Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 20:00 (2023.05.01 - 2024.05.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=5; 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=140; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=9; 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 test2614Ticks modelled79427Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit1032.41Gross profit1647.16Gross loss-614.75
Profit factor2.68Expected payoff14.14
Absolute drawdown81.99Maximal drawdown296.60 (2.80%)Relative drawdown2.80% (296.60)
Total trades73Short positions (won %)34 (70.59%)Long positions (won %)39 (56.41%)
Profit trades (% of total)46 (63.01%)Loss trades (% of total)27 (36.99%)
Largestprofit trade80.58loss trade-103.03
Averageprofit trade35.81loss trade-22.77
Maximumconsecutive wins (profit in money)6 (245.58)consecutive losses (loss in money)4 (-222.54)
Maximalconsecutive profit (count of wins)245.58 (6)consecutive loss (count of losses)-222.54 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.03 08:00sell10.101.703940.000000.00000
22023.05.03 08:00modify10.101.703941.717941.69294
32023.05.05 12:10sell20.101.699960.000000.00000
42023.05.05 12:10modify20.101.699961.702291.69294
52023.05.05 12:10modify10.101.703941.702291.69294
62023.05.05 13:05t/p10.101.692941.702291.6929479.2510079.25
72023.05.05 13:05t/p20.101.692941.702291.6929451.4210130.67
82023.05.08 08:00buy30.101.688190.000000.00000
92023.05.08 08:00modify30.101.688191.674191.69919
102023.05.11 12:50buy40.101.692150.000000.00000
112023.05.11 12:50modify40.101.692151.689841.69919
122023.05.11 12:50modify30.101.688191.689841.69919
132023.05.11 13:20s/l30.101.689841.689841.6991911.4910142.16
142023.05.11 13:20s/l40.101.689841.689841.69919-16.9310125.23
152023.05.19 08:00buy50.101.673450.000000.00000
162023.05.19 08:00modify50.101.673451.659451.68445
172023.05.19 12:45buy60.101.677320.000000.00000
182023.05.19 12:45modify60.101.677321.675101.68445
192023.05.19 12:45modify50.101.673451.675101.68445
202023.05.19 14:10buy70.101.678630.000000.00000
212023.05.19 14:10modify70.101.678631.676751.68445
222023.05.19 14:10modify60.101.677321.676751.68445
232023.05.19 14:10modify50.101.673451.676751.68445
242023.05.19 15:10buy80.101.680620.000000.00000
252023.05.19 15:10modify80.101.680621.678401.68445
262023.05.19 15:10modify70.101.678631.678401.68445
272023.05.19 15:10modify60.101.677321.678401.68445
282023.05.19 15:10modify50.101.673451.678401.68445
292023.05.19 15:40t/p50.101.684451.678401.6844580.5810205.81
302023.05.19 15:40t/p60.101.684451.678401.6844552.2310258.04
312023.05.19 15:40t/p70.101.684451.678401.6844542.6410300.68
322023.05.19 15:40t/p80.101.684451.678401.6844528.0610328.74
332023.06.05 08:00buy90.101.665570.000000.00000
342023.06.05 08:00modify90.101.665571.651571.67657
352023.06.05 14:30buy100.101.669630.000000.00000
362023.06.05 14:30modify100.101.669631.667221.67657
372023.06.05 14:30modify90.101.665571.667221.67657
382023.06.05 14:55s/l90.101.667221.667221.6765712.0910340.83
392023.06.05 14:55s/l100.101.667221.667221.67657-17.6610323.17
402023.06.16 08:00sell110.101.692150.000000.00000
412023.06.16 08:00modify110.101.692151.706151.68115
422023.06.19 14:05sell120.101.687040.000000.00000
432023.06.19 14:05modify120.101.687041.688851.68115
442023.06.19 14:05modify110.101.692151.688851.68115
452023.06.19 14:20s/l110.101.688851.688851.6811523.8410347.01
