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=2; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; 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=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 modelled46833315Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit945.39Gross profit1526.06Gross loss-580.68
Profit factor2.63Expected payoff15.76
Absolute drawdown139.49Maximal drawdown282.10 (2.78%)Relative drawdown2.78% (282.10)
Total trades60Short positions (won %)33 (57.58%)Long positions (won %)27 (74.07%)
Profit trades (% of total)39 (65.00%)Loss trades (% of total)21 (35.00%)
Largestprofit trade88.38loss trade-88.17
Averageprofit trade39.13loss trade-27.65
Maximumconsecutive wins (profit in money)17 (758.78)consecutive losses (loss in money)3 (-74.57)
Maximalconsecutive profit (count of wins)758.78 (17)consecutive loss (count of losses)-88.17 (1)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.07 08:00sell10.101.909420.000000.00000
22022.09.07 08:00modify10.101.909421.924421.89442
32022.09.07 09:28sell20.101.902650.000000.00000
42022.09.07 09:28modify20.101.902651.908671.89442
52022.09.07 09:28modify10.101.909421.908671.89442
62022.09.07 10:57sell30.101.900350.000000.00000
72022.09.07 10:57modify30.101.900351.904921.89442
82022.09.07 10:57modify20.101.902651.904921.89442
92022.09.07 10:57modify10.101.909421.904921.89442
102022.09.07 11:04sell40.101.897170.000000.00000
112022.09.07 11:04modify40.101.897171.904171.89442
122022.09.07 11:04modify30.101.900351.904171.89442
132022.09.07 11:04modify20.101.902651.904171.89442
142022.09.07 11:04modify10.101.909421.904171.89442
152022.09.07 16:26s/l10.101.904171.904171.8944230.9010030.90
162022.09.07 16:26s/l20.101.904171.904171.89442-8.9410021.96
172022.09.07 16:26s/l30.101.904171.904171.89442-22.489999.48
182022.09.07 16:26s/l40.101.904171.904171.89442-41.199958.29
192023.01.03 16:00sell50.101.920610.000000.00000
202023.01.03 16:00modify50.101.920611.935611.90561
212023.01.03 21:59sell60.101.913730.000000.00000
222023.01.03 21:59modify60.101.913731.919861.90561
232023.01.03 21:59modify50.101.920611.919861.90561
242023.01.03 23:00sell70.101.911470.000000.00000
252023.01.03 23:00modify70.101.911471.916111.90561
262023.01.03 23:00modify60.101.913731.916111.90561
272023.01.03 23:00modify50.101.920611.916111.90561
282023.01.03 23:11s/l50.101.916111.916111.9056126.489984.77
292023.01.03 23:11s/l60.101.916111.916111.90561-14.019970.76
302023.01.03 23:11s/l70.101.916111.916111.90561-27.319943.45
312023.02.02 08:00buy80.101.897350.000000.00000
322023.02.02 08:00modify80.101.897351.882351.91235
332023.02.03 18:08buy90.101.904250.000000.00000
342023.02.03 18:08modify90.101.904251.898101.91235
352023.02.03 18:08modify80.101.897351.898101.91235
362023.02.05 22:28buy100.101.906630.000000.00000
372023.02.05 22:28modify100.101.906631.901851.91235
382023.02.05 22:28modify90.101.904251.901851.91235
392023.02.05 22:28modify80.101.897351.901851.91235
402023.02.06 09:01buy110.101.909360.000000.00000
412023.02.06 09:01modify110.101.909361.902601.91235
422023.02.06 09:01modify100.101.906631.902601.91235
432023.02.06 09:01modify90.101.904251.902601.91235
442023.02.06 09:01modify80.101.897351.902601.91235
452023.02.06 13:13t/p80.101.912351.902601.9123587.5410030.99
462023.02.06 13:13t/p90.101.912351.902601.9123547.3010078.29
472023.02.06 13:13t/p100.101.912351.902601.9123533.3010111.60
482023.02.06 13:13t/p110.101.912351.902601.9123517.5910129.19
492023.02.22 00:00sell120.101.947590.000000.00000
502023.02.22 00:00modify120.101.947591.962591.93259
512023.02.22 06:57sell130.101.940840.000000.00000
522023.02.22 06:57modify130.101.940841.946841.93259
