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=0; RSIHelp="------------------------------------"; RSI_Period=7; 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=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 profit1441.10Gross profit2238.65Gross loss-797.55
Profit factor2.81Expected payoff19.21
Absolute drawdown151.63Maximal drawdown254.02 (2.44%)Relative drawdown2.44% (254.02)
Total trades75Short positions (won %)48 (62.50%)Long positions (won %)27 (70.37%)
Profit trades (% of total)49 (65.33%)Loss trades (% of total)26 (34.67%)
Largestprofit trade88.02loss trade-82.20
Averageprofit trade45.69loss trade-30.68
Maximumconsecutive wins (profit in money)19 (1013.29)consecutive losses (loss in money)4 (-137.54)
Maximalconsecutive profit (count of wins)1013.29 (19)consecutive loss (count of losses)-137.54 (4)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.04.13 16:00sell10.101.926280.000000.00000
22022.04.13 16:00modify10.101.926281.939281.91228
32022.04.20 08:30sell20.101.919280.000000.00000
42022.04.20 08:30modify20.101.919281.922781.91228
52022.04.20 08:30modify10.101.926281.922781.91228
62022.04.20 10:05sell30.101.919920.000000.00000
72022.04.20 10:05modify30.101.919921.924881.91228
82022.04.20 10:10modify30.101.919921.922781.91228
92022.04.20 10:30s/l10.101.922781.922781.9122822.2210022.22
102022.04.20 10:30s/l20.101.922781.922781.91228-21.9710000.25
112022.04.20 10:30s/l30.101.922781.922781.91228-17.959982.30
122022.04.29 16:00sell40.101.940020.000000.00000
132022.04.29 16:00modify40.101.940021.953021.92602
142022.05.02 02:20s/l40.101.953021.953021.92602-81.549900.76
152022.05.05 12:00buy50.101.911850.000000.00000
162022.05.05 12:00modify50.101.911851.898851.92585
172022.05.05 13:40buy60.101.918980.000000.00000
182022.05.05 13:40modify60.101.918981.915351.92585
192022.05.05 13:40modify50.101.911851.915351.92585
202022.05.05 13:50buy70.101.918250.000000.00000
212022.05.05 13:50modify70.101.918251.913251.92585
222022.05.05 13:55modify70.101.918251.915351.92585
232022.05.05 15:00buy80.101.921790.000000.00000
242022.05.05 15:00modify80.101.921791.916751.92585
252022.05.05 15:00modify60.101.918981.916751.92585
262022.05.05 15:00modify70.101.918251.916751.92585
272022.05.05 15:00modify50.101.911851.916751.92585
282022.05.05 16:30t/p50.101.925851.916751.9258587.329988.08
292022.05.05 16:30t/p60.101.925851.916751.9258542.8510030.93
302022.05.05 16:30t/p70.101.925851.916751.9258547.4010078.33
312022.05.05 16:30t/p80.101.925851.916751.9258525.3310103.66
322022.05.09 12:00sell90.101.945060.000000.00000
332022.05.09 12:00modify90.101.945061.958061.93106
342022.05.09 13:55sell100.101.938620.000000.00000
352022.05.09 13:55modify100.101.938621.943661.93106
362022.05.09 13:55modify90.101.945061.943661.93106
372022.05.09 14:40s/l90.101.943661.943661.931068.7910112.45
382022.05.09 14:40s/l100.101.943661.943661.93106-31.6310080.82
392022.07.06 12:00buy110.101.929420.000000.00000
402022.07.06 12:00modify110.101.929421.916421.94342
412022.07.06 14:20buy120.101.935800.000000.00000
422022.07.06 14:20modify120.101.935801.930821.94342
432022.07.06 14:20modify110.101.929421.930821.94342
