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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=150; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 profit1254.41Gross profit1642.47Gross loss-388.06
Profit factor4.23Expected payoff25.09
Absolute drawdown161.66Maximal drawdown209.60 (2.09%)Relative drawdown2.09% (209.60)
Total trades50Short positions (won %)28 (67.86%)Long positions (won %)22 (86.36%)
Profit trades (% of total)38 (76.00%)Loss trades (% of total)12 (24.00%)
Largestprofit trade78.95loss trade-91.38
Averageprofit trade43.22loss trade-32.34
Maximumconsecutive wins (profit in money)12 (505.74)consecutive losses (loss in money)3 (-124.58)
Maximalconsecutive profit (count of wins)505.74 (12)consecutive loss (count of losses)-124.58 (3)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.09 04:00buy10.101.922560.000000.00000
22022.08.09 04:00modify10.101.922561.907561.93556
32022.08.09 12:05buy20.101.929240.000000.00000
42022.08.09 12:05modify20.101.929241.923861.93556
52022.08.09 12:05modify10.101.922561.923861.93556
62022.08.09 14:15buy30.101.930450.000000.00000
72022.08.09 14:15modify30.101.930451.927111.93556
82022.08.09 14:15modify20.101.929241.927111.93556
92022.08.09 14:15modify10.101.922561.927111.93556
102022.08.09 14:30s/l10.101.927111.927111.9355627.6110027.61
112022.08.09 14:30s/l20.101.927111.927111.93556-12.9310014.68
122022.08.09 14:30s/l30.101.927111.927111.93556-20.279994.41
132022.08.11 16:00buy40.101.898530.000000.00000
142022.08.11 16:00modify40.101.898531.883531.91153
152022.08.12 10:15s/l40.101.883531.883531.91153-91.389903.03
162022.08.12 12:00buy50.101.887770.000000.00000
172022.08.12 12:00modify50.101.887771.872771.90077
182022.08.15 08:40buy60.101.895570.000000.00000
192022.08.15 08:40modify60.101.895571.892321.90077
202022.08.15 08:40modify50.101.887771.892321.90077
212022.08.15 11:45buy70.101.897610.000000.00000
222022.08.15 11:45modify70.101.897611.892321.90077
232022.08.15 13:05t/p50.101.900771.892321.9007778.549981.56
242022.08.15 13:05t/p60.101.900771.892321.9007731.5510013.11
252022.08.15 13:05t/p70.101.900771.892321.9007719.1710032.28
262022.09.07 08:00sell80.101.909420.000000.00000
272022.09.07 08:00modify80.101.909421.924421.89642
282022.09.07 09:50sell90.101.902640.000000.00000
292022.09.07 09:50modify90.101.902641.908121.89642
302022.09.07 09:50modify80.101.909421.908121.89642
312022.09.07 11:00sell100.101.899490.000000.00000
322022.09.07 11:00modify100.101.899491.904871.89642
332022.09.07 11:00modify90.101.902641.904871.89642
342022.09.07 11:00modify80.101.909421.904871.89642
352022.09.07 12:30sell110.101.901440.000000.00000
362022.09.07 12:30modify110.101.901441.904871.89642
372022.09.07 13:40t/p80.101.896421.904871.8964278.9110111.19
382022.09.07 13:40t/p90.101.896421.904871.8964237.7610148.95
392022.09.07 13:40t/p100.101.896421.904871.8964218.6310167.58
402022.09.07 13:40t/p110.101.896421.904871.8964230.4710198.05
412023.01.03 16:00sell120.101.920610.000000.00000
422023.01.03 16:00modify120.101.920611.935611.90761
432023.01.03 17:50sell130.101.912530.000000.00000
442023.01.03 17:50modify130.101.912531.916061.90761
452023.01.03 17:50modify120.101.920611.916061.90761
462023.01.03 18:15sell140.101.914010.000000.00000
472023.01.03 18:15modify140.101.914011.919311.90761
482023.01.03 18:20s/l120.101.916061.916061.9076127.6210225.67
492023.01.03 18:20s/l130.101.916061.916061.90761-21.4310204.24
502023.01.03 18:20close140.101.917421.919311.90761-20.7010183.54
512023.02.02 08:00buy150.101.897350.000000.00000
522023.02.02 08:00modify150.101.897351.882351.91035
