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)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; 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 test7238Ticks modelled158522Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1108.22Gross profit1923.76Gross loss-815.55
Profit factor2.36Expected payoff16.54
Absolute drawdown176.55Maximal drawdown376.27 (3.28%)Relative drawdown3.28% (376.27)
Total trades67Short positions (won %)36 (63.89%)Long positions (won %)31 (74.19%)
Profit trades (% of total)46 (68.66%)Loss trades (% of total)21 (31.34%)
Largestprofit trade86.07loss trade-86.98
Averageprofit trade41.82loss trade-38.84
Maximumconsecutive wins (profit in money)21 (1082.03)consecutive losses (loss in money)4 (-131.57)
Maximalconsecutive profit (count of wins)1082.03 (21)consecutive loss (count of losses)-133.99 (3)
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 07:42sell20.101.945460.000000.00000
42022.06.22 07:42modify20.101.945461.950631.93733
52022.06.22 07:42modify10.101.951331.950631.93733
62022.06.22 08:10s/l10.101.950631.950631.937334.3010004.30
72022.06.22 08:10s/l20.101.950631.950631.93733-31.739972.57
82022.08.10 18:00buy30.101.906930.000000.00000
92022.08.10 18:00modify30.101.906931.892931.92093
102022.08.12 02:10s/l30.101.892931.892931.92093-86.989885.59
112022.08.12 06:00buy40.101.887280.000000.00000
122022.08.12 06:00modify40.101.887281.873281.90128
132022.08.15 08:35buy50.101.893020.000000.00000
142022.08.15 08:35modify50.101.893021.887981.90128
152022.08.15 08:35modify40.101.887281.887981.90128
162022.08.15 09:20buy60.101.895800.000000.00000
172022.08.15 09:20modify60.101.895801.890781.90128
182022.08.15 09:20modify50.101.893021.890781.90128
192022.08.15 09:20modify40.101.887281.890781.90128
202022.08.15 10:15buy70.101.897090.000000.00000
212022.08.15 10:15modify70.101.897091.892881.90128
222022.08.15 10:15modify60.101.895801.892881.90128
232022.08.15 10:15modify50.101.893021.892881.90128
242022.08.15 10:15modify40.101.887281.892881.90128
252022.08.15 13:02t/p40.101.901281.892881.9012885.189970.77
262022.08.15 13:02t/p50.101.901281.892881.9012850.4710021.24
272022.08.15 13:02t/p60.101.901281.892881.9012833.4810054.72
282022.08.15 13:02t/p70.101.901281.892881.9012825.6010080.32
292022.09.13 20:00sell80.101.918700.000000.00000
302022.09.13 20:00modify80.101.918701.932701.90470
312022.09.16 07:05sell90.101.912960.000000.00000
322022.09.16 07:05modify90.101.912961.918001.90470
332022.09.16 07:05modify80.101.918701.918001.90470
342022.09.16 07:25sell100.101.910280.000000.00000
352022.09.16 07:25modify100.101.910281.915201.90470
362022.09.16 07:25modify90.101.912961.915201.90470
372022.09.16 07:25modify80.101.918701.915201.90470
382022.09.16 07:55sell110.101.908810.000000.00000
392022.09.16 07:55modify110.101.908811.913101.90470
402022.09.16 07:55modify100.101.910281.913101.90470
412022.09.16 07:55modify90.101.912961.913101.90470
422022.09.16 07:55modify80.101.918701.913101.90470
432022.09.16 09:50s/l80.101.913101.913101.9047034.5510114.87
442022.09.16 09:50s/l90.101.913101.913101.90470-0.8610114.01
452022.09.16 09:50s/l100.101.913101.913101.90470-17.3110096.70
462022.09.16 09:50s/l110.101.913101.913101.90470-26.3410070.36
472022.09.23 19:00buy120.101.892150.000000.00000
482022.09.23 19:00modify120.101.892151.878151.90615
492022.09.25 21:00s/l120.101.878151.878151.90615-85.549984.82
502022.10.02 21:00sell130.101.990590.000000.00000
512022.10.02 21:00modify130.101.990592.004591.97659
522022.10.02 22:55sell140.101.984870.000000.00000
532022.10.02 22:55modify140.101.984871.989891.97659
542022.10.02 22:55modify130.101.990591.989891.97659
552022.10.02 23:43sell150.101.981970.000000.00000
562022.10.02 23:43modify150.101.981971.987091.97659
572022.10.02 23:43modify140.101.984871.987091.97659
582022.10.02 23:43modify130.101.990591.987091.97659
