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=2; RSIHelp="------------------------------------"; RSI_Period=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 profit927.63Gross profit1372.85Gross loss-445.22
Profit factor3.08Expected payoff18.93
Absolute drawdown120.65Maximal drawdown248.76 (2.28%)Relative drawdown2.28% (248.76)
Total trades49Short positions (won %)29 (75.86%)Long positions (won %)20 (65.00%)
Profit trades (% of total)35 (71.43%)Loss trades (% of total)14 (28.57%)
Largestprofit trade91.16loss trade-79.22
Averageprofit trade39.22loss trade-31.80
Maximumconsecutive wins (profit in money)11 (536.77)consecutive losses (loss in money)2 (-97.42)
Maximalconsecutive profit (count of wins)536.77 (11)consecutive loss (count of losses)-97.42 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.11 13:00buy10.101.897370.000000.00000
22022.08.11 13:00modify10.101.897371.884371.91237
32022.08.12 09:20s/l10.101.884371.884371.91237-79.229920.78
42022.09.13 20:00sell20.101.918700.000000.00000
52022.09.13 20:00modify20.101.918701.931701.90370
62022.09.13 21:15sell30.101.914160.000000.00000
72022.09.13 21:15modify30.101.914161.917201.90370
82022.09.13 21:15modify20.101.918701.917201.90370
92022.09.13 22:20s/l20.101.917201.917201.903709.119929.89
102022.09.13 22:20s/l30.101.917201.917201.90370-18.449911.45
112022.10.02 21:00sell40.101.990590.000000.00000
122022.10.02 21:00modify40.101.990592.003591.97559
132022.10.02 22:45sell50.101.985860.000000.00000
142022.10.02 22:45modify50.101.985861.989091.97559
152022.10.02 22:45modify40.101.990591.989091.97559
162022.10.02 23:15sell60.101.982200.000000.00000
172022.10.02 23:15modify60.101.982201.985341.97559
182022.10.02 23:15modify50.101.985861.985341.97559
192022.10.02 23:15modify40.101.990591.985341.97559
202022.10.03 01:50t/p40.101.975591.985341.9755991.0710002.51
212022.10.03 01:50t/p50.101.975591.985341.9755962.3610064.87
222022.10.03 01:50t/p60.101.975591.985341.9755940.1510105.01
232022.11.03 20:00buy70.101.932310.000000.00000
242022.11.03 20:00modify70.101.932311.919311.94731
252022.11.03 23:50buy80.101.936950.000000.00000
262022.11.03 23:50modify80.101.936951.933811.94731
272022.11.03 23:50modify70.101.932311.933811.94731
282022.11.04 02:20s/l70.101.933811.933811.947318.7510113.76
292022.11.04 02:20s/l80.101.933811.933811.94731-19.4010094.35
302022.11.04 14:00buy90.101.916380.000000.00000
312022.11.04 14:00modify90.101.916381.903381.93138
322022.11.06 22:45buy100.101.924770.000000.00000
332022.11.06 22:45modify100.101.924771.921631.93138
342022.11.06 22:45modify90.101.916381.921631.93138
352022.11.06 23:50s/l90.101.921631.921631.9313831.8510126.20
362022.11.06 23:50s/l100.101.921631.921631.93138-19.0510107.15
372023.02.21 19:00sell110.101.949720.000000.00000
382023.02.21 19:00modify110.101.949721.962721.93472
392023.02.22 03:17sell120.101.945060.000000.00000
402023.02.22 03:17modify120.101.945061.948221.93472
412023.02.22 03:17modify110.101.949721.948221.93472
422023.02.22 08:59sell130.101.941390.000000.00000
432023.02.22 08:59modify130.101.941391.944471.93472
442023.02.22 08:59modify120.101.945061.944471.93472
452023.02.22 08:59modify110.101.949721.944471.93472
462023.02.22 12:37sell140.101.937640.000000.00000
472023.02.22 12:37modify140.101.937641.943721.93472
482023.02.22 12:37modify130.101.941391.943721.93472
492023.02.22 12:37modify120.101.945061.943721.93472
502023.02.22 12:37modify110.101.949721.943721.93472
512023.02.22 22:02t/p110.101.934721.943721.9347291.0710198.22
522023.02.22 22:02t/p120.101.934721.943721.9347262.7510260.97
532023.02.22 22:02t/p130.101.934721.943721.9347240.4810301.45
