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=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 test1912Ticks modelled18622042Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread50
Total net profit395.19Gross profit1073.51Gross loss-678.32
Profit factor1.58Expected payoff8.23
Absolute drawdown39.30Maximal drawdown412.06 (24.61%)Relative drawdown24.61% (412.06)
Total trades48Short positions (won %)24 (45.83%)Long positions (won %)24 (75.00%)
Profit trades (% of total)29 (60.42%)Loss trades (% of total)19 (39.58%)
Largestprofit trade106.20loss trade-87.57
Averageprofit trade37.02loss trade-35.70
Maximumconsecutive wins (profit in money)8 (441.84)consecutive losses (loss in money)3 (-204.98)
Maximalconsecutive profit (count of wins)441.84 (8)consecutive loss (count of losses)-204.98 (3)
Averageconsecutive wins2consecutive losses2
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 13:07buy20.101.693410.000000.00000
42023.11.13 13:07modify20.101.693411.688901.70315
52023.11.13 13:07modify10.101.688151.688901.70315
62023.11.14 06:55buy30.101.696420.000000.00000
72023.11.14 06:55modify30.101.696421.694151.70315
82023.11.14 06:55modify20.101.693411.694151.70315
92023.11.14 06:55modify10.101.688151.694151.70315
102023.11.14 07:25buy40.101.698860.000000.00000
112023.11.14 07:25modify40.101.698861.694901.70315
122023.11.14 07:25modify30.101.696421.694901.70315
132023.11.14 07:25modify20.101.693411.694901.70315
142023.11.14 07:25modify10.101.688151.694901.70315
152023.11.14 13:30t/p10.101.703151.694901.70315106.191106.19
162023.11.14 13:30t/p20.101.703151.694901.7031569.081175.28
172023.11.14 13:30t/p30.101.703151.694901.7031547.831223.11
182023.11.14 13:30t/p40.101.703151.694901.7031530.491253.60
192024.01.03 20:00sell50.101.691210.000000.00000
202024.01.03 20:00modify50.101.691211.703211.67621
212024.01.08 13:38s/l50.101.703211.703211.67621-87.561166.03
222024.01.19 20:00buy60.101.706140.000000.00000
232024.01.19 20:00modify60.101.706141.694141.72114
242024.01.22 16:20buy70.101.711430.000000.00000
252024.01.22 16:20modify70.101.711431.706891.72114
262024.01.22 16:20modify60.101.706141.706891.72114
272024.01.23 01:55buy80.101.714450.000000.00000
282024.01.23 01:55modify80.101.714451.712141.72114
292024.01.23 01:55modify70.101.711431.712141.72114
302024.01.23 01:55modify60.101.706141.712141.72114
312024.01.23 08:09buy90.101.716650.000000.00000
322024.01.23 08:09modify90.101.716651.712891.72114
332024.01.23 08:09modify80.101.714451.712891.72114
342024.01.23 08:09modify70.101.711431.712891.72114
352024.01.23 08:09modify60.101.706141.712891.72114
362024.01.23 11:13s/l60.101.712891.712891.7211447.711213.74
372024.01.23 11:13s/l70.101.712891.712891.7211410.241223.99
382024.01.23 11:13s/l80.101.712891.712891.72114-11.081212.91
392024.01.23 11:13s/l90.101.712891.712891.72114-26.721186.19
402024.02.15 20:00buy100.101.697050.000000.00000
412024.02.15 20:00modify100.101.697051.685051.71205
422024.02.20 13:30buy110.101.705430.000000.00000
432024.02.20 13:30modify110.101.705431.703051.71205
442024.02.20 13:30modify100.101.697051.703051.71205
452024.02.20 13:47buy120.101.707550.000000.00000
462024.02.20 13:47modify120.101.707551.703801.71205
472024.02.20 13:47modify110.101.705431.703801.71205
482024.02.20 13:47modify100.101.697051.703801.71205
492024.02.20 15:13t/p100.101.712051.703801.71205106.201292.39
502024.02.20 15:13t/p110.101.712051.703801.7120547.051339.44
512024.02.20 15:13t/p120.101.712051.703801.7120531.981371.42
522024.02.29 20:00buy130.101.712810.000000.00000
532024.02.29 20:00modify130.101.712811.700811.72781
542024.03.04 05:13buy140.101.718060.000000.00000
552024.03.04 05:13modify140.101.718061.713561.72781
562024.03.04 05:13modify130.101.712811.713561.72781
572024.03.04 12:39buy150.101.721060.000000.00000
