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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1915Ticks modelled46833315Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit612.75Gross profit1043.62Gross loss-430.87
Profit factor2.42Expected payoff13.32
Absolute drawdown92.80Maximal drawdown271.49 (2.51%)Relative drawdown2.51% (271.49)
Total trades46Short positions (won %)23 (43.48%)Long positions (won %)23 (65.22%)
Profit trades (% of total)25 (54.35%)Loss trades (% of total)21 (45.65%)
Largestprofit trade88.32loss trade-88.10
Averageprofit trade41.74loss trade-20.52
Maximumconsecutive wins (profit in money)9 (447.08)consecutive losses (loss in money)3 (-119.53)
Maximalconsecutive profit (count of wins)447.08 (9)consecutive loss (count of losses)-119.53 (3)
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 10:58sell20.101.900120.000000.00000
42022.09.07 10:58modify20.101.900121.906171.89192
52022.09.07 10:58modify10.101.906921.906171.89192
62022.09.07 10:58sell30.101.899370.000000.00000
72022.09.07 10:58modify30.101.899371.902421.89192
82022.09.07 10:58modify20.101.900121.902421.89192
92022.09.07 10:58modify10.101.906921.902421.89192
102022.09.07 11:04sell40.101.897170.000000.00000
112022.09.07 11:04modify40.101.897171.901671.89192
122022.09.07 11:04modify30.101.899371.901671.89192
132022.09.07 11:04modify20.101.900121.901671.89192
142022.09.07 11:04modify10.101.906921.901671.89192
152022.09.07 11:48s/l10.101.901671.901671.8919230.9310030.93
162022.09.07 11:48s/l20.101.901671.901671.89192-9.1210021.81
172022.09.07 11:48s/l30.101.901671.901671.89192-13.5410008.27
182022.09.07 11:48s/l40.101.901671.901671.89192-26.489981.79
192023.01.03 16:00sell50.101.920610.000000.00000
202023.01.03 16:00modify50.101.920611.935611.90561
212023.01.03 17:59sell60.101.913030.000000.00000
222023.01.03 17:59modify60.101.913031.916111.90561
232023.01.03 17:59modify50.101.920611.916111.90561
242023.01.03 18:00s/l50.101.916111.916111.9056126.4810008.27
252023.01.03 18:00s/l60.101.916111.916111.90561-18.139990.14
262023.02.02 08:00buy70.101.897350.000000.00000
272023.02.02 08:00modify70.101.897351.882351.91235
282023.02.03 18:08buy80.101.904250.000000.00000
292023.02.03 18:08modify80.101.904251.898101.91235
302023.02.03 18:08modify70.101.897351.898101.91235
312023.02.03 18:10buy90.101.904850.000000.00000
322023.02.03 18:10modify90.101.904851.901851.91235
332023.02.03 18:10modify80.101.904251.901851.91235
342023.02.03 18:10modify70.101.897351.901851.91235
352023.02.06 00:41buy100.101.907160.000000.00000
362023.02.06 00:41modify100.101.907161.902601.91235
372023.02.06 00:41modify90.101.904851.902601.91235
382023.02.06 00:41modify80.101.904251.902601.91235
392023.02.06 00:41modify70.101.897351.902601.91235
402023.02.06 13:13t/p70.101.912351.902601.9123587.5410077.68
412023.02.06 13:13t/p80.101.912351.902601.9123547.3010124.98
422023.02.06 13:13t/p90.101.912351.902601.9123543.7710168.75
432023.02.06 13:13t/p100.101.912351.902601.9123530.5310199.28
442023.02.28 04:00sell110.101.956490.000000.00000
452023.02.28 04:00modify110.101.956491.971491.94149
462023.02.28 17:39sell120.101.949740.000000.00000
472023.02.28 17:39modify120.101.949741.955741.94149
482023.02.28 17:39modify110.101.956491.955741.94149
492023.02.28 17:49sell130.101.948900.000000.00000
502023.02.28 17:49modify130.101.948901.951991.94149
512023.02.28 17:49modify120.101.949741.951991.94149
522023.02.28 17:49modify110.101.956491.951991.94149
532023.02.28 20:55sell140.101.946730.000000.00000
542023.02.28 20:55modify140.101.946731.951241.94149
552023.02.28 20:55modify130.101.948901.951241.94149
562023.02.28 20:55modify120.101.949741.951241.94149
572023.02.28 20:55modify110.101.956491.951241.94149
