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 23:59 (2023.11.01 - 2024.11.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=5; 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=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 modelled13475Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread50
Total net profit554.92Gross profit2260.03Gross loss-1705.11
Profit factor1.33Expected payoff5.66
Absolute drawdown340.67Maximal drawdown568.75 (46.31%)Relative drawdown46.31% (568.75)
Total trades98Short positions (won %)48 (52.08%)Long positions (won %)50 (48.00%)
Profit trades (% of total)49 (50.00%)Loss trades (% of total)49 (50.00%)
Largestprofit trade106.44loss trade-61.43
Averageprofit trade46.12loss trade-34.80
Maximumconsecutive wins (profit in money)5 (374.71)consecutive losses (loss in money)4 (-230.00)
Maximalconsecutive profit (count of wins)374.71 (5)consecutive loss (count of losses)-230.00 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.01 14:00buy10.101.679760.000000.00000
22023.11.01 14:00modify10.101.679761.671761.69476
32023.11.01 16:00buy20.101.683730.000000.00000
42023.11.01 16:00modify20.101.683731.680511.69476
52023.11.01 16:00modify10.101.679761.680511.69476
62023.11.01 22:00s/l10.101.680511.680511.694765.331005.33
72023.11.01 22:00s/l20.101.680511.680511.69476-22.88982.45
82023.11.02 16:00buy30.101.678890.000000.00000
92023.11.02 16:00modify30.101.678891.670891.69389
102023.11.03 18:00t/p30.101.693891.670891.69389106.441088.89
112023.11.08 16:00sell40.101.695290.000000.00000
122023.11.08 16:00modify40.101.695291.703291.68029
132023.11.14 14:00s/l40.101.703291.703291.68029-59.591029.30
142023.11.14 14:00sell50.101.706600.000000.00000
152023.11.14 14:00modify50.101.706601.714601.69160
162023.11.15 18:00sell60.101.697580.000000.00000
172023.11.15 18:00modify60.101.697581.702851.69160
182023.11.15 18:00modify50.101.706601.702851.69160
192023.11.16 14:00s/l50.101.702851.702851.6916024.811054.11
202023.11.16 14:00s/l60.101.702851.702851.69160-38.821015.29
212023.11.16 14:00sell70.101.705760.000000.00000
222023.11.16 14:00modify70.101.705761.713761.69076
232023.11.20 10:00s/l70.101.713761.713761.69076-57.75957.54
242023.11.22 16:00buy80.101.712720.000000.00000
252023.11.22 16:00modify80.101.712721.704721.72772
262023.11.24 00:00buy90.101.716770.000000.00000
272023.11.24 00:00modify90.101.716771.713471.72772
282023.11.24 00:00modify80.101.712721.713471.72772
292023.11.27 06:00buy100.101.721980.000000.00000
302023.11.27 06:00modify100.101.721981.716471.72772
312023.11.27 06:00modify90.101.716771.716471.72772
322023.11.27 06:00modify80.101.712721.716471.72772
332023.11.27 12:00buy110.101.722650.000000.00000
342023.11.27 12:00modify110.101.722651.719471.72772
352023.11.27 12:00modify100.101.721981.719471.72772
362023.11.27 12:00modify90.101.716771.719471.72772
372023.11.27 12:00modify80.101.712721.719471.72772
382023.11.27 16:00s/l80.101.719471.719471.7277247.281004.83
392023.11.27 16:00s/l90.101.719471.719471.7277219.041023.87
402023.11.27 16:00s/l100.101.719471.719471.72772-17.841006.03
412023.11.27 16:00s/l110.101.719471.719471.72772-22.60983.43
422023.11.30 15:00buy120.101.715790.000000.00000
432023.11.30 15:00modify120.101.715791.707791.73079
442023.12.01 15:00s/l120.101.707791.707791.73079-56.98926.46
452023.12.01 15:00buy130.101.704810.000000.00000
462023.12.01 15:00modify130.101.704811.696811.71981
472023.12.04 04:00buy140.101.714020.000000.00000
482023.12.04 04:00modify140.101.714021.708561.71981
492023.12.04 04:00modify130.101.704811.708561.71981
502023.12.04 07:00buy150.101.714700.000000.00000
512023.12.04 07:00modify150.101.714701.711561.71981
522023.12.04 07:00modify140.101.714021.711561.71981
