Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000)
Period4 Hours (H4) 2022.08.01 00:00 - 2023.07.31 20:00 (2022.08.01 - 2023.08.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; 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 modelled80122Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1595.92Gross profit2039.85Gross loss-443.93
Profit factor4.59Expected payoff29.02
Absolute drawdown19.25Maximal drawdown203.62 (1.92%)Relative drawdown1.92% (203.62)
Total trades55Short positions (won %)37 (67.57%)Long positions (won %)18 (88.89%)
Profit trades (% of total)41 (74.55%)Loss trades (% of total)14 (25.45%)
Largestprofit trade85.16loss trade-54.99
Averageprofit trade49.75loss trade-31.71
Maximumconsecutive wins (profit in money)15 (747.99)consecutive losses (loss in money)4 (-105.78)
Maximalconsecutive profit (count of wins)747.99 (15)consecutive loss (count of losses)-109.65 (2)
Averageconsecutive wins6consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.04 12:00buy10.101.921120.000000.00000
22022.08.04 12:00modify10.101.921121.912121.93512
32022.08.04 16:10buy20.101.928280.000000.00000
42022.08.04 16:10modify20.101.928281.923921.93512
52022.08.04 16:10buy30.101.928280.000000.00000
62022.08.04 16:10modify30.101.928281.925321.93512
72022.08.04 16:10modify10.101.921121.925321.93512
82022.08.04 16:15modify20.101.928281.925321.93512
92022.08.04 16:30buy40.101.929730.000000.00000
102022.08.04 16:30modify40.101.929731.926021.93512
112022.08.04 16:30modify30.101.928281.926021.93512
122022.08.04 16:30modify20.101.928281.926021.93512
132022.08.04 16:30modify10.101.921121.926021.93512
142022.08.05 18:40t/p10.101.935121.926021.9351284.6410084.64
152022.08.05 18:40t/p20.101.935121.926021.9351241.1710125.80
162022.08.05 18:40t/p30.101.935121.926021.9351241.1710166.97
172022.08.05 18:40t/p40.101.935121.926021.9351232.3710199.33
182022.08.17 12:00sell50.101.920390.000000.00000
192022.08.17 12:00modify50.101.920391.929391.90639
202022.08.18 11:59sell60.101.913270.000000.00000
212022.08.18 11:59modify60.101.913271.917591.90639
222022.08.18 11:59sell70.101.913270.000000.00000
232022.08.18 11:59modify70.101.913271.916191.90639
242022.08.18 11:59modify50.101.920391.916191.90639
252022.08.18 12:00modify60.101.913271.916191.90639
262022.08.18 19:20t/p50.101.906391.916191.9063985.1310284.46
272022.08.18 19:20t/p60.101.906391.916191.9063941.7810326.24
282022.08.18 19:20t/p70.101.906391.916191.9063941.7810368.02
292022.09.14 12:00sell80.101.929610.000000.00000
302022.09.14 12:00modify80.101.929611.938611.91561
312022.09.14 15:50sell90.101.922480.000000.00000
322022.09.14 15:50modify90.101.922481.926811.91561
332022.09.14 15:50sell100.101.922480.000000.00000
342022.09.14 15:50modify100.101.922481.925411.91561
352022.09.14 15:50modify80.101.929611.925411.91561
362022.09.14 15:55modify90.101.922481.925411.91561
372022.09.14 21:35sell110.101.921030.000000.00000
382022.09.14 21:35modify110.101.921031.924711.91561
392022.09.14 21:35modify100.101.922481.924711.91561
402022.09.14 21:35modify90.101.922481.924711.91561
412022.09.14 21:35modify80.101.929611.924711.91561
