Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period1 Hour (H1) 2024.01.01 22:00 - 2024.12.31 21:00 (2024.01.01 - 2025.01.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; 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 test7239Ticks modelled157541Modelling qualityn/a
Mismatched charts errors1
Initial deposit1000.00Spread50
Total net profit798.50Gross profit1603.73Gross loss-805.23
Profit factor1.99Expected payoff10.11
Absolute drawdown45.04Maximal drawdown234.16 (12.05%)Relative drawdown14.80% (229.43)
Total trades79Short positions (won %)35 (60.00%)Long positions (won %)44 (61.36%)
Profit trades (% of total)48 (60.76%)Loss trades (% of total)31 (39.24%)
Largestprofit trade78.42loss trade-96.66
Averageprofit trade33.41loss trade-25.98
Maximumconsecutive wins (profit in money)10 (408.32)consecutive losses (loss in money)2 (-189.83)
Maximalconsecutive profit (count of wins)408.32 (10)consecutive loss (count of losses)-189.83 (2)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.01.12 11:00buy10.101.704260.000000.00000
22024.01.12 11:00modify10.101.704261.691261.71526
32024.01.12 19:50buy20.101.709890.000000.00000
42024.01.12 19:50modify20.101.709891.705911.71526
52024.01.12 19:50modify10.101.704261.705911.71526
62024.01.15 08:25buy30.101.711010.000000.00000
72024.01.15 08:25modify30.101.711011.708661.71526
82024.01.15 08:25modify20.101.709891.708661.71526
92024.01.15 08:25modify10.101.704261.708661.71526
102024.01.15 08:45s/l10.101.708661.708661.7152630.951030.95
112024.01.15 08:45s/l20.101.708661.708661.71526-8.271022.68
122024.01.15 08:45s/l30.101.708661.708661.71526-16.371006.31
132024.01.17 11:00sell40.101.713610.000000.00000
142024.01.17 11:00modify40.101.713611.726611.70261
152024.01.19 09:40sell50.101.708080.000000.00000
162024.01.19 09:40modify50.101.708081.711961.70261
172024.01.19 09:40modify40.101.713611.711961.70261
182024.01.19 09:50sell60.101.707000.000000.00000
192024.01.19 09:50modify60.101.707001.709211.70261
202024.01.19 09:50modify50.101.708081.709211.70261
212024.01.19 09:50modify40.101.713611.709211.70261
222024.01.19 11:15s/l40.101.709211.709211.7026127.151033.46
232024.01.19 11:15s/l50.101.709211.709211.70261-7.871025.59
242024.01.19 11:15s/l60.101.709211.709211.70261-15.391010.20
252024.02.02 18:00buy70.101.699630.000000.00000
262024.02.02 18:00modify70.101.699631.686631.71063
272024.02.13 13:16buy80.101.705280.000000.00000
282024.02.13 13:16modify80.101.705281.701281.71063
292024.02.13 13:16modify70.101.699631.701281.71063
302024.02.13 13:45s/l70.101.701281.701281.7106314.181024.38
312024.02.13 13:45s/l80.101.701281.701281.71063-27.87996.51
322024.02.13 19:00sell90.101.709530.000000.00000
332024.02.13 19:00modify90.101.709531.722531.69853
342024.02.14 07:45sell100.101.702760.000000.00000
352024.02.14 07:45modify100.101.702761.705131.69853
362024.02.14 07:45modify90.101.709531.705131.69853
372024.02.14 08:20sell110.101.700680.000000.00000
382024.02.14 08:20modify110.101.700681.703481.69853
392024.02.14 08:20modify100.101.702761.703481.69853
402024.02.14 08:20modify90.101.709531.703481.69853
412024.02.14 09:50t/p90.101.698531.703481.6985375.751072.26
422024.02.14 09:50t/p100.101.698531.703481.6985329.471101.73
432024.02.14 09:50t/p110.101.698531.703481.6985314.981116.71
442024.02.14 11:00buy120.101.698700.000000.00000
452024.02.14 11:00modify120.101.698701.685701.70970
462024.02.20 13:26buy130.101.704400.000000.00000
472024.02.20 13:26modify130.101.704401.700351.70970
482024.02.20 13:26modify120.101.698701.700351.70970
492024.02.20 14:45t/p120.101.709701.700351.7097078.421195.13
502024.02.20 14:45t/p130.101.709701.700351.7097036.921232.05
512024.03.06 16:00buy140.101.722390.000000.00000