462023.06.19 14:20s/l120.101.688851.688851.68115-13.2610333.75
472023.06.28 08:00sell130.101.682370.000000.00000
482023.06.28 08:00modify130.101.682371.696371.67137
492023.06.28 10:15sell140.101.678490.000000.00000
502023.06.28 10:15modify140.101.678491.680721.67137
512023.06.28 10:15modify130.101.682371.680721.67137
522023.06.28 10:30s/l130.101.680721.680721.6713712.0910345.84
532023.06.28 10:30s/l140.101.680721.680721.67137-16.3310329.51
542023.07.17 08:00sell150.101.732050.000000.00000
552023.07.17 08:00modify150.101.732051.746051.72105
562023.07.17 12:20sell160.101.727950.000000.00000
572023.07.17 12:20modify160.101.727951.730401.72105
582023.07.17 12:20modify150.101.732051.730401.72105
592023.07.17 18:30sell170.101.724670.000000.00000
602023.07.17 18:30modify170.101.724671.727101.72105
612023.07.17 18:30modify160.101.727951.727101.72105
622023.07.17 18:30modify150.101.732051.727101.72105
632023.07.18 01:40s/l150.101.727101.727101.7210535.9310365.44
642023.07.18 01:40s/l160.101.727101.727101.721055.9010371.34
652023.07.18 01:40s/l170.101.727101.727101.72105-18.1210353.22
662023.07.19 08:00buy180.101.705110.000000.00000
672023.07.19 08:00modify180.101.705111.691111.71611
682023.07.20 12:40s/l180.101.691111.691111.71611-102.9110250.31
692023.08.08 08:00sell190.101.711990.000000.00000
702023.08.08 08:00modify190.101.711991.725991.70099
712023.08.08 21:33sell200.101.707950.000000.00000
722023.08.08 21:33modify200.101.707951.710341.70099
732023.08.08 21:33modify190.101.711991.710341.70099
742023.08.08 22:30s/l190.101.710341.710341.7009912.0910262.40
752023.08.08 22:30s/l200.101.710341.710341.70099-17.5010244.90
762023.08.18 00:00sell210.101.726490.000000.00000
772023.08.18 00:00modify210.101.726491.740491.71549
782023.08.18 06:55sell220.101.721420.000000.00000
792023.08.18 06:55modify220.101.721421.723191.71549
802023.08.18 06:55modify210.101.726491.723191.71549
812023.08.18 07:20s/l210.101.723191.723191.7154924.1710269.07
822023.08.18 07:20s/l220.101.723191.723191.71549-12.9710256.10
832023.08.22 08:00sell230.101.731070.000000.00000
842023.08.22 08:00modify230.101.731071.745071.72007
852023.08.22 10:40sell240.101.727010.000000.00000
862023.08.22 10:40modify240.101.727011.729421.72007
872023.08.22 10:40modify230.101.731071.729421.72007
882023.08.22 11:30sell250.101.726030.000000.00000
892023.08.22 11:30modify250.101.726031.727771.72007
902023.08.22 11:30modify240.101.727011.727771.72007
912023.08.22 11:30modify230.101.731071.727771.72007
922023.08.22 13:30sell260.101.723740.000000.00000
932023.08.22 13:30modify260.101.723741.726121.72007
942023.08.22 13:30modify250.101.726031.726121.72007
952023.08.22 13:30modify240.101.727011.726121.72007
962023.08.22 13:30modify230.101.731071.726121.72007
972023.08.22 14:30s/l230.101.726121.726121.7200736.2510292.35
982023.08.22 14:30s/l240.101.726121.726121.720076.5110298.86
992023.08.22 14:30s/l250.101.726121.726121.72007-0.6610298.20
1002023.08.22 14:30s/l260.101.726121.726121.72007-17.4410280.76
1012023.08.25 04:00buy270.101.709290.000000.00000
1022023.08.25 04:00modify270.101.709291.695291.72029
1032023.08.25 11:30buy280.101.713270.000000.00000
1042023.08.25 11:30modify280.101.713271.710941.72029
1052023.08.25 11:30modify270.101.709291.710941.72029
1062023.08.25 12:20buy290.101.714410.000000.00000
1072023.08.25 12:20modify290.101.714411.712591.72029
