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=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 test1915Ticks modelled43738492Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1273.29Gross profit1623.50Gross loss-350.21
Profit factor4.64Expected payoff27.09
Absolute drawdown32.59Maximal drawdown194.60 (1.78%)Relative drawdown1.78% (194.60)
Total trades47Short positions (won %)23 (60.87%)Long positions (won %)24 (79.17%)
Profit trades (% of total)33 (70.21%)Loss trades (% of total)14 (29.79%)
Largestprofit trade94.21loss trade-37.66
Averageprofit trade49.20loss trade-25.02
Maximumconsecutive wins (profit in money)17 (880.59)consecutive losses (loss in money)4 (-104.17)
Maximalconsecutive profit (count of wins)880.59 (17)consecutive loss (count of losses)-104.17 (4)
Averageconsecutive wins6consecutive 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 12:30sell20.101.899210.000000.00000
42022.04.12 12:30modify20.101.899211.903731.89173
52022.04.12 12:30modify10.101.906731.903731.89173
62022.04.12 12:47sell30.101.897720.000000.00000
72022.04.12 12:47modify30.101.897721.899981.89173
82022.04.12 12:47modify20.101.899211.899981.89173
92022.04.12 12:47modify10.101.906731.899981.89173
102022.04.12 12:55sell40.101.896890.000000.00000
112022.04.12 12:55modify40.101.896891.901481.89173
122022.04.12 12:55modify30.101.897721.901481.89173
132022.04.12 12:55modify20.101.899211.901481.89173
142022.04.12 12:55modify10.101.906731.901481.89173
152022.04.13 02:00t/p10.101.891731.901481.8917394.2110094.21
162022.04.13 02:00t/p20.101.891731.901481.8917346.9810141.19
172022.04.13 02:00t/p30.101.891731.901481.8917337.6310178.82
182022.04.13 02:00t/p40.101.891731.901481.8917332.4210211.24
192022.04.18 04:00sell50.101.935630.000000.00000
202022.04.18 04:00modify50.101.935631.941631.92063
212022.04.19 04:59sell60.101.928090.000000.00000
222022.04.19 04:59modify60.101.928091.932631.92063
232022.04.19 04:59modify50.101.935631.932631.92063
242022.04.19 08:00sell70.101.926610.000000.00000
252022.04.19 08:00modify70.101.926611.928881.92063
262022.04.19 08:00modify60.101.928091.928881.92063
272022.04.19 08:00modify50.101.935631.928881.92063
282022.04.19 08:07sell80.101.925840.000000.00000
292022.04.19 08:07modify80.101.925841.930381.92063
302022.04.19 08:07modify70.101.926611.930381.92063
312022.04.19 08:07modify60.101.928091.930381.92063
322022.04.19 08:07modify50.101.935631.930381.92063
332022.04.19 09:20s/l50.101.930381.930381.9206332.9910244.22
342022.04.19 09:20s/l60.101.930381.930381.92063-14.3710229.85
352022.04.19 09:20s/l70.101.930381.930381.92063-23.6610206.19
362022.04.19 09:20s/l80.101.930381.930381.92063-28.4910177.70
372022.04.29 16:00sell90.101.940020.000000.00000
382022.04.29 16:00modify90.101.940021.946021.92502
392022.04.29 16:54s/l90.101.946021.946021.92502-37.6510140.05
402022.06.02 16:00buy100.101.917250.000000.00000
412022.06.02 16:00modify100.101.917251.911251.93225
422022.06.06 06:46buy110.101.924760.000000.00000
432022.06.06 06:46modify110.101.924761.920251.93225
442022.06.06 06:46modify100.101.917251.920251.93225
452022.06.06 14:39buy120.101.926250.000000.00000
462022.06.06 14:39modify120.101.926251.924001.93225
472022.06.06 14:39modify110.101.924761.924001.93225
482022.06.06 14:39modify100.101.917251.924001.93225
492022.06.06 14:43buy130.101.927020.000000.00000
502022.06.06 14:43modify130.101.927021.922501.93225
512022.06.06 14:43modify120.101.926251.922501.93225
522022.06.06 14:43modify110.101.924761.922501.93225
532022.06.06 14:43modify100.101.917251.922501.93225
542022.06.06 18:51t/p100.101.932251.922501.9322592.8110232.86
552022.06.06 18:51t/p110.101.932251.922501.9322546.7110279.57
562022.06.06 18:51t/p120.101.932251.922501.9322537.4210316.99
572022.06.06 18:51t/p130.101.932251.922501.9322532.6210349.61
