Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 20:00 (2024.01.01 - 2025.01.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; 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 test2615Ticks modelled79567Modelling qualityn/a
Mismatched charts errors1
Initial deposit1000.00Spread50
Total net profit1021.78Gross profit1578.38Gross loss-556.60
Profit factor2.84Expected payoff23.76
Absolute drawdown1.51Maximal drawdown253.55 (17.04%)Relative drawdown17.04% (253.55)
Total trades43Short positions (won %)20 (70.00%)Long positions (won %)23 (60.87%)
Profit trades (% of total)28 (65.12%)Loss trades (% of total)15 (34.88%)
Largestprofit trade105.70loss trade-79.24
Averageprofit trade56.37loss trade-37.11
Maximumconsecutive wins (profit in money)6 (419.50)consecutive losses (loss in money)2 (-154.08)
Maximalconsecutive profit (count of wins)419.50 (6)consecutive loss (count of losses)-154.08 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.01.17 12:00sell10.101.716450.000000.00000
22024.01.17 12:00modify10.101.716451.727451.70145
32024.01.17 14:00sell20.101.710230.000000.00000
42024.01.17 14:00modify20.101.710231.711951.70145
52024.01.17 14:00modify10.101.716451.711951.70145
62024.01.17 14:30s/l10.101.711951.711951.7014531.351031.35
72024.01.17 14:30s/l20.101.711951.711951.70145-11.981019.37
82024.01.24 16:00sell30.101.719780.000000.00000
92024.01.24 16:00modify30.101.719781.730781.70478
102024.01.25 17:40sell40.101.712100.000000.00000
112024.01.25 17:40modify40.101.712101.718281.70478
122024.01.25 17:40modify30.101.719781.718281.70478
132024.01.25 18:45sell50.101.713690.000000.00000
142024.01.25 18:45modify50.101.713691.715281.70478
152024.01.25 18:45modify40.101.712101.715281.70478
162024.01.25 18:45modify30.101.719781.715281.70478
172024.01.25 20:40sell60.101.711310.000000.00000
182024.01.25 20:40modify60.101.711311.714531.70478
192024.01.25 20:40modify50.101.713691.714531.70478
202024.01.25 20:40modify40.101.712101.714531.70478
212024.01.25 20:40modify30.101.719781.714531.70478
222024.01.29 14:40t/p30.101.704781.714531.70478100.121119.49
232024.01.29 14:40t/p40.101.704781.714531.7047849.251168.74
242024.01.29 14:40t/p50.101.704781.714531.7047860.321229.06
252024.01.29 14:40t/p60.101.704781.714531.7047843.741272.80
262024.02.20 16:00sell70.101.710510.000000.00000
272024.02.20 16:00modify70.101.710511.721511.69551
282024.02.21 16:55sell80.101.704500.000000.00000
292024.02.21 16:55modify80.101.704501.706011.69551
302024.02.21 16:55modify70.101.710511.706011.69551
312024.02.21 18:40s/l70.101.706011.706011.6955130.481303.28
322024.02.21 18:40s/l80.101.706011.706011.69551-10.521292.76
332024.03.08 16:00sell90.101.732510.000000.00000
342024.03.08 16:00modify90.101.732511.743511.71751
352024.03.11 16:30sell100.101.726500.000000.00000
362024.03.11 16:30modify100.101.726501.728011.71751
372024.03.11 16:30modify90.101.732511.728011.71751
382024.03.11 17:40s/l90.101.728011.728011.7175130.471323.22
392024.03.11 17:40s/l100.101.728011.728011.71751-10.521312.70
402024.03.21 20:00buy110.101.712450.000000.00000
412024.03.21 20:00modify110.101.712451.701451.72745
422024.03.25 12:20buy120.101.718550.000000.00000
