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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test6533Ticks modelled46612340Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit686.32Gross profit1560.22Gross loss-873.90
Profit factor1.79Expected payoff10.56
Absolute drawdown150.95Maximal drawdown438.71 (3.96%)Relative drawdown3.96% (438.71)
Total trades65Short positions (won %)32 (62.50%)Long positions (won %)33 (63.64%)
Profit trades (% of total)41 (63.08%)Loss trades (% of total)24 (36.92%)
Largestprofit trade86.75loss trade-88.05
Averageprofit trade38.05loss trade-36.41
Maximumconsecutive wins (profit in money)17 (793.54)consecutive losses (loss in money)4 (-130.62)
Maximalconsecutive profit (count of wins)793.54 (17)consecutive loss (count of losses)-132.67 (3)
Averageconsecutive wins3consecutive 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 02:15s/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 07:48buy30.101.892890.000000.00000
72022.08.15 07:48modify30.101.892891.887981.90128
82022.08.15 07:48modify20.101.887281.887981.90128
92022.08.15 09:05buy40.101.895680.000000.00000
102022.08.15 09:05modify40.101.895681.890781.90128
112022.08.15 09:05modify30.101.892891.890781.90128
122022.08.15 09:05modify20.101.887281.890781.90128
132022.08.15 10:22buy50.101.897120.000000.00000
142022.08.15 10:22modify50.101.897121.892881.90128
152022.08.15 10:22modify40.101.895681.892881.90128
162022.08.15 10:22modify30.101.892891.892881.90128
172022.08.15 10:22modify20.101.887281.892881.90128
182022.08.15 13:11t/p20.101.901281.892881.9012886.229998.17
192022.08.15 13:11t/p30.101.901281.892881.9012851.8910050.06
202022.08.15 13:11t/p40.101.901281.892881.9012834.6410084.70
212022.08.15 13:11t/p50.101.901281.892881.9012825.7310110.43
222022.09.13 20:00sell60.101.918700.000000.00000
232022.09.13 20:00modify60.101.918701.932701.90470
242022.09.16 06:51sell70.101.913080.000000.00000
252022.09.16 06:51modify70.101.913081.918001.90470
262022.09.16 06:51modify60.101.918701.918001.90470
272022.09.16 07:12sell80.101.910250.000000.00000
282022.09.16 07:12modify80.101.910251.915201.90470
292022.09.16 07:12modify70.101.913081.915201.90470
302022.09.16 07:12modify60.101.918701.915201.90470
312022.09.16 07:47sell90.101.908850.000000.00000
322022.09.16 07:47modify90.101.908851.913101.90470
332022.09.16 07:47modify80.101.910251.913101.90470
342022.09.16 07:47modify70.101.913081.913101.90470
352022.09.16 07:47modify60.101.918701.913101.90470
362022.09.16 09:48s/l60.101.913101.913101.9047034.8210145.25
372022.09.16 09:48s/l70.101.913101.913101.90470-0.1310145.12
382022.09.16 09:48s/l80.101.913101.913101.90470-17.6310127.49
392022.09.16 09:48s/l90.101.913101.913101.90470-26.2910101.20
402022.09.23 19:00buy100.101.892150.000000.00000
412022.09.23 19:00modify100.101.892151.878151.90615
422022.09.25 21:06s/l100.101.878151.878151.90615-86.5710014.63
432022.11.03 20:00buy110.101.932310.000000.00000
442022.11.03 20:00modify110.101.932311.918311.94631
452022.11.04 00:22buy120.101.937950.000000.00000
462022.11.04 00:22modify120.101.937951.933011.94631
472022.11.04 00:22modify110.101.932311.933011.94631
482022.11.04 00:53buy130.101.940830.000000.00000
492022.11.04 00:53modify130.101.940831.935811.94631
502022.11.04 00:53modify120.101.937951.935811.94631
512022.11.04 00:53modify110.101.932311.935811.94631
522022.11.04 01:02s/l110.101.935811.935811.9463121.2810035.92
532022.11.04 01:02s/l120.101.935811.935811.94631-13.2310022.69
542022.11.04 01:02s/l130.101.935811.935811.94631-31.049991.65
552022.11.04 14:00buy140.101.916380.000000.00000
562022.11.04 14:00modify140.101.916381.902381.93038
572022.11.06 22:32buy150.101.922280.000000.00000
582022.11.06 22:32modify150.101.922281.917081.93038
592022.11.06 22:32modify140.101.916381.917081.93038
