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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1902Ticks modelled17165891Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread50
Total net profit412.50Gross profit1095.48Gross loss-682.98
Profit factor1.60Expected payoff6.07
Absolute drawdown96.39Maximal drawdown340.39 (3.17%)Relative drawdown3.17% (340.39)
Total trades68Short positions (won %)40 (55.00%)Long positions (won %)28 (46.43%)
Profit trades (% of total)35 (51.47%)Loss trades (% of total)33 (48.53%)
Largestprofit trade80.72loss trade-111.38
Averageprofit trade31.30loss trade-20.70
Maximumconsecutive wins (profit in money)5 (233.88)consecutive losses (loss in money)3 (-35.82)
Maximalconsecutive profit (count of wins)233.88 (5)consecutive loss (count of losses)-132.33 (2)
Averageconsecutive wins2consecutive 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 10:58sell20.101.698990.000000.00000
42023.07.10 10:58modify20.101.698991.701741.69184
52023.07.10 10:58modify10.101.702841.701741.69184
62023.07.10 11:40sell30.101.697340.000000.00000
72023.07.10 11:40modify30.101.697341.700091.69184
82023.07.10 11:40modify20.101.698991.700091.69184
92023.07.10 11:40modify10.101.702841.700091.69184
102023.07.10 12:21sell40.101.696220.000000.00000
112023.07.10 12:21modify40.101.696221.698991.69184
122023.07.10 12:21modify30.101.697341.698991.69184
132023.07.10 12:21modify20.101.698991.698991.69184
142023.07.10 12:21modify10.101.702841.698991.69184
152023.07.10 13:22s/l10.101.698991.698991.6918427.9210027.92
162023.07.10 13:22s/l20.101.698991.698991.691840.0010027.92
172023.07.10 13:22s/l30.101.698991.698991.69184-12.1110015.81
182023.07.10 13:22s/l40.101.698991.698991.69184-20.339995.48
192023.07.14 00:00sell50.101.721370.000000.00000
202023.07.14 00:00modify50.101.721371.736371.71037
212023.07.18 19:56sell60.101.717470.000000.00000
222023.07.18 19:56modify60.101.717471.720271.71037
232023.07.18 19:56modify50.101.721371.720271.71037
242023.07.18 21:23sell70.101.715840.000000.00000
252023.07.18 21:23modify70.101.715841.718621.71037
262023.07.18 21:23modify60.101.717471.718621.71037
272023.07.18 21:23modify50.101.721371.718621.71037
282023.07.19 02:06sell80.101.714770.000000.00000
292023.07.19 02:06modify80.101.714771.717521.71037
302023.07.19 02:06modify70.101.715841.717521.71037
312023.07.19 02:06modify60.101.717471.717521.71037
322023.07.19 02:06modify50.101.721371.717521.71037
332023.07.19 06:00t/p50.101.710371.717521.7103779.7210075.20
342023.07.19 06:00t/p60.101.710371.717521.7103751.7610126.96
352023.07.19 06:00t/p70.101.710371.717521.7103739.8010166.76
362023.07.19 06:00t/p80.101.710371.717521.7103732.2810199.04
372023.07.24 20:00buy90.101.688350.000000.00000
382023.07.24 20:00modify90.101.688351.673351.69935
392023.07.25 07:27buy100.101.692230.000000.00000
402023.07.25 07:27modify100.101.692231.689451.69935
412023.07.25 07:27modify90.101.688351.689451.69935
422023.07.25 13:05buy110.101.693870.000000.00000
432023.07.25 13:05modify110.101.693871.691101.69935
442023.07.25 13:05modify100.101.692231.691101.69935
452023.07.25 13:05modify90.101.688351.691101.69935
462023.07.25 13:35s/l90.101.691101.691101.6993520.0610219.11
