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)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 test1915Ticks modelled46878030Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1033.63Gross profit1547.06Gross loss-513.43
Profit factor3.01Expected payoff18.46
Absolute drawdown145.66Maximal drawdown303.15 (2.94%)Relative drawdown2.94% (303.15)
Total trades56Short positions (won %)33 (69.70%)Long positions (won %)23 (69.57%)
Profit trades (% of total)39 (69.64%)Loss trades (% of total)17 (30.36%)
Largestprofit trade86.04loss trade-79.80
Averageprofit trade39.67loss trade-30.20
Maximumconsecutive wins (profit in money)12 (614.15)consecutive losses (loss in money)4 (-180.89)
Maximalconsecutive profit (count of wins)614.15 (12)consecutive loss (count of losses)-180.89 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.06.07 16:00sell10.101.944890.000000.00000
22022.06.07 16:00modify10.101.944891.957891.93089
32022.06.07 18:32sell20.101.939960.000000.00000
42022.06.07 18:32modify20.101.939961.944191.93089
52022.06.07 18:32modify10.101.944891.944191.93089
62022.06.08 03:12s/l10.101.944191.944191.930894.3410004.34
72022.06.08 03:12s/l20.101.944191.944191.93089-25.929978.41
82022.08.04 12:00buy30.101.921120.000000.00000
92022.08.04 12:00modify30.101.921121.908121.93512
102022.08.04 13:01buy40.101.926050.000000.00000
112022.08.04 13:01modify40.101.926051.921821.93512
122022.08.04 13:01modify30.101.921121.921821.93512
132022.08.04 13:24buy50.101.928130.000000.00000
142022.08.04 13:24modify50.101.928131.925321.93512
152022.08.04 13:24modify40.101.926051.925321.93512
162022.08.04 13:24modify30.101.921121.925321.93512
172022.08.04 13:40s/l30.101.925321.925321.9351225.6710004.08
182022.08.04 13:40s/l40.101.925321.925321.93512-4.469999.62
192022.08.04 13:40s/l50.101.925321.925321.93512-17.169982.46
202022.08.11 12:00buy60.101.897110.000000.00000
212022.08.11 12:00modify60.101.897111.884111.91111
222022.08.12 10:33s/l60.101.884111.884111.91111-79.799902.67
232022.08.12 16:00buy70.101.885020.000000.00000
242022.08.12 16:00modify70.101.885021.872021.89902
252022.08.15 06:29buy80.101.889920.000000.00000
262022.08.15 06:29modify80.101.889921.885721.89902
272022.08.15 06:29modify70.101.885021.885721.89902
282022.08.15 07:04buy90.101.892070.000000.00000
292022.08.15 07:04modify90.101.892071.889221.89902
302022.08.15 07:04modify80.101.889921.889221.89902
312022.08.15 07:04modify70.101.885021.889221.89902
322022.08.15 08:07buy100.101.895540.000000.00000
332022.08.15 08:07modify100.101.895541.889921.89902
342022.08.15 08:07modify90.101.892071.889921.89902
352022.08.15 08:07modify80.101.889921.889921.89902
362022.08.15 08:07modify70.101.885021.889921.89902
372022.08.15 11:10t/p70.101.899021.889921.8990285.189987.85
382022.08.15 11:10t/p80.101.899021.889921.8990255.6010043.45
392022.08.15 11:10t/p90.101.899021.889921.8990242.4610085.91
402022.08.15 11:10t/p100.101.899021.889921.8990221.2610107.17
412022.08.16 16:00sell110.101.907940.000000.00000
422022.08.16 16:00modify110.101.907941.920941.89394
432022.08.17 02:00sell120.101.902910.000000.00000
442022.08.17 02:00modify120.101.902911.907241.89394
452022.08.17 02:00modify110.101.907941.907241.89394
462022.08.17 02:00s/l110.101.907241.907241.893944.3310111.50
