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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1910Ticks modelled45553560Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit457.45Gross profit889.45Gross loss-432.01
Profit factor2.06Expected payoff12.04
Absolute drawdown264.88Maximal drawdown270.18 (2.70%)Relative drawdown2.70% (270.18)
Total trades38Short positions (won %)26 (53.85%)Long positions (won %)12 (50.00%)
Profit trades (% of total)20 (52.63%)Loss trades (% of total)18 (47.37%)
Largestprofit trade93.65loss trade-94.63
Averageprofit trade44.47loss trade-24.00
Maximumconsecutive wins (profit in money)9 (467.08)consecutive losses (loss in money)3 (-127.37)
Maximalconsecutive profit (count of wins)467.08 (9)consecutive loss (count of losses)-127.37 (3)
Averageconsecutive wins2consecutive 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 00:51s/l10.101.958131.958131.92813-93.519906.49
42022.05.10 04:00sell20.101.951420.000000.00000
52022.05.10 04:00modify20.101.951421.966421.93642
62022.05.11 11:18sell30.101.944630.000000.00000
72022.05.11 11:18modify30.101.944631.949921.93642
82022.05.11 11:18modify20.101.951421.949921.93642
92022.05.11 11:20sell40.101.943800.000000.00000
102022.05.11 11:20modify40.101.943801.946921.93642
112022.05.11 11:20modify30.101.944631.946921.93642
122022.05.11 11:20modify20.101.951421.946921.93642
132022.05.11 11:36s/l20.101.946921.946921.9364228.109934.58
142022.05.11 11:36s/l30.101.946921.946921.93642-14.289920.30
152022.05.11 11:36s/l40.101.946921.946921.93642-19.469900.84
162022.07.18 20:00sell50.101.941980.000000.00000
172022.07.18 20:00modify50.101.941981.956981.92698
182022.07.19 04:16sell60.101.935230.000000.00000
192022.07.19 04:16modify60.101.935231.940481.92698
202022.07.19 04:16modify50.101.941981.940481.92698
212022.07.19 04:27sell70.101.934480.000000.00000
222022.07.19 04:27modify70.101.934481.937481.92698
232022.07.19 04:27modify60.101.935231.937481.92698
242022.07.19 04:27modify50.101.941981.937481.92698
252022.07.19 05:43s/l50.101.937481.937481.9269828.109928.94
262022.07.19 05:43s/l60.101.937481.937481.92698-14.039914.91
272022.07.19 05:43s/l70.101.937481.937481.92698-18.719896.20
282022.08.10 20:00buy80.101.908160.000000.00000
292022.08.10 20:00modify80.101.908161.893161.92316
302022.08.11 21:15s/l80.101.893161.893161.92316-94.639801.58
312022.08.12 12:00buy90.101.887770.000000.00000
322022.08.12 12:00modify90.101.887771.872771.90277
332022.08.15 07:55buy100.101.894520.000000.00000
342022.08.15 07:55modify100.101.894521.889271.90277
352022.08.15 07:55modify90.101.887771.889271.90277
362022.08.15 08:06buy110.101.895370.000000.00000
372022.08.15 08:06modify110.101.895371.892271.90277
382022.08.15 08:06modify100.101.894521.892271.90277
392022.08.15 08:06modify90.101.887771.892271.90277
402022.08.15 08:42s/l90.101.892271.892271.9027727.699829.26
412022.08.15 08:42s/l100.101.892271.892271.90277-14.039815.23
422022.08.15 08:42s/l110.101.892271.892271.90277-19.329795.91
432022.09.06 20:00sell120.101.906920.000000.00000
442022.09.06 20:00modify120.101.906921.921921.89192
452022.09.07 10:58sell130.101.900120.000000.00000
462022.09.07 10:58modify130.101.900121.905421.89192
472022.09.07 10:58modify120.101.906921.905421.89192
482022.09.07 10:58sell140.101.899370.000000.00000
492022.09.07 10:58modify140.101.899371.902421.89192
502022.09.07 10:58modify130.101.900121.902421.89192
512022.09.07 10:58modify120.101.906921.902421.89192
522022.09.07 11:07sell150.101.896420.000000.00000
532022.09.07 11:07modify150.101.896421.900171.89192
542022.09.07 11:07modify140.101.899371.900171.89192
552022.09.07 11:07modify130.101.900121.900171.89192
562022.09.07 11:07modify120.101.906921.900171.89192
572022.09.07 11:17s/l120.101.900171.900171.8919242.139838.04
582022.09.07 11:17s/l130.101.900171.900171.89192-0.319837.73
592022.09.07 11:17s/l140.101.900171.900171.89192-4.999832.74
602022.09.07 11:17s/l150.101.900171.900171.89192-23.399809.35
612023.01.03 16:00sell160.101.920610.000000.00000
622023.01.03 16:00modify160.101.920611.935611.90561
632023.01.03 17:59sell170.101.913030.000000.00000
642023.01.03 17:59modify170.101.913031.916111.90561
652023.01.03 17:59modify160.101.920611.916111.90561
662023.01.03 18:00s/l160.101.916111.916111.9056128.079837.42
672023.01.03 18:00s/l170.101.916111.916111.90561-19.209818.22
682023.02.02 20:00buy180.101.889750.000000.00000
692023.02.02 20:00modify180.101.889751.874751.90475
702023.02.03 13:50buy190.101.896530.000000.00000
712023.02.03 13:50modify190.101.896531.891251.90475
722023.02.03 13:50modify180.101.889751.891251.90475
732023.02.03 13:56buy200.101.897350.000000.00000
