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=0; RSIHelp="------------------------------------"; RSI_Period=4; 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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=19; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 profit904.57Gross profit1454.56Gross loss-549.99
Profit factor2.64Expected payoff18.85
Absolute drawdown39.30Maximal drawdown277.74 (15.12%)Relative drawdown15.12% (277.74)
Total trades48Short positions (won %)25 (52.00%)Long positions (won %)23 (82.61%)
Profit trades (% of total)32 (66.67%)Loss trades (% of total)16 (33.33%)
Largestprofit trade106.21loss trade-87.58
Averageprofit trade45.45loss trade-34.37
Maximumconsecutive wins (profit in money)9 (588.37)consecutive losses (loss in money)2 (-114.88)
Maximalconsecutive profit (count of wins)588.37 (9)consecutive loss (count of losses)-114.88 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.09 20:00buy10.101.688150.000000.00000
22023.11.09 20:00modify10.101.688151.676151.70315
32023.11.13 13:20buy20.101.693480.000000.00000
42023.11.13 13:20modify20.101.693481.688901.70315
52023.11.13 13:20modify10.101.688151.688901.70315
62023.11.14 06:40buy30.101.696520.000000.00000
72023.11.14 06:40modify30.101.696521.694151.70315
82023.11.14 06:40modify20.101.693481.694151.70315
92023.11.14 06:40modify10.101.688151.694151.70315
102023.11.14 07:20buy40.101.698700.000000.00000
112023.11.14 07:20modify40.101.698701.694901.70315
122023.11.14 07:20modify30.101.696521.694901.70315
132023.11.14 07:20modify20.101.693481.694901.70315
142023.11.14 07:20modify10.101.688151.694901.70315
152023.11.14 13:30t/p10.101.703151.694901.70315106.211106.21
162023.11.14 13:30t/p20.101.703151.694901.7031568.591174.81
172023.11.14 13:30t/p30.101.703151.694901.7031547.121221.93
182023.11.14 13:30t/p40.101.703151.694901.7031531.631253.56
192024.01.03 20:00sell50.101.691210.000000.00000
202024.01.03 20:00modify50.101.691211.703211.67621
212024.01.08 13:40s/l50.101.703211.703211.67621-87.581165.97
222024.01.19 20:00buy60.101.706140.000000.00000
232024.01.19 20:00modify60.101.706141.694141.72114
242024.01.22 19:20buy70.101.711640.000000.00000
252024.01.22 19:20modify70.101.711641.706891.72114
262024.01.22 19:20modify60.101.706141.706891.72114
272024.01.23 01:30buy80.101.714690.000000.00000
282024.01.23 01:30modify80.101.714691.712141.72114
292024.01.23 01:30modify70.101.711641.712141.72114
302024.01.23 01:30modify60.101.706141.712141.72114
312024.01.23 08:15buy90.101.716660.000000.00000
322024.01.23 08:15modify90.101.716661.712891.72114
332024.01.23 08:15modify80.101.714691.712891.72114
342024.01.23 08:15modify70.101.711641.712891.72114
352024.01.23 08:15modify60.101.706141.712891.72114
362024.01.23 11:20s/l60.101.712891.712891.7211447.711213.68
372024.01.23 11:20s/l70.101.712891.712891.721148.751222.44
382024.01.23 11:20s/l80.101.712891.712891.72114-12.791209.65
392024.01.23 11:20s/l90.101.712891.712891.72114-26.791182.86
402024.02.15 20:00buy100.101.697050.000000.00000
412024.02.15 20:00modify100.101.697051.685051.71205
422024.02.20 14:10buy110.101.707810.000000.00000
432024.02.20 14:10modify110.101.707811.703801.71205
442024.02.20 14:10modify100.101.697051.703801.71205
452024.02.20 15:33t/p100.101.712051.703801.71205106.211289.07
462024.02.20 15:33t/p110.101.712051.703801.7120530.141319.21
472024.02.29 20:00buy120.101.712810.000000.00000
482024.02.29 20:00modify120.101.712811.700811.72781
492024.03.04 05:30buy130.101.718110.000000.00000
502024.03.04 05:30modify130.101.718111.713561.72781
512024.03.04 05:30modify120.101.712811.713561.72781
522024.03.04 12:40buy140.101.721130.000000.00000
532024.03.04 12:40modify140.101.721131.718811.72781
542024.03.04 12:40modify130.101.718111.718811.72781
552024.03.04 12:40modify120.101.712811.718811.72781
562024.03.04 15:30buy150.101.723380.000000.00000
572024.03.04 15:30modify150.101.723381.719561.72781
