Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period1 Hour (H1) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; 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=110; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=16; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 test7217Ticks modelled156514Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread50
Total net profit794.90Gross profit1621.41Gross loss-826.52
Profit factor1.96Expected payoff11.86
Absolute drawdown142.47Maximal drawdown338.19 (3.24%)Relative drawdown3.24% (338.19)
Total trades67Short positions (won %)33 (63.64%)Long positions (won %)34 (50.00%)
Profit trades (% of total)38 (56.72%)Loss trades (% of total)29 (43.28%)
Largestprofit trade88.31loss trade-83.90
Averageprofit trade42.67loss trade-28.50
Maximumconsecutive wins (profit in money)9 (425.09)consecutive losses (loss in money)4 (-139.44)
Maximalconsecutive profit (count of wins)425.09 (9)consecutive loss (count of losses)-139.44 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.01 16:00buy10.101.710720.000000.00000
22023.09.01 16:00modify10.101.710721.699721.72272
32023.09.04 07:20buy20.101.716250.000000.00000
42023.09.04 07:20modify20.101.716251.713121.72272
52023.09.04 07:20modify10.101.710721.713121.72272
62023.09.04 08:50buy30.101.718190.000000.00000
72023.09.04 08:50modify30.101.718191.716121.72272
82023.09.04 08:50buy40.101.718190.000000.00000
92023.09.04 08:50modify40.101.718191.714921.72272
102023.09.04 08:50modify20.101.716251.714921.72272
112023.09.04 08:50modify10.101.710721.714921.72272
122023.09.04 08:52modify30.101.718191.714921.72272
132023.09.04 21:00s/l10.101.714921.714921.7227230.8210030.82
142023.09.04 21:00s/l20.101.714921.714921.72272-9.8010021.02
152023.09.04 21:00s/l30.101.714921.714921.72272-24.109996.92
162023.09.04 21:00s/l40.101.714921.714921.72272-24.109972.82
172023.09.07 16:00sell50.101.707640.000000.00000
182023.09.07 16:00modify50.101.707641.718641.69564
192023.09.08 13:22sell60.101.702050.000000.00000
202023.09.08 13:22modify60.101.702051.705241.69564
212023.09.08 13:22modify50.101.707641.705241.69564
222023.09.08 14:37sell70.101.700220.000000.00000
232023.09.08 14:37modify70.101.700221.702241.69564
242023.09.08 14:37sell80.101.700220.000000.00000
252023.09.08 14:37modify80.101.700221.703441.69564
262023.09.08 14:37modify60.101.702051.703441.69564
272023.09.08 14:37modify50.101.707641.703441.69564
282023.09.08 14:40modify70.101.700221.703441.69564
292023.09.08 14:50s/l50.101.703441.703441.6956430.4810003.30
302023.09.08 14:50s/l60.101.703441.703441.69564-10.259993.05
312023.09.08 14:50s/l70.101.703441.703441.69564-23.739969.32
322023.09.08 14:50s/l80.101.703441.703441.69564-23.739945.59
332023.09.15 16:00buy90.101.673600.000000.00000
342023.09.15 16:00modify90.101.673601.662601.68560
352023.09.19 12:50s/l90.101.662601.662601.68560-81.369864.23
362023.10.06 16:00sell100.101.673330.000000.00000
372023.10.06 16:00modify100.101.673331.684331.66133
382023.10.08 21:00sell110.101.667670.000000.00000
392023.10.08 21:00modify110.101.667671.670931.66133
402023.10.08 21:00modify100.101.673331.670931.66133
412023.10.09 02:20sell120.101.665880.000000.00000
422023.10.09 02:20modify120.101.665881.667931.66133
432023.10.09 02:20sell130.101.665880.000000.00000
442023.10.09 02:20modify130.101.665881.669131.66133
452023.10.09 02:20modify110.101.667671.669131.66133
462023.10.09 02:20modify100.101.673331.669131.66133
472023.10.09 02:22modify120.101.665881.669131.66133
482023.10.09 12:20t/p100.101.661331.669131.6613387.979952.20
492023.10.09 12:20t/p110.101.661331.669131.6613346.259998.45
502023.10.09 12:20t/p120.101.661331.669131.6613333.5310031.98
512023.10.09 12:20t/p130.101.661331.669131.6613333.5310065.51
