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=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 test1910Ticks modelled45553560Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit710.91Gross profit1015.64Gross loss-304.73
Profit factor3.33Expected payoff20.31
Absolute drawdown72.33Maximal drawdown255.55 (2.49%)Relative drawdown2.49% (255.55)
Total trades35Short positions (won %)24 (62.50%)Long positions (won %)11 (81.82%)
Profit trades (% of total)24 (68.57%)Loss trades (% of total)11 (31.43%)
Largestprofit trade93.58loss trade-93.52
Averageprofit trade42.32loss trade-27.70
Maximumconsecutive wins (profit in money)5 (243.22)consecutive losses (loss in money)2 (-51.76)
Maximalconsecutive profit (count of wins)243.22 (5)consecutive loss (count of losses)-93.52 (1)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.05.02 00:00sell10.101.947200.000000.00000
22022.05.02 00:00modify10.101.947201.962201.93220
32022.05.02 19:11sell20.101.941930.000000.00000
42022.05.02 19:11modify20.101.941931.945701.93220
52022.05.02 19:11modify10.101.947201.945701.93220
62022.05.03 00:00sell30.101.938900.000000.00000
72022.05.03 00:00modify30.101.938901.942701.93220
82022.05.03 00:00modify20.101.941931.942701.93220
92022.05.03 00:00modify10.101.947201.942701.93220
102022.05.03 01:10sell40.101.935200.000000.00000
112022.05.03 01:10modify40.101.935201.941201.93220
122022.05.03 01:10modify30.101.938901.941201.93220
132022.05.03 01:10modify20.101.941931.941201.93220
142022.05.03 01:10modify10.101.947201.941201.93220
152022.05.03 03:41s/l10.101.941201.941201.9322037.4610037.46
162022.05.03 03:41s/l20.101.941201.941201.932204.5910042.04
172022.05.03 03:41s/l30.101.941201.941201.93220-14.3410027.70
182022.05.03 03:41s/l40.101.941201.941201.93220-37.429990.28
192022.05.10 04:00sell50.101.951420.000000.00000
202022.05.10 04:00modify50.101.951421.966421.93642
212022.05.11 11:00sell60.101.946160.000000.00000
222022.05.11 11:00modify60.101.946161.949921.93642
232022.05.11 11:00modify50.101.951421.949921.93642
242022.05.11 11:19sell70.101.943090.000000.00000
252022.05.11 11:19modify70.101.943091.946921.93642
262022.05.11 11:19modify60.101.946161.946921.93642
272022.05.11 11:19modify50.101.951421.946921.93642
282022.05.11 11:19s/l50.101.946921.946921.9364228.1110018.39
292022.05.11 11:19s/l60.101.946921.946921.93642-4.7410013.65
302022.05.11 11:19s/l70.101.946921.946921.93642-23.889989.77
312022.06.10 00:00sell80.101.956420.000000.00000
322022.06.10 00:00modify80.101.956421.971421.94142
332022.06.10 04:16sell90.101.951160.000000.00000
342022.06.10 04:16modify90.101.951161.954921.94142
352022.06.10 04:16modify80.101.956421.954921.94142
362022.06.10 06:03sell100.101.948150.000000.00000
372022.06.10 06:03modify100.101.948151.951921.94142
382022.06.10 06:03modify90.101.951161.951921.94142
392022.06.10 06:03modify80.101.956421.951921.94142
402022.06.10 06:57sell110.101.944400.000000.00000
412022.06.10 06:57modify110.101.944401.950421.94142
422022.06.10 06:57modify100.101.948151.950421.94142
432022.06.10 06:57modify90.101.951161.950421.94142
442022.06.10 06:57modify80.101.956421.950421.94142
452022.06.10 07:37t/p80.101.941421.950421.9414293.5410083.31
462022.06.10 07:37t/p90.101.941421.950421.9414260.7410144.05
472022.06.10 07:37t/p100.101.941421.950421.9414241.9710186.02
482022.06.10 07:37t/p110.101.941421.950421.9414218.5810204.60
492022.07.06 00:00buy120.101.938610.000000.00000
502022.07.06 00:00modify120.101.938611.923611.95361
512022.07.06 12:37s/l120.101.923611.923611.95361-93.5210111.08
522022.08.09 04:00buy130.101.922560.000000.00000
532022.08.09 04:00modify130.101.922561.907561.93756
542022.08.09 11:52buy140.101.927810.000000.00000
552022.08.09 11:52modify140.101.927811.924061.93756
562022.08.09 11:52modify130.101.922561.924061.93756
572022.08.09 14:50s/l130.101.924061.924061.937569.3510120.43
582022.08.09 14:50s/l140.101.924061.924061.93756-23.3810097.05
592022.09.07 08:00sell150.101.909420.000000.00000
602022.09.07 08:00modify150.101.909421.924421.89442
612022.09.07 09:23sell160.101.904170.000000.00000
622022.09.07 09:23modify160.101.904171.907921.89442
632022.09.07 09:23modify150.101.909421.907921.89442
642022.09.07 10:44sell170.101.901100.000000.00000
652022.09.07 10:44modify170.101.901101.904921.89442
662022.09.07 10:44modify160.101.904171.904921.89442
672022.09.07 10:44modify150.101.909421.904921.89442
682022.09.07 11:04sell180.101.897170.000000.00000
