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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1915Ticks modelled46612340Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1414.44Gross profit1929.30Gross loss-514.86
Profit factor3.75Expected payoff21.43
Absolute drawdown13.63Maximal drawdown313.04 (2.99%)Relative drawdown2.99% (313.04)
Total trades66Short positions (won %)35 (65.71%)Long positions (won %)31 (64.52%)
Profit trades (% of total)43 (65.15%)Loss trades (% of total)23 (34.85%)
Largestprofit trade92.88loss trade-93.82
Averageprofit trade44.87loss trade-22.39
Maximumconsecutive wins (profit in money)9 (430.77)consecutive losses (loss in money)3 (-46.92)
Maximalconsecutive profit (count of wins)430.77 (9)consecutive loss (count of losses)-126.33 (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 03:48sell20.101.935910.000000.00000
42022.07.19 03:48modify20.101.935911.941231.92698
52022.07.19 03:48modify10.101.941981.941231.92698
62022.07.19 07:36sell30.101.932890.000000.00000
72022.07.19 07:36modify30.101.932891.936731.92698
82022.07.19 07:36modify20.101.935911.936731.92698
92022.07.19 07:36modify10.101.941981.936731.92698
102022.07.19 07:45sell40.101.931420.000000.00000
112022.07.19 07:45modify40.101.931421.935981.92698
122022.07.19 07:45modify30.101.932891.935981.92698
132022.07.19 07:45modify20.101.935911.935981.92698
142022.07.19 07:45modify10.101.941981.935981.92698
152022.07.19 18:18t/p10.101.926981.935981.9269892.7810092.78
162022.07.19 18:18t/p20.101.926981.935981.9269855.2110147.99
172022.07.19 18:18t/p30.101.926981.935981.9269836.5410184.53
182022.07.19 18:18t/p40.101.926981.935981.9269827.4510211.98
192022.08.02 20:00sell50.101.944240.000000.00000
202022.08.02 20:00modify50.101.944241.959241.92924
212022.08.03 18:54sell60.101.938190.000000.00000
222022.08.03 18:54modify60.101.938191.943491.92924
232022.08.03 18:54modify50.101.944241.943491.92924
242022.08.03 19:19sell70.101.935230.000000.00000
252022.08.03 19:19modify70.101.935231.938991.92924
262022.08.03 19:19modify60.101.938191.938991.92924
272022.08.03 19:19modify50.101.944241.938991.92924
282022.08.03 21:07sell80.101.933720.000000.00000
292022.08.03 21:07modify80.101.933721.938241.92924
302022.08.03 21:07modify70.101.935231.938241.92924
312022.08.03 21:07modify60.101.938191.938241.92924
322022.08.03 21:07modify50.101.944241.938241.92924
332022.08.04 09:43t/p50.101.929241.938241.9292492.8810304.85
342022.08.04 09:43t/p60.101.929241.938241.9292455.4410360.29
352022.08.04 09:43t/p70.101.929241.938241.9292437.1410397.44
362022.08.04 09:43t/p80.101.929241.938241.9292427.8010425.24
372022.08.09 04:00buy90.101.922560.000000.00000
382022.08.09 04:00modify90.101.922561.907561.93756
392022.08.09 11:59buy100.101.928570.000000.00000
402022.08.09 11:59modify100.101.928571.923311.93756
412022.08.09 11:59modify90.101.922561.923311.93756
422022.08.09 14:53s/l90.101.923311.923311.937564.6410429.88
432022.08.09 14:53s/l100.101.923311.923311.93756-32.5110397.37
442022.08.10 20:00buy110.101.908160.000000.00000
452022.08.10 20:00modify110.101.908161.893161.92316
462022.08.11 21:15s/l110.101.893161.893161.92316-93.8210303.55
472022.08.12 12:00buy120.101.887770.000000.00000
482022.08.12 12:00modify120.101.887771.872771.90277
492022.08.15 07:52buy130.101.893820.000000.00000
502022.08.15 07:52modify130.101.893821.888521.90277
512022.08.15 07:52modify120.101.887771.888521.90277
522022.08.15 10:21buy140.101.896800.000000.00000
532022.08.15 10:21modify140.101.896801.893021.90277
542022.08.15 10:21modify130.101.893821.893021.90277
552022.08.15 10:21modify120.101.887771.893021.90277
562022.08.15 10:56buy150.101.898280.000000.00000
572022.08.15 10:56modify150.101.898281.893771.90277
582022.08.15 10:56modify140.101.896801.893771.90277
