Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000)
Period1 Hour (H1) 2022.09.01 00:00 - 2023.08.31 23:00 (2022.09.01 - 2023.09.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; 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 test7234Ticks modelled158492Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1231.82Gross profit1992.40Gross loss-760.58
Profit factor2.62Expected payoff16.65
Absolute drawdown247.39Maximal drawdown270.16 (2.70%)Relative drawdown2.70% (270.16)
Total trades74Short positions (won %)41 (68.29%)Long positions (won %)33 (60.61%)
Profit trades (% of total)48 (64.86%)Loss trades (% of total)26 (35.14%)
Largestprofit trade88.32loss trade-47.08
Averageprofit trade41.51loss trade-29.25
Maximumconsecutive wins (profit in money)11 (594.13)consecutive losses (loss in money)5 (-210.51)
Maximalconsecutive profit (count of wins)594.13 (11)consecutive loss (count of losses)-210.51 (5)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.02 14:00buy10.101.886650.000000.00000
22022.09.02 14:00modify10.101.886651.878651.90165
32022.09.05 20:07buy20.101.891180.000000.00000
42022.09.05 20:07modify20.101.891181.887401.90165
52022.09.05 20:07modify10.101.886651.887401.90165
62022.09.05 21:00s/l10.101.887401.887401.901654.0710004.07
72022.09.05 21:00s/l20.101.887401.887401.90165-22.239981.84
82022.09.23 11:00buy30.101.911160.000000.00000
92022.09.23 11:00modify30.101.911161.903161.92616
102022.09.23 13:40s/l30.101.903161.903161.92616-47.069934.78
112022.09.26 09:00sell40.101.874210.000000.00000
122022.09.26 09:00modify40.101.874211.882211.85921
132022.09.26 09:20s/l40.101.882211.882211.85921-47.089887.70
142022.09.28 11:00buy50.101.896510.000000.00000
152022.09.28 11:00modify50.101.896511.888511.91151
162022.09.28 11:15s/l50.101.888511.888511.91151-47.069840.64
172022.09.29 13:00sell60.101.919790.000000.00000
182022.09.29 13:00modify60.101.919791.927791.90479
192022.09.29 13:40s/l60.101.927791.927791.90479-47.089793.56
202022.09.30 09:00sell70.101.958350.000000.00000
212022.09.30 09:00modify70.101.958351.966351.94335
222022.09.30 09:32sell80.101.953680.000000.00000
232022.09.30 09:32modify80.101.953681.957601.94335
242022.09.30 09:32modify70.101.958351.957601.94335
252022.09.30 09:50s/l70.101.957601.957601.943354.429797.98
262022.09.30 09:50s/l80.101.957601.957601.94335-23.079774.91
272022.09.30 15:00sell90.101.974150.000000.00000
282022.09.30 15:00modify90.101.974151.982151.95915
292022.09.30 15:37sell100.101.969480.000000.00000
302022.09.30 15:37modify100.101.969481.973401.95915
312022.09.30 15:37modify90.101.974151.973401.95915
322022.09.30 15:50s/l90.101.973401.973401.959154.419779.32
332022.09.30 15:50s/l100.101.973401.973401.95915-23.079756.25
342022.10.03 05:00buy110.101.970710.000000.00000
352022.10.03 05:00modify110.101.970711.962711.98571
362022.10.03 05:25buy120.101.975470.000000.00000
372022.10.03 05:25modify120.101.975471.971461.98571
382022.10.03 05:25modify110.101.970711.971461.98571
392022.10.03 05:45t/p110.101.985711.971461.9857188.249844.49
402022.10.03 05:45t/p120.101.985711.971461.9857160.249904.73
412022.10.04 17:00sell130.102.002100.000000.00000
422022.10.04 17:00modify130.102.002102.010101.98710
