Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000)
Period4 Hours (H4) 2022.06.01 00:00 - 2023.05.31 20:00 (2022.06.01 - 2023.06.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 test2615Ticks modelled80197Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1467.25Gross profit1967.90Gross loss-500.65
Profit factor3.93Expected payoff25.74
Absolute drawdown41.79Maximal drawdown205.55 (1.94%)Relative drawdown1.94% (205.55)
Total trades57Short positions (won %)39 (61.54%)Long positions (won %)18 (88.89%)
Profit trades (% of total)40 (70.18%)Loss trades (% of total)17 (29.82%)
Largestprofit trade86.07loss trade-55.35
Averageprofit trade49.20loss trade-29.45
Maximumconsecutive wins (profit in money)15 (754.57)consecutive losses (loss in money)4 (-106.67)
Maximalconsecutive profit (count of wins)754.57 (15)consecutive loss (count of losses)-110.60 (2)
Averageconsecutive wins6consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.22 12:00sell10.101.958320.000000.00000
22022.06.22 12:00modify10.101.958321.967321.94432
32022.06.22 15:40sell20.101.951040.000000.00000
42022.06.22 15:40modify20.101.951041.956921.94432
52022.06.22 15:40sell30.101.951040.000000.00000
62022.06.22 15:40modify30.101.951041.954121.94432
72022.06.22 15:40modify10.101.958321.954121.94432
82022.06.22 15:45modify20.101.951041.954121.94432
92022.06.22 17:30sell40.101.949630.000000.00000
102022.06.22 17:30modify40.101.949631.953421.94432
112022.06.22 17:30modify30.101.951041.953421.94432
122022.06.22 17:30modify20.101.951041.953421.94432
132022.06.22 17:30modify10.101.958321.953421.94432
142022.06.22 23:40s/l10.101.953421.953421.9443230.0710030.07
152022.06.22 23:40s/l20.101.953421.953421.94432-14.6110015.46
162022.06.22 23:40s/l30.101.953421.953421.94432-14.6110000.85
172022.06.22 23:40s/l40.101.953421.953421.94432-23.279977.58
182022.08.04 12:00buy50.101.921120.000000.00000
192022.08.04 12:00modify50.101.921121.912121.93512
202022.08.04 16:10buy60.101.928280.000000.00000
212022.08.04 16:10modify60.101.928281.922521.93512
222022.08.04 16:10buy70.101.928280.000000.00000
232022.08.04 16:10modify70.101.928281.925321.93512
242022.08.04 16:10modify50.101.921121.925321.93512
252022.08.04 16:15modify60.101.928281.925321.93512
262022.08.04 16:30buy80.101.929730.000000.00000
272022.08.04 16:30modify80.101.929731.926021.93512
282022.08.04 16:30modify70.101.928281.926021.93512
292022.08.04 16:30modify60.101.928281.926021.93512
302022.08.04 16:30modify50.101.921121.926021.93512
312022.08.05 18:40t/p50.101.935121.926021.9351285.1810062.76
322022.08.05 18:40t/p60.101.935121.926021.9351241.4310104.19
332022.08.05 18:40t/p70.101.935121.926021.9351241.4310145.62
342022.08.05 18:40t/p80.101.935121.926021.9351232.5710178.19
352022.08.17 12:00sell90.101.920390.000000.00000
362022.08.17 12:00modify90.101.920391.929391.90639
372022.08.18 11:59sell100.101.913270.000000.00000
382022.08.18 11:59modify100.101.913271.918991.90639
392022.08.18 11:59sell110.101.913270.000000.00000
402022.08.18 11:59modify110.101.913271.916191.90639
412022.08.18 11:59modify90.101.920391.916191.90639
422022.08.18 12:00modify100.101.913271.916191.90639
432022.08.18 19:20t/p90.101.906391.916191.9063986.0410264.23
442022.08.18 19:20t/p100.101.906391.916191.9063942.2310306.46
