Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000)
Period4 Hours (H4) 2022.07.01 00:00 - 2023.06.30 20:00 (2022.07.01 - 2023.07.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; 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=35; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 modelled80127Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1416.68Gross profit1871.93Gross loss-455.25
Profit factor4.11Expected payoff24.43
Absolute drawdown14.73Maximal drawdown297.37 (2.84%)Relative drawdown2.84% (297.37)
Total trades58Short positions (won %)33 (75.76%)Long positions (won %)25 (64.00%)
Profit trades (% of total)41 (70.69%)Loss trades (% of total)17 (29.31%)
Largestprofit trade92.91loss trade-93.84
Averageprofit trade45.66loss trade-26.78
Maximumconsecutive wins (profit in money)16 (808.32)consecutive losses (loss in money)3 (-47.43)
Maximalconsecutive profit (count of wins)808.32 (16)consecutive loss (count of losses)-127.29 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.07.18 20:00sell10.101.941980.000000.00000
22022.07.18 20:00modify10.101.941981.956981.92698
32022.07.19 03:50sell20.101.935730.000000.00000
42022.07.19 03:50modify20.101.935731.941231.92698
52022.07.19 03:50modify10.101.941981.941231.92698
62022.07.19 07:30sell30.101.932820.000000.00000
72022.07.19 07:30modify30.101.932821.936731.92698
82022.07.19 07:30modify20.101.935731.936731.92698
92022.07.19 07:30modify10.101.941981.936731.92698
102022.07.19 07:59sell40.101.931450.000000.00000
112022.07.19 07:59modify40.101.931451.935981.92698
122022.07.19 07:59modify30.101.932821.935981.92698
132022.07.19 07:59modify20.101.935731.935981.92698
142022.07.19 07:59modify10.101.941981.935981.92698
152022.07.19 18:05t/p10.101.926981.935981.9269892.8110092.81
162022.07.19 18:05t/p20.101.926981.935981.9269854.1210146.93
172022.07.19 18:05t/p30.101.926981.935981.9269836.1210183.05
182022.07.19 18:05t/p40.101.926981.935981.9269827.6510210.70
192022.08.02 20:00sell50.101.944240.000000.00000
202022.08.02 20:00modify50.101.944241.959241.92924
212022.08.03 18:40sell60.101.938020.000000.00000
222022.08.03 18:40modify60.101.938021.943491.92924
232022.08.03 18:40modify50.101.944241.943491.92924
242022.08.03 19:50sell70.101.935000.000000.00000
252022.08.03 19:50modify70.101.935001.938991.92924
262022.08.03 19:50modify60.101.938021.938991.92924
272022.08.03 19:50modify50.101.944241.938991.92924
282022.08.03 21:00sell80.101.933720.000000.00000
292022.08.03 21:00modify80.101.933721.938241.92924
302022.08.03 21:00modify70.101.935001.938241.92924
312022.08.03 21:00modify60.101.938021.938241.92924
322022.08.03 21:00modify50.101.944241.938241.92924
332022.08.04 09:05t/p50.101.929241.938241.9292492.9110303.60
342022.08.04 09:05t/p60.101.929241.938241.9292454.4110358.01
352022.08.04 09:05t/p70.101.929241.938241.9292435.7310393.75
362022.08.04 09:05t/p80.101.929241.938241.9292427.8110421.56
372022.08.09 04:00buy90.101.922560.000000.00000
382022.08.09 04:00modify90.101.922561.907561.93756
392022.08.09 11:40buy100.101.928720.000000.00000
402022.08.09 11:40modify100.101.928721.923311.93756
412022.08.09 11:40modify90.101.922561.923311.93756
422022.08.09 14:40s/l90.101.923311.923311.937564.6410426.20
432022.08.09 14:40s/l100.101.923311.923311.93756-33.4510392.75
442022.08.10 20:00buy110.101.908160.000000.00000
452022.08.10 20:00modify110.101.908161.893161.92316
462022.08.11 21:15s/l110.101.893161.893161.92316-93.8410298.91
