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 20:00 (2023.11.01 - 2024.11.01)
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=0.2; 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 test1912Ticks modelled18622042Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread50
Total net profit669.35Gross profit3210.27Gross loss-2540.92
Profit factor1.26Expected payoff4.49
Absolute drawdown501.15Maximal drawdown822.93 (62.26%)Relative drawdown62.26% (822.93)
Total trades149Short positions (won %)82 (45.12%)Long positions (won %)67 (58.21%)
Profit trades (% of total)76 (51.01%)Loss trades (% of total)73 (48.99%)
Largestprofit trade106.25loss trade-115.53
Averageprofit trade42.24loss trade-34.81
Maximumconsecutive wins (profit in money)5 (269.96)consecutive losses (loss in money)6 (-483.94)
Maximalconsecutive profit (count of wins)269.96 (5)consecutive loss (count of losses)-483.94 (6)
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 12:41buy20.101.684950.000000.00000
42023.11.03 12:41modify20.101.684951.682641.69389
52023.11.03 12:41modify10.101.678891.682641.69389
62023.11.03 14:00buy30.101.687910.000000.00000
72023.11.03 14:00modify30.101.687911.683391.69389
82023.11.03 14:00modify20.101.684951.683391.69389
92023.11.03 14:00modify10.101.678891.683391.69389
102023.11.03 14:33buy40.101.690180.000000.00000
112023.11.03 14:33modify40.101.690181.684141.69389
122023.11.03 14:33modify30.101.687911.684141.69389
132023.11.03 14:33modify20.101.684951.684141.69389
142023.11.03 14:33modify10.101.678891.684141.69389
152023.11.03 17:45t/p10.101.693891.684141.69389106.251106.25
162023.11.03 17:45t/p20.101.693891.684141.6938963.411169.66
172023.11.03 17:45t/p30.101.693891.684141.6938942.411212.07
182023.11.03 17:45t/p40.101.693891.684141.6938926.311238.38
192023.11.08 16:00sell50.101.695290.000000.00000
202023.11.08 16:00modify50.101.695291.710291.68029
212023.11.09 13:11sell60.101.689270.000000.00000
222023.11.09 13:11modify60.101.689271.691541.68029
232023.11.09 13:11modify50.101.695291.691541.68029
242023.11.09 13:36s/l50.101.691541.691541.6802925.221263.61
252023.11.09 13:36s/l60.101.691541.691541.68029-16.101247.51
262023.11.09 20:00buy70.101.688150.000000.00000
272023.11.09 20:00modify70.101.688151.673151.70315
282023.11.13 13:15buy80.101.694160.000000.00000
292023.11.13 13:15modify80.101.694161.691901.70315
302023.11.13 13:15modify70.101.688151.691901.70315
312023.11.13 14:08s/l70.101.691901.691901.7031526.331273.84
322023.11.13 14:08s/l80.101.691901.691901.70315-16.031257.81
332023.11.13 20:00sell90.101.693910.000000.00000
342023.11.13 20:00modify90.101.693911.708911.67891
352023.11.14 14:27s/l90.101.708911.708911.67891-106.841150.97
362023.11.15 20:00buy100.101.699460.000000.00000
372023.11.15 20:00modify100.101.699461.684461.71446
382023.11.16 13:42buy110.101.705460.000000.00000
392023.11.16 13:42modify110.101.705461.703211.71446
402023.11.16 13:42modify100.101.699461.703211.71446
412023.11.16 14:58buy120.101.708470.000000.00000
422023.11.16 14:58modify120.101.708471.703961.71446
432023.11.16 14:58modify110.101.705461.703961.71446
442023.11.16 14:58modify100.101.699461.703961.71446
452023.11.16 15:07buy130.101.710710.000000.00000
462023.11.16 15:07modify130.101.710711.704711.71446
472023.11.16 15:07modify120.101.708471.704711.71446
482023.11.16 15:07modify110.101.705461.704711.71446
492023.11.16 15:07modify100.101.699461.704711.71446
502023.11.17 07:00s/l100.101.704711.704711.7144636.691187.66