442022.07.06 14:55buy130.101.939300.000000.00000
452022.07.06 14:55modify130.101.939301.934321.94342
462022.07.06 14:55modify120.101.935801.934321.94342
472022.07.06 14:55modify110.101.929421.934321.94342
482022.07.07 02:15buy140.101.936470.000000.00000
492022.07.07 02:15modify140.101.936471.932921.94342
502022.07.07 02:20modify140.101.936471.934321.94342
512022.07.07 02:30s/l110.101.934321.934321.9434229.4410110.26
522022.07.07 02:30s/l120.101.934321.934321.94342-10.3510099.92
532022.07.07 02:30s/l130.101.934321.934321.94342-32.1810067.74
542022.07.07 02:30s/l140.101.934321.934321.94342-13.4110054.33
552022.07.22 12:00buy150.101.908580.000000.00000
562022.07.22 12:00modify150.101.908581.895581.92258
572022.07.22 14:40buy160.101.918460.000000.00000
582022.07.22 14:40modify160.101.918461.913481.92258
592022.07.22 14:40modify150.101.908581.913481.92258
602022.07.24 22:40t/p150.101.922581.913481.9225887.3210141.65
612022.07.24 22:40t/p160.101.922581.913481.9225825.6910167.34
622022.07.27 16:00sell170.101.940130.000000.00000
632022.07.27 16:00modify170.101.940131.953131.92613
642022.07.28 10:30sell180.101.932830.000000.00000
652022.07.28 10:30modify180.101.932831.936631.92613
662022.07.28 10:30modify170.101.940131.936631.92613
672022.07.28 11:20sell190.101.933660.000000.00000
682022.07.28 11:20modify190.101.933661.938731.92613
692022.07.28 11:25modify190.101.933661.936631.92613
702022.07.29 04:15sell200.101.930280.000000.00000
712022.07.29 04:15modify200.101.930281.935231.92613
722022.07.29 04:15modify180.101.932831.935231.92613
732022.07.29 04:15modify190.101.933661.935231.92613
742022.07.29 04:15modify170.101.940131.935231.92613
752022.07.29 06:40s/l170.101.935231.935231.9261330.9110198.25
762022.07.29 06:40s/l180.101.935231.935231.92613-15.0210183.23
772022.07.29 06:40s/l190.101.935231.935231.92613-9.8110173.42
782022.07.29 06:40s/l200.101.935231.935231.92613-31.0610142.36
792022.08.04 12:00buy210.101.921120.000000.00000
802022.08.04 12:00modify210.101.921121.908121.93512
812022.08.04 15:20buy220.101.927540.000000.00000
822022.08.04 15:20modify220.101.927541.922521.93512
832022.08.04 15:20modify210.101.921121.922521.93512
842022.08.04 16:10buy230.101.928280.000000.00000
852022.08.04 16:10modify230.101.928281.924621.93512
862022.08.04 16:10modify220.101.927541.924621.93512
872022.08.04 16:10modify210.101.921121.924621.93512
882022.08.04 20:30buy240.101.931040.000000.00000
892022.08.04 20:30modify240.101.931041.926021.93512
902022.08.04 20:30modify230.101.928281.926021.93512
912022.08.04 20:30modify220.101.927541.926021.93512
922022.08.04 20:30modify210.101.921121.926021.93512
932022.08.05 18:40t/p210.101.935121.926021.9351286.9410229.29
942022.08.05 18:40t/p220.101.935121.926021.9351246.9010276.19
952022.08.05 18:40t/p230.101.935121.926021.9351242.2910318.48
962022.08.05 18:40t/p240.101.935121.926021.9351225.0710343.55
972022.08.10 16:00buy250.101.906110.000000.00000
982022.08.10 16:00modify250.101.906111.893111.92011
992022.08.11 21:15s/l250.101.893111.893111.92011-82.2010261.35
1002022.09.06 16:00sell260.101.907900.000000.00000
1012022.09.06 16:00modify260.101.907901.920901.89390