582023.03.01 02:23t/p110.101.941491.951241.9414988.3210287.60
592023.03.01 02:23t/p120.101.941491.951241.9414948.5910336.18
602023.03.01 02:23t/p130.101.941491.951241.9414943.6510379.83
612023.03.01 02:23t/p140.101.941491.951241.9414930.8810410.70
622023.03.10 16:00sell150.101.960120.000000.00000
632023.03.10 16:00modify150.101.960121.975121.94512
642023.03.13 08:37sell160.101.953370.000000.00000
652023.03.13 08:37modify160.101.953371.959371.94512
662023.03.13 08:37modify150.101.960121.959371.94512
672023.03.13 08:52sell170.101.952600.000000.00000
682023.03.13 08:52modify170.101.952601.955621.94512
692023.03.13 08:52modify160.101.953371.955621.94512
702023.03.13 08:52modify150.101.960121.955621.94512
712023.03.13 09:22s/l150.101.955621.955621.9451226.5210437.22
722023.03.13 09:22s/l160.101.955621.955621.94512-13.2410423.98
732023.03.13 09:22s/l170.101.955621.955621.94512-17.7710406.21
742023.04.13 20:00buy180.101.988440.000000.00000
752023.04.13 20:00modify180.101.988441.973442.00344
762023.04.14 14:21buy190.101.995200.000000.00000
772023.04.14 14:21modify190.101.995201.989192.00344
782023.04.14 14:21modify180.101.988441.989192.00344
792023.04.14 14:22buy200.101.996040.000000.00000
802023.04.14 14:22modify200.101.996041.992942.00344
812023.04.14 14:22modify190.101.995201.992942.00344
822023.04.14 14:22modify180.101.988441.992942.00344
832023.04.14 14:24buy210.101.998200.000000.00000
842023.04.14 14:24modify210.101.998201.993692.00344
852023.04.14 14:24modify200.101.996041.993692.00344
862023.04.14 14:24modify190.101.995201.993692.00344
872023.04.14 14:24modify180.101.988441.993692.00344
882023.04.17 06:10t/p180.102.003441.993692.0034487.5510493.76
892023.04.17 06:10t/p190.102.003441.993692.0034448.1310541.89
902023.04.17 06:10t/p200.102.003441.993692.0034443.1910585.08
912023.04.17 06:10t/p210.102.003441.993692.0034430.4810615.56
922023.05.02 16:00buy220.102.010250.000000.00000
932023.05.02 16:00modify220.102.010251.995252.02525
942023.05.03 19:48buy230.102.017000.000000.00000
952023.05.03 19:48modify230.102.017002.011002.02525
962023.05.03 19:48modify220.102.010252.011002.02525
972023.05.03 22:00buy240.102.017930.000000.00000
982023.05.03 22:00modify240.102.017932.014752.02525
992023.05.03 22:00modify230.102.017002.014752.02525
1002023.05.03 22:00modify220.102.010252.014752.02525
1012023.05.03 22:07buy250.102.020040.000000.00000
1022023.05.03 22:07modify250.102.020042.015502.02525
1032023.05.03 22:07modify240.102.017932.015502.02525
1042023.05.03 22:07modify230.102.017002.015502.02525
1052023.05.03 22:07modify220.102.010252.015502.02525
1062023.05.04 02:54s/l220.102.015502.015502.0252529.4910645.05
1072023.05.04 02:54s/l230.102.015502.015502.02525-9.8810635.18
1082023.05.04 02:54s/l240.102.015502.015502.02525-15.3510619.83
1092023.05.04 02:54s/l250.102.015502.015502.02525-27.7610592.07
1102023.05.19 12:00buy260.101.982030.000000.00000
1112023.05.19 12:00modify260.101.982031.967031.99703
1122023.05.24 01:10buy270.101.988780.000000.00000
1132023.05.24 01:10modify270.101.988781.982781.99703
1142023.05.24 01:10modify260.101.982031.982781.99703
1152023.05.24 02:00buy280.101.991930.000000.00000
1162023.05.24 02:00modify280.101.991931.987281.99703
1172023.05.24 02:00modify270.101.988781.987281.99703
1182023.05.24 02:00modify260.101.982031.987281.99703
1192023.05.24 02:00t/p260.101.997031.987281.9970387.1910679.27
1202023.05.24 02:00t/p270.101.997031.987281.9970348.5410727.81
1212023.05.24 02:00t/p280.101.997031.987281.9970330.0010757.81
1222023.05.31 08:00sell290.102.061740.000000.00000
1232023.05.31 08:00modify290.102.061742.076742.04674
1242023.06.02 03:39sell300.102.054960.000000.00000
