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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1914Ticks modelled17938466Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit665.80Gross profit1319.12Gross loss-653.33
Profit factor2.02Expected payoff8.43
Absolute drawdown82.00Maximal drawdown407.13 (3.91%)Relative drawdown3.91% (407.13)
Total trades79Short positions (won %)40 (57.50%)Long positions (won %)39 (51.28%)
Profit trades (% of total)43 (54.43%)Loss trades (% of total)36 (45.57%)
Largestprofit trade80.58loss trade-103.03
Averageprofit trade30.68loss trade-18.15
Maximumconsecutive wins (profit in money)6 (247.98)consecutive losses (loss in money)4 (-222.65)
Maximalconsecutive profit (count of wins)247.98 (6)consecutive loss (count of losses)-222.65 (4)
Averageconsecutive wins2consecutive 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 11:26sell20.101.700080.000000.00000
42023.05.05 11:26modify20.101.700081.702291.69294
52023.05.05 11:26modify10.101.703941.702291.69294
62023.05.05 12:30sell30.101.698820.000000.00000
72023.05.05 12:30modify30.101.698821.700641.69294
82023.05.05 12:30modify20.101.700081.700641.69294
92023.05.05 12:30modify10.101.703941.700641.69294
102023.05.05 12:30sell40.101.696780.000000.00000
112023.05.05 12:30modify40.101.696781.698991.69294
122023.05.05 12:30modify30.101.698821.698991.69294
132023.05.05 12:30modify20.101.700081.698991.69294
142023.05.05 12:30modify10.101.703941.698991.69294
152023.05.05 13:38t/p10.101.692941.698991.6929479.2410079.24
162023.05.05 13:38t/p20.101.692941.698991.6929452.2910131.53
172023.05.05 13:38t/p30.101.692941.698991.6929443.0710174.60
182023.05.05 13:38t/p40.101.692941.698991.6929428.1210202.72
192023.05.08 08:00buy50.101.688190.000000.00000
202023.05.08 08:00modify50.101.688191.674191.69919
212023.05.11 12:30buy60.101.692040.000000.00000
222023.05.11 12:30modify60.101.692041.689841.69919
232023.05.11 12:30modify50.101.688191.689841.69919
242023.05.11 13:04s/l50.101.689841.689841.6991911.5010214.22
252023.05.11 13:04s/l60.101.689841.689841.69919-16.1210198.10
262023.05.19 08:00buy70.101.673450.000000.00000
272023.05.19 08:00modify70.101.673451.659451.68445
282023.05.19 11:18buy80.101.677300.000000.00000
292023.05.19 11:18modify80.101.677301.675101.68445
302023.05.19 11:18modify70.101.673451.675101.68445
312023.05.19 12:03buy90.101.678400.000000.00000
322023.05.19 12:03modify90.101.678401.676751.68445
332023.05.19 12:03modify80.101.677301.676751.68445
342023.05.19 12:03modify70.101.673451.676751.68445
352023.05.19 12:53s/l70.101.676751.676751.6844524.1710222.27
362023.05.19 12:53s/l80.101.676751.676751.68445-4.0310218.24
372023.05.19 12:53s/l90.101.676751.676751.68445-12.0910206.15
382023.06.05 08:00buy100.101.665570.000000.00000
392023.06.05 08:00modify100.101.665571.651571.67657
402023.06.05 14:06buy110.101.669430.000000.00000
412023.06.05 14:06modify110.101.669431.667221.67657
422023.06.05 14:06modify100.101.665571.667221.67657
432023.06.05 14:08buy120.101.670520.000000.00000
442023.06.05 14:08modify120.101.670521.668871.67657
452023.06.05 14:08modify110.101.669431.668871.67657
462023.06.05 14:08modify100.101.665571.668871.67657
472023.06.05 14:30s/l100.101.668871.668871.6765724.1710230.32
482023.06.05 14:30s/l110.101.668871.668871.67657-4.1010226.22
492023.06.05 14:30s/l120.101.668871.668871.67657-12.0910214.13
502023.06.16 08:00sell130.101.692150.000000.00000
512023.06.16 08:00modify130.101.692151.706151.68115
522023.06.19 13:44sell140.101.688300.000000.00000
532023.06.19 13:44modify140.101.688301.690501.68115
542023.06.19 13:44modify130.101.692151.690501.68115
552023.06.19 14:02sell150.101.687180.000000.00000
562023.06.19 14:02modify150.101.687181.688851.68115
572023.06.19 14:02modify140.101.688301.688851.68115
582023.06.19 14:02modify130.101.692151.688851.68115
592023.06.19 14:20s/l130.101.688851.688851.6811523.8410237.97
602023.06.19 14:20s/l140.101.688851.688851.68115-4.0210233.95
