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=0; RSIHelp="------------------------------------"; RSI_Period=7; 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=130; IT_TakeProfit=140; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 profit1710.68Gross profit2384.42Gross loss-673.75
Profit factor3.54Expected payoff23.12
Absolute drawdown52.38Maximal drawdown252.44 (2.40%)Relative drawdown2.40% (252.44)
Total trades74Short positions (won %)47 (68.09%)Long positions (won %)27 (70.37%)
Profit trades (% of total)51 (68.92%)Loss trades (% of total)23 (31.08%)
Largestprofit trade87.46loss trade-82.18
Averageprofit trade46.75loss trade-29.29
Maximumconsecutive wins (profit in money)19 (1008.66)consecutive losses (loss in money)4 (-136.67)
Maximalconsecutive profit (count of wins)1008.66 (19)consecutive loss (count of losses)-136.67 (4)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.05.05 12:00buy10.101.911850.000000.00000
22022.05.05 12:00modify10.101.911851.898851.92585
32022.05.05 13:40buy20.101.918980.000000.00000
42022.05.05 13:40modify20.101.918981.915351.92585
52022.05.05 13:40modify10.101.911851.915351.92585
62022.05.05 13:50buy30.101.918250.000000.00000
72022.05.05 13:50modify30.101.918251.913251.92585
82022.05.05 13:55modify30.101.918251.915351.92585
92022.05.05 15:00buy40.101.921790.000000.00000
102022.05.05 15:00modify40.101.921791.916751.92585
112022.05.05 15:00modify20.101.918981.916751.92585
122022.05.05 15:00modify30.101.918251.916751.92585
132022.05.05 15:00modify10.101.911851.916751.92585
142022.05.05 16:30t/p10.101.925851.916751.9258587.2910087.29
152022.05.05 16:30t/p20.101.925851.916751.9258542.8410130.13
162022.05.05 16:30t/p30.101.925851.916751.9258547.3910177.52
172022.05.05 16:30t/p40.101.925851.916751.9258525.3110202.83
182022.05.09 12:00sell50.101.945060.000000.00000
192022.05.09 12:00modify50.101.945061.958061.93106
202022.05.09 13:55sell60.101.938620.000000.00000
212022.05.09 13:55modify60.101.938621.943661.93106
222022.05.09 13:55modify50.101.945061.943661.93106
232022.05.09 14:40s/l50.101.943661.943661.931068.7310211.56
242022.05.09 14:40s/l60.101.943661.943661.93106-31.4410180.12
252022.07.06 12:00buy70.101.929420.000000.00000
262022.07.06 12:00modify70.101.929421.916421.94342
272022.07.06 14:20buy80.101.935800.000000.00000
282022.07.06 14:20modify80.101.935801.930821.94342
292022.07.06 14:20modify70.101.929421.930821.94342
302022.07.06 14:55buy90.101.939300.000000.00000
312022.07.06 14:55modify90.101.939301.934321.94342
322022.07.06 14:55modify80.101.935801.934321.94342
332022.07.06 14:55modify70.101.929421.934321.94342
342022.07.07 02:15buy100.101.936470.000000.00000
352022.07.07 02:15modify100.101.936471.932921.94342
362022.07.07 02:20modify100.101.936471.934321.94342
372022.07.07 02:30s/l70.101.934321.934321.9434229.4310209.55
382022.07.07 02:30s/l80.101.934321.934321.94342-10.3510199.21
392022.07.07 02:30s/l90.101.934321.934321.94342-32.1710167.04
402022.07.07 02:30s/l100.101.934321.934321.94342-13.4110153.63
412022.07.22 12:00buy110.101.908580.000000.00000
422022.07.22 12:00modify110.101.908581.895581.92258
432022.07.22 14:40buy120.101.918460.000000.00000
442022.07.22 14:40modify120.101.918461.913481.92258
452022.07.22 14:40modify110.101.908581.913481.92258
462022.07.24 22:40t/p110.101.922581.913481.9225887.2910240.92
