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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test6538Ticks modelled18622042Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread50
Total net profit1033.17Gross profit2044.85Gross loss-1011.68
Profit factor2.02Expected payoff14.35
Absolute drawdown242.84Maximal drawdown461.25 (30.30%)Relative drawdown30.30% (461.25)
Total trades72Short positions (won %)43 (60.47%)Long positions (won %)29 (55.17%)
Profit trades (% of total)42 (58.33%)Loss trades (% of total)30 (41.67%)
Largestprofit trade106.15loss trade-110.74
Averageprofit trade48.69loss trade-33.72
Maximumconsecutive wins (profit in money)9 (540.66)consecutive losses (loss in money)4 (-140.03)
Maximalconsecutive profit (count of wins)540.66 (9)consecutive loss (count of losses)-140.03 (4)
Averageconsecutive wins2consecutive 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/l10.101.701381.701381.67138-110.74889.26
42023.11.14 14:00sell20.101.706600.000000.00000
52023.11.14 14:00modify20.101.706601.721601.69160
62023.11.15 14:40sell30.101.700600.000000.00000
72023.11.15 14:40modify30.101.700601.702851.69160
82023.11.15 14:40modify20.101.706601.702851.69160
92023.11.15 14:44sell40.101.699840.000000.00000
102023.11.15 14:44modify40.101.699841.705101.69160
112023.11.15 14:44modify40.101.699841.702851.69160
122023.11.15 15:28sell50.101.696850.000000.00000
132023.11.15 15:28modify50.101.696851.700601.69160
142023.11.15 15:28modify30.101.700601.700601.69160
152023.11.15 15:28modify40.101.699841.700601.69160
162023.11.15 15:28modify20.101.706601.700601.69160
172023.11.15 16:01s/l20.101.700601.700601.6916042.18931.44
182023.11.15 16:01s/l30.101.700601.700601.691600.00931.44
192023.11.15 16:01s/l40.101.700601.700601.69160-5.40926.04
202023.11.15 16:01s/l50.101.700601.700601.69160-26.66899.38
212023.11.16 15:00sell60.101.708180.000000.00000
222023.11.16 15:00modify60.101.708181.723181.69318
232023.11.17 08:56sell70.101.702160.000000.00000
242023.11.17 08:56modify70.101.702161.704431.69318
252023.11.17 08:56modify60.101.708181.704431.69318
262023.11.17 09:26s/l60.101.704431.704431.6931826.20925.58
272023.11.17 09:26s/l70.101.704431.704431.69318-16.13909.45
282023.11.30 15:00buy80.101.715790.000000.00000
292023.11.30 15:00modify80.101.715791.700791.73079
302023.12.08 13:30s/l80.101.700791.700791.73079-107.70801.75
312023.12.19 13:00sell90.101.704280.000000.00000
322023.12.19 13:00modify90.101.704281.719281.68928
332023.12.19 15:01sell100.101.698280.000000.00000
342023.12.19 15:01modify100.101.698281.700531.68928
352023.12.19 15:01modify90.101.704281.700531.68928
362023.12.19 15:09sell110.101.697530.000000.00000
372023.12.19 15:09modify110.101.697531.702781.68928
382023.12.19 15:09modify110.101.697531.700531.68928
392023.12.19 15:20s/l90.101.700531.700531.6892826.65828.40
402023.12.19 15:20s/l100.101.700531.700531.68928-15.99812.41
412023.12.19 15:20s/l110.101.700531.700531.68928-21.32791.09
422023.12.27 16:00sell120.101.688540.000000.00000
432023.12.27 16:00modify120.101.688541.703541.67354
442023.12.28 13:58sell130.101.682520.000000.00000
452023.12.28 13:58modify130.101.682521.684791.67354
462023.12.28 13:58modify120.101.688541.684791.67354
