Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1380)

SymbolGBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000)
Period4 Hours (H4) 2022.05.01 20:00 - 2023.04.30 20:00 (2022.05.01 - 2023.05.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; 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=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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; 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=24; 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 test2611Ticks modelled79853Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1050.55Gross profit1358.96Gross loss-308.41
Profit factor4.41Expected payoff30.02
Absolute drawdown156.11Maximal drawdown210.72 (2.07%)Relative drawdown2.07% (210.72)
Total trades35Short positions (won %)24 (79.17%)Long positions (won %)11 (63.64%)
Profit trades (% of total)26 (74.29%)Loss trades (% of total)9 (25.71%)
Largestprofit trade93.64loss trade-94.63
Averageprofit trade52.27loss trade-34.27
Maximumconsecutive wins (profit in money)18 (950.08)consecutive losses (loss in money)3 (-31.56)
Maximalconsecutive profit (count of wins)950.08 (18)consecutive loss (count of losses)-94.63 (1)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.05.09 16:00sell10.101.943130.000000.00000
22022.05.09 16:00modify10.101.943131.958131.92813
32022.05.10 00:30s/l10.101.958131.958131.92813-93.509906.50
42022.05.10 04:00sell20.101.951420.000000.00000
52022.05.10 04:00modify20.101.951421.966421.93642
62022.05.11 13:53sell30.101.943840.000000.00000
72022.05.11 13:53modify30.101.943841.946921.93642
82022.05.11 13:53modify20.101.951421.946921.93642
92022.05.11 14:40s/l20.101.946921.946921.9364228.109934.59
102022.05.11 14:40s/l30.101.946921.946921.93642-19.209915.39
112022.07.18 20:00sell40.101.941980.000000.00000
122022.07.18 20:00modify40.101.941981.956981.92698
132022.07.19 04:20sell50.101.935200.000000.00000
142022.07.19 04:20modify50.101.935201.940481.92698
152022.07.19 04:20modify40.101.941981.940481.92698
162022.07.19 07:59sell60.101.931450.000000.00000
172022.07.19 07:59modify60.101.931451.935231.92698
182022.07.19 07:59modify50.101.935201.935231.92698
192022.07.19 07:59modify40.101.941981.935231.92698
202022.07.19 18:05t/p40.101.926981.935231.9269893.5710008.96
212022.07.19 18:05t/p50.101.926981.935231.9269851.2510060.21
222022.07.19 18:05t/p60.101.926981.935231.9269827.8710088.08
232022.08.10 20:00buy70.101.908160.000000.00000
242022.08.10 20:00modify70.101.908161.893161.92316
252022.08.11 21:15s/l70.101.893161.893161.92316-94.639993.46
262022.08.12 12:00buy80.101.887770.000000.00000
272022.08.12 12:00modify80.101.887771.872771.90277
282022.08.15 07:46buy90.101.894760.000000.00000
292022.08.15 07:46modify90.101.894761.889271.90277
302022.08.15 07:46modify80.101.887771.889271.90277
312022.08.15 08:40buy100.101.895570.000000.00000
322022.08.15 08:40modify100.101.895571.892271.90277
332022.08.15 08:40modify90.101.894761.892271.90277
342022.08.15 08:40modify80.101.887771.892271.90277
352022.08.15 11:35buy110.101.898290.000000.00000
362022.08.15 11:35modify110.101.898291.894521.90277
372022.08.15 11:35modify100.101.895571.894521.90277
382022.08.15 11:35modify90.101.894761.894521.90277
392022.08.15 11:35modify80.101.887771.894521.90277
402022.08.15 14:40s/l80.101.894521.894521.9027741.7110035.16
412022.08.15 14:40s/l90.101.894521.894521.90277-1.5010033.66
422022.08.15 14:40s/l100.101.894521.894521.90277-6.5510027.11
432022.08.15 14:40s/l110.101.894521.894521.90277-23.5110003.60
442022.09.06 20:00sell120.101.906920.000000.00000
452022.09.06 20:00modify120.101.906921.921921.89192
462022.09.07 10:40sell130.101.899280.000000.00000
472022.09.07 10:40modify130.101.899281.902421.89192
482022.09.07 10:40modify120.101.906921.902421.89192
492022.09.07 11:35sell140.101.899890.000000.00000
502022.09.07 11:35modify140.101.899891.905421.89192
512022.09.07 11:40s/l120.101.902421.902421.8919228.1010031.70
522022.09.07 11:40s/l130.101.902421.902421.89192-19.5810012.12
532022.09.07 11:40close140.101.902651.905421.89192-17.219994.91
542023.01.03 16:00sell150.101.920610.000000.00000
552023.01.03 16:00modify150.101.920611.935611.90561
562023.01.03 21:40sell160.101.913690.000000.00000
572023.01.03 21:40modify160.101.913691.919111.90561
582023.01.03 21:40modify150.101.920611.919111.90561
592023.01.04 05:50sell170.101.909900.000000.00000
