Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:00 (2023.11.01 - 2024.11.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; 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=50; 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=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; 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 test7238Ticks modelled157269Modelling qualityn/a
Mismatched charts errors2
Initial deposit1000.00Spread50
Total net profit1313.93Gross profit1984.93Gross loss-670.99
Profit factor2.96Expected payoff17.29
Absolute drawdown53.97Maximal drawdown327.16 (14.96%)Relative drawdown14.96% (327.16)
Total trades76Short positions (won %)31 (58.06%)Long positions (won %)45 (71.11%)
Profit trades (% of total)50 (65.79%)Loss trades (% of total)26 (34.21%)
Largestprofit trade77.94loss trade-103.95
Averageprofit trade39.70loss trade-25.81
Maximumconsecutive wins (profit in money)14 (586.63)consecutive losses (loss in money)3 (-38.80)
Maximalconsecutive profit (count of wins)586.63 (14)consecutive loss (count of losses)-204.68 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.03 17:00sell10.101.690750.000000.00000
22023.11.03 17:00modify10.101.690751.704751.67975
32023.11.12 22:13sell20.101.685250.000000.00000
42023.11.12 22:13modify20.101.685251.689651.67975
52023.11.12 22:13modify10.101.690751.689651.67975
62023.11.12 22:32sell30.101.683000.000000.00000
72023.11.12 22:32modify30.101.683001.685801.67975
82023.11.12 22:32modify20.101.685251.685801.67975
92023.11.12 22:32modify10.101.690751.685801.67975
102023.11.12 22:42sell40.101.684080.000000.00000
112023.11.12 22:42modify40.101.684081.686351.67975
122023.11.12 22:45s/l10.101.685801.685801.6797531.921031.92
132023.11.12 22:45s/l20.101.685801.685801.67975-3.901028.02
142023.11.12 22:45s/l30.101.685801.685801.67975-19.871008.15
152023.11.12 22:45close40.101.686011.686351.67975-13.69994.46
162023.11.14 16:00sell50.101.709590.000000.00000
172023.11.14 16:00modify50.101.709591.723591.69859
182023.11.15 13:10sell60.101.703990.000000.00000
192023.11.15 13:10modify60.101.703991.708491.69859
202023.11.15 13:10modify50.101.709591.708491.69859
212023.11.15 14:15sell70.101.701810.000000.00000
222023.11.15 14:15modify70.101.701811.704641.69859
232023.11.15 14:15modify60.101.703991.704641.69859
242023.11.15 14:15modify50.101.709591.704641.69859
252023.11.15 15:10t/p50.101.698591.704641.6985977.601072.06
262023.11.15 15:10t/p60.101.698591.704641.6985938.321110.38
272023.11.15 15:10t/p70.101.698591.704641.6985922.851133.23
282023.11.15 16:00buy80.101.699950.000000.00000
292023.11.15 16:00modify80.101.699951.685951.71095
302023.11.16 14:15buy90.101.706770.000000.00000
312023.11.16 14:15modify90.101.706771.704351.71095
322023.11.16 14:15modify80.101.699951.704351.71095
332023.11.16 15:16t/p80.101.710951.704351.7109577.671210.90
342023.11.16 15:16t/p90.101.710951.704351.7109529.671240.57
352023.12.26 17:00buy100.101.678740.000000.00000
362023.12.26 17:00modify100.101.678741.664741.68974
372023.12.27 13:50buy110.101.684280.000000.00000
382023.12.27 13:50modify110.101.684281.679841.68974
392023.12.27 13:50modify100.101.678741.679841.68974
402023.12.27 14:55buy120.101.685550.000000.00000
412023.12.27 14:55modify120.101.685551.683141.68974
422023.12.27 14:55modify110.101.684281.683141.68974
432023.12.27 14:55modify100.101.678741.683141.68974
442023.12.27 15:20buy130.101.686500.000000.00000
452023.12.27 15:20modify130.101.686501.683691.68974
462023.12.27 15:20modify120.101.685551.683691.68974
