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=0; RSIHelp="------------------------------------"; RSI_Period=7; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 profit1650.07Gross profit2286.17Gross loss-636.10
Profit factor3.59Expected payoff24.27
Absolute drawdown56.25Maximal drawdown280.40 (2.68%)Relative drawdown2.68% (280.40)
Total trades68Short positions (won %)37 (64.86%)Long positions (won %)31 (70.97%)
Profit trades (% of total)46 (67.65%)Loss trades (% of total)22 (32.35%)
Largestprofit trade92.21loss trade-86.98
Averageprofit trade49.70loss trade-28.91
Maximumconsecutive wins (profit in money)20 (1102.76)consecutive losses (loss in money)3 (-111.31)
Maximalconsecutive profit (count of wins)1102.76 (20)consecutive loss (count of losses)-113.46 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.06 12:00buy10.101.929420.000000.00000
22022.07.06 12:00modify10.101.929421.915421.94442
32022.07.06 14:30buy20.101.938650.000000.00000
42022.07.06 14:30modify20.101.938651.935421.94442
52022.07.06 14:30modify10.101.929421.935421.94442
62022.07.06 14:55buy30.101.939300.000000.00000
72022.07.06 14:55modify30.101.939301.934671.94442
82022.07.06 14:55modify20.101.938651.934671.94442
92022.07.06 14:55modify10.101.929421.934671.94442
102022.07.07 01:45buy40.101.936320.000000.00000
112022.07.07 01:45modify40.101.936321.931671.94442
122022.07.07 01:50modify40.101.936321.934671.94442
132022.07.07 02:30s/l10.101.934671.934671.9444230.9910030.99
142022.07.07 02:30s/l20.101.934671.934671.94442-25.4010005.59
152022.07.07 02:30s/l30.101.934671.934671.94442-29.379976.22
162022.07.07 02:30s/l40.101.934671.934671.94442-10.099966.13
172022.07.22 12:00buy50.101.908580.000000.00000
182022.07.22 12:00modify50.101.908581.894581.92358
192022.07.22 14:20buy60.101.915500.000000.00000
202022.07.22 14:20modify60.101.915501.910831.92358
212022.07.22 14:20modify50.101.908581.910831.92358
222022.07.22 14:40buy70.101.918460.000000.00000
232022.07.22 14:40modify70.101.918461.913831.92358
242022.07.22 14:40modify60.101.915501.913831.92358
252022.07.22 14:40modify50.101.908581.913831.92358
262022.07.22 14:55buy80.101.917640.000000.00000
272022.07.22 14:55modify80.101.917641.914581.92358
282022.07.22 15:00modify80.101.917641.913831.92358
292022.07.25 00:30t/p50.101.923581.913831.9235891.2910057.42
302022.07.25 00:30t/p60.101.923581.913831.9235849.0010106.42
312022.07.25 00:30t/p70.101.923581.913831.9235830.9210137.34
322022.07.25 00:30t/p80.101.923581.913831.9235835.9310173.27
332022.07.27 16:00sell90.101.940130.000000.00000
342022.07.27 16:00modify90.101.940131.954131.92513
352022.07.28 09:53sell100.101.933220.000000.00000
362022.07.28 09:53modify100.101.933221.937881.92513
372022.07.28 09:53modify90.101.940131.937881.92513
382022.07.28 12:50sell110.101.931040.000000.00000
392022.07.28 12:50modify110.101.931041.934131.92513
402022.07.28 12:50modify100.101.933221.934131.92513
412022.07.28 12:50modify90.101.940131.934131.92513
422022.07.28 13:30s/l90.101.934131.934131.9251336.9310210.20
432022.07.28 13:30s/l100.101.934131.934131.92513-5.5910204.61
442022.07.28 13:30s/l110.101.934131.934131.92513-18.9710185.64
452022.08.04 12:00buy120.101.921120.000000.00000
462022.08.04 12:00modify120.101.921121.907121.93612
472022.08.04 13:20buy130.101.927880.000000.00000
482022.08.04 13:20modify130.101.927881.923371.93612
492022.08.04 13:20modify120.101.921121.923371.93612
502022.08.04 16:50buy140.101.930220.000000.00000
512022.08.04 16:50modify140.101.930221.927121.93612
522022.08.04 16:50modify130.101.927881.927121.93612
532022.08.04 16:50modify120.101.921121.927121.93612