452022.08.18 19:20t/p110.101.906391.916191.9063942.2310348.69
462022.09.14 12:00sell120.101.929610.000000.00000
472022.09.14 12:00modify120.101.929611.938611.91561
482022.09.14 15:50sell130.101.922480.000000.00000
492022.09.14 15:50modify130.101.922481.928211.91561
502022.09.14 15:50sell140.101.922480.000000.00000
512022.09.14 15:50modify140.101.922481.925411.91561
522022.09.14 15:50modify120.101.929611.925411.91561
532022.09.14 15:55modify130.101.922481.925411.91561
542022.09.14 21:35sell150.101.921030.000000.00000
552022.09.14 21:35modify150.101.921031.924711.91561
562022.09.14 21:35modify140.101.922481.924711.91561
572022.09.14 21:35modify130.101.922481.924711.91561
582022.09.14 21:35modify120.101.929611.924711.91561
592022.09.15 13:40t/p120.101.915611.924711.9156186.0410434.73
602022.09.15 13:40t/p130.101.915611.924711.9156142.2810477.01
612022.09.15 13:40t/p140.101.915611.924711.9156142.2810519.28
622022.09.15 13:40t/p150.101.915611.924711.9156133.3810552.66
632022.09.20 12:00sell160.101.935910.000000.00000
642022.09.20 12:00modify160.101.935911.944911.92191
652022.09.20 16:40sell170.101.928610.000000.00000
662022.09.20 16:40modify170.101.928611.934511.92191
672022.09.20 16:40sell180.101.928610.000000.00000
682022.09.20 16:40modify180.101.928611.931711.92191
692022.09.20 16:40modify160.101.935911.931711.92191
702022.09.20 16:45modify170.101.928611.931711.92191
712022.09.20 18:40sell190.101.927390.000000.00000
722022.09.20 18:40modify190.101.927391.931011.92191
732022.09.20 18:40modify180.101.928611.931011.92191
742022.09.20 18:40modify170.101.928611.931011.92191
752022.09.20 18:40modify160.101.935911.931011.92191
762022.09.20 20:40s/l160.101.931011.931011.9219130.0710582.73
772022.09.20 20:40s/l170.101.931011.931011.92191-14.7310568.00
782022.09.20 20:40s/l180.101.931011.931011.92191-14.7310553.27
792022.09.20 20:40s/l190.101.931011.931011.92191-22.2210531.05
802022.09.23 16:00buy200.101.895440.000000.00000
812022.09.23 16:00modify200.101.895441.886441.90944
822022.09.23 20:40s/l200.101.886441.886441.90944-54.9910476.06
832022.09.27 16:00sell210.101.903050.000000.00000
842022.09.27 16:00modify210.101.903051.912051.88905
852022.09.27 17:05sell220.101.894400.000000.00000
862022.09.27 17:05modify220.101.894401.898151.88905
872022.09.27 17:05modify210.101.903051.898151.88905
882022.09.27 17:40s/l210.101.898151.898151.8890530.0810506.14
892022.09.27 17:40s/l220.101.898151.898151.88905-23.0110483.13
902022.09.29 16:00sell230.101.935500.000000.00000
912022.09.29 16:00modify230.101.935501.944501.92150
922022.09.29 18:05s/l230.101.944501.944501.92150-55.2410427.89
932022.10.04 20:00sell240.102.001210.000000.00000
942022.10.04 20:00modify240.102.001212.010211.98721
952022.10.05 00:50sell250.101.994090.000000.00000
962022.10.05 00:50modify250.101.994091.999811.98721
972022.10.05 00:50sell260.101.994090.000000.00000
982022.10.05 00:50modify260.101.994091.997011.98721
992022.10.05 00:50modify240.102.001211.997011.98721
1002022.10.05 00:55modify250.101.994091.997011.98721
1012022.10.05 01:30t/p240.101.987211.997011.9872185.9710513.86
1022022.10.05 01:30t/p250.101.987211.997011.9872142.2310556.09
1032022.10.05 01:30t/p260.101.987211.997011.9872142.2310598.32
1042022.10.13 12:00sell270.102.000470.000000.00000