472023.12.27 15:20modify110.101.684281.683691.68974
482023.12.27 15:20modify100.101.678741.683691.68974
492023.12.27 16:20t/p100.101.689741.683691.6897477.941318.52
502023.12.27 16:20t/p110.101.689741.683691.6897438.761357.28
512023.12.27 16:20t/p120.101.689741.683691.6897429.741387.02
522023.12.27 16:20t/p130.101.689741.683691.6897423.001410.02
532024.01.17 11:00sell140.101.713610.000000.00000
542024.01.17 11:00modify140.101.713611.727611.70261
552024.01.19 09:40sell150.101.708080.000000.00000
562024.01.19 09:40modify150.101.708081.712511.70261
572024.01.19 09:40modify140.101.713611.712511.70261
582024.01.19 09:50sell160.101.707000.000000.00000
592024.01.19 09:50modify160.101.707001.709211.70261
602024.01.19 09:50modify150.101.708081.709211.70261
612024.01.19 09:50modify140.101.713611.709211.70261
622024.01.19 11:15s/l140.101.709211.709211.7026129.401439.41
632024.01.19 11:15s/l150.101.709211.709211.70261-8.021431.39
642024.01.19 11:15s/l160.101.709211.709211.70261-15.691415.70
652024.02.13 19:00sell170.101.709530.000000.00000
662024.02.13 19:00modify170.101.709531.723531.69853
672024.02.14 07:45sell180.101.702760.000000.00000
682024.02.14 07:45modify180.101.702761.705131.69853
692024.02.14 07:45modify170.101.709531.705131.69853
702024.02.14 08:52sell190.101.701670.000000.00000
712024.02.14 08:52modify190.101.701671.704581.69853
722024.02.14 08:52modify180.101.702761.704581.69853
732024.02.14 08:52modify170.101.709531.704581.69853
742024.02.14 09:50t/p170.101.698531.704581.6985377.611493.31
752024.02.14 09:50t/p180.101.698531.704581.6985330.021523.33
762024.02.14 09:50t/p190.101.698531.704581.6985322.291545.62
772024.02.14 11:00buy200.101.698700.000000.00000
782024.02.14 11:00modify200.101.698701.684701.70970
792024.02.20 13:26buy210.101.704400.000000.00000
802024.02.20 13:26modify210.101.704401.699801.70970
812024.02.20 13:26modify200.101.698701.699801.70970
822024.02.20 14:45t/p200.101.709701.699801.7097077.261622.88
832024.02.20 14:45t/p210.101.709701.699801.7097037.621660.50
842024.02.29 19:00buy220.101.713600.000000.00000
852024.02.29 19:00modify220.101.713601.699601.72460
862024.03.04 07:50buy230.101.719360.000000.00000
872024.03.04 07:50modify230.101.719361.714701.72460
882024.03.04 07:50modify220.101.713601.714701.72460
892024.03.04 11:46buy240.101.720250.000000.00000
902024.03.04 11:46modify240.101.720251.718001.72460
912024.03.04 11:46modify230.101.719361.718001.72460
922024.03.04 11:46modify220.101.713601.718001.72460
932024.03.04 13:32buy250.101.721420.000000.00000
942024.03.04 13:32modify250.101.721421.718551.72460
952024.03.04 13:32modify240.101.720251.718551.72460
962024.03.04 13:32modify230.101.719361.718551.72460
972024.03.04 13:32modify220.101.713601.718551.72460
982024.03.05 13:20t/p220.101.724601.718551.7246077.661738.16
992024.03.05 13:20t/p230.101.724601.718551.7246037.051775.22
1002024.03.05 13:20t/p240.101.724601.718551.7246030.731805.95
1012024.03.05 13:20t/p250.101.724601.718551.7246022.431828.39
1022024.03.06 16:00buy260.101.722390.000000.00000
1032024.03.06 16:00modify260.101.722391.708391.73339
1042024.03.08 13:20buy270.101.729190.000000.00000
1052024.03.08 13:20modify270.101.729191.726791.73339
1062024.03.08 13:20modify260.101.722391.726791.73339
1072024.03.08 13:35buy280.101.728110.000000.00000
1082024.03.08 13:35modify280.101.728111.723491.73339
1092024.03.08 13:37modify280.101.728111.726791.73339
1102024.03.08 13:59buy290.101.730250.000000.00000
1112024.03.08 13:59modify290.101.730251.727341.73339