472022.07.24 22:40t/p120.101.922581.913481.9225825.6910266.61
482022.07.27 16:00sell130.101.940130.000000.00000
492022.07.27 16:00modify130.101.940131.953131.92613
502022.07.28 10:30sell140.101.932830.000000.00000
512022.07.28 10:30modify140.101.932831.936631.92613
522022.07.28 10:30modify130.101.940131.936631.92613
532022.07.28 11:20sell150.101.933660.000000.00000
542022.07.28 11:20modify150.101.933661.938731.92613
552022.07.28 11:25modify150.101.933661.936631.92613
562022.07.29 04:15sell160.101.930280.000000.00000
572022.07.29 04:15modify160.101.930281.935231.92613
582022.07.29 04:15modify140.101.932831.935231.92613
592022.07.29 04:15modify150.101.933661.935231.92613
602022.07.29 04:15modify130.101.940131.935231.92613
612022.07.29 06:40s/l130.101.935231.935231.9261330.7110297.32
622022.07.29 06:40s/l140.101.935231.935231.92613-14.9310282.39
632022.07.29 06:40s/l150.101.935231.935231.92613-9.7510272.64
642022.07.29 06:40s/l160.101.935231.935231.92613-30.8710241.77
652022.08.04 12:00buy170.101.921120.000000.00000
662022.08.04 12:00modify170.101.921121.908121.93512
672022.08.04 15:20buy180.101.927540.000000.00000
682022.08.04 15:20modify180.101.927541.922521.93512
692022.08.04 15:20modify170.101.921121.922521.93512
702022.08.04 16:10buy190.101.928280.000000.00000
712022.08.04 16:10modify190.101.928281.924621.93512
722022.08.04 16:10modify180.101.927541.924621.93512
732022.08.04 16:10modify170.101.921121.924621.93512
742022.08.04 20:30buy200.101.931040.000000.00000
752022.08.04 20:30modify200.101.931041.926021.93512
762022.08.04 20:30modify190.101.928281.926021.93512
772022.08.04 20:30modify180.101.927541.926021.93512
782022.08.04 20:30modify170.101.921121.926021.93512
792022.08.05 18:40t/p170.101.935121.926021.9351286.9210328.68
802022.08.05 18:40t/p180.101.935121.926021.9351246.8910375.57
812022.08.05 18:40t/p190.101.935121.926021.9351242.2810417.85
822022.08.05 18:40t/p200.101.935121.926021.9351225.0710442.92
832022.08.10 16:00buy210.101.906110.000000.00000
842022.08.10 16:00modify210.101.906111.893111.92011
852022.08.11 21:15s/l210.101.893111.893111.92011-82.1810360.74
862022.09.06 16:00sell220.101.907900.000000.00000
872022.09.06 16:00modify220.101.907901.920901.89390
882022.09.07 12:30sell230.101.901440.000000.00000
892022.09.07 12:30modify230.101.901441.906501.89390
902022.09.07 12:30modify220.101.907901.906501.89390
912022.09.07 12:50sell240.101.900670.000000.00000
922022.09.07 12:50modify240.101.900671.904401.89390
932022.09.07 12:50modify230.101.901441.904401.89390
942022.09.07 12:50modify220.101.907901.904401.89390
952022.09.07 13:30sell250.101.897970.000000.00000
962022.09.07 13:30modify250.101.897971.903001.89390
972022.09.07 13:30modify240.101.900671.903001.89390
982022.09.07 13:30modify230.101.901441.903001.89390
992022.09.07 13:30modify220.101.907901.903001.89390
1002022.09.07 16:05s/l220.101.903001.903001.8939030.6010391.34
1012022.09.07 16:05s/l230.101.903001.903001.89390-9.7310381.61
1022022.09.07 16:05s/l240.101.903001.903001.89390-14.5310367.08
1032022.09.07 16:05s/l250.101.903001.903001.89390-31.3710335.71
1042022.09.13 16:00sell260.101.916840.000000.00000
1052022.09.13 16:00modify260.101.916841.929841.90284
1062022.09.14 11:40s/l260.101.929841.929841.90284-81.0410254.67
1072022.09.14 12:00sell270.101.929610.000000.00000