532023.02.22 06:57modify120.101.947591.946841.93259
542023.02.22 12:30sell140.101.938500.000000.00000
552023.02.22 12:30modify140.101.938501.943091.93259
562023.02.22 12:30modify130.101.940841.943091.93259
572023.02.22 12:30modify120.101.947591.943091.93259
582023.02.22 15:51sell150.101.935530.000000.00000
592023.02.22 15:51modify150.101.935531.942341.93259
602023.02.22 15:51modify140.101.938501.942341.93259
612023.02.22 15:51modify130.101.940841.942341.93259
622023.02.22 15:51modify120.101.947591.942341.93259
632023.02.23 01:45t/p120.101.932591.942341.9325988.3810217.56
642023.02.23 01:45t/p130.101.932591.942341.9325948.6610266.22
652023.02.23 01:45t/p140.101.932591.942341.9325934.8910301.10
662023.02.23 01:45t/p150.101.932591.942341.9325917.4110318.51
672023.02.28 04:00sell160.101.956490.000000.00000
682023.02.28 04:00modify160.101.956491.971491.94149
692023.02.28 17:39sell170.101.949740.000000.00000
702023.02.28 17:39modify170.101.949741.955741.94149
712023.02.28 17:39modify160.101.956491.955741.94149
722023.02.28 19:12sell180.101.947480.000000.00000
732023.02.28 19:12modify180.101.947481.951991.94149
742023.02.28 19:12modify170.101.949741.951991.94149
752023.02.28 19:12modify160.101.956491.951991.94149
762023.02.28 21:01sell190.101.944470.000000.00000
772023.02.28 21:01modify190.101.944471.951241.94149
782023.02.28 21:01modify180.101.947481.951241.94149
792023.02.28 21:01modify170.101.949741.951241.94149
802023.02.28 21:01modify160.101.956491.951241.94149
812023.03.01 02:23t/p160.101.941491.951241.9414988.3210406.82
822023.03.01 02:23t/p170.101.941491.951241.9414948.5910455.41
832023.03.01 02:23t/p180.101.941491.951241.9414935.2910490.69
842023.03.01 02:23t/p190.101.941491.951241.9414917.5810508.27
852023.03.10 16:00sell200.101.960120.000000.00000
862023.03.10 16:00modify200.101.960121.975121.94512
872023.03.13 08:37sell210.101.953370.000000.00000
882023.03.13 08:37modify210.101.953371.959371.94512
892023.03.13 08:37modify200.101.960121.959371.94512
902023.03.13 11:24sell220.101.951100.000000.00000
912023.03.13 11:24modify220.101.951101.955621.94512
922023.03.13 11:24modify210.101.953371.955621.94512
932023.03.13 11:24modify200.101.960121.955621.94512
942023.03.13 12:22sell230.101.948090.000000.00000
952023.03.13 12:22modify230.101.948091.954871.94512
962023.03.13 12:22modify220.101.951101.954871.94512
972023.03.13 12:22modify210.101.953371.954871.94512
982023.03.13 12:22modify200.101.960121.954871.94512
992023.03.13 13:36t/p200.101.945121.954871.9451288.3110596.57
1002023.03.13 13:36t/p210.101.945121.954871.9451248.5510645.12
1012023.03.13 13:36t/p220.101.945121.954871.9451235.1910680.31
1022023.03.13 13:36t/p230.101.945121.954871.9451217.4710697.78
1032023.03.21 16:00sell240.101.976050.000000.00000
1042023.03.21 16:00modify240.101.976051.991051.96105
1052023.03.21 21:05sell250.101.969070.000000.00000
1062023.03.21 21:05modify250.101.969071.975301.96105
1072023.03.21 21:05modify240.101.976051.975301.96105
1082023.03.22 00:07s/l240.101.975301.975301.961054.4510702.23
1092023.03.22 00:07s/l250.101.975301.975301.96105-36.6310665.59
1102023.04.12 00:00sell260.102.006450.000000.00000
1112023.04.12 00:00modify260.102.006452.021451.99145
1122023.04.12 12:30sell270.101.999520.000000.00000
1132023.04.12 12:30modify270.101.999522.005701.99145
1142023.04.12 12:30modify260.102.006452.005701.99145
1152023.04.12 12:37sell280.101.997370.000000.00000
1162023.04.12 12:37modify280.101.997372.001951.99145
1172023.04.12 12:37modify270.101.999522.001951.99145
1182023.04.12 12:37modify260.102.006452.001951.99145
1192023.04.12 13:25s/l260.102.001952.001951.9914526.4810692.07
1202023.04.12 13:25s/l270.102.001952.001951.99145-14.3010677.77
