Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period4 Hours (H4) 2024.07.01 00:00 - 2025.06.30 20:00 (2024.07.01 - 2025.07.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=4; 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=70; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=13; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 test2608Ticks modelled79614Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread50
Total net profit955.49Gross profit2275.20Gross loss-1319.71
Profit factor1.72Expected payoff12.74
Absolute drawdown167.06Maximal drawdown354.88 (22.25%)Relative drawdown22.25% (354.88)
Total trades75Short positions (won %)30 (43.33%)Long positions (won %)45 (66.67%)
Profit trades (% of total)43 (57.33%)Loss trades (% of total)32 (42.67%)
Largestprofit trade112.00loss trade-56.77
Averageprofit trade52.91loss trade-41.24
Maximumconsecutive wins (profit in money)6 (404.68)consecutive losses (loss in money)6 (-260.65)
Maximalconsecutive profit (count of wins)404.68 (6)consecutive loss (count of losses)-260.65 (6)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.07.10 16:00sell10.101.747550.000000.00000
22024.07.10 16:00modify10.101.747551.754551.73255
32024.07.11 07:40s/l10.101.754551.754551.73255-54.64945.36
42024.07.24 16:00sell20.101.781330.000000.00000
52024.07.24 16:00modify20.101.781331.788331.76633
62024.07.29 08:20sell30.101.774560.000000.00000
72024.07.29 08:20modify30.101.774561.779081.76633
82024.07.29 08:20modify20.101.781331.779081.76633
92024.07.29 13:40s/l20.101.779081.779081.7663311.20956.56
102024.07.29 13:40s/l30.101.779081.779081.76633-33.22923.34
112024.08.05 16:00buy40.101.764300.000000.00000
122024.08.05 16:00modify40.101.764301.757301.77930
132024.08.06 10:30s/l40.101.757301.757301.77930-51.18872.16
142024.08.07 16:00buy50.101.746160.000000.00000
152024.08.07 16:00modify50.101.746161.739161.76116
162024.08.09 06:30buy60.101.753070.000000.00000
172024.08.09 06:30modify60.101.753071.748411.76116
182024.08.09 06:30modify50.101.746161.748411.76116
192024.08.12 19:40buy70.101.755310.000000.00000
202024.08.12 19:40modify70.101.755311.751411.76116
212024.08.12 19:40modify60.101.753071.751411.76116
222024.08.12 19:40modify50.101.746161.751411.76116
232024.08.13 07:55buy80.101.758200.000000.00000
242024.08.13 07:55modify80.101.758201.751411.76116
252024.08.13 14:40t/p50.101.761161.751411.76116112.00984.16
262024.08.13 14:40t/p60.101.761161.751411.7611660.051044.21
272024.08.13 14:40t/p70.101.761161.751411.7611643.301087.50
282024.08.13 14:40t/p80.101.761161.751411.7611621.761109.26
292024.08.13 16:00sell90.101.760220.000000.00000
302024.08.13 16:00modify90.101.760221.767221.74522
312024.08.16 01:40s/l90.101.767221.767221.74522-56.771052.49
322024.08.20 16:00sell100.101.775470.000000.00000
332024.08.20 16:00modify100.101.775471.782471.76047
342024.08.22 10:40s/l100.101.782471.782471.76047-55.70996.79
352024.08.23 16:00sell110.101.782880.000000.00000
362024.08.23 16:00modify110.101.782881.789881.76788
372024.08.26 21:15sell120.101.776030.000000.00000
382024.08.26 21:15modify120.101.776031.780631.76788
