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=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 test6517Ticks modelled17194243Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit804.73Gross profit1582.95Gross loss-778.22
Profit factor2.03Expected payoff12.19
Absolute drawdown52.13Maximal drawdown192.98 (1.90%)Relative drawdown1.90% (192.98)
Total trades66Short positions (won %)34 (47.06%)Long positions (won %)32 (75.00%)
Profit trades (% of total)40 (60.61%)Loss trades (% of total)26 (39.39%)
Largestprofit trade80.64loss trade-38.25
Averageprofit trade39.57loss trade-29.93
Maximumconsecutive wins (profit in money)8 (362.95)consecutive losses (loss in money)3 (-113.35)
Maximalconsecutive profit (count of wins)362.95 (8)consecutive loss (count of losses)-113.35 (3)
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 12:30sell20.101.702430.000000.00000
42023.09.08 12:30modify20.101.702431.705371.69657
52023.09.08 12:30modify10.101.707571.705371.69657
62023.09.08 12:32sell30.101.700940.000000.00000
72023.09.08 12:32modify30.101.700941.704271.69657
82023.09.08 12:32modify20.101.702431.704271.69657
92023.09.08 12:32modify10.101.707571.704271.69657
102023.09.08 12:40sell40.101.699860.000000.00000
112023.09.08 12:40modify40.101.699861.703721.69657
122023.09.08 12:40modify30.101.700941.703721.69657
132023.09.08 12:40modify20.101.702431.703721.69657
142023.09.08 12:40modify10.101.707571.703721.69657
152023.09.08 13:52s/l10.101.703721.703721.6965727.8910027.89
162023.09.08 13:52s/l20.101.703721.703721.69657-9.5110018.38
172023.09.08 13:52s/l30.101.703721.703721.69657-20.499997.89
182023.09.08 13:52s/l40.101.703721.703721.69657-28.459969.44
192023.09.14 19:00buy50.101.675810.000000.00000
202023.09.14 19:00modify50.101.675811.670811.68681
212023.09.15 08:33buy60.101.680760.000000.00000
222023.09.15 08:33modify60.101.680761.678011.68681
232023.09.15 08:33modify50.101.675811.678011.68681
242023.09.15 10:44s/l50.101.678011.678011.6868116.079985.51
252023.09.15 10:44s/l60.101.678011.678011.68681-20.279965.24
262023.09.27 22:00buy70.101.637990.000000.00000
272023.09.27 22:00modify70.101.637991.632991.64899
282023.09.28 08:06buy80.101.642950.000000.00000
292023.09.28 08:06modify80.101.642951.640191.64899
302023.09.28 08:06modify70.101.637991.640191.64899
312023.09.28 08:21buy90.101.644590.000000.00000
322023.09.28 08:21modify90.101.644591.641291.64899
332023.09.28 08:21modify80.101.642951.641291.64899
342023.09.28 08:21modify70.101.637991.641291.64899
352023.09.28 09:23buy100.101.645770.000000.00000
362023.09.28 09:23modify100.101.645771.641841.64899
372023.09.28 09:23modify90.101.644591.641841.64899
382023.09.28 09:23modify80.101.642951.641841.64899
392023.09.28 09:23modify70.101.637991.641841.64899
402023.09.29 14:46t/p70.101.648991.641841.6489980.5010045.74
412023.09.29 14:46t/p80.101.648991.641841.6489944.3710090.11
422023.09.29 14:46t/p90.101.648991.641841.6489932.2810122.39
432023.09.29 14:46t/p100.101.648991.641841.6489923.5910145.98
442023.09.29 17:00sell110.101.653030.000000.00000
452023.09.29 17:00modify110.101.653031.658031.64203
462023.10.02 07:08s/l110.101.658031.658031.64203-37.3110108.67
472023.10.13 17:00buy120.101.657550.000000.00000
482023.10.13 17:00modify120.101.657551.652551.66855
492023.10.16 17:47buy130.101.662530.000000.00000
502023.10.16 17:47modify130.101.662531.659751.66855
512023.10.16 17:47modify120.101.657551.659751.66855
522023.10.16 21:04s/l120.101.659751.659751.6685516.0710124.74
532023.10.16 21:04s/l130.101.659751.659751.66855-20.4910104.25
542023.10.23 21:00sell140.101.676550.000000.00000
552023.10.23 21:00modify140.101.676551.681551.66555
562023.10.24 12:40sell150.101.671600.000000.00000
572023.10.24 12:40modify150.101.671601.674351.66555