422022.09.15 13:40t/p80.101.915611.924711.9156185.1310453.15
432022.09.15 13:40t/p90.101.915611.924711.9156141.8310494.97
442022.09.15 13:40t/p100.101.915611.924711.9156141.8310536.80
452022.09.15 13:40t/p110.101.915611.924711.9156133.0210569.82
462022.09.20 12:00sell120.101.935910.000000.00000
472022.09.20 12:00modify120.101.935911.944911.92191
482022.09.20 16:40sell130.101.928610.000000.00000
492022.09.20 16:40modify130.101.928611.933111.92191
502022.09.20 16:40sell140.101.928610.000000.00000
512022.09.20 16:40modify140.101.928611.931711.92191
522022.09.20 16:40modify120.101.935911.931711.92191
532022.09.20 16:45modify130.101.928611.931711.92191
542022.09.20 18:40sell150.101.927390.000000.00000
552022.09.20 18:40modify150.101.927391.931011.92191
562022.09.20 18:40modify140.101.928611.931011.92191
572022.09.20 18:40modify130.101.928611.931011.92191
582022.09.20 18:40modify120.101.935911.931011.92191
592022.09.20 20:40s/l120.101.931011.931011.9219129.7510599.57
602022.09.20 20:40s/l130.101.931011.931011.92191-14.5810584.99
612022.09.20 20:40s/l140.101.931011.931011.92191-14.5810570.41
622022.09.20 20:40s/l150.101.931011.931011.92191-21.9810548.43
632022.09.23 16:00buy160.101.895440.000000.00000
642022.09.23 16:00modify160.101.895441.886441.90944
652022.09.23 20:40s/l160.101.886441.886441.90944-54.6410493.79
662022.09.27 16:00sell170.101.903050.000000.00000
672022.09.27 16:00modify170.101.903051.912051.88905
682022.09.27 17:05sell180.101.894400.000000.00000
692022.09.27 17:05modify180.101.894401.898151.88905
702022.09.27 17:05modify170.101.903051.898151.88905
712022.09.27 17:40s/l170.101.898151.898151.8890529.7510523.54
722022.09.27 17:40s/l180.101.898151.898151.88905-22.7810500.76
732022.09.29 16:00sell190.101.935500.000000.00000
742022.09.29 16:00modify190.101.935501.944501.92150
752022.09.29 18:05s/l190.101.944501.944501.92150-54.6610446.10
762022.10.04 20:00sell200.102.001210.000000.00000
772022.10.04 20:00modify200.102.001212.010211.98721
782022.10.05 00:50sell210.101.994090.000000.00000
792022.10.05 00:50modify210.101.994091.998411.98721
802022.10.05 00:50sell220.101.994090.000000.00000
812022.10.05 00:50modify220.101.994091.997011.98721
822022.10.05 00:50modify200.102.001211.997011.98721
832022.10.05 00:55modify210.101.994091.997011.98721
842022.10.05 01:30t/p200.101.987211.997011.9872185.0610531.15
852022.10.05 01:30t/p210.101.987211.997011.9872141.7810572.93
862022.10.05 01:30t/p220.101.987211.997011.9872141.7810614.71
872022.10.13 12:00sell230.102.000470.000000.00000
882022.10.13 12:00modify230.102.000472.009471.98647
892022.10.13 12:20s/l230.102.009472.009471.98647-54.6610560.05
902022.11.03 16:00buy240.101.935620.000000.00000
912022.11.03 16:00modify240.101.935621.926621.94962
922022.11.04 05:40s/l240.101.926621.926621.94962-54.9910505.06
932022.11.04 12:00buy250.101.921200.000000.00000
942022.11.04 12:00modify250.101.921201.912201.93520
952022.11.07 08:30buy260.101.928220.000000.00000
962022.11.07 08:30modify260.101.928221.924001.93520
972022.11.07 08:30buy270.101.928220.000000.00000
982022.11.07 08:30modify270.101.928221.925401.93520
992022.11.07 08:30modify250.101.921201.925401.93520