512023.11.17 07:00s/l110.101.704711.704711.71446-5.461182.20
522023.11.17 07:00s/l120.101.704711.704711.71446-26.811155.39
532023.11.17 07:00s/l130.101.704711.704711.71446-42.701112.70
542023.11.17 12:00sell140.101.705960.000000.00000
552023.11.17 12:00modify140.101.705961.720961.69096
562023.11.21 08:18s/l140.101.720961.720961.69096-107.301005.40
572023.11.21 20:00sell150.101.717910.000000.00000
582023.11.21 20:00modify150.101.717911.732911.70291
592023.11.22 15:49sell160.101.711900.000000.00000
602023.11.22 15:49modify160.101.711901.714161.70291
612023.11.22 15:49modify150.101.717911.714161.70291
622023.11.23 06:53sell170.101.708910.000000.00000
632023.11.23 06:53modify170.101.708911.713411.70291
642023.11.23 06:53modify160.101.711901.713411.70291
652023.11.23 06:53modify150.101.717911.713411.70291
662023.11.23 09:30s/l150.101.713411.713411.7029130.081035.48
672023.11.23 09:30s/l160.101.713411.713411.70291-12.091023.39
682023.11.23 09:30s/l170.101.713411.713411.70291-31.92991.47
692023.11.24 12:00sell180.101.719750.000000.00000
702023.11.24 12:00modify180.101.719751.734751.70475
712023.11.24 15:43sell190.101.713740.000000.00000
722023.11.24 15:43modify190.101.713741.716001.70475
732023.11.24 15:43modify180.101.719751.716001.70475
742023.11.24 16:00s/l180.101.716001.716001.7047526.591018.06
752023.11.24 16:00s/l190.101.716001.716001.70475-16.031002.03
762023.11.27 12:00sell200.101.722150.000000.00000
772023.11.27 12:00modify200.101.722151.737151.70715
782023.11.28 07:12sell210.101.716150.000000.00000
792023.11.28 07:12modify210.101.716151.718401.70715
802023.11.28 07:12modify200.101.722151.718401.70715
812023.11.28 13:24s/l200.101.718401.718401.7071526.141028.17
822023.11.28 13:24s/l210.101.718401.718401.70715-15.951012.22
832023.11.28 16:00sell220.101.722520.000000.00000
842023.11.28 16:00modify220.101.722521.737521.70752
852023.11.30 14:37sell230.101.716520.000000.00000
862023.11.30 14:37modify230.101.716521.718771.70752
872023.11.30 14:37modify220.101.722521.718771.70752
882023.11.30 15:15sell240.101.713490.000000.00000
892023.11.30 15:15modify240.101.713491.718021.70752
902023.11.30 15:15modify230.101.716521.718021.70752
912023.11.30 15:15modify220.101.722521.718021.70752
922023.11.30 16:20s/l220.101.718021.718021.7075230.081042.30
932023.11.30 16:20s/l230.101.718021.718021.70752-10.641031.66
942023.11.30 16:20s/l240.101.718021.718021.70752-32.13999.53
952023.12.04 12:00sell250.101.717120.000000.00000
962023.12.04 12:00modify250.101.717121.732121.70212
972023.12.04 14:08sell260.101.711100.000000.00000
982023.12.04 14:08modify260.101.711101.713371.70212
992023.12.04 14:08modify250.101.717121.713371.70212
1002023.12.04 14:36sell270.101.708100.000000.00000
1012023.12.04 14:36modify270.101.708101.712621.70212
1022023.12.04 14:36modify260.101.711101.712621.70212
1032023.12.04 14:36modify250.101.717121.712621.70212
1042023.12.04 15:47sell280.101.705860.000000.00000
1052023.12.04 15:47modify280.101.705861.711871.70212
1062023.12.04 15:47modify270.101.708101.711871.70212
1072023.12.04 15:47modify260.101.711101.711871.70212
1082023.12.04 15:47modify250.101.717121.711871.70212
1092023.12.05 00:37s/l250.101.711871.711871.7021236.771036.30
1102023.12.05 00:37s/l260.101.711871.711871.70212-5.921030.38
1112023.12.05 00:37s/l270.101.711871.711871.70212-27.191003.19
1122023.12.05 00:37s/l280.101.711871.711871.70212-43.08960.11
1132023.12.06 20:00buy290.101.707120.000000.00000
1142023.12.06 20:00modify290.101.707121.692121.72212
