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=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; 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=12; 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 profit1149.40Gross profit1188.61Gross loss-39.21
Profit factor30.31Expected payoff45.98
Absolute drawdown8.10Maximal drawdown177.84 (1.63%)Relative drawdown1.63% (177.84)
Total trades25Short positions (won %)16 (87.50%)Long positions (won %)9 (100.00%)
Profit trades (% of total)23 (92.00%)Loss trades (% of total)2 (8.00%)
Largestprofit trade92.88loss trade-24.74
Averageprofit trade51.68loss trade-19.61
Maximumconsecutive wins (profit in money)23 (1188.61)consecutive losses (loss in money)2 (-39.21)
Maximalconsecutive profit (count of wins)1188.61 (23)consecutive loss (count of losses)-39.21 (2)
Averageconsecutive wins23consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.15 00:00buy10.101.880930.000000.00000
22022.08.15 00:00modify10.101.880931.866931.89593
32022.08.15 04:40buy20.101.887930.000000.00000
42022.08.15 04:40modify20.101.887931.881681.89593
52022.08.15 04:40modify10.101.880931.881681.89593
62022.08.15 05:40buy30.101.889320.000000.00000
72022.08.15 05:40modify30.101.889321.885431.89593
82022.08.15 05:40modify20.101.887931.885431.89593
92022.08.15 05:40modify10.101.880931.885431.89593
102022.08.15 08:10buy40.101.893080.000000.00000
112022.08.15 08:10modify40.101.893081.886931.89593
122022.08.15 08:10modify30.101.889321.886931.89593
132022.08.15 08:10modify20.101.887931.886931.89593
142022.08.15 08:10modify10.101.880931.886931.89593
152022.08.15 09:15t/p10.101.895931.886931.8959392.7510092.75
162022.08.15 09:15t/p20.101.895931.886931.8959349.4610142.21
172022.08.15 09:15t/p30.101.895931.886931.8959340.8710183.08
182022.08.15 09:15t/p40.101.895931.886931.8959317.6210200.70
192022.09.07 08:00sell50.101.909420.000000.00000
202022.09.07 08:00modify50.101.909421.923421.89442
212022.09.07 09:50sell60.101.902640.000000.00000
222022.09.07 09:50modify60.101.902641.908671.89442
232022.09.07 09:50modify50.101.909421.908671.89442
242022.09.07 10:30sell70.101.901110.000000.00000
252022.09.07 10:30modify70.101.901111.904921.89442
262022.09.07 10:30modify60.101.902641.904921.89442
272022.09.07 10:30modify50.101.909421.904921.89442
282022.09.07 20:05sell80.101.897400.000000.00000
292022.09.07 20:05modify80.101.897401.903421.89442
302022.09.07 20:05modify70.101.901111.903421.89442
312022.09.07 20:05modify60.101.902641.903421.89442
322022.09.07 20:05modify50.101.909421.903421.89442
332022.09.07 21:15t/p50.101.894421.903421.8944292.7710293.47
342022.09.07 21:15t/p60.101.894421.903421.8944250.8410344.31
352022.09.07 21:15t/p70.101.894421.903421.8944241.3810385.69
362022.09.07 21:15t/p80.101.894421.903421.8944218.4310404.12
372023.02.03 04:00buy90.101.887980.000000.00000
382023.02.03 04:00modify90.101.887981.873981.90298
392023.02.03 14:50buy100.101.900100.000000.00000
402023.02.03 14:50modify100.101.900101.893981.90298
412023.02.03 14:50modify90.101.887981.893981.90298
422023.02.03 15:10buy110.101.896420.000000.00000
432023.02.03 15:10modify110.101.896421.892481.90298
442023.02.03 15:15modify110.101.896421.893981.90298
452023.02.03 17:15t/p90.101.902981.893981.9029892.7510496.87
