Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period4 Hours (H4) 2024.11.01 00:00 - 2025.10.31 20:00 (2024.11.01 - 2025.11.01)
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=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 test2610Ticks modelled79760Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread50
Total net profit1583.46Gross profit1974.69Gross loss-391.23
Profit factor5.05Expected payoff39.59
Absolute drawdown24.50Maximal drawdown197.28 (9.58%)Relative drawdown13.60% (171.98)
Total trades40Short positions (won %)25 (80.00%)Long positions (won %)15 (86.67%)
Profit trades (% of total)33 (82.50%)Loss trades (% of total)7 (17.50%)
Largestprofit trade108.48loss trade-109.09
Averageprofit trade59.84loss trade-55.89
Maximumconsecutive wins (profit in money)12 (745.91)consecutive losses (loss in money)1 (-109.09)
Maximalconsecutive profit (count of wins)745.91 (12)consecutive loss (count of losses)-109.09 (1)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.11.22 20:00buy10.101.751480.000000.00000
22024.11.22 20:00modify10.101.751481.736481.76648
32024.11.25 05:05buy20.101.757610.000000.00000
42024.11.25 05:05modify20.101.757611.755231.76648
52024.11.25 05:05modify10.101.751481.755231.76648
62024.11.25 08:30s/l10.101.755231.755231.7664827.051027.05
72024.11.25 08:30s/l20.101.755231.755231.76648-16.991010.06
82024.11.27 20:00sell30.101.777960.000000.00000
92024.11.27 20:00modify30.101.777961.792961.76296
102024.11.28 09:40sell40.101.771670.000000.00000
112024.11.28 09:40modify40.101.771671.774211.76296
122024.11.28 09:40modify30.101.777961.774211.76296
132024.11.28 10:40s/l30.101.774211.774211.7629623.731033.80
142024.11.28 10:40s/l40.101.774211.774211.76296-18.131015.67
152024.12.17 20:00sell50.101.818630.000000.00000
162024.12.17 20:00modify50.101.818631.833631.80363
172024.12.19 13:10sell60.101.812500.000000.00000
182024.12.19 13:10modify60.101.812501.814881.80363
192024.12.19 13:10modify50.101.818631.814881.80363
202024.12.19 13:30sell70.101.810840.000000.00000
212024.12.19 13:30modify70.101.810841.815631.80363
222024.12.19 13:35modify70.101.810841.814881.80363
232024.12.19 15:40t/p50.101.803631.814881.80363103.021118.69
242024.12.19 15:40t/p60.101.803631.814881.8036363.311182.00
252024.12.19 15:40t/p70.101.803631.814881.8036351.461233.46
262024.12.30 20:00buy80.101.801370.000000.00000
272024.12.30 20:00modify80.101.801371.786371.81637
282025.01.02 15:30s/l80.101.786371.786371.81637-105.671127.78
292025.04.07 20:00buy90.101.811230.000000.00000
302025.04.07 20:00modify90.101.811231.796231.82623
312025.04.08 17:50buy100.101.817380.000000.00000
322025.04.08 17:50modify100.101.817381.814981.82623
332025.04.08 17:50modify90.101.811231.814981.82623
342025.04.08 18:20buy110.101.818930.000000.00000
352025.04.08 18:20modify110.101.818931.814231.82623
362025.04.08 18:25modify110.101.818931.814981.82623
372025.04.08 20:50buy120.101.821870.000000.00000
382025.04.08 20:50modify120.101.821871.816481.82623
392025.04.08 20:50modify100.101.817381.816481.82623
402025.04.08 20:50modify110.101.818931.816481.82623
412025.04.08 20:50modify90.101.811231.816481.82623
422025.04.09 01:05t/p90.101.826231.816481.82623107.641235.43
