Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000)
Period1 Hour (H1) 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=2; RSIHelp="------------------------------------"; RSI_Period=8; 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=140; 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=25; 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=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 test7233Ticks modelled158479Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1147.59Gross profit1938.87Gross loss-791.27
Profit factor2.45Expected payoff17.66
Absolute drawdown150.96Maximal drawdown443.37 (3.84%)Relative drawdown3.84% (443.37)
Total trades65Short positions (won %)34 (64.71%)Long positions (won %)31 (74.19%)
Profit trades (% of total)45 (69.23%)Loss trades (% of total)20 (30.77%)
Largestprofit trade86.76loss trade-88.05
Averageprofit trade43.09loss trade-39.56
Maximumconsecutive wins (profit in money)21 (1093.12)consecutive losses (loss in money)4 (-132.99)
Maximalconsecutive profit (count of wins)1093.12 (21)consecutive loss (count of losses)-135.27 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.10 18:00buy10.101.906930.000000.00000
22022.08.10 18:00modify10.101.906931.892931.92093
32022.08.12 02:10s/l10.101.892931.892931.92093-88.059911.95
42022.08.12 06:00buy20.101.887280.000000.00000
52022.08.12 06:00modify20.101.887281.873281.90128
62022.08.15 08:35buy30.101.893020.000000.00000
72022.08.15 08:35modify30.101.893021.887981.90128
82022.08.15 08:35modify20.101.887281.887981.90128
92022.08.15 09:20buy40.101.895800.000000.00000
102022.08.15 09:20modify40.101.895801.890781.90128
112022.08.15 09:20modify30.101.893021.890781.90128
122022.08.15 09:20modify20.101.887281.890781.90128
132022.08.15 10:15buy50.101.897090.000000.00000
142022.08.15 10:15modify50.101.897091.892881.90128
152022.08.15 10:15modify40.101.895801.892881.90128
162022.08.15 10:15modify30.101.893021.892881.90128
172022.08.15 10:15modify20.101.887281.892881.90128
182022.08.15 13:02t/p20.101.901281.892881.9012886.229998.17
192022.08.15 13:02t/p30.101.901281.892881.9012851.0910049.26
202022.08.15 13:02t/p40.101.901281.892881.9012833.9010083.16
212022.08.15 13:02t/p50.101.901281.892881.9012825.9210109.08
222022.09.13 20:00sell60.101.918700.000000.00000
232022.09.13 20:00modify60.101.918701.932701.90470
242022.09.16 07:05sell70.101.912960.000000.00000
252022.09.16 07:05modify70.101.912961.918001.90470
262022.09.16 07:05modify60.101.918701.918001.90470
272022.09.16 07:25sell80.101.910280.000000.00000
282022.09.16 07:25modify80.101.910281.915201.90470
292022.09.16 07:25modify70.101.912961.915201.90470
302022.09.16 07:25modify60.101.918701.915201.90470
312022.09.16 07:55sell90.101.908810.000000.00000
322022.09.16 07:55modify90.101.908811.913101.90470
332022.09.16 07:55modify80.101.910281.913101.90470
342022.09.16 07:55modify70.101.912961.913101.90470
352022.09.16 07:55modify60.101.918701.913101.90470
362022.09.16 09:50s/l60.101.913101.913101.9047034.8210143.90
372022.09.16 09:50s/l70.101.913101.913101.90470-0.8710143.03
382022.09.16 09:50s/l80.101.913101.913101.90470-17.4410125.59
392022.09.16 09:50s/l90.101.913101.913101.90470-26.5410099.05
402022.09.23 19:00buy100.101.892150.000000.00000
412022.09.23 19:00modify100.101.892151.878151.90615
422022.09.25 21:00s/l100.101.878151.878151.90615-86.5910012.46
432022.10.02 21:00sell110.101.990590.000000.00000
442022.10.02 21:00modify110.101.990592.004591.97659
452022.10.02 22:55sell120.101.984870.000000.00000
462022.10.02 22:55modify120.101.984871.989891.97659
472022.10.02 22:55modify110.101.990591.989891.97659
482022.10.02 23:43sell130.101.981970.000000.00000
492022.10.02 23:43modify130.101.981971.987091.97659
502022.10.02 23:43modify120.101.984871.987091.97659
512022.10.02 23:43modify110.101.990591.987091.97659