472022.08.17 02:00s/l120.101.907241.907241.89394-26.5810084.92
482022.08.17 12:00sell130.101.920390.000000.00000
492022.08.17 12:00modify130.101.920391.933391.90639
502022.08.17 21:13sell140.101.915400.000000.00000
512022.08.17 21:13modify140.101.915401.919691.90639
522022.08.17 21:13modify130.101.920391.919691.90639
532022.08.17 22:02s/l130.101.919691.919691.906394.2910089.21
542022.08.17 22:02s/l140.101.919691.919691.90639-26.3410062.87
552022.09.14 12:00sell150.101.929610.000000.00000
562022.09.14 12:00modify150.101.929611.942611.91561
572022.09.14 14:23sell160.101.924710.000000.00000
582022.09.14 14:23modify160.101.924711.928911.91561
592022.09.14 14:23modify150.101.929611.928911.91561
602022.09.14 14:44sell170.101.922490.000000.00000
612022.09.14 14:44modify170.101.922491.925411.91561
622022.09.14 14:44modify160.101.924711.925411.91561
632022.09.14 14:44modify150.101.929611.925411.91561
642022.09.14 22:44sell180.101.919030.000000.00000
652022.09.14 22:44modify180.101.919031.924711.91561
662022.09.14 22:44modify170.101.922491.924711.91561
672022.09.14 22:44modify160.101.924711.924711.91561
682022.09.14 22:44modify150.101.929611.924711.91561
692022.09.15 13:59t/p150.101.915611.924711.9156186.0410148.91
702022.09.15 13:59t/p160.101.915611.924711.9156155.9710204.88
712022.09.15 13:59t/p170.101.915611.924711.9156142.3410247.21
722022.09.15 13:59t/p180.101.915611.924711.9156121.1010268.31
732022.09.20 12:00sell190.101.935910.000000.00000
742022.09.20 12:00modify190.101.935911.948911.92191
752022.09.20 15:19sell200.101.931010.000000.00000
762022.09.20 15:19modify200.101.931011.935211.92191
772022.09.20 15:19modify190.101.935911.935211.92191
782022.09.20 16:14sell210.101.928880.000000.00000
792022.09.20 16:14modify210.101.928881.931711.92191
802022.09.20 16:14modify200.101.931011.931711.92191
812022.09.20 16:14modify190.101.935911.931711.92191
822022.09.20 16:35s/l190.101.931711.931711.9219125.7810294.09
832022.09.20 16:35s/l200.101.931711.931711.92191-4.2910289.80
842022.09.20 16:35s/l210.101.931711.931711.92191-17.3710272.43
852022.09.23 12:00buy220.101.910170.000000.00000
862022.09.23 12:00modify220.101.910171.897171.92417
872022.09.23 14:22s/l220.101.897171.897171.92417-79.4310193.00
882022.10.13 12:00sell230.102.000470.000000.00000
892022.10.13 12:00modify230.102.000472.013471.98647
902022.10.13 12:30s/l230.102.013472.013471.98647-79.8010113.20
912022.11.03 16:00buy240.101.935620.000000.00000
922022.11.03 16:00modify240.101.935621.922621.94962
932022.11.04 00:53buy250.101.940540.000000.00000
942022.11.04 00:53modify250.101.940541.936321.94962
952022.11.04 00:53modify240.101.935621.936321.94962
962022.11.04 01:02s/l240.101.936321.936321.949623.9210117.12
972022.11.04 01:02s/l250.101.936321.936321.94962-25.7810091.34
982023.01.19 12:00sell260.101.935360.000000.00000
992023.01.19 12:00modify260.101.935361.948361.92136
1002023.01.19 14:24sell270.101.930430.000000.00000
1012023.01.19 14:24modify270.101.930431.934661.92136
1022023.01.19 14:24modify260.101.935361.934661.92136
1032023.01.19 15:43s/l260.101.934661.934661.921364.3010095.64
1042023.01.19 15:43s/l270.101.934661.934661.92136-25.9610069.68
1052023.01.24 16:00buy280.101.894040.000000.00000
1062023.01.24 16:00modify280.101.894041.881041.90804
1072023.01.24 21:44buy290.101.898980.000000.00000