432025.04.09 01:05t/p100.101.826231.816481.8262363.451298.88
442025.04.09 01:05t/p110.101.826231.816481.8262352.391351.27
452025.04.09 01:05t/p120.101.826231.816481.8262331.401382.67
462025.04.14 20:00sell130.101.829530.000000.00000
472025.04.14 20:00modify130.101.829531.844531.81453
482025.04.15 15:30s/l130.101.844531.844531.81453-108.081274.59
492025.04.16 08:00sell140.101.847480.000000.00000
502025.04.16 08:00modify140.101.847481.862481.83248
512025.04.16 13:40sell150.101.839920.000000.00000
522025.04.16 13:40modify150.101.839921.844481.83248
532025.04.16 13:40modify140.101.847481.844481.83248
542025.04.16 13:55sell160.101.841370.000000.00000
552025.04.16 13:55modify160.101.841371.843731.83248
562025.04.16 13:55modify150.101.839921.843731.83248
572025.04.16 13:55modify140.101.847481.843731.83248
582025.04.16 16:20sell170.101.836860.000000.00000
592025.04.16 16:20modify170.101.836861.842231.83248
602025.04.16 16:20modify160.101.841371.842231.83248
612025.04.16 16:20modify150.101.839921.842231.83248
622025.04.16 16:20modify140.101.847481.842231.83248
632025.04.17 00:40t/p140.101.832481.842231.83248104.021378.61
642025.04.17 00:40t/p150.101.832481.842231.8324850.061428.68
652025.04.17 00:40t/p160.101.832481.842231.8324860.411489.09
662025.04.17 00:40t/p170.101.832481.842231.8324828.221517.32
672025.04.21 12:00sell180.101.849510.000000.00000
682025.04.21 12:00modify180.101.849511.864511.83451
692025.04.22 16:40sell190.101.841980.000000.00000
702025.04.22 16:40modify190.101.841981.846511.83451
712025.04.22 16:40modify180.101.849511.846511.83451
722025.04.22 18:20sell200.101.843220.000000.00000
732025.04.22 18:20modify200.101.843221.845761.83451
742025.04.22 18:20modify190.101.841981.845761.83451
752025.04.22 18:20modify180.101.849511.845761.83451
762025.04.22 22:10sell210.101.838810.000000.00000
772025.04.22 22:10modify210.101.838811.844261.83451
782025.04.22 22:10modify200.101.843221.844261.83451
792025.04.22 22:10modify190.101.841981.844261.83451
802025.04.22 22:10modify180.101.849511.844261.83451
812025.04.22 22:40t/p180.101.834511.844261.83451106.051623.36
822025.04.22 22:40t/p190.101.834511.844261.8345153.321676.68
832025.04.22 22:40t/p200.101.834511.844261.8345162.171738.85
842025.04.22 22:40t/p210.101.834511.844261.8345130.691769.54
852025.05.09 20:00sell220.101.854130.000000.00000
862025.05.09 20:00modify220.101.854131.869131.83913
872025.05.12 07:20sell230.101.846480.000000.00000
882025.05.12 07:20modify230.101.846481.851131.83913
892025.05.12 07:20modify220.101.854131.851131.83913
902025.05.12 09:45sell240.101.843350.000000.00000
912025.05.12 09:45modify240.101.843351.848881.83913
922025.05.12 09:45modify230.101.846481.848881.83913
932025.05.12 09:45modify220.101.854131.848881.83913
942025.05.12 10:40t/p220.101.839131.848881.83913106.061875.60
952025.05.12 10:40t/p230.101.839131.848881.8391352.471928.07
962025.05.12 10:40t/p240.101.839131.848881.8391330.131958.20
972025.06.23 20:00sell250.101.857800.000000.00000
982025.06.23 20:00modify250.101.857801.872801.84280
992025.06.25 15:30s/l250.101.872801.872801.84280-109.091849.11
1002025.08.13 20:00sell260.101.867860.000000.00000
1012025.08.13 20:00modify260.101.867861.882861.85286
