Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolGBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000)
Period4 Hours (H4) 2022.04.01 00:00 - 2023.03.31 20:00 (2022.04.01 - 2023.04.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=130; 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=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=60; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=7; 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 modelled80075Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit797.01Gross profit1870.67Gross loss-1073.66
Profit factor1.74Expected payoff9.96
Absolute drawdown91.99Maximal drawdown256.55 (2.34%)Relative drawdown2.34% (256.55)
Total trades80Short positions (won %)38 (63.16%)Long positions (won %)42 (54.76%)
Profit trades (% of total)47 (58.75%)Loss trades (% of total)33 (41.25%)
Largestprofit trade81.59loss trade-64.23
Averageprofit trade39.80loss trade-32.54
Maximumconsecutive wins (profit in money)6 (377.06)consecutive losses (loss in money)3 (-145.13)
Maximalconsecutive profit (count of wins)377.06 (6)consecutive loss (count of losses)-145.13 (3)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.04.04 04:00buy10.101.890990.000000.00000
22022.04.04 04:00modify10.101.890991.880991.90399
32022.04.05 04:40s/l10.101.880991.880991.90399-62.749937.26
42022.04.25 04:00sell20.101.939200.000000.00000
52022.04.25 04:00modify20.101.939201.949201.92620
62022.04.25 08:05t/p20.101.926201.949201.9262081.5910018.85
72022.04.28 04:00sell30.101.924740.000000.00000
82022.04.28 04:00modify30.101.924741.934741.91174
92022.04.28 16:40sell40.101.917560.000000.00000
102022.04.28 16:40modify40.101.917561.920841.91174
112022.04.28 16:40modify30.101.924741.920841.91174
122022.04.28 18:35sell50.101.919350.000000.00000
132022.04.28 18:35modify50.101.919351.922791.91174
142022.04.28 18:40s/l30.101.920841.920841.9117424.4810043.33
152022.04.28 18:40s/l40.101.920841.920841.91174-20.5810022.75
162022.04.28 18:40close50.101.921541.922791.91174-13.7510009.00
172022.05.04 04:00buy60.101.937700.000000.00000
182022.05.04 04:00modify60.101.937701.927701.95070
192022.05.04 07:50buy70.101.945140.000000.00000
202022.05.04 07:50modify70.101.945141.941601.95070
212022.05.04 07:50modify60.101.937701.941601.95070
222022.05.04 08:20s/l60.101.941601.941601.9507024.3310033.33
232022.05.04 08:20s/l70.101.941601.941601.95070-22.0810011.25
242022.05.16 04:00sell80.101.960930.000000.00000
252022.05.16 04:00modify80.101.960931.970931.94793
262022.05.16 08:10sell90.101.953700.000000.00000
272022.05.16 08:10modify90.101.953701.957031.94793
282022.05.16 08:10modify80.101.960931.957031.94793
292022.05.16 12:40t/p80.101.947931.957031.9479381.5910092.84
302022.05.16 12:40t/p90.101.947931.957031.9479336.2110129.05
312022.05.19 04:00buy100.101.954090.000000.00000
322022.05.19 04:00modify100.101.954091.944091.96709
332022.05.23 00:30s/l100.101.944091.944091.96709-63.1110065.93
342022.05.23 04:00buy110.101.943850.000000.00000
352022.05.23 04:00modify110.101.943851.933851.95685
362022.05.23 22:30buy120.101.949090.000000.00000
372022.05.23 22:30modify120.101.949091.945801.95685
382022.05.23 22:30modify110.101.943851.945801.95685
392022.05.24 03:45buy130.101.951220.000000.00000
402022.05.24 03:45modify130.101.951221.947751.95685
412022.05.24 03:45modify120.101.949091.947751.95685