1022022.09.07 12:30sell270.101.901440.000000.00000
1032022.09.07 12:30modify270.101.901441.906501.89390
1042022.09.07 12:30modify260.101.907901.906501.89390
1052022.09.07 12:50sell280.101.900670.000000.00000
1062022.09.07 12:50modify280.101.900671.904401.89390
1072022.09.07 12:50modify270.101.901441.904401.89390
1082022.09.07 12:50modify260.101.907901.904401.89390
1092022.09.07 13:30sell290.101.897970.000000.00000
1102022.09.07 13:30modify290.101.897971.903001.89390
1112022.09.07 13:30modify280.101.900671.903001.89390
1122022.09.07 13:30modify270.101.901441.903001.89390
1132022.09.07 13:30modify260.101.907901.903001.89390
1142022.09.07 16:05s/l260.101.903001.903001.8939030.7910292.14
1152022.09.07 16:05s/l270.101.903001.903001.89390-9.7910282.35
1162022.09.07 16:05s/l280.101.903001.903001.89390-14.6310267.72
1172022.09.07 16:05s/l290.101.903001.903001.89390-31.5710236.15
1182022.09.13 16:00sell300.101.916840.000000.00000
1192022.09.13 16:00modify300.101.916841.929841.90284
1202022.09.14 11:40s/l300.101.929841.929841.90284-81.5510154.60
1212022.09.14 12:00sell310.101.929610.000000.00000
1222022.09.14 12:00modify310.101.929611.942611.91561
1232022.09.14 15:30sell320.101.923120.000000.00000
1242022.09.14 15:30modify320.101.923121.928211.91561
1252022.09.14 15:30modify310.101.929611.928211.91561
1262022.09.14 15:50sell330.101.922480.000000.00000
1272022.09.14 15:50modify330.101.922481.926111.91561
1282022.09.14 15:50modify320.101.923121.926111.91561
1292022.09.14 15:50modify310.101.929611.926111.91561
1302022.09.14 21:15sell340.101.919660.000000.00000
1312022.09.14 21:15modify340.101.919661.924711.91561
1322022.09.14 21:15modify330.101.922481.924711.91561
1332022.09.14 21:15modify320.101.923121.924711.91561
1342022.09.14 21:15modify310.101.929611.924711.91561
1352022.09.15 13:40t/p310.101.915611.924711.9156187.9710242.57
1362022.09.15 13:40t/p320.101.915611.924711.9156147.2410289.81
1372022.09.15 13:40t/p330.101.915611.924711.9156143.2210333.03
1382022.09.15 13:40t/p340.101.915611.924711.9156125.5310358.57
1392022.09.20 12:00sell350.101.935910.000000.00000
1402022.09.20 12:00modify350.101.935911.948911.92191
1412022.09.20 16:30sell360.101.929570.000000.00000
1422022.09.20 16:30modify360.101.929571.934511.92191
1432022.09.20 16:30modify350.101.935911.934511.92191
1442022.09.20 16:40sell370.101.928610.000000.00000
1452022.09.20 16:40modify370.101.928611.932411.92191
1462022.09.20 16:40modify360.101.929571.932411.92191
1472022.09.20 16:40modify350.101.935911.932411.92191
1482022.09.21 04:40s/l350.101.932411.932411.9219122.0010380.56
1492022.09.21 04:40s/l360.101.932411.932411.92191-17.7910362.77
1502022.09.21 04:40s/l370.101.932411.932411.92191-23.8110338.96
1512022.09.23 12:00buy380.101.910170.000000.00000
1522022.09.23 12:00modify380.101.910171.897171.92417
1532022.09.23 14:30s/l380.101.897171.897171.92417-81.0810257.88
1542022.09.30 20:00sell390.101.995210.000000.00000
1552022.09.30 20:00modify390.101.995212.008211.98121
1562022.10.02 22:20sell400.101.987930.000000.00000
1572022.10.02 22:20modify400.101.987931.991711.98121
1582022.10.02 22:20modify390.101.995211.991711.98121
