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=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 test1915Ticks modelled46833315Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit550.97Gross profit1004.13Gross loss-453.16
Profit factor2.22Expected payoff11.98
Absolute drawdown224.53Maximal drawdown400.37 (3.93%)Relative drawdown3.93% (400.37)
Total trades46Short positions (won %)28 (60.71%)Long positions (won %)18 (66.67%)
Profit trades (% of total)29 (63.04%)Loss trades (% of total)17 (36.96%)
Largestprofit trade88.28loss trade-70.62
Averageprofit trade34.63loss trade-26.66
Maximumconsecutive wins (profit in money)9 (415.24)consecutive losses (loss in money)4 (-167.69)
Maximalconsecutive profit (count of wins)415.24 (9)consecutive loss (count of losses)-167.69 (4)
Averageconsecutive wins3consecutive 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 14:24sell20.101.924340.000000.00000
42022.09.14 14:24modify20.101.924341.928861.91461
52022.09.14 14:24modify10.101.929611.928861.91461
62022.09.14 20:24sell30.101.921340.000000.00000
72022.09.14 20:24modify30.101.921341.925111.91461
82022.09.14 20:24modify20.101.924341.925111.91461
92022.09.14 20:24modify10.101.929611.925111.91461
102022.09.14 22:44sell40.101.918360.000000.00000
112022.09.14 22:44modify40.101.918361.922861.91461
122022.09.14 22:44modify30.101.921341.922861.91461
132022.09.14 22:44modify20.101.924341.922861.91461
142022.09.14 22:44modify10.101.929611.922861.91461
152022.09.15 10:50s/l10.101.922861.922861.9146139.8410039.84
162022.09.15 10:50s/l20.101.922861.922861.914618.8210048.65
172022.09.15 10:50s/l30.101.922861.922861.91461-8.8310039.82
182022.09.15 10:50s/l40.101.922861.922861.91461-26.3710013.44
192022.09.20 12:00sell50.101.935910.000000.00000
202022.09.20 12:00modify50.101.935911.947911.92091
212022.09.20 15:54sell60.101.930660.000000.00000
222022.09.20 15:54modify60.101.930661.935161.92091
232022.09.20 15:54modify50.101.935911.935161.92091
242022.09.20 18:51sell70.101.927650.000000.00000
252022.09.20 18:51modify70.101.927651.931411.92091
262022.09.20 18:51modify60.101.930661.931411.92091
272022.09.20 18:51modify50.101.935911.931411.92091
282022.09.21 03:21s/l50.101.931411.931411.9209126.5210039.96
292022.09.21 03:21s/l60.101.931411.931411.92091-4.3710035.58
302022.09.21 03:21s/l70.101.931411.931411.92091-22.0910013.49
312022.09.23 12:00buy80.101.910170.000000.00000
322022.09.23 12:00modify80.101.910171.898171.92517
332022.09.23 14:21s/l80.101.898171.898171.92517-70.609942.89
342022.10.13 12:00sell90.102.000470.000000.00000
352022.10.13 12:00modify90.102.000472.012471.98547
362022.10.13 12:30s/l90.102.012472.012471.98547-70.629872.27
372022.11.03 16:00buy100.101.935620.000000.00000
382022.11.03 16:00modify100.101.935621.923621.95062
392022.11.04 00:53buy110.101.940910.000000.00000
402022.11.04 00:53modify110.101.940911.936371.95062
412022.11.04 00:53modify100.101.935621.936371.95062
422022.11.04 01:02s/l100.101.936371.936371.950624.069876.33
432022.11.04 01:02s/l110.101.936371.936371.95062-26.719849.62
442023.01.19 12:00sell120.101.935360.000000.00000
452023.01.19 12:00modify120.101.935361.947361.92036
462023.01.19 14:26sell130.101.930110.000000.00000
472023.01.19 14:26modify130.101.930111.934611.92036
482023.01.19 14:26modify120.101.935361.934611.92036
492023.01.19 15:43s/l120.101.934611.934611.920364.429854.04
502023.01.19 15:43s/l130.101.934611.934611.92036-26.489827.56
512023.01.24 16:00buy140.101.894040.000000.00000
522023.01.24 16:00modify140.101.894041.882041.90904
532023.01.24 23:00buy150.101.899370.000000.00000
542023.01.24 23:00modify150.101.899371.894791.90904
