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=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=12; 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 profit1670.27Gross profit2104.61Gross loss-434.34
Profit factor4.85Expected payoff32.75
Absolute drawdown19.23Maximal drawdown467.98 (4.46%)Relative drawdown4.46% (467.98)
Total trades51Short positions (won %)32 (78.12%)Long positions (won %)19 (78.95%)
Profit trades (% of total)40 (78.43%)Loss trades (% of total)11 (21.57%)
Largestprofit trade91.17loss trade-67.09
Averageprofit trade52.62loss trade-39.49
Maximumconsecutive wins (profit in money)19 (1087.10)consecutive losses (loss in money)4 (-224.96)
Maximalconsecutive profit (count of wins)1087.10 (19)consecutive loss (count of losses)-224.96 (4)
Averageconsecutive wins6consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.08.04 12:00buy10.101.921120.000000.00000
22022.08.04 12:00modify10.101.921121.910121.93612
32022.08.04 17:30buy20.101.929460.000000.00000
42022.08.04 17:30modify20.101.929461.925621.93612
52022.08.04 17:30modify10.101.921121.925621.93612
62022.08.05 03:50buy30.101.932580.000000.00000
72022.08.05 03:50modify30.101.932581.926371.93612
82022.08.05 03:50modify20.101.929461.926371.93612
92022.08.05 03:50modify10.101.921121.926371.93612
102022.08.08 06:40t/p10.101.936121.926371.9361290.3010090.30
112022.08.08 06:40t/p20.101.936121.926371.9361239.7010130.00
122022.08.08 06:40t/p30.101.936121.926371.9361221.1310151.13
132022.08.11 12:00buy40.101.897110.000000.00000
142022.08.11 12:00modify40.101.897111.886111.91211
152022.08.12 04:40s/l40.101.886111.886111.91211-67.0910084.03
162022.08.12 16:00buy50.101.885020.000000.00000
172022.08.12 16:00modify50.101.885021.874021.90002
182022.08.15 09:05buy60.101.896490.000000.00000
192022.08.15 09:05modify60.101.896491.890271.90002
202022.08.15 09:05modify50.101.885021.890271.90002
212022.08.15 12:40t/p50.101.900021.890271.9000290.6610174.69
222022.08.15 12:40t/p60.101.900021.890271.9000221.4210196.11
232022.08.16 16:00sell70.101.907940.000000.00000
242022.08.16 16:00modify70.101.907941.918941.89294
252022.08.17 02:30sell80.101.902560.000000.00000
262022.08.17 02:30modify80.101.902561.907191.89294
272022.08.17 02:30modify70.101.907941.907191.89294
282022.08.17 03:20s/l70.101.907191.907191.892944.6010200.71
292022.08.17 03:20s/l80.101.907191.907191.89294-28.0910172.62
302022.08.17 12:00sell90.101.920390.000000.00000
312022.08.17 12:00modify90.101.920391.931391.90539
322022.08.18 16:40sell100.101.909010.000000.00000
332022.08.18 16:40modify100.101.909011.915141.90539
342022.08.18 16:40modify90.101.920391.915141.90539
352022.08.18 19:30t/p90.101.905391.915141.9053991.1410263.75
362022.08.18 19:30t/p100.101.905391.915141.9053921.9710285.72
372022.09.14 12:00sell110.101.929610.000000.00000
382022.09.14 12:00modify110.101.929611.940611.91461
392022.09.14 15:10sell120.101.924180.000000.00000
402022.09.14 15:10modify120.101.924181.928861.91461
412022.09.14 15:10modify110.101.929611.928861.91461
422022.09.14 20:53sell130.101.921220.000000.00000
432022.09.14 20:53modify130.101.921221.925111.91461
442022.09.14 20:53modify120.101.924181.925111.91461
452022.09.14 20:53modify110.101.929611.925111.91461
462022.09.15 01:55sell140.101.918320.000000.00000
472022.09.15 01:55modify140.101.918321.924361.91461
482022.09.15 01:55modify130.101.921221.924361.91461
492022.09.15 01:55modify120.101.924181.924361.91461
502022.09.15 01:55modify110.101.929611.924361.91461
512022.09.15 22:40s/l110.101.924361.924361.9146131.9710317.69
522022.09.15 22:40s/l120.101.924361.924361.91461-0.9910316.70
532022.09.15 22:40s/l130.101.924361.924361.91461-18.9510297.74
542022.09.15 22:40s/l140.101.924361.924361.91461-36.6610261.08
552022.09.20 12:00sell150.101.935910.000000.00000
562022.09.20 12:00modify150.101.935911.946911.92091
572022.09.20 18:40sell160.101.927390.000000.00000