1022025.08.18 21:15sell270.101.861700.000000.00000
1032025.08.18 21:15modify270.101.861701.864111.85286
1042025.08.18 21:15modify260.101.867861.864111.85286
1052025.08.18 21:40s/l260.101.864111.864111.8528621.701870.81
1062025.08.18 21:40s/l270.101.864111.864111.85286-17.201853.61
1072025.09.02 16:00buy280.101.846130.000000.00000
1082025.09.02 16:00modify280.101.846131.831131.86113
1092025.09.03 13:15buy290.101.853670.000000.00000
1102025.09.03 13:15modify290.101.853671.849131.86113
1112025.09.03 13:15modify280.101.846131.849131.86113
1122025.09.03 13:55buy300.101.852330.000000.00000
1132025.09.03 13:55modify300.101.852331.849881.86113
1142025.09.03 13:55modify290.101.853671.849881.86113
1152025.09.03 13:55modify280.101.846131.849881.86113
1162025.09.04 06:40buy310.101.856710.000000.00000
1172025.09.04 06:40modify310.101.856711.851381.86113
1182025.09.04 06:40modify300.101.852331.851381.86113
1192025.09.04 06:40modify290.101.853671.851381.86113
1202025.09.04 06:40modify280.101.846131.851381.86113
1212025.09.05 12:20t/p280.101.861131.851381.86113108.481962.09
1222025.09.05 12:20t/p290.101.861131.851381.8611354.382016.46
1232025.09.05 12:20t/p300.101.861131.851381.8611363.942080.40
1242025.09.05 12:20t/p310.101.861131.851381.8611331.832112.23
1252025.09.05 20:00sell320.101.870110.000000.00000
1262025.09.05 20:00modify320.101.870111.885111.85511
1272025.09.19 07:40sell330.101.862490.000000.00000
1282025.09.19 07:40modify330.101.862491.867111.85511
1292025.09.19 07:40modify320.101.870111.867111.85511
1302025.09.19 08:45sell340.101.864030.000000.00000
1312025.09.19 08:45modify340.101.864031.866361.85511
1322025.09.19 08:45modify330.101.862491.866361.85511
1332025.09.19 08:45modify320.101.870111.866361.85511
1342025.09.21 21:00t/p320.101.855111.866361.8551192.892205.12
1352025.09.21 21:00t/p330.101.855111.866361.8551152.672257.79
1362025.09.21 21:00t/p340.101.855111.866361.8551163.672321.46
1372025.09.25 20:00buy350.101.859590.000000.00000
1382025.09.25 20:00modify350.101.859591.844591.87459
1392025.09.26 13:30buy360.101.865850.000000.00000
1402025.09.26 13:30modify360.101.865851.863341.87459
1412025.09.26 13:30modify350.101.859591.863341.87459
1422025.09.26 14:20buy370.101.867180.000000.00000
1432025.09.26 14:20modify370.101.867181.862591.87459
1442025.09.26 14:25modify370.101.867181.863341.87459
1452025.09.26 15:40buy380.101.870310.000000.00000
1462025.09.26 15:40modify380.101.870311.864841.87459
1472025.09.26 15:40modify360.101.865851.864841.87459
1482025.09.26 15:40modify370.101.867181.864841.87459
1492025.09.26 15:40modify350.101.859591.864841.87459
1502025.09.29 12:40t/p350.101.874591.864841.87459107.642429.10
1512025.09.29 12:40t/p360.101.874591.864841.8745962.672491.78
1522025.09.29 12:40t/p370.101.874591.864841.8745953.182544.96
1532025.09.29 12:40t/p380.101.874591.864841.8745930.832575.79
1542025.10.01 20:00sell390.101.879040.000000.00000
1552025.10.01 20:00modify390.101.879041.894041.86404
1562025.10.02 14:05sell400.101.873040.000000.00000
1572025.10.02 14:05modify400.101.873041.875291.86404
1582025.10.02 14:05modify390.101.879041.875291.86404
1592025.10.02 14:40s/l390.101.875291.875291.8640423.732599.52
1602025.10.02 14:40s/l400.101.875291.875291.86404-16.062583.46