Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period4 Hours (H4) 2024.07.01 00:00 - 2025.06.30 20:00 (2024.07.01 - 2025.07.01)
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=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=13; 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 test2608Ticks modelled79614Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread50
Total net profit1344.01Gross profit2557.46Gross loss-1213.45
Profit factor2.11Expected payoff15.81
Absolute drawdown158.92Maximal drawdown462.98 (26.15%)Relative drawdown26.15% (462.98)
Total trades85Short positions (won %)36 (55.56%)Long positions (won %)49 (59.18%)
Profit trades (% of total)49 (57.65%)Loss trades (% of total)36 (42.35%)
Largestprofit trade104.08loss trade-84.04
Averageprofit trade52.19loss trade-33.71
Maximumconsecutive wins (profit in money)8 (497.24)consecutive losses (loss in money)4 (-122.39)
Maximalconsecutive profit (count of wins)497.24 (8)consecutive loss (count of losses)-122.39 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.07.12 16:00sell10.101.769260.000000.00000
22024.07.12 16:00modify10.101.769261.780261.75526
32024.07.17 08:30s/l10.101.780261.780261.75526-84.04915.96
42024.08.06 16:00buy20.101.751050.000000.00000
52024.08.06 16:00modify20.101.751051.740051.76505
62024.08.12 15:15buy30.101.757400.000000.00000
72024.08.12 15:15modify30.101.757401.755251.76505
82024.08.12 15:15modify20.101.751051.755251.76505
92024.08.12 15:40s/l20.101.755251.755251.7650532.60948.56
102024.08.12 15:40s/l30.101.755251.755251.76505-15.80932.76
112024.09.11 16:00buy40.101.770940.000000.00000
122024.09.11 16:00modify40.101.770941.759941.78494
132024.09.12 14:20buy50.101.777260.000000.00000
142024.09.12 14:20modify50.101.777261.775141.78494
152024.09.12 14:20modify40.101.770941.775141.78494
162024.09.12 15:20buy60.101.778090.000000.00000
172024.09.12 15:20modify60.101.778091.772341.78494
182024.09.12 15:25modify60.101.778091.775141.78494
192024.09.12 16:20buy70.101.779340.000000.00000
202024.09.12 16:20modify70.101.779341.776541.78494
212024.09.12 16:20modify50.101.777261.776541.78494
222024.09.12 16:20modify60.101.778091.776541.78494
232024.09.12 16:20modify40.101.770941.776541.78494
242024.09.13 05:40t/p40.101.784941.776541.78494104.081036.84
252024.09.13 05:40t/p50.101.784941.776541.7849456.761093.60
262024.09.13 05:40t/p60.101.784941.776541.7849450.661144.25
272024.09.13 05:40t/p70.101.784941.776541.7849441.471185.72
282024.09.26 16:00sell80.101.808060.000000.00000
292024.09.26 16:00modify80.101.808061.819061.79406
302024.10.01 10:50sell90.101.801600.000000.00000
312024.10.01 10:50modify90.101.801601.803861.79406
322024.10.01 10:50modify80.101.808061.803861.79406
332024.10.01 11:50sell100.101.800850.000000.00000
342024.10.01 11:50modify100.101.800851.806661.79406
352024.10.01 11:55modify100.101.800851.803861.79406
362024.10.01 13:20sell110.101.799400.000000.00000
372024.10.01 13:20modify110.101.799401.802461.79406
382024.10.01 13:20modify90.101.801601.802461.79406
392024.10.01 13:20modify100.101.800851.802461.79406
402024.10.01 13:20modify80.101.808061.802461.79406
412024.10.01 14:40t/p80.101.794061.802461.7940699.701285.42
422024.10.01 14:40t/p90.101.794061.802461.7940655.421340.84
432024.10.01 14:40t/p100.101.794061.802461.7940649.911390.75
442024.10.01 14:40t/p110.101.794061.802461.7940639.251430.00
452024.10.01 16:00buy120.101.792030.000000.00000
462024.10.01 16:00modify120.101.792031.781031.80603
472024.10.03 05:40s/l120.101.781031.781031.80603-79.741350.26
482024.10.16 20:00buy130.101.785470.000000.00000
492024.10.16 20:00modify130.101.785471.774471.79947
502024.10.17 10:20buy140.101.791800.000000.00000
