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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test6538Ticks modelled18622042Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread50
Total net profit1333.29Gross profit2043.85Gross loss-710.56
Profit factor2.88Expected payoff15.87
Absolute drawdown53.99Maximal drawdown325.74 (13.89%)Relative drawdown13.89% (325.74)
Total trades84Short positions (won %)31 (48.39%)Long positions (won %)53 (73.58%)
Profit trades (% of total)54 (64.29%)Loss trades (% of total)30 (35.71%)
Largestprofit trade77.97loss trade-103.99
Averageprofit trade37.85loss trade-23.69
Maximumconsecutive wins (profit in money)13 (542.61)consecutive losses (loss in money)3 (-36.06)
Maximalconsecutive profit (count of wins)542.61 (13)consecutive loss (count of losses)-204.76 (2)
Averageconsecutive wins3consecutive 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 22:06sell20.101.684060.000000.00000
42023.11.12 22:06modify20.101.684061.686351.67975
52023.11.12 22:06modify10.101.690751.686351.67975
62023.11.12 22:09sell30.101.685070.000000.00000
72023.11.12 22:09modify30.101.685071.689651.67975
82023.11.12 22:10modify30.101.685071.686351.67975
92023.11.12 22:15s/l10.101.686351.686351.6797528.031028.03
102023.11.12 22:15s/l20.101.686351.686351.67975-16.261011.77
112023.11.12 22:15s/l30.101.686351.686351.67975-9.091002.68
122023.11.14 16:00sell40.101.709590.000000.00000
132023.11.14 16:00modify40.101.709591.723591.69859
142023.11.15 12:52sell50.101.704090.000000.00000
152023.11.15 12:52modify50.101.704091.708491.69859
162023.11.15 12:52modify40.101.709591.708491.69859
172023.11.15 13:31sell60.101.702890.000000.00000
182023.11.15 13:31modify60.101.702891.705191.69859
192023.11.15 13:31modify50.101.704091.705191.69859
202023.11.15 13:31modify40.101.709591.705191.69859
212023.11.15 13:37sell70.101.701880.000000.00000
222023.11.15 13:37modify70.101.701881.704641.69859
232023.11.15 13:37modify60.101.702891.704641.69859
242023.11.15 13:37modify50.101.704091.704641.69859
252023.11.15 13:37modify40.101.709591.704641.69859
262023.11.15 15:01t/p40.101.698591.704641.6985977.641080.32
272023.11.15 15:01t/p50.101.698591.704641.6985939.051119.37
282023.11.15 15:01t/p60.101.698591.704641.6985930.531149.90
292023.11.15 15:01t/p70.101.698591.704641.6985923.361173.26
302023.11.15 16:00buy80.101.699950.000000.00000
312023.11.15 16:00modify80.101.699951.685951.71095
322023.11.16 13:42buy90.101.705460.000000.00000
332023.11.16 13:42modify90.101.705461.701051.71095
342023.11.16 13:42modify80.101.699951.701051.71095
352023.11.16 14:02buy100.101.706550.000000.00000
362023.11.16 14:02modify100.101.706551.704351.71095
372023.11.16 14:02modify90.101.705461.704351.71095
382023.11.16 14:02modify80.101.699951.704351.71095
392023.11.16 14:56buy110.101.707650.000000.00000
402023.11.16 14:56modify110.101.707651.704901.71095
412023.11.16 14:56modify100.101.706551.704901.71095
422023.11.16 14:56modify90.101.705461.704901.71095
432023.11.16 14:56modify80.101.699951.704901.71095
442023.11.16 15:12t/p80.101.710951.704901.7109577.701250.96
452023.11.16 15:12t/p90.101.710951.704901.7109538.981289.94
462023.11.16 15:12t/p100.101.710951.704901.7109531.241321.18
472023.11.16 15:12t/p110.101.710951.704901.7109523.431344.61
482023.12.26 17:00buy120.101.678740.000000.00000
492023.12.26 17:00modify120.101.678741.664741.68974
502023.12.27 13:22buy130.101.684260.000000.00000
512023.12.27 13:22modify130.101.684261.679841.68974
522023.12.27 13:22modify120.101.678741.679841.68974
532023.12.27 14:58buy140.101.685350.000000.00000
542023.12.27 14:58modify140.101.685351.683141.68974
552023.12.27 14:58modify130.101.684261.683141.68974
