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=1; RSIHelp="------------------------------------"; RSI_Period=10; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; 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=40; 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=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; 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 profit2100.01Gross profit2537.24Gross loss-437.23
Profit factor5.80Expected payoff26.58
Absolute drawdown56.92Maximal drawdown219.85 (1.91%)Relative drawdown1.91% (219.85)
Total trades79Short positions (won %)48 (70.83%)Long positions (won %)31 (77.42%)
Profit trades (% of total)58 (73.42%)Loss trades (% of total)21 (26.58%)
Largestprofit trade88.42loss trade-88.23
Averageprofit trade43.75loss trade-20.82
Maximumconsecutive wins (profit in money)25 (1316.31)consecutive losses (loss in money)2 (-29.66)
Maximalconsecutive profit (count of wins)1316.31 (25)consecutive loss (count of losses)-88.23 (1)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.06 07:00sell10.101.903000.000000.00000
22022.09.06 07:00modify10.101.903001.918001.88800
32022.09.07 18:50sell20.101.896790.000000.00000
42022.09.07 18:50modify20.101.896791.902251.88800
52022.09.07 18:50modify10.101.903001.902251.88800
62022.09.07 21:07sell30.101.893730.000000.00000
72022.09.07 21:07modify30.101.893731.898501.88800
82022.09.07 21:07sell40.101.893730.000000.00000
92022.09.07 21:07modify40.101.893731.896251.88800
102022.09.07 21:07modify20.101.896791.896251.88800
112022.09.07 21:07modify10.101.903001.896251.88800
122022.09.07 21:10modify30.101.893731.896251.88800
132022.09.07 21:15s/l10.101.896251.896251.8880039.7710039.77
142022.09.07 21:15s/l20.101.896251.896251.888003.1810042.95
152022.09.07 21:15s/l30.101.896251.896251.88800-14.8310028.12
162022.09.07 21:15s/l40.101.896251.896251.88800-14.8310013.29
172022.09.20 09:00sell50.101.932060.000000.00000
182022.09.20 09:00modify50.101.932061.947061.91706
192022.09.21 07:20sell60.101.925820.000000.00000
202022.09.21 07:20modify60.101.925821.931311.91706
212022.09.21 07:20modify50.101.932061.931311.91706
222022.09.21 17:50sell70.101.923030.000000.00000
232022.09.21 17:50modify70.101.923031.927561.91706
242022.09.21 17:50sell80.101.923030.000000.00000
252022.09.21 17:50modify80.101.923031.925311.91706
262022.09.21 17:50modify60.101.925821.925311.91706
272022.09.21 17:50modify50.101.932061.925311.91706
282022.09.21 17:53modify70.101.923031.925311.91706
292022.09.21 18:15s/l50.101.925311.925311.9170639.7710053.05
302022.09.21 18:15s/l60.101.925311.925311.917063.0010056.05
312022.09.21 18:15s/l70.101.925311.925311.91706-13.4210042.63
322022.09.21 18:15s/l80.101.925311.925311.91706-13.4210029.21
332022.10.18 11:00buy90.101.988080.000000.00000
342022.10.18 11:00modify90.101.988081.973082.00308
352022.10.18 16:02buy100.101.997120.000000.00000
362022.10.18 16:02modify100.101.997121.992582.00308
372022.10.18 16:02buy110.101.997120.000000.00000
382022.10.18 16:02modify110.101.997121.994832.00308
392022.10.18 16:02modify90.101.988081.994832.00308
402022.10.18 16:05modify100.101.997121.994832.00308
412022.10.18 16:20s/l90.101.994831.994832.0030839.7110068.92
422022.10.18 16:20s/l100.101.994831.994832.00308-13.4710055.45
432022.10.18 16:20s/l110.101.994831.994832.00308-13.4710041.98
442023.01.19 17:00sell120.101.939620.000000.00000
452023.01.19 17:00modify120.101.939621.954621.92462
462023.01.19 22:25sell130.101.933530.000000.00000
472023.01.19 22:25modify130.101.933531.938871.92462
482023.01.19 22:25modify120.101.939621.938871.92462
492023.01.20 02:15sell140.101.930380.000000.00000
502023.01.20 02:15modify140.101.930381.935121.92462
512023.01.20 02:15sell150.101.930380.000000.00000
