221.72802-30.8910271.03
1912024.04.16 16:00sell510.101.719160.000000.00000
1922024.04.16 16:00modify510.101.719161.724161.70516
1932024.04.18 13:47sell520.101.712150.000000.00000
1942024.04.18 13:47modify520.101.712151.715661.70516
1952024.04.18 13:47modify510.101.719161.715661.70516
1962024.04.19 01:36sell530.101.710760.000000.00000
1972024.04.19 01:36modify530.101.710761.714961.70516
1982024.04.19 01:36modify520.101.712151.714961.70516
1992024.04.19 01:36modify510.101.719161.714961.70516
2002024.04.19 14:43sell540.101.708650.000000.00000
2012024.04.19 14:43modify540.101.708651.713561.70516
2022024.04.19 14:43modify530.101.710761.713561.70516
2032024.04.19 14:43modify520.101.712151.713561.70516
2042024.04.19 14:43modify510.101.719161.713561.70516
2052024.04.19 15:19t/p510.101.705161.713561.70516101.0510372.08
2062024.04.19 15:19t/p520.101.705161.713561.7051650.9410423.02
2072024.04.19 15:19t/p530.101.705161.713561.7051641.0810464.10
2082024.04.19 15:19t/p540.101.705161.713561.7051625.6010489.70
2092024.04.19 16:00buy550.101.704220.000000.00000
2102024.04.19 16:00modify550.101.704221.699221.71822
2112024.04.21 21:13s/l550.101.699221.699221.71822-36.6810453.02
2122024.05.02 16:00buy560.101.713440.000000.00000
2132024.05.02 16:00modify560.101.713441.708441.72744
2142024.05.06 08:17buy570.101.720440.000000.00000
2152024.05.06 08:17modify570.101.720441.716941.72744
2162024.05.06 08:17modify560.101.713441.716941.72744
2172024.05.06 14:50s/l560.101.716941.716941.7274425.4410478.46
2182024.05.06 14:50s/l570.101.716941.716941.72744-25.6710452.79
2192024.05.09 12:00buy580.101.711900.000000.00000
2202024.05.09 12:00modify580.101.711901.706901.72590
2212024.05.14 15:40buy590.101.718910.000000.00000
2222024.05.14 15:40modify590.101.718911.715401.72590
2232024.05.14 15:40modify580.101.711901.715401.72590
2242024.05.15 09:32buy600.101.720300.000000.00000
2252024.05.15 09:32modify600.101.720301.716101.72590
2262024.05.15 09:32modify590.101.718911.716101.72590
2272024.05.15 09:32modify580.101.711901.716101.72590
2282024.05.15 12:31buy610.101.722460.000000.00000
2292024.05.15 12:31modify610.101.722461.717501.72590
2302024.05.15 12:31modify600.101.720301.717501.72590
2312024.05.15 12:31modify590.101.718911.717501.72590
2322024.05.15 12:31modify580.101.711901.717501.72590
2332024.05.16 00:59t/p580.101.725901.717501.72590101.8810554.67
2342024.05.16 00:59t/p590.101.725901.717501.7259050.8010605.48
2352024.05.16 00:59t/p600.101.725901.717501.7259040.7210646.20
2362024.05.16 00:59t/p610.101.725901.717501.7259024.8810671.08
2372024.05.17 16:00sell620.101.729470.000000.00000
2382024.05.17 16:00modify620.101.729471.734471.71547
2392024.05.21 09:57s/l620.101.734471.734471.71547-37.3410633.74
2402024.05.22 08:00sell630.101.740750.000000.00000
2412024.05.22 08:00modify630.101.740751.745751.72675
2422024.05.31 11:48sell640.101.733750.000000.00000
2432024.05.31 11:48modify640.101.733751.737251.72675
2442024.05.31 11:48modify630.101.740751.737251.72675
2452024.05.31 12:30sell650.101.732270.000000.00000
2462024.05.31 12:30modify650.101.732271.736551.72675
2472024.05.31 12:30modify640.101.733751.736551.72675
2482024.05.31 12:30modify630.101.740751.736551.72675
2492024.05.31 12:31s/l630.101.736551.736551.7267527.1910660.93
2502024.05.31 12:31s/l640.101.736551.736551.72675-20.5410640.39
2512024.05.31 12:31s/l650.101.736551.736551.72675-31.3910609.00
2522024.06.03 16:00sell660.101.743230.000000.00000
2532024.06.03 16:00modify660.101.743231.748231.72923
2542024.06.04 07:33s/l660.101.748231.748231.72923-37.0110571.99
2552024.06.12 16:00sell670.101.757990.000000.00000
2562024.06.12 16:00modify670.101.757991.762991.74399
2572024.06.14 06:02sell680.101.750950.000000.00000
2582024.06.14 06:02modify680.101.750951.754491.74399
2592024.06.14 06:02modify670.101.757991.754491.74399
2602024.06.14 07:31sell690.101.749580.000000.00000
2612024.06.14 07:31modify690.101.749581.753791.74399
2622024.06.14 07:31modify680.101.750951.753791.74399
2632024.06.14 07:31modify670.101.757991.753791.74399
2642024.06.14 09:38sell700.101.747490.000000.00000
2652024.06.14 09:38modify700.101.747491.752391.74399
2662024.06.14 09:38modify690.101.749581.752391.74399
2672024.06.14 09:38modify680.101.750951.752391.74399
2682024.06.14 09:38modify670.101.757991.752391.74399
2692024.06.14 13:57t/p670.101.743991.752391.74399101.3810673.38
2702024.06.14 13:57t/p680.101.743991.752391.7439951.0610724.44
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2722024.06.14 13:57t/p700.101.743991.752391.7439925.6710791.12
2732024.06.20 12:00buy710.101.739410.000000.00000
2742024.06.20 12:00modify710.101.739411.734411.75341
2752024.06.20 16:34s/l710.101.734411.734411.75341-36.6810754.44