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=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 test1915Ticks modelled46119451Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1078.30Gross profit1608.11Gross loss-529.80
Profit factor3.04Expected payoff18.92
Absolute drawdown19.22Maximal drawdown449.41 (4.27%)Relative drawdown4.27% (449.41)
Total trades57Short positions (won %)32 (62.50%)Long positions (won %)25 (76.00%)
Profit trades (% of total)39 (68.42%)Loss trades (% of total)18 (31.58%)
Largestprofit trade91.03loss trade-67.06
Averageprofit trade41.23loss trade-29.43
Maximumconsecutive wins (profit in money)9 (428.04)consecutive losses (loss in money)4 (-160.73)
Maximalconsecutive profit (count of wins)428.04 (9)consecutive loss (count of losses)-160.73 (4)
Averageconsecutive wins3consecutive 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 13:03buy20.101.926430.000000.00000
42022.08.04 13:03modify20.101.926431.921871.93612
52022.08.04 13:03modify10.101.921121.921871.93612
62022.08.04 15:24buy30.101.929390.000000.00000
72022.08.04 15:24modify30.101.929391.925621.93612
82022.08.04 15:24modify20.101.926431.925621.93612
92022.08.04 15:24modify10.101.921121.925621.93612
102022.08.05 03:43buy40.101.932440.000000.00000
112022.08.05 03:43modify40.101.932441.926371.93612
122022.08.05 03:43modify30.101.929391.926371.93612
132022.08.05 03:43modify20.101.926431.926371.93612
142022.08.05 03:43modify10.101.921121.926371.93612
152022.08.08 06:41t/p10.101.936121.926371.9361290.2710090.27
162022.08.08 06:41t/p20.101.936121.926371.9361258.0610148.33
172022.08.08 06:41t/p30.101.936121.926371.9361240.1110188.44
182022.08.08 06:41t/p40.101.936121.926371.9361221.9710210.41
192022.08.11 12:00buy50.101.897110.000000.00000
202022.08.11 12:00modify50.101.897111.886111.91211
212022.08.12 04:56s/l50.101.886111.886111.91211-67.0610143.35
222022.08.12 16:00buy60.101.885020.000000.00000
232022.08.12 16:00modify60.101.885021.874021.90002
242022.08.15 07:00buy70.101.890280.000000.00000
252022.08.15 07:00modify70.101.890281.885771.90002
262022.08.15 07:00modify60.101.885021.885771.90002
272022.08.15 07:48buy80.101.893320.000000.00000
282022.08.15 07:48modify80.101.893321.889521.90002
292022.08.15 07:48modify70.101.890281.889521.90002
302022.08.15 07:48modify60.101.885021.889521.90002
312022.08.15 09:35buy90.101.896300.000000.00000
322022.08.15 09:35modify90.101.896301.890271.90002
332022.08.15 09:35modify80.101.893321.890271.90002
342022.08.15 09:35modify70.101.890281.890271.90002
352022.08.15 09:35modify60.101.885021.890271.90002
362022.08.15 12:37t/p60.101.900021.890271.9000290.6210233.96
372022.08.15 12:37t/p70.101.900021.890271.9000259.0710293.03
382022.08.15 12:37t/p80.101.900021.890271.9000240.6310333.66
392022.08.15 12:37t/p90.101.900021.890271.9000222.5610356.22
402022.08.16 16:00sell100.101.907940.000000.00000
412022.08.16 16:00modify100.101.907941.918941.89294
422022.08.17 02:00sell110.101.902680.000000.00000
432022.08.17 02:00modify110.101.902681.907191.89294
442022.08.17 02:00modify100.101.907941.907191.89294
452022.08.17 02:00s/l100.101.907191.907191.892944.5910360.81
462022.08.17 02:00s/l110.101.907191.907191.89294-27.3610333.45
472022.08.17 12:00sell120.101.920390.000000.00000
482022.08.17 12:00modify120.101.920391.931391.90539
492022.08.17 21:14sell130.101.915140.000000.00000
