Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period4 Hours (H4) 2023.07.02 20:00 - 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=4; 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=150; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 test2603Ticks modelled78778Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00Spread50
Total net profit914.00Gross profit1534.73Gross loss-620.73
Profit factor2.47Expected payoff13.85
Absolute drawdown99.81Maximal drawdown284.34 (2.54%)Relative drawdown2.54% (284.34)
Total trades66Short positions (won %)37 (62.16%)Long positions (won %)29 (58.62%)
Profit trades (% of total)40 (60.61%)Loss trades (% of total)26 (39.39%)
Largestprofit trade80.72loss trade-111.38
Averageprofit trade38.37loss trade-23.87
Maximumconsecutive wins (profit in money)11 (564.19)consecutive losses (loss in money)3 (-37.04)
Maximalconsecutive profit (count of wins)564.19 (11)consecutive loss (count of losses)-132.07 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.07 00:00sell10.101.702840.000000.00000
22023.07.07 00:00modify10.101.702841.717841.69184
32023.07.10 10:50sell20.101.698700.000000.00000
42023.07.10 10:50modify20.101.698701.701741.69184
52023.07.10 10:50modify10.101.702841.701741.69184
62023.07.10 11:50sell30.101.697250.000000.00000
72023.07.10 11:50modify30.101.697251.700091.69184
82023.07.10 11:50modify20.101.698701.700091.69184
92023.07.10 11:50modify10.101.702841.700091.69184
102023.07.10 12:55sell40.101.696130.000000.00000
112023.07.10 12:55modify40.101.696131.698991.69184
122023.07.10 12:55modify30.101.697251.698991.69184
132023.07.10 12:55modify20.101.698701.698991.69184
142023.07.10 12:55modify10.101.702841.698991.69184
152023.07.10 13:30s/l10.101.698991.698991.6918427.9210027.92
162023.07.10 13:30s/l20.101.698991.698991.69184-2.1210025.80
172023.07.10 13:30s/l30.101.698991.698991.69184-12.7610013.04
182023.07.10 13:30s/l40.101.698991.698991.69184-20.989992.06
192023.07.14 00:00sell50.101.721370.000000.00000
202023.07.14 00:00modify50.101.721371.736371.71037
212023.07.18 19:59sell60.101.717270.000000.00000
222023.07.18 19:59modify60.101.717271.720271.71037
232023.07.18 19:59modify50.101.721371.720271.71037
242023.07.18 23:30sell70.101.715750.000000.00000
252023.07.18 23:30modify70.101.715751.718621.71037
262023.07.18 23:30modify60.101.717271.718621.71037
272023.07.18 23:30modify50.101.721371.718621.71037
282023.07.19 02:40sell80.101.714620.000000.00000
292023.07.19 02:40modify80.101.714621.717521.71037
302023.07.19 02:40modify70.101.715751.717521.71037
312023.07.19 02:40modify60.101.717271.717521.71037
322023.07.19 02:40modify50.101.721371.717521.71037
332023.07.19 06:30t/p50.101.710371.717521.7103779.7210071.78
342023.07.19 06:30t/p60.101.710371.717521.7103750.3010122.08
352023.07.19 06:30t/p70.101.710371.717521.7103739.1510161.23
362023.07.19 06:30t/p80.101.710371.717521.7103731.1910192.42
372023.07.24 20:00buy90.101.688350.000000.00000
382023.07.24 20:00modify90.101.688351.673351.69935
392023.07.25 09:05buy100.101.692310.000000.00000
402023.07.25 09:05modify100.101.692311.689451.69935
412023.07.25 09:05modify90.101.688351.689451.69935
422023.07.25 14:20buy110.101.693990.000000.00000
432023.07.25 14:20modify110.101.693991.691101.69935
442023.07.25 14:20modify100.101.692311.691101.69935
452023.07.25 14:20modify90.101.688351.691101.69935
462023.07.25 19:40t/p90.101.699351.691101.6993580.6010273.03
472023.07.25 19:40t/p100.101.699351.691101.6993551.6610324.69
482023.07.25 19:40t/p110.101.699351.691101.6993539.3310364.02
492023.07.28 00:00buy120.101.692630.000000.00000
502023.07.28 00:00modify120.101.692631.677631.70363
512023.07.28 08:40buy130.101.696490.000000.00000
522023.07.28 08:40modify130.101.696491.693731.70363
532023.07.28 08:40modify120.101.692631.693731.70363
