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=2; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=110; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; 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=23; 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 modelled156513Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00Spread50
Total net profit1025.69Gross profit1794.80Gross loss-769.11
Profit factor2.33Expected payoff15.08
Absolute drawdown56.08Maximal drawdown260.14 (2.41%)Relative drawdown2.41% (260.14)
Total trades68Short positions (won %)33 (54.55%)Long positions (won %)35 (71.43%)
Profit trades (% of total)43 (63.24%)Loss trades (% of total)25 (36.76%)
Largestprofit trade81.06loss trade-38.26
Averageprofit trade41.74loss trade-30.76
Maximumconsecutive wins (profit in money)9 (381.70)consecutive losses (loss in money)5 (-150.98)
Maximalconsecutive profit (count of wins)381.70 (9)consecutive loss (count of losses)-150.98 (5)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.07 17:00sell10.101.707570.000000.00000
22023.09.07 17:00modify10.101.707571.712571.69657
32023.09.08 12:35sell20.101.702430.000000.00000
42023.09.08 12:35modify20.101.702431.705371.69657
52023.09.08 12:35modify10.101.707571.705371.69657
62023.09.08 12:55sell30.101.699590.000000.00000
72023.09.08 12:55modify30.101.699591.703721.69657
82023.09.08 12:55modify20.101.702431.703721.69657
92023.09.08 12:55modify10.101.707571.703721.69657
102023.09.08 13:12sell40.101.700740.000000.00000
112023.09.08 13:12modify40.101.700741.704271.69657
122023.09.08 13:15modify40.101.700741.703721.69657
132023.09.08 13:50s/l10.101.703721.703721.6965727.9010027.90
142023.09.08 13:50s/l20.101.703721.703721.69657-9.5110018.39
152023.09.08 13:50s/l30.101.703721.703721.69657-30.439987.96
162023.09.08 13:50s/l40.101.703721.703721.69657-21.969966.00
172023.09.14 19:00buy50.101.675810.000000.00000
182023.09.14 19:00modify50.101.675811.670811.68681
192023.09.15 08:45buy60.101.680830.000000.00000
202023.09.15 08:45modify60.101.680831.678011.68681
212023.09.15 08:45modify50.101.675811.678011.68681
222023.09.15 10:50s/l50.101.678011.678011.6868116.079982.07
232023.09.15 10:50s/l60.101.678011.678011.68681-20.789961.29
242023.09.27 22:00buy70.101.637990.000000.00000
252023.09.27 22:00modify70.101.637991.632991.64899
262023.09.28 08:10buy80.101.642980.000000.00000
272023.09.28 08:10modify80.101.642981.640191.64899
282023.09.28 08:10modify70.101.637991.640191.64899
292023.09.28 08:20buy90.101.644590.000000.00000
302023.09.28 08:20modify90.101.644591.641291.64899
312023.09.28 08:20modify80.101.642981.641291.64899
322023.09.28 08:20modify70.101.637991.641291.64899
332023.09.28 09:25buy100.101.645940.000000.00000
342023.09.28 09:25modify100.101.645941.641841.64899
352023.09.28 09:25modify90.101.644591.641841.64899
362023.09.28 09:25modify80.101.642981.641841.64899
372023.09.28 09:25modify70.101.637991.641841.64899
382023.09.29 14:45t/p70.101.648991.641841.6489980.5010041.79
392023.09.29 14:45t/p80.101.648991.641841.6489944.1510085.94
402023.09.29 14:45t/p90.101.648991.641841.6489932.2910118.23
412023.09.29 14:45t/p100.101.648991.641841.6489922.3410140.57
422023.09.29 17:00sell110.101.653030.000000.00000
432023.09.29 17:00modify110.101.653031.658031.64203
442023.10.02 07:20s/l110.101.658031.658031.64203-37.3110103.26
452023.10.13 17:00buy120.101.657550.000000.00000
462023.10.13 17:00modify120.101.657551.652551.66855
472023.10.16 17:45buy130.101.662710.000000.00000
482023.10.16 17:45modify130.101.662711.659751.66855
492023.10.16 17:45modify120.101.657551.659751.66855
502023.10.16 21:16s/l120.101.659751.659751.6685516.0710119.33
512023.10.16 21:16s/l130.101.659751.659751.66855-21.8210097.51
522023.10.23 21:00sell140.101.676550.000000.00000
532023.10.23 21:00modify140.101.676551.681551.66555
542023.10.24 12:50sell150.101.671430.000000.00000
