Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)

SymbolGBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000)
Period4 Hours (H4) 2024.11.01 00:00 - 2025.10.31 20:00 (2024.11.01 - 2025.11.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; 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=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 test2610Ticks modelled79760Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread50
Total net profit1378.74Gross profit2021.52Gross loss-642.78
Profit factor3.14Expected payoff30.64
Absolute drawdown123.99Maximal drawdown278.30 (21.84%)Relative drawdown21.84% (278.30)
Total trades45Short positions (won %)22 (72.73%)Long positions (won %)23 (82.61%)
Profit trades (% of total)35 (77.78%)Loss trades (% of total)10 (22.22%)
Largestprofit trade101.38loss trade-109.12
Averageprofit trade57.76loss trade-64.28
Maximumconsecutive wins (profit in money)17 (929.43)consecutive losses (loss in money)3 (-145.15)
Maximalconsecutive profit (count of wins)929.43 (17)consecutive loss (count of losses)-211.96 (2)
Averageconsecutive wins7consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.11.19 20:00buy10.101.770690.000000.00000
22024.11.19 20:00modify10.101.770691.755691.78469
32024.11.22 07:40s/l10.101.755691.755691.78469-105.70894.30
42024.11.22 20:00buy20.101.751480.000000.00000
52024.11.22 20:00modify20.101.751481.736481.76548
62024.11.25 05:00buy30.101.757110.000000.00000
72024.11.25 05:00modify30.101.757111.752881.76548
82024.11.25 05:00modify20.101.751481.752881.76548
92024.11.25 14:55buy40.101.759340.000000.00000
102024.11.25 14:55modify40.101.759341.754981.76548
112024.11.25 14:55modify30.101.757111.754981.76548
122024.11.25 14:55modify20.101.751481.754981.76548
132024.11.25 23:30t/p20.101.765481.754981.76548100.25994.55
142024.11.25 23:30t/p30.101.765481.754981.7654859.771054.32
152024.11.25 23:30t/p40.101.765481.754981.7654843.841098.16
162024.11.27 20:00sell50.101.777960.000000.00000
172024.11.27 20:00modify50.101.777961.792961.76396
182024.11.28 08:50sell60.101.772240.000000.00000
192024.11.28 08:50modify60.101.772241.776561.76396
202024.11.28 08:50modify50.101.777961.776561.76396
212024.11.28 15:20s/l50.101.776561.776561.763966.961105.12
222024.11.28 15:20s/l60.101.776561.776561.76396-30.851074.27
232024.12.17 20:00sell70.101.818630.000000.00000
242024.12.17 20:00modify70.101.818631.833631.80463
252024.12.19 13:30sell80.101.810840.000000.00000
262024.12.19 13:30modify80.101.810841.815131.80463
272024.12.19 13:30modify70.101.818631.815131.80463
282024.12.19 14:20sell90.101.808560.000000.00000
292024.12.19 14:20modify90.101.808561.813731.80463
302024.12.19 14:20modify80.101.810841.813731.80463
312024.12.19 14:20modify70.101.818631.813731.80463
322024.12.19 15:30t/p70.101.804631.813731.8046395.901170.17
332024.12.19 15:30t/p80.101.804631.813731.8046344.341214.51
342024.12.19 15:30t/p90.101.804631.813731.8046328.061242.57
352024.12.30 20:00buy100.101.801370.000000.00000
362024.12.30 20:00modify100.101.801371.786371.81537
372025.01.02 15:30s/l100.101.786371.786371.81537-105.701136.87
382025.01.08 20:00buy110.101.778320.000000.00000
392025.01.08 20:00modify110.101.778321.763321.79232
402025.01.09 08:05s/l110.101.763321.763321.79232-106.261030.62
412025.04.07 20:00buy120.101.811230.000000.00000
422025.04.07 20:00modify120.101.811231.796231.82523
432025.04.08 18:00buy130.101.817120.000000.00000
442025.04.08 18:00modify130.101.817121.812631.82523
452025.04.08 18:00modify120.101.811231.812631.82523
462025.04.08 18:20buy140.101.818930.000000.00000