502022.08.17 21:14modify130.101.915141.919641.90539
512022.08.17 21:14modify120.101.920391.919641.90539
522022.08.17 22:02s/l120.101.919641.919641.905394.5510338.00
532022.08.17 22:02s/l130.101.919641.919641.90539-27.3010310.70
542022.09.14 12:00sell140.101.929610.000000.00000
552022.09.14 12:00modify140.101.929611.940611.91461
562022.09.14 14:24sell150.101.924340.000000.00000
572022.09.14 14:24modify150.101.924341.928861.91461
582022.09.14 14:24modify140.101.929611.928861.91461
592022.09.14 20:24sell160.101.921340.000000.00000
602022.09.14 20:24modify160.101.921341.925111.91461
612022.09.14 20:24modify150.101.924341.925111.91461
622022.09.14 20:24modify140.101.929611.925111.91461
632022.09.14 22:44sell170.101.918360.000000.00000
642022.09.14 22:44modify170.101.918361.924361.91461
652022.09.14 22:44modify160.101.921341.924361.91461
662022.09.14 22:44modify150.101.924341.924361.91461
672022.09.14 22:44modify140.101.929611.924361.91461
682022.09.15 22:46s/l140.101.924361.924361.9146131.9510342.64
692022.09.15 22:46s/l150.101.924361.924361.91461-0.0210342.62
702022.09.15 22:46s/l160.101.924361.924361.91461-18.2210324.40
712022.09.15 22:46s/l170.101.924361.924361.91461-36.2910288.10
722022.09.20 12:00sell180.101.935910.000000.00000
732022.09.20 12:00modify180.101.935911.946911.92091
742022.09.20 15:54sell190.101.930660.000000.00000
752022.09.20 15:54modify190.101.930661.935161.92091
762022.09.20 15:54modify180.101.935911.935161.92091
772022.09.20 18:51sell200.101.927650.000000.00000
782022.09.20 18:51modify200.101.927651.931411.92091
792022.09.20 18:51modify190.101.930661.931411.92091
802022.09.20 18:51modify180.101.935911.931411.92091
812022.09.21 03:21s/l180.101.931411.931411.9209127.3410315.44
822022.09.21 03:21s/l190.101.931411.931411.92091-4.5110310.93
832022.09.21 03:21s/l200.101.931411.931411.92091-22.7710288.15
842022.09.23 12:00buy210.101.910170.000000.00000
852022.09.23 12:00modify210.101.910171.899171.92517
862022.09.23 14:21s/l210.101.899171.899171.92517-66.7110221.44
872022.10.13 12:00sell220.102.000470.000000.00000
882022.10.13 12:00modify220.102.000472.011471.98547
892022.10.13 12:30s/l220.102.011472.011471.98547-66.7310154.71
902022.11.03 16:00buy230.101.935620.000000.00000
912022.11.03 16:00modify230.101.935621.924621.95062
922022.11.04 00:53buy240.101.940910.000000.00000
932022.11.04 00:53modify240.101.940911.936371.95062
942022.11.04 00:53modify230.101.935621.936371.95062
952022.11.04 01:02s/l230.101.936371.936371.950624.2010158.91
962022.11.04 01:02s/l240.101.936371.936371.95062-27.5310131.38
972023.01.19 12:00sell250.101.935360.000000.00000
982023.01.19 12:00modify250.101.935361.946361.92036
992023.01.19 14:26sell260.101.930110.000000.00000
1002023.01.19 14:26modify260.101.930111.934611.92036
1012023.01.19 14:26modify250.101.935361.934611.92036
1022023.01.19 15:43s/l250.101.934611.934611.920364.5510135.93
1032023.01.19 15:43s/l260.101.934611.934611.92036-27.3010108.63
1042023.01.24 16:00buy270.101.894040.000000.00000
1052023.01.24 16:00modify270.101.894041.883041.90904
1062023.01.24 23:00buy280.101.899370.000000.00000
1072023.01.24 23:00modify280.101.899371.894791.90904
1082023.01.24 23:00modify270.101.894041.894791.90904
1092023.01.24 23:08buy290.101.902290.000000.00000
1102023.01.24 23:08modify290.101.902291.898541.90904
1112023.01.24 23:08modify280.101.899371.898541.90904