422022.05.24 03:45modify110.101.943851.947751.95685
432022.05.24 05:15buy140.101.954410.000000.00000
442022.05.24 05:15modify140.101.954411.951651.95685
452022.05.24 05:15modify130.101.951221.951651.95685
462022.05.24 05:15modify120.101.949091.951651.95685
472022.05.24 05:15modify110.101.943851.951651.95685
482022.05.24 05:30s/l110.101.951651.951651.9568548.2810114.21
492022.05.24 05:30s/l120.101.951651.951651.9568515.6010129.81
502022.05.24 05:30s/l130.101.951651.951651.956852.6810132.49
512022.05.24 05:30s/l140.101.951651.951651.95685-17.2210115.27
522022.05.25 04:00buy150.101.926930.000000.00000
532022.05.25 04:00modify150.101.926931.916931.93993
542022.05.25 08:10buy160.101.934100.000000.00000
552022.05.25 08:10modify160.101.934101.930831.93993
562022.05.25 08:10modify150.101.926931.930831.93993
572022.05.25 08:50buy170.101.937460.000000.00000
582022.05.25 08:50modify170.101.937461.934731.93993
592022.05.25 08:50modify160.101.934101.934731.93993
602022.05.25 08:50modify150.101.926931.934731.93993
612022.05.25 09:30s/l150.101.934731.934731.9399348.6510163.92
622022.05.25 09:30s/l160.101.934731.934731.939933.9310167.85
632022.05.25 09:30s/l170.101.934731.934731.93993-17.0310150.82
642022.05.26 04:00sell180.101.943270.000000.00000
652022.05.26 04:00modify180.101.943271.953271.93027
662022.05.27 08:05sell190.101.937940.000000.00000
672022.05.27 08:05modify190.101.937941.941321.93027
682022.05.27 08:05modify180.101.943271.941321.93027
692022.05.27 08:40sell200.101.932610.000000.00000
702022.05.27 08:40modify200.101.932611.935471.93027
712022.05.27 08:40modify190.101.937941.935471.93027
722022.05.27 08:40modify180.101.943271.935471.93027
732022.05.27 11:40s/l180.101.935471.935471.9302748.9910199.81
742022.05.27 11:40s/l190.101.935471.935471.9302715.5010215.31
752022.05.27 11:40s/l200.101.935471.935471.93027-17.9510197.36
762022.06.01 04:00sell210.101.936380.000000.00000
772022.06.01 04:00modify210.101.936381.946381.92338
782022.06.01 11:50sell220.101.931120.000000.00000
792022.06.01 11:50modify220.101.931121.934431.92338
802022.06.01 11:50modify210.101.936381.934431.92338
812022.06.01 13:30t/p210.101.923381.934431.9233881.5910278.95
822022.06.01 13:30t/p220.101.923381.934431.9233848.5810327.53
832022.06.14 04:00sell230.101.941750.000000.00000
842022.06.14 04:00modify230.101.941751.951751.92875
852022.06.14 11:50sell240.101.934330.000000.00000
862022.06.14 11:50modify240.101.934331.937851.92875
872022.06.14 11:50modify230.101.941751.937851.92875
882022.06.14 14:40t/p230.101.928751.937851.9287581.5810409.11
892022.06.14 14:40t/p240.101.928751.937851.9287535.0210444.13
902022.07.01 04:00sell250.101.960390.000000.00000
912022.07.01 04:00modify250.101.960391.970391.94739
922022.07.01 10:55sell260.101.955150.000000.00000
932022.07.01 10:55modify260.101.955151.958441.94739
942022.07.01 10:55modify250.101.960391.958441.94739
952022.07.01 13:30t/p250.101.947391.958441.9473981.5910525.72
962022.07.01 13:30t/p260.101.947391.958441.9473948.7010574.42
972022.07.27 04:00sell270.101.934130.000000.00000
982022.07.27 04:00modify270.101.934131.944131.92113
992022.07.27 18:40s/l270.101.944131.944131.92113-62.7610511.66
1002022.07.29 04:00buy280.101.931870.000000.00000
1012022.07.29 04:00modify280.101.931871.921871.94487
1022022.07.29 11:20buy290.101.937150.000000.00000
1032022.07.29 11:20modify290.101.937151.933821.94487
