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=1; RSIHelp="------------------------------------"; RSI_Period=9; 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=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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 profit2179.79Gross profit2767.18Gross loss-587.39
Profit factor4.71Expected payoff29.46
Absolute drawdown151.75Maximal drawdown186.43 (1.53%)Relative drawdown1.74% (174.28)
Total trades74Short positions (won %)41 (78.05%)Long positions (won %)33 (78.79%)
Profit trades (% of total)58 (78.38%)Loss trades (% of total)16 (21.62%)
Largestprofit trade92.21loss trade-92.03
Averageprofit trade47.71loss trade-36.71
Maximumconsecutive wins (profit in money)26 (1305.87)consecutive losses (loss in money)2 (-38.06)
Maximalconsecutive profit (count of wins)1305.87 (26)consecutive loss (count of losses)-92.03 (1)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.07 12:00sell10.101.941770.000000.00000
22022.06.07 12:00modify10.101.941771.956771.92677
32022.06.09 14:20s/l10.101.956771.956771.92677-91.939908.07
42022.07.06 11:00buy20.101.932470.000000.00000
52022.07.06 11:00modify20.101.932471.917471.94747
62022.07.06 14:25buy30.101.938660.000000.00000
72022.07.06 14:25modify30.101.938661.933221.94747
82022.07.06 14:25modify20.101.932471.933221.94747
92022.07.06 14:50buy40.101.941510.000000.00000
102022.07.06 14:50modify40.101.941511.936971.94747
112022.07.06 14:50modify30.101.938661.936971.94747
122022.07.06 14:50modify20.101.932471.936971.94747
132022.07.06 21:02s/l20.101.936971.936971.9474727.509935.57
142022.07.06 21:02s/l30.101.936971.936971.94747-10.329925.25
152022.07.06 21:02s/l40.101.936971.936971.94747-27.749897.51
162022.07.18 15:00sell50.101.945160.000000.00000
172022.07.18 15:00modify50.101.945161.960161.93016
182022.07.19 01:55sell60.101.939140.000000.00000
192022.07.19 01:55modify60.101.939141.944411.93016
202022.07.19 01:55modify50.101.945161.944411.93016
212022.07.19 03:59sell70.101.935870.000000.00000
222022.07.19 03:59modify70.101.935871.940661.93016
232022.07.19 03:59modify60.101.939141.940661.93016
242022.07.19 03:59modify50.101.945161.940661.93016
252022.07.19 08:20t/p50.101.930161.940661.9301692.119989.62
262022.07.19 08:20t/p60.101.930161.940661.9301655.1210044.74
272022.07.19 08:20t/p70.101.930161.940661.9301635.0510079.79
282022.08.04 12:00buy80.101.921120.000000.00000
292022.08.04 12:00modify80.101.921121.906121.93612
302022.08.04 14:15buy90.101.927360.000000.00000
312022.08.04 14:15modify90.101.927361.921871.93612
322022.08.04 14:15modify80.101.921121.921871.93612
332022.08.04 15:32buy100.101.930340.000000.00000
342022.08.04 15:32modify100.101.930341.925621.93612
352022.08.04 15:32modify90.101.927361.925621.93612
362022.08.04 15:32modify80.101.921121.925621.93612
372022.08.05 16:52buy110.101.933290.000000.00000
382022.08.05 16:52modify110.101.933291.928621.93612
392022.08.05 16:52modify100.101.930341.928621.93612
402022.08.05 16:52modify90.101.927361.928621.93612
412022.08.05 16:52modify80.101.921121.928621.93612
422022.08.08 06:32t/p80.101.936121.928621.9361290.9310170.72
432022.08.08 06:32t/p90.101.936121.928621.9361252.8010223.52
442022.08.08 06:32t/p100.101.936121.928621.9361234.5910258.11
452022.08.08 06:32t/p110.101.936121.928621.9361216.9310275.04
462022.08.11 12:00buy120.101.897110.000000.00000
472022.08.11 12:00modify120.101.897111.882111.91211
482022.08.12 12:50s/l120.101.882111.882111.91211-92.0110183.03
492022.08.25 09:00buy130.101.896030.000000.00000
502022.08.25 09:00modify130.101.896031.881031.91103
512022.08.25 17:07buy140.101.902070.000000.00000