1002022.11.07 08:35modify260.101.928221.925401.93520
1012022.11.07 08:50buy280.101.929750.000000.00000
1022022.11.07 08:50modify280.101.929751.926101.93520
1032022.11.07 08:50modify270.101.928221.926101.93520
1042022.11.07 08:50modify260.101.928221.926101.93520
1052022.11.07 08:50modify250.101.921201.926101.93520
1062022.11.07 10:30t/p250.101.935201.926101.9352084.6410589.69
1072022.11.07 10:30t/p260.101.935201.926101.9352042.3810632.07
1082022.11.07 10:30t/p270.101.935201.926101.9352042.3810674.45
1092022.11.07 10:30t/p280.101.935201.926101.9352033.0910707.54
1102022.11.07 20:00sell290.101.942570.000000.00000
1112022.11.07 20:00modify290.101.942571.951571.92857
1122022.11.07 22:15sell300.101.934010.000000.00000
1132022.11.07 22:15modify300.101.934011.937671.92857
1142022.11.07 22:15modify290.101.942571.937671.92857
1152022.11.07 22:30s/l290.101.937671.937671.9285729.7610737.30
1162022.11.07 22:30s/l300.101.937671.937671.92857-22.2210715.08
1172023.01.19 12:00sell310.101.935360.000000.00000
1182023.01.19 12:00modify310.101.935361.944361.92136
1192023.01.20 06:50sell320.101.928210.000000.00000
1202023.01.20 06:50modify320.101.928211.932561.92136
1212023.01.20 06:50sell330.101.928210.000000.00000
1222023.01.20 06:50modify330.101.928211.931161.92136
1232023.01.20 06:50modify310.101.935361.931161.92136
1242023.01.20 06:55modify320.101.928211.931161.92136
1252023.01.20 07:20sell340.101.926740.000000.00000
1262023.01.20 07:20modify340.101.926741.930461.92136
1272023.01.20 07:20modify330.101.928211.930461.92136
1282023.01.20 07:20modify320.101.928211.930461.92136
1292023.01.20 07:20modify310.101.935361.930461.92136
1302023.01.20 08:40t/p310.101.921361.930461.9213685.0510800.13
1312023.01.20 08:40t/p320.101.921361.930461.9213641.6010841.73
1322023.01.20 08:40t/p330.101.921361.930461.9213641.6010883.33
1332023.01.20 08:40t/p340.101.921361.930461.9213632.6710916.00
1342023.02.02 16:00buy350.101.888610.000000.00000
1352023.02.02 16:00modify350.101.888611.879611.90261
1362023.02.03 13:50buy360.101.897060.000000.00000
1372023.02.03 13:50modify360.101.897061.893511.90261
1382023.02.03 13:50modify350.101.888611.893511.90261
1392023.02.03 16:40t/p350.101.902611.893511.9026184.6511000.65
1402023.02.03 16:40t/p360.101.902611.893511.9026133.7011034.35
1412023.02.21 16:00sell370.101.947270.000000.00000
1422023.02.21 16:00modify370.101.947271.956271.93327
1432023.02.22 13:25sell380.101.940070.000000.00000
1442023.02.22 13:25modify380.101.940071.944471.93327
1452023.02.22 13:25sell390.101.940070.000000.00000
1462023.02.22 13:25modify390.101.940071.943071.93327
1472023.02.22 13:25modify370.101.947271.943071.93327
1482023.02.22 13:30modify380.101.940071.943071.93327
1492023.02.22 14:30sell400.101.938850.000000.00000
1502023.02.22 14:30modify400.101.938851.942371.93327
1512023.02.22 14:30modify390.101.940071.942371.93327
1522023.02.22 14:30modify380.101.940071.942371.93327
1532023.02.22 14:30modify370.101.947271.942371.93327
1542023.02.23 01:30t/p370.101.933271.942371.9332785.1611119.51
1552023.02.23 01:30t/p380.101.933271.942371.9332741.4111160.92
1562023.02.23 01:30t/p390.101.933271.942371.9332741.4111202.32