472023.12.28 14:16s/l120.101.684791.684791.6735425.27816.36
482023.12.28 14:16s/l130.101.684791.684791.67354-16.14800.22
492024.01.08 17:00sell140.101.705390.000000.00000
502024.01.08 17:00modify140.101.705391.720391.69039
512024.01.08 22:05sell150.101.699260.000000.00000
522024.01.08 22:05modify150.101.699261.701641.69039
532024.01.08 22:05modify140.101.705391.701641.69039
542024.01.08 22:15s/l140.101.701641.701641.6903926.66826.88
552024.01.08 22:15s/l150.101.701641.701641.69039-16.91809.97
562024.01.17 12:00sell160.101.716450.000000.00000
572024.01.17 12:00modify160.101.716451.731451.70145
582024.01.17 13:29sell170.101.710420.000000.00000
592024.01.17 13:29modify170.101.710421.712701.70145
602024.01.17 13:29modify160.101.716451.712701.70145
612024.01.17 13:30sell180.101.709640.000000.00000
622024.01.17 13:30modify180.101.709641.714951.70145
632024.01.17 13:30modify180.101.709641.712701.70145
642024.01.17 16:22s/l160.101.712701.712701.7014526.65836.62
652024.01.17 16:22s/l170.101.712701.712701.70145-16.21820.41
662024.01.17 16:22s/l180.101.712701.712701.70145-21.75798.66
672024.02.13 17:00sell190.101.709500.000000.00000
682024.02.13 17:00modify190.101.709501.724501.69450
692024.02.14 07:00sell200.101.703340.000000.00000
702024.02.14 07:00modify200.101.703341.705751.69450
712024.02.14 07:00modify190.101.709501.705751.69450
722024.02.14 07:00sell210.101.702730.000000.00000
732024.02.14 07:00modify210.101.702731.708001.69450
742024.02.14 07:00modify210.101.702731.705751.69450
752024.02.14 09:34sell220.101.699740.000000.00000
762024.02.14 09:34modify220.101.699741.703501.69450
772024.02.14 09:34modify200.101.703341.703501.69450
782024.02.14 09:34modify210.101.702731.703501.69450
792024.02.14 09:34modify190.101.709501.703501.69450
802024.02.15 22:04t/p190.101.694501.703501.69450104.79903.45
812024.02.15 22:04t/p200.101.694501.703501.6945061.45964.90
822024.02.15 22:04t/p210.101.694501.703501.6945057.121022.03
832024.02.15 22:04t/p220.101.694501.703501.6945035.871057.90
842024.03.04 18:00sell230.101.722960.000000.00000
852024.03.04 18:00modify230.101.722961.737961.70796
862024.03.21 13:45sell240.101.716880.000000.00000
872024.03.21 13:45modify240.101.716881.719211.70796
882024.03.21 13:45modify230.101.722961.719211.70796
892024.03.21 13:54sell250.101.716200.000000.00000
902024.03.21 13:54modify250.101.716201.721461.70796
912024.03.21 13:54modify250.101.716201.719211.70796
922024.03.21 15:44sell260.101.713190.000000.00000
932024.03.21 15:44modify260.101.713191.716961.70796
942024.03.21 15:44modify240.101.716881.716961.70796
952024.03.21 15:44modify250.101.716201.716961.70796
962024.03.21 15:44modify230.101.722961.716961.70796
972024.03.22 08:37t/p230.101.707961.716961.7079697.451155.35
982024.03.22 08:37t/p240.101.707961.716961.7079662.951218.30
992024.03.22 08:37t/p250.101.707961.716961.7079658.111276.41
1002024.03.22 08:37t/p260.101.707961.716961.7079636.721313.13
1012024.04.09 13:00sell270.101.722210.000000.00000
1022024.04.09 13:00modify270.101.722211.737211.70721
1032024.04.10 13:55sell280.101.716210.000000.00000
1042024.04.10 13:55modify280.101.716211.718461.70721
1052024.04.10 13:55modify270.101.722211.718461.70721
1062024.04.10 13:56sell290.101.715460.000000.00000