582024.03.04 12:39modify150.101.721061.718811.72781
592024.03.04 12:39modify140.101.718061.718811.72781
602024.03.04 12:39modify130.101.712811.718811.72781
612024.03.04 15:16buy160.101.723310.000000.00000
622024.03.04 15:16modify160.101.723311.719561.72781
632024.03.04 15:16modify150.101.721061.719561.72781
642024.03.04 15:16modify140.101.718061.719561.72781
652024.03.04 15:16modify130.101.712811.719561.72781
662024.03.06 08:01t/p130.101.727811.719561.72781106.061477.48
672024.03.06 08:01t/p140.101.727811.719561.7278169.021546.50
682024.03.06 08:01t/p150.101.727811.719561.7278147.701594.20
692024.03.06 08:01t/p160.101.727811.719561.7278131.711625.90
702024.04.05 20:00sell170.101.716930.000000.00000
712024.04.05 20:00modify170.101.716931.728931.70193
722024.04.12 14:13sell180.101.711680.000000.00000
732024.04.12 14:13modify180.101.711681.716181.70193
742024.04.12 14:13modify170.101.716931.716181.70193
752024.04.12 18:22s/l170.101.716181.716181.701932.121628.02
762024.04.12 18:22s/l180.101.716181.716181.70193-31.981596.04
772024.04.18 20:00buy190.101.712740.000000.00000
782024.04.18 20:00modify190.101.712741.700741.72774
792024.04.19 17:48s/l190.101.700741.700741.72774-85.431510.62
802024.05.20 20:00sell200.101.730960.000000.00000
812024.05.20 20:00modify200.101.730961.742961.71596
822024.05.23 16:57s/l200.101.742961.742961.71596-87.571423.04
832024.05.23 20:00sell210.101.743340.000000.00000
842024.05.23 20:00modify210.101.743341.755341.72834
852024.05.31 06:08sell220.101.738080.000000.00000
862024.05.31 06:08modify220.101.738081.742591.72834
872024.05.31 06:08modify210.101.743341.742591.72834
882024.05.31 10:32sell230.101.735080.000000.00000
892024.05.31 10:32modify230.101.735081.737341.72834
902024.05.31 10:32modify220.101.738081.737341.72834
912024.05.31 10:32modify210.101.743341.737341.72834
922024.05.31 12:30sell240.101.732790.000000.00000
932024.05.31 12:30modify240.101.732791.736591.72834
942024.05.31 12:30modify230.101.735081.736591.72834
952024.05.31 12:30modify220.101.738081.736591.72834
962024.05.31 12:30modify210.101.743341.736591.72834
972024.05.31 12:31s/l210.101.736591.736591.7283444.301467.35
982024.05.31 12:31s/l220.101.736591.736591.7283410.591477.94
992024.05.31 12:31s/l230.101.736591.736591.72834-10.731467.21
1002024.05.31 12:31s/l240.101.736591.736591.72834-27.011440.20
1012024.06.05 20:00sell250.101.750990.000000.00000
1022024.06.05 20:00modify250.101.750991.762991.73599
1032024.06.07 13:03sell260.101.745740.000000.00000
1042024.06.07 13:03modify260.101.745741.750241.73599
1052024.06.07 13:03modify250.101.750991.750241.73599
1062024.06.07 15:27s/l250.101.750241.750241.735993.501443.69
1072024.06.07 15:27s/l260.101.750241.750241.73599-31.981411.71
1082024.07.25 20:00buy270.101.777140.000000.00000
1092024.07.25 20:00modify270.101.777141.765141.79214
1102024.07.29 17:11buy280.101.782400.000000.00000
1112024.07.29 17:11modify280.101.782401.777891.79214
1122024.07.29 17:11modify270.101.777141.777891.79214
1132024.07.30 13:08s/l270.101.777891.777891.792144.921416.63
1142024.07.30 13:08s/l280.101.777891.777891.79214-32.201384.44
1152024.08.02 20:00sell290.101.775680.000000.00000
1162024.08.02 20:00modify290.101.775681.787681.76068
1172024.08.05 06:09sell300.101.770430.000000.00000
1182024.08.05 06:09modify300.101.770431.774931.76068
1192024.08.05 06:09modify290.101.775681.774931.76068
1202024.08.05 06:24sell310.101.767420.000000.00000
1212024.08.05 06:24modify310.101.767421.769681.76068
1222024.08.05 06:24modify300.101.770431.769681.76068
1232024.08.05 06:24modify290.101.775681.769681.76068
1242024.08.05 06:27sell320.101.765150.000000.00000
1252024.08.05 06:27modify320.101.765151.768931.76068
1262024.08.05 06:27modify310.101.767421.768931.76068
1272024.08.05 06:27modify300.101.770431.768931.76068