1152023.12.07 17:42buy300.101.713120.000000.00000
1162023.12.07 17:42modify300.101.713121.710871.72212
1172023.12.07 17:42modify290.101.707121.710871.72212
1182023.12.07 18:28s/l290.101.710871.710871.7221226.18986.30
1192023.12.07 18:28s/l300.101.710871.710871.72212-15.96970.34
1202023.12.08 16:00buy310.101.704380.000000.00000
1212023.12.08 16:00modify310.101.704381.689381.71938
1222023.12.11 11:14buy320.101.710410.000000.00000
1232023.12.11 11:14modify320.101.710411.708131.71938
1242023.12.11 11:14modify310.101.704381.708131.71938
1252023.12.11 12:35s/l310.101.708131.708131.7193826.46996.80
1262023.12.11 12:35s/l320.101.708131.708131.71938-16.17980.63
1272023.12.11 16:00buy330.101.702690.000000.00000
1282023.12.11 16:00modify330.101.702691.687691.71769
1292023.12.12 13:30buy340.101.708730.000000.00000
1302023.12.12 13:30modify340.101.708731.706441.71769
1312023.12.12 13:30modify330.101.702691.706441.71769
1322023.12.12 13:35s/l330.101.706441.706441.7176926.451007.09
1332023.12.12 13:35s/l340.101.706441.706441.71769-16.24990.85
1342023.12.12 16:00sell350.101.708260.000000.00000
1352023.12.12 16:00modify350.101.708261.723261.69326
1362023.12.13 07:49sell360.101.702250.000000.00000
1372023.12.13 07:49modify360.101.702251.704511.69326
1382023.12.13 07:49modify350.101.708261.704511.69326
1392023.12.13 08:06s/l350.101.704511.704511.6932626.131016.98
1402023.12.13 08:06s/l360.101.704511.704511.69326-16.031000.95
1412023.12.13 16:00buy370.101.700490.000000.00000
1422023.12.13 16:00modify370.101.700491.685491.71549
1432023.12.13 19:43buy380.101.706500.000000.00000
1442023.12.13 19:43modify380.101.706501.704241.71549
1452023.12.13 19:43modify370.101.700491.704241.71549
1462023.12.13 19:53s/l370.101.704241.704241.7154926.601027.55
1472023.12.13 19:53s/l380.101.704241.704241.71549-16.031011.52
1482023.12.14 08:00buy390.101.700860.000000.00000
1492023.12.14 08:00modify390.101.700861.685861.71586
1502023.12.14 12:00buy400.101.706890.000000.00000
1512023.12.14 12:00modify400.101.706891.704611.71586
1522023.12.14 12:00modify390.101.700861.704611.71586
1532023.12.14 12:19buy410.101.709860.000000.00000
1542023.12.14 12:19modify410.101.709861.705361.71586
1552023.12.14 12:19modify400.101.706891.705361.71586
1562023.12.14 12:19modify390.101.700861.705361.71586
1572023.12.14 13:15s/l390.101.705361.705361.7158631.911043.43
1582023.12.14 13:15s/l400.101.705361.705361.71586-10.851032.58
1592023.12.14 13:15s/l410.101.705361.705361.71586-31.921000.66
1602023.12.14 16:00sell420.101.712280.000000.00000
1612023.12.14 16:00modify420.101.712281.727281.69728
1622023.12.15 08:29sell430.101.706280.000000.00000
1632023.12.15 08:29modify430.101.706281.708531.69728
1642023.12.15 08:29modify420.101.712281.708531.69728
1652023.12.15 09:57s/l420.101.708531.708531.6972826.141026.80
1662023.12.15 09:57s/l430.101.708531.708531.69728-15.951010.85
1672023.12.15 16:00buy440.101.698340.000000.00000
1682023.12.15 16:00modify440.101.698341.683341.71334
1692023.12.19 12:55buy450.101.704340.000000.00000
1702023.12.19 12:55modify450.101.704341.702091.71334
1712023.12.19 12:55modify440.101.698341.702091.71334
1722023.12.19 13:30s/l440.101.702091.702091.7133426.331037.18
1732023.12.19 13:30s/l450.101.702091.702091.71334-15.961021.22
1742023.12.20 08:00buy460.101.690270.000000.00000
1752023.12.20 08:00modify460.101.690271.675271.70527
1762024.01.04 10:04buy470.101.696270.000000.00000
1772024.01.04 10:04modify470.101.696271.694021.70527
