Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=8; 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=50; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 test7200Ticks modelled156028Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread50
Total net profit1023.92Gross profit1360.75Gross loss-336.84
Profit factor4.04Expected payoff26.95
Absolute drawdown167.53Maximal drawdown232.05 (2.31%)Relative drawdown2.31% (232.05)
Total trades38Short positions (won %)15 (80.00%)Long positions (won %)23 (65.22%)
Profit trades (% of total)27 (71.05%)Loss trades (% of total)11 (28.95%)
Largestprofit trade95.15loss trade-38.01
Averageprofit trade50.40loss trade-30.62
Maximumconsecutive wins (profit in money)9 (462.84)consecutive losses (loss in money)3 (-76.21)
Maximalconsecutive profit (count of wins)462.84 (9)consecutive loss (count of losses)-76.21 (3)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.20 12:00buy10.101.693490.000000.00000
22023.07.20 12:00modify10.101.693491.688491.70649
32023.07.21 13:45buy20.101.698100.000000.00000
42023.07.21 13:45modify20.101.698101.694791.70649
52023.07.21 13:45modify10.101.693491.694791.70649
62023.07.21 20:37buy30.101.700700.000000.00000
72023.07.21 20:37modify30.101.700701.696741.70649
82023.07.21 20:37modify20.101.698101.696741.70649
92023.07.21 20:37modify10.101.693491.696741.70649
102023.07.23 21:59s/l10.101.696741.696741.7064923.7210023.72
112023.07.23 21:59s/l20.101.696741.696741.70649-9.9810013.74
122023.07.23 21:59s/l30.101.696741.696741.70649-29.069984.68
132023.09.12 15:00buy40.101.690750.000000.00000
142023.09.12 15:00modify40.101.690751.685751.70375
152023.09.14 10:20s/l40.101.685751.685751.70375-37.179947.52
162023.09.14 19:00buy50.101.675810.000000.00000
172023.09.14 19:00modify50.101.675811.670811.68881
182023.09.15 08:20buy60.101.680520.000000.00000
192023.09.15 08:20modify60.101.680521.677111.68881
202023.09.15 08:20modify50.101.675811.677111.68881
212023.09.15 11:20s/l50.101.677111.677111.688819.419956.93
222023.09.15 11:20s/l60.101.677111.677111.68881-25.039931.90
232023.10.04 14:00sell70.101.668750.000000.00000
242023.10.04 14:00modify70.101.668751.673751.65575
252023.10.06 09:15s/l70.101.673751.673751.65575-38.019893.89
262023.10.13 17:00buy80.101.657550.000000.00000
272023.10.13 17:00modify80.101.657551.652551.67055
282023.10.16 07:50buy90.101.662160.000000.00000
292023.10.16 07:50modify90.101.662161.658851.67055
302023.10.16 07:50modify80.101.657551.658851.67055
312023.10.16 08:45s/l80.101.658851.658851.670559.429903.31
322023.10.16 08:45s/l90.101.658851.658851.67055-24.289879.03
332023.11.03 17:00sell100.101.690750.000000.00000
342023.11.03 17:00modify100.101.690751.695751.67775
352023.11.06 12:02s/l100.101.695751.695751.67775-37.029842.01
362023.11.08 18:00sell110.101.696860.000000.00000
372023.11.08 18:00modify110.101.696861.701861.68386
382023.11.09 10:50sell120.101.692110.000000.00000
392023.11.09 10:50modify120.101.692111.695561.68386
402023.11.09 10:50modify110.101.696861.695561.68386
412023.11.09 12:20sell130.101.689440.000000.00000
422023.11.09 12:20modify130.101.689441.693611.68386
432023.11.09 12:20modify120.101.692111.693611.68386
442023.11.09 12:20modify110.101.696861.693611.68386
452023.11.09 15:50sell140.101.688380.000000.00000
462023.11.09 15:50modify140.101.688381.691661.68386
472023.11.09 15:50modify130.101.689441.691661.68386
482023.11.09 15:50modify120.101.692111.691661.68386
492023.11.09 15:50modify110.101.696861.691661.68386
502023.11.12 22:32t/p110.101.683861.691661.6838694.069936.07
512023.11.12 22:32t/p120.101.683861.691661.6838660.209996.27
522023.11.12 22:32t/p130.101.683861.691661.6838640.6110036.89
532023.11.12 22:32t/p140.101.683861.691661.6838632.8410069.73
542023.11.14 16:00sell150.101.709590.000000.00000
552023.11.14 16:00modify150.101.709591.714591.69659
562023.11.15 12:33sell160.101.704740.000000.00000
572023.11.15 12:33modify160.101.704741.708291.69659
582023.11.15 12:33modify150.101.709591.708291.69659
592023.11.15 13:45sell170.101.702290.000000.00000
602023.11.15 13:45modify170.101.702291.706341.69659
612023.11.15 13:45modify160.101.704741.706341.69659
622023.11.15 13:45modify150.101.709591.706341.69659
632023.11.15 14:20sell180.101.701070.000000.00000
642023.11.15 14:20modify180.101.701071.704391.69659
652023.11.15 14:20modify170.101.702291.704391.69659
662023.11.15 14:20modify160.101.704741.704391.69659
672023.11.15 14:20modify150.101.709591.704391.69659
682023.11.16 07:46t/p150.101.696591.704391.6965994.0610163.79
692023.11.16 07:46t/p160.101.696591.704391.6965958.8110222.60