472025.04.08 18:20modify140.101.818931.814731.82523
482025.04.08 18:20modify130.101.817121.814731.82523
492025.04.08 18:20modify120.101.811231.814731.82523
502025.04.08 18:55buy150.101.821190.000000.00000
512025.04.08 18:55modify150.101.821191.816131.82523
522025.04.08 18:55modify140.101.818931.816131.82523
532025.04.08 18:55modify130.101.817121.816131.82523
542025.04.08 18:55modify120.101.811231.816131.82523
552025.04.09 00:40t/p120.101.825231.816131.82523100.521131.14
562025.04.09 00:40t/p130.101.825231.816131.8252358.181189.32
572025.04.09 00:40t/p140.101.825231.816131.8252345.261234.58
582025.04.09 00:40t/p150.101.825231.816131.8252329.121263.70
592025.04.14 20:00sell160.101.829530.000000.00000
602025.04.14 20:00modify160.101.829531.844531.81553
612025.04.15 15:30s/l160.101.844531.844531.81553-108.111155.59
622025.04.16 12:00sell170.101.847160.000000.00000
632025.04.16 12:00modify170.101.847161.862161.83316
642025.04.16 13:55sell180.101.841370.000000.00000
652025.04.16 13:55modify180.101.841371.845761.83316
662025.04.16 13:55modify170.101.847161.845761.83316
672025.04.16 14:40sell190.101.837310.000000.00000
682025.04.16 14:40modify190.101.837311.842261.83316
692025.04.16 14:40modify180.101.841371.842261.83316
702025.04.16 14:40modify170.101.847161.842261.83316
712025.04.17 00:30t/p170.101.833161.842261.8331696.921252.52
722025.04.17 00:30t/p180.101.833161.842261.8331655.581308.10
732025.04.17 00:30t/p190.101.833161.842261.8331626.591334.69
742025.04.21 12:00sell200.101.849510.000000.00000
752025.04.21 12:00modify200.101.849511.864511.83551
762025.04.22 16:30sell210.101.843740.000000.00000
772025.04.22 16:30modify210.101.843741.848111.83551
782025.04.22 16:30modify200.101.849511.848111.83551
792025.04.22 17:05sell220.101.841690.000000.00000
802025.04.22 17:05modify220.101.841691.846011.83551
812025.04.22 17:05modify210.101.843741.846011.83551
822025.04.22 17:05modify200.101.849511.846011.83551
832025.04.22 22:40t/p200.101.835511.846011.8355198.941433.63
842025.04.22 22:40t/p210.101.835511.846011.8355158.761492.39
852025.04.22 22:40t/p220.101.835511.846011.8355144.121536.51
862025.05.09 20:00sell230.101.854130.000000.00000
872025.05.09 20:00modify230.101.854131.869131.84013
882025.05.12 07:40t/p230.101.840131.869131.8401398.951635.46
892025.06.23 20:00sell240.101.857800.000000.00000
902025.06.23 20:00modify240.101.857801.872801.84380
912025.06.25 15:30s/l240.101.872801.872801.84380-109.121526.34
922025.08.13 20:00sell250.101.867860.000000.00000
932025.08.13 20:00modify250.101.867861.882861.85386
942025.08.25 21:15sell260.101.862000.000000.00000
952025.08.25 21:15modify260.101.862001.866461.85386
962025.08.25 21:15modify250.101.867861.866461.85386
972025.08.26 00:30s/l250.101.866461.866461.85386-3.171523.17
982025.08.26 00:30s/l260.101.866461.866461.85386-32.861490.31
992025.09.02 16:00buy270.101.846130.000000.00000
1002025.09.02 16:00modify270.101.846131.831131.86013
1012025.09.03 12:20buy280.101.851810.000000.00000
1022025.09.03 12:20modify280.101.851811.847531.86013
1032025.09.03 12:20modify270.101.846131.847531.86013
1042025.09.03 14:50buy290.101.854030.000000.00000
1052025.09.03 14:50modify290.101.854031.849631.86013
1062025.09.03 14:50modify280.101.851811.849631.86013
1072025.09.03 14:50modify270.101.846131.849631.86013
1082025.09.03 17:40buy300.101.856170.000000.00000
1092025.09.03 17:40modify300.101.856171.851031.86013
1102025.09.03 17:40modify290.101.854031.851031.86013
1112025.09.03 17:40modify280.101.851811.851031.86013
1122025.09.03 17:40modify270.101.846131.851031.86013
1132025.09.05 12:20t/p270.101.860131.851031.86013101.381591.69