1082023.08.25 12:20modify280.101.713271.712591.72029
1092023.08.25 12:20modify270.101.709291.712591.72029
1102023.08.25 13:40s/l270.101.712591.712591.7202924.1710304.93
1112023.08.25 13:40s/l280.101.712591.712591.72029-4.9810299.95
1122023.08.25 13:40s/l290.101.712591.712591.72029-13.3310286.62
1132023.08.31 04:00sell300.101.722180.000000.00000
1142023.08.31 04:00modify300.101.722181.736181.71118
1152023.08.31 09:20sell310.101.718310.000000.00000
1162023.08.31 09:20modify310.101.718311.720531.71118
1172023.08.31 09:20modify300.101.722181.720531.71118
1182023.08.31 12:10sell320.101.717060.000000.00000
1192023.08.31 12:10modify320.101.717061.718881.71118
1202023.08.31 12:10modify310.101.718311.718881.71118
1212023.08.31 12:10modify300.101.722181.718881.71118
1222023.08.31 13:20sell330.101.714950.000000.00000
1232023.08.31 13:20modify330.101.714951.717231.71118
1242023.08.31 13:20modify320.101.717061.717231.71118
1252023.08.31 13:20modify310.101.718311.717231.71118
1262023.08.31 13:20modify300.101.722181.717231.71118
1272023.08.31 21:40t/p300.101.711181.717231.7111880.5710367.19
1282023.08.31 21:40t/p310.101.711181.717231.7111852.2210419.41
1292023.08.31 21:40t/p320.101.711181.717231.7111843.0710462.48
1302023.08.31 21:40t/p330.101.711181.717231.7111827.6210490.10
1312023.09.07 08:00buy340.101.701520.000000.00000
1322023.09.07 08:00modify340.101.701521.687521.71252
1332023.09.07 14:40buy350.101.705640.000000.00000
1342023.09.07 14:40modify350.101.705641.703171.71252
1352023.09.07 14:40modify340.101.701521.703171.71252
1362023.09.07 15:20buy360.101.706480.000000.00000
1372023.09.07 15:20modify360.101.706481.704821.71252
1382023.09.07 15:20modify350.101.705641.704821.71252
1392023.09.07 15:20modify340.101.701521.704821.71252
1402023.09.08 00:30buy370.101.708710.000000.00000
1412023.09.08 00:30modify370.101.708711.706471.71252
1422023.09.08 00:30modify360.101.706481.706471.71252
1432023.09.08 00:30modify350.101.705641.706471.71252
1442023.09.08 00:30modify340.101.701521.706471.71252
1452023.09.08 06:30s/l340.101.706471.706471.7125236.1410526.25
1462023.09.08 06:30s/l350.101.706471.706471.712525.9610532.21
1472023.09.08 06:30s/l360.101.706471.706471.71252-0.1910532.02
1482023.09.08 06:30s/l370.101.706471.706471.71252-16.4110515.61
1492023.09.19 04:00buy380.101.668610.000000.00000
1502023.09.19 04:00modify380.101.668611.654611.67961
1512023.09.21 11:40s/l380.101.654611.654611.67961-103.0310412.58
1522023.09.22 04:00buy390.101.653350.000000.00000
1532023.09.22 04:00modify390.101.653351.639351.66435
1542023.09.27 13:40s/l390.101.639351.639351.66435-102.9210309.66
1552023.09.28 04:00buy400.101.637980.000000.00000
1562023.09.28 04:00modify400.101.637981.623981.64898
1572023.09.28 07:50buy410.101.641870.000000.00000
1582023.09.28 07:50modify410.101.641871.639631.64898
1592023.09.28 07:50modify400.101.637981.639631.64898
1602023.09.28 08:20buy420.101.642980.000000.00000
1612023.09.28 08:20modify420.101.642981.641281.64898
1622023.09.28 08:20modify410.101.641871.641281.64898
1632023.09.28 08:20modify400.101.637981.641281.64898
1642023.09.28 12:55buy430.101.645280.000000.00000
1652023.09.28 12:55modify430.101.645281.642931.64898
1662023.09.28 12:55modify420.101.642981.642931.64898
1672023.09.28 12:55modify410.101.641871.642931.64898
1682023.09.28 12:55modify400.101.637981.642931.64898
1692023.09.29 14:30t/p400.101.648981.642931.6489880.4610390.13
