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=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 test1912Ticks modelled18622042Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread50
Total net profit610.33Gross profit1479.38Gross loss-869.06
Profit factor1.70Expected payoff11.10
Absolute drawdown33.24Maximal drawdown506.15 (32.52%)Relative drawdown32.52% (506.15)
Total trades55Short positions (won %)21 (42.86%)Long positions (won %)34 (61.76%)
Profit trades (% of total)30 (54.55%)Loss trades (% of total)25 (45.45%)
Largestprofit trade99.30loss trade-95.99
Averageprofit trade49.31loss trade-34.76
Maximumconsecutive wins (profit in money)9 (499.26)consecutive losses (loss in money)4 (-211.17)
Maximalconsecutive profit (count of wins)499.26 (9)consecutive loss (count of losses)-211.17 (4)
Averageconsecutive wins3consecutive 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 12:30buy20.101.684540.000000.00000
42023.11.03 12:30modify20.101.684541.679591.69289
52023.11.03 12:30modify10.101.678891.679591.69289
62023.11.03 12:44buy30.101.685900.000000.00000
72023.11.03 12:44modify30.101.685901.683791.69289
82023.11.03 12:44modify20.101.684541.683791.69289
92023.11.03 12:44modify10.101.678891.683791.69289
102023.11.03 13:22buy40.101.687300.000000.00000
112023.11.03 13:22modify40.101.687301.684491.69289
122023.11.03 13:22modify40.101.687301.683791.69289
132023.11.03 17:20t/p10.101.692891.683791.6928999.301099.30
142023.11.03 17:20t/p20.101.692891.683791.6928959.311158.61
152023.11.03 17:20t/p30.101.692891.683791.6928949.651208.26
162023.11.03 17:20t/p40.101.692891.683791.6928939.701247.96
172023.11.22 16:00buy50.101.712720.000000.00000
182023.11.22 16:00modify50.101.712721.699721.72672
192023.11.23 09:30buy60.101.718480.000000.00000
202023.11.23 09:30modify60.101.718481.713421.72672
212023.11.23 09:30modify50.101.712721.713421.72672
222023.11.23 09:30s/l50.101.713421.713421.726724.561252.53
232023.11.23 09:30s/l60.101.713421.713421.72672-35.941216.59
242023.12.15 16:00buy70.101.698340.000000.00000
252023.12.15 16:00modify70.101.698341.685341.71234
262023.12.19 12:54buy80.101.703940.000000.00000
272023.12.19 12:54modify80.101.703941.699041.71234
282023.12.19 12:54modify70.101.698341.699041.71234
292023.12.19 13:14buy90.101.705350.000000.00000
302023.12.19 13:14modify90.101.705351.703241.71234
312023.12.19 13:14modify80.101.703941.703241.71234
322023.12.19 13:14modify70.101.698341.703241.71234
332023.12.19 13:30s/l70.101.703241.703241.7123434.531251.12
342023.12.19 13:30s/l80.101.703241.703241.71234-4.971246.15
352023.12.19 13:30s/l90.101.703241.703241.71234-14.981231.17
362023.12.26 16:00buy100.101.678310.000000.00000
372023.12.26 16:00modify100.101.678311.665311.69231
382023.12.27 13:22buy110.101.683910.000000.00000
392023.12.27 13:22modify110.101.683911.679011.69231
402023.12.27 13:22modify100.101.678311.679011.69231
412023.12.27 14:57buy120.101.685320.000000.00000
422023.12.27 14:57modify120.101.685321.683211.69231
432023.12.27 14:57modify110.101.683911.683211.69231
442023.12.27 14:57modify100.101.678311.683211.69231
452023.12.27 15:34buy130.101.686710.000000.00000
462023.12.27 15:34modify130.101.686711.683911.69231
472023.12.27 15:34modify130.101.686711.683211.69231
482023.12.28 09:44t/p100.101.692311.683211.6923198.901330.06
492023.12.28 09:44t/p110.101.692311.683211.6923159.251389.32
502023.12.28 09:44t/p120.101.692311.683211.6923149.241438.56
512023.12.28 09:44t/p130.101.692311.683211.6923139.371477.93
522024.02.08 16:00buy140.101.697370.000000.00000
532024.02.08 16:00modify140.101.697371.684371.71137
542024.02.13 10:05buy150.101.702980.000000.00000
552024.02.13 10:05modify150.101.702981.698071.71137
562024.02.13 10:05modify140.101.697371.698071.71137
572024.02.13 11:06buy160.101.704380.000000.00000
582024.02.13 11:06modify160.101.704381.702271.71137
592024.02.13 11:06modify150.101.702981.702271.71137
602024.02.13 11:06modify140.101.697371.702271.71137
612024.02.13 13:08buy170.101.705780.000000.00000
622024.02.13 13:08modify170.101.705781.702971.71137
