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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test6517Ticks modelled17194243Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit948.72Gross profit1703.49Gross loss-754.77
Profit factor2.26Expected payoff14.37
Absolute drawdown133.83Maximal drawdown318.89 (3.03%)Relative drawdown3.03% (318.89)
Total trades66Short positions (won %)33 (66.67%)Long positions (won %)33 (54.55%)
Profit trades (% of total)40 (60.61%)Loss trades (% of total)26 (39.39%)
Largestprofit trade88.29loss trade-83.88
Averageprofit trade42.59loss trade-29.03
Maximumconsecutive wins (profit in money)9 (428.28)consecutive losses (loss in money)4 (-137.51)
Maximalconsecutive profit (count of wins)428.28 (9)consecutive loss (count of losses)-137.51 (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 07:23buy20.101.716170.000000.00000
42023.09.04 07:23modify20.101.716171.713121.72272
52023.09.04 07:23modify10.101.710721.713121.72272
62023.09.04 08:50buy30.101.717920.000000.00000
72023.09.04 08:50modify30.101.717921.716121.72272
82023.09.04 08:50buy40.101.717920.000000.00000
92023.09.04 08:50modify40.101.717921.714921.72272
102023.09.04 08:50modify20.101.716171.714921.72272
112023.09.04 08:50modify10.101.710721.714921.72272
122023.09.04 08:50modify30.101.717921.714921.72272
132023.09.04 21:04s/l10.101.714921.714921.7227230.8110030.81
142023.09.04 21:04s/l20.101.714921.714921.72272-9.2210021.59
152023.09.04 21:04s/l30.101.714921.714921.72272-22.119999.48
162023.09.04 21:04s/l40.101.714921.714921.72272-22.119977.37
172023.09.07 16:00sell50.101.707640.000000.00000
182023.09.07 16:00modify50.101.707641.718641.69564
192023.09.08 12:30sell60.101.702200.000000.00000
202023.09.08 12:30modify60.101.702201.705241.69564
212023.09.08 12:30modify50.101.707641.705241.69564
222023.09.08 12:40sell70.101.700420.000000.00000
232023.09.08 12:40modify70.101.700421.702241.69564
242023.09.08 12:40sell80.101.700420.000000.00000
252023.09.08 12:40modify80.101.700421.703441.69564
262023.09.08 12:40modify60.101.702201.703441.69564
272023.09.08 12:40modify50.101.707641.703441.69564
282023.09.08 12:40modify70.101.700421.703441.69564
292023.09.08 13:45s/l50.101.703441.703441.6956430.4810007.85
302023.09.08 13:45s/l60.101.703441.703441.69564-9.149998.71
312023.09.08 13:45s/l70.101.703441.703441.69564-22.259976.46
322023.09.08 13:45s/l80.101.703441.703441.69564-22.259954.21
332023.09.15 16:00buy90.101.673600.000000.00000
342023.09.15 16:00modify90.101.673601.662601.68560
352023.09.19 12:30s/l90.101.662601.662601.68560-81.349872.87
362023.10.06 16:00sell100.101.673330.000000.00000
372023.10.06 16:00modify100.101.673331.684331.66133
382023.10.08 21:04sell110.101.667670.000000.00000
392023.10.08 21:04modify110.101.667671.670931.66133
402023.10.08 21:04modify100.101.673331.670931.66133
412023.10.09 02:06sell120.101.666120.000000.00000
422023.10.09 02:06modify120.101.666121.667931.66133
432023.10.09 02:06sell130.101.666120.000000.00000
442023.10.09 02:06modify130.101.666121.669131.66133
452023.10.09 02:06modify110.101.667671.669131.66133
462023.10.09 02:06modify100.101.673331.669131.66133
472023.10.09 02:06modify120.101.666121.669131.66133
482023.10.09 12:16t/p100.101.661331.669131.6613387.959960.82
492023.10.09 12:16t/p110.101.661331.669131.6613346.2510007.07
502023.10.09 12:16t/p120.101.661331.669131.6613335.3010042.37
512023.10.09 12:16t/p130.101.661331.669131.6613335.3010077.67
522023.11.02 16:00buy140.101.678890.000000.00000
532023.11.02 16:00modify140.101.678891.667891.69089
542023.11.03 12:30buy150.101.684310.000000.00000
552023.11.03 12:30modify150.101.684311.681291.69089