522022.10.03 00:05sell140.101.980640.000000.00000
532022.10.03 00:05modify140.101.980641.984991.97659
542022.10.03 00:05modify130.101.981971.984991.97659
552022.10.03 00:05modify120.101.984871.984991.97659
562022.10.03 00:05modify110.101.990591.984991.97659
572022.10.03 01:45t/p110.101.976591.984991.9765986.6510099.11
582022.10.03 01:45t/p120.101.976591.984991.9765951.2610150.37
592022.10.03 01:45t/p130.101.976591.984991.9765933.3210183.68
602022.10.03 01:45t/p140.101.976591.984991.9765925.0510208.73
612022.11.03 20:00buy150.101.932310.000000.00000
622022.11.03 20:00modify150.101.932311.918311.94631
632022.11.04 00:57buy160.101.938170.000000.00000
642022.11.04 00:57modify160.101.938171.933011.94631
652022.11.04 00:57modify150.101.932311.933011.94631
662022.11.04 03:10s/l150.101.933011.933011.946313.9610212.70
672022.11.04 03:10s/l160.101.933011.933011.94631-31.9210180.78
682022.11.04 14:00buy170.101.916380.000000.00000
692022.11.04 14:00modify170.101.916381.902381.93038
702022.11.06 22:30buy180.101.922280.000000.00000
712022.11.06 22:30modify180.101.922281.917081.93038
722022.11.06 22:30modify170.101.916381.917081.93038
732022.11.07 02:10buy190.101.924820.000000.00000
742022.11.07 02:10modify190.101.924821.919881.93038
752022.11.07 02:10modify180.101.922281.919881.93038
762022.11.07 02:10modify170.101.916381.919881.93038
772022.11.07 08:25buy200.101.926370.000000.00000
782022.11.07 08:25modify200.101.926371.921981.93038
792022.11.07 08:25modify190.101.924821.921981.93038
802022.11.07 08:25modify180.101.922281.921981.93038
812022.11.07 08:25modify170.101.916381.921981.93038
822022.11.07 09:10t/p170.101.930381.921981.9303886.2210267.00
832022.11.07 09:10t/p180.101.930381.921981.9303849.7310316.74
842022.11.07 09:10t/p190.101.930381.921981.9303834.3910351.13
852022.11.07 09:10t/p200.101.930381.921981.9303824.8010375.93
862023.02.02 04:00buy210.101.896790.000000.00000
872023.02.02 04:00modify210.101.896791.882791.91079
882023.02.03 17:17buy220.101.902480.000000.00000
892023.02.03 17:17modify220.101.902481.897491.91079
902023.02.03 17:17modify210.101.896791.897491.91079
912023.02.03 18:37buy230.101.905280.000000.00000
922023.02.03 18:37modify230.101.905281.900291.91079
932023.02.03 18:37modify220.101.902481.900291.91079
942023.02.03 18:37modify210.101.896791.900291.91079
952023.02.05 22:15buy240.101.906740.000000.00000
962023.02.05 22:15modify240.101.906741.902391.91079
972023.02.05 22:15modify230.101.905281.902391.91079
982023.02.05 22:15modify220.101.902481.902391.91079
992023.02.05 22:15modify210.101.896791.902391.91079
1002023.02.06 11:20t/p210.101.910791.902391.9107985.8610461.78
1012023.02.06 11:20t/p220.101.910791.902391.9107951.0310512.82
1022023.02.06 11:20t/p230.101.910791.902391.9107933.7110546.53
1032023.02.06 11:20t/p240.101.910791.902391.9107924.6810571.21
1042023.02.21 19:00sell250.101.949720.000000.00000
1052023.02.21 19:00modify250.101.949721.963721.93572
1062023.02.22 05:02sell260.101.944110.000000.00000
1072023.02.22 05:02modify260.101.944111.949021.93572
1082023.02.22 05:02modify250.101.949721.949021.93572
1092023.02.22 08:55sell270.101.941100.000000.00000
1102023.02.22 08:55modify270.101.941101.946221.93572
1112023.02.22 08:55modify260.101.944111.946221.93572
1122023.02.22 08:55modify250.101.949721.946221.93572
1132023.02.22 12:15sell280.101.939750.000000.00000
1142023.02.22 12:15modify280.101.939751.944121.93572
1152023.02.22 12:15modify270.101.941101.944121.93572
1162023.02.22 12:15modify260.101.944111.944121.93572
1172023.02.22 12:15modify250.101.949721.944121.93572
1182023.02.22 15:50t/p250.101.935721.944121.9357286.6510657.86
1192023.02.22 15:50t/p260.101.935721.944121.9357251.9110709.77
1202023.02.22 15:50t/p270.101.935721.944121.9357233.2910743.06
1212023.02.22 15:50t/p280.101.935721.944121.9357224.9410768.00
