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=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 test6538Ticks modelled46878030Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit653.31Gross profit1548.71Gross loss-895.40
Profit factor1.73Expected payoff9.75
Absolute drawdown174.89Maximal drawdown367.06 (3.33%)Relative drawdown3.33% (367.06)
Total trades67Short positions (won %)34 (61.76%)Long positions (won %)33 (63.64%)
Profit trades (% of total)42 (62.69%)Loss trades (% of total)25 (37.31%)
Largestprofit trade86.07loss trade-86.98
Averageprofit trade36.87loss trade-35.82
Maximumconsecutive wins (profit in money)17 (785.71)consecutive losses (loss in money)4 (-129.26)
Maximalconsecutive profit (count of wins)785.71 (17)consecutive loss (count of losses)-131.42 (3)
Averageconsecutive wins3consecutive 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 10:22modify70.101.897121.892881.90128
222022.08.15 10:22modify60.101.895681.892881.90128
232022.08.15 10:22modify50.101.892891.892881.90128
242022.08.15 10:22modify40.101.887281.892881.90128
252022.08.15 13:11t/p40.101.901281.892881.9012885.189972.43
262022.08.15 13:11t/p50.101.901281.892881.9012851.2610023.69
272022.08.15 13:11t/p60.101.901281.892881.9012834.2210057.91
282022.08.15 13:11t/p70.101.901281.892881.9012825.4210083.33
292022.09.13 20:00sell80.101.918700.000000.00000
302022.09.13 20:00modify80.101.918701.932701.90470
312022.09.16 06:51sell90.101.913080.000000.00000
322022.09.16 06:51modify90.101.913081.918001.90470
332022.09.16 06:51modify80.101.918701.918001.90470
342022.09.16 07:12sell100.101.910250.000000.00000
352022.09.16 07:12modify100.101.910251.915201.90470
362022.09.16 07:12modify90.101.913081.915201.90470
372022.09.16 07:12modify80.101.918701.915201.90470
382022.09.16 07:47sell110.101.908850.000000.00000
392022.09.16 07:47modify110.101.908851.913101.90470
402022.09.16 07:47modify100.101.910251.913101.90470
412022.09.16 07:47modify90.101.913081.913101.90470
422022.09.16 07:47modify80.101.918701.913101.90470
432022.09.16 09:48s/l80.101.913101.913101.9047034.5510117.88
442022.09.16 09:48s/l90.101.913101.913101.90470-0.1310117.75
452022.09.16 09:48s/l100.101.913101.913101.90470-17.5010100.25
462022.09.16 09:48s/l110.101.913101.913101.90470-26.0910074.16
472022.09.23 19:00buy120.101.892150.000000.00000
482022.09.23 19:00modify120.101.892151.878151.90615
492022.09.25 21:06s/l120.101.878151.878151.90615-85.549988.62
502022.11.03 20:00buy130.101.932310.000000.00000
512022.11.03 20:00modify130.101.932311.918311.94631
522022.11.04 00:22buy140.101.937950.000000.00000
532022.11.04 00:22modify140.101.937951.933011.94631
542022.11.04 00:22modify130.101.932311.933011.94631
552022.11.04 00:53buy150.101.940830.000000.00000
562022.11.04 00:53modify150.101.940831.935811.94631
572022.11.04 00:53modify140.101.937951.935811.94631
582022.11.04 00:53modify130.101.932311.935811.94631
592022.11.04 01:02s/l130.101.935811.935811.9463121.0310009.65
602022.11.04 01:02s/l140.101.935811.935811.94631-13.079996.58
612022.11.04 01:02s/l150.101.935811.935811.94631-30.679965.91
622022.11.04 14:00buy160.101.916380.000000.00000
632022.11.04 14:00modify160.101.916381.902381.93038
642022.11.06 22:32buy170.101.922280.000000.00000
652022.11.06 22:32modify170.101.922281.917081.93038
662022.11.06 22:32modify160.101.916381.917081.93038
672022.11.06 22:43buy180.101.925050.000000.00000
682022.11.06 22:43modify180.101.925051.919881.93038
692022.11.06 22:43modify170.101.922281.919881.93038
702022.11.06 22:43modify160.101.916381.919881.93038
712022.11.06 23:00buy190.101.926210.000000.00000
722022.11.06 23:00modify190.101.926211.921981.93038
