Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000)
Period4 Hours (H4) 2022.09.01 00:00 - 2023.08.31 20:00 (2022.09.01 - 2023.09.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 modelled80141Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1055.78Gross profit1348.13Gross loss-292.35
Profit factor4.61Expected payoff26.39
Absolute drawdown33.86Maximal drawdown228.02 (2.08%)Relative drawdown2.08% (228.02)
Total trades40Short positions (won %)21 (76.19%)Long positions (won %)19 (57.89%)
Profit trades (% of total)27 (67.50%)Loss trades (% of total)13 (32.50%)
Largestprofit trade88.32loss trade-88.10
Averageprofit trade49.93loss trade-22.49
Maximumconsecutive wins (profit in money)15 (828.08)consecutive losses (loss in money)3 (-52.28)
Maximalconsecutive profit (count of wins)828.08 (15)consecutive loss (count of losses)-88.10 (1)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.06 20:00sell10.101.906920.000000.00000
22022.09.06 20:00modify10.101.906921.921921.89192
32022.09.07 10:40sell20.101.899280.000000.00000
42022.09.07 10:40modify20.101.899281.902421.89192
52022.09.07 10:40modify10.101.906921.902421.89192
62022.09.07 11:35sell30.101.899890.000000.00000
72022.09.07 11:35modify30.101.899891.906171.89192
82022.09.07 11:40s/l10.101.902421.902421.8919226.5210026.52
92022.09.07 11:40s/l20.101.902421.902421.89192-18.4810008.04
102022.09.07 11:40close30.101.902651.906171.89192-16.259991.79
112023.01.03 16:00sell40.101.920610.000000.00000
122023.01.03 16:00modify40.101.920611.935611.90561
132023.01.03 21:40sell50.101.913690.000000.00000
142023.01.03 21:40modify50.101.913691.919861.90561
152023.01.03 21:40modify40.101.920611.919861.90561
162023.01.04 07:40t/p40.101.905611.919861.9056188.3110080.09
172023.01.04 07:40t/p50.101.905611.919861.9056147.5910127.68
182023.02.02 08:00buy60.101.897350.000000.00000
192023.02.02 08:00modify60.101.897351.882351.91235
202023.02.03 18:50buy70.101.905020.000000.00000
212023.02.03 18:50modify70.101.905021.901851.91235
222023.02.03 18:50modify60.101.897351.901851.91235
232023.02.03 19:20buy80.101.904150.000000.00000
242023.02.03 19:20modify80.101.904151.898101.91235
252023.02.03 19:25modify80.101.904151.901851.91235
262023.02.05 22:05buy90.101.907370.000000.00000
272023.02.05 22:05modify90.101.907371.902601.91235
282023.02.05 22:05modify70.101.905021.902601.91235
292023.02.05 22:05modify80.101.904151.902601.91235
302023.02.05 22:05modify60.101.897351.902601.91235
312023.02.06 13:30t/p60.101.912351.902601.9123587.5410215.22
322023.02.06 13:30t/p70.101.912351.902601.9123542.7710257.99
332023.02.06 13:30t/p80.101.912351.902601.9123547.8910305.88
342023.02.06 13:30t/p90.101.912351.902601.9123528.9410334.82
352023.02.28 04:00sell100.101.956490.000000.00000
362023.02.28 04:00modify100.101.956491.971491.94149
372023.02.28 17:30sell110.101.949740.000000.00000
382023.02.28 17:30modify110.101.949741.955741.94149
392023.02.28 17:30modify100.101.956491.955741.94149
402023.02.28 18:30sell120.101.948800.000000.00000
412023.02.28 18:30modify120.101.948801.951991.94149
422023.02.28 18:30modify110.101.949741.951991.94149
432023.02.28 18:30modify100.101.956491.951991.94149
442023.03.01 01:20sell130.101.946640.000000.00000
452023.03.01 01:20modify130.101.946641.951241.94149
462023.03.01 01:20modify120.101.948801.951241.94149
472023.03.01 01:20modify110.101.949741.951241.94149
482023.03.01 01:20modify100.101.956491.951241.94149
492023.03.01 02:40t/p100.101.941491.951241.9414988.3210423.14
502023.03.01 02:40t/p110.101.941491.951241.9414948.5910471.72
512023.03.01 02:40t/p120.101.941491.951241.9414943.0610514.78
522023.03.01 02:40t/p130.101.941491.951241.9414930.3110545.09
532023.03.10 16:00sell140.101.960120.000000.00000
542023.03.10 16:00modify140.101.960121.975121.94512
552023.03.13 11:50sell150.101.950370.000000.00000
562023.03.13 11:50modify150.101.950371.954871.94512
572023.03.13 11:50modify140.101.960121.954871.94512
582023.03.13 13:40t/p140.101.945121.954871.9451288.3110633.39
592023.03.13 13:40t/p150.101.945121.954871.9451230.8910664.28
602023.04.13 20:00buy160.101.988440.000000.00000
612023.04.13 20:00modify160.101.988441.973442.00344
622023.04.14 14:20buy170.101.996080.000000.00000
632023.04.14 14:20modify170.101.996081.992942.00344
642023.04.14 14:20modify160.101.988441.992942.00344
652023.04.17 06:15t/p160.102.003441.992942.0034487.5510751.84
662023.04.17 06:15t/p170.102.003441.992942.0034442.9510794.79
672023.05.02 16:00buy180.102.010250.000000.00000
682023.05.02 16:00modify180.102.010251.995252.02525
692023.05.03 20:30buy190.102.017080.000000.00000
702023.05.03 20:30modify190.102.017082.011002.02525