532023.12.04 07:00modify130.101.704811.711561.71981
542023.12.04 15:00s/l130.101.711561.711561.7198147.82974.28
552023.12.04 15:00s/l140.101.711561.711561.71981-17.48956.80
562023.12.04 15:00s/l150.101.711561.711561.71981-22.31934.49
572023.12.04 15:00buy160.101.709940.000000.00000
582023.12.04 15:00modify160.101.709941.701941.72494
592023.12.05 05:00buy170.101.713790.000000.00000
602023.12.05 05:00modify170.101.713791.710691.72494
612023.12.05 05:00modify160.101.709941.710691.72494
622023.12.05 08:00s/l160.101.710691.710691.724945.19939.68
632023.12.05 08:00s/l170.101.710691.710691.72494-22.02917.66
642023.12.13 15:00buy180.101.698480.000000.00000
652023.12.13 15:00modify180.101.698481.690481.71348
662023.12.14 18:00t/p180.101.713481.690481.71348106.171023.84
672023.12.18 12:00buy190.101.691340.000000.00000
682023.12.18 12:00modify190.101.691341.683341.70634
692023.12.19 10:00buy200.101.700340.000000.00000
702023.12.19 10:00modify200.101.700341.695091.70634
712023.12.19 10:00modify190.101.691341.695091.70634
722023.12.19 12:00buy210.101.701090.000000.00000
732023.12.19 12:00modify210.101.701091.698091.70634
742023.12.19 12:00modify200.101.700341.698091.70634
752023.12.19 12:00modify190.101.691341.698091.70634
762023.12.19 16:00s/l190.101.698091.698091.7063447.821071.66
772023.12.19 16:00s/l200.101.698091.698091.70634-15.991055.67
782023.12.19 16:00s/l210.101.698091.698091.70634-21.321034.35
792023.12.20 08:00buy220.101.690270.000000.00000
802023.12.20 08:00modify220.101.690271.682271.70527
812023.12.21 17:00s/l220.101.682271.682271.70527-57.26977.09
822023.12.27 15:00sell230.101.685230.000000.00000
832023.12.27 15:00modify230.101.685231.693231.67023
842024.01.04 09:00s/l230.101.693231.693231.67023-61.43915.67
852024.01.08 15:00sell240.101.704030.000000.00000
862024.01.08 15:00modify240.101.704031.712031.68903
872024.01.09 12:00sell250.101.700150.000000.00000
882024.01.09 12:00modify250.101.700151.703281.68903
892024.01.09 12:00modify240.101.704031.703281.68903
902024.01.09 15:00s/l240.101.703281.703281.689034.87920.54
912024.01.09 15:00s/l250.101.703281.703281.68903-22.24898.30
922024.01.17 08:00sell260.101.710690.000000.00000
932024.01.17 08:00modify260.101.710691.718691.69569
942024.01.19 19:00sell270.101.706820.000000.00000
952024.01.19 19:00modify270.101.706821.709941.69569
962024.01.19 19:00modify260.101.710691.709941.69569
972024.01.22 07:00s/l260.101.709941.709941.695693.04901.34
982024.01.22 07:00s/l270.101.709941.709941.69569-22.62878.72
992024.01.23 16:00buy280.101.707850.000000.00000
1002024.01.23 16:00modify280.101.707851.699851.72285
1012024.01.26 17:00buy290.101.711640.000000.00000
1022024.01.26 17:00modify290.101.711641.708601.72285
1032024.01.26 17:00modify280.101.707851.708601.72285
1042024.01.26 20:00s/l280.101.708601.708601.722854.65883.37
1052024.01.26 20:00s/l290.101.708601.708601.72285-21.60861.77
1062024.02.13 15:00sell300.101.707220.000000.00000
1072024.02.13 15:00modify300.101.707221.715221.69222
1082024.02.14 10:00sell310.101.698030.000000.00000
1092024.02.14 10:00modify310.101.698031.703471.69222
1102024.02.14 10:00modify300.101.707221.703471.69222
1112024.02.15 19:00sell320.101.697280.000000.00000
1122024.02.15 19:00modify320.101.697281.700471.69222
1132024.02.15 19:00modify310.101.698031.700471.69222
1142024.02.15 19:00modify300.101.707221.700471.69222
1152024.02.16 19:00s/l300.101.700471.700471.6922245.67907.44
1162024.02.16 19:00s/l310.101.700471.700471.69222-19.16888.27
1172024.02.16 19:00s/l320.101.700471.700471.69222-23.12865.15
1182024.02.20 14:00sell330.101.708470.000000.00000
1192024.02.20 14:00modify330.101.708471.716471.69347
1202024.02.22 02:00sell340.101.704640.000000.00000