582022.09.20 18:40modify160.101.927391.931411.92091
592022.09.20 18:40modify150.101.935911.931411.92091
602022.09.21 03:40s/l150.101.931411.931411.9209127.3510288.43
612022.09.21 03:40s/l160.101.931411.931411.92091-24.3610264.06
622022.09.23 12:00buy170.101.910170.000000.00000
632022.09.23 12:00modify170.101.910171.899171.92517
642022.09.23 14:20s/l170.101.899171.899171.92517-66.7410197.32
652022.10.13 12:00sell180.102.000470.000000.00000
662022.10.13 12:00modify180.102.000472.011471.98547
672022.10.13 12:30s/l180.102.011472.011471.98547-66.7610130.56
682022.11.03 16:00buy190.101.935620.000000.00000
692022.11.03 16:00modify190.101.935621.924621.95062
702022.11.04 10:40s/l190.101.924621.924621.95062-67.0910063.47
712023.01.19 12:00sell200.101.935360.000000.00000
722023.01.19 12:00modify200.101.935361.946361.92036
732023.01.20 04:50sell210.101.929980.000000.00000
742023.01.20 04:50modify210.101.929981.934611.92036
752023.01.20 04:50modify200.101.935361.934611.92036
762023.01.20 09:15t/p200.101.920361.934611.9203691.0710154.54
772023.01.20 09:15t/p210.101.920361.934611.9203658.3810212.92
782023.01.24 16:00buy220.101.894040.000000.00000
792023.01.24 16:00modify220.101.894041.883041.90904
802023.01.25 03:35buy230.101.899420.000000.00000
812023.01.25 03:35modify230.101.899421.894791.90904
822023.01.25 03:35modify220.101.894041.894791.90904
832023.01.25 12:30buy240.101.902350.000000.00000
842023.01.25 12:30modify240.101.902351.898541.90904
852023.01.25 12:30modify230.101.899421.898541.90904
862023.01.25 12:30modify220.101.894041.898541.90904
872023.01.25 13:20buy250.101.905320.000000.00000
882023.01.25 13:20modify250.101.905321.899291.90904
892023.01.25 13:20modify240.101.902351.899291.90904
902023.01.25 13:20modify230.101.899421.899291.90904
912023.01.25 13:20modify220.101.894041.899291.90904
922023.01.25 14:40t/p220.101.909041.899291.9090490.6610303.57
932023.01.25 14:40t/p230.101.909041.899291.9090458.3710361.94
942023.01.25 14:40t/p240.101.909041.899291.9090440.5910402.53
952023.01.25 14:40t/p250.101.909041.899291.9090422.5710425.10
962023.02.02 16:00buy260.101.888610.000000.00000
972023.02.02 16:00modify260.101.888611.877611.90361
982023.02.03 12:05buy270.101.894070.000000.00000
992023.02.03 12:05modify270.101.894071.889361.90361
1002023.02.03 12:05modify260.101.888611.889361.90361
1012023.02.03 13:05s/l260.101.889361.889361.903614.2010429.30
1022023.02.03 13:05s/l270.101.889361.889361.90361-28.5810400.72
1032023.02.06 16:00sell280.101.913380.000000.00000
1042023.02.06 16:00modify280.101.913381.924381.89838
1052023.02.06 19:40sell290.101.908090.000000.00000
1062023.02.06 19:40modify290.101.908091.912631.89838
1072023.02.06 19:40modify280.101.913381.912631.89838
1082023.02.06 22:25sell300.101.905040.000000.00000
1092023.02.06 22:25modify300.101.905041.908881.89838
1102023.02.06 22:25modify290.101.908091.908881.89838
1112023.02.06 22:25modify280.101.913381.908881.89838
1122023.02.07 09:53t/p280.101.898381.908881.8983891.0710491.78
1132023.02.07 09:53t/p290.101.898381.908881.8983858.9710550.75
1142023.02.07 09:53t/p300.101.898381.908881.8983840.4610591.20
1152023.02.21 16:00sell310.101.947270.000000.00000
1162023.02.21 16:00modify310.101.947271.958271.93227
1172023.02.22 09:25sell320.101.941820.000000.00000
1182023.02.22 09:25modify320.101.941821.946521.93227
1192023.02.22 09:25modify310.101.947271.946521.93227
1202023.02.22 12:30sell330.101.938910.000000.00000
1212023.02.22 12:30modify330.101.938911.942771.93227
1222023.02.22 12:30modify320.101.941821.942771.93227
1232023.02.22 12:30modify310.101.947271.942771.93227
1242023.02.22 21:40sell340.101.935760.000000.00000
1252023.02.22 21:40modify340.101.935761.942021.93227
1262023.02.22 21:40modify330.101.938911.942021.93227
1272023.02.22 21:40modify320.101.941821.942021.93227
1282023.02.22 21:40modify310.101.947271.942021.93227
1292023.02.23 01:40t/p310.101.932271.942021.9322791.1710682.38