522023.01.20 02:15modify150.101.930381.932871.92462
532023.01.20 02:15modify130.101.933531.932871.92462
542023.01.20 02:15modify120.101.939621.932871.92462
552023.01.20 02:17modify140.101.930381.932871.92462
562023.01.20 07:45t/p120.101.924621.932871.9246288.3210130.30
572023.01.20 07:45t/p130.101.924621.932871.9246252.4810182.77
582023.01.20 07:45t/p140.101.924621.932871.9246233.9010216.67
592023.01.20 07:45t/p150.101.924621.932871.9246233.9010250.57
602023.01.31 11:00sell160.101.919730.000000.00000
612023.01.31 11:00modify160.101.919731.934731.90473
622023.01.31 13:15sell170.101.913450.000000.00000
632023.01.31 13:15modify170.101.913451.918981.90473
642023.01.31 13:15modify160.101.919731.918981.90473
652023.01.31 15:45t/p160.101.904731.918981.9047388.2710338.84
662023.01.31 15:45t/p170.101.904731.918981.9047351.3110390.15
672023.02.02 10:00buy180.101.893500.000000.00000
682023.02.02 10:00modify180.101.893501.878501.90850
692023.02.03 14:15buy190.101.899540.000000.00000
702023.02.03 14:15modify190.101.899541.894251.90850
712023.02.03 14:15modify180.101.893501.894251.90850
722023.02.03 17:27buy200.101.902540.000000.00000
732023.02.03 17:27modify200.101.902541.898001.90850
742023.02.03 17:27buy210.101.902540.000000.00000
752023.02.03 17:27modify210.101.902541.900251.90850
762023.02.03 17:27modify190.101.899541.900251.90850
772023.02.03 17:27modify180.101.893501.900251.90850
782023.02.03 17:30modify200.101.902541.900251.90850
792023.02.06 08:50t/p180.101.908501.900251.9085087.5410477.69
802023.02.06 08:50t/p190.101.908501.900251.9085052.3610530.05
812023.02.06 08:50t/p200.101.908501.900251.9085034.7110564.77
822023.02.06 08:50t/p210.101.908501.900251.9085034.7110599.48
832023.02.06 15:00sell220.101.916420.000000.00000
842023.02.06 15:00modify220.101.916421.931421.90142
852023.02.06 18:20sell230.101.910120.000000.00000
862023.02.06 18:20modify230.101.910121.915671.90142
872023.02.06 18:20modify220.101.916421.915671.90142
882023.02.06 20:45sell240.101.907420.000000.00000
892023.02.06 20:45modify240.101.907421.911921.90142
902023.02.06 20:45sell250.101.907420.000000.00000
912023.02.06 20:45modify250.101.907421.909671.90142
922023.02.06 20:45modify230.101.910121.909671.90142
932023.02.06 20:45modify220.101.916421.909671.90142
942023.02.06 20:47modify240.101.907421.909671.90142
952023.02.07 03:37t/p220.101.901421.909671.9014288.3110687.78
962023.02.07 03:37t/p230.101.901421.909671.9014251.2410739.02
972023.02.07 03:37t/p240.101.901421.909671.9014235.3510774.36
982023.02.07 03:37t/p250.101.901421.909671.9014235.3510809.71
992023.02.13 09:00buy260.101.900910.000000.00000
1002023.02.13 09:00modify260.101.900911.885911.91591
1012023.02.13 12:20buy270.101.907210.000000.00000
1022023.02.13 12:20modify270.101.907211.901661.91591
1032023.02.13 12:20modify260.101.900911.901661.91591
1042023.02.14 00:27buy280.101.910000.000000.00000
1052023.02.14 00:27modify280.101.910001.905411.91591
1062023.02.14 00:27buy290.101.910000.000000.00000
1072023.02.14 00:27modify290.101.910001.907661.91591
1082023.02.14 00:27modify270.101.907211.907661.91591
1092023.02.14 00:27modify260.101.900911.907661.91591
1102023.02.14 00:27modify280.101.910001.907661.91591
1112023.02.14 02:16t/p260.101.915911.907661.9159187.9010897.61
1122023.02.14 02:16t/p270.101.915911.907661.9159150.8410948.45
1132023.02.14 02:16t/p280.101.915911.907661.9159134.7710983.22
1142023.02.14 02:16t/p290.101.915911.907661.9159134.7711017.99
1152023.02.21 16:00sell300.101.947270.000000.00000
1162023.02.21 16:00modify300.101.947271.962271.93227
1172023.02.22 08:55sell310.101.941100.000000.00000
1182023.02.22 08:55modify310.101.941101.946521.93227
1192023.02.22 08:55modify300.101.947271.946521.93227