592022.08.15 10:56modify130.101.893821.893771.90277
602022.08.15 10:56modify120.101.887771.893771.90277
612022.08.15 14:59s/l120.101.893771.893771.9027736.7210340.27
622022.08.15 14:59s/l130.101.893771.893771.90277-0.3110339.96
632022.08.15 14:59s/l140.101.893771.893771.90277-18.7310321.23
642022.08.15 14:59s/l150.101.893771.893771.90277-27.8810293.35
652022.09.06 20:00sell160.101.906920.000000.00000
662022.09.06 20:00modify160.101.906921.921921.89192
672022.09.07 10:45sell170.101.900890.000000.00000
682022.09.07 10:45modify170.101.900891.906171.89192
692022.09.07 10:45modify160.101.906921.906171.89192
702022.09.07 11:04sell180.101.897880.000000.00000
712022.09.07 11:04modify180.101.897881.901671.89192
722022.09.07 11:04modify170.101.900891.901671.89192
732022.09.07 11:04modify160.101.906921.901671.89192
742022.09.07 11:07sell190.101.896420.000000.00000
752022.09.07 11:07modify190.101.896421.900921.89192
762022.09.07 11:07modify180.101.897881.900921.89192
772022.09.07 11:07modify170.101.900891.900921.89192
782022.09.07 11:07modify160.101.906921.900921.89192
792022.09.07 11:20s/l160.101.900921.900921.8919237.1410330.49
802022.09.07 11:20s/l170.101.900921.900921.89192-0.1910330.30
812022.09.07 11:20s/l180.101.900921.900921.89192-18.8010311.50
822022.09.07 11:20s/l190.101.900921.900921.89192-27.8310283.67
832022.11.04 20:00buy200.101.917560.000000.00000
842022.11.04 20:00modify200.101.917561.902561.93256
852022.11.06 22:32buy210.101.923570.000000.00000
862022.11.06 22:32modify210.101.923571.918311.93256
872022.11.06 22:32modify200.101.917561.918311.93256
882022.11.06 23:00buy220.101.926690.000000.00000
892022.11.06 23:00modify220.101.926691.922811.93256
902022.11.06 23:00modify210.101.923571.922811.93256
912022.11.06 23:00modify200.101.917561.922811.93256
922022.11.06 23:21s/l200.101.922811.922811.9325632.4510316.12
932022.11.06 23:21s/l210.101.922811.922811.93256-4.7010311.42
942022.11.06 23:21s/l220.101.922811.922811.93256-23.9910287.43
952023.01.03 16:00sell230.101.920610.000000.00000
962023.01.03 16:00modify230.101.920611.935611.90561
972023.01.03 17:48sell240.101.914570.000000.00000
982023.01.03 17:48modify240.101.914571.919861.90561
992023.01.03 17:48modify230.101.920611.919861.90561
1002023.01.03 18:15s/l230.101.919861.919861.905614.6410292.07
1012023.01.03 18:15s/l240.101.919861.919861.90561-32.7110259.36
1022023.02.02 08:00buy250.101.897350.000000.00000
1032023.02.02 08:00modify250.101.897351.882351.91235
1042023.02.03 16:45buy260.101.903380.000000.00000
1052023.02.03 16:45modify260.101.903381.898101.91235
1062023.02.03 16:45modify250.101.897351.898101.91235
1072023.02.05 22:28buy270.101.906630.000000.00000
1082023.02.05 22:28modify270.101.906631.902601.91235
1092023.02.05 22:28modify260.101.903381.902601.91235
1102023.02.05 22:28modify250.101.897351.902601.91235
1112023.02.06 06:41buy280.101.907880.000000.00000
1122023.02.06 06:41modify280.101.907881.903351.91235
1132023.02.06 06:41modify270.101.906631.903351.91235
1142023.02.06 06:41modify260.101.903381.903351.91235
1152023.02.06 06:41modify250.101.897351.903351.91235
1162023.02.06 13:13t/p250.101.912351.903351.9123592.0010351.36
1172023.02.06 13:13t/p260.101.912351.903351.9123555.0810406.44
1182023.02.06 13:13t/p270.101.912351.903351.9123534.9910441.43
1192023.02.06 13:13t/p280.101.912351.903351.9123527.6310469.06
1202023.02.22 00:00sell290.101.947590.000000.00000
1212023.02.22 00:00modify290.101.947591.962591.93259
1222023.02.22 06:55sell300.101.941550.000000.00000
1232023.02.22 06:55modify300.101.941551.946841.93259
1242023.02.22 06:55modify290.101.947591.946841.93259
1252023.02.22 12:30sell310.101.938500.000000.00000
1262023.02.22 12:30modify310.101.938501.942341.93259