582024.03.04 15:30modify140.101.721131.719561.72781
592024.03.04 15:30modify130.101.718111.719561.72781
602024.03.04 15:30modify120.101.712811.719561.72781
612024.03.06 08:20t/p120.101.727811.719561.72781106.071425.28
622024.03.06 08:20t/p130.101.727811.719561.7278168.671493.95
632024.03.06 08:20t/p140.101.727811.719561.7278147.211541.16
642024.03.06 08:20t/p150.101.727811.719561.7278131.211572.36
652024.04.05 20:00sell160.101.716930.000000.00000
662024.04.05 20:00modify160.101.716931.728931.70193
672024.04.18 13:40sell170.101.711680.000000.00000
682024.04.18 13:40modify170.101.711681.716181.70193
692024.04.18 13:40modify160.101.716931.716181.70193
702024.04.19 15:20sell180.101.706130.000000.00000
712024.04.19 15:20modify180.101.706131.710181.70193
722024.04.19 15:20modify170.101.711681.710181.70193
732024.04.19 15:20modify160.101.716931.710181.70193
742024.04.19 17:30t/p160.101.701931.710181.70193100.181672.54
752024.04.19 17:30t/p170.101.701931.710181.7019368.831741.37
762024.04.19 17:30t/p180.101.701931.710181.7019329.851771.22
772024.05.20 20:00sell190.101.730960.000000.00000
782024.05.20 20:00modify190.101.730961.742961.71596
792024.05.23 16:40s/l190.101.742961.742961.71596-87.581683.64
802024.05.23 20:00sell200.101.743340.000000.00000
812024.05.23 20:00modify200.101.743341.755341.72834
822024.05.31 06:20sell210.101.737940.000000.00000
832024.05.31 06:20modify210.101.737941.742591.72834
842024.05.31 06:20modify200.101.743341.742591.72834
852024.05.31 10:30sell220.101.734880.000000.00000
862024.05.31 10:30modify220.101.734881.737341.72834
872024.05.31 10:30modify210.101.737941.737341.72834
882024.05.31 10:30modify200.101.743341.737341.72834
892024.05.31 12:05sell230.101.732830.000000.00000
902024.05.31 12:05modify230.101.732831.736591.72834
912024.05.31 12:05modify220.101.734881.736591.72834
922024.05.31 12:05modify210.101.737941.736591.72834
932024.05.31 12:05modify200.101.743341.736591.72834
942024.05.31 12:30s/l200.101.736591.736591.7283444.311727.95
952024.05.31 12:30s/l210.101.736591.736591.728349.601737.55
962024.05.31 12:30s/l220.101.736591.736591.72834-12.151725.40
972024.05.31 12:30s/l230.101.736591.736591.72834-26.721698.68
982024.06.05 20:00sell240.101.750990.000000.00000
992024.06.05 20:00modify240.101.750991.762991.73599
1002024.06.14 12:30sell250.101.745710.000000.00000
1012024.06.14 12:30modify250.101.745711.750241.73599
1022024.06.14 12:30modify240.101.750991.750241.73599
1032024.06.14 15:30sell260.101.742660.000000.00000
1042024.06.14 15:30modify260.101.742661.744991.73599
1052024.06.14 15:30modify250.101.745711.744991.73599
1062024.06.14 15:30modify240.101.750991.744991.73599
1072024.06.16 21:20sell270.101.740410.000000.00000
1082024.06.16 21:20modify270.101.740411.744241.73599
1092024.06.16 21:20modify260.101.742661.744241.73599
1102024.06.16 21:20modify250.101.745711.744241.73599
1112024.06.16 21:20modify240.101.750991.744241.73599
1122024.06.17 14:30s/l240.101.744241.744241.7359942.471741.15
1132024.06.17 14:30s/l250.101.744241.744241.735999.991751.14
1142024.06.17 14:30s/l260.101.744241.744241.73599-11.691739.45
1152024.06.17 14:30s/l270.101.744241.744241.73599-27.681711.77
1162024.07.25 20:00buy280.101.777140.000000.00000
1172024.07.25 20:00modify280.101.777141.765141.79214
1182024.07.29 17:40buy290.101.782640.000000.00000
1192024.07.29 17:40modify290.101.782641.777891.79214
1202024.07.29 17:40modify280.101.777141.777891.79214
1212024.07.30 13:05s/l280.101.777891.777891.792144.921716.70
1222024.07.30 13:05s/l290.101.777891.777891.79214-33.901682.80
1232024.08.02 20:00sell300.101.775680.000000.00000
1242024.08.02 20:00modify300.101.775681.787681.76068
1252024.08.05 06:40sell310.101.764960.000000.00000
1262024.08.05 06:40modify310.101.764961.768931.76068
1272024.08.05 06:40modify300.101.775681.768931.76068
1282024.08.05 06:55s/l300.101.768931.768931.7606847.511730.31