522023.11.02 16:00buy140.101.678890.000000.00000
532023.11.02 16:00modify140.101.678891.667891.69089
542023.11.03 13:57buy150.101.686170.000000.00000
552023.11.03 13:57modify150.101.686171.684291.69089
562023.11.03 13:57buy160.101.686170.000000.00000
572023.11.03 13:57modify160.101.686171.683091.69089
582023.11.03 13:57modify140.101.678891.683091.69089
592023.11.03 13:59modify150.101.686171.683091.69089
602023.11.03 14:46t/p140.101.690891.683091.6908988.3110153.82
612023.11.03 14:46t/p150.101.690891.683091.6908934.7910188.61
622023.11.03 14:46t/p160.101.690891.683091.6908934.7910223.40
632023.11.08 16:00sell170.101.695290.000000.00000
642023.11.08 16:00modify170.101.695291.706291.68329
652023.11.09 12:15sell180.101.689810.000000.00000
662023.11.09 12:15modify180.101.689811.692891.68329
672023.11.09 12:15modify170.101.695291.692891.68329
682023.11.09 15:02s/l170.101.692891.692891.6832916.2710239.66
692023.11.09 15:02s/l180.101.692891.692891.68329-22.7010216.96
702023.11.22 16:00buy190.101.712720.000000.00000
712023.11.22 16:00modify190.101.712721.701721.72472
722023.11.23 10:50buy200.101.718130.000000.00000
732023.11.23 10:50modify200.101.718131.715121.72472
742023.11.23 10:50modify190.101.712721.715121.72472
752023.11.23 12:20buy210.101.719920.000000.00000
762023.11.23 12:20modify210.101.719921.718121.72472
772023.11.23 12:20buy220.101.719920.000000.00000
782023.11.23 12:20modify220.101.719921.716921.72472
792023.11.23 12:20modify200.101.718131.716921.72472
802023.11.23 12:20modify190.101.712721.716921.72472
812023.11.23 12:22modify210.101.719921.716921.72472
822023.11.23 14:20s/l190.101.716921.716921.7247230.5410247.50
832023.11.23 14:20s/l200.101.716921.716921.72472-8.9210238.58
842023.11.23 14:20s/l210.101.716921.716921.72472-22.1110216.47
852023.11.23 14:20s/l220.101.716921.716921.72472-22.1110194.36
862023.11.28 16:00sell230.101.722520.000000.00000
872023.11.28 16:00modify230.101.722521.733521.71052
882023.11.30 14:40sell240.101.717000.000000.00000
892023.11.30 14:40modify240.101.717001.720121.71052
902023.11.30 14:40modify230.101.722521.720121.71052
912023.11.30 15:00sell250.101.715290.000000.00000
922023.11.30 15:00modify250.101.715291.717121.71052
932023.11.30 15:00sell260.101.715290.000000.00000
942023.11.30 15:00modify260.101.715291.718321.71052
952023.11.30 15:00modify240.101.717001.718321.71052
962023.11.30 15:00modify230.101.722521.718321.71052
972023.11.30 15:02modify250.101.715291.718321.71052
982023.11.30 22:20t/p230.101.710521.718321.7105286.5510280.92
992023.11.30 22:20t/p240.101.710521.718321.7105247.7610328.68
1002023.11.30 22:20t/p250.101.710521.718321.7105235.1610363.84
1012023.11.30 22:20t/p260.101.710521.718321.7105235.1610399.00
1022023.12.01 18:00sell270.101.713080.000000.00000
1032023.12.01 18:00modify270.101.713081.724081.70108
1042023.12.04 14:50sell280.101.707660.000000.00000
1052023.12.04 14:50modify280.101.707661.710681.70108
1062023.12.04 14:50modify270.101.713081.710681.70108
1072023.12.04 15:07s/l270.101.710681.710681.7010817.2210416.22
1082023.12.04 15:07s/l280.101.710681.710681.70108-22.2510393.97
1092023.12.05 16:00buy290.101.710710.000000.00000
1102023.12.05 16:00modify290.101.710711.699711.72271
1112023.12.13 12:45s/l290.101.699711.699711.72271-82.2010311.77
1122023.12.13 20:00sell300.101.704740.000000.00000
1132023.12.13 20:00modify300.101.704741.715741.69274
1142023.12.15 15:50sell310.101.697300.000000.00000
1152023.12.15 15:50modify310.101.697301.699341.69274
1162023.12.15 15:50sell320.101.697300.000000.00000
1172023.12.15 15:50modify320.101.697301.700541.69274
1182023.12.15 15:50modify300.101.704741.700541.69274
1192023.12.15 15:52modify310.101.697301.700541.69274