552023.10.24 12:50modify150.101.671431.674351.66555
562023.10.24 12:50modify140.101.676551.674351.66555
572023.10.24 13:37s/l140.101.674351.674351.6655515.7510113.26
582023.10.24 13:37s/l150.101.674351.674351.66555-21.5110091.75
592023.10.26 16:00sell160.101.675010.000000.00000
602023.10.26 16:00modify160.101.675011.680011.66401
612023.10.27 13:20s/l160.101.680011.680011.66401-37.3110054.44
622023.11.03 17:00sell170.101.690750.000000.00000
632023.11.03 17:00modify170.101.690751.695751.67975
642023.11.06 12:02s/l170.101.695751.695751.67975-37.3110017.13
652023.11.08 18:00sell180.101.696860.000000.00000
662023.11.08 18:00modify180.101.696861.701861.68586
672023.11.09 12:10sell190.101.690090.000000.00000
682023.11.09 12:10modify190.101.690091.693561.68586
692023.11.09 12:10modify180.101.696861.693561.68586
702023.11.09 15:10sell200.101.691810.000000.00000
712023.11.09 15:10modify200.101.691811.694661.68586
722023.11.09 15:12modify200.101.691811.693561.68586
732023.11.09 16:50sell210.101.689030.000000.00000
742023.11.09 16:50modify210.101.689031.693011.68586
752023.11.09 16:50modify190.101.690091.693011.68586
762023.11.09 16:50modify200.101.691811.693011.68586
772023.11.09 16:50modify180.101.696861.693011.68586
782023.11.12 22:00t/p180.101.685861.693011.6858679.1610096.29
792023.11.12 22:00t/p190.101.685861.693011.6858630.7010126.99
802023.11.12 22:00t/p200.101.685861.693011.6858643.3710170.36
812023.11.12 22:00t/p210.101.685861.693011.6858622.8910193.25
822023.11.15 16:00buy220.101.699950.000000.00000
832023.11.15 16:00modify220.101.699951.694951.71095
842023.11.16 13:45buy230.101.705010.000000.00000
852023.11.16 13:45modify230.101.705011.702151.71095
862023.11.16 13:45modify220.101.699951.702151.71095
872023.11.16 14:15buy240.101.706770.000000.00000
882023.11.16 14:15modify240.101.706771.703251.71095
892023.11.16 14:15modify230.101.705011.703251.71095
902023.11.16 14:15modify220.101.699951.703251.71095
912023.11.16 15:16t/p220.101.710951.703251.7109580.6410273.89
922023.11.16 15:16t/p230.101.710951.703251.7109543.7810317.67
932023.11.16 15:16t/p240.101.710951.703251.7109530.8110348.48
942023.11.30 21:00buy250.101.713180.000000.00000
952023.11.30 21:00modify250.101.713181.708181.72418
962023.12.01 13:46s/l250.101.708181.708181.72418-36.9810311.50
972024.01.25 22:00buy260.101.712250.000000.00000
982024.01.25 22:00modify260.101.712251.707251.72325
992024.01.26 21:07s/l260.101.707251.707251.72325-36.9910274.51
1002024.02.02 18:00buy270.101.699630.000000.00000
1012024.02.02 18:00modify270.101.699631.694631.71063
1022024.02.05 12:50s/l270.101.694631.694631.71063-36.9910237.52
1032024.02.13 19:00sell280.101.709530.000000.00000
1042024.02.13 19:00modify280.101.709531.714531.69853
1052024.02.14 07:15sell290.101.704550.000000.00000
1062024.02.14 07:15modify290.101.704551.707331.69853
1072024.02.14 07:15modify280.101.709531.707331.69853
1082024.02.14 07:45sell300.101.702760.000000.00000
1092024.02.14 07:45modify300.101.702761.706231.69853
1102024.02.14 07:45modify290.101.704551.706231.69853
1112024.02.14 07:45modify280.101.709531.706231.69853
1122024.02.14 08:52sell310.101.701670.000000.00000
1132024.02.14 08:52modify310.101.701671.705681.69853
1142024.02.14 08:52modify300.101.702761.705681.69853
1152024.02.14 08:52modify290.101.704551.705681.69853
1162024.02.14 08:52modify280.101.709531.705681.69853
1172024.02.14 09:50t/p280.101.698531.705681.6985380.5810318.10
1182024.02.14 09:50t/p290.101.698531.705681.6985344.3610362.46
1192024.02.14 09:50t/p300.101.698531.705681.6985331.1710393.63
1202024.02.14 09:50t/p310.101.698531.705681.6985323.1310416.76
1212024.02.16 20:00sell320.101.700530.000000.00000
1222024.02.16 20:00modify320.101.700531.705531.68953
1232024.02.20 13:40s/l320.101.705531.705531.68953-37.7910378.96
1242024.02.29 19:00buy330.101.713600.000000.00000