512024.10.17 10:20modify140.101.791801.789671.79947
522024.10.17 10:20modify130.101.785471.789671.79947
532024.10.17 11:00buy150.101.792760.000000.00000
542024.10.17 11:00modify150.101.792761.786871.79947
552024.10.17 11:05modify150.101.792761.789671.79947
562024.10.17 12:25buy160.101.794070.000000.00000
572024.10.17 12:25modify160.101.794071.791071.79947
582024.10.17 12:25modify140.101.791801.791071.79947
592024.10.17 12:25modify150.101.792761.791071.79947
602024.10.17 12:25modify130.101.785471.791071.79947
612024.10.17 12:40s/l130.101.791071.791071.7994742.031392.29
622024.10.17 12:40s/l140.101.791071.791071.79947-5.371386.92
632024.10.17 12:40s/l150.101.791071.791071.79947-12.431374.49
642024.10.17 12:40s/l160.101.791071.791071.79947-22.061352.43
652024.10.31 16:00buy170.101.792260.000000.00000
662024.10.31 16:00modify170.101.792261.781261.80626
672024.11.01 07:40buy180.101.798820.000000.00000
682024.11.01 07:40modify180.101.798821.796461.80626
692024.11.01 07:40modify170.101.792261.796461.80626
702024.11.01 08:25buy190.101.799370.000000.00000
712024.11.01 08:25modify190.101.799371.793661.80626
722024.11.01 08:30modify190.101.799371.796461.80626
732024.11.01 16:40t/p170.101.806261.796461.80626103.231455.65
742024.11.01 16:40t/p180.101.806261.796461.8062654.701510.35
752024.11.01 16:40t/p190.101.806261.796461.8062650.661561.01
762024.11.12 16:00buy200.101.779520.000000.00000
772024.11.12 16:00modify200.101.779521.768521.79352
782024.11.19 13:40s/l200.101.768521.768521.79352-78.881482.13
792024.11.27 16:00sell210.101.778140.000000.00000
802024.11.27 16:00modify210.101.778141.789141.76414
812024.11.28 09:40sell220.101.771670.000000.00000
822024.11.28 09:40modify220.101.771671.773941.76414
832024.11.28 09:40modify210.101.778141.773941.76414
842024.11.28 10:40s/l210.101.773941.773941.7641427.671509.80
852024.11.28 10:40s/l220.101.773941.773941.76414-16.681493.12
862024.12.06 16:00sell230.101.801600.000000.00000
872024.12.06 16:00modify230.101.801601.812601.78760
882024.12.13 15:40sell240.101.794540.000000.00000
892024.12.13 15:40modify240.101.794541.800201.78760
902024.12.13 15:40modify230.101.801601.800201.78760
912024.12.13 16:15sell250.101.795210.000000.00000
922024.12.13 16:15modify250.101.795211.797401.78760
932024.12.13 16:15modify240.101.794541.797401.78760
942024.12.13 16:15modify230.101.801601.797401.78760
952024.12.13 16:30s/l230.101.797401.797401.7876023.411516.53
962024.12.13 16:30s/l240.101.797401.797401.78760-21.021495.51
972024.12.13 16:30s/l250.101.797401.797401.78760-16.101479.41
982024.12.17 16:00sell260.101.818860.000000.00000
992024.12.17 16:00modify260.101.818861.829861.80486
1002024.12.19 13:10sell270.101.812500.000000.00000
1012024.12.19 13:10modify270.101.812501.814661.80486
1022024.12.19 13:10modify260.101.818861.814661.80486
1032024.12.19 13:20sell280.101.811830.000000.00000
1042024.12.19 13:20modify280.101.811831.817461.80486
1052024.12.19 13:25modify280.101.811831.814661.80486
1062024.12.19 15:30t/p260.101.804861.814661.8048698.631578.03
1072024.12.19 15:30t/p270.101.804861.814661.8048656.151634.18
1082024.12.19 15:30t/p280.101.804861.814661.8048651.221685.40
1092024.12.19 16:00buy290.101.803530.000000.00000
1102024.12.19 16:00modify290.101.803531.792531.81753
1112024.12.20 18:40buy300.101.810090.000000.00000
1122024.12.20 18:40modify300.101.810091.807731.81753
1132024.12.20 18:40modify290.101.803531.807731.81753
1142024.12.20 20:30s/l290.101.807731.807731.8175331.171716.57
1152024.12.20 20:30s/l300.101.807731.807731.81753-17.351699.22
1162024.12.30 16:00buy310.101.800370.000000.00000
1172024.12.30 16:00modify310.101.800371.789371.81437
