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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1915Ticks modelled46878030Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit813.21Gross profit1503.80Gross loss-690.59
Profit factor2.18Expected payoff12.71
Absolute drawdown46.28Maximal drawdown200.56 (1.96%)Relative drawdown1.96% (200.56)
Total trades64Short positions (won %)44 (45.45%)Long positions (won %)20 (70.00%)
Profit trades (% of total)34 (53.12%)Loss trades (% of total)30 (46.88%)
Largestprofit trade86.04loss trade-55.35
Averageprofit trade44.23loss trade-23.02
Maximumconsecutive wins (profit in money)5 (233.91)consecutive losses (loss in money)4 (-102.68)
Maximalconsecutive profit (count of wins)233.91 (5)consecutive loss (count of losses)-110.60 (2)
Averageconsecutive wins3consecutive losses3
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 13:56sell20.101.951120.000000.00000
42022.06.22 13:56modify20.101.951121.956921.94432
52022.06.22 13:56sell30.101.951120.000000.00000
62022.06.22 13:56modify30.101.951121.954121.94432
72022.06.22 13:56modify10.101.958321.954121.94432
82022.06.22 13:56modify20.101.951121.954121.94432
92022.06.22 14:41s/l10.101.954121.954121.9443225.7810025.78
102022.06.22 14:41s/l20.101.954121.954121.94432-18.4110007.37
112022.06.22 14:41s/l30.101.954121.954121.94432-18.419988.96
122022.08.04 12:00buy40.101.921120.000000.00000
132022.08.04 12:00modify40.101.921121.912121.93512
142022.08.04 13:24buy50.101.928130.000000.00000
152022.08.04 13:24modify50.101.928131.922521.93512
162022.08.04 13:24buy60.101.928130.000000.00000
172022.08.04 13:24modify60.101.928131.925321.93512
182022.08.04 13:24modify40.101.921121.925321.93512
192022.08.04 13:24modify50.101.928131.925321.93512
202022.08.04 13:40s/l40.101.925321.925321.9351225.6710014.63
212022.08.04 13:40s/l50.101.925321.925321.93512-17.169997.47
222022.08.04 13:40s/l60.101.925321.925321.93512-17.169980.31
232022.08.17 12:00sell70.101.920390.000000.00000
242022.08.17 12:00modify70.101.920391.929391.90639
252022.08.18 11:51sell80.101.913360.000000.00000
262022.08.18 11:51modify80.101.913361.918991.90639
272022.08.18 11:51sell90.101.913360.000000.00000
282022.08.18 11:51modify90.101.913361.916191.90639
292022.08.18 11:51modify70.101.920391.916191.90639
302022.08.18 11:51modify80.101.913361.916191.90639
312022.08.18 12:06sell100.101.911970.000000.00000
322022.08.18 12:06modify100.101.911971.915491.90639
332022.08.18 12:06modify90.101.913361.915491.90639
342022.08.18 12:06modify80.101.913361.915491.90639
352022.08.18 12:06modify70.101.920391.915491.90639
362022.08.18 14:21s/l70.101.915491.915491.9063930.1810010.49
372022.08.18 14:21s/l80.101.915491.915491.90639-13.089997.41
382022.08.18 14:21s/l90.101.915491.915491.90639-13.089984.33
392022.08.18 14:21s/l100.101.915491.915491.90639-21.619962.72
402022.09.14 12:00sell110.101.929610.000000.00000
412022.09.14 12:00modify110.101.929611.938611.91561
422022.09.14 14:44sell120.101.922490.000000.00000
432022.09.14 14:44modify120.101.922491.928211.91561
442022.09.14 14:44sell130.101.922490.000000.00000
452022.09.14 14:44modify130.101.922491.925411.91561
462022.09.14 14:44modify110.101.929611.925411.91561
472022.09.14 14:44modify120.101.922491.925411.91561
482022.09.14 21:37sell140.101.921210.000000.00000
492022.09.14 21:37modify140.101.921211.924711.91561
502022.09.14 21:37modify130.101.922491.924711.91561
512022.09.14 21:37modify120.101.922491.924711.91561
522022.09.14 21:37modify110.101.929611.924711.91561
532022.09.15 13:59t/p110.101.915611.924711.9156186.0410048.76
542022.09.15 13:59t/p120.101.915611.924711.9156142.3410091.10
