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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=65; 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=20; 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 profit1211.40Gross profit1516.11Gross loss-304.71
Profit factor4.98Expected payoff29.55
Absolute drawdown32.59Maximal drawdown194.60 (1.78%)Relative drawdown1.78% (194.60)
Total trades41Short positions (won %)21 (61.90%)Long positions (won %)20 (85.00%)
Profit trades (% of total)30 (73.17%)Loss trades (% of total)11 (26.83%)
Largestprofit trade94.21loss trade-37.66
Averageprofit trade50.54loss trade-27.70
Maximumconsecutive wins (profit in money)16 (837.60)consecutive losses (loss in money)3 (-104.25)
Maximalconsecutive profit (count of wins)837.60 (16)consecutive loss (count of losses)-104.25 (3)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.04.11 00:00sell10.101.906730.000000.00000
22022.04.11 00:00modify10.101.906731.912731.89173
32022.04.12 13:35sell20.101.899060.000000.00000
42022.04.12 13:35modify20.101.899061.903731.89173
52022.04.12 13:35modify10.101.906731.903731.89173
62022.04.12 20:35sell30.101.896960.000000.00000
72022.04.12 20:35modify30.101.896961.901481.89173
82022.04.12 20:35modify20.101.899061.901481.89173
92022.04.12 20:35modify10.101.906731.901481.89173
102022.04.13 00:55sell40.101.897480.000000.00000
112022.04.13 00:55modify40.101.897481.899981.89173
122022.04.13 00:55modify40.101.897481.901481.89173
132022.04.13 02:05t/p10.101.891731.901481.8917394.2110094.21
142022.04.13 02:05t/p20.101.891731.901481.8917346.0410140.25
152022.04.13 02:05t/p30.101.891731.901481.8917332.8610173.11
162022.04.13 02:05t/p40.101.891731.901481.8917336.0810209.19
172022.04.18 04:00sell50.101.935630.000000.00000
182022.04.18 04:00modify50.101.935631.941631.92063
192022.04.19 04:40sell60.101.928090.000000.00000
202022.04.19 04:40modify60.101.928091.932631.92063
212022.04.19 04:40modify50.101.935631.932631.92063
222022.04.19 10:30s/l50.101.932631.932631.9206318.8610228.05
232022.04.19 10:30s/l60.101.932631.932631.92063-28.5010199.55
242022.04.29 16:00sell70.101.940020.000000.00000
252022.04.29 16:00modify70.101.940021.946021.92502
262022.04.29 16:40s/l70.101.946021.946021.92502-37.6510161.90
272022.06.02 16:00buy80.101.917250.000000.00000
282022.06.02 16:00modify80.101.917251.911251.93225
292022.06.06 06:50buy90.101.925020.000000.00000
302022.06.06 06:50modify90.101.925021.920251.93225
312022.06.06 06:50modify80.101.917251.920251.93225
322022.06.06 14:30buy100.101.926520.000000.00000
332022.06.06 14:30modify100.101.926521.924001.93225
342022.06.06 14:30modify90.101.925021.924001.93225
352022.06.06 14:30modify80.101.917251.924001.93225
362022.06.06 18:40t/p80.101.932251.924001.9322592.8110254.70
372022.06.06 18:40t/p90.101.932251.924001.9322545.0910299.79
382022.06.06 18:40t/p100.101.932251.924001.9322535.7310335.52
392022.07.01 04:00sell110.101.960390.000000.00000
402022.07.01 04:00modify110.101.960391.966391.94539
412022.07.01 12:20sell120.101.952840.000000.00000
422022.07.01 12:20modify120.101.952841.957391.94539
432022.07.01 12:20modify110.101.960391.957391.94539
442022.07.01 12:40sell130.101.950350.000000.00000
452022.07.01 12:40modify130.101.950351.955141.94539
462022.07.01 12:40modify120.101.952841.955141.94539
472022.07.01 12:40modify110.101.960391.955141.94539
482022.07.01 12:55sell140.101.951180.000000.00000
492022.07.01 12:55modify140.101.951181.953641.94539
502022.07.01 13:00modify140.101.951181.955141.94539
512022.07.01 13:40t/p110.101.945391.955141.9453994.1410429.66
522022.07.01 13:40t/p120.101.945391.955141.9453946.7510476.41
532022.07.01 13:40t/p130.101.945391.955141.9453931.1310507.54
542022.07.01 13:40t/p140.101.945391.955141.9453936.3410543.88
552022.07.18 00:00buy150.101.921470.000000.00000
562022.07.18 00:00modify150.101.921471.915471.93647
572022.07.18 04:40buy160.101.929200.000000.00000
582022.07.18 04:40modify160.101.929201.924471.93647
592022.07.18 04:40modify150.101.921471.924471.93647
602022.07.18 05:20buy170.101.930490.000000.00000
612022.07.18 05:20modify170.101.930491.928221.93647
622022.07.18 05:20modify160.101.929201.928221.93647
632022.07.18 05:20modify150.101.921471.928221.93647
642022.07.18 06:55buy180.101.931460.000000.00000
652022.07.18 06:55modify180.101.931461.926721.93647
662022.07.18 06:55modify170.101.930491.926721.93647
672022.07.18 06:55modify160.101.929201.926721.93647
682022.07.18 06:55modify150.101.921471.926721.93647
692022.07.18 08:40t/p150.101.936471.926721.9364793.5510637.43
702022.07.18 08:40t/p160.101.936471.926721.9364745.3410682.77