1202023.12.15 17:07s/l300.101.700541.700541.6927429.0610340.83
1212023.12.15 17:07s/l310.101.700541.700541.69274-23.8810316.95
1222023.12.15 17:07s/l320.101.700541.700541.69274-23.8810293.07
1232023.12.21 16:00buy330.101.684420.000000.00000
1242023.12.21 16:00modify330.101.684421.673421.69642
1252023.12.22 11:10buy340.101.689960.000000.00000
1262023.12.22 11:10modify340.101.689961.686821.69642
1272023.12.22 11:10modify330.101.684421.686821.69642
1282023.12.22 11:20buy350.101.691680.000000.00000
1292023.12.22 11:20modify350.101.691681.689821.69642
1302023.12.22 11:20buy360.101.691680.000000.00000
1312023.12.22 11:20modify360.101.691681.688621.69642
1322023.12.22 11:20modify340.101.689961.688621.69642
1332023.12.22 11:20modify330.101.684421.688621.69642
1342023.12.22 11:22modify350.101.691681.688621.69642
1352023.12.22 12:45s/l330.101.688621.688621.6964230.8110323.89
1362023.12.22 12:45s/l340.101.688621.688621.69642-9.8810314.01
1372023.12.22 12:45s/l350.101.688621.688621.69642-22.5610291.45
1382023.12.22 12:45s/l360.101.688621.688621.69642-22.5610268.89
1392023.12.27 16:00sell370.101.688540.000000.00000
1402023.12.27 16:00modify370.101.688541.699541.67654
1412023.12.28 13:59sell380.101.683140.000000.00000
1422023.12.28 13:59modify380.101.683141.686141.67654
1432023.12.28 13:59modify370.101.688541.686141.67654
1442023.12.28 16:25sell390.101.681090.000000.00000
1452023.12.28 16:25modify390.101.681091.683141.67654
1462023.12.28 16:25sell400.101.681090.000000.00000
1472023.12.28 16:25modify400.101.681091.684341.67654
1482023.12.28 16:25modify380.101.683141.684341.67654
1492023.12.28 16:25modify370.101.688541.684341.67654
1502023.12.28 16:27modify390.101.681091.684341.67654
1512023.12.28 17:50s/l370.101.684341.684341.6765429.5410298.42
1522023.12.28 17:50s/l380.101.684341.684341.67654-8.8510289.57
1532023.12.28 17:50s/l390.101.684341.684341.67654-23.9610265.61
1542023.12.28 17:50s/l400.101.684341.684341.67654-23.9610241.65
1552023.12.29 16:00buy410.101.681080.000000.00000
1562023.12.29 16:00modify410.101.681081.670081.69308
1572023.12.29 18:25buy420.101.686700.000000.00000
1582023.12.29 18:25modify420.101.686701.683481.69308
1592023.12.29 18:25modify410.101.681081.683481.69308
1602023.12.29 19:20buy430.101.688310.000000.00000
1612023.12.29 19:20modify430.101.688311.686481.69308
1622023.12.29 19:20buy440.101.688310.000000.00000
1632023.12.29 19:20modify440.101.688311.685281.69308
1642023.12.29 19:20modify420.101.686701.685281.69308
1652023.12.29 19:20modify410.101.681081.685281.69308
1662023.12.29 19:22modify430.101.688311.685281.69308
1672024.01.01 22:00s/l410.101.685281.685281.6930830.8210272.47
1682024.01.01 22:00s/l420.101.685281.685281.69308-10.6010261.87
1692024.01.01 22:00s/l430.101.685281.685281.69308-22.4710239.40
1702024.01.01 22:00s/l440.101.685281.685281.69308-22.4710216.93
1712024.01.05 16:00sell450.101.698770.000000.00000
1722024.01.05 16:00modify450.101.698771.709771.68677
1732024.01.11 19:10s/l450.101.709771.709771.68677-83.9010133.03
1742024.01.12 16:00sell460.101.708110.000000.00000
1752024.01.12 16:00modify460.101.708111.719111.69611
1762024.01.16 13:45sell470.101.702630.000000.00000
1772024.01.16 13:45modify470.101.702631.705711.69611
1782024.01.16 13:45modify460.101.708111.705711.69611
1792024.01.16 14:45s/l460.101.705711.705711.6961116.7410149.77
1802024.01.16 14:45s/l470.101.705711.705711.69611-22.7010127.07
1812024.01.23 16:00buy480.101.707850.000000.00000
1822024.01.23 16:00modify480.101.707851.696851.71985
1832024.01.24 11:12buy490.101.715100.000000.00000
1842024.01.24 11:12modify490.101.715101.713251.71985
1852024.01.24 11:12buy500.101.715100.000000.00000
1862024.01.24 11:12modify500.101.715101.712051.71985
1872024.01.24 11:12modify480.101.707851.712051.71985