1702023.09.29 14:30t/p410.101.648981.642931.6489851.9610442.09
1712023.09.29 14:30t/p420.101.648981.642931.6489843.8310485.92
1722023.09.29 14:30t/p430.101.648981.642931.6489826.9810512.90
1732023.10.09 08:00buy440.101.664210.000000.00000
1742023.10.09 08:00modify440.101.664211.650211.67521
1752023.10.10 09:30buy450.101.668270.000000.00000
1762023.10.10 09:30modify450.101.668271.665861.67521
1772023.10.10 09:30modify440.101.664211.665861.67521
1782023.10.10 09:40buy460.101.669180.000000.00000
1792023.10.10 09:40modify460.101.669181.667511.67521
1802023.10.10 09:40modify450.101.668271.667511.67521
1812023.10.10 09:40modify440.101.664211.667511.67521
1822023.10.10 09:55s/l440.101.667511.667511.6752124.0610536.96
1832023.10.10 09:55s/l450.101.667511.667511.67521-5.5610531.40
1842023.10.10 09:55s/l460.101.667511.667511.67521-12.2310519.17
1852023.11.03 08:00buy470.101.675460.000000.00000
1862023.11.03 08:00modify470.101.675461.661461.68646
1872023.11.03 10:20buy480.101.679480.000000.00000
1882023.11.03 10:20modify480.101.679481.677111.68646
1892023.11.03 10:20modify470.101.675461.677111.68646
1902023.11.03 11:40buy490.101.680510.000000.00000
1912023.11.03 11:40modify490.101.680511.678761.68646
1922023.11.03 11:40modify480.101.679481.678761.68646
1932023.11.03 11:40modify470.101.675461.678761.68646
1942023.11.03 12:40t/p470.101.686461.678761.6864680.5810599.75
1952023.11.03 12:40t/p480.101.686461.678761.6864651.1310650.88
1962023.11.03 12:40t/p490.101.686461.678761.6864643.5810694.46
1972023.11.10 00:00buy500.101.687260.000000.00000
1982023.11.10 00:00modify500.101.687261.673261.69826
1992023.11.13 09:40buy510.101.691210.000000.00000
2002023.11.13 09:40modify510.101.691211.688911.69826
2012023.11.13 09:40modify500.101.687261.688911.69826
2022023.11.13 12:30buy520.101.692260.000000.00000
2032023.11.13 12:30modify520.101.692261.690561.69826
2042023.11.13 12:30modify510.101.691211.690561.69826
2052023.11.13 12:30modify500.101.687261.690561.69826
2062023.11.13 13:40buy530.101.694710.000000.00000
2072023.11.13 13:40modify530.101.694711.692211.69826
2082023.11.13 13:40modify520.101.692261.692211.69826
2092023.11.13 13:40modify510.101.691211.692211.69826
2102023.11.13 13:40modify500.101.687261.692211.69826
2112023.11.13 14:20s/l500.101.692211.692211.6982636.1510730.61
2122023.11.13 14:20s/l510.101.692211.692211.698267.3310737.94
2132023.11.13 14:20s/l520.101.692211.692211.69826-0.3610737.58
2142023.11.13 14:20s/l530.101.692211.692211.69826-18.3110719.27
2152024.01.23 08:00sell540.101.715970.000000.00000
2162024.01.23 08:00modify540.101.715971.729971.70497
2172024.01.23 12:25sell550.101.712070.000000.00000
2182024.01.23 12:25modify550.101.712071.714321.70497
2192024.01.23 12:25modify540.101.715971.714321.70497
2202024.01.23 14:40sell560.101.708700.000000.00000
2212024.01.23 14:40modify560.101.708701.711021.70497
2222024.01.23 14:40modify550.101.712071.711021.70497
2232024.01.23 14:40modify540.101.715971.711021.70497
2242024.01.24 03:40s/l540.101.711021.711021.7049735.9310755.20
2252024.01.24 03:40s/l550.101.711021.711021.704977.3610762.56
2262024.01.24 03:40s/l560.101.711021.711021.70497-17.3210745.24
2272024.01.30 04:00buy570.101.704460.000000.00000
2282024.01.30 04:00modify570.101.704461.690461.71546
2292024.02.13 15:20buy580.101.708330.000000.00000
2302024.02.13 15:20modify580.101.708331.706111.71546
