Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000)
Period1 Hour (H1) 2022.08.01 00:00 - 2023.07.31 23:00 (2022.08.01 - 2023.08.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; 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 test7235Ticks modelled158450Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1210.30Gross profit1674.19Gross loss-463.88
Profit factor3.61Expected payoff24.21
Absolute drawdown148.07Maximal drawdown293.67 (2.56%)Relative drawdown2.56% (293.67)
Total trades50Short positions (won %)24 (83.33%)Long positions (won %)26 (73.08%)
Profit trades (% of total)39 (78.00%)Loss trades (% of total)11 (22.00%)
Largestprofit trade85.11loss trade-86.37
Averageprofit trade42.93loss trade-42.17
Maximumconsecutive wins (profit in money)25 (1248.64)consecutive losses (loss in money)3 (-120.56)
Maximalconsecutive profit (count of wins)1248.64 (25)consecutive loss (count of losses)-120.56 (3)
Averageconsecutive wins5consecutive losses1
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/l10.101.892931.892931.92093-86.379913.63
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 10:15modify50.101.897091.893581.90128
152022.08.15 10:15modify40.101.895801.893581.90128
162022.08.15 10:15modify30.101.893021.893581.90128
172022.08.15 10:15modify20.101.887281.893581.90128
182022.08.15 13:02t/p20.101.901281.893581.9012884.609998.23
192022.08.15 13:02t/p30.101.901281.893581.9012850.1210048.35
202022.08.15 13:02t/p40.101.901281.893581.9012833.2510081.60
212022.08.15 13:02t/p50.101.901281.893581.9012825.4310107.03
222022.09.23 19:00buy60.101.892150.000000.00000
232022.09.23 19:00modify60.101.892151.878151.90615
242022.09.25 21:00s/l60.101.878151.878151.90615-84.9410022.09
252022.10.02 21:00sell70.101.990590.000000.00000
262022.10.02 21:00modify70.101.990592.004591.97659
272022.10.02 22:55sell80.101.984870.000000.00000
282022.10.02 22:55modify80.101.984871.989891.97659
292022.10.02 22:55modify70.101.990591.989891.97659
302022.10.02 23:43sell90.101.981970.000000.00000
312022.10.02 23:43modify90.101.981971.987091.97659
322022.10.02 23:43modify80.101.984871.987091.97659
332022.10.02 23:43modify70.101.990591.987091.97659
342022.10.03 00:05sell100.101.980640.000000.00000
352022.10.03 00:05modify100.101.980641.984291.97659
362022.10.03 00:05modify90.101.981971.984291.97659
372022.10.03 00:05modify80.101.984871.984291.97659
382022.10.03 00:05modify70.101.990591.984291.97659
392022.10.03 01:45t/p70.101.976591.984291.9765985.0110107.09
402022.10.03 01:45t/p80.101.976591.984291.9765950.3010157.39
412022.10.03 01:45t/p90.101.976591.984291.9765932.7010190.09
422022.10.03 01:45t/p100.101.976591.984291.9765924.5810214.67
432022.11.03 20:00buy110.101.932310.000000.00000
442022.11.03 20:00modify110.101.932311.918311.94631
452022.11.04 00:57buy120.101.938170.000000.00000
462022.11.04 00:57modify120.101.938171.933011.94631
472022.11.04 00:57modify110.101.932311.933011.94631
482022.11.04 03:10s/l110.101.933011.933011.946313.8910218.55
492022.11.04 03:10s/l120.101.933011.933011.94631-31.3110187.24
502022.11.04 14:00buy130.101.916380.000000.00000
512022.11.04 14:00modify130.101.916381.902381.93038
522022.11.06 22:30buy140.101.922280.000000.00000
532022.11.06 22:30modify140.101.922281.917081.93038
542022.11.06 22:30modify130.101.916381.917081.93038
552022.11.07 02:10buy150.101.924820.000000.00000
562022.11.07 02:10modify150.101.924821.919881.93038
572022.11.07 02:10modify140.101.922281.919881.93038
582022.11.07 02:10modify130.101.916381.919881.93038
592022.11.07 08:25buy160.101.926370.000000.00000
602022.11.07 08:25modify160.101.926371.922681.93038
612022.11.07 08:25modify150.101.924821.922681.93038
622022.11.07 08:25modify140.101.922281.922681.93038
632022.11.07 08:25modify130.101.916381.922681.93038
642022.11.07 09:10t/p130.101.930381.922681.9303884.6010271.84
