Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 23:59 (2023.11.01 - 2024.11.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
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=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 test2612Ticks modelled4224Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread50
Total net profit184.64Gross profit1786.04Gross loss-1601.40
Profit factor1.12Expected payoff3.69
Absolute drawdown108.23Maximal drawdown672.51 (42.99%)Relative drawdown42.99% (672.51)
Total trades50Short positions (won %)37 (51.35%)Long positions (won %)13 (76.92%)
Profit trades (% of total)29 (58.00%)Loss trades (% of total)21 (42.00%)
Largestprofit trade106.29loss trade-115.58
Averageprofit trade61.59loss trade-76.26
Maximumconsecutive wins (profit in money)4 (205.05)consecutive losses (loss in money)4 (-350.46)
Maximalconsecutive profit (count of wins)312.63 (3)consecutive loss (count of losses)-350.46 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.02 16:00buy10.101.678890.000000.00000
22023.11.02 16:00modify10.101.678891.663891.69389
32023.11.03 20:00t/p10.101.693891.663891.69389106.291106.29
42023.11.08 16:00sell20.101.695290.000000.00000
52023.11.08 16:00modify20.101.695291.710291.68029
62023.11.09 16:00sell30.101.689260.000000.00000
72023.11.09 16:00modify30.101.689261.691541.68029
82023.11.09 16:00modify20.101.695291.691541.68029
92023.11.13 12:00s/l20.101.691541.691541.6802924.311130.60
102023.11.13 12:00s/l30.101.691541.691541.68029-17.101113.50
112023.11.13 12:00sell40.101.691370.000000.00000
122023.11.13 12:00modify40.101.691371.706371.67637
132023.11.14 16:00s/l40.101.706371.706371.67637-106.871006.64
142023.11.15 20:00buy50.101.699460.000000.00000
152023.11.15 20:00modify50.101.699461.684461.71446
162023.11.20 16:00t/p50.101.714461.684461.71446105.741112.38
172023.11.20 16:00sell60.101.715060.000000.00000
182023.11.20 16:00modify60.101.715061.730061.70006
192023.12.08 04:00sell70.101.708970.000000.00000
202023.12.08 04:00modify70.101.708971.711311.70006
212023.12.08 04:00modify60.101.715061.711311.70006
222023.12.11 12:00s/l60.101.711311.711311.7000616.971129.35
232023.12.11 12:00s/l70.101.711311.711311.70006-17.061112.29
242023.12.11 12:00sell80.101.711080.000000.00000
252023.12.11 12:00modify80.101.711081.726081.69608
262023.12.15 20:00t/p80.101.696081.726081.69608103.671215.95
272023.12.19 12:00sell90.101.700590.000000.00000
282023.12.19 12:00modify90.101.700591.715591.68559
292023.12.21 12:00t/p90.101.685591.715591.68559104.581320.53
302023.12.21 16:00buy100.101.684420.000000.00000
312023.12.21 16:00modify100.101.684421.669421.69942
322024.01.05 16:00t/p100.101.699421.669421.69942104.391424.92
332024.01.05 16:00sell110.101.698770.000000.00000
342024.01.05 16:00modify110.101.698771.713771.68377
352024.01.17 12:00s/l110.101.713771.713771.68377-111.001313.92
362024.01.17 20:00sell120.101.713650.000000.00000
372024.01.17 20:00modify120.101.713651.728651.69865
382024.01.23 16:00sell130.101.707350.000000.00000
392024.01.23 16:00modify130.101.707351.709901.69865
402024.01.23 16:00modify120.101.713651.709901.69865
412024.01.24 04:00s/l120.101.709901.709901.6986523.391337.31
422024.01.24 04:00s/l130.101.709901.709901.69865-18.551318.76
432024.01.24 16:00sell140.101.719780.000000.00000
442024.01.24 16:00modify140.101.719781.734781.70478
452024.01.26 16:00sell150.101.710530.000000.00000
