Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:00 (2023.11.01 - 2024.11.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; 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 test7238Ticks modelled157268Modelling qualityn/a
Mismatched charts errors1
Initial deposit1000.00Spread50
Total net profit1447.88Gross profit1635.49Gross loss-187.61
Profit factor8.72Expected payoff39.13
Absolute drawdown16.44Maximal drawdown183.70 (10.10%)Relative drawdown11.80% (157.36)
Total trades37Short positions (won %)15 (80.00%)Long positions (won %)22 (90.91%)
Profit trades (% of total)32 (86.49%)Loss trades (% of total)5 (13.51%)
Largestprofit trade92.08loss trade-104.03
Averageprofit trade51.11loss trade-37.52
Maximumconsecutive wins (profit in money)12 (619.18)consecutive losses (loss in money)2 (-49.21)
Maximalconsecutive profit (count of wins)619.18 (12)consecutive loss (count of losses)-104.03 (1)
Averageconsecutive wins8consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.08 18:00sell10.101.696860.000000.00000
22023.11.08 18:00modify10.101.696861.710861.68386
32023.11.09 11:20sell20.101.690850.000000.00000
42023.11.09 11:20modify20.101.690851.696211.68386
52023.11.09 11:20modify10.101.696861.696211.68386
62023.11.09 12:20sell30.101.689440.000000.00000
72023.11.09 12:20modify30.101.689441.693611.68386
82023.11.09 12:20modify20.101.690851.693611.68386
92023.11.09 12:20modify10.101.696861.693611.68386
102023.11.09 19:15sell40.101.687700.000000.00000
112023.11.09 19:15modify40.101.687701.691661.68386
122023.11.09 19:15modify30.101.689441.691661.68386
132023.11.09 19:15modify20.101.690851.691661.68386
142023.11.09 19:15modify10.101.696861.691661.68386
152023.11.12 22:32t/p10.101.683861.691661.6838690.511090.51
162023.11.12 22:32t/p20.101.683861.691661.6838649.191139.70
172023.11.12 22:32t/p30.101.683861.691661.6838639.171178.87
182023.11.12 22:32t/p40.101.683861.691661.6838626.811205.68
192024.01.17 11:00sell50.101.713610.000000.00000
202024.01.17 11:00modify50.101.713611.727611.70061
212024.01.19 09:45sell60.101.707610.000000.00000
222024.01.19 09:45modify60.101.707611.712961.70061
232024.01.19 09:45modify50.101.713611.712961.70061
242024.01.19 10:20sell70.101.706310.000000.00000
252024.01.19 10:20modify70.101.706311.710361.70061
262024.01.19 10:20modify60.101.707611.710361.70061
272024.01.19 10:20modify50.101.713611.710361.70061
282024.01.22 06:20s/l50.101.710361.710361.7006120.801226.48
292024.01.22 06:20s/l60.101.710361.710361.70061-19.991206.49
302024.01.22 06:20s/l70.101.710361.710361.70061-29.221177.27
312024.02.13 19:00sell80.101.709530.000000.00000
322024.02.13 19:00modify80.101.709531.723531.69653
332024.02.14 07:30sell90.101.703660.000000.00000
342024.02.14 07:30modify90.101.703661.708881.69653
352024.02.14 07:30modify80.101.709531.708881.69653
362024.02.14 07:50sell100.101.702080.000000.00000
372024.02.14 07:50modify100.101.702081.706281.69653
382024.02.14 07:50modify90.101.703661.706281.69653
392024.02.14 07:50modify80.101.709531.706281.69653
402024.02.14 08:37sell110.101.700420.000000.00000
412024.02.14 08:37modify110.101.700421.704331.69653
422024.02.14 08:37modify100.101.702081.704331.69653