592022.10.03 00:05sell160.101.980640.000000.00000
602022.10.03 00:05modify160.101.980641.984991.97659
612022.10.03 00:05modify150.101.981971.984991.97659
622022.10.03 00:05modify140.101.984871.984991.97659
632022.10.03 00:05modify130.101.990591.984991.97659
642022.10.03 01:45t/p130.101.976591.984991.9765985.9710070.79
652022.10.03 01:45t/p140.101.976591.984991.9765950.8610121.64
662022.10.03 01:45t/p150.101.976591.984991.9765933.0610154.70
672022.10.03 01:45t/p160.101.976591.984991.9765924.8610179.56
682022.11.03 20:00buy170.101.932310.000000.00000
692022.11.03 20:00modify170.101.932311.918311.94631
702022.11.04 00:57buy180.101.938170.000000.00000
712022.11.04 00:57modify180.101.938171.933011.94631
722022.11.04 00:57modify170.101.932311.933011.94631
732022.11.04 03:10s/l170.101.933011.933011.946313.9210183.48
742022.11.04 03:10s/l180.101.933011.933011.94631-31.5310151.95
752022.11.04 14:00buy190.101.916380.000000.00000
762022.11.04 14:00modify190.101.916381.902381.93038
772022.11.06 22:30buy200.101.922280.000000.00000
782022.11.06 22:30modify200.101.922281.917081.93038
792022.11.06 22:30modify190.101.916381.917081.93038
802022.11.07 02:10buy210.101.924820.000000.00000
812022.11.07 02:10modify210.101.924821.919881.93038
822022.11.07 02:10modify200.101.922281.919881.93038
832022.11.07 02:10modify190.101.916381.919881.93038
842022.11.07 08:25buy220.101.926370.000000.00000
852022.11.07 08:25modify220.101.926371.921981.93038
862022.11.07 08:25modify210.101.924821.921981.93038
872022.11.07 08:25modify200.101.922281.921981.93038
882022.11.07 08:25modify190.101.916381.921981.93038
892022.11.07 09:10t/p190.101.930381.921981.9303885.1810237.13
902022.11.07 09:10t/p200.101.930381.921981.9303849.1310286.26
912022.11.07 09:10t/p210.101.930381.921981.9303833.9710320.23
922022.11.07 09:10t/p220.101.930381.921981.9303824.5010344.73
932023.02.02 04:00buy230.101.896790.000000.00000
942023.02.02 04:00modify230.101.896791.882791.91079
952023.02.03 17:17buy240.101.902480.000000.00000
962023.02.03 17:17modify240.101.902481.897491.91079
972023.02.03 17:17modify230.101.896791.897491.91079
982023.02.03 18:37buy250.101.905280.000000.00000
992023.02.03 18:37modify250.101.905281.900291.91079
1002023.02.03 18:37modify240.101.902481.900291.91079
1012023.02.03 18:37modify230.101.896791.900291.91079
1022023.02.05 22:15buy260.101.906740.000000.00000
1032023.02.05 22:15modify260.101.906741.902391.91079
1042023.02.05 22:15modify250.101.905281.902391.91079
1052023.02.05 22:15modify240.101.902481.902391.91079
1062023.02.05 22:15modify230.101.896791.902391.91079
1072023.02.06 11:20t/p230.101.910791.902391.9107984.8210429.55
1082023.02.06 11:20t/p240.101.910791.902391.9107950.4210479.97
1092023.02.06 11:20t/p250.101.910791.902391.9107933.3110513.28
1102023.02.06 11:20t/p260.101.910791.902391.9107924.3910537.67
1112023.02.21 19:00sell270.101.949720.000000.00000
1122023.02.21 19:00modify270.101.949721.963721.93572
1132023.02.22 05:02sell280.101.944110.000000.00000
1142023.02.22 05:02modify280.101.944111.949021.93572
1152023.02.22 05:02modify270.101.949721.949021.93572
1162023.02.22 08:55sell290.101.941100.000000.00000
1172023.02.22 08:55modify290.101.941101.946221.93572
1182023.02.22 08:55modify280.101.944111.946221.93572
1192023.02.22 08:55modify270.101.949721.946221.93572
1202023.02.22 12:15sell300.101.939750.000000.00000
1212023.02.22 12:15modify300.101.939751.944121.93572
1222023.02.22 12:15modify290.101.941101.944121.93572
1232023.02.22 12:15modify280.101.944111.944121.93572
1242023.02.22 12:15modify270.101.949721.944121.93572
1252023.02.22 15:50t/p270.101.935721.944121.9357285.9710623.63
1262023.02.22 15:50t/p280.101.935721.944121.9357251.4910675.12
1272023.02.22 15:50t/p290.101.935721.944121.9357233.0210708.14
1282023.02.22 15:50t/p300.101.935721.944121.9357224.7310732.87
1292023.02.28 10:00sell310.101.964820.000000.00000