462024.01.26 16:00modify150.101.710531.715281.70478
472024.01.26 16:00modify140.101.719781.715281.70478
482024.01.26 20:00sell160.101.708330.000000.00000
492024.01.26 20:00modify160.101.708331.714531.70478
502024.01.26 20:00modify150.101.710531.714531.70478
512024.01.26 20:00modify140.101.719781.714531.70478
522024.01.29 16:00t/p140.101.704781.714531.70478104.131422.89
532024.01.29 16:00t/p150.101.704781.714531.7047840.331463.22
542024.01.29 16:00t/p160.101.704781.714531.7047824.731487.95
552024.02.01 20:00sell170.101.706150.000000.00000
562024.02.01 20:00modify170.101.706151.721151.69115
572024.02.05 16:00sell180.101.694760.000000.00000
582024.02.05 16:00modify180.101.694761.700901.69115
592024.02.05 16:00modify170.101.706151.700901.69115
602024.02.06 16:00s/l170.101.700901.700901.6911535.861523.81
612024.02.06 16:00s/l180.101.700901.700901.69115-44.021479.79
622024.02.07 08:00sell190.101.702260.000000.00000
632024.02.07 08:00modify190.101.702261.717261.68726
642024.02.09 12:00sell200.101.696020.000000.00000
652024.02.09 12:00modify200.101.696021.698511.68726
662024.02.09 12:00modify190.101.702261.698511.68726
672024.02.09 16:00s/l190.101.698511.698511.6872624.781504.57
682024.02.09 16:00s/l200.101.698511.698511.68726-17.661486.91
692024.02.13 12:00sell210.101.703550.000000.00000
702024.02.13 12:00modify210.101.703551.718551.68855
712024.02.28 12:00s/l210.101.718551.718551.68855-113.291373.62
722024.02.28 12:00sell220.101.717770.000000.00000
732024.02.28 12:00modify220.101.717771.732771.70277
742024.03.08 16:00s/l220.101.732771.732771.70277-111.461262.16
752024.03.12 08:00buy230.101.723600.000000.00000
762024.03.12 08:00modify230.101.723601.708601.73860
772024.03.22 12:00s/l230.101.708601.708601.73860-108.061154.11
782024.03.25 12:00sell240.101.716640.000000.00000
792024.03.25 12:00modify240.101.716641.731641.70164
802024.04.19 20:00t/p240.101.701641.731641.7016494.031248.13
812024.04.23 12:00sell250.101.699360.000000.00000
822024.04.23 12:00modify250.101.699361.714361.68436
832024.04.29 16:00s/l250.101.714361.714361.68436-109.171138.96
842024.04.29 16:00sell260.101.713230.000000.00000
852024.04.29 16:00modify260.101.713231.728231.69823
862024.05.17 16:00s/l260.101.728231.728231.69823-115.581023.38
872024.05.17 16:00sell270.101.729470.000000.00000
882024.05.17 16:00modify270.101.729471.744471.71447
892024.05.24 12:00s/l270.101.744471.744471.71447-109.62913.76
902024.05.31 08:00buy280.101.737130.000000.00000
912024.05.31 08:00modify280.101.737131.722131.75213
922024.06.04 00:00buy290.101.746230.000000.00000
932024.06.04 00:00modify290.101.746231.741631.75213
942024.06.04 00:00modify280.101.737131.741631.75213
952024.06.05 16:00t/p280.101.752131.741631.75213106.011019.77
962024.06.05 16:00t/p290.101.752131.741631.7521341.721061.50
972024.06.05 20:00sell300.101.750990.000000.00000
982024.06.05 20:00modify300.101.750991.765991.73599
992024.06.17 00:00sell310.101.741920.000000.00000
1002024.06.17 00:00modify310.101.741921.746491.73599
1012024.06.17 00:00modify300.101.750991.746491.73599
1022024.06.19 08:00s/l300.101.746491.746491.7359925.501086.99
1032024.06.19 08:00s/l310.101.746491.746491.73599-33.341053.66
1042024.06.20 12:00buy320.101.739410.000000.00000
1052024.06.20 12:00modify320.101.739411.724411.75441
1062024.07.11 00:00buy330.101.750850.000000.00000
1072024.07.11 00:00modify330.101.750851.744661.75441
