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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1915Ticks modelled43738492Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit599.34Gross profit752.85Gross loss-153.51
Profit factor4.90Expected payoff23.05
Absolute drawdown69.78Maximal drawdown284.50 (2.75%)Relative drawdown2.75% (284.50)
Total trades26Short positions (won %)20 (70.00%)Long positions (won %)6 (83.33%)
Profit trades (% of total)19 (73.08%)Loss trades (% of total)7 (26.92%)
Largestprofit trade94.18loss trade-43.93
Averageprofit trade39.62loss trade-21.93
Maximumconsecutive wins (profit in money)5 (234.50)consecutive losses (loss in money)2 (-58.11)
Maximalconsecutive profit (count of wins)234.50 (5)consecutive loss (count of losses)-58.11 (2)
Averageconsecutive wins3consecutive 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 02:22sell20.101.925220.000000.00000
42022.04.14 02:22modify20.101.925221.928261.91401
52022.04.14 02:22modify10.101.929011.928261.91401
62022.04.14 08:25s/l10.101.928261.928261.914014.7110004.71
72022.04.14 08:25s/l20.101.928261.928261.91401-19.089985.63
82022.05.02 00:00sell30.101.947200.000000.00000
92022.05.02 00:00modify30.101.947201.962201.93220
102022.05.02 14:21sell40.101.943430.000000.00000
112022.05.02 14:21modify40.101.943431.946451.93220
122022.05.02 14:21modify30.101.947201.946451.93220
132022.05.02 14:39s/l30.101.946451.946451.932204.719990.34
142022.05.02 14:39s/l40.101.946451.946451.93220-18.959971.39
152022.05.10 04:00sell50.101.951420.000000.00000
162022.05.10 04:00modify50.101.951421.966421.93642
172022.05.10 07:06sell60.101.947630.000000.00000
182022.05.10 07:06modify60.101.947631.950671.93642
192022.05.10 07:06modify50.101.951421.950671.93642
202022.05.10 07:28s/l50.101.950671.950671.936424.719976.10
212022.05.10 07:28s/l60.101.950671.950671.93642-19.079957.03
222022.06.10 00:00sell70.101.956420.000000.00000
232022.06.10 00:00modify70.101.956421.971421.94142
242022.06.10 01:27sell80.101.952570.000000.00000
252022.06.10 01:27modify80.101.952571.955671.94142
262022.06.10 01:27modify70.101.956421.955671.94142
272022.06.10 05:50sell90.101.948910.000000.00000
282022.06.10 05:50modify90.101.948911.952671.94142
292022.06.10 05:50modify80.101.952571.952671.94142
302022.06.10 05:50modify70.101.956421.952671.94142
312022.06.10 06:57sell100.101.944400.000000.00000
322022.06.10 06:57modify100.101.944401.951171.94142
332022.06.10 06:57modify90.101.948911.951171.94142
342022.06.10 06:57modify80.101.952571.951171.94142
352022.06.10 06:57modify70.101.956421.951171.94142
362022.06.10 07:37t/p70.101.941421.951171.9414294.1410051.17
372022.06.10 07:37t/p80.101.941421.951171.9414269.9810121.15
382022.06.10 07:37t/p90.101.941421.951171.9414247.0110168.16
392022.06.10 07:37t/p100.101.941421.951171.9414218.7010186.86
402022.08.09 04:00buy110.101.922560.000000.00000
412022.08.09 04:00modify110.101.922561.907561.93756
422022.08.09 08:24buy120.101.926400.000000.00000
432022.08.09 08:24modify120.101.926401.923311.93756
442022.08.09 08:24modify110.101.922561.923311.93756
452022.08.09 09:42s/l110.101.923311.923311.937564.6710191.53
462022.08.09 09:42s/l120.101.923311.923311.93756-19.2810172.25
472022.09.07 08:00sell130.101.909420.000000.00000
