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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1915Ticks modelled46119451Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1021.05Gross profit1668.60Gross loss-647.55
Profit factor2.58Expected payoff15.71
Absolute drawdown34.92Maximal drawdown198.69 (1.94%)Relative drawdown1.94% (198.69)
Total trades65Short positions (won %)45 (51.11%)Long positions (won %)20 (70.00%)
Profit trades (% of total)37 (56.92%)Loss trades (% of total)28 (43.08%)
Largestprofit trade85.13loss trade-54.99
Averageprofit trade45.10loss trade-23.13
Maximumconsecutive wins (profit in money)5 (232.30)consecutive losses (loss in money)4 (-101.61)
Maximalconsecutive profit (count of wins)232.30 (5)consecutive loss (count of losses)-109.65 (2)
Averageconsecutive wins3consecutive losses3
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 13:24buy20.101.928130.000000.00000
42022.08.04 13:24modify20.101.928131.923921.93512
52022.08.04 13:24buy30.101.928130.000000.00000
62022.08.04 13:24modify30.101.928131.925321.93512
72022.08.04 13:24modify10.101.921121.925321.93512
82022.08.04 13:24modify20.101.928131.925321.93512
92022.08.04 13:40s/l10.101.925321.925321.9351225.5010025.50
102022.08.04 13:40s/l20.101.925321.925321.93512-17.0610008.44
112022.08.04 13:40s/l30.101.925321.925321.93512-17.069991.38
122022.08.17 12:00sell40.101.920390.000000.00000
132022.08.17 12:00modify40.101.920391.929391.90639
142022.08.18 11:51sell50.101.913360.000000.00000
152022.08.18 11:51modify50.101.913361.917591.90639
162022.08.18 11:51sell60.101.913360.000000.00000
172022.08.18 11:51modify60.101.913361.916191.90639
182022.08.18 11:51modify40.101.920391.916191.90639
192022.08.18 11:51modify50.101.913361.916191.90639
202022.08.18 12:06sell70.101.911970.000000.00000
212022.08.18 12:06modify70.101.911971.915491.90639
222022.08.18 12:06modify60.101.913361.915491.90639
232022.08.18 12:06modify50.101.913361.915491.90639
242022.08.18 12:06modify40.101.920391.915491.90639
252022.08.18 14:21s/l40.101.915491.915491.9063929.8710021.25
262022.08.18 14:21s/l50.101.915491.915491.90639-12.9310008.32
272022.08.18 14:21s/l60.101.915491.915491.90639-12.939995.39
282022.08.18 14:21s/l70.101.915491.915491.90639-21.379974.02
292022.09.14 12:00sell80.101.929610.000000.00000
302022.09.14 12:00modify80.101.929611.938611.91561
312022.09.14 14:44sell90.101.922490.000000.00000
322022.09.14 14:44modify90.101.922491.926811.91561
332022.09.14 14:44sell100.101.922490.000000.00000
342022.09.14 14:44modify100.101.922491.925411.91561
352022.09.14 14:44modify80.101.929611.925411.91561
362022.09.14 14:44modify90.101.922491.925411.91561
372022.09.14 21:37sell110.101.921210.000000.00000
382022.09.14 21:37modify110.101.921211.924711.91561
392022.09.14 21:37modify100.101.922491.924711.91561
402022.09.14 21:37modify90.101.922491.924711.91561
412022.09.14 21:37modify80.101.929611.924711.91561
422022.09.15 13:59t/p80.101.915611.924711.9156185.1310059.14
432022.09.15 13:59t/p90.101.915611.924711.9156141.8910101.03
442022.09.15 13:59t/p100.101.915611.924711.9156141.8910142.92
452022.09.15 13:59t/p110.101.915611.924711.9156134.1210177.03
462022.09.20 12:00sell120.101.935910.000000.00000
472022.09.20 12:00modify120.101.935911.944911.92191
482022.09.20 16:14sell130.101.928880.000000.00000
492022.09.20 16:14modify130.101.928881.933111.92191
502022.09.20 16:14sell140.101.928880.000000.00000
512022.09.20 16:14modify140.101.928881.931711.92191
522022.09.20 16:14modify120.101.935911.931711.92191
532022.09.20 16:14modify130.101.928881.931711.92191
542022.09.20 16:35s/l120.101.931711.931711.9219125.5110202.54
552022.09.20 16:35s/l130.101.931711.931711.92191-17.1810185.36
562022.09.20 16:35s/l140.101.931711.931711.92191-17.1810168.18