562023.12.27 14:58modify120.101.678741.683141.68974
572023.12.27 15:26buy150.101.686470.000000.00000
582023.12.27 15:26modify150.101.686471.683691.68974
592023.12.27 15:26modify140.101.685351.683691.68974
602023.12.27 15:26modify130.101.684261.683691.68974
612023.12.27 15:26modify120.101.678741.683691.68974
622023.12.27 16:03t/p120.101.689741.683691.6897477.971422.59
632023.12.27 16:03t/p130.101.689741.683691.6897438.911461.50
642023.12.27 16:03t/p140.101.689741.683691.6897431.171492.67
652023.12.27 16:03t/p150.101.689741.683691.6897423.221515.89
662024.01.17 11:00sell160.101.713610.000000.00000
672024.01.17 11:00modify160.101.713611.727611.70261
682024.01.19 09:35sell170.101.708110.000000.00000
692024.01.19 09:35modify170.101.708111.712511.70261
702024.01.19 09:35modify160.101.713611.712511.70261
712024.01.19 09:43sell180.101.707000.000000.00000
722024.01.19 09:43modify180.101.707001.709211.70261
732024.01.19 09:43modify170.101.708111.709211.70261
742024.01.19 09:43modify160.101.713611.709211.70261
752024.01.19 11:09s/l160.101.709211.709211.7026129.411545.29
762024.01.19 11:09s/l170.101.709211.709211.70261-7.811537.48
772024.01.19 11:09s/l180.101.709211.709211.70261-15.691521.79
782024.02.13 19:00sell190.101.709530.000000.00000
792024.02.13 19:00modify190.101.709531.723531.69853
802024.02.14 07:00sell200.101.703840.000000.00000
812024.02.14 07:00modify200.101.703841.708431.69853
822024.02.14 07:00modify190.101.709531.708431.69853
832024.02.14 07:00sell210.101.702780.000000.00000
842024.02.14 07:00modify210.101.702781.705131.69853
852024.02.14 07:00modify200.101.703841.705131.69853
862024.02.14 07:00modify190.101.709531.705131.69853
872024.02.14 07:16s/l190.101.705131.705131.6985330.781552.57
882024.02.14 07:16s/l200.101.705131.705131.69853-9.161543.41
892024.02.14 07:16s/l210.101.705131.705131.69853-16.681526.73
902024.02.14 11:00buy220.101.698700.000000.00000
912024.02.14 11:00modify220.101.698701.684701.70970
922024.02.20 13:29buy230.101.704220.000000.00000
932024.02.20 13:29modify230.101.704221.699801.70970
942024.02.20 13:29modify220.101.698701.699801.70970
952024.02.20 13:30buy240.101.705430.000000.00000
962024.02.20 13:30modify240.101.705431.703101.70970
972024.02.20 13:30modify230.101.704221.703101.70970
982024.02.20 13:30modify220.101.698701.703101.70970
992024.02.20 13:45buy250.101.706420.000000.00000
1002024.02.20 13:45modify250.101.706421.703651.70970
1012024.02.20 13:45modify240.101.705431.703651.70970
1022024.02.20 13:45modify230.101.704221.703651.70970
1032024.02.20 13:45modify220.101.698701.703651.70970
1042024.02.20 14:32t/p220.101.709701.703651.7097077.301604.03
1052024.02.20 14:32t/p230.101.709701.703651.7097038.911642.94
1062024.02.20 14:32t/p240.101.709701.703651.7097030.321673.26
1072024.02.20 14:32t/p250.101.709701.703651.7097023.291696.55
1082024.02.29 19:00buy260.101.713600.000000.00000
1092024.02.29 19:00modify260.101.713601.699601.72460
1102024.03.04 07:41buy270.101.719110.000000.00000
1112024.03.04 07:41modify270.101.719111.714701.72460
1122024.03.04 07:41modify260.101.713601.714701.72460
1132024.03.04 11:49buy280.101.720200.000000.00000
1142024.03.04 11:49modify280.101.720201.718001.72460
1152024.03.04 11:49modify270.101.719111.718001.72460
1162024.03.04 11:49modify260.101.713601.718001.72460
1172024.03.04 13:32buy290.101.721320.000000.00000
1182024.03.04 13:32modify290.101.721321.718551.72460
1192024.03.04 13:32modify280.101.720201.718551.72460
1202024.03.04 13:32modify270.101.719111.718551.72460
1212024.03.04 13:32modify260.101.713601.718551.72460
1222024.03.05 13:20t/p260.101.724601.718551.7246077.701774.25