522024.03.06 16:00modify140.101.722391.709391.73339
532024.03.08 13:20buy150.101.729190.000000.00000
542024.03.08 13:20modify150.101.729191.726791.73339
552024.03.08 13:20modify140.101.722391.726791.73339
562024.03.08 13:35buy160.101.728110.000000.00000
572024.03.08 13:35modify160.101.728111.724041.73339
582024.03.08 13:37modify160.101.728111.726791.73339
592024.03.08 13:55buy170.101.731190.000000.00000
602024.03.08 13:55modify170.101.731191.728441.73339
612024.03.08 13:55modify150.101.729191.728441.73339
622024.03.08 13:55modify160.101.728111.728441.73339
632024.03.08 13:55modify140.101.722391.728441.73339
642024.03.08 15:20t/p140.101.733391.728441.7333977.831309.88
652024.03.08 15:20t/p150.101.733391.728441.7333929.261339.14
662024.03.08 15:20t/p160.101.733391.728441.7333936.781375.92
672024.03.08 15:20t/p170.101.733391.728441.7333915.331391.25
682024.03.12 10:00buy180.101.723630.000000.00000
692024.03.12 10:00modify180.101.723631.710631.73463
702024.03.19 13:07buy190.101.729230.000000.00000
712024.03.19 13:07modify190.101.729231.725281.73463
722024.03.19 13:07modify180.101.723631.725281.73463
732024.03.19 16:50s/l180.101.725281.725281.7346313.581404.83
742024.03.19 16:50s/l190.101.725281.725281.73463-27.521377.31
752024.04.19 19:00buy200.101.701430.000000.00000
762024.04.19 19:00modify200.101.701431.688431.71243
772024.04.24 13:10buy210.101.707090.000000.00000
782024.04.24 13:10modify210.101.707091.703081.71243
792024.04.24 13:10modify200.101.701431.703081.71243
802024.04.24 13:20buy220.101.708170.000000.00000
812024.04.24 13:20modify220.101.708171.705831.71243
822024.04.24 13:20modify210.101.707091.705831.71243
832024.04.24 13:20modify200.101.701431.705831.71243
842024.04.24 13:45s/l200.101.705831.705831.7124331.551408.86
852024.04.24 13:45s/l210.101.705831.705831.71243-8.771400.09
862024.04.24 13:45s/l220.101.705831.705831.71243-16.301383.79
872024.05.10 14:00buy230.101.709270.000000.00000
882024.05.10 14:00modify230.101.709271.696271.72027
892024.05.13 05:50buy240.101.714860.000000.00000
902024.05.13 05:50modify240.101.714861.710921.72027
912024.05.13 05:50modify230.101.709271.710921.72027
922024.05.13 11:33buy250.101.715990.000000.00000
932024.05.13 11:33modify250.101.715991.713671.72027
942024.05.13 11:33modify240.101.714861.713671.72027
952024.05.13 11:33modify230.101.709271.713671.72027
962024.05.13 14:20buy260.101.718320.000000.00000
972024.05.13 14:20modify260.101.718321.715321.72027
982024.05.13 14:20modify250.101.715991.715321.72027
992024.05.13 14:20modify240.101.714861.715321.72027
1002024.05.13 14:20modify230.101.709271.715321.72027
1012024.05.14 08:10s/l230.101.715321.715321.7202742.741426.53
1022024.05.14 08:10s/l240.101.715321.715321.720273.501430.03
1032024.05.14 08:10s/l250.101.715321.715321.72027-4.371425.66
1042024.05.14 08:10s/l260.101.715321.715321.72027-20.601405.06
1052024.05.22 08:00sell270.101.740750.000000.00000
1062024.05.22 08:00modify270.101.740751.753751.72975
1072024.05.31 10:20sell280.101.735180.000000.00000
1082024.05.31 10:20modify280.101.735181.739101.72975
1092024.05.31 10:20modify270.101.740751.739101.72975
1102024.05.31 10:50sell290.101.733870.000000.00000
1112024.05.31 10:50modify290.101.733871.736351.72975
1122024.05.31 10:50modify280.101.735181.736351.72975
1132024.05.31 10:50modify270.101.740751.736351.72975
1142024.05.31 12:45s/l270.101.736351.736351.7297521.021426.08
1152024.05.31 12:45s/l280.101.736351.736351.72975-8.151417.93
1162024.05.31 12:45s/l290.101.736351.736351.72975-17.281400.65
1172024.06.17 16:00sell300.101.744620.000000.00000
1182024.06.17 16:00modify300.101.744621.757621.73362
1192024.06.20 11:45sell310.101.739100.000000.00000
