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)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; 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=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=40; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 modelled79463Modelling qualityn/a
Mismatched charts errors2
Initial deposit1000.00Spread50
Total net profit533.37Gross profit1373.82Gross loss-840.45
Profit factor1.63Expected payoff10.26
Absolute drawdown33.23Maximal drawdown499.72 (33.48%)Relative drawdown33.48% (499.72)
Total trades52Short positions (won %)21 (42.86%)Long positions (won %)31 (58.06%)
Profit trades (% of total)27 (51.92%)Loss trades (% of total)25 (48.08%)
Largestprofit trade99.30loss trade-95.99
Averageprofit trade50.88loss trade-33.62
Maximumconsecutive wins (profit in money)8 (463.54)consecutive losses (loss in money)4 (-212.57)
Maximalconsecutive profit (count of wins)463.54 (8)consecutive loss (count of losses)-212.57 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.02 16:00buy10.101.678890.000000.00000
22023.11.02 16:00modify10.101.678891.665891.69289
32023.11.03 13:20buy20.101.686020.000000.00000
42023.11.03 13:20modify20.101.686021.683791.69289
52023.11.03 13:20modify10.101.678891.683791.69289
62023.11.03 13:50buy30.101.687360.000000.00000
72023.11.03 13:50modify30.101.687361.684491.69289
82023.11.03 13:55modify30.101.687361.683791.69289
92023.11.03 17:20t/p10.101.692891.683791.6928999.301099.30
102023.11.03 17:20t/p20.101.692891.683791.6928948.801148.10
112023.11.03 17:20t/p30.101.692891.683791.6928939.281187.38
122023.11.22 16:00buy40.101.712720.000000.00000
132023.11.22 16:00modify40.101.712721.699721.72672
142023.11.23 09:50buy50.101.718420.000000.00000
152023.11.23 09:50modify50.101.718421.713421.72672
162023.11.23 09:50modify40.101.712721.713421.72672
172023.11.23 12:40buy60.101.719920.000000.00000
182023.11.23 12:40modify60.101.719921.717621.72672
192023.11.23 12:40modify50.101.718421.717621.72672
202023.11.23 12:40modify40.101.712721.717621.72672
212023.11.23 14:30s/l40.101.717621.717621.7267234.391221.78
222023.11.23 14:30s/l50.101.717621.717621.72672-5.681216.10
232023.11.23 14:30s/l60.101.717621.717621.72672-16.341199.76
242023.12.15 16:00buy70.101.698340.000000.00000
252023.12.15 16:00modify70.101.698341.685341.71234
262023.12.19 12:30buy80.101.703950.000000.00000
272023.12.19 12:30modify80.101.703951.699041.71234
282023.12.19 12:30modify70.101.698341.699041.71234
292023.12.19 13:15buy90.101.705640.000000.00000
302023.12.19 13:15modify90.101.705641.703241.71234
312023.12.19 13:15modify80.101.703951.703241.71234
322023.12.19 13:15modify70.101.698341.703241.71234
332023.12.19 13:20s/l70.101.703241.703241.7123434.531234.29
342023.12.19 13:20s/l80.101.703241.703241.71234-5.051229.24
352023.12.19 13:20s/l90.101.703241.703241.71234-17.051212.19
362023.12.26 16:00buy100.101.678310.000000.00000
372023.12.26 16:00modify100.101.678311.665311.69231
382023.12.27 13:30buy110.101.684060.000000.00000
392023.12.27 13:30modify110.101.684061.679011.69231
402023.12.27 13:30modify100.101.678311.679011.69231
412023.12.27 14:50buy120.101.685550.000000.00000
422023.12.27 14:50modify120.101.685551.683211.69231
432023.12.27 14:50modify110.101.684061.683211.69231
442023.12.27 14:50modify100.101.678311.683211.69231
452023.12.28 09:40t/p100.101.692311.683211.6923198.891311.07
462023.12.28 09:40t/p110.101.692311.683211.6923158.181369.26
472023.12.28 09:40t/p120.101.692311.683211.6923147.601416.86
482024.02.08 16:00buy130.101.697370.000000.00000
492024.02.08 16:00modify130.101.697371.684371.71137
502024.02.13 10:20buy140.101.703250.000000.00000
512024.02.13 10:20modify140.101.703251.698071.71137
522024.02.13 10:20modify130.101.697371.698071.71137
532024.02.13 11:25buy150.101.704470.000000.00000
542024.02.13 11:25modify150.101.704471.702271.71137
552024.02.13 11:25modify140.101.703251.702271.71137