1252024.02.29 19:00modify330.101.713601.708601.72460
1262024.03.04 07:02buy340.101.718700.000000.00000
1272024.03.04 07:02modify340.101.718701.715801.72460
1282024.03.04 07:02modify330.101.713601.715801.72460
1292024.03.04 11:46buy350.101.720250.000000.00000
1302024.03.04 11:46modify350.101.720251.716901.72460
1312024.03.04 11:46modify340.101.718701.716901.72460
1322024.03.04 11:46modify330.101.713601.716901.72460
1332024.03.04 13:32buy360.101.721420.000000.00000
1342024.03.04 13:32modify360.101.721421.717451.72460
1352024.03.04 13:32modify350.101.720251.717451.72460
1362024.03.04 13:32modify340.101.718701.717451.72460
1372024.03.04 13:32modify330.101.713601.717451.72460
1382024.03.05 13:20t/p330.101.724601.717451.7246080.6410459.61
1392024.03.05 13:20t/p340.101.724601.717451.7246043.3410502.95
1402024.03.05 13:20t/p350.101.724601.717451.7246031.9210534.87
1412024.03.05 13:20t/p360.101.724601.717451.7246023.2910558.16
1422024.03.06 16:00buy370.101.722390.000000.00000
1432024.03.06 16:00modify370.101.722391.717391.73339
1442024.03.08 12:45buy380.101.727420.000000.00000
1452024.03.08 12:45modify380.101.727421.724591.73339
1462024.03.08 12:45modify370.101.722391.724591.73339
1472024.03.08 13:20buy390.101.729190.000000.00000
1482024.03.08 13:20modify390.101.729191.725691.73339
1492024.03.08 13:20modify380.101.727421.725691.73339
1502024.03.08 13:20modify370.101.722391.725691.73339
1512024.03.08 13:59buy400.101.730250.000000.00000
1522024.03.08 13:59modify400.101.730251.726241.73339
1532024.03.08 13:59modify390.101.729191.726241.73339
1542024.03.08 13:59modify380.101.727421.726241.73339
1552024.03.08 13:59modify370.101.722391.726241.73339
1562024.03.08 15:20t/p370.101.733391.726241.7333980.5110638.67
1572024.03.08 15:20t/p380.101.733391.726241.7333944.0010682.67
1582024.03.08 15:20t/p390.101.733391.726241.7333930.9510713.62
1592024.03.08 15:20t/p400.101.733391.726241.7333923.1410736.76
1602024.03.21 21:00buy410.101.711640.000000.00000
1612024.03.21 21:00modify410.101.711641.706641.72264
1622024.03.25 11:35buy420.101.716680.000000.00000
1632024.03.25 11:35modify420.101.716681.713841.72264
1642024.03.25 11:35modify410.101.711641.713841.72264
1652024.03.25 12:16buy430.101.718490.000000.00000
1662024.03.25 12:16modify430.101.718491.714941.72264
1672024.03.25 12:16modify420.101.716681.714941.72264
1682024.03.25 12:16modify410.101.711641.714941.72264
1692024.03.26 12:20s/l410.101.714941.714941.7226423.9010760.66
1702024.03.26 12:20s/l420.101.714941.714941.72264-12.9710747.69
1712024.03.26 12:20s/l430.101.714941.714941.72264-26.3010721.39
1722024.04.17 19:00buy440.101.715150.000000.00000
1732024.04.17 19:00modify440.101.715151.710151.72615
1742024.04.19 01:50s/l440.101.710151.710151.72615-37.4110683.99
1752024.04.19 19:00buy450.101.701430.000000.00000
1762024.04.19 19:00modify450.101.701431.696431.71243
1772024.04.22 09:15s/l450.101.696431.696431.71243-36.9910647.00
1782024.04.29 20:00sell460.101.716110.000000.00000
1792024.04.29 20:00modify460.101.716111.721111.70511
1802024.04.30 13:40s/l460.101.721111.721111.70511-37.3110609.68
1812024.05.13 17:00sell470.101.717440.000000.00000
1822024.05.13 17:00modify470.101.717441.722441.70644
1832024.05.14 08:42sell480.101.712280.000000.00000
1842024.05.14 08:42modify480.101.712281.715241.70644
1852024.05.14 08:42modify470.101.717441.715241.70644
1862024.05.14 09:50s/l470.101.715241.715241.7064415.7410625.42
1872024.05.14 09:50s/l480.101.715241.715241.70644-21.8110603.61
1882024.05.17 17:00sell490.101.729100.000000.00000
1892024.05.17 17:00modify490.101.729101.734101.71810
1902024.05.21 07:50s/l490.101.734101.734101.71810-37.7810565.83
1912024.06.17 16:00sell500.101.744620.000000.00000
1922024.06.17 16:00modify500.101.744621.749621.73362
1932024.06.20 11:27sell510.101.739380.000000.00000
1942024.06.20 11:27modify510.101.739381.742421.73362
