Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period1 Hour (H1) 2024.07.01 00:00 - 2025.06.30 23:00 (2024.07.01 - 2025.07.01)
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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=11; 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 test7214Ticks modelled157721Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread50
Total net profit1318.41Gross profit1889.94Gross loss-571.52
Profit factor3.31Expected payoff23.13
Absolute drawdown111.86Maximal drawdown204.32 (13.69%)Relative drawdown15.45% (169.40)
Total trades57Short positions (won %)30 (60.00%)Long positions (won %)27 (74.07%)
Profit trades (% of total)38 (66.67%)Loss trades (% of total)19 (33.33%)
Largestprofit trade112.00loss trade-92.45
Averageprofit trade49.74loss trade-30.08
Maximumconsecutive wins (profit in money)13 (768.88)consecutive losses (loss in money)2 (-120.97)
Maximalconsecutive profit (count of wins)768.88 (13)consecutive loss (count of losses)-120.97 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.08.09 09:00sell10.101.752810.000000.00000
22024.08.09 09:00modify10.101.752811.764811.73781
32024.08.13 18:15s/l10.101.764811.764811.73781-90.32909.68
42024.08.14 08:00buy20.101.760480.000000.00000
52024.08.14 08:00modify20.101.760481.748481.77548
62024.08.16 00:02buy30.101.766660.000000.00000
72024.08.16 00:02modify30.101.766661.764231.77548
82024.08.16 00:02modify20.101.760481.764231.77548
92024.08.16 08:15buy40.101.768840.000000.00000
102024.08.16 08:15modify40.101.768841.764981.77548
112024.08.16 08:15modify30.101.766661.764981.77548
122024.08.16 08:15modify20.101.760481.764981.77548
132024.08.16 10:30buy50.101.772010.000000.00000
142024.08.16 10:30modify50.101.772011.765731.77548
152024.08.16 10:30modify40.101.768841.765731.77548
162024.08.16 10:30modify30.101.766661.765731.77548
172024.08.16 10:30modify20.101.760481.765731.77548
182024.08.20 13:40t/p20.101.775481.765731.77548112.001021.68
192024.08.20 13:40t/p30.101.775481.765731.7754865.421087.10
202024.08.20 13:40t/p40.101.775481.765731.7754849.391136.49
212024.08.20 13:40t/p50.101.775481.765731.7754826.081162.57
222024.09.20 08:00sell60.101.806400.000000.00000
232024.09.20 08:00modify60.101.806401.818401.79140
242024.09.23 08:10sell70.101.800340.000000.00000
252024.09.23 08:10modify70.101.800341.802651.79140
262024.09.23 08:10modify60.101.806401.802651.79140
272024.09.23 09:20s/l60.101.802651.802651.7914026.501189.07
282024.09.23 09:20s/l70.101.802651.802651.79140-16.971172.10
292024.09.25 10:00buy80.101.797050.000000.00000
302024.09.25 10:00modify80.101.797051.785051.81205
312024.09.26 14:40buy90.101.803160.000000.00000
322024.09.26 14:40modify90.101.803161.800801.81205
332024.09.26 14:40modify80.101.797051.800801.81205
342024.09.26 15:45buy100.101.808520.000000.00000
352024.09.26 15:45modify100.101.808521.802301.81205
362024.09.26 15:45modify90.101.803161.802301.81205
372024.09.26 15:45modify80.101.797051.802301.81205
382024.09.26 21:05buy110.101.805320.000000.00000
392024.09.26 21:05modify110.101.805321.801551.81205
402024.09.26 21:07modify110.101.805321.802301.81205
412024.09.30 08:20t/p80.101.812051.802301.81205111.721283.82
422024.09.30 08:20t/p90.101.812051.802301.8120565.931349.75