732022.11.06 23:00modify180.101.925051.921981.93038
742022.11.06 23:00modify170.101.922281.921981.93038
752022.11.06 23:00modify160.101.916381.921981.93038
762022.11.06 23:22s/l160.101.921981.921981.9303834.2210000.13
772022.11.06 23:22s/l170.101.921981.921981.93038-1.839998.30
782022.11.06 23:22s/l180.101.921981.921981.93038-18.769979.54
792022.11.06 23:22s/l190.101.921981.921981.93038-25.849953.70
802023.02.02 04:00buy200.101.896790.000000.00000
812023.02.02 04:00modify200.101.896791.882791.91079
822023.02.03 16:45buy210.101.902410.000000.00000
832023.02.03 16:45modify210.101.902411.897491.91079
842023.02.03 16:45modify200.101.896791.897491.91079
852023.02.03 18:46buy220.101.905220.000000.00000
862023.02.03 18:46modify220.101.905221.900291.91079
872023.02.03 18:46modify210.101.902411.900291.91079
882023.02.03 18:46modify200.101.896791.900291.91079
892023.02.05 22:26buy230.101.906870.000000.00000
902023.02.05 22:26modify230.101.906871.902391.91079
912023.02.05 22:26modify220.101.905221.902391.91079
922023.02.05 22:26modify210.101.902411.902391.91079
932023.02.05 22:26modify200.101.896791.902391.91079
942023.02.06 11:05t/p200.101.910791.902391.9107984.8210038.52
952023.02.06 11:05t/p210.101.910791.902391.9107950.8410089.36
962023.02.06 11:05t/p220.101.910791.902391.9107933.6810123.04
972023.02.06 11:05t/p230.101.910791.902391.9107923.5910146.63
982023.02.21 19:00sell240.101.949720.000000.00000
992023.02.21 19:00modify240.101.949721.963721.93572
1002023.02.22 01:01sell250.101.944120.000000.00000
1012023.02.22 01:01modify250.101.944121.949021.93572
1022023.02.22 01:01modify240.101.949721.949021.93572
1032023.02.22 06:55sell260.101.941300.000000.00000
1042023.02.22 06:55modify260.101.941301.946221.93572
1052023.02.22 06:55modify250.101.944121.946221.93572
1062023.02.22 06:55modify240.101.949721.946221.93572
1072023.02.22 11:48sell270.101.939920.000000.00000
1082023.02.22 11:48modify270.101.939921.944121.93572
1092023.02.22 11:48modify260.101.941301.944121.93572
1102023.02.22 11:48modify250.101.944121.944121.93572
1112023.02.22 11:48modify240.101.949721.944121.93572
1122023.02.22 15:51t/p240.101.935721.944121.9357285.9710232.59
1132023.02.22 15:51t/p250.101.935721.944121.9357251.5510284.14
1142023.02.22 15:51t/p260.101.935721.944121.9357234.2510318.39
1152023.02.22 15:51t/p270.101.935721.944121.9357225.7710344.16
1162023.02.28 10:00sell280.101.964820.000000.00000
1172023.02.28 10:00modify280.101.964821.978821.95082
1182023.02.28 15:42sell290.101.959200.000000.00000
1192023.02.28 15:42modify290.101.959201.964121.95082
1202023.02.28 15:42modify280.101.964821.964121.95082
1212023.02.28 15:54sell300.101.956380.000000.00000
1222023.02.28 15:54modify300.101.956381.961321.95082
1232023.02.28 15:54modify290.101.959201.961321.95082
1242023.02.28 15:54modify280.101.964821.961321.95082
1252023.02.28 15:56sell310.101.955020.000000.00000
1262023.02.28 15:56modify310.101.955021.959221.95082
1272023.02.28 15:56modify300.101.956381.959221.95082
1282023.02.28 15:56modify290.101.959201.959221.95082
1292023.02.28 15:56modify280.101.964821.959221.95082
1302023.02.28 17:29t/p280.101.950821.959221.9508285.9310430.09
1312023.02.28 17:29t/p290.101.950821.959221.9508251.4310481.52
1322023.02.28 17:29t/p300.101.950821.959221.9508234.1210515.64
1332023.02.28 17:29t/p310.101.950821.959221.9508225.7810541.42
1342023.03.01 13:00buy320.101.924780.000000.00000
1352023.03.01 13:00modify320.101.924781.910781.93878
1362023.03.03 13:27buy330.101.930410.000000.00000
1372023.03.03 13:27modify330.101.930411.925481.93878
1382023.03.03 13:27modify320.101.924781.925481.93878