472023.07.25 13:35s/l100.101.691101.691101.69935-8.2910210.82
482023.07.25 13:35s/l110.101.691101.691101.69935-20.3210190.50
492023.07.28 00:00buy120.101.692630.000000.00000
502023.07.28 00:00modify120.101.692631.677631.70363
512023.07.28 08:39buy130.101.696490.000000.00000
522023.07.28 08:39modify130.101.696491.693731.70363
532023.07.28 08:39modify120.101.692631.693731.70363
542023.07.28 10:36buy140.101.698130.000000.00000
552023.07.28 10:36modify140.101.698131.695381.70363
562023.07.28 10:36modify130.101.696491.695381.70363
572023.07.28 10:36modify120.101.692631.695381.70363
582023.07.28 10:42buy150.101.699230.000000.00000
592023.07.28 10:42modify150.101.699231.696481.70363
602023.07.28 10:42modify140.101.698131.696481.70363
612023.07.28 10:42modify130.101.696491.696481.70363
622023.07.28 10:42modify120.101.692631.696481.70363
632023.07.28 14:15t/p120.101.703631.696481.7036380.7210271.22
642023.07.28 14:15t/p130.101.703631.696481.7036352.3910323.61
652023.07.28 14:15t/p140.101.703631.696481.7036340.3610363.97
662023.07.28 14:15t/p150.101.703631.696481.7036332.2810396.25
672023.07.31 20:00buy160.101.692620.000000.00000
682023.07.31 20:00modify160.101.692621.677621.70362
692023.08.01 04:39buy170.101.696480.000000.00000
702023.08.01 04:39modify170.101.696481.693721.70362
712023.08.01 04:39modify160.101.692621.693721.70362
722023.08.01 07:20buy180.101.698170.000000.00000
732023.08.01 07:20modify180.101.698171.695371.70362
742023.08.01 07:20modify170.101.696481.695371.70362
752023.08.01 07:20modify160.101.692621.695371.70362
762023.08.01 07:32buy190.101.699220.000000.00000
772023.08.01 07:32modify190.101.699221.696471.70362
782023.08.01 07:32modify180.101.698171.696471.70362
792023.08.01 07:32modify170.101.696481.696471.70362
802023.08.01 07:32modify160.101.692621.696471.70362
812023.08.01 11:01s/l160.101.696471.696471.7036228.1310424.38
822023.08.01 11:01s/l170.101.696471.696471.70362-0.0810424.30
832023.08.01 11:01s/l180.101.696471.696471.70362-12.4810411.82
842023.08.01 11:01s/l190.101.696471.696471.70362-20.1810391.64
852023.09.01 00:00buy200.101.712290.000000.00000
862023.09.01 00:00modify200.101.712291.697291.72329
872023.09.01 12:31buy210.101.716150.000000.00000
882023.09.01 12:31modify210.101.716151.713391.72329
892023.09.01 12:31modify200.101.712291.713391.72329
902023.09.01 12:32buy220.101.717790.000000.00000
912023.09.01 12:32modify220.101.717791.715041.72329
922023.09.01 12:32modify210.101.716151.715041.72329
932023.09.01 12:32modify200.101.712291.715041.72329
942023.09.01 12:34buy230.101.718900.000000.00000
952023.09.01 12:34modify230.101.718901.716141.72329
962023.09.01 12:34modify220.101.717791.716141.72329
972023.09.01 12:34modify210.101.716151.716141.72329
982023.09.01 12:34modify200.101.712291.716141.72329
992023.09.01 13:04s/l200.101.716141.716141.7232928.2510419.89
1002023.09.01 13:04s/l210.101.716141.716141.72329-0.0810419.81
1012023.09.01 13:04s/l220.101.716141.716141.72329-12.1110407.70
1022023.09.01 13:04s/l230.101.716141.716141.72329-20.2610387.44
1032023.09.14 20:00buy240.101.677240.000000.00000
1042023.09.14 20:00modify240.101.677241.662241.68824
1052023.09.15 08:49buy250.101.681090.000000.00000
1062023.09.15 08:49modify250.101.681091.678341.68824