692022.09.07 11:04modify180.101.897171.903421.89442
702022.09.07 11:04modify170.101.901101.903421.89442
712022.09.07 11:04modify160.101.904171.903421.89442
722022.09.07 11:04modify150.101.909421.903421.89442
732022.09.07 12:01s/l150.101.903421.903421.8944237.4110134.46
742022.09.07 12:01s/l160.101.903421.903421.894424.6710139.13
752022.09.07 12:01s/l170.101.903421.903421.89442-14.4710124.66
762022.09.07 12:01s/l180.101.903421.903421.89442-38.9810085.68
772023.02.02 08:00buy190.101.897350.000000.00000
782023.02.02 08:00modify190.101.897351.882351.91235
792023.02.03 16:45buy200.101.902620.000000.00000
802023.02.03 16:45modify200.101.902621.898851.91235
812023.02.03 16:45modify190.101.897351.898851.91235
822023.02.03 20:31buy210.101.905600.000000.00000
832023.02.03 20:31modify210.101.905601.901851.91235
842023.02.03 20:31modify200.101.902621.901851.91235
852023.02.03 20:31modify190.101.897351.901851.91235
862023.02.06 09:01buy220.101.909360.000000.00000
872023.02.06 09:01modify220.101.909361.903351.91235
882023.02.06 09:01modify210.101.905601.903351.91235
892023.02.06 09:01modify200.101.902621.903351.91235
902023.02.06 09:01modify190.101.897351.903351.91235
912023.02.06 13:13t/p190.101.912351.903351.9123592.7810178.46
922023.02.06 13:13t/p200.101.912351.903351.9123560.2910238.75
932023.02.06 13:13t/p210.101.912351.903351.9123541.7110280.45
942023.02.06 13:13t/p220.101.912351.903351.9123518.6410299.09
952023.02.22 00:00sell230.101.947590.000000.00000
962023.02.22 00:00modify230.101.947591.962591.93259
972023.02.22 01:01sell240.101.942170.000000.00000
982023.02.22 01:01modify240.101.942171.946091.93259
992023.02.22 01:01modify230.101.947591.946091.93259
1002023.02.22 01:03s/l230.101.946091.946091.932599.3510308.44
1012023.02.22 01:03s/l240.101.946091.946091.93259-24.4510283.99
1022023.02.28 04:00sell250.101.956490.000000.00000
1032023.02.28 04:00modify250.101.956491.971491.94149
1042023.02.28 17:15sell260.101.951240.000000.00000
1052023.02.28 17:15modify260.101.951241.954991.94149
1062023.02.28 17:15modify250.101.956491.954991.94149
1072023.02.28 17:51sell270.101.948240.000000.00000
1082023.02.28 17:51modify270.101.948241.951991.94149
1092023.02.28 17:51modify260.101.951241.951991.94149
1102023.02.28 17:51modify250.101.956491.951991.94149
1112023.02.28 21:01sell280.101.944470.000000.00000
1122023.02.28 21:01modify280.101.944471.950491.94149
1132023.02.28 21:01modify270.101.948241.950491.94149
1142023.02.28 21:01modify260.101.951241.950491.94149
1152023.02.28 21:01modify250.101.956491.950491.94149
1162023.03.01 02:23t/p250.101.941491.950491.9414993.5810377.57
1172023.03.01 02:23t/p260.101.941491.950491.9414960.8410438.41
1182023.03.01 02:23t/p270.101.941491.950491.9414942.1310480.54
1192023.03.01 02:23t/p280.101.941491.950491.9414918.6210499.15
1202023.04.12 00:00sell290.102.006450.000000.00000
1212023.04.12 00:00modify290.102.006452.021451.99145
1222023.04.12 12:30sell300.102.000960.000000.00000
1232023.04.12 12:30modify300.102.000962.004951.99145
1242023.04.12 12:30modify290.102.006452.004951.99145
1252023.04.12 12:36sell310.101.998200.000000.00000
1262023.04.12 12:36modify310.101.998202.001951.99145
1272023.04.12 12:36modify300.102.000962.001951.99145
1282023.04.12 12:36modify290.102.006452.001951.99145
1292023.04.12 13:25s/l290.102.001952.001951.9914528.0610527.21
1302023.04.12 13:25s/l300.102.001952.001951.99145-6.1710521.04
1312023.04.12 13:25s/l310.102.001952.001951.99145-23.3810497.66
1322023.04.14 04:00buy320.101.987930.000000.00000
1332023.04.14 04:00modify320.101.987931.972932.00293
1342023.04.14 13:51buy330.101.993200.000000.00000
1352023.04.14 13:51modify330.101.993201.989432.00293
1362023.04.14 13:51modify320.101.987931.989432.00293
1372023.04.14 14:22buy340.101.996210.000000.00000
1382023.04.14 14:22modify340.101.996211.992432.00293
1392023.04.14 14:22modify330.101.993201.992432.00293
1402023.04.14 14:22modify320.101.987931.992432.00293
1412023.04.14 14:42buy350.101.999940.000000.00000
1422023.04.14 14:42modify350.101.999941.993932.00293
1432023.04.14 14:42modify340.101.996211.993932.00293
1442023.04.14 14:42modify330.101.993201.993932.00293
1452023.04.14 14:42modify320.101.987931.993932.00293
1462023.04.17 04:54t/p320.102.002931.993932.0029393.1510590.81
1472023.04.17 04:54t/p330.102.002931.993932.0029360.3010651.11
1482023.04.17 04:54t/p340.102.002931.993932.0029341.5310692.64
1492023.04.17 04:54t/p350.102.002931.993932.0029318.2710710.91