532023.02.03 18:40buy160.101.905280.000000.00000
542023.02.03 18:40modify160.101.905281.901901.91035
552023.02.03 18:40modify150.101.897351.901901.91035
562023.02.03 19:20buy170.101.904150.000000.00000
572023.02.03 19:20modify170.101.904151.898651.91035
582023.02.03 19:25modify170.101.904151.901901.91035
592023.02.05 22:05buy180.101.907370.000000.00000
602023.02.05 22:05modify180.101.907371.901901.91035
612023.02.06 09:05t/p150.101.910351.901901.9103578.1810261.72
622023.02.06 09:05t/p160.101.910351.901901.9103530.4210292.14
632023.02.06 09:05t/p170.101.910351.901901.9103537.2710329.40
642023.02.06 09:05t/p180.101.910351.901901.9103517.7310347.13
652023.02.22 00:00sell190.101.947590.000000.00000
662023.02.22 00:00modify190.101.947591.962591.93459
672023.02.22 06:50sell200.101.940940.000000.00000
682023.02.22 06:50modify200.101.940941.946291.93459
692023.02.22 06:50modify190.101.947591.946291.93459
702023.02.22 11:50sell210.101.939730.000000.00000
712023.02.22 11:50modify210.101.939731.943041.93459
722023.02.22 11:50modify200.101.940941.943041.93459
732023.02.22 11:50modify190.101.947591.943041.93459
742023.02.22 12:40sell220.101.937640.000000.00000
752023.02.22 12:40modify220.101.937641.943041.93459
762023.02.22 22:05t/p190.101.934591.943041.9345978.9110426.04
772023.02.22 22:05t/p200.101.934591.943041.9345938.5410464.58
782023.02.22 22:05t/p210.101.934591.943041.9345931.2010495.78
792023.02.22 22:05t/p220.101.934591.943041.9345918.5110514.29
802023.02.28 04:00sell230.101.956490.000000.00000
812023.02.28 04:00modify230.101.956491.971491.94349
822023.02.28 17:30sell240.101.949740.000000.00000
832023.02.28 17:30modify240.101.949741.955191.94349
842023.02.28 17:30modify230.101.956491.955191.94349
852023.02.28 17:50sell250.101.948510.000000.00000
862023.02.28 17:50modify250.101.948511.951941.94349
872023.02.28 17:50modify240.101.949741.951941.94349
882023.02.28 17:50modify230.101.956491.951941.94349
892023.02.28 21:40t/p230.101.943491.951941.9434978.9210593.21
902023.02.28 21:40t/p240.101.943491.951941.9434937.9410631.15
912023.02.28 21:40t/p250.101.943491.951941.9434930.4810661.63
922023.03.10 16:00sell260.101.960120.000000.00000
932023.03.10 16:00modify260.101.960121.975121.94712
942023.03.13 08:30sell270.101.953560.000000.00000
952023.03.13 08:30modify270.101.953561.958821.94712
962023.03.13 08:30modify260.101.960121.958821.94712
972023.03.13 08:50sell280.101.952250.000000.00000
982023.03.13 08:50modify280.101.952251.955571.94712
992023.03.13 08:50modify270.101.953561.955571.94712
1002023.03.13 08:50modify260.101.960121.955571.94712
1012023.03.13 09:30s/l260.101.955571.955571.9471227.6610689.29
1022023.03.13 09:30s/l270.101.955571.955571.94712-12.2010677.09
1032023.03.13 09:30s/l280.101.955571.955571.94712-20.1510656.94
1042023.03.21 16:00sell290.101.976050.000000.00000
1052023.03.21 16:00modify290.101.976051.991051.96305
1062023.03.21 21:05sell300.101.969300.000000.00000
1072023.03.21 21:05modify300.101.969301.974751.96305
1082023.03.21 21:05modify290.101.976051.974751.96305
1092023.03.22 00:05s/l290.101.974751.974751.963057.9310664.86
1102023.03.22 00:05s/l300.101.974751.974751.96305-33.0510631.81
1112023.04.12 00:00sell310.102.006450.000000.00000
1122023.04.12 00:00modify310.102.006452.021451.99345
1132023.04.12 12:30sell320.101.999840.000000.00000
1142023.04.12 12:30modify320.101.999842.005151.99345
1152023.04.12 12:30modify310.102.006452.005151.99345
1162023.04.12 13:15sell330.101.996530.000000.00000
1172023.04.12 13:15modify330.101.996532.001901.99345
1182023.04.12 13:15modify320.101.999842.001901.99345
1192023.04.12 13:15modify310.102.006452.001901.99345