1082022.09.14 12:00modify270.101.929611.942611.91561
1092022.09.14 15:30sell280.101.923120.000000.00000
1102022.09.14 15:30modify280.101.923121.928211.91561
1112022.09.14 15:30modify270.101.929611.928211.91561
1122022.09.14 15:50sell290.101.922480.000000.00000
1132022.09.14 15:50modify290.101.922481.926111.91561
1142022.09.14 15:50modify280.101.923121.926111.91561
1152022.09.14 15:50modify270.101.929611.926111.91561
1162022.09.14 21:15sell300.101.919660.000000.00000
1172022.09.14 21:15modify300.101.919661.924711.91561
1182022.09.14 21:15modify290.101.922481.924711.91561
1192022.09.14 21:15modify280.101.923121.924711.91561
1202022.09.14 21:15modify270.101.929611.924711.91561
1212022.09.15 13:40t/p270.101.915611.924711.9156187.4210342.09
1222022.09.15 13:40t/p280.101.915611.924711.9156146.9510389.04
1232022.09.15 13:40t/p290.101.915611.924711.9156142.9610432.00
1242022.09.15 13:40t/p300.101.915611.924711.9156125.3710457.38
1252022.09.20 12:00sell310.101.935910.000000.00000
1262022.09.20 12:00modify310.101.935911.948911.92191
1272022.09.20 16:30sell320.101.929570.000000.00000
1282022.09.20 16:30modify320.101.929571.934511.92191
1292022.09.20 16:30modify310.101.935911.934511.92191
1302022.09.20 16:40sell330.101.928610.000000.00000
1312022.09.20 16:40modify330.101.928611.932411.92191
1322022.09.20 16:40modify320.101.929571.932411.92191
1332022.09.20 16:40modify310.101.935911.932411.92191
1342022.09.21 04:40s/l310.101.932411.932411.9219121.8710479.24
1352022.09.21 04:40s/l320.101.932411.932411.92191-17.6710461.57
1362022.09.21 04:40s/l330.101.932411.932411.92191-23.6510437.92
1372022.09.23 12:00buy340.101.910170.000000.00000
1382022.09.23 12:00modify340.101.910171.897171.92417
1392022.09.23 14:30s/l340.101.897171.897171.92417-81.0610356.86
1402022.09.30 20:00sell350.101.995210.000000.00000
1412022.09.30 20:00modify350.101.995212.008211.98121
1422022.10.02 22:20sell360.101.987930.000000.00000
1432022.10.02 22:20modify360.101.987931.991711.98121
1442022.10.02 22:20modify350.101.995211.991711.98121
1452022.10.02 22:46sell370.101.985390.000000.00000
1462022.10.02 22:46modify370.101.985391.990311.98121
1472022.10.02 22:46modify360.101.987931.990311.98121
1482022.10.02 22:46modify350.101.995211.990311.98121
1492022.10.02 23:40t/p350.101.981211.990311.9812187.3110444.17
1502022.10.02 23:40t/p360.101.981211.990311.9812141.9110486.08
1512022.10.02 23:40t/p370.101.981211.990311.9812126.0610512.14
1522022.10.13 16:00sell380.102.017860.000000.00000
1532022.10.13 16:00modify380.102.017862.030862.00386
1542022.10.13 17:20sell390.102.010760.000000.00000
1552022.10.13 17:20modify390.102.010762.014362.00386
1562022.10.13 17:20modify380.102.017862.014362.00386
1572022.10.13 17:30sell400.102.008040.000000.00000
1582022.10.13 17:30modify400.102.008042.012962.00386
1592022.10.13 17:30modify390.102.010762.012962.00386
1602022.10.13 17:30modify380.102.017862.012962.00386
1612022.10.14 00:30t/p380.102.003862.012962.0038687.3510599.49
1622022.10.14 00:30t/p390.102.003862.012962.0038643.0710642.55
1632022.10.14 00:30t/p400.102.003862.012962.0038626.1110668.66
1642022.11.01 16:00buy410.101.962110.000000.00000
1652022.11.01 16:00modify410.101.962111.949111.97611
1662022.11.02 00:55buy420.101.968610.000000.00000
1672022.11.02 00:55modify420.101.968611.963511.97611
1682022.11.02 00:55modify410.101.962111.963511.97611