432022.10.05 00:50sell140.101.993620.000000.00000
442022.10.05 00:50modify140.101.993621.996851.98710
452022.10.05 00:50modify130.102.002101.996851.98710
462022.10.05 01:15t/p130.101.987101.996851.9871088.329993.05
472022.10.05 01:15t/p140.101.987101.996851.9871038.3710031.42
482022.10.05 15:00buy150.101.976510.000000.00000
492022.10.05 15:00modify150.101.976511.968511.99151
502022.10.05 16:20buy160.101.981280.000000.00000
512022.10.05 16:20modify160.101.981281.977261.99151
522022.10.05 16:20modify150.101.976511.977261.99151
532022.10.05 17:15s/l150.101.977261.977261.991514.4210035.84
542022.10.05 17:15s/l160.101.977261.977261.99151-23.6410012.20
552022.10.12 11:00sell170.101.980440.000000.00000
562022.10.12 11:00modify170.101.980441.988441.96544
572022.10.12 12:20sell180.101.975800.000000.00000
582022.10.12 12:20modify180.101.975801.979691.96544
592022.10.12 12:20modify170.101.980441.979691.96544
602022.10.12 13:50sell190.101.972070.000000.00000
612022.10.12 13:50modify190.101.972071.975191.96544
622022.10.12 13:50modify180.101.975801.975191.96544
632022.10.12 13:50modify170.101.980441.975191.96544
642022.10.12 14:07s/l170.101.975191.975191.9654430.9010043.10
652022.10.12 14:07s/l180.101.975191.975191.965443.5910046.69
662022.10.12 14:07s/l190.101.975191.975191.96544-18.3610028.33
672022.10.13 12:00sell200.102.000470.000000.00000
682022.10.13 12:00modify200.102.000472.008471.98547
692022.10.13 12:40s/l200.102.008472.008471.98547-47.089981.25
702022.10.14 15:00sell210.102.015100.000000.00000
712022.10.14 15:00modify210.102.015102.023102.00010
722022.10.14 16:55sell220.102.005880.000000.00000
732022.10.14 16:55modify220.102.005882.008352.00010
742022.10.14 16:55modify210.102.015102.008352.00010
752022.10.14 17:07sell230.102.006650.000000.00000
762022.10.14 17:07modify230.102.006652.009852.00010
772022.10.14 17:07modify220.102.005882.009852.00010
782022.10.14 17:07modify210.102.015102.009852.00010
792022.10.14 17:15s/l210.102.009852.009852.0001030.9010012.15
802022.10.14 17:15s/l220.102.009852.009852.00010-23.379988.78
812022.10.14 17:15s/l230.102.009852.009852.00010-18.839969.95
822022.10.17 15:00sell240.102.029720.000000.00000
832022.10.17 15:00modify240.102.029722.037722.01472
842022.10.17 15:25sell250.102.024950.000000.00000
852022.10.17 15:25modify250.102.024952.028972.01472
862022.10.17 15:25modify240.102.029722.028972.01472
872022.10.17 16:20sell260.102.021250.000000.00000
882022.10.17 16:20modify260.102.021252.024472.01472
892022.10.17 16:20modify250.102.024952.024472.01472
902022.10.17 16:20modify240.102.029722.024472.01472
912022.10.17 17:12sell270.102.020630.000000.00000
922022.10.17 17:12modify270.102.020632.022972.01472
932022.10.17 17:15modify270.102.020632.024472.01472
942022.10.17 21:00t/p240.102.014722.024472.0147288.2810058.23
952022.10.17 21:00t/p250.102.014722.024472.0147260.2010118.43
962022.10.17 21:00t/p260.102.014722.024472.0147238.4310156.86
972022.10.17 21:00t/p270.102.014722.024472.0147234.7810191.64
982022.10.18 06:00buy280.101.995210.000000.00000
992022.10.18 06:00modify280.101.995211.987212.01021
1002022.10.18 10:50s/l280.101.987211.987212.01021-47.0610144.58
1012022.10.20 11:00buy290.101.966630.000000.00000