432024.09.30 08:20t/p100.101.812051.802301.8120526.521376.27
442024.09.30 08:20t/p110.101.812051.802301.8120550.051426.32
452024.10.04 09:00sell120.101.783810.000000.00000
462024.10.04 09:00modify120.101.783811.795811.76881
472024.10.07 10:27sell130.101.775430.000000.00000
482024.10.07 10:27modify130.101.775431.779311.76881
492024.10.07 10:27modify120.101.783811.779311.76881
502024.10.07 13:15s/l120.101.779311.779311.7688132.001458.32
512024.10.07 13:15s/l130.101.779311.779311.76881-28.521429.80
522024.10.08 09:00sell140.101.786810.000000.00000
532024.10.08 09:00modify140.101.786811.798811.77181
542024.10.10 11:02s/l140.101.798811.798811.77181-92.451337.35
552024.10.30 02:00sell150.101.810020.000000.00000
562024.10.30 02:00modify150.101.810021.822021.79502
572024.10.30 12:40sell160.101.804010.000000.00000
582024.10.30 12:40modify160.101.804011.806271.79502
592024.10.30 12:40modify150.101.810021.806271.79502
602024.10.30 13:15s/l150.101.806271.806271.7950227.561364.91
612024.10.30 13:15s/l160.101.806271.806271.79502-16.611348.30
622024.11.06 08:00buy170.101.792080.000000.00000
632024.11.06 08:00modify170.101.792081.780081.80708
642024.11.06 17:25buy180.101.798180.000000.00000
652024.11.06 17:25modify180.101.798181.795831.80708
662024.11.06 17:25modify170.101.792081.795831.80708
672024.11.06 19:50s/l170.101.795831.795831.8070827.571375.87
682024.11.06 19:50s/l180.101.795831.795831.80708-17.281358.59
692024.11.26 02:00sell190.101.770660.000000.00000
702024.11.26 02:00modify190.101.770661.782661.75566
712024.11.26 16:40sell200.101.764480.000000.00000
722024.11.26 16:40modify200.101.764481.766911.75566
732024.11.26 16:40modify190.101.770661.766911.75566
742024.11.26 21:10s/l190.101.766911.766911.7556627.561386.15
752024.11.26 21:10s/l200.101.766911.766911.75566-17.851368.30
762024.12.10 06:00sell210.101.807870.000000.00000
772024.12.10 06:00modify210.101.807871.819871.79287
782024.12.11 14:59sell220.101.801690.000000.00000
792024.12.11 14:59modify220.101.801691.804121.79287
802024.12.11 14:59modify210.101.807871.804121.79287
812024.12.11 15:20s/l210.101.804121.804121.7928726.491394.79
822024.12.11 15:20s/l220.101.804121.804121.79287-17.861376.93
832024.12.26 10:00sell230.101.803420.000000.00000
842024.12.26 10:00modify230.101.803421.815421.78842
852024.12.30 22:55sell240.101.797330.000000.00000
862024.12.30 22:55modify240.101.797331.799671.78842
872024.12.30 22:55modify230.101.803421.799671.78842
882024.12.30 23:03s/l230.101.799671.799671.7884225.431402.36
892024.12.30 23:03s/l240.101.799671.799671.78842-17.191385.17
902025.01.13 06:00buy250.101.753640.000000.00000
912025.01.13 06:00modify250.101.753641.741641.76864
922025.01.15 13:59buy260.101.759870.000000.00000
932025.01.15 13:59modify260.101.759871.757391.76864
942025.01.15 13:59modify250.101.753641.757391.76864
952025.01.15 14:50s/l250.101.757391.757391.7686428.141413.31
962025.01.15 14:50s/l260.101.757391.757391.76864-18.241395.07
972025.01.21 03:00sell270.101.771650.000000.00000
982025.01.21 03:00modify270.101.771651.783651.75665
992025.01.22 07:20sell280.101.765530.000000.00000
1002025.01.22 07:20modify280.101.765531.767901.75665
1012025.01.22 07:20modify270.101.771651.767901.75665
1022025.01.22 08:50s/l270.101.767901.767901.7566526.491421.57
1032025.01.22 08:50s/l280.101.767901.767901.75665-17.421404.15
