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=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 test1915Ticks modelled46119451Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit529.31Gross profit813.65Gross loss-284.33
Profit factor2.86Expected payoff15.57
Absolute drawdown100.01Maximal drawdown119.08 (1.13%)Relative drawdown1.13% (119.08)
Total trades34Short positions (won %)12 (33.33%)Long positions (won %)22 (68.18%)
Profit trades (% of total)19 (55.88%)Loss trades (% of total)15 (44.12%)
Largestprofit trade91.01loss trade-92.07
Averageprofit trade42.82loss trade-18.96
Maximumconsecutive wins (profit in money)5 (236.37)consecutive losses (loss in money)2 (-27.56)
Maximalconsecutive profit (count of wins)236.37 (5)consecutive loss (count of losses)-92.07 (1)
Averageconsecutive wins3consecutive 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/l10.101.893161.893161.92316-92.079907.93
42022.08.15 00:00buy20.101.880930.000000.00000
52022.08.15 00:00modify20.101.880931.865931.89593
62022.08.15 04:43buy30.101.887700.000000.00000
72022.08.15 04:43modify30.101.887701.884681.89593
82022.08.15 04:43buy40.101.887700.000000.00000
92022.08.15 04:43modify40.101.887701.885431.89593
102022.08.15 04:43modify20.101.880931.885431.89593
112022.08.15 04:43modify30.101.887701.885431.89593
122022.08.15 07:48buy50.101.892930.000000.00000
132022.08.15 07:48modify50.101.892931.889181.89593
142022.08.15 07:48modify40.101.887701.889181.89593
152022.08.15 07:48modify30.101.887701.889181.89593
162022.08.15 07:48modify20.101.880931.889181.89593
172022.08.15 09:38t/p20.101.895931.889181.8959391.019998.94
182022.08.15 09:38t/p30.101.895931.889181.8959349.9310048.87
192022.08.15 09:38t/p40.101.895931.889181.8959349.9310098.80
202022.08.15 09:38t/p50.101.895931.889181.8959318.2010117.00
212022.09.07 08:00sell60.101.909420.000000.00000
222022.09.07 08:00modify60.101.909421.924421.89442
232022.09.07 09:28sell70.101.902650.000000.00000
242022.09.07 09:28modify70.101.902651.905671.89442
252022.09.07 09:28sell80.101.902650.000000.00000
262022.09.07 09:28modify80.101.902651.904921.89442
272022.09.07 09:28modify60.101.909421.904921.89442
282022.09.07 09:28modify70.101.902651.904921.89442
292022.09.07 09:34s/l60.101.904921.904921.8944227.3010144.30
302022.09.07 09:34s/l70.101.904921.904921.89442-13.7810130.52
312022.09.07 09:34s/l80.101.904921.904921.89442-13.7810116.74
322023.02.02 20:00buy90.101.889750.000000.00000
332023.02.02 20:00modify90.101.889751.874751.90475
342023.02.03 13:50buy100.101.896530.000000.00000
352023.02.03 13:50modify100.101.896531.893501.90475
362023.02.03 13:50buy110.101.896530.000000.00000
372023.02.03 13:50modify110.101.896531.894251.90475
382023.02.03 13:50modify90.101.889751.894251.90475
392023.02.03 13:50modify100.101.896531.894251.90475
402023.02.03 16:44buy120.101.901790.000000.00000
412023.02.03 16:44modify120.101.901791.898001.90475
422023.02.03 16:44modify110.101.896531.898001.90475
432023.02.03 16:44modify100.101.896531.898001.90475
442023.02.03 16:44modify90.101.889751.898001.90475
452023.02.03 19:52t/p90.101.904751.898001.9047590.6610207.39
462023.02.03 19:52t/p100.101.904751.898001.9047549.8710257.26
472023.02.03 19:52t/p110.101.904751.898001.9047549.8710307.13
482023.02.03 19:52t/p120.101.904751.898001.9047517.9610325.09
492023.03.10 16:00sell130.101.960120.000000.00000
502023.03.10 16:00modify130.101.960121.975121.94512
512023.03.13 08:37sell140.101.953370.000000.00000
522023.03.13 08:37modify140.101.953371.956371.94512
532023.03.13 08:37sell150.101.953370.000000.00000
542023.03.13 08:37modify150.101.953371.955621.94512
552023.03.13 08:37modify130.101.960121.955621.94512
562023.03.13 08:37modify140.101.953371.955621.94512
572023.03.13 09:22s/l130.101.955621.955621.9451227.3510352.44
582023.03.13 09:22s/l140.101.955621.955621.94512-13.6510338.79
592023.03.13 09:22s/l150.101.955621.955621.94512-13.6510325.14
