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=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 modelled80197Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1369.62Gross profit1838.97Gross loss-469.35
Profit factor3.92Expected payoff25.84
Absolute drawdown99.15Maximal drawdown236.83 (2.06%)Relative drawdown2.19% (228.60)
Total trades53Short positions (won %)33 (78.79%)Long positions (won %)20 (55.00%)
Profit trades (% of total)37 (69.81%)Loss trades (% of total)16 (30.19%)
Largestprofit trade92.21loss trade-92.73
Averageprofit trade49.70loss trade-29.33
Maximumconsecutive wins (profit in money)18 (933.63)consecutive losses (loss in money)3 (-44.67)
Maximalconsecutive profit (count of wins)933.63 (18)consecutive loss (count of losses)-126.21 (2)
Averageconsecutive wins4consecutive losses2
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 15:40s/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 05:40sell30.101.948620.000000.00000
72022.06.10 05:40modify30.101.948621.951921.94142
82022.06.10 05:40modify20.101.956421.951921.94142
92022.06.10 06:30sell40.101.945710.000000.00000
102022.06.10 06:30modify40.101.945711.950421.94142
112022.06.10 06:30modify30.101.948621.950421.94142
122022.06.10 06:30modify20.101.956421.950421.94142
132022.06.10 07:40t/p20.101.941421.950421.9414292.0710000.04
142022.06.10 07:40t/p30.101.941421.950421.9414244.1910044.23
152022.06.10 07:40t/p40.101.941421.950421.9414226.3310070.56
162022.07.18 20:00sell50.101.941980.000000.00000
172022.07.18 20:00modify50.101.941981.956981.92698
182022.07.19 04:20sell60.101.935200.000000.00000
192022.07.19 04:20modify60.101.935201.940481.92698
202022.07.19 04:20modify50.101.941981.940481.92698
212022.07.19 07:59sell70.101.931450.000000.00000
222022.07.19 07:59modify70.101.931451.935981.92698
232022.07.19 07:59modify60.101.935201.935981.92698
242022.07.19 07:59modify50.101.941981.935981.92698
252022.07.19 18:05t/p50.101.926981.935981.9269892.1110162.66
262022.07.19 18:05t/p60.101.926981.935981.9269850.4510213.11
272022.07.19 18:05t/p70.101.926981.935981.9269827.4410240.55
282022.08.02 20:00sell80.101.944240.000000.00000
292022.08.02 20:00modify80.101.944241.959241.92924
302022.08.03 21:00sell90.101.933720.000000.00000
312022.08.03 21:00modify90.101.933721.938241.92924
322022.08.03 21:00modify80.101.944241.938241.92924
332022.08.03 22:10sell100.101.936590.000000.00000
342022.08.03 22:10modify100.101.936591.939741.92924
352022.08.03 22:15modify100.101.936591.938241.92924
362022.08.04 09:05t/p80.101.929241.938241.9292492.2110332.77
372022.08.04 09:05t/p90.101.929241.938241.9292427.6110360.38
382022.08.04 09:05t/p100.101.929241.938241.9292445.2310405.60
392022.08.09 04:00buy110.101.922560.000000.00000
402022.08.09 04:00modify110.101.922561.907561.93756
412022.08.09 12:15buy120.101.929540.000000.00000
422022.08.09 12:15modify120.101.929541.924061.93756
432022.08.09 12:15modify110.101.922561.924061.93756
442022.08.09 14:40s/l110.101.924061.924061.937569.1710414.77
452022.08.09 14:40s/l120.101.924061.924061.93756-33.4810381.29
462022.08.10 20:00buy130.101.908160.000000.00000
472022.08.10 20:00modify130.101.908161.893161.92316
482022.08.11 21:15s/l130.101.893161.893161.92316-92.7310288.56
492022.08.12 12:00buy140.101.887770.000000.00000
502022.08.12 12:00modify140.101.887771.872771.90277
512022.08.15 07:46buy150.101.894760.000000.00000
522022.08.15 07:46modify150.101.894761.889271.90277
532022.08.15 07:46modify140.101.887771.889271.90277
542022.08.15 08:40buy160.101.895570.000000.00000
552022.08.15 08:40modify160.101.895571.892271.90277
562022.08.15 08:40modify150.101.894761.892271.90277
572022.08.15 08:40modify140.101.887771.892271.90277
582022.08.15 11:35buy170.101.898290.000000.00000
592022.08.15 11:35modify170.101.898291.893771.90277
602022.08.15 11:35modify160.101.895571.893771.90277
612022.08.15 11:35modify150.101.894761.893771.90277
622022.08.15 11:35modify140.101.887771.893771.90277