392024.08.26 21:15modify110.101.782881.780631.76788
402024.08.27 07:05s/l110.101.780631.780631.7678814.411011.20
412024.08.27 07:05s/l120.101.780631.780631.76788-34.88976.32
422024.08.28 16:00buy130.101.777360.000000.00000
432024.08.28 16:00modify130.101.777361.770361.79236
442024.08.30 17:40s/l130.101.770361.770361.79236-50.33925.99
452024.09.11 16:00buy140.101.770940.000000.00000
462024.09.11 16:00modify140.101.770941.763941.78594
472024.09.12 15:10buy150.101.777690.000000.00000
482024.09.12 15:10modify150.101.777691.773191.78594
492024.09.12 15:10modify140.101.770941.773191.78594
502024.09.12 17:30buy160.101.780010.000000.00000
512024.09.12 17:30modify160.101.780011.776191.78594
522024.09.12 17:30modify150.101.777691.776191.78594
532024.09.12 17:30modify140.101.770941.776191.78594
542024.09.12 22:40buy170.101.783000.000000.00000
552024.09.12 22:40modify170.101.783001.776191.78594
562024.09.13 14:40t/p140.101.785941.776191.78594111.431037.42
572024.09.13 14:40t/p150.101.785941.776191.7859460.951098.37
582024.09.13 14:40t/p160.101.785941.776191.7859443.891142.25
592024.09.13 14:40t/p170.101.785941.776191.7859421.911164.16
602024.09.26 16:00sell180.101.808060.000000.00000
612024.09.26 16:00modify180.101.808061.815061.79306
622024.10.01 11:59sell190.101.801150.000000.00000
632024.10.01 11:59modify190.101.801151.805811.79306
642024.10.01 11:59modify180.101.808061.805811.79306
652024.10.01 15:30t/p180.101.793061.805811.79306107.051271.21
662024.10.01 15:30t/p190.101.793061.805811.7930659.461330.67
672024.10.02 16:00buy200.101.789920.000000.00000
682024.10.02 16:00modify200.101.789921.782921.80492
692024.10.03 05:40s/l200.101.782921.782921.80492-50.611280.05
702024.10.23 16:00buy210.101.791580.000000.00000
712024.10.23 16:00modify210.101.791581.784581.80658
722024.10.25 10:30buy220.101.798500.000000.00000
732024.10.25 10:30modify220.101.798501.793831.80658
742024.10.25 10:30modify210.101.791581.793831.80658
752024.10.25 13:50buy230.101.800780.000000.00000
762024.10.25 13:50modify230.101.800781.796831.80658
772024.10.25 13:50modify220.101.798501.796831.80658
782024.10.25 13:50modify210.101.791581.796831.80658
792024.10.28 10:55buy240.101.803750.000000.00000
802024.10.28 10:55modify240.101.803751.796831.80658
812024.10.28 15:15t/p210.101.806581.796831.80658111.721391.77
822024.10.28 15:15t/p220.101.806581.796831.8065859.701451.46
832024.10.28 15:15t/p230.101.806581.796831.8065842.931494.39
842024.10.28 15:15t/p240.101.806581.796831.8065820.801515.19
852024.10.29 16:00sell250.101.808590.000000.00000
862024.10.29 16:00modify250.101.808591.815591.79359
872024.10.30 20:20sell260.101.801700.000000.00000
882024.10.30 20:20modify260.101.801701.806341.79359
892024.10.30 20:20modify250.101.808591.806341.79359
902024.10.30 21:05sell270.101.799360.000000.00000
912024.10.30 21:05modify270.101.799361.803341.79359
922024.10.30 21:05modify260.101.801701.803341.79359
932024.10.30 21:05modify250.101.808591.803341.79359
942024.10.31 05:40s/l250.101.803341.803341.7935934.321549.50
952024.10.31 05:40s/l260.101.803341.803341.79359-15.261534.25
962024.10.31 05:40s/l270.101.803341.803341.79359-32.451501.80
