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=0; RSIHelp="------------------------------------"; RSI_Period=10; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=40; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 profit1407.21Gross profit2403.05Gross loss-995.84
Profit factor2.41Expected payoff20.39
Absolute drawdown225.02Maximal drawdown462.24 (23.10%)Relative drawdown24.01% (244.85)
Total trades69Short positions (won %)43 (67.44%)Long positions (won %)26 (53.85%)
Profit trades (% of total)43 (62.32%)Loss trades (% of total)26 (37.68%)
Largestprofit trade106.18loss trade-110.77
Averageprofit trade55.88loss trade-38.30
Maximumconsecutive wins (profit in money)9 (534.26)consecutive losses (loss in money)4 (-140.25)
Maximalconsecutive profit (count of wins)534.26 (9)consecutive loss (count of losses)-140.25 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.03 14:00sell10.101.686380.000000.00000
22023.11.03 14:00modify10.101.686381.701381.67138
32023.11.14 12:37s/l10.101.701381.701381.67138-110.77889.23
42023.11.14 14:00sell20.101.706600.000000.00000
52023.11.14 14:00modify20.101.706601.721601.69160
62023.11.15 14:45sell30.101.699640.000000.00000
72023.11.15 14:45modify30.101.699641.705101.69160
82023.11.15 14:45modify20.101.706601.705101.69160
92023.11.15 15:20sell40.101.696800.000000.00000
102023.11.15 15:20modify40.101.696801.700601.69160
112023.11.15 15:20modify30.101.699641.700601.69160
122023.11.15 15:20modify20.101.706601.700601.69160
132023.11.15 16:10s/l20.101.700601.700601.6916042.19931.42
142023.11.15 16:10s/l30.101.700601.700601.69160-6.82924.60
152023.11.15 16:10s/l40.101.700601.700601.69160-27.01897.59
162023.11.16 15:00sell50.101.708180.000000.00000
172023.11.16 15:00modify50.101.708181.723181.69318
182023.11.17 14:32sell60.101.702110.000000.00000
192023.11.17 14:32modify60.101.702111.704431.69318
202023.11.17 14:32modify50.101.708181.704431.69318
212023.11.17 14:50s/l50.101.704431.704431.6931826.20923.79
222023.11.17 14:50s/l60.101.704431.704431.69318-16.49907.30
232023.11.30 15:00buy70.101.715790.000000.00000
242023.11.30 15:00modify70.101.715791.700791.73079
252023.12.08 13:50s/l70.101.700791.700791.73079-107.72799.58
262023.12.19 13:00sell80.101.704280.000000.00000
272023.12.19 13:00modify80.101.704281.719281.68928
282023.12.19 15:07sell90.101.697480.000000.00000
292023.12.19 15:07modify90.101.697481.702781.68928
302023.12.19 15:07modify80.101.704281.702781.68928
312023.12.19 18:45sell100.101.698020.000000.00000
322023.12.19 18:45modify100.101.698021.700531.68928
332023.12.19 18:45modify90.101.697481.700531.68928
342023.12.19 18:45modify80.101.704281.700531.68928
352023.12.20 07:32t/p80.101.689281.700531.68928106.17905.75
362023.12.20 07:32t/p90.101.689281.700531.6892857.83963.58
372023.12.20 07:32t/p100.101.689281.700531.6892861.671025.25
382023.12.27 16:00sell110.101.688540.000000.00000
392023.12.27 16:00modify110.101.688541.703541.67354
402023.12.28 13:50sell120.101.682400.000000.00000
412023.12.28 13:50modify120.101.682401.684791.67354
422023.12.28 13:50modify110.101.688541.684791.67354
