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=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 profit1126.81Gross profit1277.23Gross loss-150.41
Profit factor8.49Expected payoff38.86
Absolute drawdown100.00Maximal drawdown152.37 (1.48%)Relative drawdown1.48% (152.37)
Total trades29Short positions (won %)12 (83.33%)Long positions (won %)17 (82.35%)
Profit trades (% of total)24 (82.76%)Loss trades (% of total)5 (17.24%)
Largestprofit trade91.06loss trade-92.05
Averageprofit trade53.22loss trade-30.08
Maximumconsecutive wins (profit in money)18 (952.48)consecutive losses (loss in money)2 (-28.40)
Maximalconsecutive profit (count of wins)952.48 (18)consecutive loss (count of losses)-92.05 (1)
Averageconsecutive wins8consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.10 20:00buy10.101.908160.000000.00000
22022.08.10 20:00modify10.101.908161.893161.92316
32022.08.11 21:15s/l10.101.893161.893161.92316-92.059907.95
42022.08.15 00:00buy20.101.880930.000000.00000
52022.08.15 00:00modify20.101.880931.865931.89593
62022.08.15 04:40buy30.101.887930.000000.00000
72022.08.15 04:40modify30.101.887931.884681.89593
82022.08.15 04:40buy40.101.887930.000000.00000
92022.08.15 04:40modify40.101.887931.885431.89593
102022.08.15 04:40modify20.101.880931.885431.89593
112022.08.15 04:45modify30.101.887931.885431.89593
122022.08.15 08:10buy50.101.893080.000000.00000
132022.08.15 08:10modify50.101.893081.889181.89593
142022.08.15 08:10modify40.101.887931.889181.89593
152022.08.15 08:10modify30.101.887931.889181.89593
162022.08.15 08:10modify20.101.880931.889181.89593
172022.08.15 09:15t/p20.101.895931.889181.8959390.999998.94
182022.08.15 09:15t/p30.101.895931.889181.8959348.5310047.47
192022.08.15 09:15t/p40.101.895931.889181.8959348.5310096.00
202022.08.15 09:15t/p50.101.895931.889181.8959317.2910113.29
212022.09.07 08:00sell60.101.909420.000000.00000
222022.09.07 08:00modify60.101.909421.924421.89442
232022.09.07 09:50sell70.101.902640.000000.00000
242022.09.07 09:50modify70.101.902641.905671.89442
252022.09.07 09:50sell80.101.902640.000000.00000
262022.09.07 09:50modify80.101.902641.904921.89442
272022.09.07 09:50modify60.101.909421.904921.89442
282022.09.07 09:55modify70.101.902641.904921.89442
292022.09.07 20:05sell90.101.897400.000000.00000
302022.09.07 20:05modify90.101.897401.901171.89442
312022.09.07 20:05modify80.101.902641.901171.89442
322022.09.07 20:05modify70.101.902641.901171.89442
332022.09.07 20:05modify60.101.909421.901171.89442
342022.09.07 21:15t/p60.101.894421.901171.8944291.0210204.31
352022.09.07 21:15t/p70.101.894421.901171.8944249.8810254.19
362022.09.07 21:15t/p80.101.894421.901171.8944249.8810304.07
372022.09.07 21:15t/p90.101.894421.901171.8944218.0810322.15
382023.02.02 20:00buy100.101.889750.000000.00000
392023.02.02 20:00modify100.101.889751.874751.90475
402023.02.03 13:55buy110.101.896710.000000.00000
412023.02.03 13:55modify110.101.896711.893501.90475
422023.02.03 13:55buy120.101.896710.000000.00000
432023.02.03 13:55modify120.101.896711.894251.90475
442023.02.03 13:55modify100.101.889751.894251.90475
452023.02.03 14:00modify110.101.896711.894251.90475
462023.02.03 16:30buy130.101.901970.000000.00000
472023.02.03 16:30modify130.101.901971.898001.90475
482023.02.03 16:30modify120.101.896711.898001.90475
492023.02.03 16:30modify110.101.896711.898001.90475
502023.02.03 16:30modify100.101.889751.898001.90475