552023.01.24 23:00modify140.101.894041.894791.90904
562023.01.24 23:08buy160.101.902290.000000.00000
572023.01.24 23:08modify160.101.902291.898541.90904
582023.01.24 23:08modify150.101.899371.898541.90904
592023.01.24 23:08modify140.101.894041.898541.90904
602023.01.24 23:56s/l140.101.898541.898541.9090426.479854.03
612023.01.24 23:56s/l150.101.898541.898541.90904-4.889849.15
622023.01.24 23:56s/l160.101.898541.898541.90904-22.069827.09
632023.02.02 16:00buy170.101.888610.000000.00000
642023.02.02 16:00modify170.101.888611.876611.90361
652023.02.03 11:13buy180.101.893870.000000.00000
662023.02.03 11:13modify180.101.893871.889361.90361
672023.02.03 11:13modify170.101.888611.889361.90361
682023.02.03 13:30s/l170.101.889361.889361.903614.079831.16
692023.02.03 13:30s/l180.101.889361.889361.90361-26.539804.63
702023.02.06 16:00sell190.101.913380.000000.00000
712023.02.06 16:00modify190.101.913381.925381.89838
722023.02.06 19:23sell200.101.908090.000000.00000
732023.02.06 19:23modify200.101.908091.912631.89838
742023.02.06 19:23modify190.101.913381.912631.89838
752023.02.06 22:05sell210.101.904900.000000.00000
762023.02.06 22:05modify210.101.904901.908881.89838
772023.02.06 22:05modify200.101.908091.908881.89838
782023.02.06 22:05modify190.101.913381.908881.89838
792023.02.07 03:30sell220.101.902120.000000.00000
802023.02.07 03:30modify220.101.902121.906631.89838
812023.02.07 03:30modify210.101.904901.906631.89838
822023.02.07 03:30modify200.101.908091.906631.89838
832023.02.07 03:30modify190.101.913381.906631.89838
842023.02.07 03:54s/l190.101.906631.906631.8983839.769844.38
852023.02.07 03:54s/l200.101.906631.906631.898388.639853.01
862023.02.07 03:54s/l210.101.906631.906631.89838-10.149842.86
872023.02.07 03:54s/l220.101.906631.906631.89838-26.549816.32
882023.02.21 16:00sell230.101.947270.000000.00000
892023.02.21 16:00modify230.101.947271.959271.93227
902023.02.22 01:01sell240.101.941950.000000.00000
912023.02.22 01:01modify240.101.941951.946521.93227
922023.02.22 01:01modify230.101.947271.946521.93227
932023.02.22 01:16s/l230.101.946521.946521.932274.469820.78
942023.02.22 01:16s/l240.101.946521.946521.93227-26.899793.89
952023.02.28 12:00sell250.101.963380.000000.00000
962023.02.28 12:00modify250.101.963381.975381.94838
972023.02.28 15:47sell260.101.958130.000000.00000
982023.02.28 15:47modify260.101.958131.962631.94838
992023.02.28 15:47modify250.101.963381.962631.94838
1002023.02.28 15:56sell270.101.955040.000000.00000
1012023.02.28 15:56modify270.101.955041.958881.94838
1022023.02.28 15:56modify260.101.958131.958881.94838
1032023.02.28 15:56modify250.101.963381.958881.94838
1042023.02.28 16:09sell280.101.952110.000000.00000
1052023.02.28 16:09modify280.101.952111.956631.94838
1062023.02.28 16:09modify270.101.955041.956631.94838
1072023.02.28 16:09modify260.101.958131.956631.94838
1082023.02.28 16:09modify250.101.963381.956631.94838
1092023.02.28 18:42t/p250.101.948381.956631.9483888.289882.17
1102023.02.28 18:42t/p260.101.948381.956631.9483857.389939.55
1112023.02.28 18:42t/p270.101.948381.956631.9483839.209978.75
1122023.02.28 18:42t/p280.101.948381.956631.9483821.9510000.70
1132023.03.10 12:00sell290.101.961420.000000.00000
1142023.03.10 12:00modify290.101.961421.973421.94642
1152023.03.10 13:28sell300.101.956160.000000.00000
1162023.03.10 13:28modify300.101.956161.960671.94642
1172023.03.10 13:28modify290.101.961421.960671.94642
1182023.03.10 14:07s/l290.101.960671.960671.946424.4110005.11
1192023.03.10 14:07s/l300.101.960671.960671.94642-26.549978.57
1202023.04.13 16:00buy310.101.987440.000000.00000
1212023.04.13 16:00modify310.101.987441.975442.00244