542022.08.04 20:30buy150.101.931040.000000.00000
552022.08.04 20:30modify150.101.931041.926371.93612
562022.08.04 20:30modify140.101.930221.926371.93612
572022.08.04 20:30modify130.101.927881.926371.93612
582022.08.04 20:30modify120.101.921121.926371.93612
592022.08.08 06:40t/p120.101.936121.926371.9361290.9310276.56
602022.08.08 06:40t/p130.101.936121.926371.9361249.6210326.18
612022.08.08 06:40t/p140.101.936121.926371.9361235.3310361.51
622022.08.08 06:40t/p150.101.936121.926371.9361230.3210391.83
632022.08.10 16:00buy160.101.906110.000000.00000
642022.08.10 16:00modify160.101.906111.892111.92111
652022.08.12 02:20s/l160.101.892111.892111.92111-86.9810304.85
662022.09.06 16:00sell170.101.907900.000000.00000
672022.09.06 16:00modify170.101.907901.921901.89290
682022.09.07 10:30sell180.101.901110.000000.00000
692022.09.07 10:30modify180.101.901111.905651.89290
702022.09.07 10:30modify170.101.907901.905651.89290
712022.09.07 13:30sell190.101.897970.000000.00000
722022.09.07 13:30modify190.101.897971.902651.89290
732022.09.07 13:30modify180.101.901111.902651.89290
742022.09.07 13:30modify170.101.907901.902651.89290
752022.09.07 15:15sell200.101.898790.000000.00000
762022.09.07 15:15modify200.101.898791.901901.89290
772022.09.07 15:20modify200.101.898791.902651.89290
782022.09.07 15:40s/l170.101.902651.902651.8929032.2610337.11
792022.09.07 15:40s/l180.101.902651.902651.89290-9.4610327.65
802022.09.07 15:40s/l190.101.902651.902651.89290-28.7310298.92
812022.09.07 15:40s/l200.101.902651.902651.89290-23.7010275.22
822022.09.13 16:00sell210.101.916840.000000.00000
832022.09.13 16:00modify210.101.916841.930841.90184
842022.09.16 14:40sell220.101.910060.000000.00000
852022.09.16 14:40modify220.101.910061.914591.90184
862022.09.16 14:40modify210.101.916841.914591.90184
872022.09.16 16:20sell230.101.907620.000000.00000
882022.09.16 16:20modify230.101.907621.910841.90184
892022.09.16 16:20modify220.101.910061.910841.90184
902022.09.16 16:20modify210.101.916841.910841.90184
912022.09.16 17:53sell240.101.906830.000000.00000
922022.09.16 17:53modify240.101.906831.911591.90184
932022.09.16 17:53modify230.101.907621.911591.90184
942022.09.16 17:53modify220.101.910061.911591.90184
952022.09.16 17:53modify210.101.916841.911591.90184
962022.09.19 06:20s/l210.101.911591.911591.9018432.4410307.66
972022.09.19 06:20s/l220.101.911591.911591.90184-9.3510298.30
982022.09.19 06:20s/l230.101.911591.911591.90184-24.3310273.97
992022.09.19 06:20s/l240.101.911591.911591.90184-29.1810244.78
1002022.09.20 12:00sell250.101.935910.000000.00000
1012022.09.20 12:00modify250.101.935911.949911.92091
1022022.09.20 19:35sell260.101.928920.000000.00000
1032022.09.20 19:35modify260.101.928921.933661.92091
1042022.09.20 19:35modify250.101.935911.933661.92091
1052022.09.20 21:25sell270.101.926700.000000.00000
1062022.09.20 21:25modify270.101.926701.929911.92091
1072022.09.20 21:25modify260.101.928921.929911.92091
1082022.09.20 21:25modify250.101.935911.929911.92091
1092022.09.20 21:40s/l250.101.929911.929911.9209136.8310281.61
1102022.09.20 21:40s/l260.101.929911.929911.92091-6.0710275.54
1112022.09.20 21:40s/l270.101.929911.929911.92091-19.7010255.84
1122022.09.23 12:00buy280.101.910170.000000.00000
1132022.09.23 12:00modify280.101.910171.896171.92517
1142022.09.23 14:30s/l280.101.896171.896171.92517-85.5410170.30
1152022.09.30 20:00sell290.101.995210.000000.00000
1162022.09.30 20:00modify290.101.995212.009211.98021
1172022.10.02 22:46sell300.101.985390.000000.00000
1182022.10.02 22:46modify300.101.985391.989961.98021
1192022.10.02 22:46modify290.101.995211.989961.98021