562024.02.13 11:25modify130.101.697371.702271.71137
572024.02.13 13:15buy160.101.705780.000000.00000
582024.02.13 13:15modify160.101.705781.702971.71137
592024.02.13 13:20s/l160.101.702971.702971.71137-19.961396.90
602024.02.13 13:30s/l130.101.702271.702271.7113734.401431.30
612024.02.13 13:30s/l140.101.702271.702271.71137-6.961424.34
622024.02.13 13:30s/l150.101.702271.702271.71137-15.621408.72
632024.02.20 16:00sell170.101.710510.000000.00000
642024.02.20 16:00modify170.101.710511.723511.69651
652024.02.21 16:35sell180.101.704770.000000.00000
662024.02.21 16:35modify180.101.704771.709811.69651
672024.02.21 16:35modify170.101.710511.709811.69651
682024.02.22 14:50sell190.101.702030.000000.00000
692024.02.22 14:50modify190.101.702031.704911.69651
702024.02.22 14:50modify180.101.704771.704911.69651
712024.02.22 14:50modify170.101.710511.704911.69651
722024.02.22 15:40s/l170.101.704911.704911.6965137.941446.66
732024.02.22 15:40s/l180.101.704911.704911.69651-2.371444.29
742024.02.22 15:40s/l190.101.704911.704911.69651-20.451423.84
752024.03.21 16:00buy200.101.715300.000000.00000
762024.03.21 16:00modify200.101.715301.702301.72930
772024.04.01 21:05s/l200.101.702301.702301.72930-93.551330.29
782024.04.12 16:00buy210.101.714020.000000.00000
792024.04.12 16:00modify210.101.714021.701021.72802
802024.04.16 12:30buy220.101.721300.000000.00000
812024.04.16 12:30modify220.101.721301.718921.72802
822024.04.16 12:30modify210.101.714021.718921.72802
832024.04.16 12:50buy230.101.722610.000000.00000
842024.04.16 12:50modify230.101.722611.719621.72802
852024.04.16 12:55modify230.101.722611.718921.72802
862024.04.16 15:30s/l210.101.718921.718921.7280234.531364.82
872024.04.16 15:30s/l220.101.718921.718921.72802-16.911347.91
882024.04.16 15:30s/l230.101.718921.718921.72802-26.211321.70
892024.04.16 16:00sell240.101.719160.000000.00000
902024.04.16 16:00modify240.101.719161.732161.70516
912024.04.17 21:40sell250.101.713530.000000.00000
922024.04.17 21:40modify250.101.713531.718461.70516
932024.04.17 21:40modify240.101.719161.718461.70516
942024.04.18 13:50sell260.101.711940.000000.00000
952024.04.18 13:50modify260.101.711941.714261.70516
962024.04.18 13:50modify250.101.713531.714261.70516
972024.04.18 13:50modify240.101.719161.714261.70516
982024.04.18 14:05s/l240.101.714261.714261.7051632.971354.67
992024.04.18 14:05s/l250.101.714261.714261.70516-6.561348.11
1002024.04.18 14:05s/l260.101.714261.714261.70516-16.481331.63
1012024.04.19 16:00buy270.101.704220.000000.00000
1022024.04.19 16:00modify270.101.704221.691221.71822
1032024.04.22 10:40s/l270.101.691221.691221.71822-92.481239.15
1042024.05.02 16:00buy280.101.713440.000000.00000
1052024.05.02 16:00modify280.101.713441.700441.72744
1062024.05.03 12:30buy290.101.719050.000000.00000
1072024.05.03 12:30modify290.101.719051.714141.72744
1082024.05.03 12:30modify280.101.713441.714141.72744
1092024.05.06 09:45buy300.101.720640.000000.00000
1102024.05.06 09:45modify300.101.720641.718341.72744
1112024.05.06 09:45modify290.101.719051.718341.72744
1122024.05.06 09:45modify280.101.713441.718341.72744
1132024.05.06 13:40s/l280.101.718341.718341.7274434.541273.69
1142024.05.06 13:40s/l290.101.718341.718341.72744-5.181268.52
1152024.05.06 13:40s/l300.101.718341.718341.72744-16.331252.19
1162024.05.17 16:00sell310.101.729470.000000.00000
1172024.05.17 16:00modify310.101.729471.742471.71547
1182024.05.23 08:05s/l310.101.742471.742471.71547-95.071157.12
1192024.06.03 16:00sell320.101.743230.000000.00000
1202024.06.03 16:00modify320.101.743231.756231.72923
1212024.06.11 10:40s/l320.101.756231.756231.72923-95.991061.13
1222024.06.12 16:00sell330.101.757990.000000.00000
1232024.06.12 16:00modify330.101.757991.770991.74399
1242024.06.13 12:15sell340.101.752150.000000.00000
1252024.06.13 12:15modify340.101.752151.757291.74399
1262024.06.13 12:15modify330.101.757991.757291.74399
1272024.06.14 07:15sell350.101.749510.000000.00000