742023.02.03 13:56modify200.101.897351.894251.90475
752023.02.03 13:56modify190.101.896531.894251.90475
762023.02.03 13:56modify180.101.889751.894251.90475
772023.02.03 14:20buy210.101.900290.000000.00000
782023.02.03 14:20modify210.101.900291.896501.90475
792023.02.03 14:20modify200.101.897351.896501.90475
802023.02.03 14:20modify190.101.896531.896501.90475
812023.02.03 14:20modify180.101.889751.896501.90475
822023.02.03 14:32s/l180.101.896501.896501.9047541.719859.93
832023.02.03 14:32s/l190.101.896501.896501.90475-0.199859.74
842023.02.03 14:32s/l200.101.896501.896501.90475-5.309854.44
852023.02.03 14:32s/l210.101.896501.896501.90475-23.639830.81
862023.02.22 00:00sell220.101.947590.000000.00000
872023.02.22 00:00modify220.101.947591.962591.93259
882023.02.22 06:57sell230.101.940840.000000.00000
892023.02.22 06:57modify230.101.940841.946091.93259
902023.02.22 06:57modify220.101.947591.946091.93259
912023.02.22 11:48sell240.101.940080.000000.00000
922023.02.22 11:48modify240.101.940081.943091.93259
932023.02.22 11:48modify230.101.940841.943091.93259
942023.02.22 11:48modify220.101.947591.943091.93259
952023.02.22 15:23sell250.101.937060.000000.00000
962023.02.22 15:23modify250.101.937061.940841.93259
972023.02.22 15:23modify240.101.940081.940841.93259
982023.02.22 15:23modify230.101.940841.940841.93259
992023.02.22 15:23modify220.101.947591.940841.93259
1002023.02.23 01:45t/p220.101.932591.940841.9325993.659924.46
1012023.02.23 01:45t/p230.101.932591.940841.9325951.569976.02
1022023.02.23 01:45t/p240.101.932591.940841.9325946.8210022.85
1032023.02.23 01:45t/p250.101.932591.940841.9325927.9910050.84
1042023.02.28 04:00sell260.101.956490.000000.00000
1052023.02.28 04:00modify260.101.956491.971491.94149
1062023.02.28 17:39sell270.101.949740.000000.00000
1072023.02.28 17:39modify270.101.949741.954991.94149
1082023.02.28 17:39modify260.101.956491.954991.94149
1092023.02.28 17:49sell280.101.948900.000000.00000
1102023.02.28 17:49modify280.101.948901.951991.94149
1112023.02.28 17:49modify270.101.949741.951991.94149
1122023.02.28 17:49modify260.101.956491.951991.94149
1132023.02.28 20:56sell290.101.945920.000000.00000
1142023.02.28 20:56modify290.101.945921.949741.94149
1152023.02.28 20:56modify280.101.948901.949741.94149
1162023.02.28 20:56modify270.101.949741.949741.94149
1172023.02.28 20:56modify260.101.956491.949741.94149
1182023.03.01 02:23t/p260.101.941491.949741.9414993.5710144.41
1192023.03.01 02:23t/p270.101.941491.949741.9414951.4810195.88
1202023.03.01 02:23t/p280.101.941491.949741.9414946.2510242.13
1212023.03.01 02:23t/p290.101.941491.949741.9414927.6610269.79
1222023.03.10 16:00sell300.101.960120.000000.00000
1232023.03.10 16:00modify300.101.960121.975121.94512
1242023.03.13 08:37sell310.101.953370.000000.00000
1252023.03.13 08:37modify310.101.953371.958621.94512
1262023.03.13 08:37modify300.101.960121.958621.94512
1272023.03.13 08:52sell320.101.952600.000000.00000
1282023.03.13 08:52modify320.101.952601.955621.94512
1292023.03.13 08:52modify310.101.953371.955621.94512
1302023.03.13 08:52modify300.101.960121.955621.94512
1312023.03.13 09:22s/l300.101.955621.955621.9451228.1010297.89
1322023.03.13 09:22s/l310.101.955621.955621.94512-14.0310283.86
1332023.03.13 09:22s/l320.101.955621.955621.94512-18.8310265.03
1342023.03.21 16:00sell330.101.976050.000000.00000
1352023.03.21 16:00modify330.101.976051.991051.96105
1362023.03.21 21:05sell340.101.969070.000000.00000
1372023.03.21 21:05modify340.101.969071.974551.96105
1382023.03.21 21:05modify330.101.976051.974551.96105
1392023.03.21 23:29s/l330.101.974551.974551.961059.3510274.38
1402023.03.21 23:29s/l340.101.974551.974551.96105-34.1710240.21
1412023.04.13 20:00buy350.101.988440.000000.00000
1422023.04.13 20:00modify350.101.988441.973442.00344
1432023.04.14 14:21buy360.101.995200.000000.00000
1442023.04.14 14:21modify360.101.995201.989942.00344
1452023.04.14 14:21modify350.101.988441.989942.00344
1462023.04.14 14:22buy370.101.996040.000000.00000
1472023.04.14 14:22modify370.101.996041.992942.00344
1482023.04.14 14:22modify360.101.995201.992942.00344
1492023.04.14 14:22modify350.101.988441.992942.00344
1502023.04.14 14:36buy380.101.998940.000000.00000
1512023.04.14 14:36modify380.101.998941.995192.00344
1522023.04.14 14:36modify370.101.996041.995192.00344
1532023.04.14 14:36modify360.101.995201.995192.00344
1542023.04.14 14:36modify350.101.988441.995192.00344
1552023.04.17 06:10t/p350.102.003441.995192.0034492.7810332.98
1562023.04.17 06:10t/p360.102.003441.995192.0034451.0110383.99
1572023.04.17 06:10t/p370.102.003441.995192.0034445.7710429.76
1582023.04.17 06:10t/p380.102.003441.995192.0034427.6910457.45