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=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 test1915Ticks modelled46119451Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit879.68Gross profit1413.62Gross loss-533.95
Profit factor2.65Expected payoff14.91
Absolute drawdown214.53Maximal drawdown263.02 (2.62%)Relative drawdown2.62% (263.02)
Total trades59Short positions (won %)30 (50.00%)Long positions (won %)29 (79.31%)
Profit trades (% of total)38 (64.41%)Loss trades (% of total)21 (35.59%)
Largestprofit trade78.92loss trade-91.37
Averageprofit trade37.20loss trade-25.43
Maximumconsecutive wins (profit in money)13 (534.37)consecutive losses (loss in money)3 (-123.48)
Maximalconsecutive profit (count of wins)534.37 (13)consecutive loss (count of losses)-123.48 (3)
Averageconsecutive wins3consecutive 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 12:08buy20.101.929090.000000.00000
42022.08.09 12:08modify20.101.929091.923861.93556
52022.08.09 12:08modify10.101.922561.923861.93556
62022.08.09 14:39buy30.101.930420.000000.00000
72022.08.09 14:39modify30.101.930421.927111.93556
82022.08.09 14:39modify20.101.929091.927111.93556
92022.08.09 14:39modify10.101.922561.927111.93556
102022.08.09 14:46s/l10.101.927111.927111.9355627.6110027.61
112022.08.09 14:46s/l20.101.927111.927111.93556-12.0210015.59
122022.08.09 14:46s/l30.101.927111.927111.93556-20.099995.50
132022.08.11 16:00buy40.101.898530.000000.00000
142022.08.11 16:00modify40.101.898531.883531.91153
152022.08.12 10:35s/l40.101.883531.883531.91153-91.379904.13
162022.08.12 12:00buy50.101.887770.000000.00000
172022.08.12 12:00modify50.101.887771.872771.90077
182022.08.15 07:54buy60.101.894350.000000.00000
192022.08.15 07:54modify60.101.894351.889071.90077
202022.08.15 07:54modify50.101.887771.889071.90077
212022.08.15 08:07buy70.101.895570.000000.00000
222022.08.15 08:07modify70.101.895571.892321.90077
232022.08.15 08:07modify60.101.894351.892321.90077
242022.08.15 08:07modify50.101.887771.892321.90077
252022.08.15 08:27s/l50.101.892321.892321.9007727.279931.39
262022.08.15 08:27s/l60.101.892321.892321.90077-12.319919.08
272022.08.15 08:27s/l70.101.892321.892321.90077-19.729899.36
282022.09.07 08:00sell80.101.909420.000000.00000
292022.09.07 08:00modify80.101.909421.924421.89642
302022.09.07 09:28sell90.101.902880.000000.00000
312022.09.07 09:28modify90.101.902881.908121.89642
322022.09.07 09:28modify80.101.909421.908121.89642
332022.09.07 10:01sell100.101.901570.000000.00000
342022.09.07 10:01modify100.101.901571.904871.89642
352022.09.07 10:01modify90.101.902881.904871.89642
362022.09.07 10:01modify80.101.909421.904871.89642
372022.09.07 10:19s/l80.101.904871.904871.8964227.629926.98
382022.09.07 10:19s/l90.101.904871.904871.89642-12.089914.90
392022.09.07 10:19s/l100.101.904871.904871.89642-20.039894.87
402023.01.03 16:00sell110.101.920610.000000.00000
412023.01.03 16:00modify110.101.920611.935611.90761
422023.01.03 17:59sell120.101.914080.000000.00000
432023.01.03 17:59modify120.101.914081.919311.90761
442023.01.03 17:59modify110.101.920611.919311.90761
452023.01.03 18:15s/l110.101.919311.919311.907617.899902.76
462023.01.03 18:15s/l120.101.919311.919311.90761-31.749871.02
472023.02.02 08:00buy130.101.897350.000000.00000