1882024.01.24 11:15modify490.101.715101.712051.71985
1892024.01.24 12:17buy510.101.713320.000000.00000
1902024.01.24 12:17modify510.101.713321.710251.71985
1912024.01.24 12:20modify510.101.713321.712051.71985
1922024.01.24 15:50t/p480.101.719851.712051.7198588.3010215.37
1932024.01.24 15:50t/p490.101.719851.712051.7198535.0010250.37
1942024.01.24 15:50t/p500.101.719851.712051.7198535.0010285.37
1952024.01.24 15:50t/p510.101.719851.712051.7198548.1210333.49
1962024.01.24 16:00sell520.101.719780.000000.00000
1972024.01.24 16:00modify520.101.719781.730781.70778
1982024.01.25 15:50sell530.101.714090.000000.00000
1992024.01.25 15:50modify530.101.714091.717381.70778
2002024.01.25 15:50modify520.101.719781.717381.70778
2012024.01.25 17:02sell540.101.712570.000000.00000
2022024.01.25 17:02modify540.101.712571.714381.70778
2032024.01.25 17:02sell550.101.712570.000000.00000
2042024.01.25 17:02modify550.101.712571.715581.70778
2052024.01.25 17:02modify530.101.714091.715581.70778
2062024.01.25 17:02modify520.101.719781.715581.70778
2072024.01.25 17:05modify540.101.712571.715581.70778
2082024.01.26 21:07t/p520.101.707781.715581.7077886.5510420.04
2092024.01.26 21:07t/p530.101.707781.715581.7077846.0310466.07
2102024.01.26 21:07t/p540.101.707781.715581.7077834.8310500.90
2112024.01.26 21:07t/p550.101.707781.715581.7077834.8310535.73
2122024.02.02 17:00buy560.101.699550.000000.00000
2132024.02.02 17:00modify560.101.699551.688551.71155
2142024.02.13 12:20buy570.101.704960.000000.00000
2152024.02.13 12:20modify570.101.704961.701951.71155
2162024.02.13 12:20modify560.101.699551.701951.71155
2172024.02.13 13:45s/l560.101.701951.701951.7115516.4410552.16
2182024.02.13 13:45s/l570.101.701951.701951.71155-22.1910529.97
2192024.02.13 17:00sell580.101.709500.000000.00000
2202024.02.13 17:00modify580.101.709501.720501.69750
2212024.02.14 07:50sell590.101.702080.000000.00000
2222024.02.14 07:50modify590.101.702081.704101.69750
2232024.02.14 07:50sell600.101.702080.000000.00000
2242024.02.14 07:50modify600.101.702081.705301.69750
2252024.02.14 07:50modify580.101.709501.705301.69750
2262024.02.14 07:52modify590.101.702081.705301.69750
2272024.02.15 13:26t/p580.101.697501.705301.6975086.5510616.53
2282024.02.15 13:26t/p590.101.697501.705301.6975032.3410648.86
2292024.02.15 13:26t/p600.101.697501.705301.6975032.3410681.20
2302024.03.11 16:00buy610.101.727420.000000.00000
2312024.03.11 16:00modify610.101.727421.716421.73942
2322024.03.21 13:59s/l610.101.716421.716421.73942-82.7510598.45
2332024.03.28 16:00buy620.101.709590.000000.00000
2342024.03.28 16:00modify620.101.709591.698591.72159
2352024.04.05 12:50buy630.101.716960.000000.00000
2362024.04.05 12:50modify630.101.716961.714991.72159
2372024.04.05 12:50buy640.101.716960.000000.00000
2382024.04.05 12:50modify640.101.716961.713791.72159
2392024.04.05 12:50modify620.101.709591.713791.72159
2402024.04.05 12:52modify630.101.716961.713791.72159
2412024.04.08 12:40buy650.101.715160.000000.00000
2422024.04.08 12:40modify650.101.715161.711991.72159
2432024.04.08 12:42modify650.101.715161.713791.72159
2442024.04.09 11:20t/p620.101.721591.713791.7215987.0610685.50
2452024.04.09 11:20t/p630.101.721591.713791.7215933.8510719.35
2462024.04.09 11:20t/p640.101.721591.713791.7215933.8510753.20
2472024.04.09 11:20t/p650.101.721591.713791.7215947.2510800.45
2482024.08.06 18:00buy660.101.747610.000000.00000
2492024.08.06 18:00modify660.101.747611.736611.75961
2502024.08.09 06:15buy670.101.753070.000000.00000
2512024.08.09 06:15modify670.101.753071.750011.75961
2522024.08.09 06:15modify660.101.747611.750011.75961
2532024.08.09 11:50s/l660.101.750011.750011.7596116.9910817.45
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