552022.09.15 13:59t/p130.101.915611.924711.9156142.3410133.43
562022.09.15 13:59t/p140.101.915611.924711.9156134.4810167.91
572022.09.20 12:00sell150.101.935910.000000.00000
582022.09.20 12:00modify150.101.935911.944911.92191
592022.09.20 16:14sell160.101.928880.000000.00000
602022.09.20 16:14modify160.101.928881.934511.92191
612022.09.20 16:14sell170.101.928880.000000.00000
622022.09.20 16:14modify170.101.928881.931711.92191
632022.09.20 16:14modify150.101.935911.931711.92191
642022.09.20 16:14modify160.101.928881.931711.92191
652022.09.20 16:35s/l150.101.931711.931711.9219125.7810193.69
662022.09.20 16:35s/l160.101.931711.931711.92191-17.3710176.32
672022.09.20 16:35s/l170.101.931711.931711.92191-17.3710158.95
682022.09.23 16:00buy180.101.895440.000000.00000
692022.09.23 16:00modify180.101.895441.886441.90944
702022.09.23 20:57s/l180.101.886441.886441.90944-54.9910103.96
712022.09.27 16:00sell190.101.903050.000000.00000
722022.09.27 16:00modify190.101.903051.912051.88905
732022.09.27 16:51sell200.101.896040.000000.00000
742022.09.27 16:51modify200.101.896041.901651.88905
752022.09.27 16:51sell210.101.896040.000000.00000
762022.09.27 16:51modify210.101.896041.898851.88905
772022.09.27 16:51modify190.101.903051.898851.88905
782022.09.27 16:51modify200.101.896041.898851.88905
792022.09.27 16:56sell220.101.894640.000000.00000
802022.09.27 16:56modify220.101.894641.898151.88905
812022.09.27 16:56modify210.101.896041.898151.88905
822022.09.27 16:56modify200.101.896041.898151.88905
832022.09.27 16:56modify190.101.903051.898151.88905
842022.09.27 17:33s/l190.101.898151.898151.8890530.0810134.04
852022.09.27 17:33s/l200.101.898151.898151.88905-12.9510121.09
862022.09.27 17:33s/l210.101.898151.898151.88905-12.9510108.14
872022.09.27 17:33s/l220.101.898151.898151.88905-21.5410086.60
882022.09.29 16:00sell230.101.935500.000000.00000
892022.09.29 16:00modify230.101.935501.944501.92150
902022.09.29 18:17s/l230.101.944501.944501.92150-55.2410031.36
912022.10.04 20:00sell240.102.001210.000000.00000
922022.10.04 20:00modify240.102.001212.010211.98721
932022.10.05 00:58sell250.101.994020.000000.00000
942022.10.05 00:58modify250.101.994021.999811.98721
952022.10.05 00:58sell260.101.994020.000000.00000
962022.10.05 00:58modify260.101.994021.997011.98721
972022.10.05 00:58modify240.102.001211.997011.98721
982022.10.05 00:58modify250.101.994021.997011.98721
992022.10.05 01:00sell270.101.992550.000000.00000
1002022.10.05 01:00modify270.101.992551.996311.98721
1012022.10.05 01:00modify260.101.994021.996311.98721
1022022.10.05 01:00modify250.101.994021.996311.98721
1032022.10.05 01:00modify240.102.001211.996311.98721
1042022.10.05 01:01t/p240.101.987211.996311.9872185.9710117.33
1052022.10.05 01:01t/p250.101.987211.996311.9872141.8010159.13
1062022.10.05 01:01t/p260.101.987211.996311.9872141.8010200.93
1072022.10.05 01:01t/p270.101.987211.996311.9872132.7710233.70
1082022.10.13 12:00sell280.102.000470.000000.00000
1092022.10.13 12:00modify280.102.000472.009471.98647
1102022.10.13 12:30s/l280.102.009472.009471.98647-55.2510178.45
1112022.11.03 16:00buy290.101.935620.000000.00000
1122022.11.03 16:00modify290.101.935621.926621.94962
1132022.11.04 05:40s/l290.101.926621.926621.94962-55.3510123.10
1142022.11.04 12:00buy300.101.921200.000000.00000
1152022.11.04 12:00modify300.101.921201.912201.93520
1162022.11.07 08:35buy310.101.928290.000000.00000
1172022.11.07 08:35modify310.101.928291.922601.93520
1182022.11.07 08:35buy320.101.928290.000000.00000
1192022.11.07 08:35modify320.101.928291.925401.93520
1202022.11.07 08:35modify300.101.921201.925401.93520