472022.08.12 12:00buy120.101.887770.000000.00000
482022.08.12 12:00modify120.101.887771.872771.90277
492022.08.15 07:20buy130.101.893820.000000.00000
502022.08.15 07:20modify130.101.893821.888521.90277
512022.08.15 07:20modify120.101.887771.888521.90277
522022.08.15 10:20buy140.101.896870.000000.00000
532022.08.15 10:20modify140.101.896871.893021.90277
542022.08.15 10:20modify130.101.893821.893021.90277
552022.08.15 10:20modify120.101.887771.893021.90277
562022.08.15 11:35buy150.101.898290.000000.00000
572022.08.15 11:35modify150.101.898291.893771.90277
582022.08.15 11:35modify140.101.896871.893771.90277
592022.08.15 11:35modify130.101.893821.893771.90277
602022.08.15 11:35modify120.101.887771.893771.90277
612022.08.15 14:40s/l120.101.893771.893771.9027736.7310335.64
622022.08.15 14:40s/l130.101.893771.893771.90277-0.3110335.33
632022.08.15 14:40s/l140.101.893771.893771.90277-19.1710316.16
642022.08.15 14:40s/l150.101.893771.893771.90277-27.9510288.21
652022.09.06 20:00sell160.101.906920.000000.00000
662022.09.06 20:00modify160.101.906921.921921.89192
672022.09.07 12:50sell170.101.900670.000000.00000
682022.09.07 12:50modify170.101.900671.906171.89192
692022.09.07 12:50modify160.101.906921.906171.89192
702022.09.07 13:50sell180.101.896300.000000.00000
712022.09.07 13:50modify180.101.896301.900921.89192
722022.09.07 13:50modify170.101.900671.900921.89192
732022.09.07 13:50modify160.101.906921.900921.89192
742022.09.07 14:40s/l160.101.900921.900921.8919237.1510325.36
752022.09.07 14:40s/l170.101.900921.900921.89192-1.5510323.81
762022.09.07 14:40s/l180.101.900921.900921.89192-28.5710295.24
772022.11.04 20:00buy190.101.917560.000000.00000
782022.11.04 20:00modify190.101.917561.902561.93256
792022.11.06 22:20buy200.101.923560.000000.00000
802022.11.06 22:20modify200.101.923561.918311.93256
812022.11.06 22:20modify190.101.917561.918311.93256
822022.11.06 23:05buy210.101.926720.000000.00000
832022.11.06 23:05modify210.101.926721.922811.93256
842022.11.06 23:05modify200.101.923561.922811.93256
852022.11.06 23:05modify190.101.917561.922811.93256
862022.11.06 23:40s/l190.101.922811.922811.9325632.4610327.70
872022.11.06 23:40s/l200.101.922811.922811.93256-4.6410323.06
882022.11.06 23:40s/l210.101.922811.922811.93256-24.1810298.88
892023.01.03 16:00sell220.101.920610.000000.00000
902023.01.03 16:00modify220.101.920611.935611.90561
912023.01.03 17:30sell230.101.914430.000000.00000
922023.01.03 17:30modify230.101.914431.919861.90561
932023.01.03 17:30modify220.101.920611.919861.90561
942023.01.03 18:40s/l220.101.919861.919861.905614.6410303.52
952023.01.03 18:40s/l230.101.919861.919861.90561-33.5810269.94
962023.02.02 08:00buy240.101.897350.000000.00000
972023.02.02 08:00modify240.101.897351.882351.91235
982023.02.03 16:40buy250.101.903540.000000.00000
992023.02.03 16:40modify250.101.903541.898101.91235
1002023.02.03 16:40modify240.101.897351.898101.91235
1012023.02.06 01:15buy260.101.906570.000000.00000
1022023.02.06 01:15modify260.101.906571.902601.91235
1032023.02.06 01:15modify250.101.903541.902601.91235
1042023.02.06 01:15modify240.101.897351.902601.91235
1052023.02.06 06:55buy270.101.908150.000000.00000
1062023.02.06 06:55modify270.101.908151.903351.91235
1072023.02.06 06:55modify260.101.906571.903351.91235
1082023.02.06 06:55modify250.101.903541.903351.91235
1092023.02.06 06:55modify240.101.897351.903351.91235
1102023.02.06 13:30t/p240.101.912351.903351.9123592.0110361.95
1112023.02.06 13:30t/p250.101.912351.903351.9123554.1010416.05
