Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000)
Period1 Hour (H1) 2022.06.01 00:00 - 2023.05.31 23:00 (2022.06.01 - 2023.06.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 test6538Ticks modelled46878030Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit890.69Gross profit1299.76Gross loss-409.07
Profit factor3.18Expected payoff19.79
Absolute drawdown174.89Maximal drawdown228.18 (2.27%)Relative drawdown2.27% (228.18)
Total trades45Short positions (won %)24 (75.00%)Long positions (won %)21 (71.43%)
Profit trades (% of total)33 (73.33%)Loss trades (% of total)12 (26.67%)
Largestprofit trade86.07loss trade-86.98
Averageprofit trade39.39loss trade-34.09
Maximumconsecutive wins (profit in money)13 (592.78)consecutive losses (loss in money)2 (-117.05)
Maximalconsecutive profit (count of wins)592.78 (13)consecutive loss (count of losses)-117.05 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.22 05:00sell10.101.951330.000000.00000
22022.06.22 05:00modify10.101.951331.965331.93733
32022.06.22 07:22sell20.101.945730.000000.00000
42022.06.22 07:22modify20.101.945731.950631.93733
52022.06.22 07:22modify10.101.951331.950631.93733
62022.06.22 08:07s/l10.101.950631.950631.937334.3010004.30
72022.06.22 08:07s/l20.101.950631.950631.93733-30.079974.23
82022.08.10 18:00buy30.101.906930.000000.00000
92022.08.10 18:00modify30.101.906931.892931.92093
102022.08.12 02:15s/l30.101.892931.892931.92093-86.989887.25
112022.08.12 06:00buy40.101.887280.000000.00000
122022.08.12 06:00modify40.101.887281.873281.90128
132022.08.15 07:48buy50.101.892890.000000.00000
142022.08.15 07:48modify50.101.892891.887981.90128
152022.08.15 07:48modify40.101.887281.887981.90128
162022.08.15 09:05buy60.101.895680.000000.00000
172022.08.15 09:05modify60.101.895681.890781.90128
182022.08.15 09:05modify50.101.892891.890781.90128
192022.08.15 09:05modify40.101.887281.890781.90128
202022.08.15 10:22buy70.101.897120.000000.00000
212022.08.15 10:22modify70.101.897121.893581.90128
222022.08.15 10:22modify60.101.895681.893581.90128
232022.08.15 10:22modify50.101.892891.893581.90128
242022.08.15 10:22modify40.101.887281.893581.90128
252022.08.15 13:11t/p40.101.901281.893581.9012885.189972.43
262022.08.15 13:11t/p50.101.901281.893581.9012851.2610023.69
272022.08.15 13:11t/p60.101.901281.893581.9012834.2210057.91
282022.08.15 13:11t/p70.101.901281.893581.9012825.4210083.33
292022.09.23 19:00buy80.101.892150.000000.00000
302022.09.23 19:00modify80.101.892151.878151.90615
312022.09.25 21:06s/l80.101.878151.878151.90615-85.549997.79
322022.11.03 20:00buy90.101.932310.000000.00000
332022.11.03 20:00modify90.101.932311.918311.94631
342022.11.04 00:22buy100.101.937950.000000.00000
352022.11.04 00:22modify100.101.937951.933011.94631
362022.11.04 00:22modify90.101.932311.933011.94631
372022.11.04 00:53buy110.101.940830.000000.00000
382022.11.04 00:53modify110.101.940831.935811.94631
392022.11.04 00:53modify100.101.937951.935811.94631
402022.11.04 00:53modify90.101.932311.935811.94631
412022.11.04 01:02s/l90.101.935811.935811.9463121.0310018.82
422022.11.04 01:02s/l100.101.935811.935811.94631-13.0710005.75
432022.11.04 01:02s/l110.101.935811.935811.94631-30.679975.08
442022.11.04 14:00buy120.101.916380.000000.00000
452022.11.04 14:00modify120.101.916381.902381.93038
462022.11.06 22:32buy130.101.922280.000000.00000
472022.11.06 22:32modify130.101.922281.917081.93038
482022.11.06 22:32modify120.101.916381.917081.93038
492022.11.06 22:43buy140.101.925050.000000.00000
502022.11.06 22:43modify140.101.925051.919881.93038
512022.11.06 22:43modify130.101.922281.919881.93038
522022.11.06 22:43modify120.101.916381.919881.93038
532022.11.06 23:00buy150.101.926210.000000.00000
542022.11.06 23:00modify150.101.926211.922681.93038