1212022.11.07 08:35modify310.101.928291.925401.93520
1222022.11.07 08:54buy330.101.929600.000000.00000
1232022.11.07 08:54modify330.101.929601.926101.93520
1242022.11.07 08:54modify320.101.928291.926101.93520
1252022.11.07 08:54modify310.101.928291.926101.93520
1262022.11.07 08:54modify300.101.921201.926101.93520
1272022.11.07 10:03t/p300.101.935201.926101.9352085.1810208.28
1282022.11.07 10:03t/p310.101.935201.926101.9352042.2210250.50
1292022.11.07 10:03t/p320.101.935201.926101.9352042.2210292.72
1302022.11.07 10:03t/p330.101.935201.926101.9352034.2110326.93
1312022.11.07 20:00sell340.101.942570.000000.00000
1322022.11.07 20:00modify340.101.942571.951571.92857
1332022.11.07 22:40sell350.101.935560.000000.00000
1342022.11.07 22:40modify350.101.935561.941171.92857
1352022.11.07 22:40sell360.101.935560.000000.00000
1362022.11.07 22:40modify360.101.935561.938371.92857
1372022.11.07 22:40modify340.101.942571.938371.92857
1382022.11.07 22:40modify350.101.935561.938371.92857
1392022.11.07 22:42sell370.101.934030.000000.00000
1402022.11.07 22:42modify370.101.934031.937671.92857
1412022.11.07 22:42modify360.101.935561.937671.92857
1422022.11.07 22:42modify350.101.935561.937671.92857
1432022.11.07 22:42modify340.101.942571.937671.92857
1442022.11.07 22:42s/l340.101.937671.937671.9285730.0810357.01
1452022.11.07 22:42s/l350.101.937671.937671.92857-12.9510344.06
1462022.11.07 22:42s/l360.101.937671.937671.92857-12.9510331.11
1472022.11.07 22:42s/l370.101.937671.937671.92857-22.3410308.77
1482023.01.19 12:00sell380.101.935360.000000.00000
1492023.01.19 12:00modify380.101.935361.944361.92136
1502023.01.20 06:45sell390.101.928360.000000.00000
1512023.01.20 06:45modify390.101.928361.933961.92136
1522023.01.20 06:45sell400.101.928360.000000.00000
1532023.01.20 06:45modify400.101.928361.931161.92136
1542023.01.20 06:45modify380.101.935361.931161.92136
1552023.01.20 06:45modify390.101.928361.931161.92136
1562023.01.20 07:03sell410.101.926940.000000.00000
1572023.01.20 07:03modify410.101.926941.930461.92136
1582023.01.20 07:03modify400.101.928361.930461.92136
1592023.01.20 07:03modify390.101.928361.930461.92136
1602023.01.20 07:03modify380.101.935361.930461.92136
1612023.01.20 08:43t/p380.101.921361.930461.9213685.9710394.74
1622023.01.20 08:43t/p390.101.921361.930461.9213642.9610437.70
1632023.01.20 08:43t/p400.101.921361.930461.9213642.9610480.66
1642023.01.20 08:43t/p410.101.921361.930461.9213634.2510514.91
1652023.02.02 16:00buy420.101.888610.000000.00000
1662023.02.02 16:00modify420.101.888611.879611.90261
1672023.02.03 13:30buy430.101.895770.000000.00000
1682023.02.03 13:30modify430.101.895771.890011.90261
1692023.02.03 13:30buy440.101.895770.000000.00000
1702023.02.03 13:30modify440.101.895771.892811.90261
1712023.02.03 13:30modify420.101.888611.892811.90261
1722023.02.03 13:30modify430.101.895771.892811.90261
1732023.02.03 13:30s/l420.101.892811.892811.9026125.3010540.21
1742023.02.03 13:30s/l430.101.892811.892811.90261-18.0810522.13
1752023.02.03 13:30s/l440.101.892811.892811.90261-18.0810504.05
1762023.02.21 16:00sell450.101.947270.000000.00000
1772023.02.21 16:00modify450.101.947271.956271.93327
1782023.02.22 11:28sell460.101.940270.000000.00000
1792023.02.22 11:28modify460.101.940271.945871.93327
1802023.02.22 11:28sell470.101.940270.000000.00000
1812023.02.22 11:28modify470.101.940271.943071.93327
1822023.02.22 11:28modify450.101.947271.943071.93327
1832023.02.22 11:28modify460.101.940271.943071.93327
1842023.02.22 12:30sell480.101.938860.000000.00000
1852023.02.22 12:30modify480.101.938861.942371.93327
1862023.02.22 12:30modify470.101.940271.942371.93327