1122024.03.08 13:59modify270.101.729191.727341.73339
1132024.03.08 13:59modify280.101.728111.727341.73339
1142024.03.08 13:59modify260.101.722391.727341.73339
1152024.03.08 15:20t/p260.101.733391.727341.7333977.531905.92
1162024.03.08 15:20t/p270.101.733391.727341.7333929.811935.73
1172024.03.08 15:20t/p280.101.733391.727341.7333937.471973.20
1182024.03.08 15:20t/p290.101.733391.727341.7333922.281995.48
1192024.03.12 10:00buy300.101.723630.000000.00000
1202024.03.12 10:00modify300.101.723631.709631.73463
1212024.03.19 13:07buy310.101.729230.000000.00000
1222024.03.19 13:07modify310.101.729231.724731.73463
1232024.03.19 13:07modify300.101.723631.724731.73463
1242024.03.19 21:02s/l300.101.724731.724731.734636.862002.34
1252024.03.19 21:02s/l310.101.724731.724731.73463-31.941970.40
1262024.04.19 19:00buy320.101.701430.000000.00000
1272024.04.19 19:00modify320.101.701431.687431.71243
1282024.04.24 13:10buy330.101.707090.000000.00000
1292024.04.24 13:10modify330.101.707091.702531.71243
1302024.04.24 13:10modify320.101.701431.702531.71243
1312024.04.24 13:20buy340.101.708170.000000.00000
1322024.04.24 13:20modify340.101.708171.705831.71243
1332024.04.24 13:20modify330.101.707091.705831.71243
1342024.04.24 13:20modify320.101.701431.705831.71243
1352024.04.24 13:45s/l320.101.705831.705831.7124330.822001.22
1362024.04.24 13:45s/l330.101.705831.705831.71243-8.951992.27
1372024.04.24 13:45s/l340.101.705831.705831.71243-16.611975.66
1382024.04.25 10:00sell350.101.711250.000000.00000
1392024.04.25 10:00modify350.101.711251.725251.70025
1402024.04.26 07:20sell360.101.705730.000000.00000
1412024.04.26 07:20modify360.101.705731.710151.70025
1422024.04.26 07:20modify350.101.711251.710151.70025
1432024.04.26 08:45s/l350.101.710151.710151.700257.351983.01
1442024.04.26 08:45s/l360.101.710151.710151.70025-31.371951.64
1452024.05.10 14:00buy370.101.709270.000000.00000
1462024.05.10 14:00modify370.101.709271.695271.72027
1472024.05.13 05:50buy380.101.714860.000000.00000
1482024.05.13 05:50modify380.101.714861.710371.72027
1492024.05.13 05:50modify370.101.709271.710371.72027
1502024.05.13 11:33buy390.101.715990.000000.00000
1512024.05.13 11:33modify390.101.715991.713671.72027
1522024.05.13 11:33modify380.101.714861.713671.72027
1532024.05.13 11:33modify370.101.709271.713671.72027
1542024.05.13 12:50buy400.101.717220.000000.00000
1552024.05.13 12:50modify400.101.717221.714221.72027
1562024.05.13 12:50modify390.101.715991.714221.72027
1572024.05.13 12:50modify380.101.714861.714221.72027
1582024.05.13 12:50modify370.101.709271.714221.72027
1592024.05.14 08:15s/l370.101.714221.714221.7202734.871986.51
1602024.05.14 08:15s/l380.101.714221.714221.72027-4.681981.83
1612024.05.14 08:15s/l390.101.714221.714221.72027-12.701969.14
1622024.05.14 08:15s/l400.101.714221.714221.72027-21.431947.71
1632024.05.31 10:00buy410.101.736890.000000.00000
1642024.05.31 10:00modify410.101.736891.722891.74789
1652024.06.03 15:45buy420.101.743510.000000.00000
1662024.06.03 15:45modify420.101.743511.741291.74789
1672024.06.03 15:45modify410.101.736891.741291.74789
1682024.06.03 16:50buy430.101.744720.000000.00000
1692024.06.03 16:50modify430.101.744721.741841.74789
1702024.06.03 16:50modify420.101.743511.741841.74789
1712024.06.03 16:50modify410.101.736891.741841.74789
1722024.06.04 07:40t/p410.101.747891.741841.7478977.802025.51
1732024.06.04 07:40t/p420.101.747891.741841.7478930.952056.47
1742024.06.04 07:40t/p430.101.747891.741841.7478922.362078.83
1752024.06.20 15:00buy440.101.737200.000000.00000
1762024.06.20 15:00modify440.101.737201.723201.74820