1202022.10.03 00:30t/p290.101.980211.989961.9802192.1110262.41
1212022.10.03 00:30t/p300.101.980211.989961.9802131.8410294.25
1222022.10.13 16:00sell310.102.017860.000000.00000
1232022.10.13 16:00modify310.102.017862.031862.00286
1242022.10.13 17:30sell320.102.008040.000000.00000
1252022.10.13 17:30modify320.102.008042.012612.00286
1262022.10.13 17:30modify310.102.017862.012612.00286
1272022.10.14 00:30t/p310.102.002862.012612.0028692.1110386.35
1282022.10.14 00:30t/p320.102.002862.012612.0028631.8410418.19
1292022.11.01 16:00buy330.101.962110.000000.00000
1302022.11.01 16:00modify330.101.962111.948111.97711
1312022.11.02 00:50buy340.101.969030.000000.00000
1322022.11.02 00:50modify340.101.969031.964361.97711
1332022.11.02 00:50modify330.101.962111.964361.97711
1342022.11.02 01:40s/l330.101.964361.964361.9771113.3910431.58
1352022.11.02 01:40s/l340.101.964361.964361.97711-28.5310403.05
1362022.11.02 20:00buy350.101.955330.000000.00000
1372022.11.02 20:00modify350.101.955331.941331.97033
1382022.11.03 00:40buy360.101.962090.000000.00000
1392022.11.03 00:40modify360.101.962091.957581.97033
1402022.11.03 00:40modify350.101.955331.957581.97033
1412022.11.03 01:30s/l350.101.957581.957581.9703312.6610415.71
1422022.11.03 01:30s/l360.101.957581.957581.97033-27.5610388.15
1432022.11.03 16:00buy370.101.935620.000000.00000
1442022.11.03 16:00modify370.101.935621.921621.95062
1452022.11.04 11:30s/l370.101.921621.921621.95062-85.9010302.25
1462023.01.19 12:00sell380.101.935360.000000.00000
1472023.01.19 12:00modify380.101.935361.949361.92036
1482023.01.20 07:05sell390.101.928440.000000.00000
1492023.01.20 07:05modify390.101.928441.933111.92036
1502023.01.20 07:05modify380.101.935361.933111.92036
1512023.01.20 09:15t/p380.101.920361.933111.9203692.1110394.35
1522023.01.20 09:15t/p390.101.920361.933111.9203649.5910443.94
1532023.01.31 12:00sell400.101.917060.000000.00000
1542023.01.31 12:00modify400.101.917061.931061.90206
1552023.01.31 13:30sell410.101.910150.000000.00000
1562023.01.31 13:30modify410.101.910151.914811.90206
1572023.01.31 13:30modify400.101.917061.914811.90206
1582023.01.31 13:40sell420.101.907270.000000.00000
1592023.01.31 13:40modify420.101.907271.911811.90206
1602023.01.31 13:40modify410.101.910151.911811.90206
1612023.01.31 13:40modify400.101.917061.911811.90206
1622023.01.31 13:50sell430.101.907990.000000.00000
1632023.01.31 13:50modify430.101.907991.911061.90206
1642023.01.31 13:55modify430.101.907991.911811.90206
1652023.01.31 15:40t/p400.101.902061.911811.9020692.0710536.01
1662023.01.31 15:40t/p410.101.902061.911811.9020649.6610585.67
1672023.01.31 15:40t/p420.101.902061.911811.9020631.9810617.65
1682023.01.31 15:40t/p430.101.902061.911811.9020636.4010654.05
1692023.02.02 16:00buy440.101.888610.000000.00000
1702023.02.02 16:00modify440.101.888611.874611.90361
1712023.02.03 15:20buy450.101.897890.000000.00000
1722023.02.03 15:20modify450.101.897891.894611.90361
1732023.02.03 15:20modify440.101.888611.894611.90361
1742023.02.03 18:30t/p440.101.903611.894611.9036191.2910745.34
1752023.02.03 18:30t/p450.101.903611.894611.9036134.9510780.29
1762023.02.21 16:00sell460.101.947270.000000.00000
1772023.02.21 16:00modify460.101.947271.961271.93227
1782023.02.22 11:59sell470.101.940510.000000.00000
1792023.02.22 11:59modify470.101.940511.945021.93227
1802023.02.22 11:59modify460.101.947271.945021.93227
1812023.02.22 19:45sell480.101.937350.000000.00000
1822023.02.22 19:45modify480.101.937351.942021.93227
1832023.02.22 19:45modify470.101.940511.942021.93227
1842023.02.22 19:45modify460.101.947271.942021.93227
1852023.02.23 01:40t/p460.101.932271.942021.9322792.2110872.51