1392023.03.03 15:40buy340.101.933180.000000.00000
1402023.03.03 15:40modify340.101.933181.928281.93878
1412023.03.03 15:40modify330.101.930411.928281.93878
1422023.03.03 15:40modify320.101.924781.928281.93878
1432023.03.03 18:33buy350.101.934580.000000.00000
1442023.03.03 18:33modify350.101.934581.930381.93878
1452023.03.03 18:33modify340.101.933181.930381.93878
1462023.03.03 18:33modify330.101.930411.930381.93878
1472023.03.03 18:33modify320.101.924781.930381.93878
1482023.03.06 08:22t/p320.101.938781.930381.9387883.7410625.16
1492023.03.06 08:22t/p330.101.938781.930381.9387850.7810675.94
1502023.03.06 08:22t/p340.101.938781.930381.9387833.8610709.80
1512023.03.06 08:22t/p350.101.938781.930381.9387825.3110735.11
1522023.03.10 11:00sell360.101.961390.000000.00000
1532023.03.10 11:00modify360.101.961391.975391.94739
1542023.03.10 13:30sell370.101.955500.000000.00000
1552023.03.10 13:30modify370.101.955501.960691.94739
1562023.03.10 13:30modify360.101.961391.960691.94739
1572023.03.10 14:07s/l360.101.960691.960691.947394.3010739.41
1582023.03.10 14:07s/l370.101.960691.960691.94739-31.8610707.55
1592023.03.20 20:00sell380.101.964540.000000.00000
1602023.03.20 20:00modify380.101.964541.978541.95054
1612023.03.21 09:24s/l380.101.978541.978541.95054-85.8910621.66
1622023.04.06 17:00sell390.101.992110.000000.00000
1632023.04.06 17:00modify390.101.992112.006111.97811
1642023.04.07 07:57sell400.101.986460.000000.00000
1652023.04.07 07:57modify400.101.986461.991411.97811
1662023.04.07 07:57modify390.101.992111.991411.97811
1672023.04.07 12:34s/l390.101.991411.991411.978114.3310625.99
1682023.04.07 12:34s/l400.101.991411.991411.97811-30.3910595.60
1692023.04.11 12:00sell410.102.001820.000000.00000
1702023.04.11 12:00modify410.102.001822.015821.98782
1712023.04.13 12:46sell420.101.996120.000000.00000
1722023.04.13 12:46modify420.101.996122.001121.98782
1732023.04.13 12:46modify410.102.001822.001121.98782
1742023.04.13 13:18sell430.101.993420.000000.00000
1752023.04.13 13:18modify430.101.993421.998321.98782
1762023.04.13 13:18modify420.101.996121.998321.98782
1772023.04.13 13:18modify410.102.001821.998321.98782
1782023.04.13 13:39sell440.101.992020.000000.00000
1792023.04.13 13:39modify440.101.992021.996221.98782
1802023.04.13 13:39modify430.101.993421.996221.98782
1812023.04.13 13:39modify420.101.996121.996221.98782
1822023.04.13 13:39modify410.102.001821.996221.98782
1832023.04.13 15:13t/p410.101.987821.996221.9878286.0710681.67
1842023.04.13 15:13t/p420.101.987821.996221.9878250.9410732.61
1852023.04.13 15:13t/p430.101.987821.996221.9878234.3710766.98
1862023.04.13 15:13t/p440.101.987821.996221.9878225.7810792.76
1872023.04.13 18:00buy450.101.986440.000000.00000
1882023.04.13 18:00modify450.101.986441.972442.00044
1892023.04.14 13:04buy460.101.992060.000000.00000
1902023.04.14 13:04modify460.101.992061.987142.00044
1912023.04.14 13:04modify450.101.986441.987142.00044
1922023.04.14 14:21buy470.101.994910.000000.00000
1932023.04.14 14:21modify470.101.994911.989942.00044
1942023.04.14 14:21modify460.101.992061.989942.00044
1952023.04.14 14:21modify450.101.986441.989942.00044
1962023.04.14 14:22buy480.101.996250.000000.00000
1972023.04.14 14:22modify480.101.996251.992042.00044
1982023.04.14 14:22modify470.101.994911.992042.00044
1992023.04.14 14:22modify460.101.992061.992042.00044
2002023.04.14 14:22modify450.101.986441.992042.00044
2012023.04.14 15:03t/p450.102.000441.992042.0004485.1810877.94
2022023.04.14 15:03t/p460.102.000441.992042.0004451.2010929.14
2032023.04.14 15:03t/p470.102.000441.992042.0004433.7910962.93
2042023.04.14 15:03t/p480.102.000441.992042.0004425.6010988.53