522022.08.25 17:07modify140.101.902071.896781.91103
532022.08.25 17:07modify130.101.896031.896781.91103
542022.08.26 03:05buy150.101.905180.000000.00000
552022.08.26 03:05modify150.101.905181.900531.91103
562022.08.26 03:05modify140.101.902071.900531.91103
572022.08.26 03:05modify130.101.896031.900531.91103
582022.08.26 14:05buy160.101.908160.000000.00000
592022.08.26 14:05modify160.101.908161.903531.91103
602022.08.26 14:05modify150.101.905181.903531.91103
612022.08.26 14:05modify140.101.902071.903531.91103
622022.08.26 14:05modify130.101.896031.903531.91103
632022.08.26 14:20t/p130.101.911031.903531.9110391.2910274.32
642022.08.26 14:20t/p140.101.911031.903531.9110354.3810328.70
652022.08.26 14:20t/p150.101.911031.903531.9110335.7410364.44
662022.08.26 14:20t/p160.101.911031.903531.9110317.5310381.97
672022.09.20 09:00sell170.101.932060.000000.00000
682022.09.20 09:00modify170.101.932061.947061.91706
692022.09.21 07:20sell180.101.925820.000000.00000
702022.09.21 07:20modify180.101.925821.931311.91706
712022.09.21 07:20modify170.101.932061.931311.91706
722022.09.21 17:50sell190.101.923030.000000.00000
732022.09.21 17:50modify190.101.923031.927561.91706
742022.09.21 17:50modify180.101.925821.927561.91706
752022.09.21 17:50modify170.101.932061.927561.91706
762022.09.21 18:20s/l170.101.927561.927561.9170627.6610409.62
772022.09.21 18:20s/l180.101.927561.927561.91706-10.6810398.94
782022.09.21 18:20s/l190.101.927561.927561.91706-27.8010371.14
792022.10.18 11:00buy200.101.988080.000000.00000
802022.10.18 11:00modify200.101.988081.973082.00308
812022.10.18 16:02buy210.101.997120.000000.00000
822022.10.18 16:02modify210.101.997121.992582.00308
832022.10.18 16:02modify200.101.988081.992582.00308
842022.10.18 16:50s/l200.101.992581.992582.0030827.4910398.63
852022.10.18 16:50s/l210.101.992581.992582.00308-27.7410370.89
862022.11.07 18:00sell220.101.941090.000000.00000
872022.11.07 18:00modify220.101.941091.956091.92609
882022.11.08 10:59sell230.101.932020.000000.00000
892022.11.08 10:59modify230.101.932021.936591.92609
902022.11.08 10:59modify220.101.941091.936591.92609
912022.11.08 13:15sell240.101.928930.000000.00000
922022.11.08 13:15modify240.101.928931.933591.92609
932022.11.08 13:15modify230.101.932021.933591.92609
942022.11.08 13:15modify220.101.941091.933591.92609
952022.11.08 14:32s/l220.101.933591.933591.9260946.0810416.97
962022.11.08 14:32s/l230.101.933591.933591.92609-9.6310407.34
972022.11.08 14:32s/l240.101.933591.933591.92609-28.6010378.74
982022.11.29 10:00buy250.101.924830.000000.00000
992022.11.29 10:00modify250.101.924831.909831.93983
1002022.11.29 13:20buy260.101.931100.000000.00000
1012022.11.29 13:20modify260.101.931101.925581.93983
1022022.11.29 13:20modify250.101.924831.925581.93983
1032022.11.29 14:50s/l250.101.925581.925581.939834.5810383.32
1042022.11.29 14:50s/l260.101.925581.925581.93983-33.7310349.59
1052023.01.19 17:00sell270.101.939620.000000.00000
1062023.01.19 17:00modify270.101.939621.954621.92462
1072023.01.19 22:25sell280.101.933530.000000.00000
1082023.01.19 22:25modify280.101.933531.938871.92462
1092023.01.19 22:25modify270.101.939621.938871.92462
1102023.01.20 02:15sell290.101.930380.000000.00000
1112023.01.20 02:15modify290.101.930381.935121.92462
1122023.01.20 02:15modify280.101.933531.935121.92462
1132023.01.20 02:15modify270.101.939621.935121.92462
1142023.01.20 07:10sell300.101.927540.000000.00000
1152023.01.20 07:10modify300.101.927541.932121.92462
1162023.01.20 07:10modify290.101.930381.932121.92462
1172023.01.20 07:10modify280.101.933531.932121.92462
1182023.01.20 07:10modify270.101.939621.932121.92462