1232024.03.05 13:20t/p270.101.724601.718551.7246038.851813.11
1242024.03.05 13:20t/p280.101.724601.718551.7246031.111844.22
1252024.03.05 13:20t/p290.101.724601.718551.7246023.151867.38
1262024.03.06 16:00buy300.101.722390.000000.00000
1272024.03.06 16:00modify300.101.722391.708391.73339
1282024.03.08 13:20buy310.101.727900.000000.00000
1292024.03.08 13:20modify310.101.727901.723491.73339
1302024.03.08 13:20modify300.101.722391.723491.73339
1312024.03.08 13:23buy320.101.729000.000000.00000
1322024.03.08 13:23modify320.101.729001.726791.73339
1332024.03.08 13:23modify310.101.727901.726791.73339
1342024.03.08 13:23modify300.101.722391.726791.73339
1352024.03.08 13:30buy330.101.730110.000000.00000
1362024.03.08 13:30modify330.101.730111.727341.73339
1372024.03.08 13:30modify320.101.729001.727341.73339
1382024.03.08 13:30modify310.101.727901.727341.73339
1392024.03.08 13:30modify300.101.722391.727341.73339
1402024.03.08 15:05t/p300.101.733391.727341.7333977.571944.95
1412024.03.08 15:05t/p310.101.733391.727341.7333938.981983.93
1422024.03.08 15:05t/p320.101.733391.727341.7333931.172015.10
1432024.03.08 15:05t/p330.101.733391.727341.7333923.292038.39
1442024.03.12 10:00buy340.101.723630.000000.00000
1452024.03.12 10:00modify340.101.723631.709631.73463
1462024.03.19 12:41buy350.101.729130.000000.00000
1472024.03.19 12:41modify350.101.729131.724731.73463
1482024.03.19 12:41modify340.101.723631.724731.73463
1492024.03.19 21:00s/l340.101.724731.724731.734636.862045.25
1502024.03.19 21:00s/l350.101.724731.724731.73463-31.252014.00
1512024.04.19 19:00buy360.101.701430.000000.00000
1522024.04.19 19:00modify360.101.701431.687431.71243
1532024.04.24 13:03buy370.101.706940.000000.00000
1542024.04.24 13:03modify370.101.706941.702531.71243
1552024.04.24 13:03modify360.101.701431.702531.71243
1562024.04.24 13:20buy380.101.708060.000000.00000
1572024.04.24 13:20modify380.101.708061.705831.71243
1582024.04.24 13:20modify370.101.706941.705831.71243
1592024.04.24 13:20modify360.101.701431.705831.71243
1602024.04.24 13:38s/l360.101.705831.705831.7124330.832044.83
1612024.04.24 13:38s/l370.101.705831.705831.71243-7.882036.95
1622024.04.24 13:38s/l380.101.705831.705831.71243-15.842021.11
1632024.04.25 10:00sell390.101.711250.000000.00000
1642024.04.25 10:00modify390.101.711251.725251.70025
1652024.04.26 07:16sell400.101.705740.000000.00000
1662024.04.26 07:16modify400.101.705741.710151.70025
1672024.04.26 07:16modify390.101.711251.710151.70025
1682024.04.26 08:41s/l390.101.710151.710151.700257.352028.46
1692024.04.26 08:41s/l400.101.710151.710151.70025-31.311997.15
1702024.05.10 14:00buy410.101.709270.000000.00000
1712024.05.10 14:00modify410.101.709271.695271.72027
1722024.05.13 05:56buy420.101.714780.000000.00000
1732024.05.13 05:56modify420.101.714781.710371.72027
1742024.05.13 05:56modify410.101.709271.710371.72027
1752024.05.13 11:39buy430.101.715890.000000.00000
1762024.05.13 11:39modify430.101.715891.713671.72027
1772024.05.13 11:39modify420.101.714781.713671.72027
1782024.05.13 11:39modify410.101.709271.713671.72027
1792024.05.13 12:57buy440.101.717010.000000.00000
1802024.05.13 12:57modify440.101.717011.714221.72027
1812024.05.13 12:57modify430.101.715891.714221.72027
1822024.05.13 12:57modify420.101.714781.714221.72027
1832024.05.13 12:57modify410.101.709271.714221.72027
1842024.05.14 08:05s/l410.101.714221.714221.7202734.882032.03
1852024.05.14 08:05s/l420.101.714221.714221.72027-4.122027.91
1862024.05.14 08:05s/l430.101.714221.714221.72027-12.002015.92
1872024.05.14 08:05s/l440.101.714221.714221.72027-19.951995.97
1882024.05.31 10:00buy450.101.736890.000000.00000
1892024.05.31 10:00modify450.101.736891.722891.74789