432023.12.28 14:20s/l110.101.684791.684791.6735425.281050.54
442023.12.28 14:20s/l120.101.684791.684791.67354-16.991033.55
452024.01.08 17:00sell130.101.705390.000000.00000
462024.01.08 17:00modify130.101.705391.720391.69039
472024.01.08 22:07sell140.101.699260.000000.00000
482024.01.08 22:07modify140.101.699261.701641.69039
492024.01.08 22:07modify130.101.705391.701641.69039
502024.01.08 22:15s/l130.101.701641.701641.6903926.661060.21
512024.01.08 22:15s/l140.101.701641.701641.69039-16.921043.29
522024.01.17 12:00sell150.101.716450.000000.00000
532024.01.17 12:00modify150.101.716451.731451.70145
542024.01.17 13:25sell160.101.710380.000000.00000
552024.01.17 13:25modify160.101.710381.712701.70145
562024.01.17 13:25modify150.101.716451.712701.70145
572024.01.17 13:32sell170.101.709440.000000.00000
582024.01.17 13:32modify170.101.709441.714951.70145
592024.01.17 13:35modify170.101.709441.712701.70145
602024.01.17 16:20s/l150.101.712701.712701.7014526.661069.95
612024.01.17 16:20s/l160.101.712701.712701.70145-16.491053.46
622024.01.17 16:20s/l170.101.712701.712701.70145-23.181030.28
632024.02.13 17:00sell180.101.709500.000000.00000
642024.02.13 17:00modify180.101.709501.724501.69450
652024.02.14 07:20sell190.101.702480.000000.00000
662024.02.14 07:20modify190.101.702481.708001.69450
672024.02.14 07:20modify180.101.709501.708001.69450
682024.02.14 07:40sell200.101.703260.000000.00000
692024.02.14 07:40modify200.101.703261.705751.69450
702024.02.14 07:40modify190.101.702481.705751.69450
712024.02.14 07:40modify180.101.709501.705751.69450
722024.02.14 09:40sell210.101.699530.000000.00000
732024.02.14 09:40modify210.101.699531.703501.69450
742024.02.14 09:40modify200.101.703261.703501.69450
752024.02.14 09:40modify190.101.702481.703501.69450
762024.02.14 09:40modify180.101.709501.703501.69450
772024.02.15 22:20t/p180.101.694501.703501.69450104.801135.07
782024.02.15 22:20t/p190.101.694501.703501.6945055.351190.43
792024.02.15 22:20t/p200.101.694501.703501.6945060.891251.32
802024.02.15 22:20t/p210.101.694501.703501.6945034.371285.70
812024.03.04 18:00sell220.101.722960.000000.00000
822024.03.04 18:00modify220.101.722961.737961.70796
832024.03.21 13:50sell230.101.716830.000000.00000
842024.03.21 13:50modify230.101.716831.719211.70796
852024.03.21 13:50modify220.101.722961.719211.70796
862024.03.21 15:03sell240.101.715910.000000.00000
872024.03.21 15:03modify240.101.715911.721461.70796
882024.03.21 15:06modify240.101.715911.719211.70796
892024.03.21 15:33sell250.101.713160.000000.00000
902024.03.21 15:33modify250.101.713161.716961.70796
912024.03.21 15:33modify230.101.716831.716961.70796
922024.03.21 15:33modify240.101.715911.716961.70796
932024.03.21 15:33modify220.101.722961.716961.70796
942024.03.22 08:37t/p220.101.707961.716961.7079697.471383.16
952024.03.22 08:37t/p230.101.707961.716961.7079662.601445.76
962024.03.22 08:37t/p240.101.707961.716961.7079656.061501.82
972024.03.22 08:37t/p250.101.707961.716961.7079636.511538.34
982024.04.09 13:00sell260.101.722210.000000.00000
992024.04.09 13:00modify260.101.722211.737211.70721
1002024.04.10 13:59sell270.101.715390.000000.00000