1572023.02.23 01:30t/p400.101.933271.942371.9332734.0011236.32
1582023.03.01 12:00buy410.101.922850.000000.00000
1592023.03.01 12:00modify410.101.922851.913851.93685
1602023.03.03 12:40buy420.101.929900.000000.00000
1612023.03.03 12:40modify420.101.929901.925651.93685
1622023.03.03 12:40buy430.101.929900.000000.00000
1632023.03.03 12:40modify430.101.929901.927051.93685
1642023.03.03 12:40modify410.101.922851.927051.93685
1652023.03.03 12:45modify420.101.929901.927051.93685
1662023.03.03 13:40buy440.101.931370.000000.00000
1672023.03.03 13:40modify440.101.931371.927751.93685
1682023.03.03 13:40modify430.101.929901.927751.93685
1692023.03.03 13:40modify420.101.929901.927751.93685
1702023.03.03 13:40modify410.101.922851.927751.93685
1712023.03.05 23:30t/p410.101.936851.927751.9368583.5811319.90
1722023.03.05 23:30t/p420.101.936851.927751.9368542.2011362.10
1732023.03.05 23:30t/p430.101.936851.927751.9368542.2011404.30
1742023.03.05 23:30t/p440.101.936851.927751.9368533.2711437.57
1752023.03.21 12:00sell450.101.976590.000000.00000
1762023.03.21 12:00modify450.101.976591.985591.96259
1772023.03.21 21:05sell460.101.969300.000000.00000
1782023.03.21 21:05modify460.101.969301.973791.96259
1792023.03.21 21:05sell470.101.969300.000000.00000
1802023.03.21 21:05modify470.101.969301.972391.96259
1812023.03.21 21:05modify450.101.976591.972391.96259
1822023.03.21 21:10modify460.101.969301.972391.96259
1832023.03.21 22:00s/l450.101.972391.972391.9625925.5011463.07
1842023.03.21 22:00s/l460.101.972391.972391.96259-18.7711444.30
1852023.03.21 22:00s/l470.101.972391.972391.96259-18.7711425.53
1862023.04.13 16:00buy480.101.987440.000000.00000
1872023.04.13 16:00modify480.101.987441.978442.00144
1882023.04.14 14:20buy490.101.996080.000000.00000
1892023.04.14 14:20modify490.101.996081.992342.00144
1902023.04.14 14:20modify480.101.987441.992342.00144
1912023.04.14 15:30t/p480.102.001441.992342.0014484.6411510.17
1922023.04.14 15:30t/p490.102.001441.992342.0014432.5411542.71
1932023.05.12 12:00sell500.102.010670.000000.00000
1942023.05.12 12:00modify500.102.010672.019671.99667
1952023.05.15 06:55sell510.102.003450.000000.00000
1962023.05.15 06:55modify510.102.003452.007871.99667
1972023.05.15 06:55sell520.102.003450.000000.00000
1982023.05.15 06:55modify520.102.003452.006471.99667
1992023.05.15 06:55modify500.102.010672.006471.99667
2002023.05.15 07:00modify510.102.003452.006471.99667
2012023.05.15 07:40s/l500.102.006472.006471.9966725.5411568.24
2022023.05.15 07:40s/l510.102.006472.006471.99667-18.3411549.90
2032023.05.15 07:40s/l520.102.006472.006471.99667-18.3411531.56
2042023.05.25 12:00sell530.102.034160.000000.00000
2052023.05.25 12:00modify530.102.034162.043162.02016
2062023.05.26 15:40s/l530.102.043162.043162.02016-54.6111476.95
2072023.07.18 12:00sell540.102.086290.000000.00000
2082023.07.18 12:00modify540.102.086292.095292.07229
2092023.07.18 18:10sell550.102.077880.000000.00000
2102023.07.18 18:10modify550.102.077882.081392.07229
2112023.07.18 18:10modify540.102.086292.081392.07229
2122023.07.18 22:30t/p540.102.072292.081392.0722985.0211561.97
2132023.07.18 22:30t/p550.102.072292.081392.0722933.9511595.92