1862023.02.23 01:40t/p470.101.932271.942021.9322750.6910923.20
1872023.02.23 01:40t/p480.101.932271.942021.9322731.2910954.49
1882023.02.27 20:00sell490.101.955770.000000.00000
1892023.02.27 20:00modify490.101.955771.969771.94077
1902023.02.28 18:30sell500.101.948800.000000.00000
1912023.02.28 18:30modify500.101.948801.953521.94077
1922023.02.28 18:30modify490.101.955771.953521.94077
1932023.02.28 20:50sell510.101.945740.000000.00000
1942023.02.28 20:50modify510.101.945741.950521.94077
1952023.02.28 20:50modify500.101.948801.950521.94077
1962023.02.28 20:50modify490.101.955771.950521.94077
1972023.03.01 01:20sell520.101.946640.000000.00000
1982023.03.01 01:20modify520.101.946641.949771.94077
1992023.03.01 01:25modify520.101.946641.950521.94077
2002023.03.01 02:40t/p490.101.940771.950521.9407792.1411046.63
2012023.03.01 02:40t/p500.101.940771.950521.9407749.3311095.96
2022023.03.01 02:40t/p510.101.940771.950521.9407730.5511126.50
2032023.03.01 02:40t/p520.101.940771.950521.9407736.0311162.53
2042023.03.01 12:00buy530.101.922850.000000.00000
2052023.03.01 12:00modify530.101.922851.908851.93785
2062023.03.03 12:40buy540.101.929900.000000.00000
2072023.03.03 12:40modify540.101.929901.925101.93785
2082023.03.03 12:40modify530.101.922851.925101.93785
2092023.03.03 15:30buy550.101.932730.000000.00000
2102023.03.03 15:30modify550.101.932731.928101.93785
2112023.03.03 15:30modify540.101.929901.928101.93785
2122023.03.03 15:30modify530.101.922851.928101.93785
2132023.03.03 16:55buy560.101.932030.000000.00000
2142023.03.03 16:55modify560.101.932031.928851.93785
2152023.03.03 16:55modify560.101.932031.928101.93785
2162023.03.05 23:40t/p530.101.937851.928101.9378590.2111252.74
2172023.03.05 23:40t/p540.101.937851.928101.9378548.5711301.31
2182023.03.05 23:40t/p550.101.937851.928101.9378531.2811332.59
2192023.03.05 23:40t/p560.101.937851.928101.9378535.5611368.15
2202023.03.06 12:00sell570.101.943020.000000.00000
2212023.03.06 12:00modify570.101.943021.957021.92802
2222023.03.07 09:15sell580.101.936040.000000.00000
2232023.03.07 09:15modify580.101.936041.940771.92802
2242023.03.07 09:15modify570.101.943021.940771.92802
2252023.03.07 14:40sell590.101.933940.000000.00000
2262023.03.07 14:40modify590.101.933941.937021.92802
2272023.03.07 14:40modify580.101.936041.937021.92802
2282023.03.07 14:40modify570.101.943021.937021.92802
2292023.03.07 15:05s/l570.101.937021.937021.9280236.8611405.01
2302023.03.07 15:05s/l580.101.937021.937021.92802-6.0211398.99
2312023.03.07 15:05s/l590.101.937021.937021.92802-18.9111380.08
2322023.03.27 12:00sell600.101.979810.000000.00000
2332023.03.27 12:00modify600.101.979811.993811.96481
2342023.03.28 10:15sell610.101.972990.000000.00000
2352023.03.28 10:15modify610.101.972991.977561.96481
2362023.03.28 10:15modify600.101.979811.977561.96481
2372023.03.28 10:30s/l600.101.977561.977561.9648113.8511393.92
2382023.03.28 10:30s/l610.101.977561.977561.96481-28.0511365.87
2392023.04.11 16:00sell620.102.003130.000000.00000
2402023.04.11 16:00modify620.102.003132.017131.98813
2412023.04.13 15:30t/p620.101.988132.017131.9881392.2111458.09
2422023.05.02 12:00buy630.102.008650.000000.00000
2432023.05.02 12:00modify630.102.008651.994652.02365
2442023.05.03 21:20buy640.102.015530.000000.00000
2452023.05.03 21:20modify640.102.015532.010902.02365
2462023.05.03 21:20modify630.102.008652.010902.02365
2472023.05.03 22:00buy650.102.017930.000000.00000
2482023.05.03 22:00modify650.102.017932.014652.02365
2492023.05.03 22:00modify640.102.015532.014652.02365
2502023.05.03 22:00modify630.102.008652.014652.02365
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