652022.11.07 09:10t/p140.101.930381.922681.9303848.8010320.63
662022.11.07 09:10t/p150.101.930381.922681.9303833.7410354.37
672022.11.07 09:10t/p160.101.930381.922681.9303824.3310378.70
682023.02.21 19:00sell170.101.949720.000000.00000
692023.02.21 19:00modify170.101.949721.963721.93572
702023.02.22 05:02sell180.101.944110.000000.00000
712023.02.22 05:02modify180.101.944111.949021.93572
722023.02.22 05:02modify170.101.949721.949021.93572
732023.02.22 08:55sell190.101.941100.000000.00000
742023.02.22 08:55modify190.101.941101.946221.93572
752023.02.22 08:55modify180.101.944111.946221.93572
762023.02.22 08:55modify170.101.949721.946221.93572
772023.02.22 12:15sell200.101.939750.000000.00000
782023.02.22 12:15modify200.101.939751.943421.93572
792023.02.22 12:15modify190.101.941101.943421.93572
802023.02.22 12:15modify180.101.944111.943421.93572
812023.02.22 12:15modify170.101.949721.943421.93572
822023.02.22 15:50t/p170.101.935721.943421.9357285.0110463.71
832023.02.22 15:50t/p180.101.935721.943421.9357250.9210514.63
842023.02.22 15:50t/p190.101.935721.943421.9357232.6610547.29
852023.02.22 15:50t/p200.101.935721.943421.9357224.4610571.75
862023.02.28 10:00sell210.101.964820.000000.00000
872023.02.28 10:00modify210.101.964821.978821.95082
882023.02.28 15:40sell220.101.959190.000000.00000
892023.02.28 15:40modify220.101.959191.964121.95082
902023.02.28 15:40modify210.101.964821.964121.95082
912023.02.28 17:30t/p210.101.950821.964121.9508284.9610656.71
922023.02.28 17:30t/p220.101.950821.964121.9508250.7910707.50
932023.03.01 13:00buy230.101.924780.000000.00000
942023.03.01 13:00modify230.101.924781.910781.93878
952023.03.03 13:25buy240.101.930540.000000.00000
962023.03.03 13:25modify240.101.930541.925481.93878
972023.03.03 13:25modify230.101.924781.925481.93878
982023.03.03 16:12buy250.101.933210.000000.00000
992023.03.03 16:12modify250.101.933211.928281.93878
1002023.03.03 16:12modify240.101.930541.928281.93878
1012023.03.03 16:12modify230.101.924781.928281.93878
1022023.03.03 18:40buy260.101.934620.000000.00000
1032023.03.03 18:40modify260.101.934621.931081.93878
1042023.03.03 18:40modify250.101.933211.931081.93878
1052023.03.03 18:40modify240.101.930541.931081.93878
1062023.03.03 18:40modify230.101.924781.931081.93878
1072023.03.06 08:15t/p230.101.938781.931081.9387883.1710790.67
1082023.03.06 08:15t/p240.101.938781.931081.9387849.6410840.30
1092023.03.06 08:15t/p250.101.938781.931081.9387833.4410873.74
1102023.03.06 08:15t/p260.101.938781.931081.9387824.8910898.62
1112023.03.10 11:00sell270.101.961390.000000.00000
1122023.03.10 11:00modify270.101.961391.975391.94739
1132023.03.13 04:30sell280.101.955710.000000.00000
1142023.03.13 04:30modify280.101.955711.960691.94739
1152023.03.13 04:30modify270.101.961391.960691.94739
1162023.03.13 10:37sell290.101.952980.000000.00000
1172023.03.13 10:37modify290.101.952981.957891.94739
1182023.03.13 10:37modify280.101.955711.957891.94739
1192023.03.13 10:37modify270.101.961391.957891.94739
1202023.03.13 13:20t/p270.101.947391.957891.9473985.0110983.63
1212023.03.13 13:20t/p280.101.947391.957891.9473950.4911034.12
1222023.03.13 13:20t/p290.101.947391.957891.9473933.9311068.05
1232023.04.11 12:00sell300.102.001820.000000.00000
1242023.04.11 12:00modify300.102.001822.015821.98782
1252023.04.13 13:05sell310.101.995980.000000.00000
1262023.04.13 13:05modify310.101.995982.001121.98782
1272023.04.13 13:05modify300.102.001822.001121.98782
1282023.04.13 13:40sell320.101.991970.000000.00000
1292023.04.13 13:40modify320.101.991971.995521.98782
1302023.04.13 13:40modify310.101.995981.995521.98782
1312023.04.13 13:40modify300.102.001821.995521.98782
1322023.04.13 15:15t/p300.101.987821.995521.9878285.1111153.16
1332023.04.13 15:15t/p310.101.987821.995521.9878249.5211202.68
1342023.04.13 15:15t/p320.101.987821.995521.9878225.1911227.87