1212023.04.12 13:25s/l280.102.001952.001951.99145-26.9610650.81
1222023.04.14 04:00buy290.101.987930.000000.00000
1232023.04.14 04:00modify290.101.987931.972932.00293
1242023.04.14 14:11buy300.101.994710.000000.00000
1252023.04.14 14:11modify300.101.994711.988682.00293
1262023.04.14 14:11modify290.101.987931.988682.00293
1272023.04.14 14:24buy310.101.996940.000000.00000
1282023.04.14 14:24modify310.101.996941.992432.00293
1292023.04.14 14:24modify300.101.994711.992432.00293
1302023.04.14 14:24modify290.101.987931.992432.00293
1312023.04.14 14:42buy320.101.999940.000000.00000
1322023.04.14 14:42modify320.101.999941.993182.00293
1332023.04.14 14:42modify310.101.996941.993182.00293
1342023.04.14 14:42modify300.101.994711.993182.00293
1352023.04.14 14:42modify290.101.987931.993182.00293
1362023.04.17 04:54t/p290.102.002931.993182.0029387.9010738.71
1372023.04.17 04:54t/p300.102.002931.993182.0029348.0110786.73
1382023.04.17 04:54t/p310.102.002931.993182.0029334.8910821.62
1392023.04.17 04:54t/p320.102.002931.993182.0029317.2410838.86
1402023.05.02 16:00buy330.102.010250.000000.00000
1412023.05.02 16:00modify330.102.010251.995252.02525
1422023.05.03 19:48buy340.102.017000.000000.00000
1432023.05.03 19:48modify340.102.017002.011002.02525
1442023.05.03 19:48modify330.102.010252.011002.02525
1452023.05.03 22:05buy350.102.019310.000000.00000
1462023.05.03 22:05modify350.102.019312.014752.02525
1472023.05.03 22:05modify340.102.017002.014752.02525
1482023.05.03 22:05modify330.102.010252.014752.02525
1492023.05.03 22:13buy360.102.022330.000000.00000
1502023.05.03 22:13modify360.102.022332.015502.02525
1512023.05.03 22:13modify350.102.019312.015502.02525
1522023.05.03 22:13modify340.102.017002.015502.02525
1532023.05.03 22:13modify330.102.010252.015502.02525
1542023.05.04 02:54s/l330.102.015502.015502.0252529.4910868.34
1552023.05.04 02:54s/l340.102.015502.015502.02525-9.8810858.47
1562023.05.04 02:54s/l350.102.015502.015502.02525-23.4710835.00
1572023.05.04 02:54s/l360.102.015502.015502.02525-41.2310793.78
1582023.05.19 12:00buy370.101.982030.000000.00000
1592023.05.19 12:00modify370.101.982031.967031.99703
1602023.05.24 01:10buy380.101.988780.000000.00000
1612023.05.24 01:10modify380.101.988781.982781.99703
1622023.05.24 01:10modify370.101.982031.982781.99703
1632023.05.24 02:00buy390.101.991200.000000.00000
1642023.05.24 02:00modify390.101.991201.986531.99703
1652023.05.24 02:00modify380.101.988781.986531.99703
1662023.05.24 02:00modify370.101.982031.986531.99703
1672023.05.24 02:00buy400.101.994230.000000.00000
1682023.05.24 02:00modify400.101.994231.987281.99703
1692023.05.24 02:00modify390.101.991201.987281.99703
1702023.05.24 02:00modify380.101.988781.987281.99703
1712023.05.24 02:00modify370.101.982031.987281.99703
1722023.05.24 02:00t/p370.101.997031.987281.9970387.1910880.97
1732023.05.24 02:00t/p380.101.997031.987281.9970348.5410929.51
1742023.05.24 02:00t/p390.101.997031.987281.9970334.3010963.81
1752023.05.24 02:00t/p400.101.997031.987281.9970316.4710980.28
1762023.05.24 12:00sell410.102.020110.000000.00000
1772023.05.24 12:00modify410.102.020112.035112.00511
1782023.05.25 09:11s/l410.102.035112.035112.00511-88.1710892.11
1792023.05.31 08:00sell420.102.061740.000000.00000
1802023.05.31 08:00modify420.102.061742.076742.04674
1812023.06.02 03:39sell430.102.054960.000000.00000
1822023.06.02 03:39modify430.102.054962.060992.04674
1832023.06.02 03:39modify420.102.061742.060992.04674
1842023.06.02 08:54sell440.102.052740.000000.00000
1852023.06.02 08:54modify440.102.052742.057242.04674
1862023.06.02 08:54modify430.102.054962.057242.04674
1872023.06.02 08:54modify420.102.061742.057242.04674
