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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=0; 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 test2615Ticks modelled80075Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1002.72Gross profit1087.12Gross loss-84.40
Profit factor12.88Expected payoff38.57
Absolute drawdown71.03Maximal drawdown180.48 (1.64%)Relative drawdown1.64% (180.48)
Total trades26Short positions (won %)22 (86.36%)Long positions (won %)4 (75.00%)
Profit trades (% of total)22 (84.62%)Loss trades (% of total)4 (15.38%)
Largestprofit trade94.25loss trade-24.41
Averageprofit trade49.41loss trade-21.10
Maximumconsecutive wins (profit in money)14 (822.67)consecutive losses (loss in money)1 (-24.41)
Maximalconsecutive profit (count of wins)822.67 (14)consecutive loss (count of losses)-24.41 (1)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.04.14 00:00sell10.101.929010.000000.00000
22022.04.14 00:00modify10.101.929011.944011.91401
32022.04.14 02:40sell20.101.925020.000000.00000
42022.04.14 02:40modify20.101.925021.928261.91401
52022.04.14 02:40modify10.101.929011.928261.91401
62022.04.14 08:40s/l10.101.928261.928261.914014.7110004.71
72022.04.14 08:40s/l20.101.928261.928261.91401-20.339984.38
82022.05.02 00:00sell30.101.947200.000000.00000
92022.05.02 00:00modify30.101.947201.962201.93220
102022.05.02 19:40sell40.101.939560.000000.00000
112022.05.02 19:40modify40.101.939561.943451.93220
122022.05.02 19:40modify30.101.947201.943451.93220
132022.05.02 22:33s/l30.101.943451.943451.9322023.5410007.92
142022.05.02 22:33s/l40.101.943451.943451.93220-24.419983.51
152022.05.10 04:00sell50.101.951420.000000.00000
162022.05.10 04:00modify50.101.951421.966421.93642
172022.05.10 07:15sell60.101.947490.000000.00000
182022.05.10 07:15modify60.101.947491.950671.93642
192022.05.10 07:15modify50.101.951421.950671.93642
202022.05.10 07:30s/l50.101.950671.950671.936424.719988.22
212022.05.10 07:30s/l60.101.950671.950671.93642-19.959968.27
222022.06.10 00:00sell70.101.956420.000000.00000
232022.06.10 00:00modify70.101.956421.971421.94142
242022.06.10 01:30sell80.101.952650.000000.00000
252022.06.10 01:30modify80.101.952651.955671.94142
262022.06.10 01:30modify70.101.956421.955671.94142
272022.06.10 05:40sell90.101.948620.000000.00000
282022.06.10 05:40modify90.101.948621.952671.94142
292022.06.10 05:40modify80.101.952651.952671.94142
302022.06.10 05:40modify70.101.956421.952671.94142
312022.06.10 06:50sell100.101.944130.000000.00000
322022.06.10 06:50modify100.101.944131.951171.94142
332022.06.10 06:50modify90.101.948621.951171.94142
342022.06.10 06:50modify80.101.952651.951171.94142
352022.06.10 06:50modify70.101.956421.951171.94142
362022.06.10 07:40t/p70.101.941421.951171.9414294.1410062.41
372022.06.10 07:40t/p80.101.941421.951171.9414270.4810132.89
382022.06.10 07:40t/p90.101.941421.951171.9414245.1910178.08
392022.06.10 07:40t/p100.101.941421.951171.9414217.0110195.09
402022.08.09 04:00buy110.101.922560.000000.00000
412022.08.09 04:00modify110.101.922561.907561.93756
422022.08.09 14:35buy120.101.926470.000000.00000
432022.08.09 14:35modify120.101.926471.923311.93756
442022.08.09 14:35modify110.101.922561.923311.93756
452022.08.09 14:40s/l110.101.923311.923311.937564.6710199.76
462022.08.09 14:40s/l120.101.923311.923311.93756-19.7110180.05