2052023.04.17 06:00sell490.102.002960.000000.00000
2062023.04.17 06:00modify490.102.002962.016961.98896
2072023.04.17 08:55sell500.101.997350.000000.00000
2082023.04.17 08:55modify500.101.997352.002261.98896
2092023.04.17 08:55modify490.102.002962.002261.98896
2102023.04.17 10:01s/l490.102.002262.002261.988964.3010992.83
2112023.04.17 10:01s/l500.102.002262.002261.98896-30.1410962.69
2122023.04.20 03:00sell510.102.016710.000000.00000
2132023.04.20 03:00modify510.102.016712.030712.00271
2142023.04.20 10:59sell520.102.011090.000000.00000
2152023.04.20 10:59modify520.102.011092.016012.00271
2162023.04.20 10:59modify510.102.016712.016012.00271
2172023.04.20 11:53s/l510.102.016012.016012.002714.2910966.98
2182023.04.20 11:53s/l520.102.016012.016012.00271-30.2010936.78
2192023.04.26 10:00sell530.102.035180.000000.00000
2202023.04.26 10:00modify530.102.035182.049182.02118
2212023.04.27 05:30sell540.102.029580.000000.00000
2222023.04.27 05:30modify540.102.029582.034482.02118
2232023.04.27 05:30modify530.102.035182.034482.02118
2242023.04.27 06:19sell550.102.026780.000000.00000
2252023.04.27 06:19modify550.102.026782.031682.02118
2262023.04.27 06:19modify540.102.029582.031682.02118
2272023.04.27 06:19modify530.102.035182.031682.02118
2282023.04.27 09:55sell560.102.025380.000000.00000
2292023.04.27 09:55modify560.102.025382.029582.02118
2302023.04.27 09:55modify550.102.026782.029582.02118
2312023.04.27 09:55modify540.102.029582.029582.02118
2322023.04.27 09:55modify530.102.035182.029582.02118
2332023.04.27 11:43s/l530.102.029582.029582.0211834.4810971.26
2342023.04.27 11:43s/l540.102.029582.029582.021180.0010971.26
2352023.04.27 11:43s/l550.102.029582.029582.02118-17.1910954.07
2362023.04.27 11:43s/l560.102.029582.029582.02118-25.7810928.29
2372023.05.02 08:00buy570.102.016920.000000.00000
2382023.05.02 08:00modify570.102.016922.002922.03092
2392023.05.02 23:49s/l570.102.002922.002922.03092-85.5410842.75
2402023.05.04 19:00buy580.102.001090.000000.00000
2412023.05.04 19:00modify580.102.001091.987092.01509
2422023.05.05 13:17buy590.102.006710.000000.00000
2432023.05.05 13:17modify590.102.006712.001792.01509
2442023.05.05 13:17modify580.102.001092.001792.01509
2452023.05.05 13:54s/l580.102.001792.001792.015093.9210846.67
2462023.05.05 13:54s/l590.102.001792.001792.01509-30.0610816.61
2472023.05.08 16:00buy600.101.989770.000000.00000
2482023.05.08 16:00modify600.101.989771.975772.00377
2492023.05.09 06:47buy610.101.995410.000000.00000
2502023.05.09 06:47modify610.101.995411.990472.00377
2512023.05.09 06:47modify600.101.989771.990472.00377
2522023.05.09 07:43s/l600.101.990471.990472.003773.9210820.53
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2542023.05.12 12:00sell620.102.010670.000000.00000
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2562023.05.15 05:16sell630.102.005040.000000.00000
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2582023.05.15 05:16modify620.102.010672.009971.99667
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2612023.05.17 11:00buy640.101.992130.000000.00000
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2632023.05.17 14:34buy650.101.997730.000000.00000
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2652023.05.17 14:34modify640.101.992131.992832.00613
2662023.05.17 22:45buy660.102.000640.000000.00000
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2682023.05.17 22:45modify650.101.997731.995632.00613
2692023.05.17 22:45modify640.101.992131.995632.00613
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2732023.05.24 08:00sell670.102.022610.000000.00000
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