582023.10.24 12:40modify140.101.676551.674351.66555
592023.10.24 13:32s/l140.101.674351.674351.6655515.7410119.99
602023.10.24 13:32s/l150.101.674351.674351.66555-20.2610099.73
612023.10.26 16:00sell160.101.675010.000000.00000
622023.10.26 16:00modify160.101.675011.680011.66401
632023.10.27 13:28s/l160.101.680011.680011.66401-37.3110062.42
642023.11.03 17:00sell170.101.690750.000000.00000
652023.11.03 17:00modify170.101.690751.695751.67975
662023.11.06 12:00s/l170.101.695751.695751.67975-37.3110025.11
672023.11.08 18:00sell180.101.696860.000000.00000
682023.11.08 18:00modify180.101.696861.701861.68586
692023.11.09 11:07sell190.101.691910.000000.00000
702023.11.09 11:07modify190.101.691911.694661.68586
712023.11.09 11:07modify180.101.696861.694661.68586
722023.11.09 11:37sell200.101.690230.000000.00000
732023.11.09 11:37modify200.101.690231.693561.68586
742023.11.09 11:37modify190.101.691911.693561.68586
752023.11.09 11:37modify180.101.696861.693561.68586
762023.11.09 13:12sell210.101.689120.000000.00000
772023.11.09 13:12modify210.101.689121.693011.68586
782023.11.09 13:12modify200.101.690231.693011.68586
792023.11.09 13:12modify190.101.691911.693011.68586
802023.11.09 13:12modify180.101.696861.693011.68586
812023.11.09 15:11s/l180.101.693011.693011.6858626.9610052.06
822023.11.09 15:11s/l190.101.693011.693011.68586-8.1010043.96
832023.11.09 15:11s/l200.101.693011.693011.68586-20.4810023.48
842023.11.09 15:11s/l210.101.693011.693011.68586-28.669994.82
852023.11.15 16:00buy220.101.699950.000000.00000
862023.11.15 16:00modify220.101.699951.694951.71095
872023.11.16 13:40buy230.101.704930.000000.00000
882023.11.16 13:40modify230.101.704931.702151.71095
892023.11.16 13:40modify220.101.699951.702151.71095
902023.11.16 14:02buy240.101.706550.000000.00000
912023.11.16 14:02modify240.101.706551.703251.71095
922023.11.16 14:02modify230.101.704931.703251.71095
932023.11.16 14:02modify220.101.699951.703251.71095
942023.11.16 14:56buy250.101.707650.000000.00000
952023.11.16 14:56modify250.101.707651.703801.71095
962023.11.16 14:56modify240.101.706551.703801.71095
972023.11.16 14:56modify230.101.704931.703801.71095
982023.11.16 14:56modify220.101.699951.703801.71095
992023.11.16 15:12t/p220.101.710951.703801.7109580.6410075.46
1002023.11.16 15:12t/p230.101.710951.703801.7109544.3610119.82
1012023.11.16 15:12t/p240.101.710951.703801.7109532.4310152.25
1022023.11.16 15:12t/p250.101.710951.703801.7109524.3210176.57
1032023.11.30 21:00buy260.101.713180.000000.00000
1042023.11.30 21:00modify260.101.713181.708181.72418
1052023.12.01 13:59s/l260.101.708181.708181.72418-36.9810139.59
1062024.01.25 22:00buy270.101.712250.000000.00000
1072024.01.25 22:00modify270.101.712251.707251.72325
1082024.01.26 21:04s/l270.101.707251.707251.72325-36.9910102.61
1092024.02.02 18:00buy280.101.699630.000000.00000
1102024.02.02 18:00modify280.101.699631.694631.71063
1112024.02.05 12:55s/l280.101.694631.694631.71063-36.9810065.63
1122024.02.13 19:00sell290.101.709530.000000.00000
1132024.02.13 19:00modify290.101.709531.714531.69853
1142024.02.14 07:00sell300.101.704580.000000.00000
1152024.02.14 07:00modify300.101.704581.707331.69853
1162024.02.14 07:00modify290.101.709531.707331.69853
1172024.02.14 07:00sell310.101.702780.000000.00000
1182024.02.14 07:00modify310.101.702781.706231.69853
1192024.02.14 07:00modify300.101.704581.706231.69853
1202024.02.14 07:00modify290.101.709531.706231.69853
1212024.02.14 08:12sell320.101.701820.000000.00000
1222024.02.14 08:12modify320.101.701821.705681.69853
1232024.02.14 08:12modify310.101.702781.705681.69853
1242024.02.14 08:12modify300.101.704581.705681.69853
1252024.02.14 08:12modify290.101.709531.705681.69853
1262024.02.14 09:56t/p290.101.698531.705681.6985380.5810146.20
1272024.02.14 09:56t/p300.101.698531.705681.6985344.5810190.78