632022.08.15 14:40s/l140.101.893771.893771.9027736.3010324.86
642022.08.15 14:40s/l150.101.893771.893771.90277-6.0510318.81
652022.08.15 14:40s/l160.101.893771.893771.90277-11.0010307.81
662022.08.15 14:40s/l170.101.893771.893771.90277-27.6210280.19
672022.09.06 20:00sell180.101.906920.000000.00000
682022.09.06 20:00modify180.101.906921.921921.89192
692022.09.07 10:40sell190.101.899280.000000.00000
702022.09.07 10:40modify190.101.899281.902421.89192
712022.09.07 10:40modify180.101.906921.902421.89192
722022.09.07 11:35sell200.101.899890.000000.00000
732022.09.07 11:35modify200.101.899891.905421.89192
742022.09.07 11:40s/l180.101.902421.902421.8919227.6610307.85
752022.09.07 11:40s/l190.101.902421.902421.89192-19.2710288.58
762022.09.07 11:40close200.101.902651.905421.89192-16.9510271.63
772022.11.04 20:00buy210.101.917560.000000.00000
782022.11.04 20:00modify210.101.917561.902561.93256
792022.11.07 01:50buy220.101.925160.000000.00000
802022.11.07 01:50modify220.101.925161.922061.93256
812022.11.07 01:50modify210.101.917561.922061.93256
822022.11.07 02:10buy230.101.924310.000000.00000
832022.11.07 02:10modify230.101.924311.919061.93256
842022.11.07 02:15modify230.101.924311.922061.93256
852022.11.07 03:30s/l210.101.922061.922061.9325627.1410298.77
862022.11.07 03:30s/l220.101.922061.922061.93256-18.9410279.83
872022.11.07 03:30s/l230.101.922061.922061.93256-13.7410266.09
882023.01.03 16:00sell240.101.920610.000000.00000
892023.01.03 16:00modify240.101.920611.935611.90561
902023.01.03 21:40sell250.101.913690.000000.00000
912023.01.03 21:40modify250.101.913691.919111.90561
922023.01.03 21:40modify240.101.920611.919111.90561
932023.01.04 05:50sell260.101.909900.000000.00000
942023.01.04 05:50modify260.101.909901.914611.90561
952023.01.04 05:50modify250.101.913691.914611.90561
962023.01.04 05:50modify240.101.920611.914611.90561
972023.01.04 07:40t/p240.101.905611.914611.9056192.1110358.20
982023.01.04 07:40t/p250.101.905611.914611.9056149.6410407.83
992023.01.04 07:40t/p260.101.905611.914611.9056126.3410434.17
1002023.02.02 08:00buy270.101.897350.000000.00000
1012023.02.02 08:00modify270.101.897351.882351.91235
1022023.02.03 18:50buy280.101.905020.000000.00000
1032023.02.03 18:50modify280.101.905021.901851.91235
1042023.02.03 18:50modify270.101.897351.901851.91235
1052023.02.03 19:20buy290.101.904150.000000.00000
1062023.02.03 19:20modify290.101.904151.898851.91235
1072023.02.03 19:25modify290.101.904151.901851.91235
1082023.02.06 06:55buy300.101.908150.000000.00000
1092023.02.06 06:55modify300.101.908151.903351.91235
1102023.02.06 06:55modify280.101.905021.903351.91235
1112023.02.06 06:55modify290.101.904151.903351.91235
1122023.02.06 06:55modify270.101.897351.903351.91235
1132023.02.06 13:30t/p270.101.912351.903351.9123590.9310525.10
1142023.02.06 13:30t/p280.101.912351.903351.9123544.4310569.53
1152023.02.06 13:30t/p290.101.912351.903351.9123549.7410619.27
1162023.02.06 13:30t/p300.101.912351.903351.9123525.6610644.93
1172023.02.22 00:00sell310.101.947590.000000.00000
1182023.02.22 00:00modify310.101.947591.962591.93259
1192023.02.22 06:40sell320.101.940580.000000.00000
1202023.02.22 06:40modify320.101.940581.946091.93259
1212023.02.22 06:40modify310.101.947591.946091.93259
1222023.02.22 12:20sell330.101.939850.000000.00000
1232023.02.22 12:20modify330.101.939851.943091.93259
1242023.02.22 12:20modify320.101.940581.943091.93259
1252023.02.22 12:20modify310.101.947591.943091.93259
1262023.02.22 20:10sell340.101.937010.000000.00000
1272023.02.22 20:10modify340.101.937011.941591.93259
1282023.02.22 20:10modify330.101.939851.941591.93259
1292023.02.22 20:10modify320.101.940581.941591.93259
1302023.02.22 20:10modify310.101.947591.941591.93259
1312023.02.23 01:40t/p310.101.932591.941591.9325992.1810737.11
1322023.02.23 01:40t/p320.101.932591.941591.9325949.1610786.27
1332023.02.23 01:40t/p330.101.932591.941591.9325944.6810830.95
1342023.02.23 01:40t/p340.101.932591.941591.9325927.2410858.19