1872023.02.22 12:30modify460.101.940271.942371.93327
1882023.02.22 12:30modify450.101.947271.942371.93327
1892023.02.22 13:25s/l450.101.942371.942371.9332730.1210534.16
1902023.02.22 13:25s/l460.101.942371.942371.93327-12.8910521.27
1912023.02.22 13:25s/l470.101.942371.942371.93327-12.8910508.38
1922023.02.22 13:25s/l480.101.942371.942371.93327-21.5410486.84
1932023.03.01 12:00buy490.101.922850.000000.00000
1942023.03.01 12:00modify490.101.922851.913851.93685
1952023.03.03 12:13buy500.101.929860.000000.00000
1962023.03.03 12:13modify500.101.929861.924251.93685
1972023.03.03 12:13buy510.101.929860.000000.00000
1982023.03.03 12:13modify510.101.929861.927051.93685
1992023.03.03 12:13modify490.101.922851.927051.93685
2002023.03.03 12:13modify500.101.929861.927051.93685
2012023.03.03 13:33buy520.101.931280.000000.00000
2022023.03.03 13:33modify520.101.931281.927751.93685
2032023.03.03 13:33modify510.101.929861.927751.93685
2042023.03.03 13:33modify500.101.929861.927751.93685
2052023.03.03 13:33modify490.101.922851.927751.93685
2062023.03.05 23:08t/p490.101.936851.927751.9368584.1010570.94
2072023.03.05 23:08t/p500.101.936851.927751.9368542.7110613.65
2082023.03.05 23:08t/p510.101.936851.927751.9368542.7110656.36
2092023.03.05 23:08t/p520.101.936851.927751.9368534.0310690.39
2102023.03.21 12:00sell530.101.976590.000000.00000
2112023.03.21 12:00modify530.101.976591.985591.96259
2122023.03.22 06:13sell540.101.969590.000000.00000
2132023.03.22 06:13modify540.101.969591.975191.96259
2142023.03.22 06:13sell550.101.969590.000000.00000
2152023.03.22 06:13modify550.101.969591.972391.96259
2162023.03.22 06:13modify530.101.976591.972391.96259
2172023.03.22 06:13modify540.101.969591.972391.96259
2182023.03.22 07:00sell560.101.968170.000000.00000
2192023.03.22 07:00modify560.101.968171.971691.96259
2202023.03.22 07:00modify550.101.969591.971691.96259
2212023.03.22 07:00modify540.101.969591.971691.96259
2222023.03.22 07:00modify530.101.976591.971691.96259
2232023.03.22 07:00s/l530.101.971691.971691.9625930.1110720.50
2242023.03.22 07:00s/l540.101.971691.971691.96259-12.8910707.61
2252023.03.22 07:00s/l550.101.971691.971691.96259-12.8910694.72
2262023.03.22 07:00s/l560.101.971691.971691.96259-21.6110673.11
2272023.04.13 16:00buy570.101.987440.000000.00000
2282023.04.13 16:00modify570.101.987441.978442.00144
2292023.04.14 14:08buy580.101.994490.000000.00000
2302023.04.14 14:08modify580.101.994491.988842.00144
2312023.04.14 14:08buy590.101.994490.000000.00000
2322023.04.14 14:08modify590.101.994491.991642.00144
2332023.04.14 14:08modify570.101.987441.991642.00144
2342023.04.14 14:08modify580.101.994491.991642.00144
2352023.04.14 14:22buy600.101.995920.000000.00000
2362023.04.14 14:22modify600.101.995921.992342.00144
2372023.04.14 14:22modify590.101.994491.992342.00144
2382023.04.14 14:22modify580.101.994491.992342.00144
2392023.04.14 14:22modify570.101.987441.992342.00144
2402023.04.14 15:24t/p570.102.001441.992342.0014485.1810758.29
2412023.04.14 15:24t/p580.102.001441.992342.0014442.4710800.76
2422023.04.14 15:24t/p590.102.001441.992342.0014442.4710843.23
2432023.04.14 15:24t/p600.102.001441.992342.0014433.7310876.96
2442023.05.12 12:00sell610.102.010670.000000.00000
2452023.05.12 12:00modify610.102.010672.019671.99667
2462023.05.15 06:33sell620.102.003670.000000.00000
2472023.05.15 06:33modify620.102.003672.009271.99667
2482023.05.15 06:33sell630.102.003670.000000.00000
2492023.05.15 06:33modify630.102.003672.006471.99667
2502023.05.15 06:33modify610.102.010672.006471.99667
2512023.05.15 06:33modify620.102.003672.006471.99667
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