1042022.07.29 11:20modify280.101.931871.933821.94487
1052022.07.29 14:20buy300.101.939080.000000.00000
1062022.07.29 14:20modify300.101.939081.935771.94487
1072022.07.29 14:20modify290.101.937151.935771.94487
1082022.07.29 14:20modify280.101.931871.935771.94487
1092022.07.29 15:30buy310.101.942290.000000.00000
1102022.07.29 15:30modify310.101.942291.939671.94487
1112022.07.29 15:30modify300.101.939081.939671.94487
1122022.07.29 15:30modify290.101.937151.939671.94487
1132022.07.29 15:30modify280.101.931871.939671.94487
1142022.07.29 16:40s/l280.101.939671.939671.9448748.6510560.31
1152022.07.29 16:40s/l290.101.939671.939671.9448715.7210576.03
1162022.07.29 16:40s/l300.101.939671.939671.944873.6810579.71
1172022.07.29 16:40s/l310.101.939671.939671.94487-16.3410563.37
1182022.08.22 04:00buy320.101.907470.000000.00000
1192022.08.22 04:00modify320.101.907471.897471.92047
1202022.08.25 08:30s/l320.101.897471.897471.92047-64.2310499.14
1212022.09.02 04:00sell330.101.903620.000000.00000
1222022.09.02 04:00modify330.101.903621.913621.89062
1232022.09.02 11:30sell340.101.896330.000000.00000
1242022.09.02 11:30modify340.101.896331.899721.89062
1252022.09.02 11:30modify330.101.903621.899721.89062
1262022.09.02 12:40t/p330.101.890621.899721.8906281.5910580.73
1272022.09.02 12:40t/p340.101.890621.899721.8906235.8410616.57
1282022.09.13 04:00sell350.101.906370.000000.00000
1292022.09.13 04:00modify350.101.906371.916371.89337
1302022.09.13 14:40s/l350.101.916371.916371.89337-62.7610553.81
1312022.10.20 04:00sell360.101.990240.000000.00000
1322022.10.20 04:00modify360.101.990242.000241.97724
1332022.10.20 05:20sell370.101.984930.000000.00000
1342022.10.20 05:20modify370.101.984931.988291.97724
1352022.10.20 05:20modify360.101.990241.988291.97724
1362022.10.20 05:30sell380.101.982880.000000.00000
1372022.10.20 05:30modify380.101.982881.986341.97724
1382022.10.20 05:30modify370.101.984931.986341.97724
1392022.10.20 05:30modify360.101.990241.986341.97724
1402022.10.20 08:40t/p360.101.977241.986341.9772481.5910635.40
1412022.10.20 08:40t/p370.101.977241.986341.9772448.2610683.66
1422022.10.20 08:40t/p380.101.977241.986341.9772435.3910719.05
1432022.10.27 04:00buy390.101.988010.000000.00000
1442022.10.27 04:00modify390.101.988011.978012.00101
1452022.10.27 10:55buy400.101.993350.000000.00000
1462022.10.27 10:55modify400.101.993351.989962.00101
1472022.10.27 10:55modify390.101.988011.989962.00101
1482022.10.27 12:40s/l390.101.989961.989962.0010112.1610731.21
1492022.10.27 12:40s/l400.101.989961.989962.00101-21.1410710.07
1502022.10.28 04:00buy410.101.974240.000000.00000
1512022.10.28 04:00modify410.101.974241.964241.98724
1522022.10.28 09:20t/p410.101.987241.964241.9872481.0910791.16
1532022.11.09 04:00sell420.101.941900.000000.00000
1542022.11.09 04:00modify420.101.941901.951901.92890
1552022.11.09 10:05sell430.101.934690.000000.00000
1562022.11.09 10:05modify430.101.934691.938001.92890
1572022.11.09 10:05modify420.101.941901.938001.92890
1582022.11.09 10:25sell440.101.936610.000000.00000
1592022.11.09 10:25modify440.101.936611.939951.92890
1602022.11.09 10:30s/l420.101.938001.938001.9289024.4710815.63
1612022.11.09 10:30s/l430.101.938001.938001.92890-20.7810794.85
1622022.11.09 10:30close440.101.939781.939951.92890-19.9010774.95
1632022.11.10 04:00sell450.101.941090.000000.00000
1642022.11.10 04:00modify450.101.941091.951091.92809