1022022.10.20 11:00modify290.101.966631.958631.98163
1032022.10.20 13:47buy300.101.975830.000000.00000
1042022.10.20 13:47modify300.101.975831.973381.98163
1052022.10.20 13:47modify290.101.966631.973381.98163
1062022.10.20 13:50s/l290.101.973381.973381.9816339.7110184.29
1072022.10.20 13:50s/l300.101.973381.973381.98163-14.4110169.88
1082022.10.21 14:00buy310.101.962110.000000.00000
1092022.10.21 14:00modify310.101.962111.954111.97711
1102022.10.23 21:37buy320.101.970440.000000.00000
1112022.10.23 21:37modify320.101.970441.967361.97711
1122022.10.23 21:37modify310.101.962111.967361.97711
1132022.10.23 21:45s/l310.101.967361.967361.9771130.8910200.77
1142022.10.23 21:45s/l320.101.967361.967361.97711-18.1110182.66
1152022.10.24 09:00sell330.101.986160.000000.00000
1162022.10.24 09:00modify330.101.986161.994161.97116
1172022.10.24 09:37s/l330.101.994161.994161.97116-47.0810135.58
1182022.10.24 13:00sell340.101.996780.000000.00000
1192022.10.24 13:00modify340.101.996782.004781.98178
1202022.10.24 13:37sell350.101.987600.000000.00000
1212022.10.24 13:37modify350.101.987601.990031.98178
1222022.10.24 13:37modify340.101.996781.990031.98178
1232022.10.24 13:40s/l340.101.990031.990031.9817839.7210175.30
1242022.10.24 13:40s/l350.101.990031.990031.98178-14.3110160.99
1252022.10.25 10:00sell360.101.993640.000000.00000
1262022.10.25 10:00modify360.101.993642.001641.97864
1272022.10.26 06:15sell370.101.989130.000000.00000
1282022.10.26 06:15modify370.101.989131.992891.97864
1292022.10.26 06:15modify360.101.993641.992891.97864
1302022.10.26 07:07sell380.101.985360.000000.00000
1312022.10.26 07:07modify380.101.985361.988391.97864
1322022.10.26 07:07modify370.101.989131.988391.97864
1332022.10.26 07:07modify360.101.993641.988391.97864
1342022.10.26 07:10s/l360.101.988391.988391.9786430.9410191.92
1352022.10.26 07:10s/l370.101.988391.988391.978644.3610196.28
1362022.10.26 07:10s/l380.101.988391.988391.97864-17.8310178.45
1372022.11.03 13:00buy390.101.943610.000000.00000
1382022.11.03 13:00modify390.101.943611.935611.95861
1392022.11.03 14:20s/l390.101.935611.935611.95861-47.0610131.39
1402022.11.04 13:00buy400.101.916110.000000.00000
1412022.11.04 13:00modify400.101.916111.908111.93111
1422022.11.06 23:17buy410.101.924560.000000.00000
1432022.11.06 23:17modify410.101.924561.921361.93111
1442022.11.06 23:17modify400.101.916111.921361.93111
1452022.11.06 23:50s/l400.101.921361.921361.9311130.8910162.28
1462022.11.06 23:50s/l410.101.921361.921361.93111-18.8210143.46
1472022.11.11 15:00buy420.101.929570.000000.00000
1482022.11.11 15:00modify420.101.929571.921571.94457
1492022.11.11 18:50buy430.101.934310.000000.00000
1502022.11.11 18:50modify430.101.934311.930321.94457
1512022.11.11 18:50modify420.101.929571.930321.94457
1522022.11.13 22:45buy440.101.937990.000000.00000
1532022.11.13 22:45modify440.101.937991.934821.94457
1542022.11.13 22:45modify430.101.934311.934821.94457
1552022.11.13 22:45modify420.101.929571.934821.94457
1562022.11.13 23:15s/l420.101.934821.934821.9445730.8910174.35
1572022.11.13 23:15s/l430.101.934821.934821.944573.0010177.35
1582022.11.13 23:15s/l440.101.934821.934821.94457-18.6510158.70
1592022.11.14 16:00buy450.101.921330.000000.00000