542023.07.28 10:40buy140.101.699410.000000.00000
552023.07.28 10:40modify140.101.699411.696481.70363
562023.07.28 10:40modify130.101.696491.696481.70363
572023.07.28 10:40modify120.101.692631.696481.70363
582023.07.28 14:40t/p120.101.703631.696481.7036380.7210444.74
592023.07.28 14:40t/p130.101.703631.696481.7036352.4010497.14
602023.07.28 14:40t/p140.101.703631.696481.7036330.9710528.11
612023.07.31 20:00buy150.101.692620.000000.00000
622023.07.31 20:00modify150.101.692621.677621.70362
632023.08.01 04:30buy160.101.696700.000000.00000
642023.08.01 04:30modify160.101.696701.693721.70362
652023.08.01 04:30modify150.101.692621.693721.70362
662023.08.01 07:40buy170.101.699490.000000.00000
672023.08.01 07:40modify170.101.699491.696471.70362
682023.08.01 07:40modify160.101.696701.696471.70362
692023.08.01 07:40modify150.101.692621.696471.70362
702023.08.01 08:10buy180.101.698270.000000.00000
712023.08.01 08:10modify180.101.698271.695371.70362
722023.08.01 08:15modify180.101.698271.696471.70362
732023.08.01 11:40s/l150.101.696471.696471.7036228.1410556.25
742023.08.01 11:40s/l160.101.696471.696471.70362-1.6810554.57
752023.08.01 11:40s/l170.101.696471.696471.70362-22.1610532.41
762023.08.01 11:40s/l180.101.696471.696471.70362-13.2010519.21
772023.09.01 00:00buy190.101.712290.000000.00000
782023.09.01 00:00modify190.101.712291.697291.72329
792023.09.04 07:40buy200.101.716380.000000.00000
802023.09.04 07:40modify200.101.716381.713391.72329
812023.09.04 07:40modify190.101.712291.713391.72329
822023.09.04 08:46buy210.101.717950.000000.00000
832023.09.04 08:46modify210.101.717951.715041.72329
842023.09.04 08:46modify200.101.716381.715041.72329
852023.09.04 08:46modify190.101.712291.715041.72329
862023.09.04 09:05buy220.101.719070.000000.00000
872023.09.04 09:05modify220.101.719071.716141.72329
882023.09.04 09:05modify210.101.717951.716141.72329
892023.09.04 09:05modify200.101.716381.716141.72329
902023.09.04 09:05modify190.101.712291.716141.72329
912023.09.04 12:15s/l190.101.716141.716141.7232928.1310547.34
922023.09.04 12:15s/l200.101.716141.716141.72329-1.7610545.58
932023.09.04 12:15s/l210.101.716141.716141.72329-13.2810532.30
942023.09.04 12:15s/l220.101.716141.716141.72329-21.5010510.80
952023.09.14 20:00buy230.101.677240.000000.00000
962023.09.14 20:00modify230.101.677241.662241.68824
972023.09.15 08:40buy240.101.681090.000000.00000
982023.09.15 08:40modify240.101.681091.678341.68824
992023.09.15 08:40modify230.101.677241.678341.68824
1002023.09.15 10:30s/l230.101.678341.678341.688247.9510518.75
1012023.09.15 10:30s/l240.101.678341.678341.68824-20.1810498.57
1022023.10.04 20:00sell250.101.669590.000000.00000
1032023.10.04 20:00modify250.101.669591.684591.65859
1042023.10.05 12:40sell260.101.665700.000000.00000
1052023.10.05 12:40modify260.101.665701.668491.65859
1062023.10.05 12:40modify250.101.669591.668491.65859
1072023.10.05 12:55s/l250.101.668491.668491.658597.0910505.66
1082023.10.05 12:55s/l260.101.668491.668491.65859-20.4710485.19
1092023.10.13 20:00buy270.101.658410.000000.00000
1102023.10.13 20:00modify270.101.658411.643411.66941
1112023.10.16 17:30buy280.101.662340.000000.00000
1122023.10.16 17:30modify280.101.662341.659511.66941
1132023.10.16 17:30modify270.101.658411.659511.66941
1142023.10.16 21:33s/l270.101.659511.659511.669417.9510493.14
1152023.10.16 21:33s/l280.101.659511.659511.66941-20.7710472.37
1162023.10.24 00:00sell290.101.676630.000000.00000
1172023.10.24 00:00modify290.101.676631.691631.66563
1182023.10.24 10:50sell300.101.672500.000000.00000
1192023.10.24 10:50modify300.101.672501.675531.66563
1202023.10.24 10:50modify290.101.676631.675531.66563
1212023.10.24 11:40s/l290.101.675531.675531.665638.0710480.44
1222023.10.24 11:40s/l300.101.675531.675531.66563-22.2310458.21