702023.11.16 07:46t/p170.101.696591.704391.6965940.8310263.43
712023.11.16 07:46t/p180.101.696591.704391.6965931.8810295.32
722024.01.17 11:00sell190.101.713610.000000.00000
732024.01.17 11:00modify190.101.713611.718611.70061
742024.01.17 15:07sell200.101.708850.000000.00000
752024.01.17 15:07modify200.101.708851.712311.70061
762024.01.17 15:07modify190.101.713611.712311.70061
772024.01.17 16:15s/l190.101.712311.712311.700619.5310304.85
782024.01.17 16:15s/l200.101.712311.712311.70061-25.3910279.46
792024.02.13 19:00sell210.101.709530.000000.00000
802024.02.13 19:00modify210.101.709531.714531.69653
812024.02.14 07:50sell220.101.702080.000000.00000
822024.02.14 07:50modify220.101.702081.706281.69653
832024.02.14 07:50modify210.101.709531.706281.69653
842024.02.14 08:42sell230.101.700980.000000.00000
852024.02.14 08:42modify230.101.700981.704331.69653
862024.02.14 08:42modify220.101.702081.704331.69653
872024.02.14 08:42modify210.101.709531.704331.69653
882024.02.15 21:50t/p210.101.696531.704331.6965394.0610373.52
892024.02.15 21:50t/p220.101.696531.704331.6965339.7310413.25
902024.02.15 21:50t/p230.101.696531.704331.6965331.6610444.91
912024.02.29 19:00buy240.101.713600.000000.00000
922024.02.29 19:00modify240.101.713601.708601.72660
932024.03.04 05:20buy250.101.718290.000000.00000
942024.03.04 05:20modify250.101.718291.714901.72660
952024.03.04 05:20modify240.101.713601.714901.72660
962024.03.04 12:15buy260.101.720750.000000.00000
972024.03.04 12:15modify260.101.720751.716851.72660
982024.03.04 12:15modify250.101.718291.716851.72660
992024.03.04 12:15modify240.101.713601.716851.72660
1002024.03.04 14:50buy270.101.722310.000000.00000
1012024.03.04 14:50modify270.101.722311.718801.72660
1022024.03.04 14:50modify260.101.720751.718801.72660
1032024.03.04 14:50modify250.101.718291.718801.72660
1042024.03.04 14:50modify240.101.713601.718801.72660
1052024.03.05 15:40t/p240.101.726601.718801.7266095.0310539.95
1062024.03.05 15:40t/p250.101.726601.718801.7266060.8610600.81
1072024.03.05 15:40t/p260.101.726601.718801.7266042.8110643.62
1082024.03.05 15:40t/p270.101.726601.718801.7266031.3610674.98
1092024.04.19 19:00buy280.101.701430.000000.00000
1102024.04.19 19:00modify280.101.701431.696431.71443
1112024.04.22 09:15s/l280.101.696431.696431.71443-36.8110638.17
1122024.04.22 13:00buy290.101.690410.000000.00000
1132024.04.22 13:00modify290.101.690411.685411.70341
1142024.04.23 08:40buy300.101.695210.000000.00000
1152024.04.23 08:40modify300.101.695211.691711.70341
1162024.04.23 08:40modify290.101.690411.691711.70341
1172024.04.23 11:35buy310.101.697680.000000.00000
1182024.04.23 11:35modify310.101.697681.693661.70341
1192024.04.23 11:35modify300.101.695211.693661.70341
1202024.04.23 11:35modify290.101.690411.693661.70341
1212024.04.23 12:27buy320.101.699050.000000.00000
1222024.04.23 12:27modify320.101.699051.695611.70341
1232024.04.23 12:27modify310.101.697681.695611.70341
1242024.04.23 12:27modify300.101.695211.695611.70341
1252024.04.23 12:27modify290.101.690411.695611.70341
1262024.04.24 12:40t/p290.101.703411.695611.7034195.1510733.32
1272024.04.24 12:40t/p300.101.703411.695611.7034160.0510793.37
1282024.04.24 12:40t/p310.101.703411.695611.7034141.9310835.31
1292024.04.24 12:40t/p320.101.703411.695611.7034131.8810867.19
1302024.05.31 10:00buy330.101.736890.000000.00000
1312024.05.31 10:00modify330.101.736891.731891.74989
1322024.06.03 14:50buy340.101.741570.000000.00000
1332024.06.03 14:50modify340.101.741571.738191.74989
1342024.06.03 14:50modify330.101.736891.738191.74989
1352024.06.03 16:40buy350.101.744040.000000.00000
1362024.06.03 16:40modify350.101.744041.740141.74989
1372024.06.03 16:40modify340.101.741571.740141.74989
1382024.06.03 16:40modify330.101.736891.740141.74989
1392024.06.03 17:40buy360.101.745520.000000.00000
1402024.06.03 17:40modify360.101.745521.742091.74989
1412024.06.03 17:40modify350.101.744041.742091.74989
1422024.06.03 17:40modify340.101.741571.742091.74989
1432024.06.03 17:40modify330.101.736891.742091.74989
1442024.06.04 16:15t/p330.101.749891.742091.7498995.1510962.34
1452024.06.04 16:15t/p340.101.749891.742091.7498960.9311023.27
1462024.06.04 16:15t/p350.101.749891.742091.7498942.8011066.07
1472024.06.04 16:15t/p360.101.749891.742091.7498931.9411098.01
1482024.06.14 18:00buy370.101.743330.000000.00000
1492024.06.14 18:00modify370.101.743331.738331.75633
1502024.06.20 12:30s/l370.101.738331.738331.75633-37.4011060.61
1512024.06.20 15:00buy380.101.737200.000000.00000
1522024.06.20 15:00modify380.101.737201.732201.75020
1532024.06.20 20:50s/l380.101.732201.732201.75020-36.6911023.92