482022.09.07 08:00modify130.101.909421.924421.89442
492022.09.07 08:50sell140.101.905620.000000.00000
502022.09.07 08:50modify140.101.905621.908671.89442
512022.09.07 08:50modify130.101.909421.908671.89442
522022.09.07 10:00sell150.101.901910.000000.00000
532022.09.07 10:00modify150.101.901911.905671.89442
542022.09.07 10:00modify140.101.905621.905671.89442
552022.09.07 10:00modify130.101.909421.905671.89442
562022.09.07 11:04sell160.101.897170.000000.00000
572022.09.07 11:04modify160.101.897171.904171.89442
582022.09.07 11:04modify150.101.901911.904171.89442
592022.09.07 11:04modify140.101.905621.904171.89442
602022.09.07 11:04modify130.101.909421.904171.89442
612022.09.07 16:26s/l130.101.904171.904171.8944232.9510205.20
622022.09.07 16:26s/l140.101.904171.904171.894429.1010214.30
632022.09.07 16:26s/l150.101.904171.904171.89442-14.1810200.12
642022.09.07 16:26s/l160.101.904171.904171.89442-43.9310156.19
652023.02.02 08:00buy170.101.897350.000000.00000
662023.02.02 08:00modify170.101.897351.882351.91235
672023.02.03 16:43buy180.101.901110.000000.00000
682023.02.03 16:43modify180.101.901111.898101.91235
692023.02.03 16:43modify170.101.897351.898101.91235
702023.02.03 18:10buy190.101.904850.000000.00000
712023.02.03 18:10modify190.101.904851.901101.91235
722023.02.03 18:10modify180.101.901111.901101.91235
732023.02.03 18:10modify170.101.897351.901101.91235
742023.02.06 09:01buy200.101.909360.000000.00000
752023.02.06 09:01modify200.101.909361.902601.91235
762023.02.06 09:01modify190.101.904851.902601.91235
772023.02.06 09:01modify180.101.901111.902601.91235
782023.02.06 09:01modify170.101.897351.902601.91235
792023.02.06 13:13t/p170.101.912351.902601.9123592.8210249.01
802023.02.06 13:13t/p180.101.912351.902601.9123569.7410318.74
812023.02.06 13:13t/p190.101.912351.902601.9123546.4110365.15
822023.02.06 13:13t/p200.101.912351.902601.9123518.6510383.80
832023.02.22 00:00sell210.101.947590.000000.00000
842023.02.22 00:00modify210.101.947591.962591.93259
852023.02.22 01:00sell220.101.943810.000000.00000
862023.02.22 01:00modify220.101.943811.946841.93259
872023.02.22 01:00modify210.101.947591.946841.93259
882023.02.22 01:00s/l210.101.946841.946841.932594.7010388.50
892023.02.22 01:00s/l220.101.946841.946841.93259-19.0210369.48
902023.02.28 04:00sell230.101.956490.000000.00000
912023.02.28 04:00modify230.101.956491.971491.94149
922023.02.28 16:05sell240.101.952700.000000.00000
932023.02.28 16:05modify240.101.952701.955741.94149
942023.02.28 16:05modify230.101.956491.955741.94149
952023.02.28 17:49sell250.101.948900.000000.00000
962023.02.28 17:49modify250.101.948901.952741.94149
972023.02.28 17:49modify240.101.952701.952741.94149
982023.02.28 17:49modify230.101.956491.952741.94149
992023.02.28 21:01sell260.101.944470.000000.00000
1002023.02.28 21:01modify260.101.944471.951241.94149
1012023.02.28 21:01modify250.101.948901.951241.94149
1022023.02.28 21:01modify240.101.952701.951241.94149
1032023.02.28 21:01modify230.101.956491.951241.94149
1042023.03.01 02:23t/p230.101.941491.951241.9414994.1810463.66
1052023.03.01 02:23t/p240.101.941491.951241.9414970.4010534.06
1062023.03.01 02:23t/p250.101.941491.951241.9414946.5510580.60
1072023.03.01 02:23t/p260.101.941491.951241.9414918.7410599.34