1252023.06.02 03:39modify300.102.054962.060992.04674
1262023.06.02 03:39modify290.102.061742.060992.04674
1272023.06.02 03:48sell310.102.054130.000000.00000
1282023.06.02 03:48modify310.102.054132.057242.04674
1292023.06.02 03:48modify300.102.054962.057242.04674
1302023.06.02 03:48modify290.102.061742.057242.04674
1312023.06.02 04:26s/l290.102.057242.057242.0467426.6310784.44
1322023.06.02 04:26s/l300.102.057242.057242.04674-13.4110771.03
1332023.06.02 04:26s/l310.102.057242.057242.04674-18.3010752.73
1342023.06.12 20:00buy320.102.043320.000000.00000
1352023.06.12 20:00modify320.102.043322.028322.05832
1362023.06.13 02:31buy330.102.050090.000000.00000
1372023.06.13 02:31modify330.102.050092.044072.05832
1382023.06.13 02:31modify320.102.043322.044072.05832
1392023.06.13 03:00buy340.102.050820.000000.00000
1402023.06.13 03:00modify340.102.050822.047822.05832
1412023.06.13 03:00modify330.102.050092.047822.05832
1422023.06.13 03:00modify320.102.043322.047822.05832
1432023.06.13 03:09s/l320.102.047822.047822.0583226.1310778.86
1442023.06.13 03:09s/l330.102.047822.047822.05832-13.3510765.51
1452023.06.13 03:09s/l340.102.047822.047822.05832-17.6410747.87
1462023.06.22 12:00buy350.102.057210.000000.00000
1472023.06.22 12:00modify350.102.057212.042212.07221
1482023.06.22 18:59buy360.102.064000.000000.00000
1492023.06.22 18:59modify360.102.064002.057962.07221
1502023.06.22 18:59modify350.102.057212.057962.07221
1512023.06.22 19:39buy370.102.064710.000000.00000
1522023.06.22 19:39modify370.102.064712.061712.07221
1532023.06.22 19:39modify360.102.064002.061712.07221
1542023.06.22 19:39modify350.102.057212.061712.07221
1552023.06.22 21:04s/l350.102.061712.061712.0722126.4810774.35
1562023.06.22 21:04s/l360.102.061712.061712.07221-13.4710760.88
1572023.06.22 21:04s/l370.102.061712.061712.07221-17.6510743.23
1582023.07.11 16:00sell380.102.087290.000000.00000
1592023.07.11 16:00modify380.102.087292.102292.07229
1602023.07.12 02:23sell390.102.080540.000000.00000
1612023.07.12 02:23modify390.102.080542.086542.07229
1622023.07.12 02:23modify380.102.087292.086542.07229
1632023.07.12 02:24sell400.102.079700.000000.00000
1642023.07.12 02:24modify400.102.079702.082792.07229
1652023.07.12 02:24modify390.102.080542.082792.07229
1662023.07.12 02:24modify380.102.087292.082792.07229
1672023.07.12 03:45s/l380.102.082792.082792.0722926.5210769.75
1682023.07.12 03:45s/l390.102.082792.082792.07229-13.2410756.51
1692023.07.12 03:45s/l400.102.082792.082792.07229-18.1910738.32
1702023.08.16 20:00sell410.102.142870.000000.00000
1712023.08.16 20:00modify410.102.142872.157872.12787
1722023.08.21 15:06s/l410.102.157872.157872.12787-88.1010650.21
1732023.08.23 20:00buy420.102.129510.000000.00000
1742023.08.23 20:00modify420.102.129512.114512.14451
1752023.08.29 00:32buy430.102.136270.000000.00000
1762023.08.29 00:32modify430.102.136272.130262.14451
1772023.08.29 00:32modify420.102.129512.130262.14451
1782023.08.29 03:28s/l420.102.130262.130262.144512.3210652.53
1792023.08.29 03:28s/l430.102.130262.130262.14451-35.3610617.17
1802023.08.31 04:00sell440.102.134550.000000.00000
1812023.08.31 04:00modify440.102.134552.149552.11955
1822023.08.31 12:18sell450.102.127800.000000.00000
1832023.08.31 12:18modify450.102.127802.133802.11955
1842023.08.31 12:18modify440.102.134552.133802.11955
1852023.08.31 12:29sell460.102.127050.000000.00000
1862023.08.31 12:29modify460.102.127052.130052.11955
1872023.08.31 12:29modify450.102.127802.130052.11955
1882023.08.31 12:29modify440.102.134552.130052.11955
1892023.08.31 12:46s/l440.102.130052.130052.1195526.4810643.65
1902023.08.31 12:46s/l450.102.130052.130052.11955-13.2410630.41
1912023.08.31 12:46s/l460.102.130052.130052.11955-17.6610612.75