1122023.01.24 23:08modify270.101.894041.898541.90904
1132023.01.24 23:56s/l270.101.898541.898541.9090427.3010135.93
1142023.01.24 23:56s/l280.101.898541.898541.90904-5.0310130.90
1152023.01.24 23:56s/l290.101.898541.898541.90904-22.7410108.16
1162023.02.02 16:00buy300.101.888610.000000.00000
1172023.02.02 16:00modify300.101.888611.877611.90361
1182023.02.03 11:13buy310.101.893870.000000.00000
1192023.02.03 11:13modify310.101.893871.889361.90361
1202023.02.03 11:13modify300.101.888611.889361.90361
1212023.02.03 13:30s/l300.101.889361.889361.903614.2010112.35
1222023.02.03 13:30s/l310.101.889361.889361.90361-27.3510085.00
1232023.02.06 16:00sell320.101.913380.000000.00000
1242023.02.06 16:00modify320.101.913381.924381.89838
1252023.02.06 19:23sell330.101.908090.000000.00000
1262023.02.06 19:23modify330.101.908091.912631.89838
1272023.02.06 19:23modify320.101.913381.912631.89838
1282023.02.06 22:05sell340.101.904900.000000.00000
1292023.02.06 22:05modify340.101.904901.908881.89838
1302023.02.06 22:05modify330.101.908091.908881.89838
1312023.02.06 22:05modify320.101.913381.908881.89838
1322023.02.07 03:30sell350.101.902120.000000.00000
1332023.02.07 03:30modify350.101.902121.908131.89838
1342023.02.07 03:30modify340.101.904901.908131.89838
1352023.02.07 03:30modify330.101.908091.908131.89838
1362023.02.07 03:30modify320.101.913381.908131.89838
1372023.02.07 09:45t/p320.101.898381.908131.8983891.0310176.03
1382023.02.07 09:45t/p330.101.898381.908131.8983858.9410234.96
1392023.02.07 09:45t/p340.101.898381.908131.8983839.5910274.55
1402023.02.07 09:45t/p350.101.898381.908131.8983822.6910297.24
1412023.02.21 16:00sell360.101.947270.000000.00000
1422023.02.21 16:00modify360.101.947271.958271.93227
1432023.02.22 01:01sell370.101.941950.000000.00000
1442023.02.22 01:01modify370.101.941951.946521.93227
1452023.02.22 01:01modify360.101.947271.946521.93227
1462023.02.22 01:16s/l360.101.946521.946521.932274.5910301.83
1472023.02.22 01:16s/l370.101.946521.946521.93227-27.7210274.11
1482023.02.28 12:00sell380.101.963380.000000.00000
1492023.02.28 12:00modify380.101.963381.974381.94838
1502023.02.28 15:47sell390.101.958130.000000.00000
1512023.02.28 15:47modify390.101.958131.962631.94838
1522023.02.28 15:47modify380.101.963381.962631.94838
1532023.02.28 15:56sell400.101.955040.000000.00000
1542023.02.28 15:56modify400.101.955041.958881.94838
1552023.02.28 15:56modify390.101.958131.958881.94838
1562023.02.28 15:56modify380.101.963381.958881.94838
1572023.02.28 16:09sell410.101.952110.000000.00000
1582023.02.28 16:09modify410.101.952111.958131.94838
1592023.02.28 16:09modify400.101.955041.958131.94838
1602023.02.28 16:09modify390.101.958131.958131.94838
1612023.02.28 16:09modify380.101.963381.958131.94838
1622023.02.28 18:42t/p380.101.948381.958131.9483890.9910365.10
1632023.02.28 18:42t/p390.101.948381.958131.9483859.1410424.24
1642023.02.28 18:42t/p400.101.948381.958131.9483840.4010464.64
1652023.02.28 18:42t/p410.101.948381.958131.9483822.6310487.27
1662023.03.10 12:00sell420.101.961420.000000.00000
1672023.03.10 12:00modify420.101.961421.972421.94642
1682023.03.10 13:28sell430.101.956160.000000.00000
1692023.03.10 13:28modify430.101.956161.960671.94642
1702023.03.10 13:28modify420.101.961421.960671.94642
1712023.03.10 14:07s/l420.101.960671.960671.946424.5510491.82
1722023.03.10 14:07s/l430.101.960671.960671.94642-27.3610464.46
