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=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 modelled157269Modelling qualityn/a
Mismatched charts errors1
Initial deposit1000.00Spread50
Total net profit1982.25Gross profit3940.83Gross loss-1958.58
Profit factor2.01Expected payoff12.09
Absolute drawdown50.86Maximal drawdown408.93 (20.78%)Relative drawdown24.37% (352.44)
Total trades164Short positions (won %)74 (58.11%)Long positions (won %)90 (60.00%)
Profit trades (% of total)97 (59.15%)Loss trades (% of total)67 (40.85%)
Largestprofit trade106.43loss trade-58.66
Averageprofit trade40.63loss trade-29.23
Maximumconsecutive wins (profit in money)9 (531.31)consecutive losses (loss in money)4 (-229.99)
Maximalconsecutive profit (count of wins)531.31 (9)consecutive loss (count of losses)-229.99 (4)
Averageconsecutive wins2consecutive losses1
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 14:25buy20.101.683740.000000.00000
42023.11.01 14:25modify20.101.683741.680511.69476
52023.11.01 14:25modify10.101.679761.680511.69476
62023.11.01 21:16s/l10.101.680511.680511.694765.331005.33
72023.11.01 21:16s/l20.101.680511.680511.69476-22.94982.39
82023.11.02 16:00buy30.101.678890.000000.00000
92023.11.02 16:00modify30.101.678891.670891.69389
102023.11.03 14:15buy40.101.688150.000000.00000
112023.11.03 14:15modify40.101.688151.682641.69389
122023.11.03 14:15modify30.101.678891.682641.69389
132023.11.03 14:20buy50.101.688880.000000.00000
142023.11.03 14:20modify50.101.688881.685641.69389
152023.11.03 14:20modify40.101.688151.685641.69389
162023.11.03 14:20modify30.101.678891.685641.69389
172023.11.03 17:45t/p30.101.693891.685641.69389106.431088.82
182023.11.03 17:45t/p40.101.693891.685641.6938940.781129.60
192023.11.03 17:45t/p50.101.693891.685641.6938935.601165.20
202023.11.08 16:00sell60.101.695290.000000.00000
212023.11.08 16:00modify60.101.695291.703291.68029
222023.11.09 11:15sell70.101.691510.000000.00000
232023.11.09 11:15modify70.101.691511.694541.68029
242023.11.09 11:15modify60.101.695291.694541.68029
252023.11.09 22:12sell80.101.686240.000000.00000
262023.11.09 22:12modify80.101.686241.691541.68029
272023.11.09 22:12modify70.101.691511.691541.68029
282023.11.09 22:12modify60.101.695291.691541.68029
292023.11.12 22:26sell90.101.685250.000000.00000
302023.11.12 22:26modify90.101.685251.688541.68029
312023.11.12 22:26modify80.101.686241.688541.68029
322023.11.12 22:26modify70.101.691511.688541.68029
332023.11.12 22:26modify60.101.695291.688541.68029
342023.11.13 00:40s/l60.101.688541.688541.6802945.661210.86
352023.11.13 00:40s/l70.101.688541.688541.6802920.181231.04
362023.11.13 00:40s/l80.101.688541.688541.68029-17.261213.79
372023.11.13 00:40s/l90.101.688541.688541.68029-23.831189.96
382023.11.14 14:00sell100.101.706600.000000.00000
392023.11.14 14:00modify100.101.706601.714601.69160
402023.11.15 14:05sell110.101.702740.000000.00000
412023.11.15 14:05modify110.101.702741.705851.69160
422023.11.15 14:05modify100.101.706601.705851.69160
432023.11.15 15:15sell120.101.697520.000000.00000
442023.11.15 15:15modify120.101.697521.702851.69160
452023.11.15 15:15modify110.101.702741.702851.69160
462023.11.15 15:15modify100.101.706601.702851.69160
472023.11.15 15:20sell130.101.696800.000000.00000
482023.11.15 15:20modify130.101.696801.699851.69160
492023.11.15 15:20modify120.101.697521.699851.69160
502023.11.15 15:20modify110.101.702741.699851.69160
512023.11.15 15:20modify100.101.706601.699851.69160
522023.11.15 15:50s/l100.101.699851.699851.6916047.491237.45
532023.11.15 15:50s/l110.101.699851.699851.6916020.531257.98
542023.11.15 15:50s/l120.101.699851.699851.69160-16.551241.43