612023.06.19 14:20s/l150.101.688851.688851.68115-12.2310221.72
622023.06.28 08:00sell160.101.682370.000000.00000
632023.06.28 08:00modify160.101.682371.696371.67137
642023.06.28 10:02sell170.101.678490.000000.00000
652023.06.28 10:02modify170.101.678491.680721.67137
662023.06.28 10:02modify160.101.682371.680721.67137
672023.06.28 10:18s/l160.101.680721.680721.6713712.0910233.81
682023.06.28 10:18s/l170.101.680721.680721.67137-16.3310217.48
692023.07.17 08:00sell180.101.732050.000000.00000
702023.07.17 08:00modify180.101.732051.746051.72105
712023.07.17 12:10sell190.101.728200.000000.00000
722023.07.17 12:10modify190.101.728201.730401.72105
732023.07.17 12:10modify180.101.732051.730401.72105
742023.07.17 12:30sell200.101.727080.000000.00000
752023.07.17 12:30modify200.101.727081.728751.72105
762023.07.17 12:30modify190.101.728201.728751.72105
772023.07.17 12:30modify180.101.732051.728751.72105
782023.07.17 13:27sell210.101.724900.000000.00000
792023.07.17 13:27modify210.101.724901.727101.72105
802023.07.17 13:27modify200.101.727081.727101.72105
812023.07.17 13:27modify190.101.728201.727101.72105
822023.07.17 13:27modify180.101.732051.727101.72105
832023.07.18 01:19s/l180.101.727101.727101.7210535.9310253.41
842023.07.18 01:19s/l190.101.727101.727101.721057.7310261.14
852023.07.18 01:19s/l200.101.727101.727101.72105-0.4710260.67
862023.07.18 01:19s/l210.101.727101.727101.72105-16.4410244.23
872023.07.19 08:00buy220.101.705110.000000.00000
882023.07.19 08:00modify220.101.705111.691111.71611
892023.07.20 12:30s/l220.101.691111.691111.71611-102.9110141.33
902023.08.08 08:00sell230.101.711990.000000.00000
912023.08.08 08:00modify230.101.711991.725991.70099
922023.08.08 21:10sell240.101.708140.000000.00000
932023.08.08 21:10modify240.101.708141.710341.70099
942023.08.08 21:10modify230.101.711991.710341.70099
952023.08.08 21:32s/l230.101.710341.710341.7009912.0910153.42
962023.08.08 21:32s/l240.101.710341.710341.70099-16.1110137.31
972023.08.18 00:00sell250.101.726490.000000.00000
982023.08.18 00:00modify250.101.726491.740491.71549
992023.08.18 06:30sell260.101.722640.000000.00000
1002023.08.18 06:30modify260.101.722641.724841.71549
1012023.08.18 06:30modify250.101.726491.724841.71549
1022023.08.18 06:43sell270.101.721530.000000.00000
1032023.08.18 06:43modify270.101.721531.723191.71549
1042023.08.18 06:43modify260.101.722641.723191.71549
1052023.08.18 06:43modify250.101.726491.723191.71549
1062023.08.18 07:06s/l250.101.723191.723191.7154924.1710161.48
1072023.08.18 07:06s/l260.101.723191.723191.71549-4.0310157.45
1082023.08.18 07:06s/l270.101.723191.723191.71549-12.1610145.29
1092023.08.22 08:00sell280.101.731070.000000.00000
1102023.08.22 08:00modify280.101.731071.745071.72007
1112023.08.22 10:50sell290.101.727210.000000.00000
1122023.08.22 10:50modify290.101.727211.729421.72007
1132023.08.22 10:50modify280.101.731071.729421.72007
1142023.08.22 11:36sell300.101.726120.000000.00000
1152023.08.22 11:36modify300.101.726121.727771.72007
1162023.08.22 11:36modify290.101.727211.727771.72007
1172023.08.22 11:36modify280.101.731071.727771.72007
1182023.08.22 12:28sell310.101.723910.000000.00000
1192023.08.22 12:28modify310.101.723911.726121.72007
1202023.08.22 12:28modify300.101.726121.726121.72007
1212023.08.22 12:28modify290.101.727211.726121.72007
1222023.08.22 12:28modify280.101.731071.726121.72007
1232023.08.22 14:08s/l280.101.726121.726121.7200736.2510181.54
1242023.08.22 14:08s/l290.101.726121.726121.720077.9810189.52
1252023.08.22 14:08s/l300.101.726121.726121.720070.0010189.52
1262023.08.22 14:08s/l310.101.726121.726121.72007-16.1910173.33
1272023.08.25 04:00buy320.101.709290.000000.00000
1282023.08.25 04:00modify320.101.709291.695291.72029
1292023.08.25 11:11buy330.101.713150.000000.00000
1302023.08.25 11:11modify330.101.713151.710941.72029
1312023.08.25 11:11modify320.101.709291.710941.72029
1322023.08.25 12:17buy340.101.714260.000000.00000