1602022.11.14 16:00modify450.101.921331.913331.93633
1612022.11.14 19:57buy460.101.925930.000000.00000
1622022.11.14 19:57modify460.101.925931.922081.93633
1632022.11.14 19:57modify450.101.921331.922081.93633
1642022.11.14 23:45buy470.101.929670.000000.00000
1652022.11.14 23:45modify470.101.929671.926581.93633
1662022.11.14 23:45modify460.101.925931.926581.93633
1672022.11.14 23:45modify450.101.921331.926581.93633
1682022.11.15 02:15s/l450.101.926581.926581.9363330.5310189.23
1692022.11.15 02:15s/l460.101.926581.926581.936333.4710192.70
1702022.11.15 02:15s/l470.101.926581.926581.93633-18.5310174.18
1712022.11.15 14:00sell480.101.941790.000000.00000
1722022.11.15 14:00modify480.101.941791.949791.92679
1732022.11.15 15:35sell490.101.937280.000000.00000
1742022.11.15 15:35modify490.101.937281.941041.92679
1752022.11.15 15:35modify480.101.941791.941041.92679
1762022.11.15 16:20t/p480.101.926791.941041.9267988.2810262.46
1772022.11.15 16:20t/p490.101.926791.941041.9267961.7410324.20
1782023.01.03 12:00sell500.101.920740.000000.00000
1792023.01.03 12:00modify500.101.920741.928741.90574
1802023.01.03 16:45sell510.101.916200.000000.00000
1812023.01.03 16:45modify510.101.916201.919991.90574
1822023.01.03 16:45modify500.101.920741.919991.90574
1832023.01.03 17:55sell520.101.912330.000000.00000
1842023.01.03 17:55modify520.101.912331.915491.90574
1852023.01.03 17:55modify510.101.916201.915491.90574
1862023.01.03 17:55modify500.101.920741.915491.90574
1872023.01.03 18:05s/l500.101.915491.915491.9057430.9010355.10
1882023.01.03 18:05s/l510.101.915491.915491.905744.1810359.28
1892023.01.03 18:05s/l520.101.915491.915491.90574-18.6010340.68
1902023.03.01 11:00buy530.101.925060.000000.00000
1912023.03.01 11:00modify530.101.925061.917061.94006
1922023.03.03 12:25buy540.101.929690.000000.00000
1932023.03.03 12:25modify540.101.929691.925811.94006
1942023.03.03 12:25modify530.101.925061.925811.94006
1952023.03.03 15:50buy550.101.934060.000000.00000
1962023.03.03 15:50modify550.101.934061.931811.94006
1972023.03.03 15:50modify540.101.929691.931811.94006
1982023.03.03 15:50modify530.101.925061.931811.94006
1992023.03.03 16:02buy560.101.933540.000000.00000
2002023.03.03 16:02modify560.101.933541.930311.94006
2012023.03.03 16:02modify550.101.934061.930311.94006
2022023.03.03 16:02modify540.101.929691.930311.94006
2032023.03.03 16:02modify530.101.925061.930311.94006
2042023.03.06 08:20t/p530.101.940061.930311.9400686.5010427.17
2052023.03.06 08:20t/p540.101.940061.930311.9400660.6510487.83
2062023.03.06 08:20t/p550.101.940061.930311.9400634.9410522.77
2072023.03.06 08:20t/p560.101.940061.930311.9400638.0010560.77
2082023.04.04 10:00sell570.101.985400.000000.00000
2092023.04.04 10:00modify570.101.985401.993401.97040
2102023.04.04 19:45sell580.101.980900.000000.00000
2112023.04.04 19:45modify580.101.980901.984651.97040
2122023.04.04 19:45modify570.101.985401.984651.97040
2132023.04.05 02:10t/p570.101.970401.984651.9704088.3210649.08
2142023.04.05 02:10t/p580.101.970401.984651.9704061.8310710.91
2152023.04.13 14:00buy590.101.990350.000000.00000
2162023.04.13 14:00modify590.101.990351.982352.00535
2172023.04.14 14:10buy600.101.995130.000000.00000