712023.05.03 20:30modify180.102.010252.011002.02525
722023.05.03 22:00buy200.102.017930.000000.00000
732023.05.03 22:00modify200.102.017932.014752.02525
742023.05.03 22:00modify190.102.017082.014752.02525
752023.05.03 22:00modify180.102.010252.014752.02525
762023.05.04 03:40s/l180.102.014752.014752.0252525.0810819.86
772023.05.04 03:40s/l190.102.014752.014752.02525-14.7610805.11
782023.05.04 03:40s/l200.102.014752.014752.02525-19.7610785.35
792023.05.19 12:00buy210.101.982030.000000.00000
802023.05.19 12:00modify210.101.982031.967031.99703
812023.05.24 02:20t/p210.101.997031.967031.9970387.1910872.55
822023.05.31 08:00sell220.102.061740.000000.00000
832023.05.31 08:00modify220.102.061742.076742.04674
842023.06.02 03:59sell230.102.053950.000000.00000
852023.06.02 03:59modify230.102.053952.057242.04674
862023.06.02 03:59modify220.102.061742.057242.04674
872023.06.02 04:25sell240.102.054900.000000.00000
882023.06.02 04:25modify240.102.054902.060992.04674
892023.06.02 04:30modify240.102.054902.057242.04674
902023.06.02 04:40s/l220.102.057242.057242.0467426.6310899.18
912023.06.02 04:40s/l230.102.057242.057242.04674-19.3610879.82
922023.06.02 04:40s/l240.102.057242.057242.04674-13.7710866.05
932023.06.12 20:00buy250.102.043320.000000.00000
942023.06.12 20:00modify250.102.043322.028322.05832
952023.06.13 06:50buy260.102.050960.000000.00000
962023.06.13 06:50modify260.102.050962.047822.05832
972023.06.13 06:50modify250.102.043322.047822.05832
982023.06.13 06:55s/l250.102.047822.047822.0583226.1310892.18
992023.06.13 06:55s/l260.102.047822.047822.05832-18.4710873.71
1002023.06.22 12:00buy270.102.057210.000000.00000
1012023.06.22 12:00modify270.102.057212.042212.07221
1022023.06.22 18:40buy280.102.064000.000000.00000
1032023.06.22 18:40modify280.102.064002.057962.07221
1042023.06.22 18:40modify270.102.057212.057962.07221
1052023.06.22 19:05buy290.102.064710.000000.00000
1062023.06.22 19:05modify290.102.064712.061712.07221
1072023.06.22 19:05modify280.102.064002.061712.07221
1082023.06.22 19:05modify270.102.057212.061712.07221
1092023.06.22 21:00s/l270.102.061712.061712.0722126.4810900.19
1102023.06.22 21:00s/l280.102.061712.061712.07221-13.4710886.72
1112023.06.22 21:00s/l290.102.061712.061712.07221-17.6510869.07
1122023.07.11 16:00sell300.102.087290.000000.00000
1132023.07.11 16:00modify300.102.087292.102292.07229
1142023.07.12 12:30sell310.102.080540.000000.00000
1152023.07.12 12:30modify310.102.080542.086542.07229
1162023.07.12 12:30modify300.102.087292.086542.07229
1172023.07.12 12:50sell320.102.077450.000000.00000
1182023.07.12 12:50modify320.102.077452.082042.07229
1192023.07.12 12:50modify310.102.080542.082042.07229
1202023.07.12 12:50modify300.102.087292.082042.07229
1212023.07.12 13:40t/p300.102.072292.082042.0722988.3210957.38
1222023.07.12 13:40t/p310.102.072292.082042.0722948.5611005.94
1232023.07.12 13:40t/p320.102.072292.082042.0722930.3711036.31
1242023.08.16 20:00sell330.102.142870.000000.00000
1252023.08.16 20:00modify330.102.142872.157872.12787
1262023.08.21 15:30s/l330.102.157872.157872.12787-88.1010948.21
1272023.08.23 20:00buy340.102.129510.000000.00000
1282023.08.23 20:00modify340.102.129512.114512.14451
1292023.08.30 20:40buy350.102.136450.000000.00000
1302023.08.30 20:40modify350.102.136452.130262.14451
1312023.08.30 20:40modify340.102.129512.130262.14451
1322023.08.30 22:05buy360.102.139550.000000.00000
1332023.08.30 22:05modify360.102.139552.134762.14451
1342023.08.30 22:05modify350.102.136452.134762.14451
1352023.08.30 22:05modify340.102.129512.134762.14451
1362023.08.30 22:45buy370.102.137170.000000.00000
1372023.08.30 22:45modify370.102.137172.134012.14451
1382023.08.30 22:50modify370.102.137172.134762.14451
1392023.08.30 23:40s/l340.102.134762.134762.1445128.4510976.66
1402023.08.30 23:40s/l350.102.134762.134762.14451-9.9410966.72
1412023.08.30 23:40s/l360.102.134762.134762.14451-28.1710938.55
1422023.08.30 23:40s/l370.102.134762.134762.14451-14.1710924.38
1432023.08.31 04:00sell380.102.134550.000000.00000
1442023.08.31 04:00modify380.102.134552.149552.11955
1452023.08.31 15:15sell390.102.127660.000000.00000
1462023.08.31 15:15modify390.102.127662.133802.11955
1472023.08.31 15:15modify380.102.134552.133802.11955
1482023.08.31 18:30sell400.102.124710.000000.00000
1492023.08.31 18:30modify400.102.124712.129302.11955
1502023.08.31 18:30modify390.102.127662.129302.11955
1512023.08.31 18:30modify380.102.134552.129302.11955
1522023.08.31 23:59close at stop400.102.121532.129302.1195518.7110943.09
1532023.08.31 23:59close at stop390.102.121532.129302.1195536.0710979.16
1542023.08.31 23:59close at stop380.102.121532.129302.1195576.6211055.78