1202024.06.20 11:45modify310.101.739101.742971.73362
1212024.06.20 11:45modify300.101.744621.742971.73362
1222024.06.20 13:50sell320.101.735600.000000.00000
1232024.06.20 13:50modify320.101.735601.738571.73362
1242024.06.20 13:50modify310.101.739101.738571.73362
1252024.06.20 13:50modify300.101.744621.738571.73362
1262024.06.20 19:20t/p300.101.733621.738571.7336272.251472.89
1272024.06.20 19:20t/p310.101.733621.738571.7336238.171511.06
1282024.06.20 19:20t/p320.101.733621.738571.7336213.791524.85
1292024.07.01 15:00sell330.101.736360.000000.00000
1302024.07.01 15:00modify330.101.736361.749361.72536
1312024.07.08 10:32s/l330.101.749361.749361.72536-96.661428.19
1322024.07.12 16:00sell340.101.769260.000000.00000
1332024.07.12 16:00modify340.101.769261.782261.75826
1342024.07.17 09:50s/l340.101.782261.782261.75826-93.171335.02
1352024.07.17 11:00sell350.101.781060.000000.00000
1362024.07.17 11:00modify350.101.781061.794061.77006
1372024.07.18 08:46sell360.101.775410.000000.00000
1382024.07.18 08:46modify360.101.775411.779411.77006
1392024.07.18 08:46modify350.101.781061.779411.77006
1402024.07.18 20:35sell370.101.774180.000000.00000
1412024.07.18 20:35modify370.101.774181.776661.77006
1422024.07.18 20:35modify360.101.775411.776661.77006
1432024.07.18 20:35modify350.101.781061.776661.77006
1442024.07.19 06:15sell380.101.772160.000000.00000
1452024.07.19 06:15modify380.101.772161.775011.77006
1462024.07.19 06:15modify370.101.774181.775011.77006
1472024.07.19 06:15modify360.101.775411.775011.77006
1482024.07.19 06:15modify350.101.781061.775011.77006
1492024.07.19 10:20t/p350.101.770061.775011.7700673.121408.14
1502024.07.19 10:20t/p360.101.770061.775011.7700636.401444.54
1512024.07.19 10:20t/p370.101.770061.775011.7700627.831472.36
1522024.07.19 10:20t/p380.101.770061.775011.7700614.631486.99
1532024.08.08 17:00sell390.101.750560.000000.00000
1542024.08.08 17:00modify390.101.750561.763561.73956
1552024.08.13 17:20s/l390.101.763561.763561.73956-93.171393.82
1562024.08.14 08:00buy400.101.760480.000000.00000
1572024.08.14 08:00modify400.101.760481.747481.77148
1582024.08.15 20:02buy410.101.766140.000000.00000
1592024.08.15 20:02modify410.101.766141.762131.77148
1602024.08.15 20:02modify400.101.760481.762131.77148
1612024.08.16 01:32buy420.101.767200.000000.00000
1622024.08.16 01:32modify420.101.767201.764881.77148
1632024.08.16 01:32modify410.101.766141.764881.77148
1642024.08.16 01:32modify400.101.760481.764881.77148
1652024.08.16 08:32buy430.101.769570.000000.00000
1662024.08.16 08:32modify430.101.769571.766531.77148
1672024.08.16 08:32modify420.101.767201.766531.77148
1682024.08.16 08:32modify410.101.766141.766531.77148
1692024.08.16 08:32modify400.101.760481.766531.77148
1702024.08.16 10:20t/p400.101.771481.766531.7714877.821471.64
1712024.08.16 10:20t/p410.101.771481.766531.7714837.501509.14
1722024.08.16 10:20t/p420.101.771481.766531.7714829.811538.95
1732024.08.16 10:20t/p430.101.771481.766531.7714813.301552.25
1742024.08.20 16:00sell440.101.775470.000000.00000
1752024.08.20 16:00modify440.101.775471.788471.76447
1762024.08.30 17:50sell450.101.769940.000000.00000
1772024.08.30 17:50modify450.101.769941.773821.76447
1782024.08.30 17:50modify440.101.775471.773821.76447
1792024.08.30 19:45sell460.101.768860.000000.00000
1802024.08.30 19:45modify460.101.768861.771071.76447
1812024.08.30 19:45modify450.101.769941.771071.76447
1822024.08.30 19:45modify440.101.775471.771071.76447
1832024.08.30 20:15s/l440.101.771071.771071.7644720.151572.39
1842024.08.30 20:15s/l450.101.771071.771071.76447-7.871564.52
1852024.08.30 20:15s/l460.101.771071.771071.76447-15.401549.12
1862024.09.11 17:00buy470.101.771260.000000.00000