1042025.02.07 10:00sell290.101.782960.000000.00000
1052025.02.07 10:00modify290.101.782961.794961.76796
1062025.02.07 13:50sell300.101.776940.000000.00000
1072025.02.07 13:50modify300.101.776941.779211.76796
1082025.02.07 13:50modify290.101.782961.779211.76796
1092025.02.07 13:57s/l290.101.779211.779211.7679627.561431.71
1102025.02.07 13:57s/l300.101.779211.779211.76796-16.681415.03
1112025.03.10 09:00buy310.101.852170.000000.00000
1122025.03.10 09:00modify310.101.852171.840171.86717
1132025.03.10 11:50buy320.101.860690.000000.00000
1142025.03.10 11:50modify320.101.860691.856671.86717
1152025.03.10 11:50modify310.101.852171.856671.86717
1162025.03.10 21:03buy330.101.858360.000000.00000
1172025.03.10 21:03modify330.101.858361.855921.86717
1182025.03.10 21:06modify330.101.858361.856671.86717
1192025.03.11 07:32buy340.101.863530.000000.00000
1202025.03.11 07:32modify340.101.863531.857421.86717
1212025.03.11 07:32modify320.101.860691.857421.86717
1222025.03.11 07:32modify330.101.858361.857421.86717
1232025.03.11 07:32modify310.101.852171.857421.86717
1242025.03.11 14:15t/p310.101.867171.857421.86717110.581525.60
1252025.03.11 14:15t/p320.101.867171.857421.8671747.941573.54
1262025.03.11 14:15t/p330.101.867171.857421.8671765.071638.60
1272025.03.11 14:15t/p340.101.867171.857421.8671726.771665.37
1282025.03.21 08:00buy350.101.852950.000000.00000
1292025.03.21 08:00modify350.101.852951.840951.86795
1302025.03.26 07:20s/l350.101.840951.840951.86795-87.371578.00
1312025.03.26 10:00buy360.101.840300.000000.00000
1322025.03.26 10:00modify360.101.840301.828301.85530
1332025.03.27 07:50buy370.101.846320.000000.00000
1342025.03.27 07:50modify370.101.846321.844051.85530
1352025.03.27 07:50modify360.101.840301.844051.85530
1362025.03.27 10:50buy380.101.848680.000000.00000
1372025.03.27 10:50modify380.101.848681.844801.85530
1382025.03.27 10:50modify370.101.846321.844801.85530
1392025.03.27 10:50modify360.101.840301.844801.85530
1402025.03.27 13:15buy390.101.851730.000000.00000
1412025.03.27 13:15modify390.101.851731.845551.85530
1422025.03.27 13:15modify380.101.848681.845551.85530
1432025.03.27 13:15modify370.101.846321.845551.85530
1442025.03.27 13:15modify360.101.840301.845551.85530
1452025.03.27 15:33t/p360.101.855301.845551.85530111.151689.14
1462025.03.27 15:33t/p370.101.855301.845551.8553066.031755.17
1472025.03.27 15:33t/p380.101.855301.845551.8553048.671803.84
1482025.03.27 15:33t/p390.101.855301.845551.8553026.251830.09
1492025.04.21 09:00sell400.101.849990.000000.00000
1502025.04.21 09:00modify400.101.849991.861991.83499
1512025.04.22 16:25sell410.101.843860.000000.00000
1522025.04.22 16:25modify410.101.843861.846241.83499
1532025.04.22 16:25modify400.101.849991.846241.83499
1542025.04.22 17:02sell420.101.841650.000000.00000
1552025.04.22 17:02modify420.101.841651.845491.83499
1562025.04.22 17:02modify410.101.843861.845491.83499
1572025.04.22 17:02modify400.101.849991.845491.83499
1582025.04.22 21:45sell430.101.838440.000000.00000
1592025.04.22 21:45modify430.101.838441.844741.83499
1602025.04.22 21:45modify420.101.841651.844741.83499
1612025.04.22 21:45modify410.101.843861.844741.83499
1622025.04.22 21:45modify400.101.849991.844741.83499
1632025.04.22 22:45t/p400.101.834991.844741.83499109.171939.27