1072024.04.10 13:56modify290.101.715461.720711.70721
1082024.04.10 13:56modify290.101.715461.718461.70721
1092024.04.10 14:40s/l270.101.718461.718461.7072126.191339.32
1102024.04.10 14:40s/l280.101.718461.718461.70721-16.001323.32
1112024.04.10 14:40s/l290.101.718461.718461.70721-21.331301.99
1122024.04.12 14:00buy300.101.712690.000000.00000
1132024.04.12 14:00modify300.101.712691.697691.72769
1142024.04.16 12:30buy310.101.718780.000000.00000
1152024.04.16 12:30modify310.101.718781.716441.72769
1162024.04.16 12:30modify300.101.712691.716441.72769
1172024.04.16 12:30buy320.101.719490.000000.00000
1182024.04.16 12:30modify320.101.719491.714191.72769
1192024.04.16 12:30modify320.101.719491.716441.72769
1202024.04.16 12:32buy330.101.722480.000000.00000
1212024.04.16 12:32modify330.101.722481.718691.72769
1222024.04.16 12:32modify310.101.718781.718691.72769
1232024.04.16 12:32modify320.101.719491.718691.72769
1242024.04.16 12:32modify300.101.712691.718691.72769
1252024.04.16 15:28s/l300.101.718691.718691.7276942.381344.37
1262024.04.16 15:28s/l310.101.718691.718691.72769-0.641343.73
1272024.04.16 15:28s/l320.101.718691.718691.72769-5.691338.04
1282024.04.16 15:28s/l330.101.718691.718691.72769-26.941311.10
1292024.04.19 17:00buy340.101.702950.000000.00000
1302024.04.19 17:00modify340.101.702951.687951.71795
1312024.04.25 06:24buy350.101.708950.000000.00000
1322024.04.25 06:24modify350.101.708951.706701.71795
1332024.04.25 06:24modify340.101.702951.706701.71795
1342024.04.25 06:31buy360.101.709710.000000.00000
1352024.04.25 06:31modify360.101.709711.704451.71795
1362024.04.25 06:31modify360.101.709711.706701.71795
1372024.04.25 09:17buy370.101.712700.000000.00000
1382024.04.25 09:17modify370.101.712701.708951.71795
1392024.04.25 09:17modify350.101.708951.708951.71795
1402024.04.25 09:17modify360.101.709711.708951.71795
1412024.04.25 09:17modify340.101.702951.708951.71795
1422024.04.25 12:32s/l340.101.708951.708951.7179541.841352.94
1432024.04.25 12:32s/l350.101.708951.708951.717950.001352.94
1442024.04.25 12:32s/l360.101.708951.708951.71795-5.401347.54
1452024.04.25 12:32s/l370.101.708951.708951.71795-26.661320.88
1462024.04.29 17:00sell380.101.714930.000000.00000
1472024.04.29 17:00modify380.101.714931.729931.69993
1482024.05.09 11:01sell390.101.708920.000000.00000
1492024.05.09 11:01modify390.101.708921.711181.69993
1502024.05.09 11:01modify380.101.714931.711181.69993
1512024.05.09 11:03s/l380.101.711181.711181.6999321.161342.03
1522024.05.09 11:03s/l390.101.711181.711181.69993-16.061325.97
1532024.06.12 13:00sell400.101.759580.000000.00000
1542024.06.12 13:00modify400.101.759581.774581.74458
1552024.06.12 21:23sell410.101.753320.000000.00000
1562024.06.12 21:23modify410.101.753321.755831.74458
1572024.06.12 21:23modify400.101.759581.755831.74458
1582024.06.12 21:24s/l400.101.755831.755831.7445826.651352.62
1592024.06.12 21:24s/l410.101.755831.755831.74458-17.841334.78
1602024.06.20 12:00buy420.101.739410.000000.00000
1612024.06.20 12:00modify420.101.739411.724411.75441
1622024.07.05 13:30buy430.101.745420.000000.00000
1632024.07.05 13:30modify430.101.745421.743161.75441
1642024.07.05 13:30modify420.101.739411.743161.75441
1652024.07.05 13:37buy440.101.746180.000000.00000