432024.02.14 08:37modify90.101.703661.704331.69653
442024.02.14 08:37modify80.101.709531.704331.69653
452024.02.15 21:50t/p80.101.696531.704331.6965390.511267.77
462024.02.15 21:50t/p90.101.696531.704331.6965349.271317.05
472024.02.15 21:50t/p100.101.696531.704331.6965338.041355.09
482024.02.15 21:50t/p110.101.696531.704331.6965326.251381.35
492024.04.22 13:00buy120.101.690410.000000.00000
502024.04.22 13:00modify120.101.690411.676411.70341
512024.04.23 08:45buy130.101.696310.000000.00000
522024.04.23 08:45modify130.101.696311.691061.70341
532024.04.23 08:45modify120.101.690411.691061.70341
542024.04.23 11:35buy140.101.697680.000000.00000
552024.04.23 11:35modify140.101.697681.693661.70341
562024.04.23 11:35modify130.101.696311.693661.70341
572024.04.23 11:35modify120.101.690411.693661.70341
582024.04.23 11:55buy150.101.699700.000000.00000
592024.04.23 11:55modify150.101.699701.695611.70341
602024.04.23 11:55modify140.101.697681.695611.70341
612024.04.23 11:55modify130.101.696311.695611.70341
622024.04.23 11:55modify120.101.690411.695611.70341
632024.04.24 12:40t/p120.101.703411.695611.7034192.081473.42
642024.04.24 12:40t/p130.101.703411.695611.7034150.301523.73
652024.04.24 12:40t/p140.101.703411.695611.7034140.571564.30
662024.04.24 12:40t/p150.101.703411.695611.7034126.221590.53
672024.06.20 15:00buy160.101.737200.000000.00000
682024.06.20 15:00modify160.101.737201.723201.75020
692024.07.05 12:45buy170.101.743270.000000.00000
702024.07.05 12:45modify170.101.743271.737851.75020
712024.07.05 12:45modify160.101.737201.737851.75020
722024.07.05 12:55buy180.101.744640.000000.00000
732024.07.05 12:55modify180.101.744641.740451.75020
742024.07.05 12:55modify170.101.743271.740451.75020
752024.07.05 12:55modify160.101.737201.740451.75020
762024.07.05 14:37buy190.101.746340.000000.00000
772024.07.05 14:37modify190.101.746341.742401.75020
782024.07.05 14:37modify180.101.744641.742401.75020
792024.07.05 14:37modify170.101.743271.742401.75020
802024.07.05 14:37modify160.101.737201.742401.75020
812024.07.08 12:20t/p160.101.750201.742401.7502090.181680.71
822024.07.08 12:20t/p170.101.750201.742401.7502049.091729.80
832024.07.08 12:20t/p180.101.750201.742401.7502039.361769.17
842024.07.08 12:20t/p190.101.750201.742401.7502027.281796.45
852024.07.12 16:00sell200.101.769260.000000.00000
862024.07.12 16:00modify200.101.769261.783261.75626
872024.07.24 13:45s/l200.101.783261.783261.75626-104.031692.42
882024.08.06 19:00buy210.101.748590.000000.00000
892024.08.06 19:00modify210.101.748591.734591.76159
902024.08.12 06:20buy220.101.754730.000000.00000
912024.08.12 06:20modify220.101.754731.749241.76159
922024.08.12 06:20modify210.101.748591.749241.76159
932024.08.12 15:57buy230.101.755800.000000.00000
942024.08.12 15:57modify230.101.755801.751841.76159
952024.08.12 15:57modify220.101.754731.751841.76159
962024.08.12 15:57modify210.101.748591.751841.76159
972024.08.13 06:10buy240.101.757940.000000.00000
982024.08.13 06:10modify240.101.757941.753791.76159
992024.08.13 06:10modify230.101.755801.753791.76159
1002024.08.13 06:10modify220.101.754731.753791.76159
1012024.08.13 06:10modify210.101.748591.753791.76159