1012024.04.10 13:59modify270.101.715391.720711.70721
1022024.04.10 13:59modify260.101.722211.720711.70721
1032024.04.10 14:17sell280.101.716180.000000.00000
1042024.04.10 14:17modify280.101.716181.718461.70721
1052024.04.10 14:17modify270.101.715391.718461.70721
1062024.04.10 14:17modify260.101.722211.718461.70721
1072024.04.10 14:45s/l260.101.718461.718461.7072126.201564.54
1082024.04.10 14:45s/l270.101.718461.718461.70721-21.831542.71
1092024.04.10 14:45s/l280.101.718461.718461.70721-16.211526.50
1102024.04.12 14:00buy290.101.712690.000000.00000
1112024.04.12 14:00modify290.101.712691.697691.72769
1122024.04.16 12:55buy300.101.722610.000000.00000
1132024.04.16 12:55modify300.101.722611.718691.72769
1142024.04.16 12:55modify290.101.712691.718691.72769
1152024.04.16 15:20s/l290.101.718691.718691.7276942.391568.89
1162024.04.16 15:20s/l300.101.718691.718691.72769-27.871541.02
1172024.04.19 17:00buy310.101.702950.000000.00000
1182024.04.19 17:00modify310.101.702951.687951.71795
1192024.04.25 09:02buy320.101.712710.000000.00000
1202024.04.25 09:02modify320.101.712711.708951.71795
1212024.04.25 09:02modify310.101.702951.708951.71795
1222024.04.25 12:35buy330.101.709880.000000.00000
1232024.04.25 12:35modify330.101.709881.704451.71795
1242024.04.25 12:37s/l310.101.708951.708951.7179541.851582.86
1252024.04.25 12:37s/l320.101.708951.708951.71795-26.731556.13
1262024.04.25 12:37close330.101.708891.704451.71795-7.041549.09
1272024.04.29 17:00sell340.101.714930.000000.00000
1282024.04.29 17:00modify340.101.714931.729931.69993
1292024.05.09 11:23sell350.101.708830.000000.00000
1302024.05.09 11:23modify350.101.708831.711181.69993
1312024.05.09 11:23modify340.101.714931.711181.69993
1322024.05.09 11:40s/l340.101.711181.711181.6999321.161570.25
1332024.05.09 11:40s/l350.101.711181.711181.69993-16.701553.55
1342024.06.12 13:00sell360.101.759580.000000.00000
1352024.06.12 13:00modify360.101.759581.774581.74458
1362024.06.13 12:32sell370.101.752560.000000.00000
1372024.06.13 12:32modify370.101.752561.758081.74458
1382024.06.13 12:32modify360.101.759581.758081.74458
1392024.06.13 18:20sell380.101.753400.000000.00000
1402024.06.13 18:20modify380.101.753401.755831.74458
1412024.06.13 18:20modify370.101.752561.755831.74458
1422024.06.13 18:20modify360.101.759581.755831.74458
1432024.06.14 07:20sell390.101.749720.000000.00000
1442024.06.14 07:20modify390.101.749721.753581.74458
1452024.06.14 07:20modify380.101.753401.753581.74458
1462024.06.14 07:20modify370.101.752561.753581.74458
1472024.06.14 07:20modify360.101.759581.753581.74458
1482024.06.14 13:50t/p360.101.744581.753581.74458104.801658.34
1492024.06.14 13:50t/p370.101.744581.753581.7445856.271714.62
1502024.06.14 13:50t/p380.101.744581.753581.7445862.241776.86
1512024.06.14 13:50t/p390.101.744581.753581.7445836.541813.40
1522024.06.20 12:00buy400.101.739410.000000.00000
1532024.06.20 12:00modify400.101.739411.724411.75441
1542024.07.05 14:17buy410.101.746190.000000.00000
1552024.07.05 14:17modify410.101.746191.740911.75441
1562024.07.05 14:17modify400.101.739411.740911.75441