512023.02.03 19:40t/p100.101.904751.898001.9047590.6410412.78
522023.02.03 19:40t/p110.101.904751.898001.9047548.7710461.55
532023.02.03 19:40t/p120.101.904751.898001.9047548.7710510.32
542023.02.03 19:40t/p130.101.904751.898001.9047516.8610527.18
552023.03.10 16:00sell140.101.960120.000000.00000
562023.03.10 16:00modify140.101.960121.975121.94512
572023.03.13 12:50sell150.101.948020.000000.00000
582023.03.13 12:50modify150.101.948021.951871.94512
592023.03.13 12:50modify140.101.960121.951871.94512
602023.03.13 13:40t/p140.101.945121.951871.9451291.0610618.24
612023.03.13 13:40t/p150.101.945121.951871.9451217.6010635.84
622023.04.13 20:00buy160.101.988440.000000.00000
632023.04.13 20:00modify160.101.988441.973442.00344
642023.04.14 15:00buy170.102.000590.000000.00000
652023.04.14 15:00modify170.102.000591.996692.00344
662023.04.14 15:00modify160.101.988441.996692.00344
672023.04.17 06:15t/p160.102.003441.996692.0034490.2810726.12
682023.04.17 06:15t/p170.102.003441.996692.0034416.9410743.06
692023.05.19 12:00buy180.101.982030.000000.00000
702023.05.19 12:00modify180.101.982031.967031.99703
712023.05.24 02:20t/p180.101.997031.967031.9970389.9310832.98
722023.05.31 08:00sell190.102.061740.000000.00000
732023.05.31 08:00modify190.102.061742.076742.04674
742023.06.02 04:25sell200.102.054900.000000.00000
752023.06.02 04:25modify200.102.054902.057992.04674
762023.06.02 04:25sell210.102.054900.000000.00000
772023.06.02 04:25modify210.102.054902.057242.04674
782023.06.02 04:25modify190.102.061742.057242.04674
792023.06.02 04:30modify200.102.054902.057242.04674
802023.06.02 04:40s/l190.102.057242.057242.0467427.4410860.42
812023.06.02 04:40s/l200.102.057242.057242.04674-14.2010846.22
822023.06.02 04:40s/l210.102.057242.057242.04674-14.2010832.02
832023.06.12 20:00buy220.102.043320.000000.00000
842023.06.12 20:00modify220.102.043322.028322.05832
852023.06.13 16:55buy230.102.050290.000000.00000
862023.06.13 16:55modify230.102.050292.047072.05832
872023.06.13 16:55buy240.102.050290.000000.00000
882023.06.13 16:55modify240.102.050292.047822.05832
892023.06.13 16:55modify220.102.043322.047822.05832
902023.06.13 17:00modify230.102.050292.047822.05832
912023.06.13 22:33s/l220.102.047822.047822.0583226.9510858.97
922023.06.13 22:33s/l230.102.047822.047822.05832-14.9810843.99
932023.06.13 22:33s/l240.102.047822.047822.05832-14.9810829.01
942023.07.05 08:00buy250.102.051950.000000.00000
952023.07.05 08:00modify250.102.051952.036952.06695
962023.07.06 13:45buy260.102.064200.000000.00000
972023.07.06 13:45modify260.102.064202.060202.06695
982023.07.06 13:45modify250.102.051952.060202.06695
992023.07.06 14:40t/p250.102.066952.060202.0669589.9410918.95
1002023.07.06 14:40t/p260.102.066952.060202.0669516.6910935.64
1012023.07.11 16:00sell270.102.087290.000000.00000
1022023.07.11 16:00modify270.102.087292.102292.07229
1032023.07.12 12:30sell280.102.080540.000000.00000
1042023.07.12 12:30modify280.102.080542.083542.07229
1052023.07.12 12:30sell290.102.080540.000000.00000
1062023.07.12 12:30modify290.102.080542.082792.07229
1072023.07.12 12:30modify270.102.087292.082792.07229
1082023.07.12 12:35modify280.102.080542.082792.07229
1092023.07.12 13:40t/p270.102.072292.082792.0722991.0611026.69
1102023.07.12 13:40t/p280.102.072292.082792.0722950.0611076.75
1112023.07.12 13:40t/p290.102.072292.082792.0722950.0611126.81