1302023.02.28 10:00modify310.101.964821.978821.95082
1312023.02.28 15:40sell320.101.959190.000000.00000
1322023.02.28 15:40modify320.101.959191.964121.95082
1332023.02.28 15:40modify310.101.964821.964121.95082
1342023.02.28 17:30t/p310.101.950821.964121.9508285.9310818.80
1352023.02.28 17:30t/p320.101.950821.964121.9508251.3710870.17
1362023.03.01 13:00buy330.101.924780.000000.00000
1372023.03.01 13:00modify330.101.924781.910781.93878
1382023.03.03 13:25buy340.101.930540.000000.00000
1392023.03.03 13:25modify340.101.930541.925481.93878
1402023.03.03 13:25modify330.101.924781.925481.93878
1412023.03.03 16:12buy350.101.933210.000000.00000
1422023.03.03 16:12modify350.101.933211.928281.93878
1432023.03.03 16:12modify340.101.930541.928281.93878
1442023.03.03 16:12modify330.101.924781.928281.93878
1452023.03.03 18:40buy360.101.934620.000000.00000
1462023.03.03 18:40modify360.101.934621.930381.93878
1472023.03.03 18:40modify350.101.933211.930381.93878
1482023.03.03 18:40modify340.101.930541.930381.93878
1492023.03.03 18:40modify330.101.924781.930381.93878
1502023.03.06 08:15t/p330.101.938781.930381.9387883.7410953.91
1512023.03.06 08:15t/p340.101.938781.930381.9387849.9911003.90
1522023.03.06 08:15t/p350.101.938781.930381.9387833.6811037.58
1532023.03.06 08:15t/p360.101.938781.930381.9387825.0611062.64
1542023.03.10 11:00sell370.101.961390.000000.00000
1552023.03.10 11:00modify370.101.961391.975391.94739
1562023.03.13 04:30sell380.101.955710.000000.00000
1572023.03.13 04:30modify380.101.955711.960691.94739
1582023.03.13 04:30modify370.101.961391.960691.94739
1592023.03.13 10:37sell390.101.952980.000000.00000
1602023.03.13 10:37modify390.101.952981.957891.94739
1612023.03.13 10:37modify380.101.955711.957891.94739
1622023.03.13 10:37modify370.101.961391.957891.94739
1632023.03.13 13:20t/p370.101.947391.957891.9473985.9711148.61
1642023.03.13 13:20t/p380.101.947391.957891.9473951.0611199.67
1652023.03.13 13:20t/p390.101.947391.957891.9473934.3111233.98
1662023.03.20 20:00sell400.101.964540.000000.00000
1672023.03.20 20:00modify400.101.964541.978541.95054
1682023.03.21 09:20s/l400.101.978541.978541.95054-85.8911148.08
1692023.04.06 17:00sell410.101.992110.000000.00000
1702023.04.06 17:00modify410.101.992112.006111.97811
1712023.04.07 07:45sell420.101.986420.000000.00000
1722023.04.07 07:45modify420.101.986421.991411.97811
1732023.04.07 07:45modify410.101.992111.991411.97811
1742023.04.07 12:45s/l410.101.991411.991411.978114.3311152.41
1752023.04.07 12:45s/l420.101.991411.991411.97811-30.6311121.78
1762023.04.11 12:00sell430.102.001820.000000.00000
1772023.04.11 12:00modify430.102.001822.015821.98782
1782023.04.13 13:05sell440.101.995980.000000.00000
1792023.04.13 13:05modify440.101.995982.001121.98782
1802023.04.13 13:05modify430.102.001822.001121.98782
1812023.04.13 13:40sell450.101.991970.000000.00000
1822023.04.13 13:40modify450.101.991971.996221.98782
1832023.04.13 13:40modify440.101.995981.996221.98782
1842023.04.13 13:40modify430.102.001821.996221.98782
1852023.04.13 15:15t/p430.101.987821.996221.9878286.0711207.85
1862023.04.13 15:15t/p440.101.987821.996221.9878250.0911257.94
1872023.04.13 15:15t/p450.101.987821.996221.9878225.4711283.41
1882023.04.13 18:00buy460.101.986440.000000.00000
1892023.04.13 18:00modify460.101.986441.972442.00044
1902023.04.14 13:20buy470.101.992200.000000.00000
1912023.04.14 13:20modify470.101.992201.987142.00044
1922023.04.14 13:20modify460.101.986441.987142.00044
1932023.04.14 14:10buy480.101.995130.000000.00000
1942023.04.14 14:10modify480.101.995131.989942.00044
1952023.04.14 14:10modify470.101.992201.989942.00044
1962023.04.14 14:10modify460.101.986441.989942.00044
1972023.04.14 15:10t/p460.102.000441.989942.0004485.1811368.59
1982023.04.14 15:10t/p470.102.000441.989942.0004450.3511418.94
1992023.04.14 15:10t/p480.102.000441.989942.0004432.4511451.39