602022.11.06 22:43buy160.101.925050.000000.00000
612022.11.06 22:43modify160.101.925051.919881.93038
622022.11.06 22:43modify150.101.922281.919881.93038
632022.11.06 22:43modify140.101.916381.919881.93038
642022.11.06 23:00buy170.101.926210.000000.00000
652022.11.06 23:00modify170.101.926211.921981.93038
662022.11.06 23:00modify160.101.925051.921981.93038
672022.11.06 23:00modify150.101.922281.921981.93038
682022.11.06 23:00modify140.101.916381.921981.93038
692022.11.06 23:22s/l140.101.921981.921981.9303834.6310026.28
702022.11.06 23:22s/l150.101.921981.921981.93038-1.8510024.43
712022.11.06 23:22s/l160.101.921981.921981.93038-18.9810005.45
722022.11.06 23:22s/l170.101.921981.921981.93038-26.169979.29
732023.02.02 04:00buy180.101.896790.000000.00000
742023.02.02 04:00modify180.101.896791.882791.91079
752023.02.03 16:45buy190.101.902410.000000.00000
762023.02.03 16:45modify190.101.902411.897491.91079
772023.02.03 16:45modify180.101.896791.897491.91079
782023.02.03 18:46buy200.101.905220.000000.00000
792023.02.03 18:46modify200.101.905221.900291.91079
802023.02.03 18:46modify190.101.902411.900291.91079
812023.02.03 18:46modify180.101.896791.900291.91079
822023.02.05 22:26buy210.101.906870.000000.00000
832023.02.05 22:26modify210.101.906871.902391.91079
842023.02.05 22:26modify200.101.905221.902391.91079
852023.02.05 22:26modify190.101.902411.902391.91079
862023.02.05 22:26modify180.101.896791.902391.91079
872023.02.06 11:05t/p180.101.910791.902391.9107985.8610065.14
882023.02.06 11:05t/p190.101.910791.902391.9107951.4610116.61
892023.02.06 11:05t/p200.101.910791.902391.9107934.0810150.69
902023.02.06 11:05t/p210.101.910791.902391.9107923.8810174.58
912023.02.21 19:00sell220.101.949720.000000.00000
922023.02.21 19:00modify220.101.949721.963721.93572
932023.02.22 01:01sell230.101.944120.000000.00000
942023.02.22 01:01modify230.101.944121.949021.93572
952023.02.22 01:01modify220.101.949721.949021.93572
962023.02.22 06:55sell240.101.941300.000000.00000
972023.02.22 06:55modify240.101.941301.946221.93572
982023.02.22 06:55modify230.101.944121.946221.93572
992023.02.22 06:55modify220.101.949721.946221.93572
1002023.02.22 11:48sell250.101.939920.000000.00000
1012023.02.22 11:48modify250.101.939921.944121.93572
1022023.02.22 11:48modify240.101.941301.944121.93572
1032023.02.22 11:48modify230.101.944121.944121.93572
1042023.02.22 11:48modify220.101.949721.944121.93572
1052023.02.22 15:51t/p220.101.935721.944121.9357286.6410261.21
1062023.02.22 15:51t/p230.101.935721.944121.9357251.9610313.17
1072023.02.22 15:51t/p240.101.935721.944121.9357234.5210347.69
1082023.02.22 15:51t/p250.101.935721.944121.9357225.9810373.67
1092023.02.28 10:00sell260.101.964820.000000.00000
1102023.02.28 10:00modify260.101.964821.978821.95082
1112023.02.28 15:42sell270.101.959200.000000.00000
1122023.02.28 15:42modify270.101.959201.964121.95082
1132023.02.28 15:42modify260.101.964821.964121.95082
1142023.02.28 15:54sell280.101.956380.000000.00000
1152023.02.28 15:54modify280.101.956381.961321.95082
1162023.02.28 15:54modify270.101.959201.961321.95082
1172023.02.28 15:54modify260.101.964821.961321.95082
1182023.02.28 15:56sell290.101.955020.000000.00000
1192023.02.28 15:56modify290.101.955021.959221.95082
1202023.02.28 15:56modify280.101.956381.959221.95082
1212023.02.28 15:56modify270.101.959201.959221.95082
1222023.02.28 15:56modify260.101.964821.959221.95082
1232023.02.28 17:29t/p260.101.950821.959221.9508286.6010460.27
1242023.02.28 17:29t/p270.101.950821.959221.9508251.8410512.11
1252023.02.28 17:29t/p280.101.950821.959221.9508234.3910546.50
1262023.02.28 17:29t/p290.101.950821.959221.9508225.9810572.48
1272023.03.01 13:00buy300.101.924780.000000.00000
1282023.03.01 13:00modify300.101.924781.910781.93878
1292023.03.03 13:27buy310.101.930410.000000.00000
1302023.03.03 13:27modify310.101.930411.925481.93878