1592022.10.02 22:46sell410.101.985390.000000.00000
1602022.10.02 22:46modify410.101.985391.990311.98121
1612022.10.02 22:46modify400.101.987931.990311.98121
1622022.10.02 22:46modify390.101.995211.990311.98121
1632022.10.02 23:40t/p390.101.981211.990311.9812187.8710345.75
1642022.10.02 23:40t/p400.101.981211.990311.9812142.1810387.93
1652022.10.02 23:40t/p410.101.981211.990311.9812126.2410414.17
1662022.10.13 16:00sell420.102.017860.000000.00000
1672022.10.13 16:00modify420.102.017862.030862.00386
1682022.10.13 17:20sell430.102.010760.000000.00000
1692022.10.13 17:20modify430.102.010762.014362.00386
1702022.10.13 17:20modify420.102.017862.014362.00386
1712022.10.13 17:30sell440.102.008040.000000.00000
1722022.10.13 17:30modify440.102.008042.012962.00386
1732022.10.13 17:30modify430.102.010762.012962.00386
1742022.10.13 17:30modify420.102.017862.012962.00386
1752022.10.14 00:30t/p420.102.003862.012962.0038687.9010502.06
1762022.10.14 00:30t/p430.102.003862.012962.0038643.3410545.40
1772022.10.14 00:30t/p440.102.003862.012962.0038626.2710571.67
1782022.11.01 16:00buy450.101.962110.000000.00000
1792022.11.01 16:00modify450.101.962111.949111.97611
1802022.11.02 00:55buy460.101.968610.000000.00000
1812022.11.02 00:55modify460.101.968611.963511.97611
1822022.11.02 00:55modify450.101.962111.963511.97611
1832022.11.02 01:40s/l450.101.963511.963511.976118.3610580.03
1842022.11.02 01:40s/l460.101.963511.963511.97611-31.8110548.22
1852022.11.02 20:00buy470.101.955330.000000.00000
1862022.11.02 20:00modify470.101.955331.942331.96933
1872022.11.03 00:50buy480.101.961750.000000.00000
1882022.11.03 00:50modify480.101.961751.956731.96933
1892022.11.03 00:50modify470.101.955331.956731.96933
1902022.11.03 01:30s/l470.101.956731.956731.969337.6210555.84
1912022.11.03 01:30s/l480.101.956731.956731.96933-31.3010524.54
1922022.11.03 16:00buy490.101.935620.000000.00000
1932022.11.03 16:00modify490.101.935621.922621.94962
1942022.11.04 00:40buy500.101.941940.000000.00000
1952022.11.04 00:40modify500.101.941941.937021.94962
1962022.11.04 00:40modify490.101.935621.937021.94962
1972022.11.04 01:06s/l490.101.937021.937021.949628.3610532.90
1982022.11.04 01:06s/l500.101.937021.937021.94962-30.6910502.21
1992023.01.19 12:00sell510.101.935360.000000.00000
2002023.01.19 12:00modify510.101.935361.948361.92136
2012023.01.20 02:40sell520.101.928800.000000.00000
2022023.01.20 02:40modify520.101.928801.933961.92136
2032023.01.20 02:40modify510.101.935361.933961.92136
2042023.01.20 06:50sell530.101.928210.000000.00000
2052023.01.20 06:50modify530.101.928211.931861.92136
2062023.01.20 06:50modify520.101.928801.931861.92136
2072023.01.20 06:50modify510.101.935361.931861.92136
2082023.01.20 08:40t/p510.101.921361.931861.9213687.9010590.11
2092023.01.20 08:40t/p520.101.921361.931861.9213646.6910636.80
2102023.01.20 08:40t/p530.101.921361.931861.9213642.9910679.79
2112023.01.31 12:00sell540.101.917060.000000.00000
2122023.01.31 12:00modify540.101.917061.930061.90306
2132023.01.31 14:15sell550.101.907000.000000.00000
2142023.01.31 14:15modify550.101.907001.912161.90306
2152023.01.31 14:15modify540.101.917061.912161.90306
2162023.01.31 14:45sell560.101.909950.000000.00000