552022.11.06 23:00modify140.101.925051.922681.93038
562022.11.06 23:00modify130.101.922281.922681.93038
572022.11.06 23:00modify120.101.916381.922681.93038
582022.11.06 23:21s/l120.101.922681.922681.9303838.4910013.57
592022.11.06 23:21s/l130.101.922681.922681.930382.4410016.01
602022.11.06 23:21s/l140.101.922681.922681.93038-14.4910001.52
612022.11.06 23:21s/l150.101.922681.922681.93038-21.579979.95
622023.02.21 19:00sell160.101.949720.000000.00000
632023.02.21 19:00modify160.101.949721.963721.93572
642023.02.22 01:01sell170.101.944120.000000.00000
652023.02.22 01:01modify170.101.944121.949021.93572
662023.02.22 01:01modify160.101.949721.949021.93572
672023.02.22 06:55sell180.101.941300.000000.00000
682023.02.22 06:55modify180.101.941301.946221.93572
692023.02.22 06:55modify170.101.944121.946221.93572
702023.02.22 06:55modify160.101.949721.946221.93572
712023.02.22 11:48sell190.101.939920.000000.00000
722023.02.22 11:48modify190.101.939921.943421.93572
732023.02.22 11:48modify180.101.941301.943421.93572
742023.02.22 11:48modify170.101.944121.943421.93572
752023.02.22 11:48modify160.101.949721.943421.93572
762023.02.22 15:51t/p160.101.935721.943421.9357285.9710065.91
772023.02.22 15:51t/p170.101.935721.943421.9357251.5510117.46
782023.02.22 15:51t/p180.101.935721.943421.9357234.2510151.71
792023.02.22 15:51t/p190.101.935721.943421.9357225.7710177.48
802023.02.28 10:00sell200.101.964820.000000.00000
812023.02.28 10:00modify200.101.964821.978821.95082
822023.02.28 15:42sell210.101.959200.000000.00000
832023.02.28 15:42modify210.101.959201.964121.95082
842023.02.28 15:42modify200.101.964821.964121.95082
852023.02.28 15:54sell220.101.956380.000000.00000
862023.02.28 15:54modify220.101.956381.961321.95082
872023.02.28 15:54modify210.101.959201.961321.95082
882023.02.28 15:54modify200.101.964821.961321.95082
892023.02.28 15:56sell230.101.955020.000000.00000
902023.02.28 15:56modify230.101.955021.958521.95082
912023.02.28 15:56modify220.101.956381.958521.95082
922023.02.28 15:56modify210.101.959201.958521.95082
932023.02.28 15:56modify200.101.964821.958521.95082
942023.02.28 17:29t/p200.101.950821.958521.9508285.9310263.41
952023.02.28 17:29t/p210.101.950821.958521.9508251.4310314.84
962023.02.28 17:29t/p220.101.950821.958521.9508234.1210348.96
972023.02.28 17:29t/p230.101.950821.958521.9508225.7810374.74
982023.03.01 13:00buy240.101.924780.000000.00000
992023.03.01 13:00modify240.101.924781.910781.93878
1002023.03.03 13:27buy250.101.930410.000000.00000
1012023.03.03 13:27modify250.101.930411.925481.93878
1022023.03.03 13:27modify240.101.924781.925481.93878
1032023.03.03 15:40buy260.101.933180.000000.00000
1042023.03.03 15:40modify260.101.933181.928281.93878
1052023.03.03 15:40modify250.101.930411.928281.93878
1062023.03.03 15:40modify240.101.924781.928281.93878
1072023.03.03 18:33buy270.101.934580.000000.00000
1082023.03.03 18:33modify270.101.934581.931081.93878
1092023.03.03 18:33modify260.101.933181.931081.93878
1102023.03.03 18:33modify250.101.930411.931081.93878
1112023.03.03 18:33modify240.101.924781.931081.93878
1122023.03.06 08:22t/p240.101.938781.931081.9387883.7410458.48
1132023.03.06 08:22t/p250.101.938781.931081.9387850.7810509.26
1142023.03.06 08:22t/p260.101.938781.931081.9387833.8610543.12
1152023.03.06 08:22t/p270.101.938781.931081.9387825.3110568.43
1162023.03.10 11:00sell280.101.961390.000000.00000
1172023.03.10 11:00modify280.101.961391.975391.94739
1182023.03.10 13:30sell290.101.955500.000000.00000
1192023.03.10 13:30modify290.101.955501.960691.94739
1202023.03.10 13:30modify280.101.961391.960691.94739
1212023.03.10 14:07s/l280.101.960691.960691.947394.3010572.73
1222023.03.10 14:07s/l290.101.960691.960691.94739-31.8610540.87