2312024.02.13 15:20modify570.101.704461.706111.71546
2322024.02.13 15:50buy590.101.709510.000000.00000
2332024.02.13 15:50modify590.101.709511.707761.71546
2342024.02.13 15:50modify580.101.708331.707761.71546
2352024.02.13 15:50modify570.101.704461.707761.71546
2362024.02.13 15:59s/l570.101.707761.707761.7154622.5110767.76
2372024.02.13 15:59s/l580.101.707761.707761.71546-4.1710763.59
2382024.02.13 15:59s/l590.101.707761.707761.71546-12.8210750.77
2392024.02.14 04:00sell600.101.708450.000000.00000
2402024.02.14 04:00modify600.101.708451.722451.69745
2412024.02.14 08:30sell610.101.701250.000000.00000
2422024.02.14 08:30modify610.101.701251.703501.69745
2432024.02.14 08:30modify600.101.708451.703501.69745
2442024.02.15 13:40t/p600.101.697451.703501.6974579.5810830.35
2452024.02.15 13:40t/p610.101.697451.703501.6974526.8510857.20
2462024.03.05 08:00sell620.101.723570.000000.00000
2472024.03.05 08:00modify620.101.723571.737571.71257
2482024.03.06 15:15sell630.101.719720.000000.00000
2492024.03.06 15:15modify630.101.719721.721921.71257
2502024.03.06 15:15modify620.101.723571.721921.71257
2512024.03.06 15:30s/l620.101.721921.721921.7125711.7610868.96
2522024.03.06 15:30s/l630.101.721921.721921.71257-16.1110852.85
2532024.03.12 08:00buy640.101.723600.000000.00000
2542024.03.12 08:00modify640.101.723601.709601.73460
2552024.03.13 11:50buy650.101.727620.000000.00000
2562024.03.13 11:50modify650.101.727621.725251.73460
2572024.03.13 11:50modify640.101.723601.725251.73460
2582024.03.13 13:30s/l640.101.725251.725251.7346011.9710864.82
2592024.03.13 13:30s/l650.101.725251.725251.73460-17.3610847.46
2602024.03.22 08:00buy660.101.710570.000000.00000
2612024.03.22 08:00modify660.101.710571.696571.72157
2622024.03.22 15:30buy670.101.714690.000000.00000
2632024.03.22 15:30modify670.101.714691.712221.72157
2642024.03.22 15:30modify660.101.710571.712221.72157
2652024.03.24 21:05s/l660.101.712221.712221.7215712.0910859.55
2662024.03.24 21:05s/l670.101.712221.712221.72157-18.0910841.46
2672024.04.17 08:00sell680.101.720530.000000.00000
2682024.04.17 08:00modify680.101.720531.734531.70953
2692024.04.17 16:30sell690.101.716470.000000.00000
2702024.04.17 16:30modify690.101.716471.718881.70953
2712024.04.17 16:30modify680.101.720531.718881.70953
2722024.04.17 17:20sell700.101.715470.000000.00000
2732024.04.17 17:20modify700.101.715471.717231.70953
2742024.04.17 17:20modify690.101.716471.717231.70953
2752024.04.17 17:20modify680.101.720531.717231.70953
2762024.04.18 12:40sell710.101.713130.000000.00000
2772024.04.18 12:40modify710.101.713131.715581.70953
2782024.04.18 12:40modify700.101.715471.715581.70953
2792024.04.18 12:40modify690.101.716471.715581.70953
2802024.04.18 12:40modify680.101.720531.715581.70953
2812024.04.19 14:40t/p680.101.709531.715581.7095379.2410920.71
2822024.04.19 14:40t/p690.101.709531.715581.7095349.5110970.22
2832024.04.19 14:40t/p700.101.709531.715581.7095342.1811012.40
2842024.04.19 14:40t/p710.101.709531.715581.7095326.0411038.44
2852024.04.25 08:00sell720.101.710670.000000.00000
2862024.04.25 08:00modify720.101.710671.724671.69967
2872024.04.26 03:40sell730.101.706590.000000.00000
2882024.04.26 03:40modify730.101.706591.709021.69967
2892024.04.26 03:40modify720.101.710671.709021.69967
2902024.04.26 08:30s/l720.101.709021.709021.6996711.7611050.20
2912024.04.26 08:30s/l730.101.709021.709021.69967-17.7911032.41