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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=10; 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 profit1159.73Gross profit1338.51Gross loss-178.78
Profit factor7.49Expected payoff39.99
Absolute drawdown62.58Maximal drawdown179.34 (1.66%)Relative drawdown1.66% (179.34)
Total trades29Short positions (won %)20 (90.00%)Long positions (won %)9 (77.78%)
Profit trades (% of total)25 (86.21%)Loss trades (% of total)4 (13.79%)
Largestprofit trade93.67loss trade-93.53
Averageprofit trade53.54loss trade-44.70
Maximumconsecutive wins (profit in money)19 (1093.51)consecutive losses (loss in money)1 (-93.53)
Maximalconsecutive profit (count of wins)1093.51 (19)consecutive loss (count of losses)-93.53 (1)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.05.02 00:00sell10.101.947200.000000.00000
22022.05.02 00:00modify10.101.947201.962201.93220
32022.05.03 01:15sell20.101.935200.000000.00000
42022.05.03 01:15modify20.101.935201.941201.93220
52022.05.03 01:15modify10.101.947201.941201.93220
62022.05.03 03:40s/l10.101.941201.941201.9322037.4610037.46
72022.05.03 03:40s/l20.101.941201.941201.93220-37.4210000.04
82022.05.10 04:00sell30.101.951420.000000.00000
92022.05.10 04:00modify30.101.951421.966421.93642
102022.05.11 11:15sell40.101.943020.000000.00000
112022.05.11 11:15modify40.101.943021.946921.93642
122022.05.11 11:15modify30.101.951421.946921.93642
132022.05.11 11:30s/l30.101.946921.946921.9364228.1010028.13
142022.05.11 11:30s/l40.101.946921.946921.93642-24.3310003.80
152022.06.10 00:00sell50.101.956420.000000.00000
162022.06.10 00:00modify50.101.956421.971421.94142
172022.06.10 04:15sell60.101.950980.000000.00000
182022.06.10 04:15modify60.101.950981.954921.94142
192022.06.10 04:15modify50.101.956421.954921.94142
202022.06.10 06:50sell70.101.944130.000000.00000
212022.06.10 06:50modify70.101.944131.950421.94142
222022.06.10 06:50modify60.101.950981.950421.94142
232022.06.10 06:50modify50.101.956421.950421.94142
242022.06.10 07:40t/p50.101.941421.950421.9414293.5610097.36
252022.06.10 07:40t/p60.101.941421.950421.9414259.6310156.99
262022.06.10 07:40t/p70.101.941421.950421.9414216.9010173.89
272022.07.06 00:00buy80.101.938610.000000.00000
282022.07.06 00:00modify80.101.938611.923611.95361
292022.07.06 12:40s/l80.101.923611.923611.95361-93.5310080.36
302022.08.09 04:00buy90.101.922560.000000.00000
312022.08.09 04:00modify90.101.922561.907561.93756
322022.08.09 13:30buy100.101.927830.000000.00000
332022.08.09 13:30modify100.101.927831.924061.93756
342022.08.09 13:30modify90.101.922561.924061.93756
352022.08.09 14:40s/l90.101.924061.924061.937569.3610089.72
362022.08.09 14:40s/l100.101.924061.924061.93756-23.5010066.22
372022.09.07 08:00sell110.101.909420.000000.00000
382022.09.07 08:00modify110.101.909421.924421.89442
392022.09.07 10:30sell120.101.901110.000000.00000
402022.09.07 10:30modify120.101.901111.904921.89442
412022.09.07 10:30modify110.101.909421.904921.89442
422022.09.07 20:05sell130.101.897400.000000.00000
432022.09.07 20:05modify130.101.897401.903421.89442
442022.09.07 20:05modify120.101.901111.903421.89442
452022.09.07 20:05modify110.101.909421.903421.89442
462022.09.07 21:15t/p110.101.894421.903421.8944293.5510159.77
472022.09.07 21:15t/p120.101.894421.903421.8944241.7210201.49
482022.09.07 21:15t/p130.101.894421.903421.8944218.5810220.07
492023.02.02 08:00buy140.101.897350.000000.00000
502023.02.02 08:00modify140.101.897351.882351.91235