1282024.02.14 09:56t/p310.101.698531.705681.6985331.3210222.10
1292024.02.14 09:56t/p320.101.698531.705681.6985324.2410246.34
1302024.02.16 20:00sell330.101.700530.000000.00000
1312024.02.16 20:00modify330.101.700531.705531.68953
1322024.02.20 13:30s/l330.101.705531.705531.68953-37.7810208.56
1332024.02.29 19:00buy340.101.713600.000000.00000
1342024.02.29 19:00modify340.101.713601.708601.72460
1352024.03.04 07:01buy350.101.718550.000000.00000
1362024.03.04 07:01modify350.101.718551.715801.72460
1372024.03.04 07:01modify340.101.713601.715801.72460
1382024.03.04 11:49buy360.101.720200.000000.00000
1392024.03.04 11:49modify360.101.720201.716901.72460
1402024.03.04 11:49modify350.101.718551.716901.72460
1412024.03.04 11:49modify340.101.713601.716901.72460
1422024.03.04 13:32buy370.101.721320.000000.00000
1432024.03.04 13:32modify370.101.721321.717451.72460
1442024.03.04 13:32modify360.101.720201.717451.72460
1452024.03.04 13:32modify350.101.718551.717451.72460
1462024.03.04 13:32modify340.101.713601.717451.72460
1472024.03.05 13:20t/p340.101.724601.717451.7246080.6410289.20
1482024.03.05 13:20t/p350.101.724601.717451.7246044.4510333.65
1492024.03.05 13:20t/p360.101.724601.717451.7246032.2910365.94
1502024.03.05 13:20t/p370.101.724601.717451.7246024.0310389.97
1512024.03.06 16:00buy380.101.722390.000000.00000
1522024.03.06 16:00modify380.101.722391.717391.73339
1532024.03.08 12:34buy390.101.727350.000000.00000
1542024.03.08 12:34modify390.101.727351.724591.73339
1552024.03.08 12:34modify380.101.722391.724591.73339
1562024.03.08 13:23buy400.101.729000.000000.00000
1572024.03.08 13:23modify400.101.729001.725691.73339
1582024.03.08 13:23modify390.101.727351.725691.73339
1592024.03.08 13:23modify380.101.722391.725691.73339
1602024.03.08 13:30buy410.101.730110.000000.00000
1612024.03.08 13:30modify410.101.730111.726241.73339
1622024.03.08 13:30modify400.101.729001.726241.73339
1632024.03.08 13:30modify390.101.727351.726241.73339
1642024.03.08 13:30modify380.101.722391.726241.73339
1652024.03.08 15:05t/p380.101.733391.726241.7333980.5010470.48
1662024.03.08 15:05t/p390.101.733391.726241.7333944.5110514.99
1672024.03.08 15:05t/p400.101.733391.726241.7333932.3510547.34
1682024.03.08 15:05t/p410.101.733391.726241.7333924.1710571.51
1692024.04.17 19:00buy420.101.715150.000000.00000
1702024.04.17 19:00modify420.101.715151.710151.72615
1712024.04.19 01:55s/l420.101.710151.710151.72615-37.4110534.10
1722024.04.19 19:00buy430.101.701430.000000.00000
1732024.04.19 19:00modify430.101.701431.696431.71243
1742024.04.22 09:10s/l430.101.696431.696431.71243-36.9910497.11
1752024.04.29 20:00sell440.101.716110.000000.00000
1762024.04.29 20:00modify440.101.716111.721111.70511
1772024.04.30 13:40s/l440.101.721111.721111.70511-37.3210459.79
1782024.05.13 17:00sell450.101.717440.000000.00000
1792024.05.13 17:00modify450.101.717441.722441.70644
1802024.05.14 08:20sell460.101.712490.000000.00000
1812024.05.14 08:20modify460.101.712491.715241.70644
1822024.05.14 08:20modify450.101.717441.715241.70644
1832024.05.14 09:56s/l450.101.715241.715241.7064415.7410475.53
1842024.05.14 09:56s/l460.101.715241.715241.70644-20.2610455.27
1852024.05.17 17:00sell470.101.729100.000000.00000
1862024.05.17 17:00modify470.101.729101.734101.71810
1872024.05.21 07:53s/l470.101.734101.734101.71810-37.7810417.48
1882024.06.17 16:00sell480.101.744620.000000.00000
1892024.06.17 16:00modify480.101.744621.749621.73362
1902024.06.20 11:00sell490.101.739660.000000.00000
1912024.06.20 11:00modify490.101.739661.742421.73362
1922024.06.20 11:00modify480.101.744621.742421.73362
1932024.06.20 12:30sell500.101.738010.000000.00000
1942024.06.20 12:30modify500.101.738011.741321.73362
1952024.06.20 12:30modify490.101.739661.741321.73362