1052022.10.13 12:00modify270.102.000472.009471.98647
1062022.10.13 12:20s/l270.102.009472.009471.98647-55.2510543.07
1072022.11.03 16:00buy280.101.935620.000000.00000
1082022.11.03 16:00modify280.101.935621.926621.94962
1092022.11.04 05:40s/l280.101.926621.926621.94962-55.3510487.72
1102022.11.04 12:00buy290.101.921200.000000.00000
1112022.11.04 12:00modify290.101.921201.912201.93520
1122022.11.07 08:30buy300.101.928220.000000.00000
1132022.11.07 08:30modify300.101.928221.922601.93520
1142022.11.07 08:30buy310.101.928220.000000.00000
1152022.11.07 08:30modify310.101.928221.925401.93520
1162022.11.07 08:30modify290.101.921201.925401.93520
1172022.11.07 08:35modify300.101.928221.925401.93520
1182022.11.07 08:50buy320.101.929750.000000.00000
1192022.11.07 08:50modify320.101.929751.926101.93520
1202022.11.07 08:50modify310.101.928221.926101.93520
1212022.11.07 08:50modify300.101.928221.926101.93520
1222022.11.07 08:50modify290.101.921201.926101.93520
1232022.11.07 10:30t/p290.101.935201.926101.9352085.1810572.90
1242022.11.07 10:30t/p300.101.935201.926101.9352042.6510615.55
1252022.11.07 10:30t/p310.101.935201.926101.9352042.6510658.20
1262022.11.07 10:30t/p320.101.935201.926101.9352033.3010691.50
1272022.11.07 20:00sell330.101.942570.000000.00000
1282022.11.07 20:00modify330.101.942571.951571.92857
1292022.11.07 22:15sell340.101.934010.000000.00000
1302022.11.07 22:15modify340.101.934011.937671.92857
1312022.11.07 22:15modify330.101.942571.937671.92857
1322022.11.07 22:30s/l330.101.937671.937671.9285730.0810721.58
1332022.11.07 22:30s/l340.101.937671.937671.92857-22.4610699.12
1342023.01.19 12:00sell350.101.935360.000000.00000
1352023.01.19 12:00modify350.101.935361.944361.92136
1362023.01.20 06:50sell360.101.928210.000000.00000
1372023.01.20 06:50modify360.101.928211.933961.92136
1382023.01.20 06:50sell370.101.928210.000000.00000
1392023.01.20 06:50modify370.101.928211.931161.92136
1402023.01.20 06:50modify350.101.935361.931161.92136
1412023.01.20 06:55modify360.101.928211.931161.92136
1422023.01.20 07:20sell380.101.926740.000000.00000
1432023.01.20 07:20modify380.101.926741.930461.92136
1442023.01.20 07:20modify370.101.928211.930461.92136
1452023.01.20 07:20modify360.101.928211.930461.92136
1462023.01.20 07:20modify350.101.935361.930461.92136
1472023.01.20 08:40t/p350.101.921361.930461.9213685.9710785.08
1482023.01.20 08:40t/p360.101.921361.930461.9213642.0410827.12
1492023.01.20 08:40t/p370.101.921361.930461.9213642.0410869.16
1502023.01.20 08:40t/p380.101.921361.930461.9213633.0210902.18
1512023.02.02 16:00buy390.101.888610.000000.00000
1522023.02.02 16:00modify390.101.888611.879611.90261
1532023.02.03 13:50buy400.101.897060.000000.00000
1542023.02.03 13:50modify400.101.897061.893511.90261
1552023.02.03 13:50modify390.101.888611.893511.90261
1562023.02.03 16:40t/p390.101.902611.893511.9026185.1810987.36
1572023.02.03 16:40t/p400.101.902611.893511.9026133.9111021.27
1582023.02.21 16:00sell410.101.947270.000000.00000
1592023.02.21 16:00modify410.101.947271.956271.93327
1602023.02.22 13:25sell420.101.940070.000000.00000
1612023.02.22 13:25modify420.101.940071.945871.93327
1622023.02.22 13:25sell430.101.940070.000000.00000
1632023.02.22 13:25modify430.101.940071.943071.93327
1642023.02.22 13:25modify410.101.947271.943071.93327