1652022.11.10 13:15sell460.101.933930.000000.00000
1662022.11.10 13:15modify460.101.933931.937191.92809
1672022.11.10 13:15modify450.101.941091.937191.92809
1682022.11.10 13:20s/l450.101.937191.937191.9280924.4810799.43
1692022.11.10 13:20s/l460.101.937191.937191.92809-20.4610778.97
1702022.11.15 04:00buy470.101.925670.000000.00000
1712022.11.15 04:00modify470.101.925671.915671.93867
1722022.11.15 11:50buy480.101.930910.000000.00000
1732022.11.15 11:50modify480.101.930911.927621.93867
1742022.11.15 11:50modify470.101.925671.927621.93867
1752022.11.15 13:30t/p470.101.938671.927621.9386781.0810860.05
1762022.11.15 13:30t/p480.101.938671.927621.9386748.3910908.44
1772022.11.18 04:00buy490.101.933600.000000.00000
1782022.11.18 04:00modify490.101.933601.923601.94660
1792022.11.18 12:40s/l490.101.923601.923601.94660-62.3710846.07
1802022.11.23 04:00buy500.101.927580.000000.00000
1812022.11.23 04:00modify500.101.927581.917581.94058
1822022.11.23 10:50buy510.101.932800.000000.00000
1832022.11.23 10:50modify510.101.932801.929531.94058
1842022.11.23 10:50modify500.101.927581.929531.94058
1852022.11.23 14:40s/l500.101.929531.929531.9405812.1610858.23
1862022.11.23 14:40s/l510.101.929531.929531.94058-20.3910837.84
1872022.11.29 04:00buy520.101.934070.000000.00000
1882022.11.29 04:00modify520.101.934071.924071.94707
1892022.11.29 09:40s/l520.101.924071.924071.94707-62.3710775.47
1902022.12.16 04:00buy530.101.919010.000000.00000
1912022.12.16 04:00modify530.101.919011.909011.93201
1922022.12.16 15:40s/l530.101.909011.909011.93201-62.3710713.10
1932022.12.20 04:00sell540.101.918230.000000.00000
1942022.12.20 04:00modify540.101.918231.928231.90523
1952022.12.20 09:10sell550.101.912760.000000.00000
1962022.12.20 09:10modify550.101.912761.916281.90523
1972022.12.20 09:10modify540.101.918231.916281.90523
1982022.12.20 11:05s/l540.101.916281.916281.9052312.2410725.34
1992022.12.20 11:05s/l550.101.916281.916281.90523-22.0910703.25
2002022.12.27 04:00sell560.101.923330.000000.00000
2012022.12.27 04:00modify560.101.923331.933331.91033
2022022.12.27 06:30sell570.101.917830.000000.00000
2032022.12.27 06:30modify570.101.917831.921381.91033
2042022.12.27 06:30modify560.101.923331.921381.91033
2052022.12.27 09:40t/p560.101.910331.921381.9103381.5910784.84
2062022.12.27 09:40t/p570.101.910331.921381.9103347.0710831.91
2072023.01.03 04:00buy580.101.900280.000000.00000
2082023.01.03 04:00modify580.101.900281.890281.91328
2092023.01.03 06:55buy590.101.907650.000000.00000
2102023.01.03 06:55modify590.101.907651.904181.91328
2112023.01.03 06:55modify580.101.900281.904181.91328
2122023.01.03 08:30t/p580.101.913281.904181.9132881.0810912.99
2132023.01.03 08:30t/p590.101.913281.904181.9132835.1210948.11
2142023.01.06 04:00buy600.101.909100.000000.00000
2152023.01.06 04:00modify600.101.909101.899101.92210
2162023.01.06 08:05buy610.101.914380.000000.00000
2172023.01.06 08:05modify610.101.914381.911051.92210
2182023.01.06 08:05modify600.101.909101.911051.92210
2192023.01.06 08:40s/l600.101.911051.911051.9221012.1610960.27
2202023.01.06 08:40s/l610.101.911051.911051.92210-20.7710939.50
2212023.01.09 04:00buy620.101.900590.000000.00000
2222023.01.09 04:00modify620.101.900591.890591.91359
2232023.01.09 09:40buy630.101.906090.000000.00000
2242023.01.09 09:40modify630.101.906091.902541.91359
2252023.01.09 09:40modify620.101.900591.902541.91359