432024.03.25 12:20modify120.101.718551.716951.72745
442024.03.25 12:20modify110.101.712451.716951.72745
452024.03.25 13:40s/l110.101.716951.716951.7274531.951344.65
462024.03.25 13:40s/l120.101.716951.716951.72745-11.141333.51
472024.04.19 16:00buy130.101.704220.000000.00000
482024.04.19 16:00modify130.101.704221.693221.71922
492024.04.22 10:20s/l130.101.693221.693221.71922-76.331257.18
502024.04.22 12:00buy140.101.689640.000000.00000
512024.04.22 12:00modify140.101.689641.678641.70464
522024.04.23 08:40buy150.101.697410.000000.00000
532024.04.23 08:40modify150.101.697411.691141.70464
542024.04.23 08:40modify140.101.689641.691141.70464
552024.04.23 11:30buy160.101.698050.000000.00000
562024.04.23 11:30modify160.101.698051.694891.70464
572024.04.23 11:30modify150.101.697411.694891.70464
582024.04.23 11:30modify140.101.689641.694891.70464
592024.04.24 12:30t/p140.101.704641.694891.70464105.101362.28
602024.04.24 12:30t/p150.101.704641.694891.7046450.671412.95
612024.04.24 12:30t/p160.101.704641.694891.7046446.211459.16
622024.06.14 16:00buy170.101.742800.000000.00000
632024.06.14 16:00modify170.101.742801.731801.75780
642024.06.20 21:00s/l170.101.731801.731801.75780-74.841384.32
652024.07.12 16:00sell180.101.769260.000000.00000
662024.07.12 16:00modify180.101.769261.780261.75426
672024.07.17 08:30s/l180.101.780261.780261.75426-79.241305.08
682024.08.06 16:00buy190.101.751050.000000.00000
692024.08.06 16:00modify190.101.751051.740051.76605
702024.08.12 14:40buy200.101.757190.000000.00000
712024.08.12 14:40modify200.101.757191.755551.76605
722024.08.12 14:40modify190.101.751051.755551.76605
732024.08.12 14:55s/l190.101.755551.755551.7660533.141338.22
742024.08.12 14:55s/l200.101.755551.755551.76605-11.421326.80
752024.09.11 16:00buy210.101.770940.000000.00000
762024.09.11 16:00modify210.101.770941.759941.78594
772024.09.12 14:40buy220.101.779300.000000.00000
782024.09.12 14:40modify220.101.779301.776191.78594
792024.09.12 14:40modify210.101.770941.776191.78594
802024.09.12 14:55buy230.101.778460.000000.00000
812024.09.12 14:55modify230.101.778461.772441.78594
822024.09.12 15:00modify230.101.778461.776191.78594
832024.09.13 14:40t/p210.101.785941.776191.78594105.701432.50
842024.09.13 14:40t/p220.101.785941.776191.7859446.551479.05
852024.09.13 14:40t/p230.101.785941.776191.7859452.411531.46
862024.09.26 16:00sell240.101.808060.000000.00000
872024.09.26 16:00modify240.101.808061.819061.79306
882024.10.01 12:20sell250.101.801790.000000.00000
892024.10.01 12:20modify250.101.801791.803561.79306
902024.10.01 12:20modify240.101.808061.803561.79306
912024.10.01 12:40sell260.101.800550.000000.00000
922024.10.01 12:40modify260.101.800551.806561.79306
932024.10.01 12:45modify260.101.800551.803561.79306
942024.10.01 15:30t/p240.101.793061.803561.79306101.871633.32
952024.10.01 15:30t/p250.101.793061.803561.7930660.811694.13
962024.10.01 15:30t/p260.101.793061.803561.7930652.171746.30
972024.10.01 16:00buy270.101.792030.000000.00000
982024.10.01 16:00modify270.101.792031.781031.80703
992024.10.03 05:40s/l270.101.781031.781031.80703-75.431670.87
1002024.10.16 20:00buy280.101.785470.000000.00000
