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=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 profit1336.35Gross profit1691.47Gross loss-355.12
Profit factor4.76Expected payoff31.08
Absolute drawdown230.71Maximal drawdown404.57 (3.98%)Relative drawdown3.98% (404.57)
Total trades43Short positions (won %)28 (82.14%)Long positions (won %)15 (73.33%)
Profit trades (% of total)34 (79.07%)Loss trades (% of total)9 (20.93%)
Largestprofit trade88.42loss trade-70.95
Averageprofit trade49.75loss trade-39.46
Maximumconsecutive wins (profit in money)19 (1054.11)consecutive losses (loss in money)4 (-235.79)
Maximalconsecutive profit (count of wins)1054.11 (19)consecutive loss (count of losses)-235.79 (4)
Averageconsecutive wins7consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.14 12:00sell10.101.929610.000000.00000
22022.09.14 12:00modify10.101.929611.941611.91461
32022.09.14 15:10sell20.101.924180.000000.00000
42022.09.14 15:10modify20.101.924181.928861.91461
52022.09.14 15:10modify10.101.929611.928861.91461
62022.09.14 20:53sell30.101.921220.000000.00000
72022.09.14 20:53modify30.101.921221.925111.91461
82022.09.14 20:53modify20.101.924181.925111.91461
92022.09.14 20:53modify10.101.929611.925111.91461
102022.09.15 01:55sell40.101.918320.000000.00000
112022.09.15 01:55modify40.101.918321.922861.91461
122022.09.15 01:55modify30.101.921221.922861.91461
132022.09.15 01:55modify20.101.924181.922861.91461
142022.09.15 01:55modify10.101.929611.922861.91461
152022.09.15 10:40s/l10.101.922861.922861.9146139.8410039.84
162022.09.15 10:40s/l20.101.922861.922861.914617.8810047.71
172022.09.15 10:40s/l30.101.922861.922861.91461-9.5410038.17
182022.09.15 10:40s/l40.101.922861.922861.91461-26.7110011.46
192022.09.20 12:00sell50.101.935910.000000.00000
202022.09.20 12:00modify50.101.935911.947911.92091
212022.09.20 18:40sell60.101.927390.000000.00000
222022.09.20 18:40modify60.101.927391.931411.92091
232022.09.20 18:40modify50.101.935911.931411.92091
242022.09.21 03:40s/l50.101.931411.931411.9209126.5210037.97
252022.09.21 03:40s/l60.101.931411.931411.92091-23.6210014.35
262022.09.23 12:00buy70.101.910170.000000.00000
272022.09.23 12:00modify70.101.910171.898171.92517
282022.09.23 14:20s/l70.101.898171.898171.92517-70.609943.75
292022.10.13 12:00sell80.102.000470.000000.00000
302022.10.13 12:00modify80.102.000472.012471.98547
312022.10.13 12:30s/l80.102.012472.012471.98547-70.629873.13
322022.11.03 16:00buy90.101.935620.000000.00000
332022.11.03 16:00modify90.101.935621.923621.95062
342022.11.04 10:40s/l90.101.923621.923621.95062-70.959802.18
352023.01.19 12:00sell100.101.935360.000000.00000
362023.01.19 12:00modify100.101.935361.947361.92036
372023.01.20 04:50sell110.101.929980.000000.00000
382023.01.20 04:50modify110.101.929981.934611.92036
392023.01.20 04:50modify100.101.935361.934611.92036
402023.01.20 09:15t/p100.101.920361.934611.9203688.329890.49
412023.01.20 09:15t/p110.101.920361.934611.9203656.629947.11
422023.01.24 16:00buy120.101.894040.000000.00000
432023.01.24 16:00modify120.101.894041.882041.90904
442023.01.25 03:35buy130.101.899420.000000.00000
452023.01.25 03:35modify130.101.899421.894791.90904
462023.01.25 03:35modify120.101.894041.894791.90904
472023.01.25 12:30buy140.101.902350.000000.00000
482023.01.25 12:30modify140.101.902351.898541.90904
492023.01.25 12:30modify130.101.899421.898541.90904