1212024.02.22 02:00modify340.101.704641.707721.69347
1222024.02.22 02:00modify330.101.708471.707721.69347
1232024.02.22 09:00s/l330.101.707721.707721.693473.50868.65
1242024.02.22 09:00s/l340.101.707721.707721.69347-21.88846.77
1252024.03.06 15:00buy350.101.722070.000000.00000
1262024.03.06 15:00modify350.101.722071.714071.73707
1272024.03.12 16:00buy360.101.725860.000000.00000
1282024.03.12 16:00modify360.101.725861.722821.73707
1292024.03.12 16:00modify350.101.722071.722821.73707
1302024.03.13 16:00s/l350.101.722821.722821.737074.38851.15
1312024.03.13 16:00s/l360.101.722821.722821.73707-21.74829.41
1322024.03.19 13:00sell370.101.727780.000000.00000
1332024.03.19 13:00modify370.101.727781.735781.71278
1342024.03.20 16:00sell380.101.723860.000000.00000
1352024.03.20 16:00modify380.101.723861.727031.71278
1362024.03.20 16:00modify370.101.727781.727031.71278
1372024.03.21 20:00t/p370.101.712781.727031.71278104.74934.15
1382024.03.21 20:00t/p380.101.712781.727031.7127877.341011.49
1392024.03.22 09:00buy390.101.709660.000000.00000
1402024.03.22 09:00modify390.101.709661.701661.72466
1412024.03.22 14:00buy400.101.713470.000000.00000
1422024.03.22 14:00modify400.101.713471.710411.72466
1432024.03.22 14:00modify390.101.709661.710411.72466
1442024.03.22 15:00s/l390.101.710411.710411.724665.331016.82
1452024.03.22 15:00s/l400.101.710411.710411.72466-21.74995.08
1462024.04.10 14:00buy410.101.715850.000000.00000
1472024.04.10 14:00modify410.101.715851.707851.73085
1482024.04.19 15:00s/l410.101.707851.707851.73085-58.33936.75
1492024.04.19 16:00buy420.101.704220.000000.00000
1502024.04.19 16:00modify420.101.704221.696221.71922
1512024.04.22 10:00s/l420.101.696221.696221.71922-56.99879.77
1522024.04.22 10:00buy430.101.694550.000000.00000
1532024.04.22 10:00modify430.101.694551.686551.70955
1542024.04.25 07:00t/p430.101.709551.686551.70955105.90985.67
1552024.04.30 14:00sell440.101.721450.000000.00000
1562024.04.30 14:00modify440.101.721451.729451.70645
1572024.05.07 17:00sell450.101.717700.000000.00000
1582024.05.07 17:00modify450.101.717701.720701.70645
1592024.05.07 17:00modify440.101.721451.720701.70645
1602024.05.09 12:00sell460.101.711400.000000.00000
1612024.05.09 12:00modify460.101.711401.714701.70645
1622024.05.09 12:00modify450.101.717701.714701.70645
1632024.05.09 12:00modify440.101.721451.714701.70645
1642024.05.09 13:00s/l440.101.714701.714701.7064542.911028.58
1652024.05.09 13:00s/l450.101.714701.714701.7064519.481048.06
1662024.05.09 13:00s/l460.101.714701.714701.70645-23.441024.62
1672024.05.10 13:00buy470.101.709530.000000.00000
1682024.05.10 13:00modify470.101.709531.701531.72453
1692024.05.12 23:00buy480.101.713450.000000.00000
1702024.05.12 23:00modify480.101.713451.710281.72453
1712024.05.12 23:00modify470.101.709531.710281.72453
1722024.05.14 03:00buy490.101.718570.000000.00000
1732024.05.14 03:00modify490.101.718571.713281.72453
1742024.05.14 03:00modify480.101.713451.713281.72453
1752024.05.14 03:00modify470.101.709531.713281.72453
1762024.05.14 09:00s/l470.101.713281.713281.7245326.381051.00
1772024.05.14 09:00s/l480.101.713281.713281.72453-1.481049.52
1782024.05.14 09:00s/l490.101.713281.713281.72453-37.591011.93
1792024.05.14 09:00buy500.101.713850.000000.00000
1802024.05.14 09:00modify500.101.713851.705851.72885
1812024.05.15 14:00buy510.101.723090.000000.00000
1822024.05.15 14:00modify510.101.723091.717601.72885
1832024.05.15 14:00modify500.101.713851.717601.72885
1842024.05.17 16:00t/p500.101.728851.717601.72885105.901117.83
1852024.05.17 16:00t/p510.101.728851.717601.7288540.391158.21
1862024.05.22 07:00sell520.101.741100.000000.00000
1872024.05.22 07:00modify520.101.741101.749101.72610