1902024.06.03 15:11buy460.101.742400.000000.00000
1912024.06.03 15:11modify460.101.742401.737991.74789
1922024.06.03 15:11modify450.101.736891.737991.74789
1932024.06.03 15:42buy470.101.743490.000000.00000
1942024.06.03 15:42modify470.101.743491.741291.74789
1952024.06.03 15:42modify460.101.742401.741291.74789
1962024.06.03 15:42modify450.101.736891.741291.74789
1972024.06.03 16:50buy480.101.744610.000000.00000
1982024.06.03 16:50modify480.101.744611.741841.74789
1992024.06.03 16:50modify470.101.743491.741841.74789
2002024.06.03 16:50modify460.101.742401.741841.74789
2012024.06.03 16:50modify450.101.736891.741841.74789
2022024.06.04 07:46t/p450.101.747891.741841.7478977.842073.81
2032024.06.04 07:46t/p460.101.747891.741841.7478938.852112.67
2042024.06.04 07:46t/p470.101.747891.741841.7478931.112143.78
2052024.06.04 07:46t/p480.101.747891.741841.7478923.162166.94
2062024.06.20 15:00buy490.101.737200.000000.00000
2072024.06.20 15:00modify490.101.737201.723201.74820
2082024.07.05 12:30buy500.101.742840.000000.00000
2092024.07.05 12:30modify500.101.742841.738301.74820
2102024.07.05 12:30modify490.101.737201.738301.74820
2112024.07.05 12:31buy510.101.743800.000000.00000
2122024.07.05 12:31modify510.101.743801.741601.74820
2132024.07.05 12:31modify500.101.742841.741601.74820
2142024.07.05 12:31modify490.101.737201.741601.74820
2152024.07.05 12:31buy520.101.744930.000000.00000
2162024.07.05 12:31modify520.101.744931.742151.74820
2172024.07.05 12:31modify510.101.743801.742151.74820
2182024.07.05 12:31modify500.101.742841.742151.74820
2192024.07.05 12:31modify490.101.737201.742151.74820
2202024.07.08 10:13t/p490.101.748201.742151.7482075.942242.88
2212024.07.08 10:13t/p500.101.748201.742151.7482037.922280.81
2222024.07.08 10:13t/p510.101.748201.742151.7482031.112311.92
2232024.07.08 10:13t/p520.101.748201.742151.7482023.082335.01
2242024.07.10 11:00sell530.101.746030.000000.00000
2252024.07.10 11:00modify530.101.746031.760031.73503
2262024.07.11 12:47s/l530.101.760031.760031.73503-100.782234.23
2272024.07.12 16:00sell540.101.769260.000000.00000
2282024.07.12 16:00modify540.101.769261.783261.75826
2292024.07.24 13:45s/l540.101.783261.783261.75826-103.992130.25
2302024.08.06 19:00buy550.101.748590.000000.00000
2312024.08.06 19:00modify550.101.748591.734591.75959
2322024.08.09 07:30buy560.101.754090.000000.00000
2332024.08.09 07:30modify560.101.754091.749691.75959
2342024.08.09 07:30modify550.101.748591.749691.75959
2352024.08.09 11:49s/l550.101.749691.749691.759597.132137.38
2362024.08.09 11:49s/l560.101.749691.749691.75959-31.242106.14
2372024.08.20 16:00sell570.101.775470.000000.00000
2382024.08.20 16:00modify570.101.775471.789471.76447
2392024.08.30 17:59sell580.101.769970.000000.00000
2402024.08.30 17:59modify580.101.769971.774371.76447
2412024.08.30 17:59modify570.101.775471.774371.76447
2422024.08.30 19:41sell590.101.768870.000000.00000
2432024.08.30 19:41modify590.101.768871.771071.76447
2442024.08.30 19:41modify580.101.769971.771071.76447
2452024.08.30 19:41modify570.101.775471.771071.76447
2462024.08.30 20:12s/l570.101.771071.771071.7644725.742131.87
2472024.08.30 20:12s/l580.101.771071.771071.76447-7.812124.06
2482024.08.30 20:12s/l590.101.771071.771071.76447-15.622108.44
2492024.09.09 12:00buy600.101.775060.000000.00000
2502024.09.09 12:00modify600.101.775061.761061.78606
2512024.09.10 18:20buy610.101.780570.000000.00000
2522024.09.10 18:20modify610.101.780571.776161.78606
2532024.09.10 18:20modify600.101.775061.776161.78606
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2562024.09.11 03:13modify610.101.780571.779461.78606
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