552023.11.15 15:50s/l130.101.699851.699851.69160-21.671219.76
562023.11.16 14:00sell140.101.705760.000000.00000
572023.11.16 14:00modify140.101.705761.713761.69076
582023.11.17 08:55sell150.101.701780.000000.00000
592023.11.17 08:55modify150.101.701781.705011.69076
602023.11.17 08:55modify140.101.705761.705011.69076
612023.11.17 09:40s/l140.101.705011.705011.690764.871224.63
622023.11.17 09:40s/l150.101.705011.705011.69076-22.941201.69
632023.11.22 16:00buy160.101.712720.000000.00000
642023.11.22 16:00modify160.101.712721.704721.72772
652023.11.23 17:22buy170.101.716480.000000.00000
662023.11.23 17:22modify170.101.716481.713471.72772
672023.11.23 17:22modify160.101.712721.713471.72772
682023.11.27 04:20buy180.101.721840.000000.00000
692023.11.27 04:20modify180.101.721841.716471.72772
702023.11.27 04:20modify170.101.716481.716471.72772
712023.11.27 04:20modify160.101.712721.716471.72772
722023.11.27 06:12buy190.101.722560.000000.00000
732023.11.27 06:12modify190.101.722561.719471.72772
742023.11.27 06:12modify180.101.721841.719471.72772
752023.11.27 06:12modify170.101.716481.719471.72772
762023.11.27 06:12modify160.101.712721.719471.72772
772023.11.27 07:50s/l160.101.719471.719471.7277247.281248.97
782023.11.27 07:50s/l170.101.719471.719471.7277220.981269.95
792023.11.27 07:50s/l180.101.719471.719471.72772-16.831253.12
802023.11.27 07:50s/l190.101.719471.719471.72772-21.951231.17
812023.11.30 15:00buy200.101.715790.000000.00000
822023.11.30 15:00modify200.101.715791.707791.73079
832023.12.01 14:15s/l200.101.707791.707791.73079-56.981174.20
842023.12.01 15:00buy210.101.704810.000000.00000
852023.12.01 15:00modify210.101.704811.696811.71981
862023.12.01 15:50buy220.101.708680.000000.00000
872023.12.01 15:50modify220.101.708681.705561.71981
882023.12.01 15:50modify210.101.704811.705561.71981
892023.12.01 18:02buy230.101.713860.000000.00000
902023.12.01 18:02modify230.101.713861.708561.71981
912023.12.01 18:02modify220.101.708681.708561.71981
922023.12.01 18:02modify210.101.704811.708561.71981
932023.12.01 19:57buy240.101.714740.000000.00000
942023.12.01 19:57modify240.101.714741.711561.71981
952023.12.01 19:57modify230.101.713861.711561.71981
962023.12.01 19:57modify220.101.708681.711561.71981
972023.12.01 19:57modify210.101.704811.711561.71981
982023.12.04 00:50s/l210.101.711561.711561.7198147.821222.02
992023.12.04 00:50s/l220.101.711561.711561.7198120.321242.34
1002023.12.04 00:50s/l230.101.711561.711561.71981-16.481225.87
1012023.12.04 00:50s/l240.101.711561.711561.71981-22.731203.14
1022023.12.04 15:00buy250.101.709940.000000.00000
1032023.12.04 15:00modify250.101.709941.701941.72494
1042023.12.05 03:50buy260.101.713820.000000.00000
1052023.12.05 03:50modify260.101.713821.710691.72494
1062023.12.05 03:50modify250.101.709941.710691.72494
1072023.12.05 07:45s/l250.101.710691.710691.724945.191208.34
1082023.12.05 07:45s/l260.101.710691.710691.72494-22.231186.11
1092023.12.13 15:00buy270.101.698480.000000.00000
1102023.12.13 15:00modify270.101.698481.690481.71348
1112023.12.13 19:03buy280.101.702330.000000.00000
1122023.12.13 19:03modify280.101.702331.699231.71348
1132023.12.13 19:03modify270.101.698481.699231.71348
1142023.12.14 08:20s/l270.101.699231.699231.713484.921191.03
1152023.12.14 08:20s/l280.101.699231.699231.71348-22.431168.60
1162023.12.18 12:00buy290.101.691340.000000.00000
1172023.12.18 12:00modify290.101.691341.683341.70634
1182023.12.18 21:20buy300.101.695280.000000.00000
1192023.12.18 21:20modify300.101.695281.692091.70634
1202023.12.18 21:20modify290.101.691341.692091.70634
1212023.12.18 22:16s/l290.101.692091.692091.706345.331173.93