1312023.03.03 13:27modify300.101.924781.925481.93878
1322023.03.03 15:40buy320.101.933180.000000.00000
1332023.03.03 15:40modify320.101.933181.928281.93878
1342023.03.03 15:40modify310.101.930411.928281.93878
1352023.03.03 15:40modify300.101.924781.928281.93878
1362023.03.03 18:33buy330.101.934580.000000.00000
1372023.03.03 18:33modify330.101.934581.930381.93878
1382023.03.03 18:33modify320.101.933181.930381.93878
1392023.03.03 18:33modify310.101.930411.930381.93878
1402023.03.03 18:33modify300.101.924781.930381.93878
1412023.03.06 08:22t/p300.101.938781.930381.9387884.7510657.23
1422023.03.06 08:22t/p310.101.938781.930381.9387851.3910708.63
1432023.03.06 08:22t/p320.101.938781.930381.9387834.2610742.89
1442023.03.06 08:22t/p330.101.938781.930381.9387825.6010768.49
1452023.03.10 11:00sell340.101.961390.000000.00000
1462023.03.10 11:00modify340.101.961391.975391.94739
1472023.03.10 13:30sell350.101.955500.000000.00000
1482023.03.10 13:30modify350.101.955501.960691.94739
1492023.03.10 13:30modify340.101.961391.960691.94739
1502023.03.10 14:07s/l340.101.960691.960691.947394.3310772.82
1512023.03.10 14:07s/l350.101.960691.960691.94739-32.1010740.72
1522023.03.20 20:00sell360.101.964540.000000.00000
1532023.03.20 20:00modify360.101.964541.978541.95054
1542023.03.21 09:24s/l360.101.978541.978541.95054-86.5610654.16
1552023.04.06 17:00sell370.101.992110.000000.00000
1562023.04.06 17:00modify370.101.992112.006111.97811
1572023.04.07 07:57sell380.101.986460.000000.00000
1582023.04.07 07:57modify380.101.986461.991411.97811
1592023.04.07 07:57modify370.101.992111.991411.97811
1602023.04.07 12:34s/l370.101.991411.991411.978114.3710658.53
1612023.04.07 12:34s/l380.101.991411.991411.97811-30.6210627.91
1622023.04.11 12:00sell390.102.001820.000000.00000
1632023.04.11 12:00modify390.102.001822.015821.98782
1642023.04.13 12:46sell400.101.996120.000000.00000
1652023.04.13 12:46modify400.101.996122.001121.98782
1662023.04.13 12:46modify390.102.001822.001121.98782
1672023.04.13 13:18sell410.101.993420.000000.00000
1682023.04.13 13:18modify410.101.993421.998321.98782
1692023.04.13 13:18modify400.101.996121.998321.98782
1702023.04.13 13:18modify390.102.001821.998321.98782
1712023.04.13 13:39sell420.101.992020.000000.00000
1722023.04.13 13:39modify420.101.992021.996221.98782
1732023.04.13 13:39modify410.101.993421.996221.98782
1742023.04.13 13:39modify400.101.996121.996221.98782
1752023.04.13 13:39modify390.102.001821.996221.98782
1762023.04.13 15:13t/p390.101.987821.996221.9878286.7510714.66
1772023.04.13 15:13t/p400.101.987821.996221.9878251.3410766.00
1782023.04.13 15:13t/p410.101.987821.996221.9878234.6410800.64
1792023.04.13 15:13t/p420.101.987821.996221.9878225.9810826.62
1802023.04.13 18:00buy430.101.986440.000000.00000
1812023.04.13 18:00modify430.101.986441.972442.00044
1822023.04.14 13:04buy440.101.992060.000000.00000
1832023.04.14 13:04modify440.101.992061.987142.00044
1842023.04.14 13:04modify430.101.986441.987142.00044
1852023.04.14 14:21buy450.101.994910.000000.00000
1862023.04.14 14:21modify450.101.994911.989942.00044
1872023.04.14 14:21modify440.101.992061.989942.00044
1882023.04.14 14:21modify430.101.986441.989942.00044
1892023.04.14 14:22buy460.101.996250.000000.00000
1902023.04.14 14:22modify460.101.996251.992042.00044
1912023.04.14 14:22modify450.101.994911.992042.00044
1922023.04.14 14:22modify440.101.992061.992042.00044
1932023.04.14 14:22modify430.101.986441.992042.00044
1942023.04.14 15:03t/p430.102.000441.992042.0004486.2110912.83
1952023.04.14 15:03t/p440.102.000441.992042.0004451.8210964.65
1962023.04.14 15:03t/p450.102.000441.992042.0004434.2010998.85
1972023.04.14 15:03t/p460.102.000441.992042.0004425.9111024.76
1982023.04.17 06:00sell470.102.002960.000000.00000
1992023.04.17 06:00modify470.102.002962.016961.98896