562023.11.03 12:30modify140.101.678891.681291.69089
572023.11.03 12:45buy160.101.686110.000000.00000
582023.11.03 12:45modify160.101.686111.684291.69089
592023.11.03 12:45buy170.101.686110.000000.00000
602023.11.03 12:45modify170.101.686111.683091.69089
612023.11.03 12:45modify150.101.684311.683091.69089
622023.11.03 12:45modify140.101.678891.683091.69089
632023.11.03 12:45modify160.101.686111.683091.69089
642023.11.03 14:58t/p140.101.690891.683091.6908988.2910165.96
652023.11.03 14:58t/p150.101.690891.683091.6908948.4910214.45
662023.11.03 14:58t/p160.101.690891.683091.6908935.2210249.67
672023.11.03 14:58t/p170.101.690891.683091.6908935.2210284.89
682023.11.08 16:00sell180.101.695290.000000.00000
692023.11.08 16:00modify180.101.695291.706291.68329
702023.11.09 12:02sell190.101.689890.000000.00000
712023.11.09 12:02modify190.101.689891.692891.68329
722023.11.09 12:02modify180.101.695291.692891.68329
732023.11.09 15:11s/l180.101.692891.692891.6832916.2710301.15
742023.11.09 15:11s/l190.101.692891.692891.68329-22.1010279.05
752023.11.22 16:00buy200.101.712720.000000.00000
762023.11.22 16:00modify200.101.712721.701721.72472
772023.11.23 09:30buy210.101.718290.000000.00000
782023.11.23 09:30modify210.101.718291.715121.72472
792023.11.23 09:30modify200.101.712721.715121.72472
802023.11.23 09:30s/l200.101.715121.715121.7247217.2710296.32
812023.11.23 09:30s/l210.101.715121.715121.72472-23.3610272.96
822023.11.28 16:00sell220.101.722520.000000.00000
832023.11.28 16:00modify220.101.722521.733521.71052
842023.11.30 14:32sell230.101.717120.000000.00000
852023.11.30 14:32modify230.101.717121.720121.71052
862023.11.30 14:32modify220.101.722521.720121.71052
872023.11.30 14:42sell240.101.715210.000000.00000
882023.11.30 14:42modify240.101.715211.717121.71052
892023.11.30 14:42sell250.101.715210.000000.00000
902023.11.30 14:42modify250.101.715211.718321.71052
912023.11.30 14:42modify230.101.717121.718321.71052
922023.11.30 14:42modify220.101.722521.718321.71052
932023.11.30 14:42modify240.101.715211.718321.71052
942023.11.30 22:05t/p220.101.710521.718321.7105286.5210359.49
952023.11.30 22:05t/p230.101.710521.718321.7105248.6210408.11
962023.11.30 22:05t/p240.101.710521.718321.7105234.5510442.66
972023.11.30 22:05t/p250.101.710521.718321.7105234.5510477.21
982023.12.01 18:00sell260.101.713080.000000.00000
992023.12.01 18:00modify260.101.713081.724081.70108
1002023.12.04 14:44sell270.101.707670.000000.00000
1012023.12.04 14:44modify270.101.707671.710681.70108
1022023.12.04 14:44modify260.101.713081.710681.70108
1032023.12.04 14:57s/l260.101.710681.710681.7010817.2210494.43
1042023.12.04 14:57s/l270.101.710681.710681.70108-22.1710472.26
1052023.12.05 16:00buy280.101.710710.000000.00000
1062023.12.05 16:00modify280.101.710711.699711.72271
1072023.12.13 12:37s/l280.101.699711.699711.72271-82.1810390.08
1082023.12.13 20:00sell290.101.704740.000000.00000
1092023.12.13 20:00modify290.101.704741.715741.69274
1102023.12.14 08:08sell300.101.699340.000000.00000
1112023.12.14 08:08modify300.101.699341.702341.69274
1122023.12.14 08:08modify290.101.704741.702341.69274
1132023.12.14 09:06s/l290.101.702341.702341.6927416.2710406.35
1142023.12.14 09:06s/l300.101.702341.702341.69274-22.1110384.24
1152023.12.21 16:00buy310.101.684420.000000.00000
1162023.12.21 16:00modify310.101.684421.673421.69642
1172023.12.22 11:06buy320.101.689860.000000.00000
1182023.12.22 11:06modify320.101.689861.686821.69642
1192023.12.22 11:06modify310.101.684421.686821.69642
1202023.12.22 11:24buy330.101.691630.000000.00000
1212023.12.22 11:24modify330.101.691631.689821.69642
1222023.12.22 11:24buy340.101.691630.000000.00000