1332023.08.25 12:17modify340.101.714261.712591.72029
1342023.08.25 12:17modify330.101.713151.712591.72029
1352023.08.25 12:17modify320.101.709291.712591.72029
1362023.08.25 13:42s/l320.101.712591.712591.7202924.1810197.51
1372023.08.25 13:42s/l330.101.712591.712591.72029-4.1010193.41
1382023.08.25 13:42s/l340.101.712591.712591.72029-12.2310181.18
1392023.08.31 04:00sell350.101.722180.000000.00000
1402023.08.31 04:00modify350.101.722181.736181.71118
1412023.08.31 09:04sell360.101.718310.000000.00000
1422023.08.31 09:04modify360.101.718311.720531.71118
1432023.08.31 09:04modify350.101.722181.720531.71118
1442023.08.31 09:26sell370.101.717190.000000.00000
1452023.08.31 09:26modify370.101.717191.718881.71118
1462023.08.31 09:26modify360.101.718311.718881.71118
1472023.08.31 09:26modify350.101.722181.718881.71118
1482023.08.31 09:48s/l350.101.718881.718881.7111824.1710205.35
1492023.08.31 09:48s/l360.101.718881.718881.71118-4.1810201.17
1502023.08.31 09:48s/l370.101.718881.718881.71118-12.3810188.79
1512023.09.07 08:00buy380.101.701520.000000.00000
1522023.09.07 08:00modify380.101.701521.687521.71252
1532023.09.07 14:57buy390.101.705370.000000.00000
1542023.09.07 14:57modify390.101.705371.703171.71252
1552023.09.07 14:57modify380.101.701521.703171.71252
1562023.09.07 15:33buy400.101.706500.000000.00000
1572023.09.07 15:33modify400.101.706501.704821.71252
1582023.09.07 15:33modify390.101.705371.704821.71252
1592023.09.07 15:33modify380.101.701521.704821.71252
1602023.09.07 16:10buy410.101.708720.000000.00000
1612023.09.07 16:10modify410.101.708721.706471.71252
1622023.09.07 16:10modify400.101.706501.706471.71252
1632023.09.07 16:10modify390.101.705371.706471.71252
1642023.09.07 16:10modify380.101.701521.706471.71252
1652023.09.07 17:55s/l380.101.706471.706471.7125236.2610225.05
1662023.09.07 17:55s/l390.101.706471.706471.712528.0510233.10
1672023.09.07 17:55s/l400.101.706471.706471.71252-0.2210232.88
1682023.09.07 17:55s/l410.101.706471.706471.71252-16.4910216.39
1692023.09.19 04:00buy420.101.668610.000000.00000
1702023.09.19 04:00modify420.101.668611.654611.67961
1712023.09.21 11:00s/l420.101.654611.654611.67961-103.0310113.36
1722023.09.22 04:00buy430.101.653350.000000.00000
1732023.09.22 04:00modify430.101.653351.639351.66435
1742023.09.27 13:55s/l430.101.639351.639351.66435-102.9210010.44
1752023.09.28 04:00buy440.101.637980.000000.00000
1762023.09.28 04:00modify440.101.637981.623981.64898
1772023.09.28 07:41buy450.101.641830.000000.00000
1782023.09.28 07:41modify450.101.641831.639631.64898
1792023.09.28 07:41modify440.101.637981.639631.64898
1802023.09.28 08:06buy460.101.642930.000000.00000
1812023.09.28 08:06modify460.101.642931.641281.64898
1822023.09.28 08:06modify450.101.641831.641281.64898
1832023.09.28 08:06modify440.101.637981.641281.64898
1842023.09.28 09:12buy470.101.645150.000000.00000
1852023.09.28 09:12modify470.101.645151.642931.64898
1862023.09.28 09:12modify460.101.642931.642931.64898
1872023.09.28 09:12modify450.101.641831.642931.64898
1882023.09.28 09:12modify440.101.637981.642931.64898
1892023.09.29 14:46t/p440.101.648981.642931.6489880.4610090.90
1902023.09.29 14:46t/p450.101.648981.642931.6489852.2610143.16
1912023.09.29 14:46t/p460.101.648981.642931.6489844.2010187.37
1922023.09.29 14:46t/p470.101.648981.642931.6489827.9410215.31
1932023.10.09 08:00buy480.101.664210.000000.00000
1942023.10.09 08:00modify480.101.664211.650211.67521
1952023.10.10 09:27buy490.101.668070.000000.00000
1962023.10.10 09:27modify490.101.668071.665861.67521
1972023.10.10 09:27modify480.101.664211.665861.67521
1982023.10.10 09:35s/l480.101.665861.665861.6752111.9710227.28
1992023.10.10 09:35s/l490.101.665861.665861.67521-16.1910211.09
2002023.11.03 08:00buy500.101.675460.000000.00000
2012023.11.03 08:00modify500.101.675461.661461.68646
2022023.11.03 10:01buy510.101.679350.000000.00000
2032023.11.03 10:01modify510.101.679351.677111.68646