472022.09.07 08:00sell130.101.909420.000000.00000
482022.09.07 08:00modify130.101.909421.924421.89442
492022.09.07 08:50sell140.101.905670.000000.00000
502022.09.07 08:50modify140.101.905671.908671.89442
512022.09.07 08:50modify130.101.909421.908671.89442
522022.09.07 16:30sell150.101.901760.000000.00000
532022.09.07 16:30modify150.101.901761.905671.89442
542022.09.07 16:30modify140.101.905671.905671.89442
552022.09.07 16:30modify130.101.909421.905671.89442
562022.09.07 20:05sell160.101.897400.000000.00000
572022.09.07 20:05modify160.101.897401.904171.89442
582022.09.07 20:05modify150.101.901761.904171.89442
592022.09.07 20:05modify140.101.905671.904171.89442
602022.09.07 20:05modify130.101.909421.904171.89442
612022.09.07 21:15t/p130.101.894421.904171.8944294.1410274.19
622022.09.07 21:15t/p140.101.894421.904171.8944270.6010344.79
632022.09.07 21:15t/p150.101.894421.904171.8944246.0710390.86
642022.09.07 21:15t/p160.101.894421.904171.8944218.7010409.56
652023.02.02 08:00buy170.101.897350.000000.00000
662023.02.02 08:00modify170.101.897351.882351.91235
672023.02.03 18:50buy180.101.905020.000000.00000
682023.02.03 18:50modify180.101.905021.901101.91235
692023.02.03 18:50modify170.101.897351.901101.91235
702023.02.06 13:30t/p170.101.912351.901101.9123592.8210502.38
712023.02.06 13:30t/p180.101.912351.901101.9123545.3510547.72
722023.02.22 00:00sell190.101.947590.000000.00000
732023.02.22 00:00modify190.101.947591.962591.93259
742023.02.22 05:40sell200.101.943710.000000.00000
752023.02.22 05:40modify200.101.943711.946841.93259
762023.02.22 05:40modify190.101.947591.946841.93259
772023.02.22 12:20sell210.101.939850.000000.00000
782023.02.22 12:20modify210.101.939851.943841.93259
792023.02.22 12:20modify200.101.943711.943841.93259
802023.02.22 12:20modify190.101.947591.943841.93259
812023.02.22 15:59sell220.101.935540.000000.00000
822023.02.22 15:59modify220.101.935541.942341.93259
832023.02.22 15:59modify210.101.939851.942341.93259
842023.02.22 15:59modify200.101.943711.942341.93259
852023.02.22 15:59modify190.101.947591.942341.93259
862023.02.23 01:40t/p190.101.932591.942341.9325994.2510641.98
872023.02.23 01:40t/p200.101.932591.942341.9325969.9010711.88
882023.02.23 01:40t/p210.101.932591.942341.9325945.6810757.56
892023.02.23 01:40t/p220.101.932591.942341.9325918.6310776.19
902023.02.28 04:00sell230.101.956490.000000.00000
912023.02.28 04:00modify230.101.956491.971491.94149
922023.02.28 16:55sell240.101.952520.000000.00000
932023.02.28 16:55modify240.101.952521.955741.94149
942023.02.28 16:55modify230.101.956491.955741.94149
952023.02.28 18:30sell250.101.948800.000000.00000
962023.02.28 18:30modify250.101.948801.952741.94149
972023.02.28 18:30modify240.101.952521.952741.94149
982023.02.28 18:30modify230.101.956491.952741.94149
992023.02.28 22:35sell260.101.944220.000000.00000
1002023.02.28 22:35modify260.101.944221.951241.94149
1012023.02.28 22:35modify250.101.948801.951241.94149
1022023.02.28 22:35modify240.101.952521.951241.94149
1032023.02.28 22:35modify230.101.956491.951241.94149
1042023.03.01 02:40t/p230.101.941491.951241.9414994.1810870.37
1052023.03.01 02:40t/p240.101.941491.951241.9414969.2710939.64
1062023.03.01 02:40t/p250.101.941491.951241.9414945.9210985.56
1072023.03.01 02:40t/p260.101.941491.951241.9414917.1711002.72