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=1; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 test2611Ticks modelled79853Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1276.12Gross profit1512.87Gross loss-236.75
Profit factor6.39Expected payoff35.45
Absolute drawdown25.51Maximal drawdown264.98 (2.49%)Relative drawdown2.49% (264.98)
Total trades36Short positions (won %)20 (70.00%)Long positions (won %)16 (87.50%)
Profit trades (% of total)28 (77.78%)Loss trades (% of total)8 (22.22%)
Largestprofit trade93.70loss trade-68.97
Averageprofit trade54.03loss trade-29.59
Maximumconsecutive wins (profit in money)15 (876.35)consecutive losses (loss in money)4 (-163.76)
Maximalconsecutive profit (count of wins)876.35 (15)consecutive loss (count of losses)-163.76 (4)
Averageconsecutive wins7consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.05.02 04:00sell10.101.951820.000000.00000
22022.05.02 04:00modify10.101.951821.962821.93682
32022.05.02 16:30sell20.101.944820.000000.00000
42022.05.02 16:30modify20.101.944821.949571.93682
52022.05.02 16:30modify10.101.951821.949571.93682
62022.05.02 18:40sell30.101.942620.000000.00000
72022.05.02 18:40modify30.101.942621.945821.93682
82022.05.02 18:40modify20.101.944821.945821.93682
92022.05.02 18:40modify10.101.951821.945821.93682
102022.05.02 22:13sell40.101.942010.000000.00000
112022.05.02 22:13modify40.101.942011.946571.93682
122022.05.02 22:13modify30.101.942621.946571.93682
132022.05.02 22:13modify20.101.944821.946571.93682
142022.05.02 22:13modify10.101.951821.946571.93682
152022.05.03 00:33t/p10.101.936821.946571.9368293.5910093.59
162022.05.03 00:33t/p20.101.936821.946571.9368249.9310143.51
172022.05.03 00:33t/p30.101.936821.946571.9368236.2110179.72
182022.05.03 00:33t/p40.101.936821.946571.9368232.4110212.13
192022.05.05 12:00buy50.101.911850.000000.00000
202022.05.05 12:00modify50.101.911851.900851.92685
212022.05.05 15:00buy60.101.921790.000000.00000
222022.05.05 15:00modify60.101.921791.917101.92685
232022.05.05 15:00modify50.101.911851.917101.92685
242022.05.05 16:40t/p50.101.926851.917101.9268593.5410305.67
252022.05.05 16:40t/p60.101.926851.917101.9268531.5510337.22
262022.05.09 12:00sell70.101.945060.000000.00000
272022.05.09 12:00modify70.101.945061.956061.93006
282022.05.09 13:40sell80.101.938220.000000.00000
292022.05.09 13:40modify80.101.938221.942811.93006
302022.05.09 13:40modify70.101.945061.942811.93006
312022.05.09 14:40s/l70.101.942811.942811.9300614.0310351.25
322022.05.09 14:40s/l80.101.942811.942811.93006-28.6310322.62
332022.05.10 04:00sell90.101.951420.000000.00000
342022.05.10 04:00modify90.101.951421.962421.93642
352022.05.11 16:15sell100.101.942400.000000.00000
362022.05.11 16:15modify100.101.942401.945421.93642
372022.05.11 16:15modify90.101.951421.945421.93642
382022.05.11 16:20s/l90.101.945421.945421.9364237.4610360.08
392022.05.11 16:20s/l100.101.945421.945421.93642-18.8410341.24
402022.08.04 12:00buy110.101.921120.000000.00000
412022.08.04 12:00modify110.101.921121.910121.93612
422022.08.04 13:20buy120.101.927880.000000.00000
432022.08.04 13:20modify120.101.927881.923371.93612
442022.08.04 13:20modify110.101.921121.923371.93612
452022.08.04 16:50buy130.101.930220.000000.00000
462022.08.04 16:50modify130.101.930221.927121.93612
472022.08.04 16:50modify120.101.927881.927121.93612
482022.08.04 16:50modify110.101.921121.927121.93612
492022.08.04 20:30buy140.101.931040.000000.00000
502022.08.04 20:30modify140.101.931041.926371.93612
512022.08.04 20:30modify130.101.930221.926371.93612
522022.08.04 20:30modify120.101.927881.926371.93612
532022.08.04 20:30modify110.101.921121.926371.93612
542022.08.08 06:40t/p110.101.936121.926371.9361292.7910434.02
552022.08.08 06:40t/p120.101.936121.926371.9361250.6410484.66
562022.08.08 06:40t/p130.101.936121.926371.9361236.0510520.70
572022.08.08 06:40t/p140.101.936121.926371.9361230.9310551.63
582022.09.20 12:00sell150.101.935910.000000.00000
592022.09.20 12:00modify150.101.935911.946911.92091
602022.09.20 19:35sell160.101.928920.000000.00000
612022.09.20 19:35modify160.101.928921.933661.92091
622022.09.20 19:35modify150.101.935911.933661.92091
632022.09.20 21:25sell170.101.926700.000000.00000