1192023.01.20 07:45t/p270.101.924621.932121.9246292.1010441.69
1202023.01.20 07:45t/p280.101.924621.932121.9246254.7210496.40
1212023.01.20 07:45t/p290.101.924621.932121.9246235.3510531.75
1222023.01.20 07:45t/p300.101.924621.932121.9246217.9210549.67
1232023.01.31 11:00sell310.101.919730.000000.00000
1242023.01.31 11:00modify310.101.919731.934731.90473
1252023.01.31 13:15sell320.101.913450.000000.00000
1262023.01.31 13:15modify320.101.913451.918981.90473
1272023.01.31 13:15modify310.101.919731.918981.90473
1282023.01.31 14:07sell330.101.907470.000000.00000
1292023.01.31 14:07modify330.101.907471.912231.90473
1302023.01.31 14:07modify320.101.913451.912231.90473
1312023.01.31 14:07modify310.101.919731.912231.90473
1322023.01.31 15:45t/p310.101.904731.912231.9047392.0710641.74
1332023.01.31 15:45t/p320.101.904731.912231.9047353.5210695.26
1342023.01.31 15:45t/p330.101.904731.912231.9047316.8210712.08
1352023.02.02 10:00buy340.101.893500.000000.00000
1362023.02.02 10:00modify340.101.893501.878501.90850
1372023.02.03 14:15buy350.101.899540.000000.00000
1382023.02.03 14:15modify350.101.899541.894251.90850
1392023.02.03 14:15modify340.101.893501.894251.90850
1402023.02.03 17:27buy360.101.902540.000000.00000
1412023.02.03 17:27modify360.101.902541.898001.90850
1422023.02.03 17:27modify350.101.899541.898001.90850
1432023.02.03 17:27modify340.101.893501.898001.90850
1442023.02.03 19:50buy370.101.905540.000000.00000
1452023.02.03 19:50modify370.101.905541.901001.90850
1462023.02.03 19:50modify360.101.902541.901001.90850
1472023.02.03 19:50modify350.101.899541.901001.90850
1482023.02.03 19:50modify340.101.893501.901001.90850
1492023.02.06 08:50t/p340.101.908501.901001.9085090.9310803.01
1502023.02.06 08:50t/p350.101.908501.901001.9085054.3910857.40
1512023.02.06 08:50t/p360.101.908501.901001.9085036.0610893.46
1522023.02.06 08:50t/p370.101.908501.901001.9085017.7310911.19
1532023.02.06 15:00sell380.101.916420.000000.00000
1542023.02.06 15:00modify380.101.916421.931421.90142
1552023.02.06 18:20sell390.101.910120.000000.00000
1562023.02.06 18:20modify390.101.910121.915671.90142
1572023.02.06 18:20modify380.101.916421.915671.90142
1582023.02.06 20:45sell400.101.907420.000000.00000
1592023.02.06 20:45modify400.101.907421.911921.90142
1602023.02.06 20:45modify390.101.910121.911921.90142
1612023.02.06 20:45modify380.101.916421.911921.90142
1622023.02.06 22:02sell410.101.904330.000000.00000
1632023.02.06 22:02modify410.101.904331.908921.90142
1642023.02.06 22:02modify400.101.907421.908921.90142
1652023.02.06 22:02modify390.101.910121.908921.90142
1662023.02.06 22:02modify380.101.916421.908921.90142
1672023.02.07 03:37t/p380.101.901421.908921.9014292.1011003.29
1682023.02.07 03:37t/p390.101.901421.908921.9014253.4411056.72
1692023.02.07 03:37t/p400.101.901421.908921.9014236.8611093.58
1702023.02.07 03:37t/p410.101.901421.908921.9014217.9011111.48
1712023.02.13 09:00buy420.101.900910.000000.00000
1722023.02.13 09:00modify420.101.900911.885911.91591
1732023.02.13 12:20buy430.101.907210.000000.00000
1742023.02.13 12:20modify430.101.907211.901661.91591
1752023.02.13 12:20modify420.101.900911.901661.91591
1762023.02.14 00:27buy440.101.910000.000000.00000
1772023.02.14 00:27modify440.101.910001.905411.91591
1782023.02.14 00:27modify430.101.907211.905411.91591
1792023.02.14 00:27modify420.101.900911.905411.91591
1802023.02.14 02:16t/p420.101.915911.905411.9159191.2911202.77
1812023.02.14 02:16t/p430.101.915911.905411.9159152.8011255.57
1822023.02.14 02:16t/p440.101.915911.905411.9159136.1111291.68
1832023.02.21 16:00sell450.101.947270.000000.00000
1842023.02.21 16:00modify450.101.947271.962271.93227