1222023.04.14 13:49buy320.101.992870.000000.00000
1232023.04.14 13:49modify320.101.992871.988192.00244
1242023.04.14 13:49modify310.101.987441.988192.00244
1252023.04.14 14:22buy330.101.995710.000000.00000
1262023.04.14 14:22modify330.101.995711.991942.00244
1272023.04.14 14:22modify320.101.992871.991942.00244
1282023.04.14 14:22modify310.101.987441.991942.00244
1292023.04.14 14:24buy340.101.998740.000000.00000
1302023.04.14 14:24modify340.101.998741.994192.00244
1312023.04.14 14:24modify330.101.995711.994192.00244
1322023.04.14 14:24modify320.101.992871.994192.00244
1332023.04.14 14:24modify310.101.987441.994192.00244
1342023.04.17 04:41t/p310.102.002441.994192.0024487.5410066.11
1352023.04.17 04:41t/p320.102.002441.994192.0024455.9410122.05
1362023.04.17 04:41t/p330.102.002441.994192.0024439.2410161.30
1372023.04.17 04:41t/p340.102.002441.994192.0024421.4110182.71
1382023.05.02 12:00buy350.102.008650.000000.00000
1392023.05.02 12:00modify350.102.008651.996652.02365
1402023.05.03 18:35buy360.102.013930.000000.00000
1412023.05.03 18:35modify360.102.013932.009402.02365
1422023.05.03 18:35modify350.102.008652.009402.02365
1432023.05.03 19:48buy370.102.016920.000000.00000
1442023.05.03 19:48modify370.102.016922.013152.02365
1452023.05.03 19:48modify360.102.013932.013152.02365
1462023.05.03 19:48modify350.102.008652.013152.02365
1472023.05.03 22:07buy380.102.019910.000000.00000
1482023.05.03 22:07modify380.102.019912.015402.02365
1492023.05.03 22:07modify370.102.016922.015402.02365
1502023.05.03 22:07modify360.102.013932.015402.02365
1512023.05.03 22:07modify350.102.008652.015402.02365
1522023.05.03 22:17t/p350.102.023652.015402.0236587.8910270.60
1532023.05.03 22:17t/p360.102.023652.015402.0236557.1810327.78
1542023.05.03 22:17t/p370.102.023652.015402.0236539.5910367.37
1552023.05.03 22:17t/p380.102.023652.015402.0236522.0010389.37
1562023.07.11 12:00sell390.102.088390.000000.00000
1572023.07.11 12:00modify390.102.088392.100392.07339
1582023.07.12 00:34sell400.102.083060.000000.00000
1592023.07.12 00:34modify400.102.083062.087642.07339
1602023.07.12 00:34modify390.102.088392.087642.07339
1612023.07.12 02:01s/l390.102.087642.087642.073394.4510393.81
1622023.07.12 02:01s/l400.102.087642.087642.07339-26.9510366.86
1632023.07.18 12:00sell410.102.086290.000000.00000
1642023.07.18 12:00modify410.102.086292.098292.07129
1652023.07.18 13:59sell420.102.081040.000000.00000
1662023.07.18 13:59modify420.102.081042.085542.07129
1672023.07.18 13:59modify410.102.086292.085542.07129
1682023.07.18 14:58sell430.102.078010.000000.00000
1692023.07.18 14:58modify430.102.078012.081792.07129
1702023.07.18 14:58modify420.102.081042.081792.07129
1712023.07.18 14:58modify410.102.086292.081792.07129
1722023.07.18 15:58sell440.102.075040.000000.00000
1732023.07.18 15:58modify440.102.075042.079542.07129
1742023.07.18 15:58modify430.102.078012.079542.07129
1752023.07.18 15:58modify420.102.081042.079542.07129
1762023.07.18 15:58modify410.102.086292.079542.07129
1772023.07.18 22:45t/p410.102.071292.079542.0712988.2810455.14
1782023.07.18 22:45t/p420.102.071292.079542.0712957.3810512.52
1792023.07.18 22:45t/p430.102.071292.079542.0712939.5510552.07
1802023.07.18 22:45t/p440.102.071292.079542.0712922.0710574.14
1812023.08.23 16:00buy450.102.128480.000000.00000
1822023.08.23 16:00modify450.102.128482.116482.14348
1832023.08.24 06:15buy460.102.133740.000000.00000
1842023.08.24 06:15modify460.102.133742.129232.14348
1852023.08.24 06:15modify450.102.128482.129232.14348
1862023.08.24 14:00s/l450.102.129232.129232.143483.3610577.51
1872023.08.24 14:00s/l460.102.129232.129232.14348-26.5410550.97