1082023.01.24 21:44modify290.101.898981.894741.90804
1092023.01.24 21:44modify280.101.894041.894741.90804
1102023.01.24 21:45s/l280.101.894741.894741.908044.2810073.96
1112023.01.24 21:45s/l290.101.894741.894741.90804-25.9110048.05
1122023.02.02 16:00buy300.101.888610.000000.00000
1132023.02.02 16:00modify300.101.888611.875611.90261
1142023.02.03 11:13buy310.101.893550.000000.00000
1152023.02.03 11:13modify310.101.893551.889311.90261
1162023.02.03 11:13modify300.101.888611.889311.90261
1172023.02.03 13:30s/l300.101.889311.889311.902613.9110051.96
1182023.02.03 13:30s/l310.101.889311.889311.90261-25.9110026.05
1192023.02.06 16:00sell320.101.913380.000000.00000
1202023.02.06 16:00modify320.101.913381.926381.89938
1212023.02.06 19:02sell330.101.908480.000000.00000
1222023.02.06 19:02modify330.101.908481.912681.89938
1232023.02.06 19:02modify320.101.913381.912681.89938
1242023.02.06 21:13sell340.101.906370.000000.00000
1252023.02.06 21:13modify340.101.906371.909181.89938
1262023.02.06 21:13modify330.101.908481.909181.89938
1272023.02.06 21:13modify320.101.913381.909181.89938
1282023.02.07 02:50sell350.101.902880.000000.00000
1292023.02.07 02:50modify350.101.902881.908481.89938
1302023.02.07 02:50modify340.101.906371.908481.89938
1312023.02.07 02:50modify330.101.908481.908481.89938
1322023.02.07 02:50modify320.101.913381.908481.89938
1332023.02.07 09:22t/p320.101.899381.908481.8993885.9810112.03
1342023.02.07 09:22t/p330.101.899381.908481.8993855.9010167.93
1352023.02.07 09:22t/p340.101.899381.908481.8993842.9510210.87
1362023.02.07 09:22t/p350.101.899381.908481.8993821.4910232.36
1372023.02.21 16:00sell360.101.947270.000000.00000
1382023.02.21 16:00modify360.101.947271.960271.93327
1392023.02.22 01:01sell370.101.942170.000000.00000
1402023.02.22 01:01modify370.101.942171.946571.93327
1412023.02.22 01:01modify360.101.947271.946571.93327
1422023.02.22 01:16s/l360.101.946571.946571.933274.3410236.70
1432023.02.22 01:16s/l370.101.946571.946571.93327-27.0010209.70
1442023.02.28 12:00sell380.101.963380.000000.00000
1452023.02.28 12:00modify380.101.963381.976381.94938
1462023.02.28 15:43sell390.101.958410.000000.00000
1472023.02.28 15:43modify390.101.958411.962681.94938
1482023.02.28 15:43modify380.101.963381.962681.94938
1492023.02.28 15:54sell400.101.956380.000000.00000
1502023.02.28 15:54modify400.101.956381.959181.94938
1512023.02.28 15:54modify390.101.958411.959181.94938
1522023.02.28 15:54modify380.101.963381.959181.94938
1532023.02.28 16:05sell410.101.952870.000000.00000
1542023.02.28 16:05modify410.101.952871.958481.94938
1552023.02.28 16:05modify400.101.956381.958481.94938
1562023.02.28 16:05modify390.101.958411.958481.94938
1572023.02.28 16:05modify380.101.963381.958481.94938
1582023.02.28 17:49t/p380.101.949381.958481.9493885.9310295.63
1592023.02.28 17:49t/p390.101.949381.958481.9493855.4210351.05
1602023.02.28 17:49t/p400.101.949381.958481.9493842.9610394.01
1612023.02.28 17:49t/p410.101.949381.958481.9493821.4210415.43
1622023.03.10 12:00sell420.101.961420.000000.00000
1632023.03.10 12:00modify420.101.961421.974421.94742
1642023.03.10 13:28sell430.101.956490.000000.00000
1652023.03.10 13:28modify430.101.956491.960721.94742
1662023.03.10 13:28modify420.101.961421.960721.94742
1672023.03.10 13:32sell440.101.954410.000000.00000