572022.09.23 16:00buy150.101.895440.000000.00000
582022.09.23 16:00modify150.101.895441.886441.90944
592022.09.23 20:57s/l150.101.886441.886441.90944-54.6410113.54
602022.09.27 16:00sell160.101.903050.000000.00000
612022.09.27 16:00modify160.101.903051.912051.88905
622022.09.27 16:51sell170.101.896040.000000.00000
632022.09.27 16:51modify170.101.896041.900251.88905
642022.09.27 16:51sell180.101.896040.000000.00000
652022.09.27 16:51modify180.101.896041.898851.88905
662022.09.27 16:51modify160.101.903051.898851.88905
672022.09.27 16:51modify170.101.896041.898851.88905
682022.09.27 16:56sell190.101.894640.000000.00000
692022.09.27 16:56modify190.101.894641.898151.88905
702022.09.27 16:56modify180.101.896041.898151.88905
712022.09.27 16:56modify170.101.896041.898151.88905
722022.09.27 16:56modify160.101.903051.898151.88905
732022.09.27 17:33s/l160.101.898151.898151.8890529.7510143.29
742022.09.27 17:33s/l170.101.898151.898151.88905-12.8210130.47
752022.09.27 17:33s/l180.101.898151.898151.88905-12.8210117.65
762022.09.27 17:33s/l190.101.898151.898151.88905-21.3210096.33
772022.09.29 16:00sell200.101.935500.000000.00000
782022.09.29 16:00modify200.101.935501.944501.92150
792022.09.29 18:17s/l200.101.944501.944501.92150-54.6510041.68
802022.10.04 20:00sell210.102.001210.000000.00000
812022.10.04 20:00modify210.102.001212.010211.98721
822022.10.05 00:58sell220.101.994020.000000.00000
832022.10.05 00:58modify220.101.994021.998411.98721
842022.10.05 00:58sell230.101.994020.000000.00000
852022.10.05 00:58modify230.101.994021.997011.98721
862022.10.05 00:58modify210.102.001211.997011.98721
872022.10.05 00:58modify220.101.994021.997011.98721
882022.10.05 01:00sell240.101.992550.000000.00000
892022.10.05 01:00modify240.101.992551.996311.98721
902022.10.05 01:00modify230.101.994021.996311.98721
912022.10.05 01:00modify220.101.994021.996311.98721
922022.10.05 01:00modify210.102.001211.996311.98721
932022.10.05 01:01t/p210.101.987211.996311.9872185.0510126.73
942022.10.05 01:01t/p220.101.987211.996311.9872141.3510168.08
952022.10.05 01:01t/p230.101.987211.996311.9872141.3510209.43
962022.10.05 01:01t/p240.101.987211.996311.9872132.4210241.85
972022.10.13 12:00sell250.102.000470.000000.00000
982022.10.13 12:00modify250.102.000472.009471.98647
992022.10.13 12:30s/l250.102.009472.009471.98647-54.6610187.19
1002022.11.03 16:00buy260.101.935620.000000.00000
1012022.11.03 16:00modify260.101.935621.926621.94962
1022022.11.04 05:40s/l260.101.926621.926621.94962-54.9910132.20
1032022.11.04 12:00buy270.101.921200.000000.00000
1042022.11.04 12:00modify270.101.921201.912201.93520
1052022.11.07 08:35buy280.101.928290.000000.00000
1062022.11.07 08:35modify280.101.928291.924001.93520
1072022.11.07 08:35buy290.101.928290.000000.00000
1082022.11.07 08:35modify290.101.928291.925401.93520
1092022.11.07 08:35modify270.101.921201.925401.93520
1102022.11.07 08:35modify280.101.928291.925401.93520
1112022.11.07 08:54buy300.101.929600.000000.00000
1122022.11.07 08:54modify300.101.929601.926101.93520
1132022.11.07 08:54modify290.101.928291.926101.93520
1142022.11.07 08:54modify280.101.928291.926101.93520
1152022.11.07 08:54modify270.101.921201.926101.93520
1162022.11.07 10:03t/p270.101.935201.926101.9352084.6510216.84
1172022.11.07 10:03t/p280.101.935201.926101.9352041.9510258.79
1182022.11.07 10:03t/p290.101.935201.926101.9352041.9510300.74
1192022.11.07 10:03t/p300.101.935201.926101.9352034.0010334.74
1202022.11.07 20:00sell310.101.942570.000000.00000
1212022.11.07 20:00modify310.101.942571.951571.92857
1222022.11.07 22:40sell320.101.935560.000000.00000
1232022.11.07 22:40modify320.101.935561.939771.92857
1242022.11.07 22:40sell330.101.935560.000000.00000
1252022.11.07 22:40modify330.101.935561.938371.92857
1262022.11.07 22:40modify310.101.942571.938371.92857