582022.07.01 04:00sell140.101.960390.000000.00000
592022.07.01 04:00modify140.101.960391.966391.94539
602022.07.01 11:27sell150.101.952870.000000.00000
612022.07.01 11:27modify150.101.952871.957391.94539
622022.07.01 11:27modify140.101.960391.957391.94539
632022.07.01 11:37sell160.101.951300.000000.00000
642022.07.01 11:37modify160.101.951301.953641.94539
652022.07.01 11:37modify150.101.952871.953641.94539
662022.07.01 11:37modify140.101.960391.953641.94539
672022.07.01 11:41sell170.101.950640.000000.00000
682022.07.01 11:41modify170.101.950641.955141.94539
692022.07.01 11:41modify160.101.951301.955141.94539
702022.07.01 11:41modify150.101.952871.955141.94539
712022.07.01 11:41modify140.101.960391.955141.94539
722022.07.01 13:55t/p140.101.945391.955141.9453994.1410443.75
732022.07.01 13:55t/p150.101.945391.955141.9453946.9410490.69
742022.07.01 13:55t/p160.101.945391.955141.9453937.0910527.78
752022.07.01 13:55t/p170.101.945391.955141.9453932.9510560.73
762022.07.18 00:00buy180.101.921470.000000.00000
772022.07.18 00:00modify180.101.921471.915471.93647
782022.07.18 04:29buy190.101.929020.000000.00000
792022.07.18 04:29modify190.101.929021.924471.93647
802022.07.18 04:29modify180.101.921471.924471.93647
812022.07.18 05:33buy200.101.930530.000000.00000
822022.07.18 05:33modify200.101.930531.928221.93647
832022.07.18 05:33modify190.101.929021.928221.93647
842022.07.18 05:33modify180.101.921471.928221.93647
852022.07.18 05:45buy210.101.931250.000000.00000
862022.07.18 05:45modify210.101.931251.926721.93647
872022.07.18 05:45modify200.101.930531.926721.93647
882022.07.18 05:45modify190.101.929021.926721.93647
892022.07.18 05:45modify180.101.921471.926721.93647
902022.07.18 08:04t/p180.101.936471.926721.9364793.5510654.28
912022.07.18 08:04t/p190.101.936471.926721.9364746.4610700.74
922022.07.18 08:04t/p200.101.936471.926721.9364737.0410737.78
932022.07.18 08:04t/p210.101.936471.926721.9364732.5510770.33
942022.07.22 12:00buy220.101.908580.000000.00000
952022.07.22 12:00modify220.101.908581.902581.92358
962022.07.22 14:19buy230.101.916080.000000.00000
972022.07.22 14:19modify230.101.916081.911581.92358
982022.07.22 14:19modify220.101.908581.911581.92358
992022.07.22 14:55buy240.101.917620.000000.00000
1002022.07.22 14:55modify240.101.917621.915331.92358
1012022.07.22 14:55modify230.101.916081.915331.92358
1022022.07.22 14:55modify220.101.908581.915331.92358
1032022.07.22 14:56buy250.101.918360.000000.00000
1042022.07.22 14:56modify250.101.918361.913831.92358
1052022.07.22 14:56modify240.101.917621.913831.92358
1062022.07.22 14:56modify230.101.916081.913831.92358
1072022.07.22 14:56modify220.101.908581.913831.92358
1082022.07.25 00:06t/p220.101.923581.913831.9235893.1910863.52
1092022.07.25 00:06t/p230.101.923581.913831.9235846.4110909.93
1102022.07.25 00:06t/p240.101.923581.913831.9235836.8010946.72
1112022.07.25 00:06t/p250.101.923581.913831.9235832.1910978.91
1122022.08.25 12:00buy260.101.898510.000000.00000
1132022.08.25 12:00modify260.101.898511.892511.91351
1142022.08.26 01:27buy270.101.906180.000000.00000
1152022.08.26 01:27modify270.101.906181.901511.91351
1162022.08.26 01:27modify260.101.898511.901511.91351
1172022.08.26 01:44buy280.101.907540.000000.00000
1182022.08.26 01:44modify280.101.907541.905261.91351
1192022.08.26 01:44modify270.101.906181.905261.91351
1202022.08.26 01:44modify260.101.898511.905261.91351
1212022.08.26 01:50s/l260.101.905261.905261.9135141.7311020.64
1222022.08.26 01:50s/l270.101.905261.905261.91351-5.7311014.91
1232022.08.26 01:50s/l280.101.905261.905261.91351-14.2211000.69
1242022.08.30 12:00buy290.101.897230.000000.00000
1252022.08.30 12:00modify290.101.897231.891231.91223
1262022.09.01 04:43buy300.101.904760.000000.00000
1272022.09.01 04:43modify300.101.904761.900231.91223
1282022.09.01 04:43modify290.101.897231.900231.91223