1682023.03.10 13:32modify440.101.954411.957221.94742
1692023.03.10 13:32modify430.101.956491.957221.94742
1702023.03.10 13:32modify420.101.961421.957221.94742
1712023.03.10 13:32s/l420.101.957221.957221.9474225.7810441.21
1722023.03.10 13:32s/l430.101.957221.957221.94742-4.4810436.73
1732023.03.10 13:32s/l440.101.957221.957221.94742-17.2510419.48
1742023.04.13 16:00buy450.101.987440.000000.00000
1752023.04.13 16:00modify450.101.987441.974442.00144
1762023.04.14 13:49buy460.101.992350.000000.00000
1772023.04.14 13:49modify460.101.992351.988142.00144
1782023.04.14 13:49modify450.101.987441.988142.00144
1792023.04.14 14:08buy470.101.994490.000000.00000
1802023.04.14 14:08modify470.101.994491.991642.00144
1812023.04.14 14:08modify460.101.992351.991642.00144
1822023.04.14 14:08modify450.101.987441.991642.00144
1832023.04.14 14:24buy480.101.997960.000000.00000
1842023.04.14 14:24modify480.101.997961.992342.00144
1852023.04.14 14:24modify470.101.994491.992342.00144
1862023.04.14 14:24modify460.101.992351.992342.00144
1872023.04.14 14:24modify450.101.987441.992342.00144
1882023.04.14 15:24t/p450.102.001441.992342.0014485.1810504.66
1892023.04.14 15:24t/p460.102.001441.992342.0014455.5410560.20
1902023.04.14 15:24t/p470.102.001441.992342.0014442.4710602.67
1912023.04.14 15:24t/p480.102.001441.992342.0014421.2610623.93
1922023.05.02 12:00buy490.102.008650.000000.00000
1932023.05.02 12:00modify490.102.008651.995652.02265
1942023.05.03 15:50buy500.102.013560.000000.00000
1952023.05.03 15:50modify500.102.013562.009352.02265
1962023.05.03 15:50modify490.102.008652.009352.02265
1972023.05.03 19:09buy510.102.015670.000000.00000
1982023.05.03 19:09modify510.102.015672.012852.02265
1992023.05.03 19:09modify500.102.013562.012852.02265
2002023.05.03 19:09modify490.102.008652.012852.02265
2012023.05.03 22:05buy520.102.019310.000000.00000
2022023.05.03 22:05modify520.102.019312.013552.02265
2032023.05.03 22:05modify510.102.015672.013552.02265
2042023.05.03 22:05modify500.102.013562.013552.02265
2052023.05.03 22:05modify490.102.008652.013552.02265
2062023.05.03 22:15t/p490.102.022652.013552.0226585.1810709.11
2072023.05.03 22:15t/p500.102.022652.013552.0226555.5410764.65
2082023.05.03 22:15t/p510.102.022652.013552.0226542.6510807.30
2092023.05.03 22:15t/p520.102.022652.013552.0226520.4110827.71
2102023.05.12 08:00sell530.102.004090.000000.00000
2112023.05.12 08:00modify530.102.004092.017091.99009
2122023.05.17 02:08sell540.101.999150.000000.00000
2132023.05.17 02:08modify540.101.999152.003391.99009
2142023.05.17 02:08modify530.102.004092.003391.99009
2152023.05.17 07:00sell550.101.997080.000000.00000
2162023.05.17 07:00modify550.101.997081.999891.99009
2172023.05.17 07:00modify540.101.999151.999891.99009
2182023.05.17 07:00modify530.102.004091.999891.99009
2192023.05.17 07:25sell560.101.993570.000000.00000
2202023.05.17 07:25modify560.101.993571.999191.99009
2212023.05.17 07:25modify550.101.997081.999191.99009
2222023.05.17 07:25modify540.101.999151.999191.99009
2232023.05.17 07:25modify530.102.004091.999191.99009
2242023.05.17 11:31t/p530.101.990091.999191.9900986.0410913.75
2252023.05.17 11:31t/p540.101.990091.999191.9900955.6110969.36
2262023.05.17 11:31t/p550.101.990091.999191.9900942.9111012.27
2272023.05.17 11:31t/p560.101.990091.999191.9900921.3611033.63