972024.11.11 16:00buy280.101.793060.000000.00000
982024.11.11 16:00modify280.101.793061.786061.80806
992024.11.12 08:05s/l280.101.786061.786061.80806-51.181450.61
1002024.11.12 16:00buy290.101.779520.000000.00000
1012024.11.12 16:00modify290.101.779521.772521.79452
1022024.11.14 09:40s/l290.101.772521.772521.79452-50.331400.28
1032024.11.27 16:00sell300.101.778140.000000.00000
1042024.11.27 16:00modify300.101.778141.785141.76314
1052024.11.29 21:05s/l300.101.785141.785141.76314-55.711344.57
1062024.12.04 16:00sell310.101.787100.000000.00000
1072024.12.04 16:00modify310.101.787101.794101.77210
1082024.12.06 11:40s/l310.101.794101.794101.77210-55.711288.86
1092024.12.12 16:00buy320.101.799990.000000.00000
1102024.12.12 16:00modify320.101.799991.792991.81499
1112024.12.16 18:40buy330.101.807010.000000.00000
1122024.12.16 18:40modify330.101.807011.802241.81499
1132024.12.16 18:40modify320.101.799991.802241.81499
1142024.12.17 07:59buy340.101.812220.000000.00000
1152024.12.17 07:59modify340.101.812221.805241.81499
1162024.12.17 07:59modify330.101.807011.805241.81499
1172024.12.17 07:59modify320.101.799991.805241.81499
1182024.12.17 12:30t/p320.101.814991.805241.81499111.151400.00
1192024.12.17 12:30t/p330.101.814991.805241.8149958.961458.96
1202024.12.17 12:30t/p340.101.814991.805241.8149920.371479.33
1212024.12.19 16:00buy350.101.803530.000000.00000
1222024.12.19 16:00modify350.101.803531.796531.81853
1232024.12.20 08:15s/l350.101.796531.796531.81853-51.181428.14
1242024.12.30 16:00buy360.101.800370.000000.00000
1252024.12.30 16:00modify360.101.800371.793371.81537
1262025.01.02 12:30s/l360.101.793371.793371.81537-50.041378.10
1272025.01.02 16:00buy370.101.784990.000000.00000
1282025.01.02 16:00modify370.101.784991.777991.79999
1292025.01.03 15:50buy380.101.791790.000000.00000
1302025.01.03 15:50modify380.101.791791.787241.79999
1312025.01.03 15:50modify370.101.784991.787241.79999
1322025.01.03 16:30buy390.101.794230.000000.00000
1332025.01.03 16:30modify390.101.794231.790241.79999
1342025.01.03 16:30modify380.101.791791.790241.79999
1352025.01.03 16:30modify370.101.784991.790241.79999
1362025.01.06 01:40s/l370.101.790241.790241.7999939.171417.27
1372025.01.06 01:40s/l380.101.790241.790241.79999-11.111406.15
1382025.01.06 01:40s/l390.101.790241.790241.79999-29.051377.10
1392025.01.16 16:00sell400.101.759890.000000.00000
1402025.01.16 16:00modify400.101.759891.766891.74489
1412025.01.17 07:50sell410.101.752950.000000.00000
1422025.01.17 07:50modify410.101.752951.757641.74489
1432025.01.17 07:50modify400.101.759891.757641.74489
1442025.01.17 09:30s/l400.101.757641.757641.7448915.471392.57
1452025.01.17 09:30s/l410.101.757641.757641.74489-34.461358.11
1462025.02.04 16:00buy420.101.787930.000000.00000
1472025.02.04 16:00modify420.101.787931.780931.80293
1482025.02.06 12:20s/l420.101.780931.780931.80293-50.331307.78
1492025.02.25 16:00sell430.101.808640.000000.00000
1502025.02.25 16:00modify430.101.808641.815641.79364
1512025.02.26 13:20s/l430.101.815641.815641.79364-52.511255.28
1522025.02.28 16:00buy440.101.813890.000000.00000
