Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period4 Hours (H4) 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=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=65; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 test1907Ticks modelled17194243Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit131.27Gross profit189.06Gross loss-57.79
Profit factor3.27Expected payoff13.13
Absolute drawdown29.26Maximal drawdown133.31 (1.31%)Relative drawdown1.31% (133.31)
Total trades10Short positions (won %)4 (75.00%)Long positions (won %)6 (66.67%)
Profit trades (% of total)7 (70.00%)Loss trades (% of total)3 (30.00%)
Largestprofit trade62.14loss trade-28.82
Averageprofit trade27.01loss trade-19.26
Maximumconsecutive wins (profit in money)3 (90.25)consecutive losses (loss in money)1 (-28.82)
Maximalconsecutive profit (count of wins)90.25 (3)consecutive loss (count of losses)-28.82 (1)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.14 16:00sell10.101.709590.000000.00000
22023.11.14 16:00modify10.101.709591.724591.69659
32023.11.15 12:45sell20.101.704370.000000.00000
42023.11.15 12:45modify20.101.704371.708291.69659
52023.11.15 12:45modify10.101.709591.708291.69659
62023.11.15 13:38sell30.101.701770.000000.00000
72023.11.15 13:38modify30.101.701771.705691.69659
82023.11.15 13:38modify20.101.704371.705691.69659
92023.11.15 13:38modify10.101.709591.705691.69659
102023.11.15 14:52sell40.101.699160.000000.00000
112023.11.15 14:52modify40.101.699161.701141.69659
122023.11.15 14:52modify30.101.701771.701141.69659
132023.11.15 14:52modify20.101.704371.701141.69659
142023.11.15 14:52modify10.101.709591.701141.69659
152023.11.15 16:04s/l10.101.701141.701141.6965961.8010061.80
162023.11.15 16:04s/l20.101.701141.701141.6965923.8110085.61
172023.11.15 16:04s/l30.101.701141.701141.696594.6410090.25
182023.11.15 16:04s/l40.101.701141.701141.69659-14.5910075.66
192024.04.22 12:00buy50.101.689640.000000.00000
202024.04.22 12:00modify50.101.689641.674641.70264
212024.04.23 08:30buy60.101.694920.000000.00000
222024.04.23 08:30modify60.101.694921.690941.70264
232024.04.23 08:30modify50.101.689641.690941.70264
242024.04.23 11:24buy70.101.697470.000000.00000
252024.04.23 11:24modify70.101.697471.693541.70264
262024.04.23 11:24modify60.101.694921.693541.70264
272024.04.23 11:24modify50.101.689641.693541.70264
282024.04.23 12:01buy80.101.700040.000000.00000
292024.04.23 12:01modify80.101.700041.698091.70264
302024.04.23 12:01modify70.101.697471.698091.70264
312024.04.23 12:01modify60.101.694921.698091.70264
322024.04.23 12:01modify50.101.689641.698091.70264
332024.04.23 12:25s/l50.101.698091.698091.7026462.1410137.80
342024.04.23 12:25s/l60.101.698091.698091.7026423.3610161.16
352024.04.23 12:25s/l70.101.698091.698091.702644.5710165.73
362024.04.23 12:25s/l80.101.698091.698091.70264-14.3810151.35
372024.08.06 16:00buy90.101.751050.000000.00000
382024.08.06 16:00modify90.101.751051.736051.76405
392024.08.12 14:43buy100.101.756260.000000.00000
402024.08.12 14:43modify100.101.756261.752351.76405
412024.08.12 14:43modify90.101.751051.752351.76405
422024.08.12 21:08s/l90.101.752351.752351.764058.7410160.09
432024.08.12 21:08s/l100.101.752351.752351.76405-28.8210131.27