Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=60; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; 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 test2607Ticks modelled79083Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00Spread50
Total net profit567.34Gross profit583.84Gross loss-16.50
Profit factor35.38Expected payoff47.28
Absolute drawdown49.69Maximal drawdown92.82 (0.90%)Relative drawdown0.90% (92.82)
Total trades12Short positions (won %)5 (80.00%)Long positions (won %)7 (100.00%)
Profit trades (% of total)11 (91.67%)Loss trades (% of total)1 (8.33%)
Largestprofit trade95.49loss trade-16.50
Averageprofit trade53.08loss trade-16.50
Maximumconsecutive wins (profit in money)10 (542.64)consecutive losses (loss in money)1 (-16.50)
Maximalconsecutive profit (count of wins)542.64 (10)consecutive loss (count of losses)-16.50 (1)
Averageconsecutive wins6consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.10.04 16:00sell10.101.670080.000000.00000
22023.10.04 16:00modify10.101.670081.681081.65708
32023.10.06 12:50sell20.101.661990.000000.00000
42023.10.06 12:50modify20.101.661991.664231.65708
52023.10.06 12:50modify10.101.670081.664231.65708
62023.10.06 12:55s/l10.101.664231.664231.6570841.2010041.20
72023.10.06 12:55s/l20.101.664231.664231.65708-16.5010024.70
82023.11.14 16:00sell30.101.709590.000000.00000
92023.11.14 16:00modify30.101.709591.720591.69659
102023.11.15 13:10sell40.101.704180.000000.00000
112023.11.15 13:10modify40.101.704181.708291.69659
122023.11.15 13:10modify30.101.709591.708291.69659
132023.11.15 19:55sell50.101.698960.000000.00000
142023.11.15 19:55modify50.101.698961.701791.69659
152023.11.15 19:55modify40.101.704181.701791.69659
162023.11.15 19:55modify30.101.709591.701791.69659
172023.11.16 07:40t/p30.101.696591.701791.6965993.8710118.58
182023.11.16 07:40t/p40.101.696591.701791.6965954.5010173.07
192023.11.16 07:40t/p50.101.696591.701791.6965916.0510189.12
202024.04.22 12:00buy60.101.689640.000000.00000
212024.04.22 12:00modify60.101.689641.678641.70264
222024.04.23 09:35buy70.101.694920.000000.00000
232024.04.23 09:35modify70.101.694921.690941.70264
242024.04.23 09:35modify60.101.689641.690941.70264
252024.04.23 14:00buy80.101.700050.000000.00000
262024.04.23 14:00modify80.101.700051.697441.70264
272024.04.23 14:00modify70.101.694921.697441.70264
282024.04.23 14:00modify60.101.689641.697441.70264
292024.04.24 12:20t/p60.101.702641.697441.7026495.4910284.61
302024.04.24 12:20t/p70.101.702641.697441.7026456.7310341.34
312024.04.24 12:20t/p80.101.702641.697441.7026418.9410360.28
322024.08.06 16:00buy90.101.751050.000000.00000
332024.08.06 16:00modify90.101.751051.740051.76405
342024.08.13 05:05buy100.101.756330.000000.00000
352024.08.13 05:05modify100.101.756331.752351.76405
362024.08.13 05:05modify90.101.751051.752351.76405
372024.08.13 12:50buy110.101.758900.000000.00000
382024.08.13 12:50modify110.101.758901.756901.76405
392024.08.13 12:50modify100.101.756331.756901.76405
402024.08.13 12:50modify90.101.751051.756901.76405
412024.08.13 16:20buy120.101.761680.000000.00000
422024.08.13 16:20modify120.101.761681.758851.76405
432024.08.13 16:20modify110.101.758901.758851.76405
442024.08.13 16:20modify100.101.756331.758851.76405
452024.08.13 16:20modify90.101.751051.758851.76405
462024.08.13 18:30t/p90.101.764051.758851.7640594.7910455.07
472024.08.13 18:30t/p100.101.764051.758851.7640556.8710511.94
482024.08.13 18:30t/p110.101.764051.758851.7640537.9410549.88
492024.08.13 18:30t/p120.101.764051.758851.7640517.4610567.34