602023.01.04 05:50modify170.101.909901.913861.90561
612023.01.04 05:50modify160.101.913691.913861.90561
622023.01.04 05:50modify150.101.920611.913861.90561
632023.01.04 07:40t/p150.101.905611.913861.9056193.5810088.49
642023.01.04 07:40t/p160.101.905611.913861.9056150.4310138.92
652023.01.04 07:40t/p170.101.905611.913861.9056126.7510165.67
662023.02.02 20:00buy180.101.889750.000000.00000
672023.02.02 20:00modify180.101.889751.874751.90475
682023.02.03 13:55buy190.101.896710.000000.00000
692023.02.03 13:55modify190.101.896711.891251.90475
702023.02.03 13:55modify180.101.889751.891251.90475
712023.02.03 14:20buy200.101.897530.000000.00000
722023.02.03 14:20modify200.101.897531.894251.90475
732023.02.03 14:20modify190.101.896711.894251.90475
742023.02.03 14:20modify180.101.889751.894251.90475
752023.02.03 15:50buy210.101.900340.000000.00000
762023.02.03 15:50modify210.101.900341.896501.90475
772023.02.03 15:50modify200.101.897531.896501.90475
782023.02.03 15:50modify190.101.896711.896501.90475
792023.02.03 15:50modify180.101.889751.896501.90475
802023.02.03 19:40t/p180.101.904751.896501.9047593.1410258.80
812023.02.03 19:40t/p190.101.904751.896501.9047550.1210308.92
822023.02.03 19:40t/p200.101.904751.896501.9047545.0110353.93
832023.02.03 19:40t/p210.101.904751.896501.9047527.4910381.42
842023.02.22 00:00sell220.101.947590.000000.00000
852023.02.22 00:00modify220.101.947591.962591.93259
862023.02.22 06:40sell230.101.940580.000000.00000
872023.02.22 06:40modify230.101.940581.946091.93259
882023.02.22 06:40modify220.101.947591.946091.93259
892023.02.22 12:20sell240.101.939850.000000.00000
902023.02.22 12:20modify240.101.939851.943091.93259
912023.02.22 12:20modify230.101.940581.943091.93259
922023.02.22 12:20modify220.101.947591.943091.93259
932023.02.22 20:10sell250.101.937010.000000.00000
942023.02.22 20:10modify250.101.937011.940841.93259
952023.02.22 20:10modify240.101.939851.940841.93259
962023.02.22 20:10modify230.101.940581.940841.93259
972023.02.22 20:10modify220.101.947591.940841.93259
982023.02.23 01:40t/p220.101.932591.940841.9325993.6410475.07
992023.02.23 01:40t/p230.101.932591.940841.9325949.9310525.00
1002023.02.23 01:40t/p240.101.932591.940841.9325945.3810570.38
1012023.02.23 01:40t/p250.101.932591.940841.9325927.6710598.05
1022023.02.28 04:00sell260.101.956490.000000.00000
1032023.02.28 04:00modify260.101.956491.971491.94149
1042023.02.28 17:30sell270.101.949740.000000.00000
1052023.02.28 17:30modify270.101.949741.954991.94149
1062023.02.28 17:30modify260.101.956491.954991.94149
1072023.02.28 18:30sell280.101.948800.000000.00000
1082023.02.28 18:30modify280.101.948801.951991.94149
1092023.02.28 18:30modify270.101.949741.951991.94149
1102023.02.28 18:30modify260.101.956491.951991.94149
1112023.02.28 20:50sell290.101.945740.000000.00000
1122023.02.28 20:50modify290.101.945741.949741.94149
1132023.02.28 20:50modify280.101.948801.949741.94149
1142023.02.28 20:50modify270.101.949741.949741.94149
1152023.02.28 20:50modify260.101.956491.949741.94149
1162023.03.01 02:40t/p260.101.941491.949741.9414993.5710691.62
1172023.03.01 02:40t/p270.101.941491.949741.9414951.4810743.10
1182023.03.01 02:40t/p280.101.941491.949741.9414945.6210788.72
1192023.03.01 02:40t/p290.101.941491.949741.9414926.5410815.25
1202023.03.10 16:00sell300.101.960120.000000.00000
1212023.03.10 16:00modify300.101.960121.975121.94512
1222023.03.13 12:30sell310.101.949420.000000.00000
1232023.03.13 12:30modify310.101.949421.953371.94512
1242023.03.13 12:30modify300.101.960121.953371.94512
1252023.03.13 13:40t/p300.101.945121.953371.9451293.5710908.82
1262023.03.13 13:40t/p310.101.945121.953371.9451226.8110935.63
1272023.03.21 16:00sell320.101.976050.000000.00000
1282023.03.21 16:00modify320.101.976051.991051.96105
1292023.03.21 21:05sell330.101.969300.000000.00000
1302023.03.21 21:05modify330.101.969301.974551.96105
1312023.03.21 21:05modify320.101.976051.974551.96105
1322023.03.21 23:40s/l320.101.974551.974551.961059.3610944.99
1332023.03.21 23:40s/l330.101.974551.974551.96105-32.7310912.26
1342023.04.13 20:00buy340.101.988440.000000.00000
1352023.04.13 20:00modify340.101.988441.973442.00344
1362023.04.14 14:20buy350.101.996080.000000.00000
1372023.04.14 14:20modify350.101.996081.992942.00344
1382023.04.14 14:20modify340.101.988441.992942.00344
1392023.04.17 06:15t/p340.102.003441.992942.0034492.7811005.04
1402023.04.17 06:15t/p350.102.003441.992942.0034445.5211050.55