642022.09.20 21:25modify170.101.926701.929911.92091
652022.09.20 21:25modify160.101.928921.929911.92091
662022.09.20 21:25modify150.101.935911.929911.92091
672022.09.20 21:40s/l150.101.929911.929911.9209137.4210589.05
682022.09.20 21:40s/l160.101.929911.929911.92091-6.1710582.88
692022.09.20 21:40s/l170.101.929911.929911.92091-20.0210562.86
702022.09.23 12:00buy180.101.910170.000000.00000
712022.09.23 12:00modify180.101.910171.899171.92517
722022.09.23 14:20s/l180.101.899171.899171.92517-68.6010494.26
732022.11.03 16:00buy190.101.935620.000000.00000
742022.11.03 16:00modify190.101.935621.924621.95062
752022.11.04 10:40s/l190.101.924621.924621.95062-68.9710425.29
762022.11.04 12:00buy200.101.921200.000000.00000
772022.11.04 12:00modify200.101.921201.910201.93620
782022.11.07 08:30buy210.101.928220.000000.00000
792022.11.07 08:30modify210.101.928221.923451.93620
802022.11.07 08:30modify200.101.921201.923451.93620
812022.11.07 10:40t/p200.101.936201.923451.9362093.1610518.45
822022.11.07 10:40t/p210.101.936201.923451.9362049.7610568.21
832023.01.19 12:00sell220.101.935360.000000.00000
842023.01.19 12:00modify220.101.935361.946361.92036
852023.01.20 07:05sell230.101.928440.000000.00000
862023.01.20 07:05modify230.101.928441.933111.92036
872023.01.20 07:05modify220.101.935361.933111.92036
882023.01.20 09:15t/p220.101.920361.933111.9203693.5910661.79
892023.01.20 09:15t/p230.101.920361.933111.9203650.3910712.18
902023.02.02 16:00buy240.101.888610.000000.00000
912023.02.02 16:00modify240.101.888611.877611.90361
922023.02.03 15:20buy250.101.897890.000000.00000
932023.02.03 15:20modify250.101.897891.894611.90361
942023.02.03 15:20modify240.101.888611.894611.90361
952023.02.03 18:30t/p240.101.903611.894611.9036193.1610805.34
962023.02.03 18:30t/p250.101.903611.894611.9036135.6710841.01
972023.02.21 20:00sell260.101.949230.000000.00000
982023.02.21 20:00modify260.101.949231.960231.93423
992023.02.22 08:30sell270.101.942340.000000.00000
1002023.02.22 08:30modify270.101.942341.946981.93423
1012023.02.22 08:30modify260.101.949231.946981.93423
1022023.02.22 11:40sell280.101.939410.000000.00000
1032023.02.22 11:40modify280.101.939411.943981.93423
1042023.02.22 11:40modify270.101.942341.943981.93423
1052023.02.22 11:40modify260.101.949231.943981.93423
1062023.02.22 13:25sell290.101.940070.000000.00000
1072023.02.22 13:25modify290.101.940071.943231.93423
1082023.02.22 13:30modify290.101.940071.943981.93423
1092023.02.23 01:20t/p260.101.934231.943981.9342393.7010934.71
1102023.02.23 01:20t/p270.101.934231.943981.9342350.6910985.40
1112023.02.23 01:20t/p280.101.934231.943981.9342332.4111017.82
1122023.02.23 01:20t/p290.101.934231.943981.9342336.5311054.35
1132023.03.01 12:00buy300.101.922850.000000.00000
1142023.03.01 12:00modify300.101.922851.911851.93785
1152023.03.03 12:40buy310.101.929900.000000.00000
1162023.03.03 12:40modify310.101.929901.925101.93785
1172023.03.03 12:40modify300.101.922851.925101.93785
1182023.03.03 15:30buy320.101.932730.000000.00000
1192023.03.03 15:30modify320.101.932731.928101.93785
1202023.03.03 15:30modify310.101.929901.928101.93785
1212023.03.03 15:30modify300.101.922851.928101.93785
1222023.03.03 16:55buy330.101.932030.000000.00000
1232023.03.03 16:55modify330.101.932031.928851.93785
1242023.03.03 16:55modify330.101.932031.928101.93785
1252023.03.05 23:40t/p300.101.937851.928101.9378592.0411146.39
1262023.03.05 23:40t/p310.101.937851.928101.9378549.5711195.96
1272023.03.05 23:40t/p320.101.937851.928101.9378531.9311227.89
1282023.03.05 23:40t/p330.101.937851.928101.9378536.2911264.18
1292023.03.21 12:00sell340.101.976590.000000.00000
1302023.03.21 12:00modify340.101.976591.987591.96159
1312023.03.22 15:10sell350.101.969610.000000.00000
1322023.03.22 15:10modify350.101.969611.974341.96159
1332023.03.22 15:10modify340.101.976591.974341.96159
1342023.03.22 15:30sell360.101.967480.000000.00000
1352023.03.22 15:30modify360.101.967481.970591.96159
1362023.03.22 15:30modify350.101.969611.970591.96159
1372023.03.22 15:30modify340.101.976591.970591.96159
1382023.03.22 17:20s/l340.101.970591.970591.9615937.4611301.64
1392023.03.22 17:20s/l350.101.970591.970591.96159-6.1211295.52
1402023.03.22 17:20s/l360.101.970591.970591.96159-19.4011276.12