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=2; RSIHelp="------------------------------------"; RSI_Period=10; 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=90; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=60; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 profit598.60Gross profit655.38Gross loss-56.78
Profit factor11.54Expected payoff37.41
Absolute drawdown6.96Maximal drawdown103.72 (8.09%)Relative drawdown8.09% (103.72)
Total trades16Short positions (won %)6 (66.67%)Long positions (won %)10 (90.00%)
Profit trades (% of total)13 (81.25%)Loss trades (% of total)3 (18.75%)
Largestprofit trade90.86loss trade-23.51
Averageprofit trade50.41loss trade-18.93
Maximumconsecutive wins (profit in money)6 (362.51)consecutive losses (loss in money)2 (-42.71)
Maximalconsecutive profit (count of wins)362.51 (6)consecutive loss (count of losses)-42.71 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.08.02 08:00buy10.101.763930.000000.00000
22024.08.02 08:00modify10.101.763931.754931.77693
32024.08.02 11:30buy20.101.769780.000000.00000
42024.08.02 11:30modify20.101.769781.765231.77693
52024.08.02 11:30modify10.101.763931.765231.77693
62024.08.02 11:40buy30.101.770720.000000.00000
72024.08.02 11:40modify30.101.770721.767181.77693
82024.08.02 11:40modify20.101.769781.767181.77693
92024.08.02 11:40modify10.101.763931.767181.77693
102024.08.02 12:50buy40.101.773920.000000.00000
112024.08.02 12:50modify40.101.773921.771731.77693
122024.08.02 12:50modify30.101.770721.771731.77693
132024.08.02 12:50modify20.101.769781.771731.77693
142024.08.02 12:50modify10.101.763931.771731.77693
152024.08.02 13:40t/p10.101.776931.771731.7769390.561090.56
162024.08.02 13:40t/p20.101.776931.771731.7769349.811140.37
172024.08.02 13:40t/p30.101.776931.771731.7769343.261183.63
182024.08.02 13:40t/p40.101.776931.771731.7769320.971204.60
192024.09.16 20:00sell50.101.794930.000000.00000
202024.09.16 20:00modify50.101.794931.803931.78193
212024.09.17 16:30sell60.101.789050.000000.00000
222024.09.17 16:30modify60.101.789051.793631.78193
232024.09.17 16:30modify50.101.794931.793631.78193
242024.09.17 16:40sell70.101.788430.000000.00000
252024.09.17 16:40modify70.101.788431.791681.78193
262024.09.17 16:40modify60.101.789051.791681.78193
272024.09.17 16:40modify50.101.794931.791681.78193
282024.09.18 06:40s/l50.101.791681.791681.7819320.881225.48
292024.09.18 06:40s/l60.101.791681.791681.78193-19.191206.29
302024.09.18 06:40s/l70.101.791681.791681.78193-23.511182.77
312024.10.03 16:00buy80.101.774740.000000.00000
322024.10.03 16:00modify80.101.774741.765741.78774
332024.10.04 05:30buy90.101.780710.000000.00000
342024.10.04 05:30modify90.101.780711.776041.78774
352024.10.04 05:30modify80.101.774741.776041.78774
362024.10.04 06:40buy100.101.784560.000000.00000
372024.10.04 06:40modify100.101.784561.782541.78774
382024.10.04 06:40modify90.101.780711.782541.78774
392024.10.04 06:40modify80.101.774741.782541.78774
402024.10.04 06:55s/l80.101.782541.782541.7877454.641237.41
412024.10.04 06:55s/l90.101.782541.782541.7877412.751250.16
422024.10.04 06:55s/l100.101.782541.782541.78774-14.071236.09
432024.11.22 20:00buy110.101.751480.000000.00000
442024.11.22 20:00modify110.101.751481.742481.76448
452024.11.25 05:05buy120.101.757610.000000.00000
462024.11.25 05:05modify120.101.757611.752781.76448
472024.11.25 05:05modify110.101.751481.752781.76448
482024.11.25 16:30buy130.101.758050.000000.00000
492024.11.25 16:30modify130.101.758051.754731.76448
502024.11.25 16:30modify120.101.757611.754731.76448
512024.11.25 16:30modify110.101.751481.754731.76448
522024.11.25 23:30t/p110.101.764481.754731.7644890.861326.95
532024.11.25 23:30t/p120.101.764481.754731.7644847.861374.81
542024.11.25 23:30t/p130.101.764481.754731.7644844.791419.60
552024.12.17 20:00sell140.101.818630.000000.00000
562024.12.17 20:00modify140.101.818631.827631.80563
572024.12.19 12:20sell150.101.811960.000000.00000
582024.12.19 12:20modify150.101.811961.815381.80563
592024.12.19 12:20modify140.101.818631.815381.80563
602024.12.19 13:10sell160.101.812500.000000.00000
612024.12.19 13:10modify160.101.812501.817331.80563
622024.12.19 13:15modify160.101.812501.815381.80563
632024.12.19 14:40t/p140.101.805631.815381.8056387.051506.65
642024.12.19 14:40t/p150.101.805631.815381.8056344.091550.74
652024.12.19 14:40t/p160.101.805631.815381.8056347.861598.60