1072023.09.15 08:49modify240.101.677241.678341.68824
1082023.09.15 10:44s/l240.101.678341.678341.688247.9510395.39
1092023.09.15 10:44s/l250.101.678341.678341.68824-20.1810375.21
1102023.10.04 20:00sell260.101.669590.000000.00000
1112023.10.04 20:00modify260.101.669591.684591.65859
1122023.10.05 12:40sell270.101.665700.000000.00000
1132023.10.05 12:40modify270.101.665701.668491.65859
1142023.10.05 12:40modify260.101.669591.668491.65859
1152023.10.05 12:56s/l260.101.668491.668491.658597.0910382.30
1162023.10.05 12:56s/l270.101.668491.668491.65859-20.4710361.83
1172023.10.13 20:00buy280.101.658410.000000.00000
1182023.10.13 20:00modify280.101.658411.643411.66941
1192023.10.16 17:46buy290.101.662280.000000.00000
1202023.10.16 17:46modify290.101.662281.659511.66941
1212023.10.16 17:46modify280.101.658411.659511.66941
1222023.10.16 21:04s/l280.101.659511.659511.669417.9610369.79
1232023.10.16 21:04s/l290.101.659511.659511.66941-20.3210349.47
1242023.10.24 00:00sell300.101.676630.000000.00000
1252023.10.24 00:00modify300.101.676631.691631.66563
1262023.10.24 10:55sell310.101.672780.000000.00000
1272023.10.24 10:55modify310.101.672781.675531.66563
1282023.10.24 10:55modify300.101.676631.675531.66563
1292023.10.24 11:39s/l300.101.675531.675531.665638.0710357.54
1302023.10.24 11:39s/l310.101.675531.675531.66563-20.1810337.36
1312023.11.03 20:00sell320.101.691220.000000.00000
1322023.11.03 20:00modify320.101.691221.706221.68022
1332023.11.09 18:05sell330.101.687370.000000.00000
1342023.11.09 18:05modify330.101.687371.690121.68022
1352023.11.09 18:05modify320.101.691221.690121.68022
1362023.11.09 18:35s/l320.101.690121.690121.680226.0910343.46
1372023.11.09 18:35s/l330.101.690121.690121.68022-20.1810323.28
1382023.11.15 00:00sell340.101.711370.000000.00000
1392023.11.15 00:00modify340.101.711371.726371.70037
1402023.11.15 07:00sell350.101.707510.000000.00000
1412023.11.15 07:00modify350.101.707511.710271.70037
1422023.11.15 07:00modify340.101.711371.710271.70037
1432023.11.15 07:49sell360.101.705840.000000.00000
1442023.11.15 07:49modify360.101.705841.708621.70037
1452023.11.15 07:49modify350.101.707511.708621.70037
1462023.11.15 07:49modify340.101.711371.708621.70037
1472023.11.15 12:41sell370.101.704770.000000.00000
1482023.11.15 12:41modify370.101.704771.707521.70037
1492023.11.15 12:41modify360.101.705841.707521.70037
1502023.11.15 12:41modify350.101.707511.707521.70037
1512023.11.15 12:41modify340.101.711371.707521.70037
1522023.11.15 14:44t/p340.101.700371.707521.7003780.7110403.99
1532023.11.15 14:44t/p350.101.700371.707521.7003752.3810456.37
1542023.11.15 14:44t/p360.101.700371.707521.7003740.1310496.50
1552023.11.15 14:44t/p370.101.700371.707521.7003732.2810528.78
1562023.11.21 08:00sell380.101.718570.000000.00000
1572023.11.21 08:00modify380.101.718571.733571.70757
1582023.11.22 15:00sell390.101.714650.000000.00000
1592023.11.22 15:00modify390.101.714651.717471.70757
1602023.11.22 15:00modify380.101.718571.717471.70757
1612023.11.22 15:33sell400.101.713070.000000.00000
1622023.11.22 15:33modify400.101.713071.715821.70757
1632023.11.22 15:33modify390.101.714651.715821.70757
1642023.11.22 15:33modify380.101.718571.715821.70757