2002023.04.17 06:00sell490.102.002960.000000.00000
2012023.04.17 06:00modify490.102.002962.016961.98896
2022023.04.17 08:55sell500.101.997330.000000.00000
2032023.04.17 08:55modify500.101.997332.002261.98896
2042023.04.17 08:55modify490.102.002962.002261.98896
2052023.04.17 10:15s/l490.102.002262.002261.988964.3011455.69
2062023.04.17 10:15s/l500.102.002262.002261.98896-30.2611425.43
2072023.04.20 03:00sell510.102.016710.000000.00000
2082023.04.20 03:00modify510.102.016712.030712.00271
2092023.04.20 10:50sell520.102.010980.000000.00000
2102023.04.20 10:50modify520.102.010982.016012.00271
2112023.04.20 10:50modify510.102.016712.016012.00271
2122023.04.20 11:50s/l510.102.016012.016012.002714.2911429.72
2132023.04.20 11:50s/l520.102.016012.016012.00271-30.8811398.84
2142023.04.26 10:00sell530.102.035180.000000.00000
2152023.04.26 10:00modify530.102.035182.049182.02118
2162023.04.27 06:10sell540.102.029350.000000.00000
2172023.04.27 06:10modify540.102.029352.034482.02118
2182023.04.27 06:10modify530.102.035182.034482.02118
2192023.04.27 06:20sell550.102.026530.000000.00000
2202023.04.27 06:20modify550.102.026532.031682.02118
2212023.04.27 06:20modify540.102.029352.031682.02118
2222023.04.27 06:20modify530.102.035182.031682.02118
2232023.04.27 09:50sell560.102.025360.000000.00000
2242023.04.27 09:50modify560.102.025362.029582.02118
2252023.04.27 09:50modify550.102.026532.029582.02118
2262023.04.27 09:50modify540.102.029352.029582.02118
2272023.04.27 09:50modify530.102.035182.029582.02118
2282023.04.27 11:50s/l530.102.029582.029582.0211834.4811433.32
2292023.04.27 11:50s/l540.102.029582.029582.02118-1.4111431.91
2302023.04.27 11:50s/l550.102.029582.029582.02118-18.7211413.19
2312023.04.27 11:50s/l560.102.029582.029582.02118-25.9011387.29
2322023.05.02 08:00buy570.102.016920.000000.00000
2332023.05.02 08:00modify570.102.016922.002922.03092
2342023.05.02 23:50s/l570.102.002922.002922.03092-85.5411301.75
2352023.05.04 19:00buy580.102.001090.000000.00000
2362023.05.04 19:00modify580.102.001091.987092.01509
2372023.05.05 13:25buy590.102.006690.000000.00000
2382023.05.05 13:25modify590.102.006692.001792.01509
2392023.05.05 13:25modify580.102.001092.001792.01509
2402023.05.05 13:50s/l580.102.001792.001792.015093.9211305.67
2412023.05.05 13:50s/l590.102.001792.001792.01509-29.9411275.73
2422023.05.08 16:00buy600.101.989770.000000.00000
2432023.05.08 16:00modify600.101.989771.975772.00377
2442023.05.09 15:15buy610.101.995640.000000.00000
2452023.05.09 15:15modify610.101.995641.990472.00377
2462023.05.09 15:15modify600.101.989771.990472.00377
2472023.05.09 21:02s/l600.101.990471.990472.003773.9211279.65
2482023.05.09 21:02s/l610.101.990471.990472.00377-31.5911248.06
2492023.05.12 12:00sell620.102.010670.000000.00000
2502023.05.12 12:00modify620.102.010672.024671.99667
2512023.05.15 05:15sell630.102.005000.000000.00000
2522023.05.15 05:15modify630.102.005002.009971.99667
2532023.05.15 05:15modify620.102.010672.009971.99667
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2562023.05.17 11:00buy640.101.992130.000000.00000
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2582023.05.17 17:20buy650.101.997970.000000.00000
2592023.05.17 17:20modify650.101.997971.992832.00613
2602023.05.17 17:20modify640.101.992131.992832.00613
2612023.05.17 22:45buy660.102.000820.000000.00000
2622023.05.17 22:45modify660.102.000821.995632.00613
2632023.05.17 22:45modify650.101.997971.995632.00613
2642023.05.17 22:45modify640.101.992131.995632.00613
2652023.05.18 00:26s/l640.101.995631.995632.0061320.3111242.21
2662023.05.18 00:26s/l650.101.995631.995632.00613-15.3811226.83
2672023.05.18 00:26s/l660.101.995631.995632.00613-32.7911194.04
2682023.05.24 08:00sell670.102.022610.000000.00000
2692023.05.24 08:00modify670.102.022612.036612.00861
2702023.05.25 11:15s/l670.102.036612.036612.00861-85.8211108.22