1082024.07.11 00:00modify320.101.739411.744661.75441
1092024.07.11 12:00t/p320.101.754411.744661.75441103.571157.23
1102024.07.11 12:00t/p330.101.754411.744661.7544125.261182.49
1112024.07.16 08:00sell340.101.775080.000000.00000
1122024.07.16 08:00modify340.101.775081.790081.76008
1132024.08.05 16:00sell350.101.763800.000000.00000
1142024.08.05 16:00modify350.101.763801.769831.76008
1152024.08.05 16:00modify340.101.775081.769831.76008
1162024.08.06 12:00t/p340.101.760081.769831.7600896.781279.27
1172024.08.06 12:00t/p350.101.760081.769831.7600825.931305.20
1182024.08.08 16:00sell360.101.750720.000000.00000
1192024.08.08 16:00modify360.101.750721.765721.73572
1202024.08.15 20:00s/l360.101.765721.765721.73572-109.621195.58
1212024.08.15 20:00sell370.101.765340.000000.00000
1222024.08.15 20:00modify370.101.765341.780341.75034
1232024.08.21 20:00s/l370.101.780341.780341.75034-108.241087.33
1242024.08.21 20:00sell380.101.779650.000000.00000
1252024.08.21 20:00modify380.101.779651.794651.76465
1262024.09.02 20:00sell390.101.773640.000000.00000
1272024.09.02 20:00modify390.101.773641.775901.76465
1282024.09.02 20:00modify380.101.779651.775901.76465
1292024.09.03 04:00s/l380.101.775901.775901.7646520.641107.97
1302024.09.03 04:00s/l390.101.775901.775901.76465-16.491091.48
1312024.09.03 12:00sell400.101.777690.000000.00000
1322024.09.03 12:00modify400.101.777691.792691.76269
1332024.09.16 12:00s/l400.101.792691.792691.76269-112.37979.11
1342024.09.19 12:00sell410.101.800680.000000.00000
1352024.09.19 12:00modify410.101.800681.815681.78568
1362024.10.01 16:00sell420.101.791530.000000.00000
1372024.10.01 16:00modify420.101.791531.796181.78568
1382024.10.01 16:00modify410.101.800681.796181.78568
1392024.10.02 16:00sell430.101.789420.000000.00000
1402024.10.02 16:00modify430.101.789421.795431.78568
1412024.10.02 16:00modify420.101.791531.795431.78568
1422024.10.02 16:00modify410.101.800681.795431.78568
1432024.10.03 08:00t/p410.101.785681.795431.7856899.991079.10
1442024.10.03 08:00t/p420.101.785681.795431.7856839.671118.76
1452024.10.03 08:00t/p430.101.785681.795431.7856825.151143.92
1462024.10.03 08:00buy440.101.779210.000000.00000
1472024.10.03 08:00modify440.101.779211.764211.79421
1482024.10.04 12:00buy450.101.785360.000000.00000
1492024.10.04 12:00modify450.101.785361.782961.79421
1502024.10.04 12:00modify440.101.779211.782961.79421
1512024.10.04 16:00s/l440.101.782961.782961.7942126.461170.38
1522024.10.04 16:00s/l450.101.782961.782961.79421-17.031153.35
1532024.10.07 12:00buy460.101.777210.000000.00000
1542024.10.07 12:00modify460.101.777211.762211.79221
1552024.10.09 08:00buy470.101.788690.000000.00000
1562024.10.09 08:00modify470.101.788691.782461.79221
1572024.10.09 08:00modify460.101.777211.782461.79221
1582024.10.09 20:00t/p460.101.792211.782461.79221106.151259.50
1592024.10.09 20:00t/p470.101.792211.782461.7922124.981284.48
1602024.10.11 08:00sell480.101.798640.000000.00000
1612024.10.11 08:00modify480.101.798641.813641.78364
1622024.10.30 16:00s/l480.101.813641.813641.78364-114.211170.27
1632024.10.30 16:00sell490.101.809910.000000.00000
1642024.10.30 16:00modify490.101.809911.824911.79491
1652024.10.31 16:00t/p490.101.794911.824911.79491105.031275.31
1662024.10.31 16:00buy500.101.792260.000000.00000
1672024.10.31 16:00modify500.101.792261.777261.80726
1682024.10.31 23:59close at stop500.101.779481.777261.80726-90.671184.64