1652023.11.22 15:49sell410.101.711960.000000.00000
1662023.11.22 15:49modify410.101.711961.714721.70757
1672023.11.22 15:49modify400.101.713071.714721.70757
1682023.11.22 15:49modify390.101.714651.714721.70757
1692023.11.22 15:49modify380.101.718571.714721.70757
1702023.11.23 09:30s/l380.101.714721.714721.7075726.9310555.71
1712023.11.23 09:30s/l390.101.714721.714721.70757-1.5010554.21
1722023.11.23 09:30s/l400.101.714721.714721.70757-13.0910541.12
1732023.11.23 09:30s/l410.101.714721.714721.70757-21.2410519.89
1742023.12.28 00:00sell420.101.689980.000000.00000
1752023.12.28 00:00modify420.101.689981.704981.67898
1762023.12.28 13:19sell430.101.686130.000000.00000
1772023.12.28 13:19modify430.101.686131.688881.67898
1782023.12.28 13:19modify420.101.689981.688881.67898
1792023.12.28 13:50sell440.101.684480.000000.00000
1802023.12.28 13:50modify440.101.684481.687231.67898
1812023.12.28 13:50modify430.101.686131.687231.67898
1822023.12.28 13:50modify420.101.689981.687231.67898
1832023.12.28 13:55sell450.101.683340.000000.00000
1842023.12.28 13:55modify450.101.683341.686131.67898
1852023.12.28 13:55modify440.101.684481.686131.67898
1862023.12.28 13:55modify430.101.686131.686131.67898
1872023.12.28 13:55modify420.101.689981.686131.67898
1882023.12.29 01:06s/l420.101.686131.686131.6789827.9210547.81
1892023.12.29 01:06s/l430.101.686131.686131.67898-0.3310547.48
1902023.12.29 01:06s/l440.101.686131.686131.67898-12.4310535.05
1912023.12.29 01:06s/l450.101.686131.686131.67898-20.8010514.25
1922024.01.12 00:00sell460.101.709440.000000.00000
1932024.01.12 00:00modify460.101.709441.724441.69844
1942024.01.12 08:10sell470.101.705560.000000.00000
1952024.01.12 08:10modify470.101.705561.708341.69844
1962024.01.12 08:10modify460.101.709441.708341.69844
1972024.01.12 09:34sell480.101.703940.000000.00000
1982024.01.12 09:34modify480.101.703941.706691.69844
1992024.01.12 09:34modify470.101.705561.706691.69844
2002024.01.12 09:34modify460.101.709441.706691.69844
2012024.01.12 10:05sell490.101.702820.000000.00000
2022024.01.12 10:05modify490.101.702821.705591.69844
2032024.01.12 10:05modify480.101.703941.705591.69844
2042024.01.12 10:05modify470.101.705561.705591.69844
2052024.01.12 10:05modify460.101.709441.705591.69844
2062024.01.12 13:30s/l460.101.705591.705591.6984428.2510542.50
2072024.01.12 13:30s/l470.101.705591.705591.69844-0.2210542.28
2082024.01.12 13:30s/l480.101.705591.705591.69844-12.1010530.18
2092024.01.12 13:30s/l490.101.705591.705591.69844-20.3210509.86
2102024.01.24 20:00sell500.101.719600.000000.00000
2112024.01.24 20:00modify500.101.719601.734601.70860
2122024.01.25 14:18sell510.101.715740.000000.00000
2132024.01.25 14:18modify510.101.715741.718501.70860
2142024.01.25 14:18modify500.101.719601.718501.70860
2152024.01.25 14:37s/l500.101.718501.718501.708607.0810516.94
2162024.01.25 14:37s/l510.101.718501.718501.70860-20.2510496.69
2172024.01.29 16:00buy520.101.705770.000000.00000
2182024.01.29 16:00modify520.101.705771.690771.71677
2192024.02.13 15:16buy530.101.709640.000000.00000
2202024.02.13 15:16modify530.101.709641.706871.71677
2212024.02.13 15:16modify520.101.705771.706871.71677
2222024.02.13 15:33s/l520.101.706871.706871.716776.3010502.99