1782024.01.04 10:04modify460.101.690271.694021.70527
1792024.01.04 10:37s/l460.101.694021.694021.7052724.291045.51
1802024.01.04 10:37s/l470.101.694021.694021.70527-15.951029.56
1812024.01.05 16:00sell480.101.698770.000000.00000
1822024.01.05 16:00modify480.101.698771.713771.68377
1832024.01.17 08:13s/l480.101.713771.713771.68377-110.96918.60
1842024.01.17 20:00sell490.101.713650.000000.00000
1852024.01.17 20:00modify490.101.713651.728651.69865
1862024.01.19 09:41sell500.101.707650.000000.00000
1872024.01.19 09:41modify500.101.707651.709901.69865
1882024.01.19 09:41modify490.101.713651.709901.69865
1892024.01.21 22:52sell510.101.704600.000000.00000
1902024.01.21 22:52modify510.101.704601.709151.69865
1912024.01.21 22:52modify500.101.707651.709151.69865
1922024.01.21 22:52modify490.101.713651.709151.69865
1932024.01.22 05:11s/l490.101.709151.709151.6986529.62948.22
1942024.01.22 05:11s/l500.101.709151.709151.69865-11.10937.12
1952024.01.22 05:11s/l510.101.709151.709151.69865-32.73904.39
1962024.01.22 20:00sell520.101.711730.000000.00000
1972024.01.22 20:00modify520.101.711731.726731.69673
1982024.01.23 22:45sell530.101.705620.000000.00000
1992024.01.23 22:45modify530.101.705621.707981.69673
2002024.01.23 22:45modify520.101.711731.707981.69673
2012024.01.23 22:46s/l520.101.707981.707981.6967326.13930.53
2022024.01.23 22:46s/l530.101.707981.707981.69673-16.74913.79
2032024.01.24 16:00sell540.101.719780.000000.00000
2042024.01.24 16:00modify540.101.719781.734781.70478
2052024.01.25 16:10sell550.101.713780.000000.00000
2062024.01.25 16:10modify550.101.713781.716031.70478
2072024.01.25 16:10modify540.101.719781.716031.70478
2082024.01.25 22:27sell560.101.710720.000000.00000
2092024.01.25 22:27modify560.101.710721.715281.70478
2102024.01.25 22:27modify550.101.713781.715281.70478
2112024.01.25 22:27modify540.101.719781.715281.70478
2122024.01.26 07:46sell570.101.708500.000000.00000
2132024.01.26 07:46modify570.101.708501.714531.70478
2142024.01.26 07:46modify560.101.710721.714531.70478
2152024.01.26 07:46modify550.101.713781.714531.70478
2162024.01.26 07:46modify540.101.719781.714531.70478
2172024.01.29 14:14t/p540.101.704781.714531.70478104.081017.86
2182024.01.29 14:14t/p550.101.704781.714531.7047862.901080.76
2192024.01.29 14:14t/p560.101.704781.714531.7047841.201121.97
2202024.01.29 14:14t/p570.101.704781.714531.7047825.921147.89
2212024.02.01 20:00sell580.101.706150.000000.00000
2222024.02.01 20:00modify580.101.706151.721151.69115
2232024.02.02 16:30sell590.101.700150.000000.00000
2242024.02.02 16:30modify590.101.700151.702401.69115
2252024.02.02 16:30modify580.101.706151.702401.69115
2262024.02.05 10:07sell600.101.697140.000000.00000
2272024.02.05 10:07modify600.101.697141.701651.69115
2282024.02.05 10:07modify590.101.700151.701651.69115
2292024.02.05 10:07modify580.101.706151.701651.69115
2302024.02.05 12:15sell610.101.694900.000000.00000
2312024.02.05 12:15modify610.101.694901.700901.69115
2322024.02.05 12:15modify600.101.697141.700901.69115
2332024.02.05 12:15modify590.101.700151.700901.69115
2342024.02.05 12:15modify580.101.706151.700901.69115
2352024.02.06 14:00s/l580.101.700901.700901.6911535.851183.74
2362024.02.06 14:00s/l590.101.700901.700901.69115-6.241177.51
2372024.02.06 14:00s/l600.101.700901.700901.69115-27.131150.38
2382024.02.06 14:00s/l610.101.700901.700901.69115-43.011107.37
2392024.02.07 08:00sell620.101.702260.000000.00000
2402024.02.07 08:00modify620.101.702261.717261.68726
2412024.02.08 13:43sell630.101.696230.000000.00000