482023.02.02 08:00modify130.101.897351.882351.91035
492023.02.03 18:19buy140.101.903880.000000.00000
502023.02.03 18:19modify140.101.903881.898651.91035
512023.02.03 18:19modify130.101.897351.898651.91035
522023.02.03 18:46buy150.101.905150.000000.00000
532023.02.03 18:46modify150.101.905151.901901.91035
542023.02.03 18:46modify140.101.903881.901901.91035
552023.02.03 18:46modify130.101.897351.901901.91035
562023.02.06 00:41buy160.101.907160.000000.00000
572023.02.06 00:41modify160.101.907161.901901.91035
582023.02.06 09:20t/p130.101.910351.901901.9103578.189949.20
592023.02.06 09:20t/p140.101.910351.901901.9103538.919988.11
602023.02.06 09:20t/p150.101.910351.901901.9103531.2110019.31
612023.02.06 09:20t/p160.101.910351.901901.9103519.3610038.67
622023.02.22 00:00sell170.101.947590.000000.00000
632023.02.22 00:00modify170.101.947591.962591.93459
642023.02.22 06:56sell180.101.941090.000000.00000
652023.02.22 06:56modify180.101.941091.946291.93459
662023.02.22 06:56modify170.101.947591.946291.93459
672023.02.22 11:49sell190.101.939780.000000.00000
682023.02.22 11:49modify190.101.939781.943041.93459
692023.02.22 11:49modify180.101.941091.943041.93459
702023.02.22 11:49modify170.101.947591.943041.93459
712023.02.22 12:37sell200.101.937840.000000.00000
722023.02.22 12:37modify200.101.937841.943041.93459
732023.02.22 22:04t/p170.101.934591.943041.9345978.9210117.59
742023.02.22 22:04t/p180.101.934591.943041.9345939.4610157.05
752023.02.22 22:04t/p190.101.934591.943041.9345931.5110188.56
762023.02.22 22:04t/p200.101.934591.943041.9345919.7310208.29
772023.02.28 04:00sell210.101.956490.000000.00000
782023.02.28 04:00modify210.101.956491.971491.94349
792023.02.28 17:29sell220.101.949960.000000.00000
802023.02.28 17:29modify220.101.949961.955191.94349
812023.02.28 17:29modify210.101.956491.955191.94349
822023.02.28 17:49sell230.101.948690.000000.00000
832023.02.28 17:49modify230.101.948691.951941.94349
842023.02.28 17:49modify220.101.949961.951941.94349
852023.02.28 17:49modify210.101.956491.951941.94349
862023.02.28 20:55sell240.101.946730.000000.00000
872023.02.28 20:55modify240.101.946731.951941.94349
882023.02.28 21:55t/p210.101.943491.951941.9434978.9210287.21
892023.02.28 21:55t/p220.101.943491.951941.9434939.2810326.49
902023.02.28 21:55t/p230.101.943491.951941.9434931.5710358.06
912023.02.28 21:55t/p240.101.943491.951941.9434919.6710377.73
922023.03.10 16:00sell250.101.960120.000000.00000
932023.03.10 16:00modify250.101.960121.975121.94712
942023.03.13 08:34sell260.101.953590.000000.00000
952023.03.13 08:34modify260.101.953591.958821.94712
962023.03.13 08:34modify250.101.960121.958821.94712
972023.03.13 08:53sell270.101.952290.000000.00000
982023.03.13 08:53modify270.101.952291.955571.94712
992023.03.13 08:53modify260.101.953591.955571.94712
1002023.03.13 08:53modify250.101.960121.955571.94712
1012023.03.13 09:22s/l250.101.955571.955571.9471227.6610405.39
1022023.03.13 09:22s/l260.101.955571.955571.94712-12.0210393.37
1032023.03.13 09:22s/l270.101.955571.955571.94712-19.9110373.46
1042023.03.21 16:00sell280.101.976050.000000.00000
1052023.03.21 16:00modify280.101.976051.991051.96305
1062023.03.22 06:13sell290.101.969550.000000.00000
1072023.03.22 06:13modify290.101.969551.974751.96305