1182025.01.02 13:30s/l310.101.789371.789371.81437-79.451619.76
1192025.01.02 16:00buy320.101.784990.000000.00000
1202025.01.02 16:00modify320.101.784991.773991.79899
1212025.01.03 15:40buy330.101.792130.000000.00000
1222025.01.03 15:40modify330.101.792131.786391.79899
1232025.01.03 15:40modify320.101.784991.786391.79899
1242025.01.03 16:10buy340.101.791580.000000.00000
1252025.01.03 16:10modify340.101.791581.789191.79899
1262025.01.03 16:10modify330.101.792131.789191.79899
1272025.01.03 16:10modify320.101.784991.789191.79899
1282025.01.06 01:25buy350.101.793640.000000.00000
1292025.01.06 01:25modify350.101.793641.790591.79899
1302025.01.06 01:25modify340.101.791581.790591.79899
1312025.01.06 01:25modify330.101.792131.790591.79899
1322025.01.06 01:25modify320.101.784991.790591.79899
1332025.01.06 01:40s/l320.101.790591.790591.7989941.741661.50
1342025.01.06 01:40s/l330.101.790591.790591.79899-11.041650.46
1352025.01.06 01:40s/l340.101.790591.790591.79899-6.991643.46
1362025.01.06 01:40s/l350.101.790591.790591.79899-22.431621.03
1372025.01.24 16:00sell360.101.788360.000000.00000
1382025.01.24 16:00modify360.101.788361.799361.77436
1392025.01.27 14:40s/l360.101.799361.799361.77436-81.921539.12
1402025.02.06 16:00buy370.101.778010.000000.00000
1412025.02.06 16:00modify370.101.778011.767011.79201
1422025.02.07 09:05buy380.101.784530.000000.00000
1432025.02.07 09:05modify380.101.784531.782211.79201
1442025.02.07 09:05modify370.101.778011.782211.79201
1452025.02.07 10:50buy390.101.785150.000000.00000
1462025.02.07 10:50modify390.101.785151.779411.79201
1472025.02.07 10:55modify390.101.785151.782211.79201
1482025.02.07 13:30s/l370.101.782211.782211.7920131.181570.29
1492025.02.07 13:30s/l380.101.782211.782211.79201-17.051553.24
1502025.02.07 13:30s/l390.101.782211.782211.79201-21.611531.63
1512025.02.25 20:00sell400.101.811880.000000.00000
1522025.02.25 20:00modify400.101.811881.822881.79788
1532025.02.26 16:15s/l400.101.822881.822881.79788-81.911449.73
1542025.03.03 20:00sell410.101.839920.000000.00000
1552025.03.03 20:00modify410.101.839921.850921.82592
1562025.03.04 11:40sell420.101.832840.000000.00000
1572025.03.04 11:40modify420.101.832841.838521.82592
1582025.03.04 11:40modify410.101.839921.838521.82592
1592025.03.04 12:40s/l410.101.838521.838521.825929.221458.95
1602025.03.04 12:40s/l420.101.838521.838521.82592-41.741417.21
1612025.03.04 20:00sell430.101.852460.000000.00000
1622025.03.04 20:00modify430.101.852461.863461.83846
1632025.03.05 01:35sell440.101.843780.000000.00000
1642025.03.05 01:35modify440.101.843781.846861.83846
1652025.03.05 01:35modify430.101.852461.846861.83846
1662025.03.05 05:35sell450.101.845400.000000.00000
1672025.03.05 05:35modify450.101.845401.851061.83846
1682025.03.05 05:40modify450.101.845401.846861.83846
1692025.03.05 07:40s/l430.101.846861.846861.8384640.081457.29
1702025.03.05 07:40s/l440.101.846861.846861.83846-22.641434.65
1712025.03.05 07:40s/l450.101.846861.846861.83846-10.731423.92
1722025.03.06 16:00buy460.101.839570.000000.00000
1732025.03.06 16:00modify460.101.839571.828571.85357
1742025.03.06 17:40buy470.101.845980.000000.00000
1752025.03.06 17:40modify470.101.845981.843771.85357
1762025.03.06 17:40modify460.101.839571.843771.85357
1772025.03.06 17:55s/l460.101.843771.843771.8535730.881454.80
1782025.03.06 17:55s/l470.101.843771.843771.85357-16.251438.55
1792025.03.07 16:00sell480.101.855860.000000.00000
1802025.03.07 16:00modify480.101.855861.866861.84186
1812025.03.10 13:15s/l480.101.866861.866861.84186-81.921356.64
1822025.03.11 16:00sell490.101.872220.000000.00000
1832025.03.11 16:00modify490.101.872221.883221.85822
1842025.03.11 19:05sell500.101.863640.000000.00000