2172023.01.31 14:45modify560.101.909951.913561.90306
2182023.01.31 14:50modify560.101.909951.912161.90306
2192023.01.31 15:40t/p540.101.903061.912161.9030687.8710767.66
2202023.01.31 15:40t/p550.101.903061.912161.9030624.7310792.39
2212023.01.31 15:40t/p560.101.903061.912161.9030643.2510835.64
2222023.02.02 16:00buy570.101.888610.000000.00000
2232023.02.02 16:00modify570.101.888611.875611.90261
2242023.02.03 16:40t/p570.101.902611.875611.9026186.9510922.58
2252023.02.21 16:00sell580.101.947270.000000.00000
2262023.02.21 16:00modify580.101.947271.960271.93327
2272023.02.22 06:50sell590.101.940940.000000.00000
2282023.02.22 06:50modify590.101.940941.945871.93327
2292023.02.22 06:50modify580.101.947271.945871.93327
2302023.02.22 13:25sell600.101.940070.000000.00000
2312023.02.22 13:25modify600.101.940071.943771.93327
2322023.02.22 13:25modify590.101.940941.943771.93327
2332023.02.22 13:25modify580.101.947271.943771.93327
2342023.02.22 19:45sell610.101.937350.000000.00000
2352023.02.22 19:45modify610.101.937351.942371.93327
2362023.02.22 19:45modify600.101.940071.942371.93327
2372023.02.22 19:45modify590.101.940941.942371.93327
2382023.02.22 19:45modify580.101.947271.942371.93327
2392023.02.23 01:30t/p580.101.933271.942371.9332788.0211010.60
2402023.02.23 01:30t/p590.101.933271.942371.9332748.2511058.86
2412023.02.23 01:30t/p600.101.933271.942371.9332742.7911101.65
2422023.02.23 01:30t/p610.101.933271.942371.9332725.7211127.37
2432023.02.27 20:00sell620.101.955770.000000.00000
2442023.02.27 20:00modify620.101.955771.968771.94177
2452023.02.28 17:50sell630.101.948510.000000.00000
2462023.02.28 17:50modify630.101.948511.952271.94177
2472023.02.28 17:50modify620.101.955771.952271.94177
2482023.02.28 20:50sell640.101.945740.000000.00000
2492023.02.28 20:50modify640.101.945741.950871.94177
2502023.02.28 20:50modify630.101.948511.950871.94177
2512023.02.28 20:50modify620.101.955771.950871.94177
2522023.02.28 22:15t/p620.101.941771.950871.9417787.9011215.27
2532023.02.28 22:15t/p630.101.941771.950871.9417742.3011257.57
2542023.02.28 22:15t/p640.101.941771.950871.9417724.9111282.48
2552023.03.01 12:00buy650.101.922850.000000.00000
2562023.03.01 12:00modify650.101.922851.909851.93685
2572023.03.03 12:30buy660.101.929260.000000.00000
2582023.03.03 12:30modify660.101.929261.924251.93685
2592023.03.03 12:30modify650.101.922851.924251.93685
2602023.03.03 12:40buy670.101.929900.000000.00000
2612023.03.03 12:40modify670.101.929901.926351.93685
2622023.03.03 12:40modify660.101.929261.926351.93685
2632023.03.03 12:40modify650.101.922851.926351.93685
2642023.03.03 15:30buy680.101.932730.000000.00000
2652023.03.03 15:30modify680.101.932731.927751.93685
2662023.03.03 15:30modify670.101.929901.927751.93685
2672023.03.03 15:30modify660.101.929261.927751.93685
2682023.03.03 15:30modify650.101.922851.927751.93685
2692023.03.05 23:30t/p650.101.936851.927751.9368585.8211368.30
2702023.03.05 23:30t/p660.101.936851.927751.9368547.3411415.64
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2812023.03.07 13:30modify690.101.943021.939521.92902
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