1272022.11.07 22:40modify320.101.935561.938371.92857
1282022.11.07 22:42sell340.101.934030.000000.00000
1292022.11.07 22:42modify340.101.934031.937671.92857
1302022.11.07 22:42modify330.101.935561.937671.92857
1312022.11.07 22:42modify320.101.935561.937671.92857
1322022.11.07 22:42modify310.101.942571.937671.92857
1332022.11.07 22:42s/l310.101.937671.937671.9285729.7510364.49
1342022.11.07 22:42s/l320.101.937671.937671.92857-12.8110351.68
1352022.11.07 22:42s/l330.101.937671.937671.92857-12.8110338.87
1362022.11.07 22:42s/l340.101.937671.937671.92857-22.1110316.76
1372023.01.19 12:00sell350.101.935360.000000.00000
1382023.01.19 12:00modify350.101.935361.944361.92136
1392023.01.20 06:45sell360.101.928360.000000.00000
1402023.01.20 06:45modify360.101.928361.932561.92136
1412023.01.20 06:45sell370.101.928360.000000.00000
1422023.01.20 06:45modify370.101.928361.931161.92136
1432023.01.20 06:45modify350.101.935361.931161.92136
1442023.01.20 06:45modify360.101.928361.931161.92136
1452023.01.20 07:03sell380.101.926940.000000.00000
1462023.01.20 07:03modify380.101.926941.930461.92136
1472023.01.20 07:03modify370.101.928361.930461.92136
1482023.01.20 07:03modify360.101.928361.930461.92136
1492023.01.20 07:03modify350.101.935361.930461.92136
1502023.01.20 08:43t/p350.101.921361.930461.9213685.0310401.79
1512023.01.20 08:43t/p360.101.921361.930461.9213642.4910444.28
1522023.01.20 08:43t/p370.101.921361.930461.9213642.4910486.77
1532023.01.20 08:43t/p380.101.921361.930461.9213633.8710520.64
1542023.02.02 16:00buy390.101.888610.000000.00000
1552023.02.02 16:00modify390.101.888611.879611.90261
1562023.02.03 13:30buy400.101.895770.000000.00000
1572023.02.03 13:30modify400.101.895771.891411.90261
1582023.02.03 13:30buy410.101.895770.000000.00000
1592023.02.03 13:30modify410.101.895771.892811.90261
1602023.02.03 13:30modify390.101.888611.892811.90261
1612023.02.03 13:30modify400.101.895771.892811.90261
1622023.02.03 13:30s/l390.101.892811.892811.9026125.1510545.78
1632023.02.03 13:30s/l400.101.892811.892811.90261-17.9610527.82
1642023.02.03 13:30s/l410.101.892811.892811.90261-17.9610509.86
1652023.02.21 16:00sell420.101.947270.000000.00000
1662023.02.21 16:00modify420.101.947271.956271.93327
1672023.02.22 11:28sell430.101.940270.000000.00000
1682023.02.22 11:28modify430.101.940271.944471.93327
1692023.02.22 11:28sell440.101.940270.000000.00000
1702023.02.22 11:28modify440.101.940271.943071.93327
1712023.02.22 11:28modify420.101.947271.943071.93327
1722023.02.22 11:28modify430.101.940271.943071.93327
1732023.02.22 12:30sell450.101.938860.000000.00000
1742023.02.22 12:30modify450.101.938861.942371.93327
1752023.02.22 12:30modify440.101.940271.942371.93327
1762023.02.22 12:30modify430.101.940271.942371.93327
1772023.02.22 12:30modify420.101.947271.942371.93327
1782023.02.22 13:25s/l420.101.942371.942371.9332729.7910539.65
1792023.02.22 13:25s/l430.101.942371.942371.93327-12.7510526.90
1802023.02.22 13:25s/l440.101.942371.942371.93327-12.7510514.15
1812023.02.22 13:25s/l450.101.942371.942371.93327-21.3210492.83
1822023.03.01 12:00buy460.101.922850.000000.00000
1832023.03.01 12:00modify460.101.922851.913851.93685
1842023.03.03 12:13buy470.101.929860.000000.00000
1852023.03.03 12:13modify470.101.929861.925651.93685
1862023.03.03 12:13buy480.101.929860.000000.00000
1872023.03.03 12:13modify480.101.929861.927051.93685
1882023.03.03 12:13modify460.101.922851.927051.93685
1892023.03.03 12:13modify470.101.929861.927051.93685
1902023.03.03 13:33buy490.101.931280.000000.00000
1912023.03.03 13:33modify490.101.931281.927751.93685
1922023.03.03 13:33modify480.101.929861.927751.93685
1932023.03.03 13:33modify470.101.929861.927751.93685
1942023.03.03 13:33modify460.101.922851.927751.93685
1952023.03.05 23:08t/p460.101.936851.927751.9368583.5610576.39