1852025.03.11 19:05modify500.101.863641.866621.85822
1862025.03.11 19:05modify490.101.872221.866621.85822
1872025.03.11 19:30s/l490.101.866621.866621.8582241.161397.80
1882025.03.11 19:30s/l500.101.866621.866621.85822-21.901375.90
1892025.03.14 16:00buy510.101.857290.000000.00000
1902025.03.14 16:00modify510.101.857291.846291.87129
1912025.03.19 20:40buy520.101.863690.000000.00000
1922025.03.19 20:40modify520.101.863691.861491.87129
1932025.03.19 20:40modify510.101.857291.861491.87129
1942025.03.19 21:00s/l510.101.861491.861491.8712931.741407.63
1952025.03.19 21:00s/l520.101.861491.861491.87129-16.181391.45
1962025.03.24 16:00buy530.101.845810.000000.00000
1972025.03.24 16:00modify530.101.845811.834811.85981
1982025.03.25 10:05buy540.101.852140.000000.00000
1992025.03.25 10:05modify540.101.852141.850011.85981
2002025.03.25 10:05modify530.101.845811.850011.85981
2012025.03.25 10:40s/l530.101.850011.850011.8598131.171422.62
2022025.03.25 10:40s/l540.101.850011.850011.85981-15.671406.95
2032025.03.27 16:00sell550.101.855610.000000.00000
2042025.03.27 16:00modify550.101.855611.866611.84161
2052025.03.27 21:00sell560.101.849250.000000.00000
2062025.03.27 21:00modify560.101.849251.851411.84161
2072025.03.27 21:00modify550.101.855611.851411.84161
2082025.03.27 21:20s/l550.101.851411.851411.8416130.861437.81
2092025.03.27 21:20s/l560.101.851411.851411.84161-15.881421.93
2102025.04.01 16:00buy570.101.850250.000000.00000
2112025.04.01 16:00modify570.101.850251.839251.86425
2122025.04.02 15:30buy580.101.856770.000000.00000
2132025.04.02 15:30modify580.101.856771.854451.86425
2142025.04.02 15:30modify570.101.850251.854451.86425
2152025.04.02 15:40buy590.101.857510.000000.00000
2162025.04.02 15:40modify590.101.857511.851651.86425
2172025.04.02 15:45modify590.101.857511.854451.86425
2182025.04.02 17:40buy600.101.858930.000000.00000
2192025.04.02 17:40modify600.101.858931.855851.86425
2202025.04.02 17:40modify580.101.856771.855851.86425
2212025.04.02 17:40modify590.101.857511.855851.86425
2222025.04.02 17:40modify570.101.850251.855851.86425
2232025.04.02 20:15t/p570.101.864251.855851.86425103.231525.15
2242025.04.02 20:15t/p580.101.864251.855851.8642555.001580.15
2252025.04.02 20:15t/p590.101.864251.855851.8642549.561629.71
2262025.04.02 20:15t/p600.101.864251.855851.8642539.121668.83
2272025.04.03 16:00buy610.101.844020.000000.00000
2282025.04.03 16:00modify610.101.844021.833021.85802
2292025.04.04 12:30buy620.101.851050.000000.00000
2302025.04.04 12:30modify620.101.851051.845421.85802
2312025.04.04 12:30modify610.101.844021.845421.85802
2322025.04.04 13:40s/l610.101.845421.845421.8580210.591679.42
2332025.04.04 13:40s/l620.101.845421.845421.85802-41.391638.03
2342025.04.04 16:00buy630.101.835070.000000.00000
2352025.04.04 16:00modify630.101.835071.824071.84907
2362025.04.07 07:15buy640.101.841660.000000.00000
2372025.04.07 07:15modify640.101.841661.839271.84907
2382025.04.07 07:15modify630.101.835071.839271.84907
2392025.04.07 07:20s/l630.101.839271.839271.8490731.181669.20
2402025.04.07 07:20s/l640.101.839271.839271.84907-17.571651.63
2412025.04.07 16:00buy650.101.810590.000000.00000
2422025.04.07 16:00modify650.101.810591.799591.82459
2432025.04.08 17:40buy660.101.817730.000000.00000
2442025.04.08 17:40modify660.101.817731.811991.82459
2452025.04.08 17:40modify650.101.810591.811991.82459
2462025.04.08 18:00buy670.101.817120.000000.00000
2472025.04.08 18:00modify670.101.817121.814791.82459
2482025.04.08 18:00modify660.101.817731.814791.82459
2492025.04.08 18:00modify650.101.810591.814791.82459
2502025.04.08 21:06buy680.101.819120.000000.00000
2512025.04.08 21:06modify680.101.819121.816191.82459