602023.04.13 20:00buy160.101.988440.000000.00000
612023.04.13 20:00modify160.101.988441.973442.00344
622023.04.14 14:21buy170.101.995200.000000.00000
632023.04.14 14:21modify170.101.995201.992192.00344
642023.04.14 14:21buy180.101.995200.000000.00000
652023.04.14 14:21modify180.101.995201.992942.00344
662023.04.14 14:21modify160.101.988441.992942.00344
672023.04.14 14:21modify170.101.995201.992942.00344
682023.04.14 14:54buy190.102.000460.000000.00000
692023.04.14 14:54modify190.102.000461.996692.00344
702023.04.14 14:54modify180.101.995201.996692.00344
712023.04.14 14:54modify170.101.995201.996692.00344
722023.04.14 14:54modify160.101.988441.996692.00344
732023.04.17 06:10t/p160.102.003441.996692.0034490.3110415.45
742023.04.17 06:10t/p170.102.003441.996692.0034449.6510465.10
752023.04.17 06:10t/p180.102.003441.996692.0034449.6510514.74
762023.04.17 06:10t/p190.102.003441.996692.0034417.7310532.47
772023.05.19 12:00buy200.101.982030.000000.00000
782023.05.19 12:00modify200.101.982031.967031.99703
792023.05.24 01:10buy210.101.988780.000000.00000
802023.05.24 01:10modify210.101.988781.985781.99703
812023.05.24 01:10buy220.101.988780.000000.00000
822023.05.24 01:10modify220.101.988781.986531.99703
832023.05.24 01:10modify200.101.982031.986531.99703
842023.05.24 01:10modify210.101.988781.986531.99703
852023.05.24 01:50s/l200.101.986531.986531.9970326.2410558.70
862023.05.24 01:50s/l210.101.986531.986531.99703-13.6610545.04
872023.05.24 01:50s/l220.101.986531.986531.99703-13.6610531.38
882023.05.31 08:00sell230.102.061740.000000.00000
892023.05.31 08:00modify230.102.061742.076742.04674
902023.06.02 03:39sell240.102.054960.000000.00000
912023.06.02 03:39modify240.102.054962.057992.04674
922023.06.02 03:39sell250.102.054960.000000.00000
932023.06.02 03:39modify250.102.054962.057242.04674
942023.06.02 03:39modify230.102.061742.057242.04674
952023.06.02 03:39modify240.102.054962.057242.04674
962023.06.02 04:26s/l230.102.057242.057242.0467427.4610558.85
972023.06.02 04:26s/l240.102.057242.057242.04674-13.8310545.02
982023.06.02 04:26s/l250.102.057242.057242.04674-13.8310531.19
992023.06.12 20:00buy260.102.043320.000000.00000
1002023.06.12 20:00modify260.102.043322.028322.05832
1012023.06.13 02:31buy270.102.050090.000000.00000
1022023.06.13 02:31modify270.102.050092.047072.05832
1032023.06.13 02:31buy280.102.050090.000000.00000
1042023.06.13 02:31modify280.102.050092.047822.05832
1052023.06.13 02:31modify260.102.043322.047822.05832
1062023.06.13 02:31modify270.102.050092.047822.05832
1072023.06.13 03:09s/l260.102.047822.047822.0583226.9610558.14
1082023.06.13 03:09s/l270.102.047822.047822.05832-13.7810544.36
1092023.06.13 03:09s/l280.102.047822.047822.05832-13.7810530.58
1102023.07.05 08:00buy290.102.051950.000000.00000
1112023.07.05 08:00modify290.102.051952.036952.06695
1122023.07.06 04:06buy300.102.058720.000000.00000
1132023.07.06 04:06modify300.102.058722.055702.06695
1142023.07.06 04:06buy310.102.058720.000000.00000
1152023.07.06 04:06modify310.102.058722.056452.06695
1162023.07.06 04:06modify290.102.051952.056452.06695
1172023.07.06 04:06modify300.102.058722.056452.06695
1182023.07.06 04:23s/l290.102.056452.056452.0669526.2410556.82
1192023.07.06 04:23s/l300.102.056452.056452.06695-13.7810543.04
1202023.07.06 04:23s/l310.102.056452.056452.06695-13.7810529.26
1212023.07.11 16:00sell320.102.087290.000000.00000
1222023.07.11 16:00modify320.102.087292.102292.07229
1232023.07.12 02:23sell330.102.080540.000000.00000
1242023.07.12 02:23modify330.102.080542.083542.07229
1252023.07.12 02:23sell340.102.080540.000000.00000
1262023.07.12 02:23modify340.102.080542.082792.07229
1272023.07.12 02:23modify320.102.087292.082792.07229
1282023.07.12 02:23modify330.102.080542.082792.07229
1292023.07.12 03:45s/l320.102.082792.082792.0722927.3610556.61
1302023.07.12 03:45s/l330.102.082792.082792.07229-13.6510542.96
1312023.07.12 03:45s/l340.102.082792.082792.07229-13.6510529.31