1272023.02.22 12:30modify300.101.941551.942341.93259
1282023.02.22 12:30modify290.101.947591.942341.93259
1292023.02.22 13:24s/l290.101.942341.942341.9325932.4610501.52
1302023.02.22 13:24s/l300.101.942341.942341.93259-4.8810496.64
1312023.02.22 13:24s/l310.101.942341.942341.93259-23.7410472.90
1322023.02.28 04:00sell320.101.956490.000000.00000
1332023.02.28 04:00modify320.101.956491.971491.94149
1342023.02.28 17:27sell330.101.950490.000000.00000
1352023.02.28 17:27modify330.101.950491.955741.94149
1362023.02.28 17:27modify320.101.956491.955741.94149
1372023.02.28 19:12sell340.101.947480.000000.00000
1382023.02.28 19:12modify340.101.947481.951241.94149
1392023.02.28 19:12modify330.101.950491.951241.94149
1402023.02.28 19:12modify320.101.956491.951241.94149
1412023.02.28 20:56sell350.101.945920.000000.00000
1422023.02.28 20:56modify350.101.945921.950491.94149
1432023.02.28 20:56modify340.101.947481.950491.94149
1442023.02.28 20:56modify330.101.950491.950491.94149
1452023.02.28 20:56modify320.101.956491.950491.94149
1462023.03.01 02:23t/p320.101.941491.950491.9414992.7910565.69
1472023.03.01 02:23t/p330.101.941491.950491.9414955.6910621.38
1482023.03.01 02:23t/p340.101.941491.950491.9414937.0810658.45
1492023.03.01 02:23t/p350.101.941491.950491.9414927.4310685.88
1502023.03.10 16:00sell360.101.960120.000000.00000
1512023.03.10 16:00modify360.101.960121.975121.94512
1522023.03.13 08:23sell370.101.954110.000000.00000
1532023.03.13 08:23modify370.101.954111.959371.94512
1542023.03.13 08:23modify360.101.960121.959371.94512
1552023.03.13 11:24sell380.101.951100.000000.00000
1562023.03.13 11:24modify380.101.951101.954871.94512
1572023.03.13 11:24modify370.101.954111.954871.94512
1582023.03.13 11:24modify360.101.960121.954871.94512
1592023.03.13 12:20sell390.101.949610.000000.00000
1602023.03.13 12:20modify390.101.949611.954121.94512
1612023.03.13 12:20modify380.101.951101.954121.94512
1622023.03.13 12:20modify370.101.954111.954121.94512
1632023.03.13 12:20modify360.101.960121.954121.94512
1642023.03.13 13:36t/p360.101.945121.954121.9451292.7910778.67
1652023.03.13 13:36t/p370.101.945121.954121.9451255.5910834.26
1662023.03.13 13:36t/p380.101.945121.954121.9451236.9810871.24
1672023.03.13 13:36t/p390.101.945121.954121.9451227.7610899.00
1682023.03.21 16:00sell400.101.976050.000000.00000
1692023.03.21 16:00modify400.101.976051.991051.96105
1702023.03.21 21:11sell410.101.969940.000000.00000
1712023.03.21 21:11modify410.101.969941.975301.96105
1722023.03.21 21:11modify400.101.976051.975301.96105
1732023.03.22 00:07s/l400.101.975301.975301.961054.6810903.67
1742023.03.22 00:07s/l410.101.975301.975301.96105-33.1010870.57
1752023.04.06 20:00sell420.101.991430.000000.00000
1762023.04.06 20:00modify420.101.991432.006431.97643
1772023.04.07 08:02sell430.101.985410.000000.00000
1782023.04.07 08:02modify430.101.985411.990681.97643
1792023.04.07 08:02modify420.101.991431.990681.97643
1802023.04.07 12:34s/l420.101.990681.990681.976434.6710875.24
1812023.04.07 12:34s/l430.101.990681.990681.97643-32.5910842.65
1822023.04.12 00:00sell440.102.006450.000000.00000
1832023.04.12 00:00modify440.102.006452.021451.99145
1842023.04.12 12:30sell450.102.000450.000000.00000
1852023.04.12 12:30modify450.102.000452.005701.99145
1862023.04.12 12:30modify440.102.006452.005701.99145
1872023.04.12 12:37sell460.101.997370.000000.00000
1882023.04.12 12:37modify460.101.997372.001201.99145
1892023.04.12 12:37modify450.102.000452.001201.99145
1902023.04.12 12:37modify440.102.006452.001201.99145
1912023.04.12 13:23s/l440.102.001202.001201.9914532.4610875.11
1922023.04.12 13:23s/l450.102.001202.001201.99145-4.6410870.47
1932023.04.12 13:23s/l460.102.001202.001201.99145-23.6810846.79
1942023.04.13 20:00buy470.101.988440.000000.00000