2522025.04.08 21:06modify670.101.817121.816191.82459
2532025.04.08 21:06modify660.101.817731.816191.82459
2542025.04.08 21:06modify650.101.810591.816191.82459
2552025.04.09 00:40t/p650.101.824591.816191.82459103.511755.14
2562025.04.09 00:40t/p660.101.824591.816191.8245950.731805.87
2572025.04.09 00:40t/p670.101.824591.816191.8245955.221861.08
2582025.04.09 00:40t/p680.101.824591.816191.8245940.511901.59
2592025.04.09 20:00buy690.101.806870.000000.00000
2602025.04.09 20:00modify690.101.806871.795871.82087
2612025.04.10 08:40buy700.101.814150.000000.00000
2622025.04.10 08:40modify700.101.814151.808271.82087
2632025.04.10 08:40modify690.101.806871.808271.82087
2642025.04.10 11:05buy710.101.815280.000000.00000
2652025.04.10 11:05modify710.101.815281.812471.82087
2662025.04.10 11:05modify700.101.814151.812471.82087
2672025.04.10 11:05modify690.101.806871.812471.82087
2682025.04.10 11:40t/p690.101.820871.812471.82087103.792005.38
2692025.04.10 11:40t/p700.101.820871.812471.8208749.412054.79
2702025.04.10 11:40t/p710.101.820871.812471.8208741.102095.89
2712025.04.15 16:00sell720.101.843340.000000.00000
2722025.04.15 16:00modify720.101.843341.854341.82934
2732025.04.16 16:20sell730.101.836860.000000.00000
2742025.04.16 16:20modify730.101.836861.839141.82934
2752025.04.16 16:20modify720.101.843341.839141.82934
2762025.04.16 16:50sell740.101.834730.000000.00000
2772025.04.16 16:50modify740.101.834731.837741.82934
2782025.04.16 16:50modify730.101.836861.837741.82934
2792025.04.16 16:50modify720.101.843341.837741.82934
2802025.04.16 17:35sell750.101.836220.000000.00000
2812025.04.16 17:35modify750.101.836221.841941.82934
2822025.04.16 17:40s/l720.101.837741.837741.8293440.092135.98
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2852025.04.16 17:40close750.101.837951.841941.82934-12.712094.68
2862025.04.28 16:00sell760.101.855950.000000.00000
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2902025.04.30 08:40modify760.101.855951.851751.84195
2912025.04.30 09:30sell780.101.848730.000000.00000
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2932025.04.30 09:35modify780.101.848731.851751.84195
2942025.04.30 10:40sell790.101.847340.000000.00000
2952025.04.30 10:40modify790.101.847341.850351.84195
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2982025.04.30 10:40modify760.101.855951.850351.84195
2992025.04.30 15:40t/p760.101.841951.850351.84195100.762195.44
3002025.04.30 15:40t/p770.101.841951.850351.8419554.752250.19
3012025.04.30 15:40t/p780.101.841951.850351.8419549.832300.02
3022025.04.30 15:40t/p790.101.841951.850351.8419539.612339.63
3032025.04.30 16:00buy800.101.842520.000000.00000
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3052025.05.02 15:40s/l800.101.831521.831521.85652-79.742259.89
3062025.05.09 16:00sell810.101.854170.000000.00000
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3082025.05.11 22:15sell820.101.847090.000000.00000
3092025.05.11 22:15modify820.101.847091.852771.84017
3102025.05.11 22:15modify810.101.854171.852771.84017
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3122025.05.12 07:40t/p820.101.840171.852771.8401749.792411.51
3132025.05.30 16:00buy830.101.851710.000000.00000
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3152025.06.02 20:50buy840.101.858190.000000.00000
3162025.06.02 20:50modify840.101.858191.855911.86571
3172025.06.02 20:50modify830.101.851711.855911.86571
3182025.06.02 21:00s/l830.101.855911.855911.8657131.182442.68
3192025.06.02 21:00s/l840.101.855911.855911.86571-16.762425.92
3202025.06.23 16:00sell850.101.857740.000000.00000
3212025.06.23 16:00modify850.101.857741.868741.84374
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