1022024.08.13 14:37t/p210.101.761591.753791.7615991.401783.83
1032024.08.13 14:37t/p220.101.761591.753791.7615948.591832.42
1042024.08.13 14:37t/p230.101.761591.753791.7615940.991873.41
1052024.08.13 14:37t/p240.101.761591.753791.7615925.931899.34
1062024.09.11 17:00buy250.101.771260.000000.00000
1072024.09.11 17:00modify250.101.771261.757261.78426
1082024.09.12 14:45buy260.101.778530.000000.00000
1092024.09.12 14:45modify260.101.778531.774511.78426
1102024.09.12 14:45modify250.101.771261.774511.78426
1112024.09.12 16:20buy270.101.780430.000000.00000
1122024.09.12 16:20modify270.101.780431.776461.78426
1132024.09.12 16:20modify260.101.778531.776461.78426
1142024.09.12 16:20modify250.101.771261.776461.78426
1152024.09.13 03:10t/p250.101.784261.776461.7842691.811991.15
1162024.09.13 03:10t/p260.101.784261.776461.7842640.562031.72
1172024.09.13 03:10t/p270.101.784261.776461.7842627.072058.79
1182024.09.26 17:00sell280.101.807550.000000.00000
1192024.09.26 17:00modify280.101.807551.821551.79455
1202024.10.01 10:20sell290.101.801430.000000.00000
1212024.10.01 10:20modify290.101.801431.806901.79455
1222024.10.01 10:20modify280.101.807551.806901.79455
1232024.10.01 13:27sell300.101.800110.000000.00000
1242024.10.01 13:27modify300.101.800111.804301.79455
1252024.10.01 13:27modify290.101.801431.804301.79455
1262024.10.01 13:27modify280.101.807551.804301.79455
1272024.10.01 14:50t/p280.101.794551.804301.7945590.962149.75
1282024.10.01 14:50t/p290.101.794551.804301.7945548.872198.62
1292024.10.01 14:50t/p300.101.794551.804301.7945539.492238.11
1302024.10.03 13:00buy310.101.775100.000000.00000
1312024.10.03 13:00modify310.101.775101.761101.78810
1322024.10.04 05:50buy320.101.781160.000000.00000
1332024.10.04 05:50modify320.101.781161.775751.78810
1342024.10.04 05:50modify310.101.775101.775751.78810
1352024.10.04 06:55buy330.101.784280.000000.00000
1362024.10.04 06:55modify330.101.784281.780301.78810
1372024.10.04 06:55modify320.101.781161.780301.78810
1382024.10.04 06:55modify310.101.775101.780301.78810
1392024.10.04 12:40s/l310.101.780301.780301.7881036.802274.92
1402024.10.04 12:40s/l320.101.780301.780301.78810-6.112268.81
1412024.10.04 12:40s/l330.101.780301.780301.78810-28.272240.54
1422024.10.16 21:00buy340.101.785580.000000.00000
1432024.10.16 21:00modify340.101.785581.771581.79858
1442024.10.17 10:15buy350.101.791610.000000.00000
1452024.10.17 10:15modify350.101.791611.786231.79858
1462024.10.17 10:15modify340.101.785581.786231.79858
1472024.10.17 10:50buy360.101.792990.000000.00000
1482024.10.17 10:50modify360.101.792991.788831.79858
1492024.10.17 10:50modify350.101.791611.788831.79858
1502024.10.17 10:50modify340.101.785581.788831.79858
1512024.10.17 16:20buy370.101.794820.000000.00000
1522024.10.17 16:20modify370.101.794821.790781.79858
1532024.10.17 16:20modify360.101.792991.790781.79858
1542024.10.17 16:20modify350.101.791611.790781.79858
1552024.10.17 16:20modify340.101.785581.790781.79858
1562024.10.18 06:10t/p340.101.798581.790781.7985891.812332.35
1572024.10.18 06:10t/p350.101.798581.790781.7985849.382381.73
1582024.10.18 06:10t/p360.101.798581.790781.7985839.572421.31
1592024.10.18 06:10t/p370.101.798581.790781.7985826.572447.88