1222023.02.28 10:00sell290.101.964820.000000.00000
1232023.02.28 10:00modify290.101.964821.978821.95082
1242023.02.28 15:40sell300.101.959190.000000.00000
1252023.02.28 15:40modify300.101.959191.964121.95082
1262023.02.28 15:40modify290.101.964821.964121.95082
1272023.02.28 17:30t/p290.101.950821.964121.9508286.6110854.61
1282023.02.28 17:30t/p300.101.950821.964121.9508251.7810906.39
1292023.03.01 13:00buy310.101.924780.000000.00000
1302023.03.01 13:00modify310.101.924781.910781.93878
1312023.03.03 13:25buy320.101.930540.000000.00000
1322023.03.03 13:25modify320.101.930541.925481.93878
1332023.03.03 13:25modify310.101.924781.925481.93878
1342023.03.03 16:12buy330.101.933210.000000.00000
1352023.03.03 16:12modify330.101.933211.928281.93878
1362023.03.03 16:12modify320.101.930541.928281.93878
1372023.03.03 16:12modify310.101.924781.928281.93878
1382023.03.03 18:40buy340.101.934620.000000.00000
1392023.03.03 18:40modify340.101.934621.930381.93878
1402023.03.03 18:40modify330.101.933211.930381.93878
1412023.03.03 18:40modify320.101.930541.930381.93878
1422023.03.03 18:40modify310.101.924781.930381.93878
1432023.03.06 08:15t/p310.101.938781.930381.9387884.7610991.15
1442023.03.06 08:15t/p320.101.938781.930381.9387850.6011041.75
1452023.03.06 08:15t/p330.101.938781.930381.9387834.0811075.84
1462023.03.06 08:15t/p340.101.938781.930381.9387825.3611101.20
1472023.03.10 11:00sell350.101.961390.000000.00000
1482023.03.10 11:00modify350.101.961391.975391.94739
1492023.03.13 04:30sell360.101.955710.000000.00000
1502023.03.13 04:30modify360.101.955711.960691.94739
1512023.03.13 04:30modify350.101.961391.960691.94739
1522023.03.13 10:37sell370.101.952980.000000.00000
1532023.03.13 10:37modify370.101.952981.957891.94739
1542023.03.13 10:37modify360.101.955711.957891.94739
1552023.03.13 10:37modify350.101.961391.957891.94739
1562023.03.13 13:20t/p350.101.947391.957891.9473986.6511187.85
1572023.03.13 13:20t/p360.101.947391.957891.9473951.4711239.32
1582023.03.13 13:20t/p370.101.947391.957891.9473934.5811273.90
1592023.03.20 20:00sell380.101.964540.000000.00000
1602023.03.20 20:00modify380.101.964541.978541.95054
1612023.03.21 09:20s/l380.101.978541.978541.95054-86.5711187.33
1622023.04.06 17:00sell390.101.992110.000000.00000
1632023.04.06 17:00modify390.101.992112.006111.97811
1642023.04.07 07:45sell400.101.986420.000000.00000
1652023.04.07 07:45modify400.101.986421.991411.97811
1662023.04.07 07:45modify390.101.992111.991411.97811
1672023.04.07 12:45s/l390.101.991411.991411.978114.3711191.69
1682023.04.07 12:45s/l400.101.991411.991411.97811-30.8711160.82
1692023.04.11 12:00sell410.102.001820.000000.00000
1702023.04.11 12:00modify410.102.001822.015821.98782
1712023.04.13 13:05sell420.101.995980.000000.00000
1722023.04.13 13:05modify420.101.995982.001121.98782
1732023.04.13 13:05modify410.102.001822.001121.98782
1742023.04.13 13:40sell430.101.991970.000000.00000
1752023.04.13 13:40modify430.101.991971.996221.98782
1762023.04.13 13:40modify420.101.995981.996221.98782
1772023.04.13 13:40modify410.102.001821.996221.98782
1782023.04.13 15:15t/p410.101.987821.996221.9878286.7611247.58
1792023.04.13 15:15t/p420.101.987821.996221.9878250.4811298.06
1802023.04.13 15:15t/p430.101.987821.996221.9878225.6711323.73
1812023.04.13 18:00buy440.101.986440.000000.00000
1822023.04.13 18:00modify440.101.986441.972442.00044
1832023.04.14 13:20buy450.101.992200.000000.00000
1842023.04.14 13:20modify450.101.992201.987142.00044
1852023.04.14 13:20modify440.101.986441.987142.00044
1862023.04.14 14:10buy460.101.995130.000000.00000
1872023.04.14 14:10modify460.101.995131.989942.00044
1882023.04.14 14:10modify450.101.992201.989942.00044
1892023.04.14 14:10modify440.101.986441.989942.00044
1902023.04.14 15:10t/p440.102.000441.989942.0004486.2211409.95