1692022.11.02 01:40s/l410.101.963511.963511.976118.3610677.02
1702022.11.02 01:40s/l420.101.963511.963511.97611-31.8010645.22
1712022.11.02 20:00buy430.101.955330.000000.00000
1722022.11.02 20:00modify430.101.955331.942331.96933
1732022.11.03 00:50buy440.101.961750.000000.00000
1742022.11.03 00:50modify440.101.961751.956731.96933
1752022.11.03 00:50modify430.101.955331.956731.96933
1762022.11.03 01:30s/l430.101.956731.956731.969337.6110652.83
1772022.11.03 01:30s/l440.101.956731.956731.96933-31.3010621.53
1782022.11.03 16:00buy450.101.935620.000000.00000
1792022.11.03 16:00modify450.101.935621.922621.94962
1802022.11.04 00:40buy460.101.941940.000000.00000
1812022.11.04 00:40modify460.101.941941.937021.94962
1822022.11.04 00:40modify450.101.935621.937021.94962
1832022.11.04 01:06s/l450.101.937021.937021.949628.3610629.89
1842022.11.04 01:06s/l460.101.937021.937021.94962-30.6710599.22
1852023.01.19 12:00sell470.101.935360.000000.00000
1862023.01.19 12:00modify470.101.935361.948361.92136
1872023.01.20 02:40sell480.101.928800.000000.00000
1882023.01.20 02:40modify480.101.928801.933961.92136
1892023.01.20 02:40modify470.101.935361.933961.92136
1902023.01.20 06:50sell490.101.928210.000000.00000
1912023.01.20 06:50modify490.101.928211.931861.92136
1922023.01.20 06:50modify480.101.928801.931861.92136
1932023.01.20 06:50modify470.101.935361.931861.92136
1942023.01.20 08:40t/p470.101.921361.931861.9213687.3510686.57
1952023.01.20 08:40t/p480.101.921361.931861.9213646.4010732.97
1962023.01.20 08:40t/p490.101.921361.931861.9213642.7210775.69
1972023.01.31 12:00sell500.101.917060.000000.00000
1982023.01.31 12:00modify500.101.917061.930061.90306
1992023.01.31 14:15sell510.101.907000.000000.00000
2002023.01.31 14:15modify510.101.907001.912161.90306
2012023.01.31 14:15modify500.101.917061.912161.90306
2022023.01.31 14:45sell520.101.909950.000000.00000
2032023.01.31 14:45modify520.101.909951.913561.90306
2042023.01.31 14:50modify520.101.909951.912161.90306
2052023.01.31 15:40t/p500.101.903061.912161.9030687.3110863.00
2062023.01.31 15:40t/p510.101.903061.912161.9030624.5810887.58
2072023.01.31 15:40t/p520.101.903061.912161.9030642.9710930.55
2082023.02.02 16:00buy530.101.888610.000000.00000
2092023.02.02 16:00modify530.101.888611.875611.90261
2102023.02.03 16:40t/p530.101.902611.875611.9026186.9211017.47
2112023.02.21 16:00sell540.101.947270.000000.00000
2122023.02.21 16:00modify540.101.947271.960271.93327
2132023.02.22 06:50sell550.101.940940.000000.00000
2142023.02.22 06:50modify550.101.940941.945871.93327
2152023.02.22 06:50modify540.101.947271.945871.93327
2162023.02.22 13:25sell560.101.940070.000000.00000
2172023.02.22 13:25modify560.101.940071.943771.93327
2182023.02.22 13:25modify550.101.940941.943771.93327
2192023.02.22 13:25modify540.101.947271.943771.93327
2202023.02.22 19:45sell570.101.937350.000000.00000
2212023.02.22 19:45modify570.101.937351.942371.93327
2222023.02.22 19:45modify560.101.940071.942371.93327
2232023.02.22 19:45modify550.101.940941.942371.93327
2242023.02.22 19:45modify540.101.947271.942371.93327
2252023.02.23 01:30t/p540.101.933271.942371.9332787.4611104.93
2262023.02.23 01:30t/p550.101.933271.942371.9332747.9411152.87
2272023.02.23 01:30t/p560.101.933271.942371.9332742.5211195.39
2282023.02.23 01:30t/p570.101.933271.942371.9332725.5511220.94