1222023.12.18 22:16s/l300.101.692091.692091.70634-22.661151.27
1232023.12.19 13:00sell310.101.704280.000000.00000
1242023.12.19 13:00modify310.101.704281.712281.68928
1252023.12.19 14:07sell320.101.700530.000000.00000
1262023.12.19 14:07modify320.101.700531.703531.68928
1272023.12.19 14:07modify310.101.704281.703531.68928
1282023.12.20 07:32t/p310.101.689281.703531.68928106.101257.38
1292023.12.20 07:32t/p320.101.689281.703531.6892879.461336.84
1302023.12.20 08:00buy330.101.690270.000000.00000
1312023.12.20 08:00modify330.101.690271.682271.70527
1322023.12.21 16:20s/l330.101.682271.682271.70527-57.251279.59
1332023.12.27 15:00sell340.101.685230.000000.00000
1342023.12.27 15:00modify340.101.685231.693231.67023
1352023.12.28 17:10sell350.101.681480.000000.00000
1362023.12.28 17:10modify350.101.681481.684481.67023
1372023.12.28 17:10modify340.101.685231.684481.67023
1382023.12.28 20:45s/l340.101.684481.684481.670233.951283.54
1392023.12.28 20:45s/l350.101.684481.684481.67023-21.311262.23
1402024.01.02 12:00buy360.101.680410.000000.00000
1412024.01.02 12:00modify360.101.680411.672411.69541
1422024.01.02 14:37buy370.101.684300.000000.00000
1432024.01.02 14:37modify370.101.684301.681161.69541
1442024.01.02 14:37modify360.101.680411.681161.69541
1452024.01.02 15:02s/l360.101.681161.681161.695415.331267.56
1462024.01.02 15:02s/l370.101.681161.681161.69541-22.311245.25
1472024.01.08 15:00sell380.101.704030.000000.00000
1482024.01.08 15:00modify380.101.704031.712031.68903
1492024.01.08 22:12sell390.101.700210.000000.00000
1502024.01.08 22:12modify390.101.700211.703281.68903
1512024.01.08 22:12modify380.101.704031.703281.68903
1522024.01.09 00:37s/l380.101.703281.703281.689034.861250.12
1532024.01.09 00:37s/l390.101.703281.703281.68903-22.271227.85
1542024.01.17 08:00sell400.101.710690.000000.00000
1552024.01.17 08:00modify400.101.710691.718691.69569
1562024.01.19 10:32sell410.101.706930.000000.00000
1572024.01.19 10:32modify410.101.706931.709941.69569
1582024.01.19 10:32modify400.101.710691.709941.69569
1592024.01.22 06:15s/l400.101.709941.709941.695693.041230.88
1602024.01.22 06:15s/l410.101.709941.709941.69569-21.851209.03
1612024.01.23 16:00buy420.101.707850.000000.00000
1622024.01.23 16:00modify420.101.707851.699851.72285
1632024.01.24 04:50buy430.101.711670.000000.00000
1642024.01.24 04:50modify430.101.711671.708601.72285
1652024.01.24 04:50modify420.101.707851.708601.72285
1662024.01.24 09:53buy440.101.716860.000000.00000
1672024.01.24 09:53modify440.101.716861.711601.72285
1682024.01.24 09:53modify430.101.711671.711601.72285
1692024.01.24 09:53modify420.101.707851.711601.72285
1702024.01.24 14:50buy450.101.717620.000000.00000
1712024.01.24 14:50modify450.101.717621.714601.72285
1722024.01.24 14:50modify440.101.716861.714601.72285
1732024.01.24 14:50modify430.101.711671.714601.72285
1742024.01.24 14:50modify420.101.707851.714601.72285
1752024.01.25 15:50s/l420.101.714601.714601.7228547.421256.45
1762024.01.25 15:50s/l430.101.714601.714601.7228520.411276.87
1772024.01.25 15:50s/l440.101.714601.714601.72285-16.461260.41
1782024.01.25 15:50s/l450.101.714601.714601.72285-21.861238.55
1792024.01.25 17:00buy460.101.713220.000000.00000
1802024.01.25 17:00modify460.101.713221.705221.72822
1812024.01.29 11:45s/l460.101.705221.705221.72822-57.111181.44
1822024.02.13 15:00sell470.101.707220.000000.00000
1832024.02.13 15:00modify470.101.707221.715221.69222
1842024.02.14 07:40sell480.101.703260.000000.00000
1852024.02.14 07:40modify480.101.703261.706471.69222
1862024.02.14 07:40modify470.101.707221.706471.69222
1872024.02.14 09:55sell490.101.698130.000000.00000