1232023.12.22 11:24modify340.101.691631.688621.69642
1242023.12.22 11:24modify320.101.689861.688621.69642
1252023.12.22 11:24modify310.101.684421.688621.69642
1262023.12.22 11:24modify330.101.691631.688621.69642
1272023.12.22 12:34s/l310.101.688621.688621.6964230.8110415.05
1282023.12.22 12:34s/l320.101.688621.688621.69642-9.1410405.91
1292023.12.22 12:34s/l330.101.688621.688621.69642-22.1810383.73
1302023.12.22 12:34s/l340.101.688621.688621.69642-22.1810361.55
1312023.12.27 16:00sell350.101.688540.000000.00000
1322023.12.27 16:00modify350.101.688541.699541.67654
1332023.12.28 13:57sell360.101.683120.000000.00000
1342023.12.28 13:57modify360.101.683121.686141.67654
1352023.12.28 13:57modify350.101.688541.686141.67654
1362023.12.28 16:22sell370.101.681290.000000.00000
1372023.12.28 16:22modify370.101.681291.683141.67654
1382023.12.28 16:22sell380.101.681290.000000.00000
1392023.12.28 16:22modify380.101.681291.684341.67654
1402023.12.28 16:22modify360.101.683121.684341.67654
1412023.12.28 16:22modify350.101.688541.684341.67654
1422023.12.28 16:22modify370.101.681291.684341.67654
1432023.12.28 17:57s/l350.101.684341.684341.6765429.5410391.08
1442023.12.28 17:57s/l360.101.684341.684341.67654-8.9910382.09
1452023.12.28 17:57s/l370.101.684341.684341.67654-22.4710359.62
1462023.12.28 17:57s/l380.101.684341.684341.67654-22.4710337.15
1472023.12.29 16:00buy390.101.681080.000000.00000
1482023.12.29 16:00modify390.101.681081.670081.69308
1492023.12.29 18:28buy400.101.686480.000000.00000
1502023.12.29 18:28modify400.101.686481.683481.69308
1512023.12.29 18:28modify390.101.681081.683481.69308
1522023.12.29 19:25buy410.101.688290.000000.00000
1532023.12.29 19:25modify410.101.688291.686481.69308
1542023.12.29 19:25buy420.101.688290.000000.00000
1552023.12.29 19:25modify420.101.688291.685281.69308
1562023.12.29 19:25modify400.101.686481.685281.69308
1572023.12.29 19:25modify390.101.681081.685281.69308
1582023.12.29 19:26modify410.101.688291.685281.69308
1592024.01.01 22:06s/l390.101.685281.685281.6930830.8110367.96
1602024.01.01 22:06s/l400.101.685281.685281.69308-8.9910358.97
1612024.01.01 22:06s/l410.101.685281.685281.69308-22.3210336.65
1622024.01.01 22:06s/l420.101.685281.685281.69308-22.3210314.33
1632024.01.05 16:00sell430.101.698770.000000.00000
1642024.01.05 16:00modify430.101.698771.709771.68677
1652024.01.11 19:05s/l430.101.709771.709771.68677-83.8810230.46
1662024.01.12 16:00sell440.101.708110.000000.00000
1672024.01.12 16:00modify440.101.708111.719111.69611
1682024.01.16 13:30sell450.101.702660.000000.00000
1692024.01.16 13:30modify450.101.702661.705711.69611
1702024.01.16 13:30modify440.101.708111.705711.69611
1712024.01.16 14:47s/l440.101.705711.705711.6961116.7410247.19
1722024.01.16 14:47s/l450.101.705711.705711.69611-22.4710224.72
1732024.01.23 16:00buy460.101.707850.000000.00000
1742024.01.23 16:00modify460.101.707851.696851.71985
1752024.01.24 09:30buy470.101.713270.000000.00000
1762024.01.24 09:30modify470.101.713271.710251.71985
1772024.01.24 09:30modify460.101.707851.710251.71985
1782024.01.24 09:32buy480.101.715090.000000.00000
1792024.01.24 09:32modify480.101.715091.713251.71985
1802024.01.24 09:32buy490.101.715090.000000.00000
1812024.01.24 09:32modify490.101.715091.712051.71985
1822024.01.24 09:32modify470.101.713271.712051.71985
1832024.01.24 09:32modify460.101.707851.712051.71985
1842024.01.24 09:32modify480.101.715091.712051.71985
1852024.01.24 15:56t/p460.101.719851.712051.7198588.2910313.01
1862024.01.24 15:56t/p470.101.719851.712051.7198548.4910361.50
1872024.01.24 15:56t/p480.101.719851.712051.7198535.0810396.58