2292023.02.27 20:00sell580.101.955770.000000.00000
2302023.02.27 20:00modify580.101.955771.968771.94177
2312023.02.28 17:50sell590.101.948510.000000.00000
2322023.02.28 17:50modify590.101.948511.952271.94177
2332023.02.28 17:50modify580.101.955771.952271.94177
2342023.02.28 20:50sell600.101.945740.000000.00000
2352023.02.28 20:50modify600.101.945741.950871.94177
2362023.02.28 20:50modify590.101.948511.950871.94177
2372023.02.28 20:50modify580.101.955771.950871.94177
2382023.02.28 22:15t/p580.101.941771.950871.9417787.3511308.29
2392023.02.28 22:15t/p590.101.941771.950871.9417742.0311350.32
2402023.02.28 22:15t/p600.101.941771.950871.9417724.7611375.08
2412023.03.01 12:00buy610.101.922850.000000.00000
2422023.03.01 12:00modify610.101.922851.909851.93685
2432023.03.03 12:30buy620.101.929260.000000.00000
2442023.03.03 12:30modify620.101.929261.924251.93685
2452023.03.03 12:30modify610.101.922851.924251.93685
2462023.03.03 12:40buy630.101.929900.000000.00000
2472023.03.03 12:40modify630.101.929901.926351.93685
2482023.03.03 12:40modify620.101.929261.926351.93685
2492023.03.03 12:40modify610.101.922851.926351.93685
2502023.03.03 15:30buy640.101.932730.000000.00000
2512023.03.03 15:30modify640.101.932731.927751.93685
2522023.03.03 15:30modify630.101.929901.927751.93685
2532023.03.03 15:30modify620.101.929261.927751.93685
2542023.03.03 15:30modify610.101.922851.927751.93685
2552023.03.05 23:30t/p610.101.936851.927751.9368585.8111460.89
2562023.03.05 23:30t/p620.101.936851.927751.9368547.3311508.22
2572023.03.05 23:30t/p630.101.936851.927751.9368543.3411551.56
2582023.03.05 23:30t/p640.101.936851.927751.9368525.6911577.25
2592023.03.06 12:00sell650.101.943020.000000.00000
2602023.03.06 12:00modify650.101.943021.956021.92902
2612023.03.07 08:40sell660.101.936670.000000.00000
2622023.03.07 08:40modify660.101.936671.941621.92902
2632023.03.07 08:40modify650.101.943021.941621.92902
2642023.03.07 13:30sell670.101.935730.000000.00000
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2662023.03.07 13:30modify660.101.936671.939521.92902
2672023.03.07 13:30modify650.101.943021.939521.92902
2682023.03.07 15:50sell680.101.932940.000000.00000
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2702023.03.07 15:50modify670.101.935731.938121.92902
2712023.03.07 15:50modify660.101.936671.938121.92902
2722023.03.07 15:50modify650.101.943021.938121.92902
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2812023.03.28 13:05modify690.101.979811.978411.96581
2822023.03.28 20:53sell710.101.972810.000000.00000
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2842023.03.28 20:53modify700.101.973451.976311.96581
2852023.03.28 20:53modify690.101.979811.976311.96581
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2892023.04.11 16:00sell720.102.003130.000000.00000
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2912023.04.13 12:50sell730.101.995830.000000.00000
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2932023.04.13 12:50modify720.102.003131.999631.98913
2942023.04.13 12:55sell740.101.996750.000000.00000
2952023.04.13 12:55modify740.101.996752.001731.98913
2962023.04.13 13:00modify740.101.996751.999631.98913
2972023.04.13 13:40t/p720.101.989131.999631.9891387.4611621.38
2982023.04.13 13:40t/p730.101.989131.999631.9891341.7811663.16
2992023.04.13 13:40t/p740.101.989131.999631.9891347.5211710.68