1882024.02.14 09:55modify490.101.698131.703471.69222
1892024.02.14 09:55modify480.101.703261.703471.69222
1902024.02.14 09:55modify470.101.707221.703471.69222
1912024.02.14 10:50sell500.101.697220.000000.00000
1922024.02.14 10:50modify500.101.697221.700471.69222
1932024.02.14 10:50modify490.101.698131.700471.69222
1942024.02.14 10:50modify480.101.703261.700471.69222
1952024.02.14 10:50modify470.101.707221.700471.69222
1962024.02.14 13:05s/l470.101.700471.700471.6922247.491228.93
1972024.02.14 13:05s/l480.101.700471.700471.6922219.821248.75
1982024.02.14 13:05s/l490.101.700471.700471.69222-16.621232.13
1992024.02.14 13:05s/l500.101.700471.700471.69222-23.081209.05
2002024.02.20 14:00sell510.101.708470.000000.00000
2012024.02.20 14:00modify510.101.708471.716471.69347
2022024.02.21 15:47sell520.101.704610.000000.00000
2032024.02.21 15:47modify520.101.704611.707721.69347
2042024.02.21 15:47modify510.101.708471.707721.69347
2052024.02.22 08:20s/l510.101.707721.707721.693473.491212.54
2062024.02.22 08:20s/l520.101.707721.707721.69347-23.481189.06
2072024.03.06 15:00buy530.101.722070.000000.00000
2082024.03.06 15:00modify530.101.722071.714071.73707
2092024.03.08 11:45buy540.101.726040.000000.00000
2102024.03.08 11:45modify540.101.726041.722821.73707
2112024.03.08 11:45modify530.101.722071.722821.73707
2122024.03.08 13:55buy550.101.731190.000000.00000
2132024.03.08 13:55modify550.101.731191.725821.73707
2142024.03.08 13:55modify540.101.726041.725821.73707
2152024.03.08 13:55modify530.101.722071.725821.73707
2162024.03.08 14:27buy560.101.732070.000000.00000
2172024.03.08 14:27modify560.101.732071.728821.73707
2182024.03.08 14:27modify550.101.731191.728821.73707
2192024.03.08 14:27modify540.101.726041.728821.73707
2202024.03.08 14:27modify530.101.722071.728821.73707
2212024.03.11 14:50s/l530.101.728821.728821.7370747.281236.34
2222024.03.11 14:50s/l540.101.728821.728821.7370719.621255.97
2232024.03.11 14:50s/l550.101.728821.728821.73707-16.971239.00
2242024.03.11 14:50s/l560.101.728821.728821.73707-23.231215.78
2252024.03.19 13:00sell570.101.727780.000000.00000
2262024.03.19 13:00modify570.101.727781.735781.71278
2272024.03.19 21:02sell580.101.723950.000000.00000
2282024.03.19 21:02modify580.101.723951.727031.71278
2292024.03.19 21:02modify570.101.727781.727031.71278
2302024.03.20 00:07s/l570.101.727031.727031.712784.871220.65
2312024.03.20 00:07s/l580.101.727031.727031.71278-22.341198.31
2322024.03.21 14:00buy590.101.716090.000000.00000
2332024.03.21 14:00modify590.101.716091.708091.73109
2342024.03.22 08:20s/l590.101.708091.708091.73109-56.981141.33
2352024.03.22 09:00buy600.101.709660.000000.00000
2362024.03.22 09:00modify600.101.709661.701661.72466
2372024.03.22 13:55buy610.101.713510.000000.00000
2382024.03.22 13:55modify610.101.713511.710411.72466
2392024.03.22 13:55modify600.101.709661.710411.72466
2402024.03.22 14:37s/l600.101.710411.710411.724665.331146.66
2412024.03.22 14:37s/l610.101.710411.710411.72466-22.021124.64
2422024.04.10 14:00buy620.101.715850.000000.00000
2432024.04.10 14:00modify620.101.715851.707851.73085
2442024.04.11 13:37buy630.101.719640.000000.00000
2452024.04.11 13:37modify630.101.719641.716601.73085
2462024.04.11 13:37modify620.101.715851.716601.73085
2472024.04.11 15:20s/l620.101.716601.716601.730854.921129.57
2482024.04.11 15:20s/l630.101.716601.716601.73085-21.591107.98
2492024.04.12 15:00buy640.101.711080.000000.00000
2502024.04.12 15:00modify640.101.711081.703081.72608
2512024.04.12 16:45buy650.101.714850.000000.00000
2522024.04.12 16:45modify650.101.714851.711831.72608
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