2422024.02.08 13:43modify630.101.696231.698511.68726
2432024.02.08 13:43modify620.101.702261.698511.68726
2442024.02.08 14:42s/l620.101.698511.698511.6872625.211132.58
2452024.02.08 14:42s/l630.101.698511.698511.68726-16.171116.41
2462024.02.13 12:00sell640.101.703550.000000.00000
2472024.02.13 12:00modify640.101.703551.718551.68855
2482024.02.14 10:32sell650.101.697550.000000.00000
2492024.02.14 10:32modify650.101.697551.699801.68855
2502024.02.14 10:32modify640.101.703551.699801.68855
2512024.02.14 12:13s/l640.101.699801.699801.6885526.131142.54
2522024.02.14 12:13s/l650.101.699801.699801.68855-15.961126.58
2532024.02.15 08:00buy660.101.699440.000000.00000
2542024.02.15 08:00modify660.101.699441.684441.71444
2552024.02.20 13:30buy670.101.705640.000000.00000
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5362024.10.18 06:07buy1390.101.801170.000000.00000
5372024.10.18 06:07modify1390.101.801171.796601.80710
5382024.10.18 06:07modify1380.101.798211.796601.80710
5392024.10.18 06:07modify1370.101.792101.796601.80710
5402024.10.21 17:53s/l1370.101.796601.796601.8071031.231446.91
5412024.10.21 17:53s/l1380.101.796601.796601.80710-11.561435.36
5422024.10.21 17:53s/l1390.101.796601.796601.80710-32.551402.81
5432024.10.22 16:00buy1400.101.793940.000000.00000
5442024.10.22 16:00modify1400.101.793941.778941.80894
5452024.10.25 13:36buy1410.101.799950.000000.00000
5462024.10.25 13:36modify1410.101.799951.797691.80894
5472024.10.25 13:36modify1400.101.793941.797691.80894
5482024.10.28 09:34buy1420.101.802940.000000.00000
5492024.10.28 09:34modify1420.101.802941.798441.80894
5502024.10.28 09:34modify1410.101.799951.798441.80894
5512024.10.28 09:34modify1400.101.793941.798441.80894
5522024.10.28 11:58buy1430.101.805210.000000.00000
5532024.10.28 11:58modify1430.101.805211.799191.80894
5542024.10.28 11:58modify1420.101.802941.799191.80894
5552024.10.28 11:58modify1410.101.799951.799191.80894
5562024.10.28 11:58modify1400.101.793941.799191.80894
5572024.10.29 15:53t/p1400.101.808941.799191.80894105.431508.24
5582024.10.29 15:53t/p1410.101.808941.799191.8089463.491571.73
5592024.10.29 15:53t/p1420.101.808941.799191.8089442.411614.15
5602024.10.29 15:53t/p1430.101.808941.799191.8089426.321640.47
5612024.10.29 16:00sell1440.101.808590.000000.00000
5622024.10.29 16:00modify1440.101.808591.823591.79359
5632024.10.30 12:46sell1450.101.802490.000000.00000
5642024.10.30 12:46modify1450.101.802491.804841.79359
5652024.10.30 12:46modify1440.101.808591.804841.79359
5662024.10.30 13:00s/l1440.101.804841.804841.7935926.131666.60
5672024.10.30 13:00s/l1450.101.804841.804841.79359-16.671649.93
5682024.10.30 16:00sell1460.101.809910.000000.00000
5692024.10.30 16:00modify1460.101.809911.824911.79491
5702024.10.30 17:53sell1470.101.803900.000000.00000
5712024.10.30 17:53modify1470.101.803901.806161.79491
5722024.10.30 17:53modify1460.101.809911.806161.79491
5732024.10.30 21:05sell1480.101.800890.000000.00000
5742024.10.30 21:05modify1480.101.800891.805411.79491
5752024.10.30 21:05modify1470.101.803901.805411.79491
5762024.10.30 21:05modify1460.101.809911.805411.79491
5772024.10.31 06:51s/l1460.101.805411.805411.7949130.531680.47
5782024.10.31 06:51s/l1470.101.805411.805411.79491-12.091668.38
5792024.10.31 06:51s/l1480.101.805411.805411.79491-33.431634.95
5802024.10.31 16:00buy1490.101.792260.000000.00000
5812024.10.31 16:00modify1490.101.792261.777261.80726
5822024.10.31 23:59close at stop1490.101.797111.777261.8072634.401669.35