1012024.10.16 20:00modify280.101.785471.774471.80047
1022024.10.17 10:40buy290.101.792990.000000.00000
1032024.10.17 10:40modify290.101.792991.786971.80047
1042024.10.17 10:40modify280.101.785471.786971.80047
1052024.10.17 14:20buy300.101.791660.000000.00000
1062024.10.17 14:20modify300.101.791661.789971.80047
1072024.10.17 14:20modify290.101.792991.789971.80047
1082024.10.17 14:20modify280.101.785471.789971.80047
1092024.10.17 16:20buy310.101.793970.000000.00000
1102024.10.17 16:20modify310.101.793971.790721.80047
1112024.10.17 16:20modify300.101.791661.790721.80047
1122024.10.17 16:20modify290.101.792991.790721.80047
1132024.10.17 16:20modify280.101.785471.790721.80047
1142024.10.18 06:30t/p280.101.800471.790721.80047105.701776.57
1152024.10.18 06:30t/p290.101.800471.790721.8004752.411828.98
1162024.10.18 06:30t/p300.101.800471.790721.8004761.681890.65
1172024.10.18 06:30t/p310.101.800471.790721.8004745.581936.23
1182024.10.31 16:00buy320.101.792260.000000.00000
1192024.10.31 16:00modify320.101.792261.781261.80726
1202024.11.01 06:40buy330.101.798280.000000.00000
1212024.11.01 06:40modify330.101.798281.796761.80726
1222024.11.01 06:40modify320.101.792261.796761.80726
1232024.11.01 07:05s/l320.101.796761.796761.8072631.651967.88
1242024.11.01 07:05s/l330.101.796761.796761.80726-10.591957.29
1252024.11.12 16:00buy340.101.779520.000000.00000
1262024.11.12 16:00modify340.101.779521.768521.79452
1272024.11.19 13:40s/l340.101.768521.768521.79452-74.541882.76
1282024.11.27 16:00sell350.101.778140.000000.00000
1292024.11.27 16:00modify350.101.778141.789141.76314
1302024.11.28 08:40sell360.101.772000.000000.00000
1312024.11.28 08:40modify360.101.772001.773641.76314
1322024.11.28 08:40modify350.101.778141.773641.76314
1332024.11.28 10:30s/l350.101.773641.773641.7631428.721911.47
1342024.11.28 10:30s/l360.101.773641.773641.76314-11.431900.04
1352024.12.06 16:00sell370.101.801600.000000.00000
1362024.12.06 16:00modify370.101.801601.812601.78660
1372024.12.13 08:40sell380.101.795540.000000.00000
1382024.12.13 08:40modify380.101.795541.797101.78660
1392024.12.13 08:40modify370.101.801601.797101.78660
1402024.12.13 09:20s/l370.101.797101.797101.7866025.231925.27
1412024.12.13 09:20s/l380.101.797101.797101.78660-10.871914.40
1422024.12.17 16:00sell390.101.818860.000000.00000
1432024.12.17 16:00modify390.101.818861.829861.80386
1442024.12.19 13:05sell400.101.812830.000000.00000
1452024.12.19 13:05modify400.101.812831.814361.80386
1462024.12.19 13:05modify390.101.818861.814361.80386
1472024.12.19 15:40t/p390.101.803861.814361.80386100.992015.39
1482024.12.19 15:40t/p400.101.803861.814361.8038662.492077.88
1492024.12.19 16:00buy410.101.803530.000000.00000
1502024.12.19 16:00modify410.101.803531.792531.81853
1512024.12.20 18:30buy420.101.809670.000000.00000
1522024.12.20 18:30modify420.101.809671.808031.81853
1532024.12.20 18:30modify410.101.803531.808031.81853
1542024.12.20 20:30s/l410.101.808031.808031.8185331.652109.53
1552024.12.20 20:30s/l420.101.808031.808031.81853-11.422098.11
1562024.12.30 16:00buy430.101.800370.000000.00000
1572024.12.30 16:00modify430.101.800371.789371.81537
1582024.12.31 21:26s/l430.101.789371.789371.81537-76.332021.78