2182023.04.14 14:10modify600.101.995131.991102.00535
2192023.04.14 14:10modify590.101.990351.991102.00535
2202023.04.14 14:20buy610.101.998890.000000.00000
2212023.04.14 14:20modify610.101.998891.995602.00535
2222023.04.14 14:20modify600.101.995131.995602.00535
2232023.04.14 14:20modify590.101.990351.995602.00535
2242023.04.14 20:52buy620.101.999430.000000.00000
2252023.04.14 20:52modify620.101.999431.997102.00535
2262023.04.14 20:55modify620.101.999431.995602.00535
2272023.04.17 12:15t/p590.102.005351.995602.0053587.5410798.45
2282023.04.17 12:15t/p600.102.005351.995602.0053559.7710858.22
2292023.04.17 12:15t/p610.102.005351.995602.0053537.6510895.88
2302023.04.17 12:15t/p620.102.005351.995602.0053534.4710930.35
2312023.05.12 10:00sell630.102.009960.000000.00000
2322023.05.12 10:00modify630.102.009962.017961.99496
2332023.05.15 05:42sell640.102.005410.000000.00000
2342023.05.15 05:42modify640.102.005412.009211.99496
2352023.05.15 05:42modify630.102.009962.009211.99496
2362023.05.15 09:20s/l630.102.009212.009211.994964.4610934.80
2372023.05.15 09:20s/l640.102.009212.009211.99496-22.3610912.44
2382023.07.12 14:00buy650.102.071220.000000.00000
2392023.07.12 14:00modify650.102.071222.063222.08622
2402023.07.12 16:15s/l650.102.063222.063222.08622-47.0610865.38
2412023.07.18 11:00sell660.102.084840.000000.00000
2422023.07.18 11:00modify660.102.084842.092842.06984
2432023.07.18 14:02sell670.102.080170.000000.00000
2442023.07.18 14:02modify670.102.080172.084092.06984
2452023.07.18 14:02modify660.102.084842.084092.06984
2462023.07.18 15:25sell680.102.076440.000000.00000
2472023.07.18 15:25modify680.102.076442.079592.06984
2482023.07.18 15:25modify670.102.080172.079592.06984
2492023.07.18 15:25modify660.102.084842.079592.06984
2502023.07.18 15:45sell690.102.075830.000000.00000
2512023.07.18 15:45modify690.102.075832.078092.06984
2522023.07.18 15:47modify690.102.075832.079592.06984
2532023.07.18 22:45t/p660.102.069842.079592.0698488.2710953.65
2542023.07.18 22:45t/p670.102.069842.079592.0698460.7911014.44
2552023.07.18 22:45t/p680.102.069842.079592.0698438.8411053.28
2562023.07.18 22:45t/p690.102.069842.079592.0698435.2511088.53
2572023.07.24 09:00buy700.102.070210.000000.00000
2582023.07.24 09:00modify700.102.070212.062212.08521
2592023.07.24 12:20buy710.102.074830.000000.00000
2602023.07.24 12:20modify710.102.074832.070962.08521
2612023.07.24 12:20modify700.102.070212.070962.08521
2622023.07.24 12:45s/l700.102.070962.070962.085214.4111092.94
2632023.07.24 12:45s/l710.102.070962.070962.08521-22.7711070.17
2642023.07.28 08:00sell720.102.085660.000000.00000
2652023.07.28 08:00modify720.102.085662.093662.07066
2662023.07.31 03:50sell730.102.076560.000000.00000
2672023.07.31 03:50modify730.102.076562.078912.07066
2682023.07.31 03:50modify720.102.085662.078912.07066
2692023.07.31 03:59sell740.102.077220.000000.00000
2702023.07.31 03:59modify740.102.077222.080412.07066
2712023.07.31 03:59modify730.102.076562.080412.07066
2722023.07.31 03:59modify720.102.085662.080412.07066
2732023.07.31 13:45t/p720.102.070662.080412.0706688.3211158.49
2742023.07.31 13:45t/p730.102.070662.080412.0706634.7211193.21
2752023.07.31 13:45t/p740.102.070662.080412.0706638.6111231.82