1532025.02.28 16:00modify440.101.813891.806891.82889
1542025.03.02 23:40buy450.101.820720.000000.00000
1552025.03.02 23:40modify450.101.820721.816141.82889
1562025.03.02 23:40modify440.101.813891.816141.82889
1572025.03.03 11:20buy460.101.825990.000000.00000
1582025.03.03 11:20modify460.101.825991.819141.82889
1592025.03.03 11:20modify450.101.820721.819141.82889
1602025.03.03 11:20modify440.101.813891.819141.82889
1612025.03.03 12:30t/p440.101.828891.819141.82889110.581365.85
1622025.03.03 12:30t/p450.101.828891.819141.8288960.361426.21
1632025.03.03 12:30t/p460.101.828891.819141.8288921.321447.53
1642025.03.11 16:00sell470.101.872220.000000.00000
1652025.03.11 16:00modify470.101.872221.879221.85722
1662025.03.11 19:15sell480.101.863220.000000.00000
1672025.03.11 19:15modify480.101.863221.866971.85722
1682025.03.11 19:15modify470.101.872221.866971.85722
1692025.03.11 19:30s/l470.101.866971.866971.8572238.591486.12
1702025.03.11 19:30s/l480.101.866971.866971.85722-27.561458.56
1712025.03.24 16:00buy490.101.845810.000000.00000
1722025.03.24 16:00modify490.101.845811.838811.86081
1732025.03.25 14:40buy500.101.852820.000000.00000
1742025.03.25 14:40modify500.101.852821.848061.86081
1752025.03.25 14:40modify490.101.845811.848061.86081
1762025.03.25 20:30s/l490.101.848061.848061.8608116.841475.39
1772025.03.25 20:30s/l500.101.848061.848061.86081-35.001440.39
1782025.03.27 16:00sell510.101.855610.000000.00000
1792025.03.27 16:00modify510.101.855611.862611.84061
1802025.03.28 16:25sell520.101.848810.000000.00000
1812025.03.28 16:25modify520.101.848811.853361.84061
1822025.03.28 16:25modify510.101.855611.853361.84061
1832025.03.28 19:20s/l510.101.853361.853361.8406115.461455.85
1842025.03.28 19:20s/l520.101.853361.853361.84061-33.441422.41
1852025.04.07 16:00buy530.101.810590.000000.00000
1862025.04.07 16:00modify530.101.810591.803591.82559
1872025.04.08 17:50buy540.101.817380.000000.00000
1882025.04.08 17:50modify540.101.817381.812841.82559
1892025.04.08 17:50modify530.101.810591.812841.82559
1902025.04.08 19:05buy550.101.822860.000000.00000
1912025.04.08 19:05modify550.101.822861.815841.82559
1922025.04.08 19:05modify540.101.817381.815841.82559
1932025.04.08 19:05modify530.101.810591.815841.82559
1942025.04.08 21:20buy560.101.819640.000000.00000
1952025.04.08 21:20modify560.101.819641.815841.82559
1962025.04.09 01:05t/p530.101.825591.815841.82559110.861533.28
1972025.04.09 01:05t/p540.101.825591.815841.8255960.661593.93
1982025.04.09 01:05t/p550.101.825591.815841.8255920.361614.29
1992025.04.09 01:05t/p560.101.825591.815841.8255944.041658.32
2002025.04.24 16:00sell570.101.847670.000000.00000
2012025.04.24 16:00modify570.101.847671.854671.83267
2022025.04.28 14:30s/l570.101.854671.854671.83267-53.571604.75
2032025.04.28 16:00sell580.101.855950.000000.00000
2042025.04.28 16:00modify580.101.855951.862951.84095
2052025.04.30 11:40sell590.101.846950.000000.00000
2062025.04.30 11:40modify590.101.846951.850701.84095
2072025.04.30 11:40modify580.101.855951.850701.84095
2082025.04.30 14:35sell600.101.843860.000000.00000
2092025.04.30 14:35modify600.101.843861.850701.84095