1662024.07.05 13:37modify440.101.746181.740911.75441
1672024.07.05 13:37modify440.101.746181.743161.75441
1682024.07.08 10:29buy450.101.749160.000000.00000
1692024.07.08 10:29modify450.101.749161.745411.75441
1702024.07.08 10:29modify430.101.745421.745411.75441
1712024.07.08 10:29modify440.101.746181.745411.75441
1722024.07.08 10:29modify420.101.739411.745411.75441
1732024.07.08 21:05s/l420.101.745411.745411.7544140.481375.26
1742024.07.08 21:05s/l430.101.745411.745411.75441-0.221375.05
1752024.07.08 21:05s/l440.101.745411.745411.75441-5.621369.43
1762024.07.08 21:05s/l450.101.745411.745411.75441-26.661342.77
1772024.07.11 13:00sell460.101.759340.000000.00000
1782024.07.11 13:00modify460.101.759341.774341.74434
1792024.07.15 14:32s/l460.101.774341.774341.74434-107.541235.24
1802024.08.06 14:00buy470.101.754080.000000.00000
1812024.08.06 14:00modify470.101.754081.739081.76908
1822024.08.13 06:20buy480.101.760110.000000.00000
1832024.08.13 06:20modify480.101.760111.757831.76908
1842024.08.13 06:20modify470.101.754081.757831.76908
1852024.08.13 07:06s/l470.101.757831.757831.7690825.711260.95
1862024.08.13 07:06s/l480.101.757831.757831.76908-16.211244.74
1872024.08.13 17:00sell490.101.762150.000000.00000
1882024.08.13 17:00modify490.101.762151.777151.74715
1892024.08.20 14:44s/l490.101.777151.777151.74715-109.821134.92
1902024.08.26 14:00buy500.101.778560.000000.00000
1912024.08.26 14:00modify500.101.778561.763561.79356
1922024.09.06 12:57buy510.101.784580.000000.00000
1932024.09.06 12:57modify510.101.784581.782311.79356
1942024.09.06 12:57modify500.101.778561.782311.79356
1952024.09.06 13:07s/l500.101.782311.782311.7935624.901159.81
1962024.09.06 13:07s/l510.101.782311.782311.79356-16.141143.67
1972024.09.11 15:00buy520.101.771640.000000.00000
1982024.09.11 15:00modify520.101.771641.756641.78664
1992024.09.12 14:39buy530.101.777650.000000.00000
2002024.09.12 14:39modify530.101.777651.775391.78664
2012024.09.12 14:39modify520.101.771641.775391.78664
2022024.09.12 14:47buy540.101.778400.000000.00000
2032024.09.12 14:47modify540.101.778401.773141.78664
2042024.09.12 14:47modify540.101.778401.775391.78664
2052024.09.12 18:33buy550.101.781390.000000.00000
2062024.09.12 18:33modify550.101.781391.777641.78664
2072024.09.12 18:33modify530.101.777651.777641.78664
2082024.09.12 18:33modify540.101.778401.777641.78664
2092024.09.12 18:33modify520.101.771641.777641.78664
2102024.09.16 06:19t/p520.101.786641.777641.78664105.951249.63
2112024.09.16 06:19t/p530.101.786641.777641.7866463.641313.26
2122024.09.16 06:19t/p540.101.786641.777641.7866458.301371.56
2132024.09.16 06:19t/p550.101.786641.777641.7866437.051408.61
2142024.09.26 16:00sell560.101.808060.000000.00000
2152024.09.26 16:00modify560.101.808061.823061.79306
2162024.10.01 10:07sell570.101.802050.000000.00000
2172024.10.01 10:07modify570.101.802051.804311.79306
2182024.10.01 10:07modify560.101.808061.804311.79306
2192024.10.01 11:21sell580.101.801310.000000.00000
2202024.10.01 11:21modify580.101.801311.806561.79306
2212024.10.01 11:21modify580.101.801311.804311.79306
2222024.10.01 13:34sell590.101.798290.000000.00000
2232024.10.01 13:34modify590.101.798291.802061.79306