1882023.06.02 11:30s/l420.102.057242.057242.0467426.6310918.74
1892023.06.02 11:30s/l430.102.057242.057242.04674-13.4110905.33
1902023.06.02 11:30s/l440.102.057242.057242.04674-26.4810878.85
1912023.06.22 12:00buy450.102.057210.000000.00000
1922023.06.22 12:00modify450.102.057212.042212.07221
1932023.06.22 18:59buy460.102.064000.000000.00000
1942023.06.22 18:59modify460.102.064002.057962.07221
1952023.06.22 18:59modify450.102.057212.057962.07221
1962023.06.23 02:33buy470.102.066240.000000.00000
1972023.06.23 02:33modify470.102.066242.061712.07221
1982023.06.23 02:33modify460.102.064002.061712.07221
1992023.06.23 02:33modify450.102.057212.061712.07221
2002023.06.23 03:43buy480.102.069210.000000.00000
2012023.06.23 03:43modify480.102.069212.062462.07221
2022023.06.23 03:43modify470.102.066242.062462.07221
2032023.06.23 03:43modify460.102.064002.062462.07221
2042023.06.23 03:43modify450.102.057212.062462.07221
2052023.06.23 09:18t/p450.102.072212.062462.0722187.9010966.75
2062023.06.23 09:18t/p460.102.072212.062462.0722147.9511014.70
2072023.06.23 09:18t/p470.102.072212.062462.0722135.1211049.82
2082023.06.23 09:18t/p480.102.072212.062462.0722117.6511067.47
2092023.07.05 08:00buy490.102.051950.000000.00000
2102023.07.05 08:00modify490.102.051952.036952.06695
2112023.07.06 04:06buy500.102.058720.000000.00000
2122023.07.06 04:06modify500.102.058722.052702.06695
2132023.07.06 04:06modify490.102.051952.052702.06695
2142023.07.06 06:15s/l490.102.052702.052702.066953.3611070.84
2152023.07.06 06:15s/l500.102.052702.052702.06695-35.4211035.42
2162023.07.11 16:00sell510.102.087290.000000.00000
2172023.07.11 16:00modify510.102.087292.102292.07229
2182023.07.12 02:23sell520.102.080540.000000.00000
2192023.07.12 02:23modify520.102.080542.086542.07229
2202023.07.12 02:23modify510.102.087292.086542.07229
2212023.07.12 02:32sell530.102.078280.000000.00000
2222023.07.12 02:32modify530.102.078282.082792.07229
2232023.07.12 02:32modify520.102.080542.082792.07229
2242023.07.12 02:32modify510.102.087292.082792.07229
2252023.07.12 03:45s/l510.102.082792.082792.0722926.5211061.93
2262023.07.12 03:45s/l520.102.082792.082792.07229-13.2411048.69
2272023.07.12 03:45s/l530.102.082792.082792.07229-26.5411022.15
2282023.08.24 00:00buy540.102.129630.000000.00000
2292023.08.24 00:00modify540.102.129632.114632.14463
2302023.08.29 00:32buy550.102.136380.000000.00000
2312023.08.29 00:32modify550.102.136382.130382.14463
2322023.08.29 00:32modify540.102.129632.130382.14463
2332023.08.29 03:28s/l540.102.130382.130382.144633.3611025.52
2342023.08.29 03:28s/l550.102.130382.130382.14463-35.3010990.22
2352023.08.30 00:00buy560.102.118060.000000.00000
2362023.08.30 00:00modify560.102.118062.103062.13306
2372023.08.30 07:01buy570.102.124820.000000.00000
2382023.08.30 07:01modify570.102.124822.118812.13306
2392023.08.30 07:01modify560.102.118062.118812.13306
2402023.08.30 07:40buy580.102.127170.000000.00000
2412023.08.30 07:40modify580.102.127172.122562.13306
2422023.08.30 07:40modify570.102.124822.122562.13306
2432023.08.30 07:40modify560.102.118062.122562.13306
2442023.08.30 11:38s/l560.102.122562.122562.1330626.4811016.70
2452023.08.30 11:38s/l570.102.122562.122562.13306-13.2911003.41
2462023.08.30 11:38s/l580.102.122562.122562.13306-27.1210976.29
2472023.08.31 04:00sell590.102.134550.000000.00000
2482023.08.31 04:00modify590.102.134552.149552.11955
2492023.08.31 12:18sell600.102.127800.000000.00000
2502023.08.31 12:18modify600.102.127802.133802.11955
2512023.08.31 12:18modify590.102.134552.133802.11955
2522023.08.31 14:14s/l590.102.133802.133802.119554.4110980.70
2532023.08.31 14:14s/l600.102.133802.133802.11955-35.3110945.39