1652023.02.22 13:30modify420.101.940071.943071.93327
1662023.02.22 14:30sell440.101.938850.000000.00000
1672023.02.22 14:30modify440.101.938851.942371.93327
1682023.02.22 14:30modify430.101.940071.942371.93327
1692023.02.22 14:30modify420.101.940071.942371.93327
1702023.02.22 14:30modify410.101.947271.942371.93327
1712023.02.23 01:30t/p410.101.933271.942371.9332786.0711107.35
1722023.02.23 01:30t/p420.101.933271.942371.9332741.8511149.20
1732023.02.23 01:30t/p430.101.933271.942371.9332741.8511191.05
1742023.02.23 01:30t/p440.101.933271.942371.9332734.3611225.41
1752023.03.01 12:00buy450.101.922850.000000.00000
1762023.03.01 12:00modify450.101.922851.913851.93685
1772023.03.03 12:40buy460.101.929900.000000.00000
1782023.03.03 12:40modify460.101.929901.924251.93685
1792023.03.03 12:40buy470.101.929900.000000.00000
1802023.03.03 12:40modify470.101.929901.927051.93685
1812023.03.03 12:40modify450.101.922851.927051.93685
1822023.03.03 12:45modify460.101.929901.927051.93685
1832023.03.03 13:40buy480.101.931370.000000.00000
1842023.03.03 13:40modify480.101.931371.927751.93685
1852023.03.03 13:40modify470.101.929901.927751.93685
1862023.03.03 13:40modify460.101.929901.927751.93685
1872023.03.03 13:40modify450.101.922851.927751.93685
1882023.03.05 23:30t/p450.101.936851.927751.9368584.1011309.50
1892023.03.05 23:30t/p460.101.936851.927751.9368542.4611351.96
1902023.03.05 23:30t/p470.101.936851.927751.9368542.4611394.42
1912023.03.05 23:30t/p480.101.936851.927751.9368533.4811427.90
1922023.03.21 12:00sell490.101.976590.000000.00000
1932023.03.21 12:00modify490.101.976591.985591.96259
1942023.03.21 21:05sell500.101.969300.000000.00000
1952023.03.21 21:05modify500.101.969301.975191.96259
1962023.03.21 21:05sell510.101.969300.000000.00000
1972023.03.21 21:05modify510.101.969301.972391.96259
1982023.03.21 21:05modify490.101.976591.972391.96259
1992023.03.21 21:10modify500.101.969301.972391.96259
2002023.03.21 22:00s/l490.101.972391.972391.9625925.7811453.68
2012023.03.21 22:00s/l500.101.972391.972391.96259-18.9611434.72
2022023.03.21 22:00s/l510.101.972391.972391.96259-18.9611415.76
2032023.04.13 16:00buy520.101.987440.000000.00000
2042023.04.13 16:00modify520.101.987441.978442.00144
2052023.04.14 14:20buy530.101.996080.000000.00000
2062023.04.14 14:20modify530.101.996081.992342.00144
2072023.04.14 14:20modify520.101.987441.992342.00144
2082023.04.14 15:30t/p520.102.001441.992342.0014485.1811500.94
2092023.04.14 15:30t/p530.102.001441.992342.0014432.7511533.69
2102023.05.12 12:00sell540.102.010670.000000.00000
2112023.05.12 12:00modify540.102.010672.019671.99667
2122023.05.15 06:55sell550.102.003450.000000.00000
2132023.05.15 06:55modify550.102.003452.009271.99667
2142023.05.15 06:55sell560.102.003450.000000.00000
2152023.05.15 06:55modify560.102.003452.006471.99667
2162023.05.15 06:55modify540.102.010672.006471.99667
2172023.05.15 07:00modify550.102.003452.006471.99667
2182023.05.15 07:40s/l540.102.006472.006471.9966725.8211559.51
2192023.05.15 07:40s/l550.102.006472.006471.99667-18.5311540.98
2202023.05.15 07:40s/l560.102.006472.006471.99667-18.5311522.45
2212023.05.25 12:00sell570.102.034160.000000.00000
2222023.05.25 12:00modify570.102.034162.043162.02016
2232023.05.26 15:40s/l570.102.043162.043162.02016-55.2011467.25