1122023.02.06 13:30t/p260.101.912351.903351.9123535.7410451.79
1132023.02.06 13:30t/p270.101.912351.903351.9123525.9710477.76
1142023.02.22 00:00sell280.101.947590.000000.00000
1152023.02.22 00:00modify280.101.947591.962591.93259
1162023.02.22 08:55sell290.101.941390.000000.00000
1172023.02.22 08:55modify290.101.941391.946841.93259
1182023.02.22 08:55modify280.101.947591.946841.93259
1192023.02.22 14:55sell300.101.938460.000000.00000
1202023.02.22 14:55modify300.101.938461.942341.93259
1212023.02.22 14:55modify290.101.941391.942341.93259
1222023.02.22 14:55modify280.101.947591.942341.93259
1232023.02.22 20:10sell310.101.937010.000000.00000
1242023.02.22 20:10modify310.101.937011.941591.93259
1252023.02.22 20:10modify300.101.938461.941591.93259
1262023.02.22 20:10modify290.101.941391.941591.93259
1272023.02.22 20:10modify280.101.947591.941591.93259
1282023.02.23 01:40t/p280.101.932591.941591.9325992.8710570.63
1292023.02.23 01:40t/p290.101.932591.941591.9325954.5310625.16
1302023.02.23 01:40t/p300.101.932591.941591.9325936.4110661.57
1312023.02.23 01:40t/p310.101.932591.941591.9325927.4410689.01
1322023.02.28 04:00sell320.101.956490.000000.00000
1332023.02.28 04:00modify320.101.956491.971491.94149
1342023.02.28 18:05sell330.101.950360.000000.00000
1352023.02.28 18:05modify330.101.950361.955741.94149
1362023.02.28 18:05modify320.101.956491.955741.94149
1372023.02.28 19:59sell340.101.947270.000000.00000
1382023.02.28 19:59modify340.101.947271.951241.94149
1392023.02.28 19:59modify330.101.950361.951241.94149
1402023.02.28 19:59modify320.101.956491.951241.94149
1412023.02.28 20:50sell350.101.945740.000000.00000
1422023.02.28 20:50modify350.101.945741.950491.94149
1432023.02.28 20:50modify340.101.947271.950491.94149
1442023.02.28 20:50modify330.101.950361.950491.94149
1452023.02.28 20:50modify320.101.956491.950491.94149
1462023.03.01 02:40t/p320.101.941491.950491.9414992.8010781.81
1472023.03.01 02:40t/p330.101.941491.950491.9414954.8910836.70
1482023.03.01 02:40t/p340.101.941491.950491.9414935.7810872.47
1492023.03.01 02:40t/p350.101.941491.950491.9414926.3210898.79
1502023.03.10 16:00sell360.101.960120.000000.00000
1512023.03.10 16:00modify360.101.960121.975121.94512
1522023.03.13 09:25sell370.101.954080.000000.00000
1532023.03.13 09:25modify370.101.954081.959371.94512
1542023.03.13 09:25modify360.101.960121.959371.94512
1552023.03.13 12:30sell380.101.949420.000000.00000
1562023.03.13 12:30modify380.101.949421.954121.94512
1572023.03.13 12:30modify370.101.954081.954121.94512
1582023.03.13 12:30modify360.101.960121.954121.94512
1592023.03.13 13:40t/p360.101.945121.954121.9451292.8010991.59
1602023.03.13 13:40t/p370.101.945121.954121.9451255.4111047.00
1612023.03.13 13:40t/p380.101.945121.954121.9451226.5911073.59
1622023.03.21 16:00sell390.101.976050.000000.00000
1632023.03.21 16:00modify390.101.976051.991051.96105
1642023.03.21 21:25sell400.101.970000.000000.00000
1652023.03.21 21:25modify400.101.970001.975301.96105
1662023.03.21 21:25modify390.101.976051.975301.96105
1672023.03.22 00:10s/l390.101.975301.975301.961054.6811078.26
1682023.03.22 00:10s/l400.101.975301.975301.96105-32.7411045.52
1692023.04.06 20:00sell410.101.991430.000000.00000
1702023.04.06 20:00modify410.101.991432.006431.97643
1712023.04.07 09:20sell420.101.985390.000000.00000
1722023.04.07 09:20modify420.101.985391.990681.97643
1732023.04.07 09:20modify410.101.991431.990681.97643