1952024.06.20 11:27modify500.101.744621.742421.73362
1962024.06.20 12:55sell520.101.736630.000000.00000
1972024.06.20 12:55modify520.101.736631.740771.73362
1982024.06.20 12:55modify510.101.739381.740771.73362
1992024.06.20 12:55modify500.101.744621.740771.73362
2002024.06.20 19:20t/p500.101.733621.740771.7336278.6910644.52
2012024.06.20 19:20t/p510.101.733621.740771.7336242.4410686.96
2022024.06.20 19:20t/p520.101.733621.740771.7336222.1810709.14
2032024.07.08 22:00buy530.101.746360.000000.00000
2042024.07.08 22:00modify530.101.746361.741361.75736
2052024.07.11 00:45buy540.101.751320.000000.00000
2062024.07.11 00:45modify540.101.751321.748561.75736
2072024.07.11 00:45modify530.101.746361.748561.75736
2082024.07.11 07:10buy550.101.752980.000000.00000
2092024.07.11 07:10modify550.101.752981.749661.75736
2102024.07.11 07:10modify540.101.751321.749661.75736
2112024.07.11 07:10modify530.101.746361.749661.75736
2122024.07.11 07:20buy560.101.754110.000000.00000
2132024.07.11 07:20modify560.101.754111.750211.75736
2142024.07.11 07:20modify550.101.752981.750211.75736
2152024.07.11 07:20modify540.101.751321.750211.75736
2162024.07.11 07:20modify530.101.746361.750211.75736
2172024.07.11 12:50t/p530.101.757361.750211.7573680.3610789.50
2182024.07.11 12:50t/p540.101.757361.750211.7573644.5110834.01
2192024.07.11 12:50t/p550.101.757361.750211.7573632.2710866.28
2202024.07.11 12:50t/p560.101.757361.750211.7573623.9510890.23
2212024.07.12 16:00sell570.101.769260.000000.00000
2222024.07.12 16:00modify570.101.769261.774261.75826
2232024.07.15 14:32s/l570.101.774261.774261.75826-37.3210852.91
2242024.07.18 22:00buy580.101.773980.000000.00000
2252024.07.18 22:00modify580.101.773981.768981.78498
2262024.07.22 11:02buy590.101.779050.000000.00000
2272024.07.22 11:02modify590.101.779051.776181.78498
2282024.07.22 11:02modify580.101.773981.776181.78498
2292024.07.22 12:50s/l580.101.776181.776181.7849815.9410868.85
2302024.07.22 12:50s/l590.101.776181.776181.78498-21.1510847.70
2312024.07.29 19:00sell600.101.781830.000000.00000
2322024.07.29 19:00modify600.101.781831.786831.77083
2332024.07.30 15:17sell610.101.776760.000000.00000
2342024.07.30 15:17modify610.101.776761.779631.77083
2352024.07.30 15:17modify600.101.781831.779631.77083
2362024.07.31 07:37sell620.101.775170.000000.00000
2372024.07.31 07:37modify620.101.775171.778531.77083
2382024.07.31 07:37modify610.101.776761.778531.77083
2392024.07.31 07:37modify600.101.781831.778531.77083
2402024.07.31 12:02sell630.101.774060.000000.00000
2412024.07.31 12:02modify630.101.774061.777981.77083
2422024.07.31 12:02modify620.101.775171.777981.77083
2432024.07.31 12:02modify610.101.776761.777981.77083
2442024.07.31 12:02modify600.101.781831.777981.77083
2452024.07.31 18:02t/p600.101.770831.777981.7708380.1210927.82
2462024.07.31 18:02t/p610.101.770831.777981.7708343.2310971.05
2472024.07.31 18:02t/p620.101.770831.777981.7708331.9811003.03
2482024.07.31 18:02t/p630.101.770831.777981.7708323.8011026.83
2492024.08.08 17:00sell640.101.750560.000000.00000
2502024.08.08 17:00modify640.101.750561.755561.73956
2512024.08.12 14:45s/l640.101.755561.755561.73956-37.7810989.05
2522024.08.20 16:00sell650.101.775470.000000.00000
2532024.08.20 16:00modify650.101.775471.780471.76447
2542024.08.21 17:50s/l650.101.780471.780471.76447-37.3210951.72
2552024.08.21 20:00sell660.101.779650.000000.00000
2562024.08.21 20:00modify660.101.779651.784651.76865
2572024.08.22 13:16s/l660.101.784651.784651.76865-38.2610913.46
2582024.08.30 20:00buy670.101.770200.000000.00000
2592024.08.30 20:00modify670.101.770201.765201.78120
2602024.08.30 20:43buy680.101.776970.000000.00000
2612024.08.30 20:43modify680.101.776971.773501.78120
2622024.08.30 20:43modify670.101.770201.773501.78120
2632024.08.30 20:59t/p670.101.781201.773501.7812081.0610994.52
2642024.08.30 20:59t/p680.101.781201.773501.7812031.1711025.69