712022.07.18 08:40t/p170.101.936471.926721.9364737.2910720.06
722022.07.18 08:40t/p180.101.936471.926721.9364731.2410751.30
732022.07.22 12:00buy190.101.908580.000000.00000
742022.07.22 12:00modify190.101.908581.902581.92358
752022.07.22 14:40buy200.101.918460.000000.00000
762022.07.22 14:40modify200.101.918461.913831.92358
772022.07.22 14:40modify190.101.908581.913831.92358
782022.07.22 14:55buy210.101.917640.000000.00000
792022.07.22 14:55modify210.101.917641.915331.92358
802022.07.22 15:00modify210.101.917641.913831.92358
812022.07.22 15:45buy220.101.916300.000000.00000
822022.07.22 15:45modify220.101.916301.911581.92358
832022.07.22 15:50modify220.101.916301.913831.92358
842022.07.25 00:30t/p190.101.923581.913831.9235893.1910844.49
852022.07.25 00:30t/p200.101.923581.913831.9235831.5610876.05
862022.07.25 00:30t/p210.101.923581.913831.9235836.6810912.73
872022.07.25 00:30t/p220.101.923581.913831.9235845.0410957.76
882022.08.25 12:00buy230.101.898510.000000.00000
892022.08.25 12:00modify230.101.898511.892511.91351
902022.08.26 01:40buy240.101.907660.000000.00000
912022.08.26 01:40modify240.101.907661.905261.91351
922022.08.26 01:40modify230.101.898511.905261.91351
932022.08.26 02:06s/l230.101.905261.905261.9135141.7310999.49
942022.08.26 02:06s/l240.101.905261.905261.91351-14.9710984.52
952022.08.30 12:00buy250.101.897230.000000.00000
962022.08.30 12:00modify250.101.897231.891231.91223
972022.09.01 04:40buy260.101.904870.000000.00000
982022.09.01 04:40modify260.101.904871.900231.91223
992022.09.01 04:40modify250.101.897231.900231.91223
1002022.09.01 05:40s/l250.101.900231.900231.9122317.2211001.74
1012022.09.01 05:40s/l260.101.900231.900231.91223-28.9410972.80
1022022.09.13 08:00sell270.101.909770.000000.00000
1032022.09.13 08:00modify270.101.909771.915771.89477
1042022.09.13 13:40s/l270.101.915771.915771.89477-37.6510935.15
1052022.10.13 12:00sell280.102.000470.000000.00000
1062022.10.13 12:00modify280.102.000472.006471.98547
1072022.10.13 12:20s/l280.102.006472.006471.98547-37.6610897.49
1082023.01.12 12:00sell290.101.915350.000000.00000
1092023.01.12 12:00modify290.101.915351.921351.90035
1102023.01.12 13:40sell300.101.906340.000000.00000
1112023.01.12 13:40modify300.101.906341.908601.90035
1122023.01.12 13:40modify290.101.915351.908601.90035
1132023.01.12 13:55s/l290.101.908601.908601.9003542.3710939.86
1142023.01.12 13:55s/l300.101.908601.908601.90035-14.1810925.68
1152023.01.31 12:00sell310.101.917060.000000.00000
1162023.01.31 12:00modify310.101.917061.923061.90206
1172023.01.31 13:40sell320.101.907270.000000.00000
1182023.01.31 13:40modify320.101.907271.911811.90206
1192023.01.31 13:40modify310.101.917061.911811.90206
1202023.01.31 13:50sell330.101.907990.000000.00000
1212023.01.31 13:50modify330.101.907991.910311.90206
1222023.01.31 13:55s/l330.101.910311.910311.90206-14.5610911.12
1232023.01.31 14:35sell340.101.909300.000000.00000
1242023.01.31 14:35modify340.101.909301.914061.90206
1252023.01.31 14:40modify340.101.909301.911811.90206
1262023.01.31 15:40t/p310.101.902061.911811.9020694.1411005.26
1272023.01.31 15:40t/p320.101.902061.911811.9020632.7011037.96
1282023.01.31 15:40t/p340.101.902061.911811.9020645.4411083.40
1292023.02.13 12:00buy350.101.902650.000000.00000
1302023.02.13 12:00modify350.101.902651.896651.91765
1312023.02.14 00:25buy360.101.910250.000000.00000
1322023.02.14 00:25modify360.101.910251.905651.91765
1332023.02.14 00:25modify350.101.902651.905651.91765
1342023.02.14 01:40buy370.101.911690.000000.00000
1352023.02.14 01:40modify370.101.911691.909401.91765
1362023.02.14 01:40modify360.101.910251.909401.91765
1372023.02.14 01:40modify350.101.902651.909401.91765
1382023.02.14 03:15t/p350.101.917651.909401.9176593.1811176.58
1392023.02.14 03:15t/p360.101.917651.909401.9176546.1511222.73
1402023.02.14 03:15t/p370.101.917651.909401.9176537.1711259.90
1412023.02.21 12:00sell380.101.939140.000000.00000
1422023.02.21 12:00modify380.101.939141.945141.92414
1432023.02.21 15:30s/l380.101.945141.945141.92414-37.6611222.24
1442023.03.20 12:00sell390.101.956900.000000.00000
1452023.03.20 12:00modify390.101.956901.962901.94190
1462023.03.20 15:40s/l390.101.962901.962901.94190-37.6611184.58
1472023.03.29 04:00buy400.101.969290.000000.00000
1482023.03.29 04:00modify400.101.969291.963291.98429
1492023.03.29 08:40buy410.101.978490.000000.00000
1502023.03.29 08:40modify410.101.978491.976041.98429
1512023.03.29 08:40modify400.101.969291.976041.98429
1522023.03.29 09:15s/l400.101.976041.976041.9842942.1011226.68
1532023.03.29 09:15s/l410.101.976041.976041.98429-15.2811211.40