1852023.02.22 08:55sell460.101.941100.000000.00000
1862023.02.22 08:55modify460.101.941101.946521.93227
1872023.02.22 08:55modify450.101.947271.946521.93227
1882023.02.22 15:10sell470.101.938220.000000.00000
1892023.02.22 15:10modify470.101.938221.942771.93227
1902023.02.22 15:10modify460.101.941101.942771.93227
1912023.02.22 15:10modify450.101.947271.942771.93227
1922023.02.22 15:55sell480.101.935220.000000.00000
1932023.02.22 15:55modify480.101.935221.939771.93227
1942023.02.22 15:55modify470.101.938221.939771.93227
1952023.02.22 15:55modify460.101.941101.939771.93227
1962023.02.22 15:55modify450.101.947271.939771.93227
1972023.02.23 01:50t/p450.101.932271.939771.9322792.2111383.89
1982023.02.23 01:50t/p460.101.932271.939771.9322754.3111438.20
1992023.02.23 01:50t/p470.101.932271.939771.9322736.6311474.83
2002023.02.23 01:50t/p480.101.932271.939771.9322718.2211493.05
2012023.02.28 09:00sell490.101.965830.000000.00000
2022023.02.28 09:00modify490.101.965831.980831.95083
2032023.02.28 16:10sell500.101.953810.000000.00000
2042023.02.28 16:10modify500.101.953811.958331.95083
2052023.02.28 16:10modify490.101.965831.958331.95083
2062023.02.28 17:30t/p490.101.950831.958331.9508392.0711585.12
2072023.02.28 17:30t/p500.101.950831.958331.9508318.2911603.41
2082023.03.01 09:00buy510.101.931550.000000.00000
2092023.03.01 09:00modify510.101.931551.916551.94655
2102023.03.05 23:20buy520.101.937680.000000.00000
2112023.03.05 23:20modify520.101.937681.932301.94655
2122023.03.05 23:20modify510.101.931551.932301.94655
2132023.03.06 09:35buy530.101.943690.000000.00000
2142023.03.06 09:35modify530.101.943691.939051.94655
2152023.03.06 09:35modify520.101.937681.939051.94655
2162023.03.06 09:35modify510.101.931551.939051.94655
2172023.03.06 13:20s/l510.101.939051.939051.9465544.0311647.44
2182023.03.06 13:20s/l520.101.939051.939051.946558.0211655.46
2192023.03.06 13:20s/l530.101.939051.939051.94655-28.3511627.11
2202023.03.10 10:00sell540.101.961900.000000.00000
2212023.03.10 10:00modify540.101.961901.976901.94690
2222023.03.13 02:50sell550.101.955810.000000.00000
2232023.03.13 02:50modify550.101.955811.961151.94690
2242023.03.13 02:50modify540.101.961901.961151.94690
2252023.03.13 11:37sell560.101.949850.000000.00000
2262023.03.13 11:37modify560.101.949851.954401.94690
2272023.03.13 11:37modify550.101.955811.954401.94690
2282023.03.13 11:37modify540.101.961901.954401.94690
2292023.03.13 13:20t/p540.101.946901.954401.9469092.1111719.21
2302023.03.13 13:20t/p550.101.946901.954401.9469054.6911773.90
2312023.03.13 13:20t/p560.101.946901.954401.9469018.1011792.00
2322023.03.20 16:00sell570.101.962350.000000.00000
2332023.03.20 16:00modify570.101.962351.977351.94735
2342023.03.21 08:50s/l570.101.977351.977351.94735-92.0311699.97
2352023.04.11 10:00sell580.102.001410.000000.00000
2362023.04.11 10:00modify580.102.001412.016411.98641
2372023.04.13 12:50sell590.101.995180.000000.00000
2382023.04.13 12:50modify590.101.995182.000661.98641
2392023.04.13 12:50modify580.102.001412.000661.98641
2402023.04.13 13:20sell600.101.992360.000000.00000
2412023.04.13 13:20modify600.101.992361.996911.98641
2422023.04.13 13:20modify590.101.995181.996911.98641
2432023.04.13 13:20modify580.102.001411.996911.98641
2442023.04.13 14:10sell610.101.989290.000000.00000
2452023.04.13 14:10modify610.101.989291.993911.98641
2462023.04.13 14:10modify600.101.992361.993911.98641
2472023.04.13 14:10modify590.101.995181.993911.98641
2482023.04.13 14:10modify580.102.001411.993911.98641
2492023.04.13 16:50t/p580.101.986411.993911.9864192.2011792.17
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