1282024.08.05 06:27modify290.101.775681.768931.76068
1292024.08.05 06:38s/l290.101.768931.768931.7606847.511431.95
1302024.08.05 06:38s/l300.101.768931.768931.7606810.661442.61
1312024.08.05 06:38s/l310.101.768931.768931.76068-10.731431.88
1322024.08.05 06:38s/l320.101.768931.768931.76068-26.861405.02
1332024.08.15 20:00sell330.101.765340.000000.00000
1342024.08.15 20:00modify330.101.765341.777341.75034
1352024.08.20 14:50s/l330.101.777341.777341.75034-86.661318.36
1362024.08.21 20:00sell340.101.779650.000000.00000
1372024.08.21 20:00modify340.101.779651.791651.76465
1382024.08.29 08:24sell350.101.774390.000000.00000
1392024.08.29 08:24modify350.101.774391.778901.76465
1402024.08.29 08:24modify340.101.779651.778901.76465
1412024.08.29 12:30sell360.101.771400.000000.00000
1422024.08.29 12:30modify360.101.771401.773651.76465
1432024.08.29 12:30modify350.101.774391.773651.76465
1442024.08.29 12:30modify340.101.779651.773651.76465
1452024.08.29 12:36s/l340.101.773651.773651.7646538.041356.41
1462024.08.29 12:36s/l350.101.773651.773651.764655.251361.66
1472024.08.29 12:36s/l360.101.773651.773651.76465-15.991345.67
1482024.08.30 20:00buy370.101.770200.000000.00000
1492024.08.30 20:00modify370.101.770201.758201.78520
1502024.09.02 14:57buy380.101.775450.000000.00000
1512024.09.02 14:57modify380.101.775451.770951.78520
1522024.09.02 14:57modify370.101.770201.770951.78520
1532024.09.03 11:48buy390.101.778490.000000.00000
1542024.09.03 11:48modify390.101.778491.776201.78520
1552024.09.03 11:48modify380.101.775451.776201.78520
1562024.09.03 11:48modify370.101.770201.776201.78520
1572024.09.03 13:59s/l370.101.776201.776201.7852042.371388.04
1582024.09.03 13:59s/l380.101.776201.776201.785205.191393.23
1592024.09.03 13:59s/l390.101.776201.776201.78520-16.281376.95
1602024.09.05 20:00sell400.101.779110.000000.00000
1612024.09.05 20:00modify400.101.779111.791111.76411
1622024.09.06 12:30sell410.101.773720.000000.00000
1632024.09.06 12:30modify410.101.773721.778361.76411
1642024.09.06 12:30modify400.101.779111.778361.76411
1652024.09.06 12:30s/l400.101.778361.778361.764114.871381.82
1662024.09.06 12:30s/l410.101.778361.778361.76411-32.981348.84
1672024.09.10 20:00sell420.101.779690.000000.00000
1682024.09.10 20:00modify420.101.779691.791691.76469
1692024.09.11 12:45sell430.101.774440.000000.00000
1702024.09.11 12:45modify430.101.774441.778941.76469
1712024.09.11 12:45modify420.101.779691.778941.76469
1722024.09.11 14:30sell440.101.771390.000000.00000
1732024.09.11 14:30modify440.101.771391.773691.76469
1742024.09.11 14:30modify430.101.774441.773691.76469
1752024.09.11 14:30modify420.101.779691.773691.76469
1762024.09.11 21:05sell450.101.769170.000000.00000
1772024.09.11 21:05modify450.101.769171.772941.76469
1782024.09.11 21:05modify440.101.771391.772941.76469
1792024.09.11 21:05modify430.101.774441.772941.76469
1802024.09.11 21:05modify420.101.779691.772941.76469
1812024.09.12 12:16s/l420.101.772941.772941.7646946.141394.98
1822024.09.12 12:16s/l430.101.772941.772941.764699.281404.26
1832024.09.12 12:16s/l440.101.772941.772941.76469-12.401391.87
1842024.09.12 12:16s/l450.101.772941.772941.76469-28.171363.70
1852024.10.16 20:00buy460.101.785470.000000.00000
1862024.10.16 20:00modify460.101.785471.773471.80047
1872024.10.17 08:09buy470.101.790730.000000.00000
1882024.10.17 08:09modify470.101.790731.786221.80047
1892024.10.17 08:09modify460.101.785471.786221.80047
1902024.10.17 12:01buy480.101.793720.000000.00000
1912024.10.17 12:01modify480.101.793721.791471.80047
1922024.10.17 12:01modify470.101.790731.791471.80047
1932024.10.17 12:01modify460.101.785471.791471.80047
1942024.10.17 12:30s/l460.101.791471.791471.8004742.231405.93
1952024.10.17 12:30s/l470.101.791471.791471.800475.261411.19
1962024.10.17 12:30s/l480.101.791471.791471.80047-16.001395.19