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=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=9; 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 profit958.61Gross profit1050.75Gross loss-92.14
Profit factor11.40Expected payoff36.87
Absolute drawdown80.63Maximal drawdown180.48 (1.65%)Relative drawdown1.65% (180.48)
Total trades26Short positions (won %)19 (78.95%)Long positions (won %)7 (100.00%)
Profit trades (% of total)22 (84.62%)Loss trades (% of total)4 (15.38%)
Largestprofit trade94.25loss trade-34.64
Averageprofit trade47.76loss trade-23.04
Maximumconsecutive wins (profit in money)19 (970.65)consecutive losses (loss in money)2 (-33.02)
Maximalconsecutive profit (count of wins)970.65 (19)consecutive loss (count of losses)-34.64 (1)
Averageconsecutive wins6consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.04.14 00:00sell10.101.929010.000000.00000
22022.04.14 00:00modify10.101.929011.941011.91401
32022.04.14 13:20sell20.101.921990.000000.00000
42022.04.14 13:20modify20.101.921991.927511.91401
52022.04.14 13:20modify10.101.929011.927511.91401
62022.04.14 15:40s/l10.101.927511.927511.914019.4210009.42
72022.04.14 15:40s/l20.101.927511.927511.91401-34.649974.78
82022.05.02 00:00sell30.101.947200.000000.00000
92022.05.02 00:00modify30.101.947201.959201.93220
102022.05.02 21:35sell40.101.940430.000000.00000
112022.05.02 21:35modify40.101.940431.945701.93220
122022.05.02 21:35modify30.101.947201.945701.93220
132022.05.03 01:15sell50.101.935200.000000.00000
142022.05.03 01:15modify50.101.935201.940451.93220
152022.05.03 01:15modify40.101.940431.940451.93220
162022.05.03 01:15modify30.101.947201.940451.93220
172022.05.03 03:40s/l30.101.940451.940451.9322042.4110017.19
182022.05.03 03:40s/l40.101.940451.940451.93220-0.0810017.10
192022.05.03 03:40s/l50.101.940451.940451.93220-32.949984.16
202022.05.10 04:00sell60.101.951420.000000.00000
212022.05.10 04:00modify60.101.951421.963421.93642
222022.05.11 11:15sell70.101.943020.000000.00000
232022.05.11 11:15modify70.101.943021.946921.93642
242022.05.11 11:15modify60.101.951421.946921.93642
252022.05.11 11:30s/l60.101.946921.946921.9364228.2810012.44
262022.05.11 11:30s/l70.101.946921.946921.93642-24.489987.96
272022.08.15 00:00buy80.101.880930.000000.00000
282022.08.15 00:00modify80.101.880931.868931.89593
292022.08.15 04:40buy90.101.887930.000000.00000
302022.08.15 04:40modify90.101.887931.882431.89593
312022.08.15 04:40modify80.101.880931.882431.89593
322022.08.15 05:40buy100.101.889320.000000.00000
332022.08.15 05:40modify100.101.889321.885431.89593
342022.08.15 05:40modify90.101.887931.885431.89593
352022.08.15 05:40modify80.101.880931.885431.89593
362022.08.15 08:10buy110.101.893080.000000.00000
372022.08.15 08:10modify110.101.893081.887681.89593
382022.08.15 08:10modify100.101.889321.887681.89593
392022.08.15 08:10modify90.101.887931.887681.89593
402022.08.15 08:10modify80.101.880931.887681.89593
412022.08.15 09:15t/p80.101.895931.887681.8959393.5610081.52
422022.08.15 09:15t/p90.101.895931.887681.8959349.9010131.42
432022.08.15 09:15t/p100.101.895931.887681.8959341.2310172.65
442022.08.15 09:15t/p110.101.895931.887681.8959317.7810190.43
452022.09.07 08:00sell120.101.909420.000000.00000
462022.09.07 08:00modify120.101.909421.921421.89442
472022.09.07 09:50sell130.101.902640.000000.00000