502023.01.25 12:30modify120.101.894041.898541.90904
512023.01.25 13:20buy150.101.905320.000000.00000
522023.01.25 13:20modify150.101.905321.900791.90904
532023.01.25 13:20modify140.101.902351.900791.90904
542023.01.25 13:20modify130.101.899421.900791.90904
552023.01.25 13:20modify120.101.894041.900791.90904
562023.01.25 14:40t/p120.101.909041.900791.9090487.8910035.00
572023.01.25 14:40t/p130.101.909041.900791.9090456.5910091.59
582023.01.25 14:40t/p140.101.909041.900791.9090439.3610130.95
592023.01.25 14:40t/p150.101.909041.900791.9090421.8810152.83
602023.02.02 16:00buy160.101.888610.000000.00000
612023.02.02 16:00modify160.101.888611.876611.90361
622023.02.03 12:05buy170.101.894070.000000.00000
632023.02.03 12:05modify170.101.894071.889361.90361
642023.02.03 12:05modify160.101.888611.889361.90361
652023.02.03 13:05s/l160.101.889361.889361.903614.0710156.91
662023.02.03 13:05s/l170.101.889361.889361.90361-27.7010129.21
672023.02.06 16:00sell180.101.913380.000000.00000
682023.02.06 16:00modify180.101.913381.925381.89838
692023.02.06 19:40sell190.101.908090.000000.00000
702023.02.06 19:40modify190.101.908091.912631.89838
712023.02.06 19:40modify180.101.913381.912631.89838
722023.02.06 22:25sell200.101.905040.000000.00000
732023.02.06 22:25modify200.101.905041.908881.89838
742023.02.06 22:25modify190.101.908091.908881.89838
752023.02.06 22:25modify180.101.913381.908881.89838
762023.02.07 09:53t/p180.101.898381.908881.8983888.3110217.51
772023.02.07 09:53t/p190.101.898381.908881.8983857.1810274.69
782023.02.07 09:53t/p200.101.898381.908881.8983839.2310313.91
792023.02.21 16:00sell210.101.947270.000000.00000
802023.02.21 16:00modify210.101.947271.959271.93227
812023.02.22 09:25sell220.101.941820.000000.00000
822023.02.22 09:25modify220.101.941821.946521.93227
832023.02.22 09:25modify210.101.947271.946521.93227
842023.02.22 12:30sell230.101.938910.000000.00000
852023.02.22 12:30modify230.101.938911.942771.93227
862023.02.22 12:30modify220.101.941821.942771.93227
872023.02.22 12:30modify210.101.947271.942771.93227
882023.02.22 21:40sell240.101.935760.000000.00000
892023.02.22 21:40modify240.101.935761.940521.93227
902023.02.22 21:40modify230.101.938911.940521.93227
912023.02.22 21:40modify220.101.941821.940521.93227
922023.02.22 21:40modify210.101.947271.940521.93227
932023.02.23 01:40t/p210.101.932271.940521.9322788.4210402.33
942023.02.23 01:40t/p220.101.932271.940521.9322756.3110458.64
952023.02.23 01:40t/p230.101.932271.940521.9322739.1910497.82
962023.02.23 01:40t/p240.101.932271.940521.9322720.6510518.47
972023.02.28 12:00sell250.101.963380.000000.00000
982023.02.28 12:00modify250.101.963381.975381.94838
992023.02.28 15:50sell260.101.954960.000000.00000
1002023.02.28 15:50modify260.101.954961.958881.94838
1012023.02.28 15:50modify250.101.963381.958881.94838
1022023.02.28 16:40sell270.101.952070.000000.00000
1032023.02.28 16:40modify270.101.952071.956631.94838
1042023.02.28 16:40modify260.101.954961.956631.94838
1052023.02.28 16:40modify250.101.963381.956631.94838
1062023.02.28 18:40t/p250.101.948381.956631.9483888.2810606.75
1072023.02.28 18:40t/p260.101.948381.956631.9483838.7310645.48
1082023.02.28 18:40t/p270.101.948381.956631.9483821.7210667.20
1092023.03.10 12:00sell280.101.961420.000000.00000
1102023.03.10 12:00modify280.101.961421.973421.94642