1952023.04.13 20:00modify470.101.988441.973442.00344
1962023.04.14 14:08buy480.101.994490.000000.00000
1972023.04.14 14:08modify480.101.994491.989192.00344
1982023.04.14 14:08modify470.101.988441.989192.00344
1992023.04.14 14:24buy490.101.997450.000000.00000
2002023.04.14 14:24modify490.101.997451.993692.00344
2012023.04.14 14:24modify480.101.994491.993692.00344
2022023.04.14 14:24modify470.101.988441.993692.00344
2032023.04.14 14:36buy500.101.998940.000000.00000
2042023.04.14 14:36modify500.101.998941.994442.00344
2052023.04.14 14:36modify490.101.997451.994442.00344
2062023.04.14 14:36modify480.101.994491.994442.00344
2072023.04.14 14:36modify470.101.988441.994442.00344
2082023.04.17 06:10t/p470.102.003441.994442.0034492.0010938.79
2092023.04.17 06:10t/p480.102.003441.994442.0034454.9610993.75
2102023.04.17 06:10t/p490.102.003441.994442.0034436.6611030.41
2112023.04.17 06:10t/p500.102.003441.994442.0034427.4511057.87
2122023.05.02 16:00buy510.102.010250.000000.00000
2132023.05.02 16:00modify510.102.010251.995252.02525
2142023.05.03 19:15buy520.102.016290.000000.00000
2152023.05.03 19:15modify520.102.016292.011002.02525
2162023.05.03 19:15modify510.102.010252.011002.02525
2172023.05.03 22:05buy530.102.019310.000000.00000
2182023.05.03 22:05modify530.102.019312.015502.02525
2192023.05.03 22:05modify520.102.016292.015502.02525
2202023.05.03 22:05modify510.102.010252.015502.02525
2212023.05.03 22:07buy540.102.020750.000000.00000
2222023.05.03 22:07modify540.102.020752.016252.02525
2232023.05.03 22:07modify530.102.019312.016252.02525
2242023.05.03 22:07modify520.102.016292.016252.02525
2252023.05.03 22:07modify510.102.010252.016252.02525
2262023.05.04 01:32s/l510.102.016252.016252.0252535.6311093.49
2272023.05.04 01:32s/l520.102.016252.016252.02525-1.3511092.14
2282023.05.04 01:32s/l530.102.016252.016252.02525-20.0211072.13
2292023.05.04 01:32s/l540.102.016252.016252.02525-28.9211043.21
2302023.05.19 12:00buy550.101.982030.000000.00000
2312023.05.19 12:00modify550.101.982031.967031.99703
2322023.05.23 13:51buy560.101.988080.000000.00000
2332023.05.23 13:51modify560.101.988081.982781.99703
2342023.05.23 13:51modify550.101.982031.982781.99703
2352023.05.24 02:00buy570.101.991200.000000.00000
2362023.05.24 02:00modify570.101.991201.987281.99703
2372023.05.24 02:00modify560.101.988081.987281.99703
2382023.05.24 02:00modify550.101.982031.987281.99703
2392023.05.24 02:00t/p550.101.997031.987281.9970391.6411134.85
2402023.05.24 02:00t/p560.101.997031.987281.9970354.9611189.81
2412023.05.24 02:00t/p570.101.997031.987281.9970336.0411225.85
2422023.05.31 08:00sell580.102.061740.000000.00000
2432023.05.31 08:00modify580.102.061742.076742.04674
2442023.06.02 03:34sell590.102.055740.000000.00000
2452023.06.02 03:34modify590.102.055742.060992.04674
2462023.06.02 03:34modify580.102.061742.060992.04674
2472023.06.02 08:54sell600.102.052740.000000.00000
2482023.06.02 08:54modify600.102.052742.056492.04674
2492023.06.02 08:54modify590.102.055742.056492.04674
2502023.06.02 08:54modify580.102.061742.056492.04674
2512023.06.02 11:07s/l580.102.056492.056492.0467432.6211258.47
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2582023.06.13 02:30modify610.102.043322.044072.05832
2592023.06.13 04:02s/l610.102.044072.044072.058324.2711234.91
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2652023.06.22 18:54modify630.102.057212.057962.07221
2662023.06.23 02:33buy650.102.066240.000000.00000
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2682023.06.23 02:33modify640.102.063242.062462.07221
2692023.06.23 02:33modify630.102.057212.062462.07221
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2732023.06.23 03:00modify640.102.063242.063212.07221
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