1772024.07.05 13:27buy450.101.745170.000000.00000
1782024.07.05 13:27modify450.101.745171.742151.74820
1792024.07.05 13:27modify440.101.737201.742151.74820
1802024.07.08 10:15t/p440.101.748201.742151.7482075.902154.73
1812024.07.08 10:15t/p450.101.748201.742151.7482021.362176.09
1822024.07.10 11:00sell460.101.746030.000000.00000
1832024.07.10 11:00modify460.101.746031.760031.73503
1842024.07.11 12:50s/l460.101.760031.760031.73503-100.742075.36
1852024.07.12 16:00sell470.101.769260.000000.00000
1862024.07.12 16:00modify470.101.769261.783261.75826
1872024.07.24 13:45s/l470.101.783261.783261.75826-103.951971.41
1882024.08.06 19:00buy480.101.748590.000000.00000
1892024.08.06 19:00modify480.101.748591.734591.75959
1902024.08.09 07:32buy490.101.754310.000000.00000
1912024.08.09 07:32modify490.101.754311.749691.75959
1922024.08.09 07:32modify480.101.748591.749691.75959
1932024.08.09 11:50s/l480.101.749691.749691.759597.131978.54
1942024.08.09 11:50s/l490.101.749691.749691.75959-32.791945.75
1952024.08.20 16:00sell500.101.775470.000000.00000
1962024.08.20 16:00modify500.101.775471.789471.76447
1972024.08.30 17:50sell510.101.769940.000000.00000
1982024.08.30 17:50modify510.101.769941.774371.76447
1992024.08.30 17:50modify500.101.775471.774371.76447
2002024.08.30 19:45sell520.101.768860.000000.00000
2012024.08.30 19:45modify520.101.768861.771071.76447
2022024.08.30 19:45modify510.101.769941.771071.76447
2032024.08.30 19:45modify500.101.775471.771071.76447
2042024.08.30 20:15s/l500.101.771071.771071.7644725.721971.47
2052024.08.30 20:15s/l510.101.771071.771071.76447-8.021963.45
2062024.08.30 20:15s/l520.101.771071.771071.76447-15.691947.76
2072024.09.09 12:00buy530.101.775060.000000.00000
2082024.09.09 12:00modify530.101.775061.761061.78606
2092024.09.10 18:15buy540.101.780580.000000.00000
2102024.09.10 18:15modify540.101.780581.776161.78606
2112024.09.10 18:15modify530.101.775061.776161.78606
2122024.09.11 03:15buy550.101.781830.000000.00000
2132024.09.11 03:15modify550.101.781831.779461.78606
2142024.09.11 03:15modify540.101.780581.779461.78606
2152024.09.11 03:15modify530.101.775061.779461.78606
2162024.09.11 05:20buy560.101.783000.000000.00000
2172024.09.11 05:20modify560.101.783001.780011.78606
2182024.09.11 05:20modify550.101.781831.780011.78606
2192024.09.11 05:20modify540.101.780581.780011.78606
2202024.09.11 05:20modify530.101.775061.780011.78606
2212024.09.11 06:35s/l530.101.780011.780011.7860634.871982.63
2222024.09.11 06:35s/l540.101.780011.780011.78606-4.191978.44
2232024.09.11 06:35s/l550.101.780011.780011.78606-12.921965.52
2242024.09.11 06:35s/l560.101.780011.780011.78606-21.221944.30
2252024.09.11 17:00buy570.101.771260.000000.00000
2262024.09.11 17:00modify570.101.771261.757261.78226
2272024.09.12 14:35buy580.101.776980.000000.00000
2282024.09.12 14:35modify580.101.776981.772361.78226
2292024.09.12 14:35modify570.101.771261.772361.78226
2302024.09.12 14:55buy590.101.779040.000000.00000
2312024.09.12 14:55modify590.101.779041.776211.78226
2322024.09.12 14:55modify580.101.776981.776211.78226
2332024.09.12 14:55modify570.101.771261.776211.78226
2342024.09.12 15:27buy600.101.777980.000000.00000
2352024.09.12 15:27modify600.101.777981.775661.78226
2362024.09.12 15:27modify600.101.777981.776211.78226
2372024.09.12 20:33t/p570.101.782261.776211.7822677.672021.98
2382024.09.12 20:33t/p580.101.782261.776211.7822637.482059.46
2392024.09.12 20:33t/p590.101.782261.776211.7822622.862082.32
2402024.09.12 20:33t/p600.101.782261.776211.7822630.382112.70