1572024.07.05 14:47buy420.101.745410.000000.00000
1582024.07.05 14:47modify420.101.745411.743161.75441
1592024.07.05 14:47modify410.101.746191.743161.75441
1602024.07.05 14:47modify400.101.739411.743161.75441
1612024.07.08 10:20buy430.101.749190.000000.00000
1622024.07.08 10:20modify430.101.749191.745411.75441
1632024.07.08 10:20modify420.101.745411.745411.75441
1642024.07.08 10:20modify410.101.746191.745411.75441
1652024.07.08 10:20modify400.101.739411.745411.75441
1662024.07.08 21:02s/l400.101.745411.745411.7544140.491853.89
1672024.07.08 21:02s/l410.101.745411.745411.75441-5.691848.20
1682024.07.08 21:02s/l420.101.745411.745411.75441-0.141848.07
1692024.07.08 21:02s/l430.101.745411.745411.75441-26.881821.19
1702024.07.11 13:00sell440.101.759340.000000.00000
1712024.07.11 13:00modify440.101.759341.774341.74434
1722024.07.15 14:32s/l440.101.774341.774341.74434-107.551713.64
1732024.08.06 14:00buy450.101.754080.000000.00000
1742024.08.06 14:00modify450.101.754081.739081.76908
1752024.08.13 06:25buy460.101.760240.000000.00000
1762024.08.13 06:25modify460.101.760241.757831.76908
1772024.08.13 06:25modify450.101.754081.757831.76908
1782024.08.13 07:10s/l450.101.757831.757831.7690825.711739.35
1792024.08.13 07:10s/l460.101.757831.757831.76908-17.141722.21
1802024.08.13 17:00sell470.101.762150.000000.00000
1812024.08.13 17:00modify470.101.762151.777151.74715
1822024.08.20 14:45s/l470.101.777151.777151.74715-109.851612.36
1832024.08.26 14:00buy480.101.778560.000000.00000
1842024.08.26 14:00modify480.101.778561.763561.79356
1852024.09.06 12:50buy490.101.784580.000000.00000
1862024.09.06 12:50modify490.101.784581.782311.79356
1872024.09.06 12:50modify480.101.778561.782311.79356
1882024.09.06 12:52s/l480.101.782311.782311.7935624.901637.26
1892024.09.06 12:52s/l490.101.782311.782311.79356-16.141621.12
1902024.09.11 15:00buy500.101.771640.000000.00000
1912024.09.11 15:00modify500.101.771641.756641.78664
1922024.09.12 14:40buy510.101.777750.000000.00000
1932024.09.12 14:40modify510.101.777751.775391.78664
1942024.09.12 14:40modify500.101.771641.775391.78664
1952024.09.12 14:45buy520.101.778530.000000.00000
1962024.09.12 14:45modify520.101.778531.773141.78664
1972024.09.12 14:47modify520.101.778531.775391.78664
1982024.09.12 18:32buy530.101.781510.000000.00000
1992024.09.12 18:32modify530.101.781511.777641.78664
2002024.09.12 18:32modify510.101.777751.777641.78664
2012024.09.12 18:32modify520.101.778531.777641.78664
2022024.09.12 18:32modify500.101.771641.777641.78664
2032024.09.16 06:16t/p500.101.786641.777641.78664105.971727.09
2042024.09.16 06:16t/p510.101.786641.777641.7866462.941790.03
2052024.09.16 06:16t/p520.101.786641.777641.7866457.391847.42
2062024.09.16 06:16t/p530.101.786641.777641.7866436.211883.62
2072024.09.26 16:00sell540.101.808060.000000.00000
2082024.09.26 16:00modify540.101.808061.823061.79306
2092024.10.01 10:27sell550.101.801800.000000.00000
2102024.10.01 10:27modify550.101.801801.804311.79306
2112024.10.01 10:27modify540.101.808061.804311.79306
2122024.10.01 11:27sell560.101.801200.000000.00000
2132024.10.01 11:27modify560.101.801201.806561.79306