1202023.04.12 13:30s/l310.102.001902.001901.9934527.6210659.43
1212023.04.12 13:30s/l320.102.001902.001901.99345-12.5010646.93
1222023.04.12 13:30s/l330.102.001902.001901.99345-32.5910614.34
1232023.04.14 04:00buy340.101.987930.000000.00000
1242023.04.14 04:00modify340.101.987931.972932.00093
1252023.04.14 15:30t/p340.102.000931.972932.0009378.8910693.23
1262023.05.02 16:00buy350.102.010250.000000.00000
1272023.05.02 16:00modify350.102.010251.995252.02325
1282023.05.03 19:50buy360.102.016990.000000.00000
1292023.05.03 19:50modify360.102.016992.011552.02325
1302023.05.03 19:50modify350.102.010252.011552.02325
1312023.05.03 22:40t/p350.102.023252.011552.0232578.5510771.77
1322023.05.03 22:40t/p360.102.023252.011552.0232537.9910809.76
1332023.05.19 12:00buy370.101.982030.000000.00000
1342023.05.19 12:00modify370.101.982031.967031.99503
1352023.05.23 13:40buy380.101.988630.000000.00000
1362023.05.23 13:40modify380.101.988631.983331.99503
1372023.05.23 13:40modify370.101.982031.983331.99503
1382023.05.24 02:05buy390.101.989940.000000.00000
1392023.05.24 02:05modify390.101.989941.986581.99503
1402023.05.24 02:05modify380.101.988631.986581.99503
1412023.05.24 02:05modify370.101.982031.986581.99503
1422023.05.24 02:20t/p370.101.995031.986581.9950377.8310887.59
1432023.05.24 02:20t/p380.101.995031.986581.9950338.4910926.07
1442023.05.24 02:20t/p390.101.995031.986581.9950330.8910956.96
1452023.05.24 12:00sell400.102.020110.000000.00000
1462023.05.24 12:00modify400.102.020112.035112.00711
1472023.05.25 09:30s/l400.102.035112.035112.00711-90.9410866.02
1482023.05.31 08:00sell410.102.061740.000000.00000
1492023.05.31 08:00modify410.102.061742.076742.04874
1502023.06.02 03:50sell420.102.053910.000000.00000
1512023.06.02 03:50modify420.102.053912.057192.04874
1522023.06.02 03:50modify410.102.061742.057192.04874
1532023.06.02 04:40s/l410.102.057192.057192.0487427.7610893.78
1542023.06.02 04:40s/l420.102.057192.057192.04874-19.9110873.87
1552023.06.22 12:00buy430.102.057210.000000.00000
1562023.06.22 12:00modify430.102.057212.042212.07021
1572023.06.22 18:40buy440.102.064000.000000.00000
1582023.06.22 18:40modify440.102.064002.058512.07021
1592023.06.22 18:40modify430.102.057212.058512.07021
1602023.06.23 02:20buy450.102.065040.000000.00000
1612023.06.23 02:20modify450.102.065042.061762.07021
1622023.06.23 02:20modify440.102.064002.061762.07021
1632023.06.23 02:20modify430.102.057212.061762.07021
1642023.06.23 02:50buy460.102.067010.000000.00000
1652023.06.23 02:50modify460.102.067012.061762.07021
1662023.06.23 05:40t/p430.102.070212.061762.0702178.5410952.41
1672023.06.23 05:40t/p440.102.070212.061762.0702137.3310989.74
1682023.06.23 05:40t/p450.102.070212.061762.0702131.3711021.11
1692023.06.23 05:40t/p460.102.070212.061762.0702119.4211040.53
1702023.07.05 08:00buy470.102.051950.000000.00000
1712023.07.05 08:00modify470.102.051952.036952.06495
1722023.07.06 12:40t/p470.102.064952.036952.0649577.8311118.35
1732023.07.11 16:00sell480.102.087290.000000.00000
1742023.07.11 16:00modify480.102.087292.102292.07429
1752023.07.12 12:30sell490.102.080540.000000.00000
1762023.07.12 12:30modify490.102.080542.085992.07429
1772023.07.12 12:30modify480.102.087292.085992.07429
1782023.07.12 12:50sell500.102.077450.000000.00000
1792023.07.12 12:50modify500.102.077452.082742.07429
1802023.07.12 12:50modify490.102.080542.082742.07429
1812023.07.12 12:50modify480.102.087292.082742.07429
1822023.07.12 13:30t/p480.102.074292.082742.0742978.9511197.30
1832023.07.12 13:30t/p490.102.074292.082742.0742937.9311235.23
1842023.07.12 13:30t/p500.102.074292.082742.0742919.1811254.41