512023.02.03 17:55buy150.101.902690.000000.00000
522023.02.03 17:55modify150.101.902691.898851.91235
532023.02.03 17:55modify140.101.897351.898851.91235
542023.02.03 20:30buy160.101.905680.000000.00000
552023.02.03 20:30modify160.101.905681.901851.91235
562023.02.03 20:30modify150.101.902691.901851.91235
572023.02.03 20:30modify140.101.897351.901851.91235
582023.02.06 13:30t/p140.101.912351.901851.9123592.7910312.86
592023.02.06 13:30t/p150.101.912351.901851.9123559.8710372.73
602023.02.06 13:30t/p160.101.912351.901851.9123541.2210413.95
612023.02.22 00:00sell170.101.947590.000000.00000
622023.02.22 00:00modify170.101.947591.962591.93259
632023.02.22 06:30sell180.101.942040.000000.00000
642023.02.22 06:30modify180.101.942041.946091.93259
652023.02.22 06:30modify170.101.947591.946091.93259
662023.02.22 13:05sell190.101.939180.000000.00000
672023.02.22 13:05modify190.101.939181.943091.93259
682023.02.22 13:05modify180.101.942041.943091.93259
692023.02.22 13:05modify170.101.947591.943091.93259
702023.02.22 15:59sell200.101.935540.000000.00000
712023.02.22 15:59modify200.101.935541.941591.93259
722023.02.22 15:59modify190.101.939181.941591.93259
732023.02.22 15:59modify180.101.942041.941591.93259
742023.02.22 15:59modify170.101.947591.941591.93259
752023.02.23 01:40t/p170.101.932591.941591.9325993.6710507.62
762023.02.23 01:40t/p180.101.932591.941591.9325959.0510566.67
772023.02.23 01:40t/p190.101.932591.941591.9325941.2110607.88
782023.02.23 01:40t/p200.101.932591.941591.9325918.5110626.40
792023.02.28 04:00sell210.101.956490.000000.00000
802023.02.28 04:00modify210.101.956491.971491.94149
812023.02.28 17:20sell220.101.950980.000000.00000
822023.02.28 17:20modify220.101.950981.954991.94149
832023.02.28 17:20modify210.101.956491.954991.94149
842023.02.28 17:40sell230.101.948100.000000.00000
852023.02.28 17:40modify230.101.948101.951991.94149
862023.02.28 17:40modify220.101.950981.951991.94149
872023.02.28 17:40modify210.101.956491.951991.94149
882023.02.28 22:35sell240.101.944220.000000.00000
892023.02.28 22:35modify240.101.944221.950491.94149
902023.02.28 22:35modify230.101.948101.950491.94149
912023.02.28 22:35modify220.101.950981.950491.94149
922023.02.28 22:35modify210.101.956491.950491.94149
932023.03.01 02:40t/p210.101.941491.950491.9414993.6010719.99
942023.03.01 02:40t/p220.101.941491.950491.9414959.2310779.22
952023.03.01 02:40t/p230.101.941491.950491.9414941.2710820.49
962023.03.01 02:40t/p240.101.941491.950491.9414917.0710837.56
972023.04.12 00:00sell250.102.006450.000000.00000
982023.04.12 00:00modify250.102.006452.021451.99145
992023.04.13 12:10sell260.102.001010.000000.00000
1002023.04.13 12:10modify260.102.001012.004951.99145
1012023.04.13 12:10modify250.102.006452.004951.99145
1022023.04.13 13:40t/p250.101.991452.004951.9914593.6710931.23
1032023.04.13 13:40t/p260.101.991452.004951.9914559.6310990.86
1042023.04.14 04:00buy270.101.987930.000000.00000
1052023.04.14 04:00modify270.101.987931.972932.00293
1062023.04.14 13:50buy280.101.993440.000000.00000
1072023.04.14 13:50modify280.101.993441.989432.00293
1082023.04.14 13:50modify270.101.987931.989432.00293
1092023.04.14 14:50buy290.102.000160.000000.00000
1102023.04.14 14:50modify290.102.000161.993932.00293
1112023.04.14 14:50modify280.101.993441.993932.00293
1122023.04.14 14:50modify270.101.987931.993932.00293
1132023.04.17 04:40t/p270.102.002931.993932.0029393.1711084.03
1142023.04.17 04:40t/p280.102.002931.993932.0029358.8111142.83
1152023.04.17 04:40t/p290.102.002931.993932.0029316.9011159.73