1732023.04.13 16:00buy440.101.987440.000000.00000
1742023.04.13 16:00modify440.101.987441.976442.00244
1752023.04.14 13:49buy450.101.992870.000000.00000
1762023.04.14 13:49modify450.101.992871.988192.00244
1772023.04.14 13:49modify440.101.987441.988192.00244
1782023.04.14 14:22buy460.101.995710.000000.00000
1792023.04.14 14:22modify460.101.995711.991942.00244
1802023.04.14 14:22modify450.101.992871.991942.00244
1812023.04.14 14:22modify440.101.987441.991942.00244
1822023.04.14 14:24buy470.101.998740.000000.00000
1832023.04.14 14:24modify470.101.998741.992692.00244
1842023.04.14 14:24modify460.101.995711.992692.00244
1852023.04.14 14:24modify450.101.992871.992692.00244
1862023.04.14 14:24modify440.101.987441.992692.00244
1872023.04.17 04:41t/p440.102.002441.992692.0024490.2410554.70
1882023.04.17 04:41t/p450.102.002441.992692.0024457.6710612.36
1892023.04.17 04:41t/p460.102.002441.992692.0024440.4510652.81
1902023.04.17 04:41t/p470.102.002441.992692.0024422.0810674.88
1912023.05.02 12:00buy480.102.008650.000000.00000
1922023.05.02 12:00modify480.102.008651.997652.02365
1932023.05.03 18:35buy490.102.013930.000000.00000
1942023.05.03 18:35modify490.102.013932.009402.02365
1952023.05.03 18:35modify480.102.008652.009402.02365
1962023.05.03 19:48buy500.102.016920.000000.00000
1972023.05.03 19:48modify500.102.016922.013152.02365
1982023.05.03 19:48modify490.102.013932.013152.02365
1992023.05.03 19:48modify480.102.008652.013152.02365
2002023.05.03 22:07buy510.102.019910.000000.00000
2012023.05.03 22:07modify510.102.019912.013902.02365
2022023.05.03 22:07modify500.102.016922.013902.02365
2032023.05.03 22:07modify490.102.013932.013902.02365
2042023.05.03 22:07modify480.102.008652.013902.02365
2052023.05.03 22:17t/p480.102.023652.013902.0236590.6010765.48
2062023.05.03 22:17t/p490.102.023652.013902.0236558.9410824.42
2072023.05.03 22:17t/p500.102.023652.013902.0236540.8110865.23
2082023.05.03 22:17t/p510.102.023652.013902.0236522.6810887.91
2092023.07.11 12:00sell520.102.088390.000000.00000
2102023.07.11 12:00modify520.102.088392.099392.07339
2112023.07.12 00:34sell530.102.083060.000000.00000
2122023.07.12 00:34modify530.102.083062.087642.07339
2132023.07.12 00:34modify520.102.088392.087642.07339
2142023.07.12 02:01s/l520.102.087642.087642.073394.5910892.49
2152023.07.12 02:01s/l530.102.087642.087642.07339-27.7810864.71
2162023.07.18 12:00sell540.102.086290.000000.00000
2172023.07.18 12:00modify540.102.086292.097292.07129
2182023.07.18 13:59sell550.102.081040.000000.00000
2192023.07.18 13:59modify550.102.081042.085542.07129
2202023.07.18 13:59modify540.102.086292.085542.07129
2212023.07.18 14:58sell560.102.078010.000000.00000
2222023.07.18 14:58modify560.102.078012.081792.07129
2232023.07.18 14:58modify550.102.081042.081792.07129
2242023.07.18 14:58modify540.102.086292.081792.07129
2252023.07.18 15:58sell570.102.075040.000000.00000
2262023.07.18 15:58modify570.102.075042.081042.07129
2272023.07.18 15:58modify560.102.078012.081042.07129
2282023.07.18 15:58modify550.102.081042.081042.07129
2292023.07.18 15:58modify540.102.086292.081042.07129
2302023.07.18 22:45t/p540.102.071292.081042.0712990.9710955.68
2312023.07.18 22:45t/p550.102.071292.081042.0712959.1311014.81
2322023.07.18 22:45t/p560.102.071292.081042.0712940.7511055.56
2332023.07.18 22:45t/p570.102.071292.081042.0712922.7411078.30