2042023.11.03 10:01modify500.101.675461.677111.68646
2052023.11.03 11:22buy520.101.680470.000000.00000
2062023.11.03 11:22modify520.101.680471.678761.68646
2072023.11.03 11:22modify510.101.679351.678761.68646
2082023.11.03 11:22modify500.101.675461.678761.68646
2092023.11.03 12:30buy530.101.682740.000000.00000
2102023.11.03 12:30modify530.101.682741.680411.68646
2112023.11.03 12:30modify520.101.680471.680411.68646
2122023.11.03 12:30modify510.101.679351.680411.68646
2132023.11.03 12:30modify500.101.675461.680411.68646
2142023.11.03 12:49t/p500.101.686461.680411.6864680.5810291.67
2152023.11.03 12:49t/p510.101.686461.680411.6864652.0810343.75
2162023.11.03 12:49t/p520.101.686461.680411.6864643.8810387.63
2172023.11.03 12:49t/p530.101.686461.680411.6864627.2510414.88
2182023.11.10 00:00buy540.101.687260.000000.00000
2192023.11.10 00:00modify540.101.687261.673261.69826
2202023.11.13 09:25buy550.101.691110.000000.00000
2212023.11.13 09:25modify550.101.691111.688911.69826
2222023.11.13 09:25modify540.101.687261.688911.69826
2232023.11.13 11:55buy560.101.692230.000000.00000
2242023.11.13 11:55modify560.101.692231.690561.69826
2252023.11.13 11:55modify550.101.691111.690561.69826
2262023.11.13 11:55modify540.101.687261.690561.69826
2272023.11.13 13:16buy570.101.694410.000000.00000
2282023.11.13 13:16modify570.101.694411.692211.69826
2292023.11.13 13:16modify560.101.692231.692211.69826
2302023.11.13 13:16modify550.101.691111.692211.69826
2312023.11.13 13:16modify540.101.687261.692211.69826
2322023.11.13 13:37s/l540.101.692211.692211.6982636.1410451.02
2332023.11.13 13:37s/l550.101.692211.692211.698268.0510459.07
2342023.11.13 13:37s/l560.101.692211.692211.69826-0.1510458.92
2352023.11.13 13:37s/l570.101.692211.692211.69826-16.1210442.80
2362024.01.23 08:00sell580.101.715970.000000.00000
2372024.01.23 08:00modify580.101.715971.729971.70497
2382024.01.23 11:27sell590.101.712120.000000.00000
2392024.01.23 11:27modify590.101.712121.714321.70497
2402024.01.23 11:27modify580.101.715971.714321.70497
2412024.01.23 14:05sell600.101.711000.000000.00000
2422024.01.23 14:05modify600.101.711001.712671.70497
2432024.01.23 14:05modify590.101.712121.712671.70497
2442024.01.23 14:05modify580.101.715971.712671.70497
2452024.01.23 14:33sell610.101.708810.000000.00000
2462024.01.23 14:33modify610.101.708811.711021.70497
2472024.01.23 14:33modify600.101.711001.711021.70497
2482024.01.23 14:33modify590.101.712121.711021.70497
2492024.01.23 14:33modify580.101.715971.711021.70497
2502024.01.24 03:45s/l580.101.711021.711021.7049735.9310478.73
2512024.01.24 03:45s/l590.101.711021.711021.704977.7310486.46
2522024.01.24 03:45s/l600.101.711021.711021.70497-0.4710485.99
2532024.01.24 03:45s/l610.101.711021.711021.70497-16.5110469.48
2542024.01.30 04:00buy620.101.704460.000000.00000
2552024.01.30 04:00modify620.101.704461.690461.71546
2562024.02.13 15:02buy630.101.708350.000000.00000
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2582024.02.13 15:02modify620.101.704461.706111.71546
2592024.02.13 15:14buy640.101.709490.000000.00000
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2612024.02.13 15:14modify630.101.708351.707761.71546
2622024.02.13 15:14modify620.101.704461.707761.71546
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2702024.02.14 07:00modify650.101.708451.706801.69745
2712024.02.14 07:00sell670.101.703340.000000.00000
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2742024.02.14 07:00modify650.101.708451.705151.69745
2752024.02.14 07:16s/l650.101.705151.705151.6974524.1710499.15
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2782024.03.05 08:00sell680.101.723570.000000.00000
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2852024.03.12 08:00buy700.101.723600.000000.00000
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3122024.04.18 12:31modify740.101.720531.715581.70953
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