2242024.10.01 13:34modify570.101.802051.802061.79306
2252024.10.01 13:34modify580.101.801311.802061.79306
2262024.10.01 13:34modify560.101.808061.802061.79306
2272024.10.01 15:05t/p560.101.793061.802061.79306105.231513.85
2282024.10.01 15:05t/p570.101.793061.802061.7930663.901577.75
2292024.10.01 15:05t/p580.101.793061.802061.7930658.641636.39
2302024.10.01 15:05t/p590.101.793061.802061.7930637.171673.56
2312024.10.01 19:00buy600.101.791620.000000.00000
2322024.10.01 19:00modify600.101.791621.776621.80662
2332024.10.03 08:10s/l600.101.776621.776621.80662-107.171566.38
2342024.10.15 13:00sell610.101.809330.000000.00000
2352024.10.15 13:00modify610.101.809331.824331.79433
2362024.10.15 16:49sell620.101.803330.000000.00000
2372024.10.15 16:49modify620.101.803331.805581.79433
2382024.10.15 16:49modify610.101.809331.805581.79433
2392024.10.15 18:37sell630.101.802580.000000.00000
2402024.10.15 18:37modify630.101.802581.807831.79433
2412024.10.15 18:37modify630.101.802581.805581.79433
2422024.10.15 21:05sell640.101.799430.000000.00000
2432024.10.15 21:05modify640.101.799431.803331.79433
2442024.10.15 21:05modify620.101.803331.803331.79433
2452024.10.15 21:05modify630.101.802581.803331.79433
2462024.10.15 21:05modify610.101.809331.803331.79433
2472024.10.16 06:00t/p610.101.794331.803331.79433106.151672.53
2482024.10.16 06:00t/p620.101.794331.803331.7943363.511736.05
2492024.10.16 06:00t/p630.101.794331.803331.7943358.181794.23
2502024.10.16 06:00t/p640.101.794331.803331.7943335.791830.02
2512024.10.16 20:00buy650.101.785470.000000.00000
2522024.10.16 20:00modify650.101.785471.770471.80047
2532024.10.17 10:11buy660.101.791470.000000.00000
2542024.10.17 10:11modify660.101.791471.789221.80047
2552024.10.17 10:11modify650.101.785471.789221.80047
2562024.10.17 10:32buy670.101.792250.000000.00000
2572024.10.17 10:32modify670.101.792251.786971.80047
2582024.10.17 10:32modify670.101.792251.789221.80047
2592024.10.17 17:44buy680.101.795220.000000.00000
2602024.10.17 17:44modify680.101.795221.791471.80047
2612024.10.17 17:44modify660.101.791471.791471.80047
2622024.10.17 17:44modify670.101.792251.791471.80047
2632024.10.17 17:44modify650.101.785471.791471.80047
2642024.10.18 06:07t/p650.101.800471.791471.80047106.091936.11
2652024.10.18 06:07t/p660.101.800471.791471.8004763.841999.95
2662024.10.18 06:07t/p670.101.800471.791471.8004758.292058.25
2672024.10.18 06:07t/p680.101.800471.791471.8004737.182095.43
2682024.10.24 17:00sell690.101.796320.000000.00000
2692024.10.24 17:00modify690.101.796321.811321.78132
2702024.10.30 00:02s/l690.101.811321.811321.78132-108.441986.98
2712024.10.31 18:00buy700.101.790690.000000.00000
2722024.10.31 18:00modify700.101.790691.775691.80569
2732024.10.31 20:38buy710.101.796700.000000.00000
2742024.10.31 20:38modify710.101.796701.794441.80569
2752024.10.31 20:38modify700.101.790691.794441.80569
2762024.10.31 20:40buy720.101.797440.000000.00000
2772024.10.31 20:40modify720.101.797441.792191.80569
2782024.10.31 20:40modify720.101.797441.794441.80569
2792024.10.31 23:59close at stop720.101.797111.794441.80569-2.351984.63
2802024.10.31 23:59close at stop710.101.797111.794441.805692.911987.54
2812024.10.31 23:59close at stop700.101.797111.794441.8056945.632033.17