2002023.04.17 08:55sell480.101.997350.000000.00000
2012023.04.17 08:55modify480.101.997352.002261.98896
2022023.04.17 08:55modify470.102.002962.002261.98896
2032023.04.17 10:01s/l470.102.002262.002261.988964.3311029.09
2042023.04.17 10:01s/l480.102.002262.002261.98896-30.3710998.72
2052023.04.26 10:00sell490.102.035180.000000.00000
2062023.04.26 10:00modify490.102.035182.049182.02118
2072023.04.27 05:30sell500.102.029580.000000.00000
2082023.04.27 05:30modify500.102.029582.034482.02118
2092023.04.27 05:30modify490.102.035182.034482.02118
2102023.04.27 06:19sell510.102.026780.000000.00000
2112023.04.27 06:19modify510.102.026782.031682.02118
2122023.04.27 06:19modify500.102.029582.031682.02118
2132023.04.27 06:19modify490.102.035182.031682.02118
2142023.04.27 09:55sell520.102.025380.000000.00000
2152023.04.27 09:55modify520.102.025382.029582.02118
2162023.04.27 09:55modify510.102.026782.029582.02118
2172023.04.27 09:55modify500.102.029582.029582.02118
2182023.04.27 09:55modify490.102.035182.029582.02118
2192023.04.27 11:43s/l490.102.029582.029582.0211834.7511033.47
2202023.04.27 11:43s/l500.102.029582.029582.021180.0011033.47
2212023.04.27 11:43s/l510.102.029582.029582.02118-17.3211016.15
2222023.04.27 11:43s/l520.102.029582.029582.02118-25.9810990.17
2232023.05.02 08:00buy530.102.016920.000000.00000
2242023.05.02 08:00modify530.102.016922.002922.03092
2252023.05.02 23:49s/l530.102.002922.002922.03092-86.5810903.59
2262023.05.04 19:00buy540.102.001090.000000.00000
2272023.05.04 19:00modify540.102.001091.987092.01509
2282023.05.05 13:17buy550.102.006710.000000.00000
2292023.05.05 13:17modify550.102.006712.001792.01509
2302023.05.05 13:17modify540.102.001092.001792.01509
2312023.05.05 13:54s/l540.102.001792.001792.015093.9610907.55
2322023.05.05 13:54s/l550.102.001792.001792.01509-30.4310877.12
2332023.05.08 16:00buy560.101.989770.000000.00000
2342023.05.08 16:00modify560.101.989771.975772.00377
2352023.05.09 06:47buy570.101.995410.000000.00000
2362023.05.09 06:47modify570.101.995411.990472.00377
2372023.05.09 06:47modify560.101.989771.990472.00377
2382023.05.09 07:43s/l560.101.990471.990472.003773.9610881.09
2392023.05.09 07:43s/l570.101.990471.990472.00377-30.5510850.54
2402023.05.12 12:00sell580.102.010670.000000.00000
2412023.05.12 12:00modify580.102.010672.024671.99667
2422023.05.15 05:16sell590.102.005040.000000.00000
2432023.05.15 05:16modify590.102.005042.009971.99667
2442023.05.15 05:16modify580.102.010672.009971.99667
2452023.05.15 09:44s/l580.102.009972.009971.996674.3710854.90
2462023.05.15 09:44s/l590.102.009972.009971.99667-30.4910824.41
2472023.05.17 11:00buy600.101.992130.000000.00000
2482023.05.17 11:00modify600.101.992131.978132.00613
2492023.05.17 14:34buy610.101.997730.000000.00000
2502023.05.17 14:34modify610.101.997731.992832.00613
2512023.05.17 14:34modify600.101.992131.992832.00613
2522023.05.17 22:45buy620.102.000640.000000.00000
2532023.05.17 22:45modify620.102.000641.995632.00613
2542023.05.17 22:45modify610.101.997731.995632.00613
2552023.05.17 22:45modify600.101.992131.995632.00613
2562023.05.18 00:27s/l600.101.995631.995632.0061320.5410844.96
2572023.05.18 00:27s/l610.101.995631.995632.00613-14.0910830.87
2582023.05.18 00:27s/l620.101.995631.995632.00613-32.0910798.78
2592023.05.24 08:00sell630.102.022610.000000.00000
2602023.05.24 08:00modify630.102.022612.036612.00861
2612023.05.25 11:04s/l630.102.036612.036612.00861-86.4910712.29
2622023.06.28 04:00sell640.102.079640.000000.00000
2632023.06.28 04:00modify640.102.079642.093642.06564
2642023.06.28 14:42sell650.102.074040.000000.00000
2652023.06.28 14:42modify650.102.074042.078942.06564
2662023.06.28 14:42modify640.102.079642.078942.06564
2672023.06.28 17:01s/l640.102.078942.078942.065644.3310716.62
2682023.06.28 17:01s/l650.102.078942.078942.06564-30.3010686.32