1112023.03.13 03:40sell290.101.956120.000000.00000
1122023.03.13 03:40modify290.101.956121.960671.94642
1132023.03.13 03:40modify280.101.961421.960671.94642
1142023.03.13 10:40sell300.101.952980.000000.00000
1152023.03.13 10:40modify300.101.952981.956921.94642
1162023.03.13 10:40modify290.101.956121.956921.94642
1172023.03.13 10:40modify280.101.961421.956921.94642
1182023.03.13 13:30t/p280.101.946421.956921.9464288.3110755.50
1192023.03.13 13:30t/p290.101.946421.956921.9464257.0810812.58
1202023.03.13 13:30t/p300.101.946421.956921.9464238.6010851.18
1212023.04.13 16:00buy310.101.987440.000000.00000
1222023.04.13 16:00modify310.101.987441.975442.00244
1232023.04.14 13:30buy320.101.992730.000000.00000
1242023.04.14 13:30modify320.101.992731.988192.00244
1252023.04.14 13:30modify310.101.987441.988192.00244
1262023.04.17 04:30t/p310.102.002441.988192.0024487.5410938.72
1272023.04.17 04:30t/p320.102.002441.988192.0024456.7710995.50
1282023.05.02 12:00buy330.102.008650.000000.00000
1292023.05.02 12:00modify330.102.008651.996652.02365
1302023.05.03 19:00buy340.102.014080.000000.00000
1312023.05.03 19:00modify340.102.014082.009402.02365
1322023.05.03 19:00modify330.102.008652.009402.02365
1332023.05.03 19:50buy350.102.016990.000000.00000
1342023.05.03 19:50modify350.102.016992.013152.02365
1352023.05.03 19:50modify340.102.014082.013152.02365
1362023.05.03 19:50modify330.102.008652.013152.02365
1372023.05.03 22:40t/p330.102.023652.013152.0236587.8911083.39
1382023.05.03 22:40t/p340.102.023652.013152.0236556.3011139.69
1392023.05.03 22:40t/p350.102.023652.013152.0236539.1811178.87
1402023.07.11 12:00sell360.102.088390.000000.00000
1412023.07.11 12:00modify360.102.088392.100392.07339
1422023.07.12 01:35sell370.102.082860.000000.00000
1432023.07.12 01:35modify370.102.082862.087642.07339
1442023.07.12 01:35modify360.102.088392.087642.07339
1452023.07.12 02:05s/l360.102.087642.087642.073394.4511183.31
1462023.07.12 02:05s/l370.102.087642.087642.07339-28.1311155.18
1472023.07.18 12:00sell380.102.086290.000000.00000
1482023.07.18 12:00modify380.102.086292.098292.07129
1492023.07.18 13:40sell390.102.080890.000000.00000
1502023.07.18 13:40modify390.102.080892.085542.07129
1512023.07.18 13:40modify380.102.086292.085542.07129
1522023.07.18 14:50sell400.102.077970.000000.00000
1532023.07.18 14:50modify400.102.077972.081792.07129
1542023.07.18 14:50modify390.102.080892.081792.07129
1552023.07.18 14:50modify380.102.086292.081792.07129
1562023.07.18 15:40sell410.102.074850.000000.00000
1572023.07.18 15:40modify410.102.074852.079542.07129
1582023.07.18 15:40modify400.102.077972.079542.07129
1592023.07.18 15:40modify390.102.080892.079542.07129
1602023.07.18 15:40modify380.102.086292.079542.07129
1612023.07.18 22:30t/p380.102.071292.079542.0712988.2811243.46
1622023.07.18 22:30t/p390.102.071292.079542.0712956.5011299.96
1632023.07.18 22:30t/p400.102.071292.079542.0712939.3111339.27
1642023.07.18 22:30t/p410.102.071292.079542.0712920.9511360.22
1652023.08.23 16:00buy420.102.128480.000000.00000
1662023.08.23 16:00modify420.102.128482.116482.14348
1672023.08.24 06:15buy430.102.133860.000000.00000
1682023.08.24 06:15modify430.102.133862.129232.14348
1692023.08.24 06:15modify420.102.128482.129232.14348
1702023.08.24 14:15s/l420.102.129232.129232.143483.3611363.59
1712023.08.24 14:15s/l430.102.129232.129232.14348-27.2411336.35