2102025.04.30 17:40t/p580.101.840951.850701.84095108.111712.86
2112025.04.30 17:40t/p590.101.840951.850701.8409544.101756.96
2122025.04.30 17:40t/p600.101.840951.850701.8409521.391778.35
2132025.05.02 16:00buy610.101.831930.000000.00000
2142025.05.02 16:00modify610.101.831931.824931.84693
2152025.05.05 11:40buy620.101.838900.000000.00000
2162025.05.05 11:40modify620.101.838901.834181.84693
2172025.05.05 11:40modify610.101.831931.834181.84693
2182025.05.05 13:33buy630.101.841070.000000.00000
2192025.05.05 13:33modify630.101.841071.837181.84693
2202025.05.05 13:33modify620.101.838901.837181.84693
2212025.05.05 13:33modify610.101.831931.837181.84693
2222025.05.05 14:40s/l610.101.837181.837181.8469338.891817.23
2232025.05.05 14:40s/l620.101.837181.837181.84693-12.651804.58
2242025.05.05 14:40s/l630.101.837181.837181.84693-28.601775.98
2252025.05.09 16:00sell640.101.854170.000000.00000
2262025.05.09 16:00modify640.101.854171.861171.83917
2272025.05.12 09:25sell650.101.842030.000000.00000
2282025.05.12 09:25modify650.101.842031.848921.83917
2292025.05.12 09:25modify640.101.854171.848921.83917
2302025.05.12 10:40t/p640.101.839171.848921.83917109.171885.16
2312025.05.12 10:40t/p650.101.839171.848921.8391721.021906.18
2322025.05.15 16:00sell660.101.858810.000000.00000
2332025.05.15 16:00modify660.101.858811.865811.84381
2342025.05.19 09:20s/l660.101.865811.865811.84381-53.581852.59
2352025.05.30 16:00buy670.101.851710.000000.00000
2362025.05.30 16:00modify670.101.851711.844711.86671
2372025.06.02 23:20buy680.101.858630.000000.00000
2382025.06.02 23:20modify680.101.858631.853961.86671
2392025.06.02 23:20modify670.101.851711.853961.86671
2402025.06.03 11:05s/l670.101.853961.853961.8667117.121869.71
2412025.06.03 11:05s/l680.101.853961.853961.86671-34.051835.66
2422025.06.17 16:00buy690.101.836540.000000.00000
2432025.06.17 16:00modify690.101.836541.829541.85154
2442025.06.19 11:40buy700.101.843470.000000.00000
2452025.06.19 11:40modify700.101.843471.838791.85154
2462025.06.19 11:40modify690.101.836541.838791.85154
2472025.06.19 15:40buy710.101.845790.000000.00000
2482025.06.19 15:40modify710.101.845791.841791.85154
2492025.06.19 15:40modify700.101.843471.841791.85154
2502025.06.19 15:40modify690.101.836541.841791.85154
2512025.06.20 05:30buy720.101.848750.000000.00000
2522025.06.20 05:30modify720.101.848751.841791.85154
2532025.06.20 12:30t/p690.101.851541.841791.85154111.721947.37
2542025.06.20 12:30t/p700.101.851541.841791.8515459.622006.99
2552025.06.20 12:30t/p710.101.851541.841791.8515442.562049.54
2562025.06.20 12:30t/p720.101.851541.841791.8515420.512070.05
2572025.06.23 16:00sell730.101.857740.000000.00000
2582025.06.23 16:00modify730.101.857741.864741.84274
2592025.06.24 08:30s/l730.101.864741.864741.84274-52.512017.55
2602025.06.25 16:00sell740.101.873390.000000.00000
2612025.06.25 16:00modify740.101.873391.880391.85839
2622025.06.26 03:40s/l740.101.880391.880391.85839-54.641962.91
2632025.06.30 16:00buy750.101.869050.000000.00000
2642025.06.30 16:00modify750.101.869051.862051.88405
2652025.06.30 23:59close at stop750.101.868041.862051.88405-7.421955.49