1302023.02.23 01:40t/p320.101.932271.942021.9322758.0710740.44
1312023.02.23 01:40t/p330.101.932271.942021.9322740.4110780.85
1322023.02.23 01:40t/p340.101.932271.942021.9322721.2910802.14
1332023.02.28 12:00sell350.101.963380.000000.00000
1342023.02.28 12:00modify350.101.963381.974381.94838
1352023.02.28 15:50sell360.101.954960.000000.00000
1362023.02.28 15:50modify360.101.954961.958881.94838
1372023.02.28 15:50modify350.101.963381.958881.94838
1382023.02.28 16:40sell370.101.952070.000000.00000
1392023.02.28 16:40modify370.101.952071.958131.94838
1402023.02.28 16:40modify360.101.954961.958131.94838
1412023.02.28 16:40modify350.101.963381.958131.94838
1422023.02.28 18:40t/p350.101.948381.958131.9483891.0310893.17
1432023.02.28 18:40t/p360.101.948381.958131.9483839.9310933.10
1442023.02.28 18:40t/p370.101.948381.958131.9483822.3910955.49
1452023.03.10 12:00sell380.101.961420.000000.00000
1462023.03.10 12:00modify380.101.961421.972421.94642
1472023.03.13 03:40sell390.101.956120.000000.00000
1482023.03.13 03:40modify390.101.956121.960671.94642
1492023.03.13 03:40modify380.101.961421.960671.94642
1502023.03.13 10:40sell400.101.952980.000000.00000
1512023.03.13 10:40modify400.101.952981.956921.94642
1522023.03.13 10:40modify390.101.956121.956921.94642
1532023.03.13 10:40modify380.101.961421.956921.94642
1542023.03.13 13:30t/p380.101.946421.956921.9464291.0811046.56
1552023.03.13 13:30t/p390.101.946421.956921.9464258.8711105.43
1562023.03.13 13:30t/p400.101.946421.956921.9464239.8211145.25
1572023.04.13 16:00buy410.101.987440.000000.00000
1582023.04.13 16:00modify410.101.987441.976442.00244
1592023.04.14 13:30buy420.101.992730.000000.00000
1602023.04.14 13:30modify420.101.992731.988192.00244
1612023.04.14 13:30modify410.101.987441.988192.00244
1622023.04.17 04:30t/p410.102.002441.988192.0024490.3011235.55
1632023.04.17 04:30t/p420.102.002441.988192.0024458.5611294.11
1642023.05.02 12:00buy430.102.008650.000000.00000
1652023.05.02 12:00modify430.102.008651.997652.02365
1662023.05.03 19:00buy440.102.014080.000000.00000
1672023.05.03 19:00modify440.102.014082.009402.02365
1682023.05.03 19:00modify430.102.008652.009402.02365
1692023.05.03 19:50buy450.102.016990.000000.00000
1702023.05.03 19:50modify450.102.016992.013152.02365
1712023.05.03 19:50modify440.102.014082.013152.02365
1722023.05.03 19:50modify430.102.008652.013152.02365
1732023.05.03 22:40t/p430.102.023652.013152.0236590.6611384.77
1742023.05.03 22:40t/p440.102.023652.013152.0236558.0611442.83
1752023.05.03 22:40t/p450.102.023652.013152.0236540.4111483.24
1762023.07.11 12:00sell460.102.088390.000000.00000
1772023.07.11 12:00modify460.102.088392.099392.07339
1782023.07.12 01:35sell470.102.082860.000000.00000
1792023.07.12 01:35modify470.102.082862.087642.07339
1802023.07.12 01:35modify460.102.088392.087642.07339
1812023.07.12 02:05s/l460.102.087642.087642.073394.5911487.82
1822023.07.12 02:05s/l470.102.087642.087642.07339-29.0111458.81
1832023.07.18 12:00sell480.102.086290.000000.00000
1842023.07.18 12:00modify480.102.086292.097292.07129
1852023.07.18 13:40sell490.102.080890.000000.00000
1862023.07.18 13:40modify490.102.080892.085542.07129
1872023.07.18 13:40modify480.102.086292.085542.07129
1882023.07.18 14:50sell500.102.077970.000000.00000
1892023.07.18 14:50modify500.102.077972.081792.07129
1902023.07.18 14:50modify490.102.080892.081792.07129
1912023.07.18 14:50modify480.102.086292.081792.07129
1922023.07.18 15:40sell510.102.074850.000000.00000
1932023.07.18 15:40modify510.102.074852.081042.07129
1942023.07.18 15:40modify500.102.077972.081042.07129
1952023.07.18 15:40modify490.102.080892.081042.07129
1962023.07.18 15:40modify480.102.086292.081042.07129
1972023.07.18 22:30t/p480.102.071292.081042.0712991.0411549.85
1982023.07.18 22:30t/p490.102.071292.081042.0712958.2711608.12
1992023.07.18 22:30t/p500.102.071292.081042.0712940.5411648.66
2002023.07.18 22:30t/p510.102.071292.081042.0712921.6111670.27