1292022.09.01 05:53s/l290.101.900231.900231.9122317.2211017.91
1302022.09.01 05:53s/l300.101.900231.900231.91223-28.2610989.65
1312022.09.13 08:00sell310.101.909770.000000.00000
1322022.09.13 08:00modify310.101.909771.915771.89477
1332022.09.13 13:09s/l310.101.915771.915771.89477-37.6510952.00
1342022.10.13 12:00sell320.102.000470.000000.00000
1352022.10.13 12:00modify320.102.000472.006471.98547
1362022.10.13 12:30s/l320.102.006472.006471.98547-37.6610914.34
1372023.01.12 12:00sell330.101.915350.000000.00000
1382023.01.12 12:00modify330.101.915351.921351.90035
1392023.01.12 13:29sell340.101.907850.000000.00000
1402023.01.12 13:29modify340.101.907851.912351.90035
1412023.01.12 13:29modify330.101.915351.912351.90035
1422023.01.12 13:30s/l330.101.912351.912351.9003518.8310933.17
1432023.01.12 13:30s/l340.101.912351.912351.90035-28.2410904.93
1442023.01.31 12:00sell350.101.917060.000000.00000
1452023.01.31 12:00modify350.101.917061.923061.90206
1462023.01.31 13:32sell360.101.909520.000000.00000
1472023.01.31 13:32modify360.101.909521.914061.90206
1482023.01.31 13:32modify350.101.917061.914061.90206
1492023.01.31 13:36sell370.101.908060.000000.00000
1502023.01.31 13:36modify370.101.908061.910311.90206
1512023.01.31 13:36modify360.101.909521.910311.90206
1522023.01.31 13:36modify350.101.917061.910311.90206
1532023.01.31 13:37sell380.101.907300.000000.00000
1542023.01.31 13:37modify380.101.907301.911811.90206
1552023.01.31 13:37modify370.101.908061.911811.90206
1562023.01.31 13:37modify360.101.909521.911811.90206
1572023.01.31 13:37modify350.101.917061.911811.90206
1582023.01.31 15:50t/p350.101.902061.911811.9020694.1410999.07
1592023.01.31 15:50t/p360.101.902061.911811.9020646.8211045.89
1602023.01.31 15:50t/p370.101.902061.911811.9020637.6511083.54
1612023.01.31 15:50t/p380.101.902061.911811.9020632.8811116.42
1622023.02.13 12:00buy390.101.902650.000000.00000
1632023.02.13 12:00modify390.101.902651.896651.91765
1642023.02.13 23:49buy400.101.910150.000000.00000
1652023.02.13 23:49modify400.101.910151.905651.91765
1662023.02.13 23:49modify390.101.902651.905651.91765
1672023.02.14 01:41buy410.101.911680.000000.00000
1682023.02.14 01:41modify410.101.911681.909401.91765
1692023.02.14 01:41modify400.101.910151.909401.91765
1702023.02.14 01:41modify390.101.902651.909401.91765
1712023.02.14 02:01buy420.101.912480.000000.00000
1722023.02.14 02:01modify420.101.912481.907901.91765
1732023.02.14 02:01modify410.101.911681.907901.91765
1742023.02.14 02:01modify400.101.910151.907901.91765
1752023.02.14 02:01modify390.101.902651.907901.91765
1762023.02.14 03:29t/p390.101.917651.907901.9176593.1811209.60
1772023.02.14 03:29t/p400.101.917651.907901.9176546.4011256.00
1782023.02.14 03:29t/p410.101.917651.907901.9176537.2311293.23
1792023.02.14 03:29t/p420.101.917651.907901.9176532.2411325.47
1802023.02.21 12:00sell430.101.939140.000000.00000
1812023.02.21 12:00modify430.101.939141.945141.92414
1822023.02.21 15:38s/l430.101.945141.945141.92414-37.6611287.81
1832023.03.20 12:00sell440.101.956900.000000.00000
1842023.03.20 12:00modify440.101.956901.962901.94190
1852023.03.20 15:39s/l440.101.962901.962901.94190-37.6611250.15
1862023.03.29 04:00buy450.101.969290.000000.00000
1872023.03.29 04:00modify450.101.969291.963291.98429
1882023.03.29 07:22buy460.101.976810.000000.00000
1892023.03.29 07:22modify460.101.976811.972291.98429
1902023.03.29 07:22modify450.101.969291.972291.98429
1912023.03.29 08:55buy470.101.978310.000000.00000
1922023.03.29 08:55modify470.101.978311.976041.98429
1932023.03.29 08:55modify460.101.976811.976041.98429
1942023.03.29 08:55modify450.101.969291.976041.98429
1952023.03.29 09:31s/l450.101.976041.976041.9842942.1011292.25
1962023.03.29 09:31s/l460.101.976041.976041.98429-4.8011287.45
1972023.03.29 09:31s/l470.101.976041.976041.98429-14.1611273.29