1282024.06.14 07:15modify350.101.749511.752391.74399
1292024.06.14 07:15modify340.101.752151.752391.74399
1302024.06.14 07:15modify330.101.757991.752391.74399
1312024.06.14 07:55sell360.101.750780.000000.00000
1322024.06.14 07:55modify360.101.750781.753091.74399
1332024.06.14 07:55modify350.101.749511.753091.74399
1342024.06.14 07:55modify340.101.752151.753091.74399
1352024.06.14 07:55modify330.101.757991.753091.74399
1362024.06.14 13:53t/p330.101.743991.753091.7439997.591158.71
1372024.06.14 13:53t/p340.101.743991.753091.7439957.491216.20
1382024.06.14 13:53t/p350.101.743991.753091.7439939.201255.40
1392024.06.14 13:53t/p360.101.743991.753091.7439948.221303.62
1402024.07.05 16:00sell370.101.745860.000000.00000
1412024.07.05 16:00modify370.101.745861.758861.73186
1422024.07.11 12:40s/l370.101.758861.758861.73186-95.071208.55
1432024.07.24 16:00sell380.101.781330.000000.00000
1442024.07.24 16:00modify380.101.781331.794331.76733
1452024.07.25 21:00sell390.101.775450.000000.00000
1462024.07.25 21:00modify390.101.775451.780631.76733
1472024.07.25 21:00modify380.101.781331.780631.76733
1482024.07.26 15:40s/l380.101.780631.780631.767333.141211.69
1492024.07.26 15:40s/l390.101.780631.780631.76733-37.241174.45
1502024.08.12 16:00sell400.101.754810.000000.00000
1512024.08.12 16:00modify400.101.754811.767811.74081
1522024.08.16 05:05s/l400.101.767811.767811.74081-95.071079.38
1532024.08.20 16:00sell410.101.775470.000000.00000
1542024.08.20 16:00modify410.101.775471.788471.76147
1552024.08.30 19:05sell420.101.768440.000000.00000
1562024.08.30 19:05modify420.101.768441.770571.76147
1572024.08.30 19:05modify410.101.775471.770571.76147
1582024.08.30 19:40s/l410.101.770571.770571.7614729.301108.67
1592024.08.30 19:40s/l420.101.770571.770571.76147-15.131093.54
1602024.09.11 16:00buy430.101.770940.000000.00000
1612024.09.11 16:00modify430.101.770941.757941.78494
1622024.09.12 15:20buy440.101.778090.000000.00000
1632024.09.12 15:20modify440.101.778091.775841.78494
1642024.09.12 15:20modify430.101.770941.775841.78494
1652024.09.12 16:20buy450.101.779340.000000.00000
1662024.09.12 16:20modify450.101.779341.776541.78494
1672024.09.12 16:25modify450.101.779341.775841.78494
1682024.09.13 05:40t/p430.101.784941.775841.7849498.891192.43
1692024.09.13 05:40t/p440.101.784941.775841.7849448.511240.94
1702024.09.13 05:40t/p450.101.784941.775841.7849439.631280.58
1712024.10.23 16:00buy460.101.791580.000000.00000
1722024.10.23 16:00modify460.101.791581.778581.80558
1732024.10.24 16:40buy470.101.797180.000000.00000
1742024.10.24 16:40modify470.101.797181.792281.80558
1752024.10.24 16:40modify460.101.791581.792281.80558
1762024.10.25 10:40buy480.101.798870.000000.00000
1772024.10.25 10:40modify480.101.798871.796481.80558
1782024.10.25 10:40modify470.101.797181.796481.80558
1792024.10.25 10:40modify460.101.791581.796481.80558
1802024.10.25 13:30buy490.101.800230.000000.00000
1812024.10.25 13:30modify490.101.800231.797181.80558
1822024.10.25 13:35modify490.101.800231.796481.80558
1832024.10.28 12:05t/p460.101.805581.796481.8055898.761379.34
1842024.10.28 12:05t/p470.101.805581.796481.8055859.391438.73
1852024.10.28 12:05t/p480.101.805581.796481.8055847.521486.25
1862024.10.28 12:05t/p490.101.805581.796481.8055837.861524.12
1872024.10.29 16:00sell500.101.808590.000000.00000
1882024.10.29 16:00modify500.101.808591.821591.79459
1892024.10.30 19:20sell510.101.802940.000000.00000
1902024.10.30 19:20modify510.101.802941.807891.79459
1912024.10.30 19:20modify500.101.808591.807891.79459
1922024.10.30 20:53sell520.101.801490.000000.00000
1932024.10.30 20:53modify520.101.801491.803691.79459
1942024.10.30 20:53modify510.101.802941.803691.79459
1952024.10.30 20:53modify500.101.808591.803691.79459
1962024.10.31 06:20s/l500.101.803691.803691.7945932.971557.08
1972024.10.31 06:20s/l510.101.803691.803691.79459-6.711550.38
1982024.10.31 06:20s/l520.101.803691.803691.79459-17.011533.37