542023.02.22 22:02t/p140.101.934721.943721.9347217.7210319.17
552023.02.28 10:00sell150.101.964820.000000.00000
562023.02.28 10:00modify150.101.964821.977821.94982
572023.02.28 16:59sell160.101.952520.000000.00000
582023.02.28 16:59modify160.101.952521.958821.94982
592023.02.28 16:59modify150.101.964821.958821.94982
602023.02.28 17:32t/p150.101.949821.958821.9498291.0310410.20
612023.02.28 17:32t/p160.101.949821.958821.9498216.3910426.59
622023.03.01 13:00buy170.101.924780.000000.00000
632023.03.01 13:00modify170.101.924781.911781.93978
642023.03.03 13:57buy180.101.929510.000000.00000
652023.03.03 13:57modify180.101.929511.926281.93978
662023.03.03 13:57modify170.101.924781.926281.93978
672023.03.03 15:45buy190.101.933080.000000.00000
682023.03.03 15:45modify190.101.933081.930031.93978
692023.03.03 15:45modify180.101.929511.930031.93978
702023.03.03 15:45modify170.101.924781.930031.93978
712023.03.05 23:15buy200.101.936960.000000.00000
722023.03.05 23:15modify200.101.936961.930781.93978
732023.03.05 23:15modify190.101.933081.930781.93978
742023.03.05 23:15modify180.101.929511.930781.93978
752023.03.05 23:15modify170.101.924781.930781.93978
762023.03.06 08:15t/p170.101.939781.930781.9397889.2310515.82
772023.03.06 08:15t/p180.101.939781.930781.9397861.9610577.77
782023.03.06 08:15t/p190.101.939781.930781.9397840.3010618.07
792023.03.06 08:15t/p200.101.939781.930781.9397816.7610634.82
802023.03.10 11:00sell210.101.961390.000000.00000
812023.03.10 11:00modify210.101.961391.974391.94639
822023.03.10 13:27sell220.101.956870.000000.00000
832023.03.10 13:27modify220.101.956871.959891.94639
842023.03.10 13:27modify210.101.961391.959891.94639
852023.03.10 13:50s/l210.101.959891.959891.946399.1010643.92
862023.03.10 13:50s/l220.101.959891.959891.94639-18.3310625.59
872023.03.20 20:00sell230.101.964540.000000.00000
882023.03.20 20:00modify230.101.964541.977541.94954
892023.03.21 08:50s/l230.101.977541.977541.94954-78.8510546.74
902023.04.06 17:00sell240.101.992110.000000.00000
912023.04.06 17:00modify240.101.992112.005111.97711
922023.04.07 03:50sell250.101.987400.000000.00000
932023.04.07 03:50modify250.101.987401.990611.97711
942023.04.07 03:50modify240.101.992111.990611.97711
952023.04.07 05:07s/l240.101.990611.990611.977119.1410555.88
962023.04.07 05:07s/l250.101.990611.990611.97711-19.4810536.40
972023.04.11 12:00sell260.102.001820.000000.00000
982023.04.11 12:00modify260.102.001822.014821.98682
992023.04.13 13:32sell270.101.993460.000000.00000
1002023.04.13 13:32modify270.101.993461.996571.98682
1012023.04.13 13:32modify260.102.001821.996571.98682
1022023.04.13 13:59sell280.101.989760.000000.00000
1032023.04.13 13:59modify280.101.989761.995821.98682
1042023.04.13 13:59modify270.101.993461.995821.98682
1052023.04.13 13:59modify260.102.001821.995821.98682
1062023.04.13 15:20t/p260.101.986821.995821.9868291.1610627.56
1072023.04.13 15:20t/p270.101.986821.995821.9868240.2910667.85
1082023.04.13 15:20t/p280.101.986821.995821.9868217.8410685.69
1092023.04.13 18:00buy290.101.986440.000000.00000
1102023.04.13 18:00modify290.101.986441.973442.00144
1112023.04.14 12:50buy300.101.991130.000000.00000
1122023.04.14 12:50modify300.101.991131.987942.00144
1132023.04.14 12:50modify290.101.986441.987942.00144
1142023.04.14 15:15t/p290.102.001441.987942.0014490.6610776.34
1152023.04.14 15:15t/p300.102.001441.987942.0014462.5510838.89
1162023.04.26 10:00sell310.102.035180.000000.00000
1172023.04.26 10:00modify310.102.035182.048182.02018
1182023.04.27 04:50sell320.102.030460.000000.00000
1192023.04.27 04:50modify320.102.030462.033682.02018
1202023.04.27 04:50modify310.102.035182.033682.02018