1082023.03.22 06:13modify280.101.976051.974751.96305
1092023.03.22 07:00sell300.101.968170.000000.00000
1102023.03.22 07:00modify300.101.968171.971501.96305
1112023.03.22 07:00modify290.101.969551.971501.96305
1122023.03.22 07:00modify280.101.976051.971501.96305
1132023.03.22 07:00s/l280.101.971501.971501.9630527.6610401.12
1142023.03.22 07:00s/l290.101.971501.971501.96305-11.8410389.28
1152023.03.22 07:00s/l300.101.971501.971501.96305-20.2210369.06
1162023.04.12 00:00sell310.102.006450.000000.00000
1172023.04.12 00:00modify310.102.006452.021451.99345
1182023.04.12 12:30sell320.101.999930.000000.00000
1192023.04.12 12:30modify320.101.999932.005151.99345
1202023.04.12 12:30modify310.102.006452.005151.99345
1212023.04.12 12:34sell330.101.998610.000000.00000
1222023.04.12 12:34modify330.101.998612.001901.99345
1232023.04.12 12:34modify320.101.999932.001901.99345
1242023.04.12 12:34modify310.102.006452.001901.99345
1252023.04.12 13:02sell340.101.996680.000000.00000
1262023.04.12 13:02modify340.101.996682.001901.99345
1272023.04.12 13:25s/l310.102.001902.001901.9934527.6310396.69
1282023.04.12 13:25s/l320.102.001902.001901.99345-11.9510384.74
1292023.04.12 13:25s/l330.102.001902.001901.99345-19.9710364.77
1302023.04.12 13:25s/l340.102.001902.001901.99345-31.6810333.09
1312023.04.14 04:00buy350.101.987930.000000.00000
1322023.04.14 04:00modify350.101.987931.972932.00093
1332023.04.14 14:08buy360.101.994490.000000.00000
1342023.04.14 14:08modify360.101.994491.989232.00093
1352023.04.14 14:08modify350.101.987931.989232.00093
1362023.04.14 14:22buy370.101.995740.000000.00000
1372023.04.14 14:22modify370.101.995741.992482.00093
1382023.04.14 14:22modify360.101.994491.992482.00093
1392023.04.14 14:22modify350.101.987931.992482.00093
1402023.04.14 14:24buy380.101.997720.000000.00000
1412023.04.14 14:24modify380.101.997721.992482.00093
1422023.04.14 15:03t/p350.102.000931.992482.0009378.9010411.99
1432023.04.14 15:03t/p360.102.000931.992482.0009339.0810451.07
1442023.04.14 15:03t/p370.102.000931.992482.0009331.4910482.56
1452023.04.14 15:03t/p380.102.000931.992482.0009319.4810502.04
1462023.05.02 16:00buy390.102.010250.000000.00000
1472023.05.02 16:00modify390.102.010251.995252.02325
1482023.05.03 19:39buy400.102.016840.000000.00000
1492023.05.03 19:39modify400.102.016842.011552.02325
1502023.05.03 19:39modify390.102.010252.011552.02325
1512023.05.03 22:00buy410.102.018120.000000.00000
1522023.05.03 22:00modify410.102.018122.014802.02325
1532023.05.03 22:00modify400.102.016842.014802.02325
1542023.05.03 22:00modify390.102.010252.014802.02325
1552023.05.03 22:07buy420.102.020040.000000.00000
1562023.05.03 22:07modify420.102.020042.014802.02325
1572023.05.03 22:16t/p390.102.023252.014802.0232578.5610580.59
1582023.05.03 22:16t/p400.102.023252.014802.0232538.9110619.50
1592023.05.03 22:16t/p410.102.023252.014802.0232531.1410650.64
1602023.05.03 22:16t/p420.102.023252.014802.0232519.4810670.12
1612023.05.19 12:00buy430.101.982030.000000.00000
1622023.05.19 12:00modify430.101.982031.967031.99503
1632023.05.23 13:52buy440.101.988530.000000.00000
1642023.05.23 13:52modify440.101.988531.983331.99503
1652023.05.23 13:52modify430.101.982031.983331.99503
1662023.05.24 02:00buy450.101.990080.000000.00000