2142024.10.01 11:30modify560.101.801201.804311.79306
2152024.10.01 15:15t/p540.101.793061.804311.79306105.261988.89
2162024.10.01 15:15t/p550.101.793061.804311.7930662.142051.03
2172024.10.01 15:15t/p560.101.793061.804311.7930657.872108.90
2182024.10.01 19:00buy570.101.791620.000000.00000
2192024.10.01 19:00modify570.101.791621.776621.80662
2202024.10.03 08:15s/l570.101.776621.776621.80662-107.182001.72
2212024.10.15 13:00sell580.101.809330.000000.00000
2222024.10.15 13:00modify580.101.809331.824331.79433
2232024.10.15 16:50sell590.101.803310.000000.00000
2242024.10.15 16:50modify590.101.803311.805581.79433
2252024.10.15 16:50modify580.101.809331.805581.79433
2262024.10.15 18:45sell600.101.802530.000000.00000
2272024.10.15 18:45modify600.101.802531.807831.79433
2282024.10.15 18:47modify600.101.802531.805581.79433
2292024.10.15 21:00sell610.101.799430.000000.00000
2302024.10.15 21:00modify610.101.799431.803331.79433
2312024.10.15 21:00modify590.101.803311.803331.79433
2322024.10.15 21:00modify600.101.802531.803331.79433
2332024.10.15 21:00modify580.101.809331.803331.79433
2342024.10.16 06:20t/p580.101.794331.803331.79433106.182107.90
2352024.10.16 06:20t/p590.101.794331.803331.7943363.382171.28
2362024.10.16 06:20t/p600.101.794331.803331.7943357.842229.12
2372024.10.16 06:20t/p610.101.794331.803331.7943335.802264.92
2382024.10.16 20:00buy620.101.785470.000000.00000
2392024.10.16 20:00modify620.101.785471.770471.80047
2402024.10.17 10:15buy630.101.791610.000000.00000
2412024.10.17 10:15modify630.101.791611.789221.80047
2422024.10.17 10:15modify620.101.785471.789221.80047
2432024.10.17 10:40buy640.101.792320.000000.00000
2442024.10.17 10:40modify640.101.792321.786971.80047
2452024.10.17 10:42modify640.101.792321.789221.80047
2462024.10.17 17:50buy650.101.795480.000000.00000
2472024.10.17 17:50modify650.101.795481.791471.80047
2482024.10.17 17:50modify630.101.791611.791471.80047
2492024.10.17 17:50modify640.101.792321.791471.80047
2502024.10.17 17:50modify620.101.785471.791471.80047
2512024.10.18 06:15t/p620.101.800471.791471.80047106.112371.03
2522024.10.18 06:15t/p630.101.800471.791471.8004762.862433.89
2532024.10.18 06:15t/p640.101.800471.791471.8004757.812491.71
2542024.10.18 06:15t/p650.101.800471.791471.8004735.342527.05
2552024.10.24 17:00sell660.101.796320.000000.00000
2562024.10.24 17:00modify660.101.796321.811321.78132
2572024.10.30 00:07s/l660.101.811321.811321.78132-108.462418.59
2582024.10.31 18:00buy670.101.790690.000000.00000
2592024.10.31 18:00modify670.101.790691.775691.80569
2602024.10.31 20:59buy680.101.797510.000000.00000
2612024.10.31 20:59modify680.101.797511.792191.80569
2622024.10.31 20:59modify670.101.790691.792191.80569
2632024.10.31 21:05buy690.101.796720.000000.00000
2642024.10.31 21:05modify690.101.796721.794441.80569
2652024.10.31 21:05modify680.101.797511.794441.80569
2662024.10.31 21:05modify670.101.790691.794441.80569
2672024.10.31 23:35s/l670.101.794441.794441.8056926.662445.25
2682024.10.31 23:35s/l680.101.794441.794441.80569-21.832423.42
2692024.10.31 23:35s/l690.101.794441.794441.80569-16.212407.21