2262023.01.09 09:55s/l620.101.902541.902541.9135912.1610951.66
2272023.01.09 09:55s/l630.101.902541.902541.91359-22.1410929.52
2282023.01.17 04:00buy640.101.905380.000000.00000
2292023.01.17 04:00modify640.101.905381.895381.91838
2302023.01.17 07:33buy650.101.910620.000000.00000
2312023.01.17 07:33modify650.101.910621.907331.91838
2322023.01.17 07:33modify640.101.905381.907331.91838
2332023.01.17 08:30s/l640.101.907331.907331.9183812.1610941.68
2342023.01.17 08:30s/l650.101.907331.907331.91838-20.5210921.16
2352023.01.18 04:00buy660.101.904720.000000.00000
2362023.01.18 04:00modify660.101.904721.894721.91772
2372023.01.18 15:50buy670.101.915310.000000.00000
2382023.01.18 15:50modify670.101.915311.912521.91772
2392023.01.18 15:50modify660.101.904721.912521.91772
2402023.01.18 15:55s/l660.101.912521.912521.9177248.6510969.81
2412023.01.18 15:55s/l670.101.912521.912521.91772-17.4010952.41
2422023.01.31 04:00sell680.101.912890.000000.00000
2432023.01.31 04:00modify680.101.912891.922891.89989
2442023.01.31 19:15sell690.101.905670.000000.00000
2452023.01.31 19:15modify690.101.905671.908991.89989
2462023.01.31 19:15modify680.101.912891.908991.89989
2472023.01.31 20:45sell700.101.907550.000000.00000
2482023.01.31 20:45modify700.101.907551.910941.89989
2492023.01.31 20:50modify700.101.907551.908991.89989
2502023.01.31 21:20s/l680.101.908991.908991.8998924.4810976.89
2512023.01.31 21:20s/l690.101.908991.908991.89989-20.8410956.05
2522023.01.31 21:20s/l700.101.908991.908991.89989-9.0410947.01
2532023.02.14 04:00sell710.101.915530.000000.00000
2542023.02.14 04:00modify710.101.915531.925531.90253
2552023.02.14 10:40s/l710.101.925531.925531.90253-62.7610884.25
2562023.02.16 04:00buy720.101.914280.000000.00000
2572023.02.16 04:00modify720.101.914281.904281.92728
2582023.02.16 15:20buy730.101.919640.000000.00000
2592023.02.16 15:20modify730.101.919641.916231.92728
2602023.02.16 15:20modify720.101.914281.916231.92728
2612023.02.16 16:40s/l720.101.916231.916231.9272812.1710896.42
2622023.02.16 16:40s/l730.101.916231.916231.92728-21.2610875.16
2632023.02.17 04:00sell740.101.920060.000000.00000
2642023.02.17 04:00modify740.101.920061.930061.90706
2652023.02.19 23:40s/l740.101.930061.930061.90706-62.7610812.40
2662023.03.23 04:00buy750.101.963750.000000.00000
2672023.03.23 04:00modify750.101.963751.953751.97675
2682023.03.24 01:05buy760.101.969080.000000.00000
2692023.03.24 01:05modify760.101.969081.965701.97675
2702023.03.24 01:05modify750.101.963751.965701.97675
2712023.03.24 02:05s/l750.101.965701.965701.9767511.7910824.18
2722023.03.24 02:05s/l760.101.965701.965701.97675-21.0810803.10
2732023.03.30 04:00sell770.101.980180.000000.00000
2742023.03.30 04:00modify770.101.980181.990181.96718
2752023.03.30 21:05sell780.101.974890.000000.00000
2762023.03.30 21:05modify780.101.974891.978231.96718
2772023.03.30 21:05modify770.101.980181.978231.96718
2782023.03.30 21:40s/l770.101.978231.978231.9671812.2410815.34
2792023.03.30 21:40s/l780.101.978231.978231.96718-20.9610794.38
2802023.03.31 04:00buy790.101.972170.000000.00000
2812023.03.31 04:00modify790.101.972171.962171.98517
2822023.03.31 08:15buy800.101.979550.000000.00000
2832023.03.31 08:15modify800.101.979551.976071.98517
2842023.03.31 08:15modify790.101.972171.976071.98517
2852023.03.31 08:30s/l790.101.976071.976071.9851724.3310818.71
2862023.03.31 08:30s/l800.101.976071.976071.98517-21.7010797.01