1202023.02.22 15:10sell320.101.938220.000000.00000
1212023.02.22 15:10modify320.101.938221.942771.93227
1222023.02.22 15:10sell330.101.938220.000000.00000
1232023.02.22 15:10modify330.101.938221.940521.93227
1242023.02.22 15:10modify310.101.941101.940521.93227
1252023.02.22 15:10modify300.101.947271.940521.93227
1262023.02.22 15:12modify320.101.938221.940521.93227
1272023.02.23 01:50t/p300.101.932271.940521.9322788.4211106.41
1282023.02.23 01:50t/p310.101.932271.940521.9322752.0811158.49
1292023.02.23 01:50t/p320.101.932271.940521.9322735.1311193.61
1302023.02.23 01:50t/p330.101.932271.940521.9322735.1311228.74
1312023.02.28 09:00sell340.101.965830.000000.00000
1322023.02.28 09:00modify340.101.965831.980831.95083
1332023.02.28 17:30t/p340.101.950831.980831.9508388.2811317.02
1342023.03.01 09:00buy350.101.931550.000000.00000
1352023.03.01 09:00modify350.101.931551.916551.94655
1362023.03.05 23:20buy360.101.937680.000000.00000
1372023.03.05 23:20modify360.101.937681.932301.94655
1382023.03.05 23:20modify350.101.931551.932301.94655
1392023.03.06 15:05buy370.101.940690.000000.00000
1402023.03.06 15:05modify370.101.940691.936051.94655
1412023.03.06 15:05buy380.101.940690.000000.00000
1422023.03.06 15:05modify380.101.940691.938301.94655
1432023.03.06 15:05modify360.101.937681.938301.94655
1442023.03.06 15:05modify350.101.931551.938301.94655
1452023.03.06 15:07modify370.101.940691.938301.94655
1462023.03.06 22:20s/l350.101.938301.938301.9465537.9711354.98
1472023.03.06 22:20s/l360.101.938301.938301.946553.3011358.29
1482023.03.06 22:20s/l370.101.938301.938301.94655-14.0611344.23
1492023.03.06 22:20s/l380.101.938301.938301.94655-14.0611330.17
1502023.03.10 10:00sell390.101.961900.000000.00000
1512023.03.10 10:00modify390.101.961901.976901.94690
1522023.03.13 02:50sell400.101.955810.000000.00000
1532023.03.13 02:50modify400.101.955811.961151.94690
1542023.03.13 02:50modify390.101.961901.961151.94690
1552023.03.13 13:20t/p390.101.946901.961151.9469088.3211418.48
1562023.03.13 13:20t/p400.101.946901.961151.9469052.4411470.92
1572023.03.20 16:00sell410.101.962350.000000.00000
1582023.03.20 16:00modify410.101.962351.977351.94735
1592023.03.21 08:50s/l410.101.977351.977351.94735-88.2311382.69
1602023.04.11 10:00sell420.102.001410.000000.00000
1612023.04.11 10:00modify420.102.001412.016411.98641
1622023.04.13 12:50sell430.101.995180.000000.00000
1632023.04.13 12:50modify430.101.995182.000661.98641
1642023.04.13 12:50modify420.102.001412.000661.98641
1652023.04.13 13:20sell440.101.992360.000000.00000
1662023.04.13 13:20modify440.101.992361.996911.98641
1672023.04.13 13:20sell450.101.992360.000000.00000
1682023.04.13 13:20modify450.101.992361.994661.98641
1692023.04.13 13:20modify430.101.995181.994661.98641
1702023.04.13 13:20modify420.102.001411.994661.98641
1712023.04.13 13:22modify440.101.992361.994661.98641
1722023.04.13 16:50t/p420.101.986411.994661.9864188.4211471.11
1732023.04.13 16:50t/p430.101.986411.994661.9864151.6111522.72
1742023.04.13 16:50t/p440.101.986411.994661.9864135.0211557.74
1752023.04.13 16:50t/p450.101.986411.994661.9864135.0211592.76
1762023.04.19 07:00sell460.102.010830.000000.00000
1772023.04.19 07:00modify460.102.010832.025831.99583
1782023.04.19 12:10sell470.102.004740.000000.00000
1792023.04.19 12:10modify470.102.004742.010081.99583
1802023.04.19 12:10modify460.102.010832.010081.99583
1812023.04.19 13:32sell480.102.001640.000000.00000
1822023.04.19 13:32modify480.102.001642.006331.99583
1832023.04.19 13:32sell490.102.001640.000000.00000
1842023.04.19 13:32modify490.102.001642.004081.99583
1852023.04.19 13:32modify470.102.004742.004081.99583
1862023.04.19 13:32modify460.102.010832.004081.99583
1872023.04.19 13:35modify480.102.001642.004081.99583