1292024.08.05 06:55s/l310.101.768931.768931.76068-28.221702.09
1302024.08.15 20:00sell320.101.765340.000000.00000
1312024.08.15 20:00modify320.101.765341.777341.75034
1322024.08.20 14:30s/l320.101.777341.777341.75034-86.661615.44
1332024.08.21 20:00sell330.101.779650.000000.00000
1342024.08.21 20:00modify330.101.779651.791651.76465
1352024.08.29 08:50sell340.101.774380.000000.00000
1362024.08.29 08:50modify340.101.774381.778901.76465
1372024.08.29 08:50modify330.101.779651.778901.76465
1382024.08.29 12:50sell350.101.771310.000000.00000
1392024.08.29 12:50modify350.101.771311.773651.76465
1402024.08.29 12:50modify340.101.774381.773651.76465
1412024.08.29 12:50modify330.101.779651.773651.76465
1422024.08.29 13:20s/l330.101.773651.773651.7646538.051653.49
1432024.08.29 13:20s/l340.101.773651.773651.764655.191658.68
1442024.08.29 13:20s/l350.101.773651.773651.76465-16.631642.05
1452024.08.30 20:00buy360.101.770200.000000.00000
1462024.08.30 20:00modify360.101.770201.758201.78520
1472024.09.02 14:40buy370.101.775700.000000.00000
1482024.09.02 14:40modify370.101.775701.770951.78520
1492024.09.02 14:40modify360.101.770201.770951.78520
1502024.09.03 11:40buy380.101.778490.000000.00000
1512024.09.03 11:40modify380.101.778491.776201.78520
1522024.09.03 11:40modify370.101.775701.776201.78520
1532024.09.03 11:40modify360.101.770201.776201.78520
1542024.09.03 13:53s/l360.101.776201.776201.7852042.371684.42
1552024.09.03 13:53s/l370.101.776201.776201.785203.411687.83
1562024.09.03 13:53s/l380.101.776201.776201.78520-16.281671.55
1572024.09.05 20:00sell390.101.779110.000000.00000
1582024.09.05 20:00modify390.101.779111.791111.76411
1592024.09.09 10:40sell400.101.773710.000000.00000
1602024.09.09 10:40modify400.101.773711.778361.76411
1612024.09.09 10:40modify390.101.779111.778361.76411
1622024.09.09 13:40s/l390.101.778361.778361.764114.411675.96
1632024.09.09 13:40s/l400.101.778361.778361.76411-33.051642.91
1642024.09.10 20:00sell410.101.779690.000000.00000
1652024.09.10 20:00modify410.101.779691.791691.76469
1662024.09.11 12:40sell420.101.774260.000000.00000
1672024.09.11 12:40modify420.101.774261.778941.76469
1682024.09.11 12:40modify410.101.779691.778941.76469
1692024.09.11 14:55sell430.101.771150.000000.00000
1702024.09.11 14:55modify430.101.771151.773691.76469
1712024.09.11 14:55modify420.101.774261.773691.76469
1722024.09.11 14:55modify410.101.779691.773691.76469
1732024.09.11 21:00sell440.101.769170.000000.00000
1742024.09.11 21:00modify440.101.769171.772941.76469
1752024.09.11 21:00modify430.101.771151.772941.76469
1762024.09.11 21:00modify420.101.774261.772941.76469
1772024.09.11 21:00modify410.101.779691.772941.76469
1782024.09.12 12:30s/l410.101.772941.772941.7646946.141689.05
1792024.09.12 12:30s/l420.101.772941.772941.764698.001697.05
1802024.09.12 12:30s/l430.101.772941.772941.76469-14.101682.96
1812024.09.12 12:30s/l440.101.772941.772941.76469-28.181654.78
1822024.10.16 20:00buy450.101.785470.000000.00000
1832024.10.16 20:00modify450.101.785471.773471.80047
1842024.10.17 08:05buy460.101.791020.000000.00000
1852024.10.17 08:05modify460.101.791021.786221.80047
1862024.10.17 08:05modify450.101.785471.786221.80047
1872024.10.17 16:20buy470.101.793970.000000.00000
1882024.10.17 16:20modify470.101.793971.791471.80047
1892024.10.17 16:20modify460.101.791021.791471.80047
1902024.10.17 16:20modify450.101.785471.791471.80047
1912024.10.17 19:40buy480.101.796140.000000.00000
1922024.10.17 19:40modify480.101.796141.792221.80047
1932024.10.17 19:40modify470.101.793971.792221.80047
1942024.10.17 19:40modify460.101.791021.792221.80047
1952024.10.17 19:40modify450.101.785471.792221.80047
1962024.10.18 06:30t/p450.101.800471.792221.80047106.071760.85
1972024.10.18 06:30t/p460.101.800471.792221.8004767.021827.87
1982024.10.18 06:30t/p470.101.800471.792221.8004746.061873.94
1992024.10.18 06:30t/p480.101.800471.792221.8004730.631904.57