482022.09.07 09:50modify130.101.902641.907921.89442
492022.09.07 09:50modify120.101.909421.907921.89442
502022.09.07 10:30sell140.101.901110.000000.00000
512022.09.07 10:30modify140.101.901111.904921.89442
522022.09.07 10:30modify130.101.902641.904921.89442
532022.09.07 10:30modify120.101.909421.904921.89442
542022.09.07 20:05sell150.101.897400.000000.00000
552022.09.07 20:05modify150.101.897401.902671.89442
562022.09.07 20:05modify140.101.901111.902671.89442
572022.09.07 20:05modify130.101.902641.902671.89442
582022.09.07 20:05modify120.101.909421.902671.89442
592022.09.07 21:15t/p120.101.894421.902671.8944294.1410284.57
602022.09.07 21:15t/p130.101.894421.902671.8944251.5910336.16
612022.09.07 21:15t/p140.101.894421.902671.8944241.9910378.15
622022.09.07 21:15t/p150.101.894421.902671.8944218.7010396.85
632023.02.03 04:00buy160.101.887980.000000.00000
642023.02.03 04:00modify160.101.887981.875981.90298
652023.02.03 14:50buy170.101.900100.000000.00000
662023.02.03 14:50modify170.101.900101.894731.90298
672023.02.03 14:50modify160.101.887981.894731.90298
682023.02.03 15:10buy180.101.896420.000000.00000
692023.02.03 15:10modify180.101.896421.892481.90298
702023.02.03 15:15modify180.101.896421.894731.90298
712023.02.03 17:15t/p160.101.902981.894731.9029893.5610490.41
722023.02.03 17:15t/p170.101.902981.894731.9029817.9710508.38
732023.02.03 17:15t/p180.101.902981.894731.9029840.9210549.30
742023.02.22 00:00sell190.101.947590.000000.00000
752023.02.22 00:00modify190.101.947591.959591.93259
762023.02.22 06:40sell200.101.940580.000000.00000
772023.02.22 06:40modify200.101.940581.946091.93259
782023.02.22 06:40modify190.101.947591.946091.93259
792023.02.22 13:05sell210.101.939180.000000.00000
802023.02.22 13:05modify210.101.939181.943091.93259
812023.02.22 13:05modify200.101.940581.943091.93259
822023.02.22 13:05modify190.101.947591.943091.93259
832023.02.22 15:59sell220.101.935540.000000.00000
842023.02.22 15:59modify220.101.935541.940841.93259
852023.02.22 15:59modify210.101.939181.940841.93259
862023.02.22 15:59modify200.101.940581.940841.93259
872023.02.22 15:59modify190.101.947591.940841.93259
882023.02.23 01:40t/p190.101.932591.940841.9325994.2510643.55
892023.02.23 01:40t/p200.101.932591.940841.9325950.2610693.82
902023.02.23 01:40t/p210.101.932591.940841.9325941.4710735.29
912023.02.23 01:40t/p220.101.932591.940841.9325918.6310753.92
922023.02.28 04:00sell230.101.956490.000000.00000
932023.02.28 04:00modify230.101.956491.968491.94149
942023.02.28 17:30sell240.101.949740.000000.00000
952023.02.28 17:30modify240.101.949741.954991.94149
962023.02.28 17:30modify230.101.956491.954991.94149
972023.02.28 17:40sell250.101.948100.000000.00000
982023.02.28 17:40modify250.101.948101.951991.94149
992023.02.28 17:40modify240.101.949741.951991.94149
1002023.02.28 17:40modify230.101.956491.951991.94149
1012023.02.28 22:35sell260.101.944220.000000.00000
1022023.02.28 22:35modify260.101.944221.949741.94149
1032023.02.28 22:35modify250.101.948101.949741.94149
1042023.02.28 22:35modify240.101.949741.949741.94149
1052023.02.28 22:35modify230.101.956491.949741.94149
1062023.03.01 02:40t/p230.101.941491.949741.9414994.1810848.10
1072023.03.01 02:40t/p240.101.941491.949741.9414951.8210899.92
1082023.03.01 02:40t/p250.101.941491.949741.9414941.5310941.44
1092023.03.01 02:40t/p260.101.941491.949741.9414917.1710958.61