1232023.11.03 20:00sell310.101.691220.000000.00000
1242023.11.03 20:00modify310.101.691221.706221.68022
1252023.11.09 18:05sell320.101.687350.000000.00000
1262023.11.09 18:05modify320.101.687351.690121.68022
1272023.11.09 18:05modify310.101.691221.690121.68022
1282023.11.09 18:40s/l310.101.690121.690121.680226.0910464.31
1292023.11.09 18:40s/l320.101.690121.690121.68022-20.3210443.99
1302023.11.15 00:00sell330.101.711370.000000.00000
1312023.11.15 00:00modify330.101.711371.726371.70037
1322023.11.15 07:40sell340.101.705680.000000.00000
1332023.11.15 07:40modify340.101.705681.708621.70037
1342023.11.15 07:40modify330.101.711371.708621.70037
1352023.11.15 09:40sell350.101.707380.000000.00000
1362023.11.15 09:40modify350.101.707381.710271.70037
1372023.11.15 09:46modify350.101.707381.708621.70037
1382023.11.15 12:30sell360.101.704490.000000.00000
1392023.11.15 12:30modify360.101.704491.707521.70037
1402023.11.15 12:30modify340.101.705681.707521.70037
1412023.11.15 12:30modify350.101.707381.707521.70037
1422023.11.15 12:30modify330.101.711371.707521.70037
1432023.11.15 14:40t/p330.101.700371.707521.7003780.7110524.70
1442023.11.15 14:40t/p340.101.700371.707521.7003738.9610563.66
1452023.11.15 14:40t/p350.101.700371.707521.7003751.4310615.09
1462023.11.15 14:40t/p360.101.700371.707521.7003730.2310645.32
1472023.11.21 08:00sell370.101.718570.000000.00000
1482023.11.21 08:00modify370.101.718571.733571.70757
1492023.11.22 15:50sell380.101.711910.000000.00000
1502023.11.22 15:50modify380.101.711911.714721.70757
1512023.11.22 15:50modify370.101.718571.714721.70757
1522023.11.23 09:30s/l370.101.714721.714721.7075726.9310672.25
1532023.11.23 09:30s/l380.101.714721.714721.70757-21.6110650.64
1542023.12.28 00:00sell390.101.689980.000000.00000
1552023.12.28 00:00modify390.101.689981.704981.67898
1562023.12.28 13:55sell400.101.683140.000000.00000
1572023.12.28 13:55modify400.101.683141.686131.67898
1582023.12.28 13:55modify390.101.689981.686131.67898
1592023.12.28 14:45sell410.101.684240.000000.00000
1602023.12.28 14:45modify410.101.684241.687231.67898
1612023.12.28 14:50modify410.101.684241.686131.67898
1622023.12.29 01:15s/l390.101.686131.686131.6789827.9210678.56
1632023.12.29 01:15s/l400.101.686131.686131.67898-22.2610656.30
1642023.12.29 01:15s/l410.101.686131.686131.67898-14.1910642.11
1652024.01.12 00:00sell420.101.709440.000000.00000
1662024.01.12 00:00modify420.101.709441.724441.69844
1672024.01.12 10:05sell430.101.702840.000000.00000
1682024.01.12 10:05modify430.101.702841.705591.69844
1692024.01.12 10:05modify420.101.709441.705591.69844
1702024.01.12 10:45sell440.101.703790.000000.00000
1712024.01.12 10:45modify440.101.703791.706691.69844
1722024.01.12 10:50modify440.101.703791.705591.69844
1732024.01.12 13:40s/l420.101.705591.705591.6984428.2510670.36
1742024.01.12 13:40s/l430.101.705591.705591.69844-20.1810650.18
1752024.01.12 13:40s/l440.101.705591.705591.69844-13.2110636.97
1762024.01.24 20:00sell450.101.719600.000000.00000
1772024.01.24 20:00modify450.101.719601.734601.70860
1782024.01.25 14:50sell460.101.715700.000000.00000
1792024.01.25 14:50modify460.101.715701.718501.70860
1802024.01.25 14:50modify450.101.719601.718501.70860
1812024.01.25 15:40sell470.101.714090.000000.00000
1822024.01.25 15:40modify470.101.714091.716851.70860
1832024.01.25 15:40modify460.101.715701.716851.70860
1842024.01.25 15:40modify450.101.719601.716851.70860
1852024.01.25 16:50sell480.101.712800.000000.00000
1862024.01.25 16:50modify480.101.712801.715751.70860
1872024.01.25 16:50modify470.101.714091.715751.70860
1882024.01.25 16:50modify460.101.715701.715751.70860
1892024.01.25 16:50modify450.101.719601.715751.70860
1902024.01.26 07:40t/p450.101.708601.715751.7086079.3910716.37
1912024.01.26 07:40t/p460.101.708601.715751.7086051.7610768.13