632024.02.13 13:08modify170.101.705781.702271.71137
642024.02.13 13:30s/l140.101.702271.702271.7113734.391512.33
652024.02.13 13:30s/l150.101.702271.702271.71137-5.051507.28
662024.02.13 13:30s/l160.101.702271.702271.71137-14.991492.29
672024.02.13 13:30s/l170.101.702271.702271.71137-24.931467.36
682024.02.20 16:00sell180.101.710510.000000.00000
692024.02.20 16:00modify180.101.710511.723511.69651
702024.02.21 15:01sell190.101.704910.000000.00000
712024.02.21 15:01modify190.101.704911.709811.69651
722024.02.21 15:01modify180.101.710511.709811.69651
732024.02.22 07:00sell200.101.703500.000000.00000
742024.02.22 07:00modify200.101.703501.705611.69651
752024.02.22 07:00modify190.101.704911.705611.69651
762024.02.22 07:00modify180.101.710511.705611.69651
772024.02.22 07:48s/l180.101.705611.705611.6965132.961500.31
782024.02.22 07:48s/l190.101.705611.705611.69651-6.361493.96
792024.02.22 07:48s/l200.101.705611.705611.69651-14.991478.97
802024.03.21 16:00buy210.101.715300.000000.00000
812024.03.21 16:00modify210.101.715301.702301.72930
822024.04.01 21:05s/l210.101.702301.702301.72930-93.551385.42
832024.04.12 16:00buy220.101.714020.000000.00000
842024.04.12 16:00modify220.101.714021.701021.72802
852024.04.16 12:30buy230.101.719730.000000.00000
862024.04.16 12:30modify230.101.719731.714721.72802
872024.04.16 12:30modify220.101.714021.714721.72802
882024.04.16 12:30buy240.101.721090.000000.00000
892024.04.16 12:30modify240.101.721091.718921.72802
902024.04.16 12:30modify230.101.719731.718921.72802
912024.04.16 12:30modify220.101.714021.718921.72802
922024.04.16 12:32buy250.101.722430.000000.00000
932024.04.16 12:32modify250.101.722431.719621.72802
942024.04.16 12:32modify250.101.722431.718921.72802
952024.04.16 15:27s/l220.101.718921.718921.7280234.541419.95
962024.04.16 15:27s/l230.101.718921.718921.72802-5.751414.20
972024.04.16 15:27s/l240.101.718921.718921.72802-15.411398.79
982024.04.16 15:27s/l250.101.718921.718921.72802-24.931373.86
992024.04.16 16:00sell260.101.719160.000000.00000
1002024.04.16 16:00modify260.101.719161.732161.70516
1012024.04.17 21:30sell270.101.713550.000000.00000
1022024.04.17 21:30modify270.101.713551.718461.70516
1032024.04.17 21:30modify260.101.719161.718461.70516
1042024.04.18 13:47sell280.101.712150.000000.00000
1052024.04.18 13:47modify280.101.712151.714261.70516
1062024.04.18 13:47modify270.101.713551.714261.70516
1072024.04.18 13:47modify260.101.719161.714261.70516
1082024.04.18 14:05s/l260.101.714261.714261.7051632.971406.83
1092024.04.18 14:05s/l270.101.714261.714261.70516-6.421400.41
1102024.04.18 14:05s/l280.101.714261.714261.70516-14.981385.43
1112024.04.19 16:00buy290.101.704220.000000.00000
1122024.04.19 16:00modify290.101.704221.691221.71822
1132024.04.22 10:56s/l290.101.691221.691221.71822-92.471292.97
1142024.05.02 16:00buy300.101.713440.000000.00000
1152024.05.02 16:00modify300.101.713441.700441.72744
1162024.05.03 12:30buy310.101.719050.000000.00000
1172024.05.03 12:30modify310.101.719051.714141.72744
1182024.05.03 12:30modify300.101.713441.714141.72744
1192024.05.06 08:17buy320.101.720440.000000.00000
1202024.05.06 08:17modify320.101.720441.718341.72744
1212024.05.06 08:17modify310.101.719051.718341.72744
1222024.05.06 08:17modify300.101.713441.718341.72744
1232024.05.06 13:31s/l300.101.718341.718341.7274434.531327.50
1242024.05.06 13:31s/l310.101.718341.718341.72744-5.191322.31
1252024.05.06 13:31s/l320.101.718341.718341.72744-14.921307.39
1262024.05.17 16:00sell330.101.729470.000000.00000
1272024.05.17 16:00modify330.101.729471.742471.71547
1282024.05.23 08:14s/l330.101.742471.742471.71547-95.071212.32
1292024.06.03 16:00sell340.101.743230.000000.00000
1302024.06.03 16:00modify340.101.743231.756231.72923
1312024.06.11 10:09s/l340.101.756231.756231.72923-95.991116.33
1322024.06.12 16:00sell350.101.757990.000000.00000
1332024.06.12 16:00modify350.101.757991.770991.74399
1342024.06.13 12:30sell360.101.752190.000000.00000
1352024.06.13 12:30modify360.101.752191.757291.74399
1362024.06.13 12:30modify350.101.757991.757291.74399
1372024.06.14 06:02sell370.101.750950.000000.00000
