Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 20:00 (2024.01.01 - 2025.01.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; 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=23; 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 test2615Ticks modelled79571Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread50
Total net profit959.57Gross profit1495.99Gross loss-536.41
Profit factor2.79Expected payoff22.32
Absolute drawdown22.56Maximal drawdown299.79 (16.30%)Relative drawdown19.67% (257.91)
Total trades43Short positions (won %)22 (68.18%)Long positions (won %)21 (66.67%)
Profit trades (% of total)29 (67.44%)Loss trades (% of total)14 (32.56%)
Largestprofit trade106.27loss trade-90.26
Averageprofit trade51.59loss trade-38.32
Maximumconsecutive wins (profit in money)5 (276.03)consecutive losses (loss in money)3 (-126.96)
Maximalconsecutive profit (count of wins)276.03 (5)consecutive loss (count of losses)-126.96 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.01.24 20:00sell10.101.719600.000000.00000
22024.01.24 20:00modify10.101.719601.732601.70460
32024.01.25 16:30sell20.101.713440.000000.00000
42024.01.25 16:30modify20.101.713441.717351.70460
52024.01.25 16:30modify10.101.719601.717351.70460
62024.01.25 20:40sell30.101.711310.000000.00000
72024.01.25 20:40modify30.101.711311.715101.70460
82024.01.25 20:40modify20.101.713441.715101.70460
92024.01.25 20:40modify10.101.719601.715101.70460
102024.01.25 22:05sell40.101.709810.000000.00000
112024.01.25 22:05modify40.101.709811.714351.70460
122024.01.25 22:05modify30.101.711311.714351.70460
132024.01.25 22:05modify20.101.713441.714351.70460
142024.01.25 22:05modify10.101.719601.714351.70460
152024.01.29 14:40t/p10.101.704601.714351.70460100.111100.11
162024.01.29 14:40t/p20.101.704601.714351.7046059.821159.93
172024.01.29 14:40t/p30.101.704601.714351.7046044.991204.92
182024.01.29 14:40t/p40.101.704601.714351.7046034.541239.46
192024.02.14 00:00sell50.101.707860.000000.00000
202024.02.14 00:00modify50.101.707861.720861.69286
212024.02.14 09:40sell60.101.697900.000000.00000
222024.02.14 09:40modify60.101.697901.702611.69286
232024.02.14 09:40modify50.101.707861.702611.69286
242024.02.14 12:45sell70.101.699490.000000.00000
252024.02.14 12:45modify70.101.699491.703361.69286
262024.02.14 12:50modify70.101.699491.702611.69286
272024.02.14 13:40s/l50.101.702611.702611.6928636.571276.03
282024.02.14 13:40s/l60.101.702611.702611.69286-32.811243.22
292024.02.14 13:40s/l70.101.702611.702611.69286-21.731221.49
302024.03.22 00:00buy80.101.713020.000000.00000
312024.03.22 00:00modify80.101.713021.700021.72802
322024.03.25 12:33buy90.101.719080.000000.00000
332024.03.25 12:33modify90.101.719081.715271.72802
342024.03.25 12:33modify80.101.713021.715271.72802
352024.03.26 12:30s/l80.101.715271.715271.7280216.271237.76
362024.03.26 12:30s/l90.101.715271.715271.72802-26.241211.52
372024.06.14 20:00buy100.101.742990.000000.00000
382024.06.14 20:00modify100.101.742991.729991.75799
392024.06.21 08:05s/l100.101.729991.729991.75799-88.461123.06
402024.08.01 12:00buy110.101.768580.000000.00000
412024.08.01 12:00modify110.101.768581.755581.78358
422024.08.02 14:45buy120.101.774790.000000.00000
432024.08.02 14:45modify120.101.774791.770831.78358
442024.08.02 14:45modify110.101.768581.770831.78358