1882023.04.19 13:50s/l460.102.004082.004081.9958339.7311632.49
1892023.04.19 13:50s/l470.102.004082.004081.995833.8911636.38
1902023.04.19 13:50s/l480.102.004082.004081.99583-14.3611622.02
1912023.04.19 13:50s/l490.102.004082.004081.99583-14.3611607.66
1922023.05.02 12:00buy500.102.008650.000000.00000
1932023.05.02 12:00modify500.102.008651.993652.02365
1942023.05.03 19:10buy510.102.014850.000000.00000
1952023.05.03 19:10modify510.102.014852.009402.02365
1962023.05.03 19:10modify500.102.008652.009402.02365
1972023.05.03 22:00buy520.102.017930.000000.00000
1982023.05.03 22:00modify520.102.017932.013152.02365
1992023.05.03 22:00buy530.102.017930.000000.00000
2002023.05.03 22:00modify530.102.017932.015402.02365
2012023.05.03 22:00modify510.102.014852.015402.02365
2022023.05.03 22:00modify500.102.008652.015402.02365
2032023.05.03 22:03modify520.102.017932.015402.02365
2042023.05.03 22:26t/p500.102.023652.015402.0236587.8911695.55
2052023.05.03 22:26t/p510.102.023652.015402.0236551.7711747.32
2062023.05.03 22:26t/p520.102.023652.015402.0236533.6511780.97
2072023.05.03 22:26t/p530.102.023652.015402.0236533.6511814.62
2082023.05.08 14:00buy540.101.990210.000000.00000
2092023.05.08 14:00modify540.101.990211.975212.00521
2102023.05.09 06:50buy550.101.996400.000000.00000
2112023.05.09 06:50modify550.101.996401.990962.00521
2122023.05.09 06:50modify540.101.990211.990962.00521
2132023.05.09 07:50s/l540.101.990961.990962.005214.0611818.68
2142023.05.09 07:50s/l550.101.990961.990962.00521-32.0011786.68
2152023.05.12 08:00sell560.102.004090.000000.00000
2162023.05.12 08:00modify560.102.004092.019091.98909
2172023.05.17 02:50sell570.101.997830.000000.00000
2182023.05.17 02:50modify570.101.997832.003341.98909
2192023.05.17 02:50modify560.102.004092.003341.98909
2202023.05.17 14:17sell580.101.994940.000000.00000
2212023.05.17 14:17modify580.101.994941.999591.98909
2222023.05.17 14:17sell590.101.994940.000000.00000
2232023.05.17 14:17modify590.101.994941.997341.98909
2242023.05.17 14:17modify570.101.997831.997341.98909
2252023.05.17 14:17modify560.102.004091.997341.98909
2262023.05.17 14:20modify580.101.994941.997341.98909
2272023.05.17 14:40s/l560.101.997341.997341.9890939.8311826.51
2282023.05.17 14:40s/l570.101.997341.997341.989092.8811829.39
2292023.05.17 14:40s/l580.101.997341.997341.98909-14.1311815.26
2302023.05.17 14:40s/l590.101.997341.997341.98909-14.1311801.13
2312023.05.19 08:00buy600.101.981870.000000.00000
2322023.05.19 08:00modify600.101.981871.966871.99687
2332023.05.23 18:50buy610.101.988100.000000.00000
2342023.05.23 18:50modify610.101.988101.982621.99687
2352023.05.23 18:50modify600.101.981871.982621.99687
2362023.05.24 02:10t/p600.101.996871.982621.9968787.2011888.33
2372023.05.24 02:10t/p610.101.996871.982621.9968751.2511939.58
2382023.05.25 10:00sell620.102.035670.000000.00000
2392023.05.25 10:00modify620.102.035672.050672.02067
2402023.05.26 01:25sell630.102.029670.000000.00000
2412023.05.26 01:25modify630.102.029672.034922.02067
2422023.05.26 01:25modify620.102.035672.034922.02067
2432023.05.26 07:45s/l620.102.034922.034922.020674.4511944.03
2442023.05.26 07:45s/l630.102.034922.034922.02067-30.9011913.13
2452023.06.05 13:00buy640.102.043860.000000.00000
2462023.06.05 13:00modify640.102.043862.028862.05886
2472023.06.06 13:45buy650.102.049870.000000.00000
2482023.06.06 13:45modify650.102.049872.044612.05886
2492023.06.06 13:45modify640.102.043862.044612.05886
2502023.06.06 15:40s/l640.102.044612.044612.058864.0611917.19
2512023.06.06 15:40s/l650.102.044612.044612.05886-30.9511886.24
2522023.06.23 11:00sell660.102.074280.000000.00000
2532023.06.23 11:00modify660.102.074282.089282.05928
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