1232023.04.11 12:00sell300.102.001820.000000.00000
1242023.04.11 12:00modify300.102.001822.015821.98782
1252023.04.13 12:46sell310.101.996120.000000.00000
1262023.04.13 12:46modify310.101.996122.001121.98782
1272023.04.13 12:46modify300.102.001822.001121.98782
1282023.04.13 13:18sell320.101.993420.000000.00000
1292023.04.13 13:18modify320.101.993421.998321.98782
1302023.04.13 13:18modify310.101.996121.998321.98782
1312023.04.13 13:18modify300.102.001821.998321.98782
1322023.04.13 13:39sell330.101.992020.000000.00000
1332023.04.13 13:39modify330.101.992021.995521.98782
1342023.04.13 13:39modify320.101.993421.995521.98782
1352023.04.13 13:39modify310.101.996121.995521.98782
1362023.04.13 13:39modify300.102.001821.995521.98782
1372023.04.13 15:13t/p300.101.987821.995521.9878286.0710626.95
1382023.04.13 15:13t/p310.101.987821.995521.9878250.9410677.89
1392023.04.13 15:13t/p320.101.987821.995521.9878234.3710712.26
1402023.04.13 15:13t/p330.101.987821.995521.9878225.7810738.04
1412023.04.13 18:00buy340.101.986440.000000.00000
1422023.04.13 18:00modify340.101.986441.972442.00044
1432023.04.14 13:04buy350.101.992060.000000.00000
1442023.04.14 13:04modify350.101.992061.987142.00044
1452023.04.14 13:04modify340.101.986441.987142.00044
1462023.04.14 14:21buy360.101.994910.000000.00000
1472023.04.14 14:21modify360.101.994911.989942.00044
1482023.04.14 14:21modify350.101.992061.989942.00044
1492023.04.14 14:21modify340.101.986441.989942.00044
1502023.04.14 14:22buy370.101.996250.000000.00000
1512023.04.14 14:22modify370.101.996251.992742.00044
1522023.04.14 14:22modify360.101.994911.992742.00044
1532023.04.14 14:22modify350.101.992061.992742.00044
1542023.04.14 14:22modify340.101.986441.992742.00044
1552023.04.14 15:03t/p340.102.000441.992742.0004485.1810823.22
1562023.04.14 15:03t/p350.102.000441.992742.0004451.2010874.42
1572023.04.14 15:03t/p360.102.000441.992742.0004433.7910908.21
1582023.04.14 15:03t/p370.102.000441.992742.0004425.6010933.81
1592023.04.20 03:00sell380.102.016710.000000.00000
1602023.04.20 03:00modify380.102.016712.030712.00271
1612023.04.20 10:59sell390.102.011090.000000.00000
1622023.04.20 10:59modify390.102.011092.016012.00271
1632023.04.20 10:59modify380.102.016712.016012.00271
1642023.04.20 11:53s/l380.102.016012.016012.002714.2910938.10
1652023.04.20 11:53s/l390.102.016012.016012.00271-30.2010907.90
1662023.04.26 10:00sell400.102.035180.000000.00000
1672023.04.26 10:00modify400.102.035182.049182.02118
1682023.04.27 05:30sell410.102.029580.000000.00000
1692023.04.27 05:30modify410.102.029582.034482.02118
1702023.04.27 05:30modify400.102.035182.034482.02118
1712023.04.27 06:19sell420.102.026780.000000.00000
1722023.04.27 06:19modify420.102.026782.031682.02118
1732023.04.27 06:19modify410.102.029582.031682.02118
1742023.04.27 06:19modify400.102.035182.031682.02118
1752023.04.27 09:55sell430.102.025380.000000.00000
1762023.04.27 09:55modify430.102.025382.028882.02118
1772023.04.27 09:55modify420.102.026782.028882.02118
1782023.04.27 09:55modify410.102.029582.028882.02118
1792023.04.27 09:55modify400.102.035182.028882.02118
1802023.04.27 10:47s/l400.102.028882.028882.0211838.7810946.68
1812023.04.27 10:47s/l410.102.028882.028882.021184.3010950.98
1822023.04.27 10:47s/l420.102.028882.028882.02118-12.8910938.09
1832023.04.27 10:47s/l430.102.028882.028882.02118-21.4810916.61
1842023.05.12 12:00sell440.102.010670.000000.00000
1852023.05.12 12:00modify440.102.010672.024671.99667
1862023.05.15 05:16sell450.102.005040.000000.00000
1872023.05.15 05:16modify450.102.005042.009971.99667
1882023.05.15 05:16modify440.102.010672.009971.99667
1892023.05.15 09:44s/l440.102.009972.009971.996674.3410920.94
1902023.05.15 09:44s/l450.102.009972.009971.99667-30.2510890.69