452024.08.02 16:05s/l110.101.770831.770831.7835815.981139.04
462024.08.02 16:05s/l120.101.770831.770831.78358-27.581111.46
472024.08.07 00:00buy130.101.749170.000000.00000
482024.08.07 00:00modify130.101.749171.736171.76417
492024.08.12 19:40buy140.101.755310.000000.00000
502024.08.12 19:40modify140.101.755311.751421.76417
512024.08.12 19:40modify130.101.749171.751421.76417
522024.08.13 06:55buy150.101.759090.000000.00000
532024.08.13 06:55modify150.101.759091.754421.76417
542024.08.13 06:55modify140.101.755311.754421.76417
552024.08.13 06:55modify130.101.749171.754421.76417
562024.08.13 09:35buy160.101.757550.000000.00000
572024.08.13 09:35modify160.101.757551.753671.76417
582024.08.13 09:40modify160.101.757551.754421.76417
592024.08.13 18:30t/p130.101.764171.754421.76417106.271217.74
602024.08.13 18:30t/p140.101.764171.754421.7641762.011279.75
612024.08.13 18:30t/p150.101.764171.754421.7641735.381315.13
622024.08.13 18:30t/p160.101.764171.754421.7641746.111361.24
632024.08.20 20:00sell170.101.775220.000000.00000
642024.08.20 20:00modify170.101.775221.788221.76022
652024.09.01 21:30sell180.101.769200.000000.00000
662024.09.01 21:30modify180.101.769201.772971.76022
672024.09.01 21:30modify170.101.775221.772971.76022
682024.09.02 06:20s/l170.101.772971.772971.760224.301365.54
692024.09.02 06:20s/l180.101.772971.772971.76022-27.131338.40
702024.09.12 00:00buy190.101.770620.000000.00000
712024.09.12 00:00modify190.101.770621.757621.78562
722024.09.12 14:50buy200.101.778960.000000.00000
732024.09.12 14:50modify200.101.778961.775121.78562
742024.09.12 14:50modify190.101.770621.775121.78562
752024.09.12 16:40buy210.101.780430.000000.00000
762024.09.12 16:40modify210.101.780431.775871.78562
772024.09.12 16:40modify200.101.778961.775871.78562
782024.09.12 16:40modify190.101.770621.775871.78562
792024.09.13 14:40t/p190.101.785621.775871.78562104.791443.19
802024.09.13 14:40t/p200.101.785621.775871.7856246.691489.88
812024.09.13 14:40t/p210.101.785621.775871.7856236.451526.33
822024.09.16 20:00sell220.101.794930.000000.00000
832024.09.16 20:00modify220.101.794931.807931.77993
842024.09.17 17:20sell230.101.788780.000000.00000
852024.09.17 17:20modify230.101.788781.792681.77993
862024.09.17 17:20modify220.101.794931.792681.77993
872024.09.17 21:00sell240.101.786560.000000.00000
882024.09.17 21:00modify240.101.786561.790431.77993
892024.09.17 21:00modify230.101.788781.790431.77993
902024.09.17 21:00modify220.101.794931.790431.77993
912024.09.18 06:30s/l220.101.790431.790431.7799329.591555.92
922024.09.18 06:30s/l230.101.790431.790431.77993-12.371543.55
932024.09.18 06:30s/l240.101.790431.790431.77993-27.831515.71
942024.09.26 20:00sell250.101.806980.000000.00000
952024.09.26 20:00modify250.101.806981.819981.79198
962024.10.01 11:50sell260.101.800850.000000.00000
972024.10.01 11:50modify260.101.800851.804731.79198
982024.10.01 11:50modify250.101.806981.804731.79198
992024.10.01 14:10sell270.101.797150.000000.00000
1002024.10.01 14:10modify270.101.797151.801731.79198
1012024.10.01 14:10modify260.101.800851.801731.79198
1022024.10.01 14:10modify250.101.806981.801731.79198
1032024.10.01 15:40t/p250.101.791981.801731.79198101.861617.57
1042024.10.01 15:40t/p260.101.791981.801731.7919861.781679.35
1052024.10.01 15:40t/p270.101.791981.801731.7919836.011715.36
1062024.10.03 16:00buy280.101.774740.000000.00000