1742023.04.07 12:05s/l410.101.990681.990681.976434.6811050.20
1752023.04.07 12:05s/l420.101.990681.990681.97643-32.7111017.49
1762023.04.12 00:00sell430.102.006450.000000.00000
1772023.04.12 00:00modify430.102.006452.021451.99145
1782023.04.12 13:05sell440.101.997200.000000.00000
1792023.04.12 13:05modify440.101.997202.001201.99145
1802023.04.12 13:05modify430.102.006452.001201.99145
1812023.04.12 13:30s/l430.102.001202.001201.9914532.4711049.96
1822023.04.12 13:30s/l440.102.001202.001201.99145-24.7411025.22
1832023.04.13 20:00buy450.101.988440.000000.00000
1842023.04.13 20:00modify450.101.988441.973442.00344
1852023.04.17 06:15t/p450.102.003441.973442.0034492.0211117.23
1862023.05.02 16:00buy460.102.010250.000000.00000
1872023.05.02 16:00modify460.102.010251.995252.02525
1882023.05.03 19:30buy470.102.016320.000000.00000
1892023.05.03 19:30modify470.102.016322.011002.02525
1902023.05.03 19:30modify460.102.010252.011002.02525
1912023.05.04 10:30s/l460.102.011002.011002.025253.1711120.40
1922023.05.04 10:30s/l470.102.011002.011002.02525-34.0011086.40
1932023.05.19 12:00buy480.101.982030.000000.00000
1942023.05.19 12:00modify480.101.982031.967031.99703
1952023.05.23 13:50buy490.101.988260.000000.00000
1962023.05.23 13:50modify490.101.988261.982781.99703
1972023.05.23 13:50modify480.101.982031.982781.99703
1982023.05.24 02:20t/p480.101.997031.982781.9970391.6511178.05
1992023.05.24 02:20t/p490.101.997031.982781.9970353.8611231.92
2002023.05.31 08:00sell500.102.061740.000000.00000
2012023.05.31 08:00modify500.102.061742.076742.04674
2022023.06.02 05:40sell510.102.055580.000000.00000
2032023.06.02 05:40modify510.102.055582.060992.04674
2042023.06.02 05:40modify500.102.061742.060992.04674
2052023.06.02 10:15sell520.102.052580.000000.00000
2062023.06.02 10:15modify520.102.052582.056492.04674
2072023.06.02 10:15modify510.102.055582.056492.04674
2082023.06.02 10:15modify500.102.061742.056492.04674
2092023.06.02 11:20s/l500.102.056492.056492.0467432.6211264.53
2102023.06.02 11:20s/l510.102.056492.056492.04674-5.6311258.90
2112023.06.02 11:20s/l520.102.056492.056492.04674-24.1811234.72
2122023.06.12 20:00buy530.102.043320.000000.00000
2132023.06.12 20:00modify530.102.043322.028322.05832
2142023.06.13 02:30buy540.102.049570.000000.00000
2152023.06.13 02:30modify540.102.049572.044072.05832
2162023.06.13 02:30modify530.102.043322.044072.05832
2172023.06.13 04:30s/l530.102.044072.044072.058324.2611238.99
2182023.06.13 04:30s/l540.102.044072.044072.05832-34.0111204.98
2192023.06.22 12:00buy550.102.057210.000000.00000
2202023.06.22 12:00modify550.102.057212.042212.07221
2212023.06.22 18:30buy560.102.063300.000000.00000
2222023.06.22 18:30modify560.102.063302.057962.07221
2232023.06.22 18:30modify550.102.057212.057962.07221
2242023.06.23 02:30buy570.102.066220.000000.00000
2252023.06.23 02:30modify570.102.066222.062462.07221
2262023.06.23 02:30modify560.102.063302.062462.07221
2272023.06.23 02:30modify550.102.057212.062462.07221
2282023.06.23 04:10buy580.102.067750.000000.00000
2292023.06.23 04:10modify580.102.067752.063212.07221
2302023.06.23 04:10modify570.102.066222.063212.07221
2312023.06.23 04:10modify560.102.063302.063212.07221
2322023.06.23 04:10modify550.102.057212.063212.07221
2332023.06.23 09:30t/p550.102.072212.063212.0722192.3711297.35
2342023.06.23 09:30t/p560.102.072212.063212.0722154.7211352.08
2352023.06.23 09:30t/p570.102.072212.063212.0722137.0311389.11
2362023.06.23 09:30t/p580.102.072212.063212.0722127.5711416.68