1672023.05.24 02:00modify450.101.990081.986581.99503
1682023.05.24 02:00modify440.101.988531.986581.99503
1692023.05.24 02:00modify430.101.982031.986581.99503
1702023.05.24 02:00buy460.101.991930.000000.00000
1712023.05.24 02:00modify460.101.991931.986581.99503
1722023.05.24 02:00t/p430.101.995031.986581.9950377.8510747.97
1732023.05.24 02:00t/p440.101.995031.986581.9950339.1010787.06
1742023.05.24 02:00t/p450.101.995031.986581.9950330.0410817.10
1752023.05.24 02:00t/p460.101.995031.986581.9950318.8110835.91
1762023.05.24 12:00sell470.102.020110.000000.00000
1772023.05.24 12:00modify470.102.020112.035112.00711
1782023.05.25 09:11s/l470.102.035112.035112.00711-90.9610744.95
1792023.05.31 08:00sell480.102.061740.000000.00000
1802023.05.31 08:00modify480.102.061742.076742.04874
1812023.06.02 03:39sell490.102.055170.000000.00000
1822023.06.02 03:39modify490.102.055172.060442.04874
1832023.06.02 03:39modify480.102.061742.060442.04874
1842023.06.02 03:48sell500.102.053930.000000.00000
1852023.06.02 03:48modify500.102.053932.057192.04874
1862023.06.02 03:48modify490.102.055172.057192.04874
1872023.06.02 03:48modify480.102.061742.057192.04874
1882023.06.02 04:26s/l480.102.057192.057192.0487427.7610772.71
1892023.06.02 04:26s/l490.102.057192.057192.04874-12.2710760.44
1902023.06.02 04:26s/l500.102.057192.057192.04874-19.7910740.65
1912023.06.22 12:00buy510.102.057210.000000.00000
1922023.06.22 12:00modify510.102.057212.042212.07021
1932023.06.22 18:58buy520.102.063710.000000.00000
1942023.06.22 18:58modify520.102.063712.058512.07021
1952023.06.22 18:58modify510.102.057212.058512.07021
1962023.06.23 02:18buy530.102.065020.000000.00000
1972023.06.23 02:18modify530.102.065022.061762.07021
1982023.06.23 02:18modify520.102.063712.061762.07021
1992023.06.23 02:18modify510.102.057212.061762.07021
2002023.06.23 02:38buy540.102.067020.000000.00000
2012023.06.23 02:38modify540.102.067022.061762.07021
2022023.06.23 05:58t/p510.102.070212.061762.0702178.5510819.20
2032023.06.23 05:58t/p520.102.070212.061762.0702139.1010858.29
2042023.06.23 05:58t/p530.102.070212.061762.0702131.5010889.79
2052023.06.23 05:58t/p540.102.070212.061762.0702119.3610909.15
2062023.07.05 08:00buy550.102.051950.000000.00000
2072023.07.05 08:00modify550.102.051952.036952.06495
2082023.07.06 04:06buy560.102.058450.000000.00000
2092023.07.06 04:06modify560.102.058452.053252.06495
2102023.07.06 04:06modify550.102.051952.053252.06495
2112023.07.06 06:14s/l550.102.053252.053252.064956.8310915.98
2122023.07.06 06:14s/l560.102.053252.053252.06495-31.5610884.42
2132023.07.11 16:00sell570.102.087290.000000.00000
2142023.07.11 16:00modify570.102.087292.102292.07429
2152023.07.12 02:23sell580.102.080680.000000.00000
2162023.07.12 02:23modify580.102.080682.085992.07429
2172023.07.12 02:23modify570.102.087292.085992.07429
2182023.07.12 02:31sell590.102.079460.000000.00000
2192023.07.12 02:31modify590.102.079462.082742.07429
2202023.07.12 02:31modify580.102.080682.082742.07429
2212023.07.12 02:31modify570.102.087292.082742.07429
2222023.07.12 03:45s/l570.102.082742.082742.0742927.6710912.09
2232023.07.12 03:45s/l580.102.082742.082742.07429-12.5010899.59
2242023.07.12 03:45s/l590.102.082742.082742.07429-19.9110879.68