1962024.06.20 12:30modify480.101.744621.741321.73362
1972024.06.20 12:56sell510.101.736920.000000.00000
1982024.06.20 12:56modify510.101.736921.740771.73362
1992024.06.20 12:56modify500.101.738011.740771.73362
2002024.06.20 12:56modify490.101.739661.740771.73362
2012024.06.20 12:56modify480.101.744621.740771.73362
2022024.06.20 19:27t/p480.101.733621.740771.7336278.6910496.18
2032024.06.20 19:27t/p490.101.733621.740771.7336244.5010540.68
2042024.06.20 19:27t/p500.101.733621.740771.7336232.3410573.02
2052024.06.20 19:27t/p510.101.733621.740771.7336224.3110597.33
2062024.07.08 22:00buy520.101.746360.000000.00000
2072024.07.08 22:00modify520.101.746361.741361.75736
2082024.07.11 00:45buy530.101.751320.000000.00000
2092024.07.11 00:45modify530.101.751321.748561.75736
2102024.07.11 00:45modify520.101.746361.748561.75736
2112024.07.11 07:06buy540.101.752970.000000.00000
2122024.07.11 07:06modify540.101.752971.749661.75736
2132024.07.11 07:06modify530.101.751321.749661.75736
2142024.07.11 07:06modify520.101.746361.749661.75736
2152024.07.11 07:27buy550.101.754060.000000.00000
2162024.07.11 07:27modify550.101.754061.750211.75736
2172024.07.11 07:27modify540.101.752971.750211.75736
2182024.07.11 07:27modify530.101.751321.750211.75736
2192024.07.11 07:27modify520.101.746361.750211.75736
2202024.07.11 12:30t/p520.101.757361.750211.7573680.3610677.69
2212024.07.11 12:30t/p530.101.757361.750211.7573644.5110722.20
2222024.07.11 12:30t/p540.101.757361.750211.7573632.3510754.55
2232024.07.11 12:30t/p550.101.757361.750211.7573624.3210778.87
2242024.07.12 16:00sell560.101.769260.000000.00000
2252024.07.12 16:00modify560.101.769261.774261.75826
2262024.07.15 14:32s/l560.101.774261.774261.75826-37.3110741.56
2272024.07.18 22:00buy570.101.773980.000000.00000
2282024.07.18 22:00modify570.101.773981.768981.78498
2292024.07.22 11:00buy580.101.778950.000000.00000
2302024.07.22 11:00modify580.101.778951.776181.78498
2312024.07.22 11:00modify570.101.773981.776181.78498
2322024.07.22 12:45s/l570.101.776181.776181.7849815.9310757.49
2332024.07.22 12:45s/l580.101.776181.776181.78498-20.4210737.07
2342024.07.29 19:00sell590.101.781830.000000.00000
2352024.07.29 19:00modify590.101.781831.786831.77083
2362024.07.30 14:13sell600.101.776840.000000.00000
2372024.07.30 14:13modify600.101.776841.779631.77083
2382024.07.30 14:13modify590.101.781831.779631.77083
2392024.07.31 07:36sell610.101.775220.000000.00000
2402024.07.31 07:36modify610.101.775221.778531.77083
2412024.07.31 07:36modify600.101.776841.778531.77083
2422024.07.31 07:36modify590.101.781831.778531.77083
2432024.07.31 12:15sell620.101.774060.000000.00000
2442024.07.31 12:15modify620.101.774061.777981.77083
2452024.07.31 12:15modify610.101.775221.777981.77083
2462024.07.31 12:15modify600.101.776841.777981.77083
2472024.07.31 12:15modify590.101.781831.777981.77083
2482024.07.31 18:00t/p590.101.770831.777981.7708380.1110817.17
2492024.07.31 18:00t/p600.101.770831.777981.7708343.8110860.98
2502024.07.31 18:00t/p610.101.770831.777981.7708332.3410893.32
2512024.07.31 18:00t/p620.101.770831.777981.7708323.8010917.12
2522024.08.08 17:00sell630.101.750560.000000.00000
2532024.08.08 17:00modify630.101.750561.755561.73956
2542024.08.12 14:38s/l630.101.755561.755561.73956-37.7810879.34
2552024.08.20 16:00sell640.101.775470.000000.00000
2562024.08.20 16:00modify640.101.775471.780471.76447
2572024.08.21 17:45s/l640.101.780471.780471.76447-37.3110842.03
2582024.08.21 20:00sell650.101.779650.000000.00000
2592024.08.21 20:00modify650.101.779651.784651.76865
2602024.08.22 13:26s/l650.101.784651.784651.76865-38.2510803.77
2612024.08.30 20:00buy660.101.770200.000000.00000
2622024.08.30 20:00modify660.101.770201.765201.78120
2632024.08.30 20:59close at stop660.101.770331.765201.781200.9610804.73