1212023.04.27 06:25sell330.102.026930.000000.00000
1222023.04.27 06:25modify330.102.026932.029932.02018
1232023.04.27 06:25modify320.102.030462.029932.02018
1242023.04.27 06:25modify310.102.035182.029932.02018
1252023.04.27 07:20s/l310.102.029932.029932.0201831.9710870.86
1262023.04.27 07:20s/l320.102.029932.029932.020183.2210874.08
1272023.04.27 07:20s/l330.102.029932.029932.02018-18.2010855.88
1282023.05.02 11:00buy340.102.014320.000000.00000
1292023.05.02 11:00modify340.102.014322.001322.02932
1302023.05.03 01:20s/l340.102.001322.001322.02932-79.2210776.66
1312023.05.08 16:00buy350.101.989770.000000.00000
1322023.05.08 16:00modify350.101.989771.976772.00477
1332023.05.09 07:26buy360.101.994420.000000.00000
1342023.05.09 07:26modify360.101.994421.991272.00477
1352023.05.09 07:26modify350.101.989771.991272.00477
1362023.05.09 07:45s/l350.101.991271.991272.004778.7510785.40
1372023.05.09 07:45s/l360.101.991271.991272.00477-19.1110766.29
1382023.05.12 12:00sell370.102.010670.000000.00000
1392023.05.12 12:00modify370.102.010672.023671.99567
1402023.05.15 04:20sell380.102.005940.000000.00000
1412023.05.15 04:20modify380.102.005942.009171.99567
1422023.05.15 04:20modify370.102.010672.009171.99567
1432023.05.15 09:20s/l370.102.009172.009171.995679.1410775.43
1442023.05.15 09:20s/l380.102.009172.009171.99567-19.6010755.83
1452023.05.17 11:00buy390.101.992130.000000.00000
1462023.05.17 11:00modify390.101.992131.979132.00713
1472023.05.17 14:25buy400.101.996750.000000.00000
1482023.05.17 14:25modify400.101.996751.993632.00713
1492023.05.17 14:25modify390.101.992131.993632.00713
1502023.05.17 21:20s/l390.101.993631.993632.007139.1010764.93
1512023.05.17 21:20s/l400.101.993631.993632.00713-18.9310746.00
1522023.07.11 13:00sell410.102.087550.000000.00000
1532023.07.11 13:00modify410.102.087552.100552.07255
1542023.07.12 00:45sell420.102.082990.000000.00000
1552023.07.12 00:45modify420.102.082992.086052.07255
1562023.07.12 00:45modify410.102.087552.086052.07255
1572023.07.12 02:02s/l410.102.086052.086052.072559.1410755.13
1582023.07.12 02:02s/l420.102.086052.086052.07255-18.5710736.56
1592023.07.12 19:00buy430.102.060770.000000.00000
1602023.07.12 19:00modify430.102.060772.047772.07577
1612023.07.17 07:59buy440.102.065270.000000.00000
1622023.07.17 07:59modify440.102.065272.062272.07577
1632023.07.17 07:59modify430.102.060772.062272.07577
1642023.07.17 13:40buy450.102.069120.000000.00000
1652023.07.17 13:40modify450.102.069122.066022.07577
1662023.07.17 13:40modify440.102.065272.066022.07577
1672023.07.17 13:40modify430.102.060772.066022.07577
1682023.07.17 14:50s/l430.102.066022.066022.0757730.0810766.64
1692023.07.17 14:50s/l440.102.066022.066022.075774.5510771.19
1702023.07.17 14:50s/l450.102.066022.066022.07577-18.8010752.39
1712023.07.23 21:00sell460.102.079170.000000.00000
1722023.07.23 21:00modify460.102.079172.092172.06417
1732023.07.24 08:17sell470.102.074560.000000.00000
1742023.07.24 08:17modify470.102.074562.077672.06417
1752023.07.24 08:17modify460.102.079172.077672.06417
1762023.07.24 14:35sell480.102.067150.000000.00000
1772023.07.24 14:35modify480.102.067152.073172.06417
1782023.07.24 14:35modify470.102.074562.073172.06417
1792023.07.24 14:35modify460.102.079172.073172.06417
1802023.07.24 21:20t/p460.102.064172.073172.0641791.0710843.46
1812023.07.24 21:20t/p470.102.064172.073172.0641763.0510906.51
1822023.07.24 21:20t/p480.102.064172.073172.0641718.0910924.60
1832023.07.31 16:00buy490.102.067840.000000.00000
1842023.07.31 16:00modify490.102.067842.054842.08284
1852023.07.31 23:59close at stop490.102.068342.054842.082843.0310927.63