1922024.01.26 07:40t/p470.101.708601.715751.7086039.9510808.08
1932024.01.26 07:40t/p480.101.708601.715751.7086030.4810838.56
1942024.01.29 16:00buy490.101.705770.000000.00000
1952024.01.29 16:00modify490.101.705771.690771.71677
1962024.02.13 15:40buy500.101.709750.000000.00000
1972024.02.13 15:40modify500.101.709751.706871.71677
1982024.02.13 15:40modify490.101.705771.706871.71677
1992024.02.13 16:15s/l490.101.706871.706871.716776.2910844.84
2002024.02.13 16:15s/l500.101.706871.706871.71677-21.1410823.70
2012024.02.14 00:00sell510.101.707860.000000.00000
2022024.02.14 00:00modify510.101.707861.722861.69686
2032024.02.14 07:40sell520.101.702080.000000.00000
2042024.02.14 07:40modify520.101.702081.705111.69686
2052024.02.14 07:40modify510.101.707861.705111.69686
2062024.02.14 08:30sell530.101.701250.000000.00000
2072024.02.14 08:30modify530.101.701251.704011.69686
2082024.02.14 08:30modify520.101.702081.704011.69686
2092024.02.14 08:30modify510.101.707861.704011.69686
2102024.02.15 20:40t/p510.101.696861.704011.6968679.7310903.44
2112024.02.15 20:40t/p520.101.696861.704011.6968637.3210940.76
2122024.02.15 20:40t/p530.101.696861.704011.6968631.2310971.99
2132024.03.22 00:00buy540.101.713020.000000.00000
2142024.03.22 00:00modify540.101.713021.698021.72402
2152024.03.25 11:30buy550.101.717060.000000.00000
2162024.03.25 11:30modify550.101.717061.714121.72402
2172024.03.25 11:30modify540.101.713021.714121.72402
2182024.03.25 12:20buy560.101.718550.000000.00000
2192024.03.25 12:20modify560.101.718551.715771.72402
2202024.03.25 12:20modify550.101.717061.715771.72402
2212024.03.25 12:20modify540.101.713021.715771.72402
2222024.03.26 12:20s/l540.101.715771.715771.7240219.9410991.93
2232024.03.26 12:20s/l550.101.715771.715771.72402-9.5910982.34
2242024.03.26 12:20s/l560.101.715771.715771.72402-20.5210961.83
2252024.03.28 20:00buy570.101.709720.000000.00000
2262024.03.28 20:00modify570.101.709721.694721.72072
2272024.04.05 00:55buy580.101.713740.000000.00000
2282024.04.05 00:55modify580.101.713741.710821.72072
2292024.04.05 00:55modify570.101.709721.710821.72072
2302024.04.05 12:50buy590.101.716480.000000.00000
2312024.04.05 12:50modify590.101.716481.713571.72072
2322024.04.05 12:50modify580.101.713741.713571.72072
2332024.04.05 12:50modify570.101.709721.713571.72072
2342024.04.08 12:55buy600.101.715260.000000.00000
2352024.04.08 12:55modify600.101.715261.712471.72072
2362024.04.08 12:55modify600.101.715261.713571.72072
2372024.04.09 10:30t/p570.101.720721.713571.7207279.5311041.36
2382024.04.09 10:30t/p580.101.720721.713571.7207250.9811092.34
2392024.04.09 10:30t/p590.101.720721.713571.7207230.8811123.22
2402024.04.09 10:30t/p600.101.720721.713571.7207239.9511163.17
2412024.04.25 00:00sell610.101.707230.000000.00000
2422024.04.25 00:00modify610.101.707231.722231.69623
2432024.04.30 13:40s/l610.101.722231.722231.69623-111.0511052.12
2442024.05.06 12:00sell620.101.719190.000000.00000
2452024.05.06 12:00modify620.101.719191.734191.70819
2462024.05.07 06:15sell630.101.715270.000000.00000
2472024.05.07 06:15modify630.101.715271.718091.70819
2482024.05.07 06:15modify620.101.719191.718091.70819
2492024.05.07 13:30s/l620.101.718091.718091.708197.7411059.86
2502024.05.07 13:30s/l630.101.718091.718091.70819-20.6911039.17
2512024.05.16 00:00sell640.101.725210.000000.00000
2522024.05.16 00:00modify640.101.725211.740211.71421
2532024.05.22 06:33s/l640.101.740211.740211.71421-111.3810927.80
2542024.06.14 20:00buy650.101.742990.000000.00000
2552024.06.14 20:00modify650.101.742991.727991.75399
2562024.06.19 06:55buy660.101.747020.000000.00000
2572024.06.19 06:55modify660.101.747021.744091.75399
2582024.06.19 06:55modify650.101.742991.744091.75399
2592024.06.19 12:30s/l650.101.744091.744091.753997.7110935.51
2602024.06.19 12:30s/l660.101.744091.744091.75399-21.5110914.00