1352023.04.13 18:00buy330.101.986440.000000.00000
1362023.04.13 18:00modify330.101.986441.972442.00044
1372023.04.14 13:20buy340.101.992200.000000.00000
1382023.04.14 13:20modify340.101.992201.987142.00044
1392023.04.14 13:20modify330.101.986441.987142.00044
1402023.04.14 14:10buy350.101.995130.000000.00000
1412023.04.14 14:10modify350.101.995131.989942.00044
1422023.04.14 14:10modify340.101.992201.989942.00044
1432023.04.14 14:10modify330.101.986441.989942.00044
1442023.04.14 15:10t/p330.102.000441.989942.0004484.5911312.46
1452023.04.14 15:10t/p340.102.000441.989942.0004450.0011362.46
1462023.04.14 15:10t/p350.102.000441.989942.0004432.2211394.68
1472023.04.26 10:00sell360.102.035180.000000.00000
1482023.04.26 10:00modify360.102.035182.049182.02118
1492023.04.27 06:10sell370.102.029350.000000.00000
1502023.04.27 06:10modify370.102.029352.034482.02118
1512023.04.27 06:10modify360.102.035182.034482.02118
1522023.04.27 06:20sell380.102.026530.000000.00000
1532023.04.27 06:20modify380.102.026532.031682.02118
1542023.04.27 06:20modify370.102.029352.031682.02118
1552023.04.27 06:20modify360.102.035182.031682.02118
1562023.04.27 09:50sell390.102.025360.000000.00000
1572023.04.27 09:50modify390.102.025362.028882.02118
1582023.04.27 09:50modify380.102.026532.028882.02118
1592023.04.27 09:50modify370.102.029352.028882.02118
1602023.04.27 09:50modify360.102.035182.028882.02118
1612023.04.27 10:50s/l360.102.028882.028882.0211838.3511433.02
1622023.04.27 10:50s/l370.102.028882.028882.021182.8611435.88
1632023.04.27 10:50s/l380.102.028882.028882.02118-14.2611421.62
1642023.04.27 10:50s/l390.102.028882.028882.02118-21.3611400.26
1652023.05.02 08:00buy400.102.016920.000000.00000
1662023.05.02 08:00modify400.102.016922.002922.03092
1672023.05.02 23:50s/l400.102.002922.002922.03092-84.9411315.32
1682023.05.08 16:00buy410.101.989770.000000.00000
1692023.05.08 16:00modify410.101.989771.975772.00377
1702023.05.09 15:15buy420.101.995640.000000.00000
1712023.05.09 15:15modify420.101.995641.990472.00377
1722023.05.09 15:15modify410.101.989771.990472.00377
1732023.05.09 21:02s/l410.101.990471.990472.003773.9011319.22
1742023.05.09 21:02s/l420.101.990471.990472.00377-31.3711287.85
1752023.05.12 12:00sell430.102.010670.000000.00000
1762023.05.12 12:00modify430.102.010672.024671.99667
1772023.05.15 05:15sell440.102.005000.000000.00000
1782023.05.15 05:15modify440.102.005002.009971.99667
1792023.05.15 05:15modify430.102.010672.009971.99667
1802023.05.15 09:45s/l430.102.009972.009971.996674.2911292.14
1812023.05.15 09:45s/l440.102.009972.009971.99667-30.1611261.98
1822023.05.17 11:00buy450.101.992130.000000.00000
1832023.05.17 11:00modify450.101.992131.978132.00613
1842023.05.17 17:20buy460.101.997970.000000.00000
1852023.05.17 17:20modify460.101.997971.992832.00613
1862023.05.17 17:20modify450.101.992131.992832.00613
1872023.05.17 22:45buy470.102.000820.000000.00000
1882023.05.17 22:45modify470.102.000821.995632.00613
1892023.05.17 22:45modify460.101.997971.995632.00613
1902023.05.17 22:45modify450.101.992131.995632.00613
1912023.05.18 00:26s/l450.101.995631.995632.0061320.1811282.15
1922023.05.18 00:26s/l460.101.995631.995632.00613-15.2511266.90
1932023.05.18 00:26s/l470.101.995631.995632.00613-32.5511234.35
1942023.07.11 13:00sell480.102.087550.000000.00000
1952023.07.11 13:00modify480.102.087552.101552.07355
1962023.07.12 00:55sell490.102.081680.000000.00000
1972023.07.12 00:55modify490.102.081682.086852.07355
1982023.07.12 00:55modify480.102.087552.086852.07355
1992023.07.12 02:02s/l480.102.086852.086852.073554.2911238.63
2002023.07.12 02:02s/l490.102.086852.086852.07355-31.3711207.26
2012023.07.31 16:00buy500.102.067840.000000.00000
2022023.07.31 16:00modify500.102.067842.053842.08184
2032023.07.31 23:59close at stop500.102.068342.053842.081843.0411210.30