1642025.04.22 22:45t/p410.101.834991.844741.8349965.192004.46
1652025.04.22 22:45t/p420.101.834991.844741.8349948.942053.40
1662025.04.22 22:45t/p430.101.834991.844741.8349925.352078.75
1672025.04.28 10:00sell440.101.850210.000000.00000
1682025.04.28 10:00modify440.101.850211.862211.83521
1692025.04.30 13:20sell450.101.843930.000000.00000
1702025.04.30 13:20modify450.101.843931.846461.83521
1712025.04.30 13:20modify440.101.850211.846461.83521
1722025.04.30 13:50sell460.101.841770.000000.00000
1732025.04.30 13:50modify460.101.841771.845711.83521
1742025.04.30 13:50modify450.101.843931.845711.83521
1752025.04.30 13:50modify440.101.850211.845711.83521
1762025.04.30 18:20sell470.101.838940.000000.00000
1772025.04.30 18:20modify470.101.838941.844961.83521
1782025.04.30 18:20modify460.101.841771.844961.83521
1792025.04.30 18:20modify450.101.843931.844961.83521
1802025.04.30 18:20modify440.101.850211.844961.83521
1812025.05.01 01:37t/p440.101.835211.844961.83521104.922183.67
1822025.05.01 01:37t/p450.101.835211.844961.8352160.892244.56
1832025.05.01 01:37t/p460.101.835211.844961.8352145.022289.58
1842025.05.01 01:37t/p470.101.835211.844961.8352124.222313.80
1852025.05.01 06:00buy480.101.833940.000000.00000
1862025.05.01 06:00modify480.101.833941.821941.84894
1872025.05.01 08:15buy490.101.840110.000000.00000
1882025.05.01 08:15modify490.101.840111.837691.84894
1892025.05.01 08:15modify480.101.833941.837691.84894
1902025.05.01 10:20buy500.101.842280.000000.00000
1912025.05.01 10:20modify500.101.842281.838441.84894
1922025.05.01 10:20modify490.101.840111.838441.84894
1932025.05.01 10:20modify480.101.833941.838441.84894
1942025.05.01 13:35s/l480.101.838441.838441.8489433.082346.88
1952025.05.01 13:35s/l490.101.838441.838441.84894-12.282334.60
1962025.05.01 13:35s/l500.101.838441.838441.84894-28.242306.36
1972025.05.19 09:00sell510.101.864920.000000.00000
1982025.05.19 09:00modify510.101.864921.876921.84992
1992025.05.20 12:40sell520.101.858640.000000.00000
2002025.05.20 12:40modify520.101.858641.861171.84992
2012025.05.20 12:40modify510.101.864921.861171.84992
2022025.05.20 14:10s/l510.101.861171.861171.8499226.492332.85
2032025.05.20 14:10s/l520.101.861171.861171.84992-18.602314.25
2042025.05.23 10:00sell530.101.863310.000000.00000
2052025.05.23 10:00modify530.101.863311.875311.84831
2062025.05.23 14:27sell540.101.857230.000000.00000
2072025.05.23 14:27modify540.101.857231.859561.84831
2082025.05.23 14:27modify530.101.863311.859561.84831
2092025.05.23 20:50s/l530.101.859561.859561.8483127.562341.81
2102025.05.23 20:50s/l540.101.859561.859561.84831-17.122324.69
2112025.06.10 09:00buy550.101.849060.000000.00000
2122025.06.10 09:00modify550.101.849061.837061.86406
2132025.06.12 00:26buy560.101.855230.000000.00000
2142025.06.12 00:26modify560.101.855231.852811.86406
2152025.06.12 00:26modify550.101.849061.852811.86406
2162025.06.12 01:20buy570.101.857400.000000.00000
2172025.06.12 01:20modify570.101.857401.853561.86406
2182025.06.12 01:20modify560.101.855231.853561.86406
2192025.06.12 01:20modify550.101.849061.853561.86406
2202025.06.12 06:03s/l550.101.853561.853561.8640634.232358.92
2212025.06.12 06:03s/l560.101.853561.853561.86406-12.282346.64
2222025.06.12 06:03s/l570.101.853561.853561.86406-28.232318.41