2412024.09.16 15:00sell610.101.793990.000000.00000
2422024.09.16 15:00modify610.101.793991.807991.78299
2432024.09.17 16:50sell620.101.788430.000000.00000
2442024.09.17 16:50modify620.101.788431.792891.78299
2452024.09.17 16:50modify610.101.793991.792891.78299
2462024.09.17 21:06sell630.101.787320.000000.00000
2472024.09.17 21:06modify630.101.787321.789591.78299
2482024.09.17 21:06modify620.101.788431.789591.78299
2492024.09.17 21:06modify610.101.793991.789591.78299
2502024.09.17 22:20s/l610.101.789591.789591.7829930.762143.46
2512024.09.17 22:20s/l620.101.789591.789591.78299-8.242135.22
2522024.09.17 22:20s/l630.101.789591.789591.78299-16.122119.10
2532024.09.25 10:00buy640.101.797050.000000.00000
2542024.09.25 10:00modify640.101.797051.783051.80805
2552024.09.25 13:20buy650.101.802610.000000.00000
2562024.09.25 13:20modify650.101.802611.798151.80805
2572024.09.25 13:20modify640.101.797051.798151.80805
2582024.09.25 15:20s/l640.101.798151.798151.808057.812126.91
2592024.09.25 15:20s/l650.101.798151.798151.80805-31.652095.26
2602024.09.26 12:00sell660.101.801330.000000.00000
2612024.09.26 12:00modify660.101.801331.815331.79033
2622024.10.01 13:50sell670.101.795680.000000.00000
2632024.10.01 13:50modify670.101.795681.800231.79033
2642024.10.01 13:50modify660.101.801331.800231.79033
2652024.10.01 14:25sell680.101.794460.000000.00000
2662024.10.01 14:25modify680.101.794461.796931.79033
2672024.10.01 14:25modify670.101.795681.796931.79033
2682024.10.01 14:25modify660.101.801331.796931.79033
2692024.10.01 14:50sell690.101.793540.000000.00000
2702024.10.01 14:50modify690.101.793541.796381.79033
2712024.10.01 14:50modify680.101.794461.796381.79033
2722024.10.01 14:50modify670.101.795681.796381.79033
2732024.10.01 14:50modify660.101.801331.796381.79033
2742024.10.01 16:45t/p660.101.790331.796381.7903376.692171.95
2752024.10.01 16:45t/p670.101.790331.796381.7903337.972209.92
2762024.10.01 16:45t/p680.101.790331.796381.7903329.312239.23
2772024.10.01 16:45t/p690.101.790331.796381.7903322.782262.01
2782024.10.03 11:00buy700.101.775440.000000.00000
2792024.10.03 11:00modify700.101.775441.761441.78644
2802024.10.04 05:50buy710.101.781160.000000.00000
2812024.10.04 05:50modify710.101.781161.776541.78644
2822024.10.04 05:50modify700.101.775441.776541.78644
2832024.10.04 07:27buy720.101.783270.000000.00000
2842024.10.04 07:27modify720.101.783271.780391.78644
2852024.10.04 07:27modify710.101.781161.780391.78644
2862024.10.04 07:27modify700.101.775441.780391.78644
2872024.10.04 12:40s/l700.101.780391.780391.7864435.002297.02
2882024.10.04 12:40s/l710.101.780391.780391.78644-5.462291.56
2892024.10.04 12:40s/l720.101.780391.780391.78644-20.442271.12
2902024.10.15 12:00sell730.101.806640.000000.00000
2912024.10.15 12:00modify730.101.806641.820641.79564
2922024.10.15 19:50sell740.101.800950.000000.00000
2932024.10.15 19:50modify740.101.800951.805541.79564
2942024.10.15 19:50modify730.101.806641.805541.79564
2952024.10.15 20:50sell750.101.799750.000000.00000
2962024.10.15 20:50modify750.101.799751.802241.79564
2972024.10.15 20:50modify740.101.800951.802241.79564
2982024.10.15 20:50modify730.101.806641.802241.79564
2992024.10.16 06:15t/p730.101.795641.802241.7956477.612348.73
3002024.10.16 06:15t/p740.101.795641.802241.7956437.232385.96
3012024.10.16 06:15t/p750.101.795641.802241.7956428.712414.67
3022024.10.24 15:00sell760.101.794580.000000.00000
3032024.10.24 15:00modify760.101.794581.808581.78358
3042024.10.29 15:45s/l760.101.808581.808581.78358-100.742313.93