462023.02.03 17:15t/p100.101.902981.893981.9029817.8110514.68
472023.02.03 17:15t/p110.101.902981.893981.9029840.5710555.25
482023.02.22 00:00sell120.101.947590.000000.00000
492023.02.22 00:00modify120.101.947591.961591.93259
502023.02.22 06:40sell130.101.940580.000000.00000
512023.02.22 06:40modify130.101.940581.946841.93259
522023.02.22 06:40modify120.101.947591.946841.93259
532023.02.22 13:05sell140.101.939180.000000.00000
542023.02.22 13:05modify140.101.939181.943091.93259
552023.02.22 13:05modify130.101.940581.943091.93259
562023.02.22 13:05modify120.101.947591.943091.93259
572023.02.22 15:59sell150.101.935540.000000.00000
582023.02.22 15:59modify150.101.935541.941591.93259
592023.02.22 15:59modify140.101.939181.941591.93259
602023.02.22 15:59modify130.101.940581.941591.93259
612023.02.22 15:59modify120.101.947591.941591.93259
622023.02.23 01:40t/p120.101.932591.941591.9325992.8810648.13
632023.02.23 01:40t/p130.101.932591.941591.9325949.5310697.66
642023.02.23 01:40t/p140.101.932591.941591.9325940.8710738.53
652023.02.23 01:40t/p150.101.932591.941591.9325918.3510756.88
662023.02.28 04:00sell160.101.956490.000000.00000
672023.02.28 04:00modify160.101.956491.970491.94149
682023.02.28 17:30sell170.101.949740.000000.00000
692023.02.28 17:30modify170.101.949741.955741.94149
702023.02.28 17:30modify160.101.956491.955741.94149
712023.02.28 17:40sell180.101.948100.000000.00000
722023.02.28 17:40modify180.101.948101.951991.94149
732023.02.28 17:40modify170.101.949741.951991.94149
742023.02.28 17:40modify160.101.956491.951991.94149
752023.02.28 22:35sell190.101.944220.000000.00000
762023.02.28 22:35modify190.101.944221.950491.94149
772023.02.28 22:35modify180.101.948101.950491.94149
782023.02.28 22:35modify170.101.949741.950491.94149
792023.02.28 22:35modify160.101.956491.950491.94149
802023.03.01 02:40t/p160.101.941491.950491.9414992.8110849.69
812023.03.01 02:40t/p170.101.941491.950491.9414951.0710900.76
822023.03.01 02:40t/p180.101.941491.950491.9414940.9210941.67
832023.03.01 02:40t/p190.101.941491.950491.9414916.9310958.60
842023.04.12 00:00sell200.102.006450.000000.00000
852023.04.12 00:00modify200.102.006452.020451.99145
862023.04.13 13:40t/p200.101.991452.020451.9914592.8811051.48
872023.04.14 04:00buy210.101.987930.000000.00000
882023.04.14 04:00modify210.101.987931.973932.00293
892023.04.14 14:50buy220.102.000160.000000.00000
902023.04.14 14:50modify220.102.000161.993932.00293
912023.04.14 14:50modify210.101.987931.993932.00293
922023.04.17 04:40t/p210.102.002931.993932.0029392.3811143.86
932023.04.17 04:40t/p220.102.002931.993932.0029316.7611160.63
942023.05.31 08:00sell230.102.061740.000000.00000
952023.05.31 08:00modify230.102.061742.075742.04674
962023.06.02 04:15sell240.102.053240.000000.00000
972023.06.02 04:15modify240.102.053242.057242.04674
982023.06.02 04:15modify230.102.061742.057242.04674
992023.06.02 04:25sell250.102.054900.000000.00000
1002023.06.02 04:25modify250.102.054902.060992.04674
1012023.06.02 04:30modify250.102.054902.057242.04674
1022023.06.02 04:40s/l230.102.057242.057242.0467427.9811188.61
1032023.06.02 04:40s/l240.102.057242.057242.04674-24.7411163.87
1042023.06.02 04:40s/l250.102.057242.057242.04674-14.4711149.40