1962023.03.05 23:08t/p470.101.936851.927751.9368542.4310618.82
1972023.03.05 23:08t/p480.101.936851.927751.9368542.4310661.25
1982023.03.05 23:08t/p490.101.936851.927751.9368533.8110695.06
1992023.03.21 12:00sell500.101.976590.000000.00000
2002023.03.21 12:00modify500.101.976591.985591.96259
2012023.03.22 06:13sell510.101.969590.000000.00000
2022023.03.22 06:13modify510.101.969591.973791.96259
2032023.03.22 06:13sell520.101.969590.000000.00000
2042023.03.22 06:13modify520.101.969591.972391.96259
2052023.03.22 06:13modify500.101.976591.972391.96259
2062023.03.22 06:13modify510.101.969591.972391.96259
2072023.03.22 07:00sell530.101.968170.000000.00000
2082023.03.22 07:00modify530.101.968171.971691.96259
2092023.03.22 07:00modify520.101.969591.971691.96259
2102023.03.22 07:00modify510.101.969591.971691.96259
2112023.03.22 07:00modify500.101.976591.971691.96259
2122023.03.22 07:00s/l500.101.971691.971691.9625929.7910724.85
2132023.03.22 07:00s/l510.101.971691.971691.96259-12.7510712.10
2142023.03.22 07:00s/l520.101.971691.971691.96259-12.7510699.35
2152023.03.22 07:00s/l530.101.971691.971691.96259-21.3710677.98
2162023.04.13 16:00buy540.101.987440.000000.00000
2172023.04.13 16:00modify540.101.987441.978442.00144
2182023.04.14 14:08buy550.101.994490.000000.00000
2192023.04.14 14:08modify550.101.994491.990242.00144
2202023.04.14 14:08buy560.101.994490.000000.00000
2212023.04.14 14:08modify560.101.994491.991642.00144
2222023.04.14 14:08modify540.101.987441.991642.00144
2232023.04.14 14:08modify550.101.994491.991642.00144
2242023.04.14 14:22buy570.101.995920.000000.00000
2252023.04.14 14:22modify570.101.995921.992342.00144
2262023.04.14 14:22modify560.101.994491.992342.00144
2272023.04.14 14:22modify550.101.994491.992342.00144
2282023.04.14 14:22modify540.101.987441.992342.00144
2292023.04.14 15:24t/p540.102.001441.992342.0014484.6210762.59
2302023.04.14 15:24t/p550.102.001441.992342.0014442.1810804.77
2312023.04.14 15:24t/p560.102.001441.992342.0014442.1810846.95
2322023.04.14 15:24t/p570.102.001441.992342.0014433.5010880.45
2332023.05.12 12:00sell580.102.010670.000000.00000
2342023.05.12 12:00modify580.102.010672.019671.99667
2352023.05.15 06:33sell590.102.003670.000000.00000
2362023.05.15 06:33modify590.102.003672.007871.99667
2372023.05.15 06:33sell600.102.003670.000000.00000
2382023.05.15 06:33modify600.102.003672.006471.99667
2392023.05.15 06:33modify580.102.010672.006471.99667
2402023.05.15 06:33modify590.102.003672.006471.99667
2412023.05.15 07:10s/l580.102.006472.006471.9966725.5410905.99
2422023.05.15 07:10s/l590.102.006472.006471.99667-17.0010888.99
2432023.05.15 07:10s/l600.102.006472.006471.99667-17.0010871.99
2442023.05.25 12:00sell610.102.034160.000000.00000
2452023.05.25 12:00modify610.102.034162.043162.02016
2462023.05.26 15:29s/l610.102.043162.043162.02016-54.5910817.39
2472023.07.18 12:00sell620.102.086290.000000.00000
2482023.07.18 12:00modify620.102.086292.095292.07229
2492023.07.18 14:57sell630.102.079270.000000.00000
2502023.07.18 14:57modify630.102.079272.083492.07229
2512023.07.18 14:57sell640.102.079270.000000.00000
2522023.07.18 14:57modify640.102.079272.082092.07229
2532023.07.18 14:57modify620.102.086292.082092.07229
2542023.07.18 14:57modify630.102.079272.082092.07229
2552023.07.18 14:59sell650.102.077880.000000.00000
2562023.07.18 14:59modify650.102.077882.081392.07229
2572023.07.18 14:59modify640.102.079272.081392.07229
2582023.07.18 14:59modify630.102.079272.081392.07229
2592023.07.18 14:59modify620.102.086292.081392.07229
2602023.07.18 22:45t/p620.102.072292.081392.0722984.9910902.38
2612023.07.18 22:45t/p630.102.072292.081392.0722942.3710944.75
2622023.07.18 22:45t/p640.102.072292.081392.0722942.3710987.12
2632023.07.18 22:45t/p650.102.072292.081392.0722933.9311021.05