2232024.02.13 15:33s/l530.101.706871.706871.71677-20.3210482.67
2242024.02.14 00:00sell540.101.707860.000000.00000
2252024.02.14 00:00modify540.101.707861.722861.69686
2262024.02.14 07:00sell550.101.703840.000000.00000
2272024.02.14 07:00modify550.101.703841.706761.69686
2282024.02.14 07:00modify540.101.707861.706761.69686
2292024.02.14 07:34sell560.101.702350.000000.00000
2302024.02.14 07:34modify560.101.702351.705111.69686
2312024.02.14 07:34modify550.101.703841.705111.69686
2322024.02.14 07:34modify540.101.707861.705111.69686
2332024.02.14 08:13sell570.101.701190.000000.00000
2342024.02.14 08:13modify570.101.701191.704011.69686
2352024.02.14 08:13modify560.101.702351.704011.69686
2362024.02.14 08:13modify550.101.703841.704011.69686
2372024.02.14 08:13modify540.101.707861.704011.69686
2382024.02.15 20:30t/p540.101.696861.704011.6968679.7210562.39
2392024.02.15 20:30t/p550.101.696861.704011.6968650.2210612.61
2402024.02.15 20:30t/p560.101.696861.704011.6968639.2910651.90
2412024.02.15 20:30t/p570.101.696861.704011.6968630.7810682.69
2422024.03.22 00:00buy580.101.713020.000000.00000
2432024.03.22 00:00modify580.101.713021.698021.72402
2442024.03.25 11:23buy590.101.716870.000000.00000
2452024.03.25 11:23modify590.101.716871.714121.72402
2462024.03.25 11:23modify580.101.713021.714121.72402
2472024.03.25 12:44buy600.101.718590.000000.00000
2482024.03.25 12:44modify600.101.718591.715771.72402
2492024.03.25 12:44modify590.101.716871.715771.72402
2502024.03.25 12:44modify580.101.713021.715771.72402
2512024.03.26 12:19s/l580.101.715771.715771.7240219.9310702.62
2522024.03.26 12:19s/l590.101.715771.715771.72402-8.2010694.42
2532024.03.26 12:19s/l600.101.715771.715771.72402-20.8210673.60
2542024.03.28 20:00buy610.101.709720.000000.00000
2552024.03.28 20:00modify610.101.709721.694721.72072
2562024.04.04 19:29buy620.101.713580.000000.00000
2572024.04.04 19:29modify620.101.713581.710821.72072
2582024.04.04 19:29modify610.101.709721.710821.72072
2592024.04.04 21:05s/l610.101.710821.710821.720727.2410680.84
2602024.04.04 21:05s/l620.101.710821.710821.72072-20.2510660.59
2612024.04.25 00:00sell630.101.707230.000000.00000
2622024.04.25 00:00modify630.101.707231.722231.69623
2632024.04.30 13:45s/l630.101.722231.722231.69623-111.0510549.54
2642024.05.06 12:00sell640.101.719190.000000.00000
2652024.05.06 12:00modify640.101.719191.734191.70819
2662024.05.06 21:05sell650.101.715280.000000.00000
2672024.05.06 21:05modify650.101.715281.718091.70819
2682024.05.06 21:05modify640.101.719191.718091.70819
2692024.05.07 13:27s/l640.101.718091.718091.708197.7410557.28
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2712024.05.16 00:00sell660.101.725210.000000.00000
2722024.05.16 00:00modify660.101.725211.740211.71421
2732024.05.22 06:30s/l660.101.740211.740211.71421-111.3810424.95
2742024.06.14 20:00buy670.101.742990.000000.00000
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2762024.06.19 06:41buy680.101.746840.000000.00000
2772024.06.19 06:41modify680.101.746841.744091.75399
2782024.06.19 06:41modify670.101.742991.744091.75399
2792024.06.19 12:49s/l670.101.744091.744091.753997.7210432.68
2802024.06.19 12:49s/l680.101.744091.744091.75399-20.1810412.50