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 23:59 (2022.06.01 - 2023.06.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; 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 test2615Ticks modelled4230Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1048.69Gross profit1633.43Gross loss-584.74
Profit factor2.79Expected payoff38.84
Absolute drawdown92.03Maximal drawdown268.01 (2.62%)Relative drawdown2.62% (268.01)
Total trades27Short positions (won %)17 (76.47%)Long positions (won %)10 (70.00%)
Profit trades (% of total)20 (74.07%)Loss trades (% of total)7 (25.93%)
Largestprofit trade92.24loss trade-93.81
Averageprofit trade81.67loss trade-83.53
Maximumconsecutive wins (profit in money)8 (638.34)consecutive losses (loss in money)2 (-185.10)
Maximalconsecutive profit (count of wins)638.34 (8)consecutive loss (count of losses)-185.10 (2)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.06 20:00sell10.101.930010.000000.00000
22022.06.06 20:00modify10.101.930011.945011.91501
32022.06.07 16:00s/l10.101.945011.945011.91501-92.039907.97
42022.06.10 00:00sell20.101.956420.000000.00000
52022.06.10 00:00modify20.101.956421.971421.94142
62022.06.10 08:00t/p20.101.941421.971421.9414292.0710000.04
72022.07.18 20:00sell30.101.941980.000000.00000
82022.07.18 20:00modify30.101.941981.956981.92698
92022.07.19 08:00sell40.101.931460.000000.00000
102022.07.19 08:00modify40.101.931461.935981.92698
112022.07.19 08:00modify30.101.941981.935981.92698
122022.07.19 20:00t/p30.101.926981.935981.9269892.1110092.14
132022.07.19 20:00t/p40.101.926981.935981.9269827.5010119.64
142022.08.02 20:00sell50.101.944240.000000.00000
152022.08.02 20:00modify50.101.944241.959241.92924
162022.08.04 12:00t/p50.101.929241.959241.9292492.2110211.86
172022.08.09 04:00buy60.101.922560.000000.00000
182022.08.09 04:00modify60.101.922561.907561.93756
192022.08.10 16:00s/l60.101.907561.907561.93756-92.0110119.85
202022.08.10 20:00buy70.101.908160.000000.00000
212022.08.10 20:00modify70.101.908161.893161.92316
222022.08.12 00:00s/l70.101.893161.893161.92316-93.0910026.76
232022.08.12 12:00buy80.101.887770.000000.00000
242022.08.12 12:00modify80.101.887771.872771.90277
252022.08.16 00:00buy90.101.895530.000000.00000
262022.08.16 00:00modify90.101.895531.892271.90277
272022.08.16 00:00modify80.101.887771.892271.90277
282022.08.16 12:00t/p80.101.902771.892271.9027790.9310117.69
292022.08.16 12:00t/p90.101.902771.892271.9027744.2310161.92
302022.09.06 20:00sell100.101.906920.000000.00000
312022.09.06 20:00modify100.101.906921.921921.89192
322022.09.08 16:00sell110.101.899300.000000.00000
332022.09.08 16:00modify110.101.899301.902421.89192
342022.09.08 16:00modify100.101.906921.902421.89192
352022.09.09 12:00t/p100.101.891921.902421.8919292.2410254.16
362022.09.09 12:00t/p110.101.891921.902421.8919245.3310299.48
372022.10.23 20:00buy120.101.968490.000000.00000
382022.10.23 20:00modify120.101.968491.953491.98349
392022.10.24 08:00t/p120.101.983491.953491.9834991.2910390.77
402022.11.04 20:00buy130.101.917560.000000.00000
412022.11.04 20:00modify130.101.917561.902561.93256
422022.11.07 12:00t/p130.101.932561.902561.9325691.2910482.06
432023.01.03 16:00sell140.101.920610.000000.00000
442023.01.03 16:00modify140.101.920611.935611.90561
452023.01.04 08:00t/p140.101.905611.935611.9056192.1110574.17
462023.02.02 08:00buy150.101.897350.000000.00000
472023.02.02 08:00modify150.101.897351.882351.91235
482023.02.06 16:00t/p150.101.912351.882351.9123590.9310665.10
492023.02.19 20:00sell160.101.926400.000000.00000
502023.02.19 20:00modify160.101.926401.941401.91140
512023.02.21 16:00s/l160.101.941401.941401.91140-92.0010573.10
522023.02.22 00:00sell170.101.947590.000000.00000
532023.02.22 00:00modify170.101.947591.962591.93259
542023.02.22 12:00sell180.101.940540.000000.00000
552023.02.22 12:00modify180.101.940541.946091.93259
562023.02.22 12:00modify170.101.947591.946091.93259
572023.02.23 04:00t/p170.101.932591.946091.9325992.1810665.28
582023.02.23 04:00t/p180.101.932591.946091.9325948.9110714.19
592023.02.28 04:00sell190.101.956490.000000.00000
602023.02.28 04:00modify190.101.956491.971491.94149
612023.03.01 04:00t/p190.101.941491.971491.9414992.1110806.29
622023.03.10 16:00sell200.101.960120.000000.00000
632023.03.10 16:00modify200.101.960121.975121.94512
642023.03.13 16:00t/p200.101.945121.975121.9451292.1110898.40
652023.03.21 16:00sell210.101.976050.000000.00000
662023.03.21 16:00modify210.101.976051.991051.96105
672023.03.23 08:00t/p210.101.961051.991051.9610592.2110990.62
682023.04.06 20:00sell220.101.991430.000000.00000
692023.04.06 20:00modify220.101.991432.006431.97643
702023.04.11 20:00s/l220.102.006432.006431.97643-91.9610898.65
712023.04.12 00:00sell230.102.006450.000000.00000
722023.04.12 00:00modify230.102.006452.021451.99145
732023.04.13 16:00t/p230.101.991452.021451.9914592.1810990.83
742023.04.13 20:00buy240.101.988440.000000.00000
752023.04.13 20:00modify240.101.988441.973442.00344
762023.04.17 08:00t/p240.102.003441.973442.0034490.9311081.76
772023.05.02 16:00buy250.102.010250.000000.00000
782023.05.02 16:00modify250.102.010251.995252.02525
792023.05.08 12:00s/l250.101.995251.995252.02525-93.8110987.95
802023.05.19 12:00buy260.101.982030.000000.00000
812023.05.19 12:00modify260.101.982031.967031.99703
822023.05.24 04:00t/p260.101.997031.967031.9970390.5711078.52
832023.05.31 08:00sell270.102.061740.000000.00000
842023.05.31 08:00modify270.102.061742.076742.04674
852023.05.31 23:59close at stop270.102.066602.076742.04674-29.8311048.69