1072024.10.03 16:00modify280.101.774741.761741.78974
1082024.10.04 06:00buy290.101.780820.000000.00000
1092024.10.04 06:00modify290.101.780821.776991.78974
1102024.10.04 06:00modify280.101.774741.776991.78974
1112024.10.04 06:40buy300.101.784560.000000.00000
1122024.10.04 06:40modify300.101.784561.779991.78974
1132024.10.04 06:40modify290.101.780821.779991.78974
1142024.10.04 06:40modify280.101.774741.779991.78974
1152024.10.04 12:30s/l280.101.779991.779991.7897436.871752.23
1162024.10.04 12:30s/l290.101.779991.779991.78974-5.781746.45
1172024.10.04 12:30s/l300.101.779991.779991.78974-31.831714.62
1182024.11.19 20:00buy310.101.770690.000000.00000
1192024.11.19 20:00modify310.101.770691.757691.78569
1202024.11.21 16:40s/l310.101.757691.757691.78569-89.351625.27
1212024.11.22 00:00buy320.101.760200.000000.00000
1222024.11.22 00:00modify320.101.760201.747201.77520
1232024.11.25 23:30buy330.101.766490.000000.00000
1242024.11.25 23:30modify330.101.766491.762451.77520
1252024.11.25 23:30modify320.101.760201.762451.77520
1262024.11.25 23:50buy340.101.768640.000000.00000
1272024.11.25 23:50modify340.101.768641.764701.77520
1282024.11.25 23:50modify330.101.766491.764701.77520
1292024.11.25 23:50modify320.101.760201.764701.77520
1302024.11.26 02:35buy350.101.770050.000000.00000
1312024.11.26 02:35modify350.101.770051.765451.77520
1322024.11.26 02:35modify340.101.768641.765451.77520
1332024.11.26 02:35modify330.101.766491.765451.77520
1342024.11.26 02:35modify320.101.760201.765451.77520
1352024.11.26 12:30t/p320.101.775201.765451.77520105.091730.35
1362024.11.26 12:30t/p330.101.775201.765451.7752060.981791.33
1372024.11.26 12:30t/p340.101.775201.765451.7752046.001837.33
1382024.11.26 12:30t/p350.101.775201.765451.7752035.881873.21
1392024.11.27 20:00sell360.101.777960.000000.00000
1402024.11.27 20:00modify360.101.777961.790961.76296
1412024.11.28 09:40sell370.101.771670.000000.00000
1422024.11.28 09:40modify370.101.771671.775711.76296
1432024.11.28 09:40modify360.101.777961.775711.76296
1442024.11.28 14:40s/l360.101.775711.775711.7629613.051886.26
1452024.11.28 14:40s/l370.101.775711.775711.76296-28.141858.12
1462024.12.09 00:00sell380.101.803490.000000.00000
1472024.12.09 00:00modify380.101.803491.816491.78849
1482024.12.13 09:35sell390.101.797380.000000.00000
1492024.12.13 09:35modify390.101.797381.801241.78849
1502024.12.13 09:35modify380.101.803491.801241.78849
1512024.12.13 13:40s/l380.101.801241.801241.7884910.421868.54
1522024.12.13 13:40s/l390.101.801241.801241.78849-26.891841.65
1532024.12.17 20:00sell400.101.818630.000000.00000
1542024.12.17 20:00modify400.101.818631.831631.80363
1552024.12.19 12:46sell410.101.810150.000000.00000
1562024.12.19 12:46modify410.101.810151.814131.80363
1572024.12.19 12:46modify400.101.818631.814131.80363
1582024.12.19 13:10sell420.101.812500.000000.00000
1592024.12.19 13:10modify420.101.812501.816381.80363
1602024.12.19 13:15modify420.101.812501.814131.80363
1612024.12.19 15:40t/p400.101.803631.814131.80363100.981942.63
1622024.12.19 15:40t/p410.101.803631.814131.8036345.421988.05
1632024.12.19 15:40t/p420.101.803631.814131.8036361.782049.83
1642024.12.30 20:00buy430.101.801370.000000.00000
1652024.12.30 20:00modify430.101.801371.788371.81637
1662024.12.31 21:20s/l430.101.788371.788371.81637-90.261959.57