1912023.04.14 15:10t/p450.102.000441.989942.0004450.9611460.91
1922023.04.14 15:10t/p460.102.000441.989942.0004432.8411493.75
1932023.04.17 06:00sell470.102.002960.000000.00000
1942023.04.17 06:00modify470.102.002962.016961.98896
1952023.04.17 08:55sell480.101.997330.000000.00000
1962023.04.17 08:55modify480.101.997332.002261.98896
1972023.04.17 08:55modify470.102.002962.002261.98896
1982023.04.17 10:15s/l470.102.002262.002261.988964.3311498.08
1992023.04.17 10:15s/l480.102.002262.002261.98896-30.5011467.58
2002023.04.26 10:00sell490.102.035180.000000.00000
2012023.04.26 10:00modify490.102.035182.049182.02118
2022023.04.27 06:10sell500.102.029350.000000.00000
2032023.04.27 06:10modify500.102.029352.034482.02118
2042023.04.27 06:10modify490.102.035182.034482.02118
2052023.04.27 06:20sell510.102.026530.000000.00000
2062023.04.27 06:20modify510.102.026532.031682.02118
2072023.04.27 06:20modify500.102.029352.031682.02118
2082023.04.27 06:20modify490.102.035182.031682.02118
2092023.04.27 09:50sell520.102.025360.000000.00000
2102023.04.27 09:50modify520.102.025362.029582.02118
2112023.04.27 09:50modify510.102.026532.029582.02118
2122023.04.27 09:50modify500.102.029352.029582.02118
2132023.04.27 09:50modify490.102.035182.029582.02118
2142023.04.27 11:50s/l490.102.029582.029582.0211834.7511502.33
2152023.04.27 11:50s/l500.102.029582.029582.02118-1.4211500.91
2162023.04.27 11:50s/l510.102.029582.029582.02118-18.8711482.04
2172023.04.27 11:50s/l520.102.029582.029582.02118-26.1111455.93
2182023.05.02 08:00buy530.102.016920.000000.00000
2192023.05.02 08:00modify530.102.016922.002922.03092
2202023.05.02 23:50s/l530.102.002922.002922.03092-86.5911369.34
2212023.05.04 19:00buy540.102.001090.000000.00000
2222023.05.04 19:00modify540.102.001091.987092.01509
2232023.05.05 13:25buy550.102.006690.000000.00000
2242023.05.05 13:25modify550.102.006692.001792.01509
2252023.05.05 13:25modify540.102.001092.001792.01509
2262023.05.05 13:50s/l540.102.001792.001792.015093.9611373.31
2272023.05.05 13:50s/l550.102.001792.001792.01509-30.3111343.00
2282023.05.08 16:00buy560.101.989770.000000.00000
2292023.05.08 16:00modify560.101.989771.975772.00377
2302023.05.09 15:15buy570.101.995640.000000.00000
2312023.05.09 15:15modify570.101.995641.990472.00377
2322023.05.09 15:15modify560.101.989771.990472.00377
2332023.05.09 21:02s/l560.101.990471.990472.003773.9611346.96
2342023.05.09 21:02s/l570.101.990471.990472.00377-31.9711314.99
2352023.05.12 12:00sell580.102.010670.000000.00000
2362023.05.12 12:00modify580.102.010672.024671.99667
2372023.05.15 05:15sell590.102.005000.000000.00000
2382023.05.15 05:15modify590.102.005002.009971.99667
2392023.05.15 05:15modify580.102.010672.009971.99667
2402023.05.15 09:45s/l580.102.009972.009971.996674.3711319.36
2412023.05.15 09:45s/l590.102.009972.009971.99667-30.7511288.61
2422023.05.17 11:00buy600.101.992130.000000.00000
2432023.05.17 11:00modify600.101.992131.978132.00613
2442023.05.17 17:20buy610.101.997970.000000.00000
2452023.05.17 17:20modify610.101.997971.992832.00613
2462023.05.17 17:20modify600.101.992131.992832.00613
2472023.05.17 22:45buy620.102.000820.000000.00000
2482023.05.17 22:45modify620.102.000821.995632.00613
2492023.05.17 22:45modify610.101.997971.995632.00613
2502023.05.17 22:45modify600.101.992131.995632.00613
2512023.05.18 00:26s/l600.101.995631.995632.0061320.5511309.16
2522023.05.18 00:26s/l610.101.995631.995632.00613-15.5711293.59
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2542023.05.24 08:00sell630.102.022610.000000.00000
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2562023.05.25 11:15s/l630.102.036612.036612.00861-86.5011173.89
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2592023.06.28 15:02sell650.102.073990.000000.00000
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