1882024.01.24 15:56t/p490.101.719851.712051.7198535.0810431.66
1892024.01.24 16:00sell500.101.719780.000000.00000
1902024.01.24 16:00modify500.101.719781.730781.70778
1912024.01.25 15:46sell510.101.714370.000000.00000
1922024.01.25 15:46modify510.101.714371.717381.70778
1932024.01.25 15:46modify500.101.719781.717381.70778
1942024.01.25 17:00sell520.101.712560.000000.00000
1952024.01.25 17:00modify520.101.712561.714381.70778
1962024.01.25 17:00sell530.101.712560.000000.00000
1972024.01.25 17:00modify530.101.712561.715581.70778
1982024.01.25 17:00modify510.101.714371.715581.70778
1992024.01.25 17:00modify500.101.719781.715581.70778
2002024.01.25 17:00modify520.101.712561.715581.70778
2012024.01.26 21:04t/p500.101.707781.715581.7077886.5310518.20
2022024.01.26 21:04t/p510.101.707781.715581.7077848.0910566.28
2032024.01.26 21:04t/p520.101.707781.715581.7077834.7510601.03
2042024.01.26 21:04t/p530.101.707781.715581.7077834.7510635.78
2052024.02.02 17:00buy540.101.699550.000000.00000
2062024.02.02 17:00modify540.101.699551.688551.71155
2072024.02.13 12:29buy550.101.704950.000000.00000
2082024.02.13 12:29modify550.101.704951.701951.71155
2092024.02.13 12:29modify540.101.699551.701951.71155
2102024.02.13 13:30s/l540.101.701951.701951.7115516.4310652.21
2112024.02.13 13:30s/l550.101.701951.701951.71155-22.1110630.10
2122024.02.13 17:00sell560.101.709500.000000.00000
2132024.02.13 17:00modify560.101.709501.720501.69750
2142024.02.14 07:00sell570.101.704050.000000.00000
2152024.02.14 07:00modify570.101.704051.707101.69750
2162024.02.14 07:00modify560.101.709501.707101.69750
2172024.02.14 07:34sell580.101.702290.000000.00000
2182024.02.14 07:34modify580.101.702291.704101.69750
2192024.02.14 07:34sell590.101.702290.000000.00000
2202024.02.14 07:34modify590.101.702291.705301.69750
2212024.02.14 07:34modify570.101.704051.705301.69750
2222024.02.14 07:34modify560.101.709501.705301.69750
2232024.02.14 07:34modify580.101.702291.705301.69750
2242024.02.15 13:29t/p560.101.697501.705301.6975086.5310716.63
2252024.02.15 13:29t/p570.101.697501.705301.6975046.8510763.48
2262024.02.15 13:29t/p580.101.697501.705301.6975033.8810797.35
2272024.02.15 13:29t/p590.101.697501.705301.6975033.8810831.23
2282024.03.11 16:00buy600.101.727420.000000.00000
2292024.03.11 16:00modify600.101.727421.716421.73942
2302024.03.21 13:45s/l600.101.716421.716421.73942-82.7310748.49
2312024.03.28 16:00buy610.101.709590.000000.00000
2322024.03.28 16:00modify610.101.709591.698591.72159
2332024.04.05 12:32buy620.101.715010.000000.00000
2342024.04.05 12:32modify620.101.715011.711991.72159
2352024.04.05 12:32modify610.101.709591.711991.72159
2362024.04.05 12:44buy630.101.716790.000000.00000
2372024.04.05 12:44modify630.101.716791.714991.72159
2382024.04.05 12:44buy640.101.716790.000000.00000
2392024.04.05 12:44modify640.101.716791.713791.72159
2402024.04.05 12:44modify620.101.715011.713791.72159
2412024.04.05 12:44modify610.101.709591.713791.72159
2422024.04.05 12:44modify630.101.716791.713791.72159
2432024.04.09 11:06t/p610.101.721591.713791.7215987.0410835.53
2442024.04.09 11:06t/p620.101.721591.713791.7215948.2110883.74
2452024.04.09 11:06t/p630.101.721591.713791.7215935.0910918.83
2462024.04.09 11:06t/p640.101.721591.713791.7215935.0910953.92
2472024.08.06 18:00buy650.101.747610.000000.00000
2482024.08.06 18:00modify650.101.747611.736611.75961
2492024.08.09 06:07buy660.101.753020.000000.00000
2502024.08.09 06:07modify660.101.753021.750011.75961
2512024.08.09 06:07modify650.101.747611.750011.75961
2522024.08.09 11:48s/l650.101.750011.750011.7596116.9810970.90
2532024.08.09 11:48s/l660.101.750011.750011.75961-22.1810948.72