1142025.09.05 12:20t/p280.101.860131.851031.8601360.541652.22
1152025.09.05 12:20t/p290.101.860131.851031.8601344.691696.91
1162025.09.05 12:20t/p300.101.860131.851031.8601329.411726.31
1172025.09.05 20:00sell310.101.870110.000000.00000
1182025.09.05 20:00modify310.101.870111.885111.85611
1192025.09.19 06:40sell320.101.864430.000000.00000
1202025.09.19 06:40modify320.101.864431.868711.85611
1212025.09.19 06:40modify310.101.870111.868711.85611
1222025.09.19 11:30sell330.101.862250.000000.00000
1232025.09.19 11:30modify330.101.862251.866611.85611
1242025.09.19 11:30modify320.101.864431.866611.85611
1252025.09.19 11:30modify310.101.870111.866611.85611
1262025.09.19 14:20sell340.101.860310.000000.00000
1272025.09.19 14:20modify340.101.860311.865211.85611
1282025.09.19 14:20modify330.101.862251.865211.85611
1292025.09.19 14:20modify320.101.864431.865211.85611
1302025.09.19 14:20modify310.101.870111.865211.85611
1312025.09.19 15:40t/p310.101.856111.865211.8561185.791812.11
1322025.09.19 15:40t/p320.101.856111.865211.8561159.401871.51
1332025.09.19 15:40t/p330.101.856111.865211.8561143.841915.35
1342025.09.19 15:40t/p340.101.856111.865211.8561129.991945.34
1352025.09.19 20:00buy350.101.857860.000000.00000
1362025.09.19 20:00modify350.101.857861.842861.87186
1372025.09.22 08:30buy360.101.863470.000000.00000
1382025.09.22 08:30modify360.101.863471.859261.87186
1392025.09.22 08:30modify350.101.857861.859261.87186
1402025.09.22 15:59buy370.101.865630.000000.00000
1412025.09.22 15:59modify370.101.865631.861361.87186
1422025.09.22 15:59modify360.101.863471.861361.87186
1432025.09.22 15:59modify350.101.857861.861361.87186
1442025.09.22 16:30buy380.101.867810.000000.00000
1452025.09.22 16:30modify380.101.867811.862761.87186
1462025.09.22 16:30modify370.101.865631.862761.87186
1472025.09.22 16:30modify360.101.863471.862761.87186
1482025.09.22 16:30modify350.101.857861.862761.87186
1492025.09.23 18:40t/p350.101.871861.862761.87186100.532045.87
1502025.09.23 18:40t/p360.101.871861.862761.8718660.192106.06
1512025.09.23 18:40t/p370.101.871861.862761.8718644.772150.83
1522025.09.23 18:40t/p380.101.871861.862761.8718629.202180.03
1532025.09.25 20:00buy390.101.859590.000000.00000
1542025.09.25 20:00modify390.101.859591.844591.87359
1552025.09.26 13:20buy400.101.865290.000000.00000
1562025.09.26 13:20modify400.101.865291.860991.87359
1572025.09.26 13:20modify390.101.859591.860991.87359
1582025.09.26 16:25buy410.101.869440.000000.00000
1592025.09.26 16:25modify410.101.869441.864491.87359
1602025.09.26 16:25modify400.101.865291.864491.87359
1612025.09.26 16:25modify390.101.859591.864491.87359
1622025.09.28 21:20buy420.101.867360.000000.00000
1632025.09.28 21:20modify420.101.867361.863091.87359
1642025.09.28 21:26modify420.101.867361.864491.87359
1652025.09.29 12:30t/p390.101.873591.864491.87359100.532280.57
1662025.09.29 12:30t/p400.101.873591.864491.8735959.552340.12
1672025.09.29 12:30t/p410.101.873591.864491.8735929.912370.03
1682025.09.29 12:30t/p420.101.873591.864491.8735944.772414.80
1692025.10.01 20:00sell430.101.879040.000000.00000
1702025.10.01 20:00modify430.101.879041.894041.86504
1712025.10.06 09:15sell440.101.873320.000000.00000
1722025.10.06 09:15modify440.101.873321.877641.86504
1732025.10.06 09:15modify430.101.879041.877641.86504
1742025.10.06 13:06s/l430.101.877641.877641.865044.942419.74
1752025.10.06 13:06s/l440.101.877641.877641.86504-30.842388.90
1762025.10.29 12:00buy450.101.842960.000000.00000
1772025.10.29 12:00modify450.101.842961.827961.85696
1782025.10.31 23:59close at stop450.101.841381.827961.85696-10.162378.74