1872024.09.11 17:00modify470.101.771261.758261.78226
1882024.09.12 14:35buy480.101.776980.000000.00000
1892024.09.12 14:35modify480.101.776981.772911.78226
1902024.09.12 14:35modify470.101.771261.772911.78226
1912024.09.12 15:27buy490.101.777980.000000.00000
1922024.09.12 15:27modify490.101.777981.775661.78226
1932024.09.12 15:27modify480.101.776981.775661.78226
1942024.09.12 15:27modify470.101.771261.775661.78226
1952024.09.12 16:27buy500.101.780070.000000.00000
1962024.09.12 16:27modify500.101.780071.777311.78226
1972024.09.12 16:27modify490.101.777981.777311.78226
1982024.09.12 16:27modify480.101.776981.777311.78226
1992024.09.12 16:27modify470.101.771261.777311.78226
2002024.09.12 20:33t/p470.101.782261.777311.7822677.521626.64
2012024.09.12 20:33t/p480.101.782261.777311.7822636.781663.42
2022024.09.12 20:33t/p490.101.782261.777311.7822629.811693.23
2032024.09.12 20:33t/p500.101.782261.777311.7822615.251708.48
2042024.09.20 08:00sell510.101.806400.000000.00000
2052024.09.20 08:00modify510.101.806401.819401.79540
2062024.09.23 07:50sell520.101.800800.000000.00000
2072024.09.23 07:50modify520.101.800801.804751.79540
2082024.09.23 07:50modify510.101.806401.804751.79540
2092024.09.23 08:15sell530.101.799730.000000.00000
2102024.09.23 08:15modify530.101.799731.802001.79540
2112024.09.23 08:15modify520.101.800801.802001.79540
2122024.09.23 08:15modify510.101.806401.802001.79540
2132024.09.23 09:10s/l510.101.802001.802001.7954029.781738.26
2142024.09.23 09:10s/l520.101.802001.802001.79540-8.361729.90
2152024.09.23 09:10s/l530.101.802001.802001.79540-15.811714.09
2162024.09.25 10:00buy540.101.797050.000000.00000
2172024.09.25 10:00modify540.101.797051.784051.80805
2182024.09.25 13:20buy550.101.802610.000000.00000
2192024.09.25 13:20modify550.101.802611.798701.80805
2202024.09.25 13:20modify540.101.797051.798701.80805
2212024.09.25 14:50s/l540.101.798701.798701.8080511.491725.58
2222024.09.25 14:50s/l550.101.798701.798701.80805-27.241698.34
2232024.09.26 17:00sell560.101.807550.000000.00000
2242024.09.26 17:00modify560.101.807551.820551.79655
2252024.10.01 10:27sell570.101.801800.000000.00000
2262024.10.01 10:27modify570.101.801801.805901.79655
2272024.10.01 10:27modify560.101.807551.805901.79655
2282024.10.01 11:20sell580.101.800860.000000.00000
2292024.10.01 11:20modify580.101.800861.803151.79655
2302024.10.01 11:20modify570.101.801801.803151.79655
2312024.10.01 11:20modify560.101.807551.803151.79655
2322024.10.01 13:40sell590.101.798610.000000.00000
2332024.10.01 13:40modify590.101.798611.801501.79655
2342024.10.01 13:40modify580.101.800861.801501.79655
2352024.10.01 13:40modify570.101.801801.801501.79655
2362024.10.01 13:40modify560.101.807551.801501.79655
2372024.10.01 13:50t/p560.101.796551.801501.7965574.001772.33
2382024.10.01 13:50t/p570.101.796551.801501.7965536.571808.90
2392024.10.01 13:50t/p580.101.796551.801501.7965530.021838.92
2402024.10.01 13:50t/p590.101.796551.801501.7965514.351853.27
2412024.10.03 11:00buy600.101.775440.000000.00000
2422024.10.03 11:00modify600.101.775441.762441.78644
2432024.10.04 05:50buy610.101.781160.000000.00000
2442024.10.04 05:50modify610.101.781161.777091.78644
2452024.10.04 05:50modify600.101.775441.777091.78644
2462024.10.04 06:55buy620.101.784280.000000.00000
2472024.10.04 06:55modify620.101.784281.781491.78644
2482024.10.04 06:55modify610.101.781161.781491.78644
2492024.10.04 06:55modify600.101.775441.781491.78644
2502024.10.04 07:37s/l600.101.781491.781491.7864442.441895.71
2512024.10.04 07:37s/l610.101.781491.781491.786442.301898.01
2522024.10.04 07:37s/l620.101.781491.781491.78644-19.431878.58
2532024.10.04 09:00sell630.101.783810.000000.00000
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