1352023.02.28 04:00sell350.101.956490.000000.00000
1362023.02.28 04:00modify350.101.956491.971491.94149
1372023.02.28 17:30sell360.101.949740.000000.00000
1382023.02.28 17:30modify360.101.949741.954991.94149
1392023.02.28 17:30modify350.101.956491.954991.94149
1402023.02.28 18:30sell370.101.948800.000000.00000
1412023.02.28 18:30modify370.101.948801.951991.94149
1422023.02.28 18:30modify360.101.949741.951991.94149
1432023.02.28 18:30modify350.101.956491.951991.94149
1442023.02.28 20:50sell380.101.945740.000000.00000
1452023.02.28 20:50modify380.101.945741.950491.94149
1462023.02.28 20:50modify370.101.948801.950491.94149
1472023.02.28 20:50modify360.101.949741.950491.94149
1482023.02.28 20:50modify350.101.956491.950491.94149
1492023.03.01 02:40t/p350.101.941491.950491.9414992.1110950.29
1502023.03.01 02:40t/p360.101.941491.950491.9414950.6811000.97
1512023.03.01 02:40t/p370.101.941491.950491.9414944.9111045.88
1522023.03.01 02:40t/p380.101.941491.950491.9414926.1311072.00
1532023.03.10 16:00sell390.101.960120.000000.00000
1542023.03.10 16:00modify390.101.960121.975121.94512
1552023.03.13 12:30sell400.101.949420.000000.00000
1562023.03.13 12:30modify400.101.949421.954121.94512
1572023.03.13 12:30modify390.101.960121.954121.94512
1582023.03.13 13:40t/p390.101.945121.954121.9451292.1111164.11
1592023.03.13 13:40t/p400.101.945121.954121.9451226.4011190.51
1602023.03.21 16:00sell410.101.976050.000000.00000
1612023.03.21 16:00modify410.101.976051.991051.96105
1622023.03.21 21:05sell420.101.969300.000000.00000
1632023.03.21 21:05modify420.101.969301.974551.96105
1642023.03.21 21:05modify410.101.976051.974551.96105
1652023.03.21 23:40s/l410.101.974551.974551.961059.2111199.72
1662023.03.21 23:40s/l420.101.974551.974551.96105-32.2211167.50
1672023.04.06 20:00sell430.101.991430.000000.00000
1682023.04.06 20:00modify430.101.991432.006431.97643
1692023.04.07 13:40sell440.101.983670.000000.00000
1702023.04.07 13:40modify440.101.983671.986931.97643
1712023.04.07 13:40modify430.101.991431.986931.97643
1722023.04.07 14:20s/l430.101.986931.986931.9764327.6611195.15
1732023.04.07 14:20s/l440.101.986931.986931.97643-20.0111175.14
1742023.04.12 00:00sell450.102.006450.000000.00000
1752023.04.12 00:00modify450.102.006452.021451.99145
1762023.04.12 12:55sell460.101.998750.000000.00000
1772023.04.12 12:55modify460.101.998752.001951.99145
1782023.04.12 12:55modify450.102.006452.001951.99145
1792023.04.12 13:30s/l450.102.001952.001951.9914527.6211202.76
1802023.04.12 13:30s/l460.102.001952.001951.99145-19.6411183.12
1812023.04.13 20:00buy470.101.988440.000000.00000
1822023.04.13 20:00modify470.101.988441.973442.00344
1832023.04.14 14:20buy480.101.996080.000000.00000
1842023.04.14 14:20modify480.101.996081.992942.00344
1852023.04.14 14:20modify470.101.988441.992942.00344
1862023.04.17 06:15t/p470.102.003441.992942.0034490.9311274.05
1872023.04.17 06:15t/p480.102.003441.992942.0034444.6111318.66
1882023.05.02 16:00buy490.102.010250.000000.00000
1892023.05.02 16:00modify490.102.010251.995252.02525
1902023.05.03 20:30buy500.102.017080.000000.00000
1912023.05.03 20:30modify500.102.017082.011752.02525
1922023.05.03 20:30modify490.102.010252.011752.02525
1932023.05.03 22:00buy510.102.017930.000000.00000
1942023.05.03 22:00modify510.102.017932.014752.02525
1952023.05.03 22:00modify500.102.017082.014752.02525
1962023.05.03 22:00modify490.102.010252.014752.02525
1972023.05.04 03:40s/l490.102.014752.014752.0252526.0511344.71
1982023.05.04 03:40s/l500.102.014752.014752.02525-15.3211329.39
1992023.05.04 03:40s/l510.102.014752.014752.02525-20.5111308.88
2002023.05.19 12:00buy520.101.982030.000000.00000
2012023.05.19 12:00modify520.101.982031.967031.99703
2022023.05.24 02:20t/p520.101.997031.967031.9970390.5711399.45
2032023.05.31 08:00sell530.102.061740.000000.00000
2042023.05.31 08:00modify530.102.061742.076742.04674
2052023.05.31 23:59close at stop530.102.066602.076742.04674-29.8311369.62