1882024.05.22 11:00sell530.101.737230.000000.00000
1892024.05.22 11:00modify530.101.737231.740351.72610
1902024.05.22 11:00modify520.101.741101.740351.72610
1912024.05.22 13:00s/l520.101.740351.740351.726105.331163.54
1922024.05.22 13:00s/l530.101.740351.740351.72610-22.161141.38
1932024.06.03 16:00sell540.101.743230.000000.00000
1942024.06.03 16:00modify540.101.743231.751231.72823
1952024.06.05 14:00s/l540.101.751231.751231.72823-57.761083.63
1962024.06.05 14:00sell550.101.752480.000000.00000
1972024.06.05 14:00modify550.101.752481.760481.73748
1982024.06.06 12:00sell560.101.748580.000000.00000
1992024.06.06 12:00modify560.101.748581.751731.73748
2002024.06.06 12:00modify550.101.752481.751731.73748
2012024.06.06 16:00s/l550.101.751731.751731.737483.951087.58
2022024.06.06 16:00s/l560.101.751731.751731.73748-22.381065.20
2032024.06.12 13:00sell570.101.759580.000000.00000
2042024.06.12 13:00modify570.101.759581.767581.74458
2052024.06.14 07:00sell580.101.750330.000000.00000
2062024.06.14 07:00modify580.101.750331.755831.74458
2072024.06.14 07:00modify570.101.759581.755831.74458
2082024.06.14 14:00t/p570.101.744581.755831.74458104.741169.94
2092024.06.14 14:00t/p580.101.744581.755831.7445840.861210.80
2102024.06.14 14:00buy590.101.744010.000000.00000
2112024.06.14 14:00modify590.101.744011.736011.75901
2122024.06.20 14:00s/l590.101.736011.736011.75901-57.661153.13
2132024.07.05 13:00sell600.101.743890.000000.00000
2142024.07.05 13:00modify600.101.743891.751891.72889
2152024.07.08 15:00s/l600.101.751891.751891.72889-57.301095.83
2162024.07.11 13:00sell610.101.759340.000000.00000
2172024.07.11 13:00modify610.101.759341.767341.74434
2182024.07.12 13:00s/l610.101.767341.767341.74434-57.291038.55
2192024.07.12 13:00sell620.101.767450.000000.00000
2202024.07.12 13:00modify620.101.767451.775451.75245
2212024.07.16 08:00s/l620.101.775451.775451.75245-57.75980.80
2222024.07.17 09:00sell630.101.780070.000000.00000
2232024.07.17 09:00modify630.101.780071.788071.76507
2242024.07.18 07:00sell640.101.776050.000000.00000
2252024.07.18 07:00modify640.101.776051.779321.76507
2262024.07.18 07:00modify630.101.780071.779321.76507
2272024.07.22 15:00s/l630.101.779321.779321.765073.03983.82
2282024.07.22 15:00s/l640.101.779321.779321.76507-24.16959.67
2292024.07.29 09:00buy650.101.773920.000000.00000
2302024.07.29 09:00modify650.101.773921.765921.78892
2312024.07.30 19:00buy660.101.777840.000000.00000
2322024.07.30 19:00modify660.101.777841.774671.78892
2332024.07.30 19:00modify650.101.773921.774671.78892
2342024.07.31 13:00s/l650.101.774671.774671.788925.06964.73
2352024.07.31 13:00s/l660.101.774671.774671.78892-22.67942.06
2362024.08.01 07:00buy670.101.769750.000000.00000
2372024.08.01 07:00modify670.101.769751.761751.78475
2382024.08.06 08:00s/l670.101.761751.761751.78475-57.26884.80
2392024.08.06 10:00buy680.101.760200.000000.00000
2402024.08.06 10:00modify680.101.760201.752201.77520
2412024.08.06 16:00s/l680.101.752201.752201.77520-56.84827.96
2422024.08.08 16:00sell690.101.750720.000000.00000
2432024.08.08 16:00modify690.101.750721.758721.73572
2442024.08.13 07:00s/l690.101.758721.758721.73572-58.21769.76
2452024.08.13 19:00sell700.101.764350.000000.00000
2462024.08.13 19:00modify700.101.764351.772351.74935
2472024.08.14 15:00sell710.101.760310.000000.00000
2482024.08.14 15:00modify710.101.760311.763601.74935
2492024.08.14 15:00modify700.101.764351.763601.74935
2502024.08.15 17:00s/l700.101.763601.763601.749353.50773.25
2512024.08.15 17:00s/l710.101.763601.763601.74935-24.75748.51
2522024.08.20 15:00sell720.101.775760.000000.00000
2532024.08.20 15:00modify720.101.775761.783761.76076
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