1382024.06.14 06:02modify370.101.750951.753091.74399
1392024.06.14 06:02modify360.101.752191.753091.74399
1402024.06.14 06:02modify350.101.757991.753091.74399
1412024.06.14 07:31sell380.101.749580.000000.00000
1422024.06.14 07:31modify380.101.749581.752391.74399
1432024.06.14 07:31modify380.101.749581.753091.74399
1442024.06.14 13:57t/p350.101.743991.753091.7439997.591213.92
1452024.06.14 13:57t/p360.101.743991.753091.7439957.771271.69
1462024.06.14 13:57t/p370.101.743991.753091.7439949.431321.12
1472024.06.14 13:57t/p380.101.743991.753091.7439939.701360.82
1482024.07.05 16:00sell390.101.745860.000000.00000
1492024.07.05 16:00modify390.101.745861.758861.73186
1502024.07.11 12:42s/l390.101.758861.758861.73186-95.071265.74
1512024.07.24 16:00sell400.101.781330.000000.00000
1522024.07.24 16:00modify400.101.781331.794331.76733
1532024.07.25 21:05sell410.101.775450.000000.00000
1542024.07.25 21:05modify410.101.775451.780631.76733
1552024.07.25 21:05modify400.101.781331.780631.76733
1562024.07.26 15:19s/l400.101.780631.780631.767333.141268.88
1572024.07.26 15:19s/l410.101.780631.780631.76733-37.241231.64
1582024.08.12 16:00sell420.101.754810.000000.00000
1592024.08.12 16:00modify420.101.754811.767811.74081
1602024.08.16 05:18s/l420.101.767811.767811.74081-95.061136.58
1612024.08.20 16:00sell430.101.775470.000000.00000
1622024.08.20 16:00modify430.101.775471.788471.76147
1632024.08.30 18:55sell440.101.769870.000000.00000
1642024.08.30 18:55modify440.101.769871.774771.76147
1652024.08.30 18:55modify430.101.775471.774771.76147
1662024.08.30 19:46sell450.101.768450.000000.00000
1672024.08.30 19:46modify450.101.768451.770571.76147
1682024.08.30 19:46modify440.101.769871.770571.76147
1692024.08.30 19:46modify430.101.775471.770571.76147
1702024.08.30 20:00s/l430.101.770571.770571.7614729.301165.88
1712024.08.30 20:00s/l440.101.770571.770571.76147-4.971160.91
1722024.08.30 20:00s/l450.101.770571.770571.76147-15.051145.86
1732024.09.11 16:00buy460.101.770940.000000.00000
1742024.09.11 16:00modify460.101.770941.757941.78494
1752024.09.12 14:28buy470.101.776540.000000.00000
1762024.09.12 14:28modify470.101.776541.771641.78494
1772024.09.12 14:28modify460.101.770941.771641.78494
1782024.09.12 14:40buy480.101.777950.000000.00000
1792024.09.12 14:40modify480.101.777951.775841.78494
1802024.09.12 14:40modify470.101.776541.775841.78494
1812024.09.12 14:40modify460.101.770941.775841.78494
1822024.09.12 16:03buy490.101.779350.000000.00000
1832024.09.12 16:03modify490.101.779351.776541.78494
1842024.09.12 16:03modify490.101.779351.775841.78494
1852024.09.13 05:26t/p460.101.784941.775841.7849498.891244.74
1862024.09.13 05:26t/p470.101.784941.775841.7849459.521304.27
1872024.09.13 05:26t/p480.101.784941.775841.7849449.501353.77
1882024.09.13 05:26t/p490.101.784941.775841.7849439.561393.34
1892024.10.23 16:00buy500.101.791580.000000.00000
1902024.10.23 16:00modify500.101.791581.778581.80558
1912024.10.24 16:00buy510.101.797180.000000.00000
1922024.10.24 16:00modify510.101.797181.792281.80558
1932024.10.24 16:00modify500.101.791581.792281.80558
1942024.10.25 10:46buy520.101.798590.000000.00000
1952024.10.25 10:46modify520.101.798591.796481.80558
1962024.10.25 10:46modify510.101.797181.796481.80558
1972024.10.25 10:46modify500.101.791581.796481.80558
1982024.10.25 13:36buy530.101.799980.000000.00000
1992024.10.25 13:36modify530.101.799981.797181.80558
2002024.10.25 13:36modify530.101.799981.796481.80558
2012024.10.28 12:21t/p500.101.805581.796481.8055898.741492.08
2022024.10.28 12:21t/p510.101.805581.796481.8055859.391551.47
2032024.10.28 12:21t/p520.101.805581.796481.8055849.501600.97
2042024.10.28 12:21t/p530.101.805581.796481.8055839.631640.61
2052024.10.29 16:00sell540.101.808590.000000.00000
2062024.10.29 16:00modify540.101.808591.821591.79459
2072024.10.30 12:46sell550.101.802990.000000.00000
2082024.10.30 12:46modify550.101.802991.807891.79459
2092024.10.30 12:46modify540.101.808591.807891.79459
2102024.10.30 13:10s/l540.101.807891.807891.794594.511645.12
2112024.10.30 13:10s/l550.101.807891.807891.79459-34.791610.33