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=0; RSIHelp="------------------------------------"; RSI_Period=9; 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=35; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=13; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 profit1664.99Gross profit2632.15Gross loss-967.16
Profit factor2.72Expected payoff20.56
Absolute drawdown39.52Maximal drawdown450.90 (4.33%)Relative drawdown4.33% (450.90)
Total trades81Short positions (won %)51 (68.63%)Long positions (won %)30 (76.67%)
Profit trades (% of total)58 (71.60%)Loss trades (% of total)23 (28.40%)
Largestprofit trade88.42loss trade-89.30
Averageprofit trade45.38loss trade-42.05
Maximumconsecutive wins (profit in money)15 (745.66)consecutive losses (loss in money)3 (-264.55)
Maximalconsecutive profit (count of wins)745.66 (15)consecutive loss (count of losses)-264.55 (3)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.09.02 14:00buy10.101.886650.000000.00000
22022.09.02 14:00modify10.101.886651.871651.90165
32022.09.05 23:00buy20.101.891960.000000.00000
42022.09.05 23:00modify20.101.891961.887401.90165
52022.09.05 23:00modify10.101.886651.887401.90165
62022.09.06 04:07buy30.101.895760.000000.00000
72022.09.06 04:07modify30.101.895761.890401.90165
82022.09.06 04:07buy40.101.895760.000000.00000
92022.09.06 04:07modify40.101.895761.891901.90165
102022.09.06 04:07modify20.101.891961.891901.90165
112022.09.06 04:07modify10.101.886651.891901.90165
122022.09.06 04:10modify30.101.895761.891901.90165
132022.09.06 06:45t/p10.101.901651.891901.9016587.5510087.55
142022.09.06 06:45t/p20.101.901651.891901.9016556.6610144.21
152022.09.06 06:45t/p30.101.901651.891901.9016534.6510178.86
162022.09.06 06:45t/p40.101.901651.891901.9016534.6510213.51
172022.09.13 18:00sell50.101.917790.000000.00000
182022.09.13 18:00modify50.101.917791.932791.90279
192022.09.16 06:55sell60.101.912470.000000.00000
202022.09.16 06:55modify60.101.912471.917041.90279
212022.09.16 06:55modify50.101.917791.917041.90279
222022.09.16 16:03sell70.101.908630.000000.00000
232022.09.16 16:03modify70.101.908631.914041.90279
242022.09.16 16:03sell80.101.908630.000000.00000
252022.09.16 16:03modify80.101.908631.912541.90279
262022.09.16 16:03modify60.101.912471.912541.90279
272022.09.16 16:03modify50.101.917791.912541.90279
282022.09.16 16:06modify70.101.908631.912541.90279
292022.09.19 06:15s/l50.101.912541.912541.9027931.1110244.63
302022.09.19 06:15s/l60.101.912541.912541.90279-0.3710244.25
312022.09.19 06:15s/l70.101.912541.912541.90279-22.9710221.28
322022.09.19 06:15s/l80.101.912541.912541.90279-22.9710198.30
332022.09.19 16:00sell90.101.920640.000000.00000
342022.09.19 16:00modify90.101.920641.935641.90564
352022.09.19 21:27sell100.101.915330.000000.00000
362022.09.19 21:27modify100.101.915331.919891.90564
372022.09.19 21:27modify90.101.920641.919891.90564
382022.09.19 22:02s/l90.101.919891.919891.905644.4210202.72
392022.09.19 22:02s/l100.101.919891.919891.90564-26.8310175.89
402022.09.23 14:00buy110.101.901920.000000.00000
412022.09.23 14:00modify110.101.901921.886921.91692
422022.09.23 20:50s/l110.101.886921.886921.91692-88.2410087.65
432022.09.29 14:00sell120.101.932190.000000.00000
442022.09.29 14:00modify120.101.932191.947191.91719
452022.09.29 22:16s/l120.101.947191.947191.91719-88.289999.37
462022.09.30 19:00sell130.101.990460.000000.00000
472022.09.30 19:00modify130.101.990462.005461.97546
482022.10.02 23:05sell140.101.985190.000000.00000
492022.10.02 23:05modify140.101.985191.989711.97546
502022.10.02 23:05modify130.101.990461.989711.97546
512022.10.03 01:50t/p130.101.975461.989711.9754688.3210087.69
522022.10.03 01:50t/p140.101.975461.989711.9754657.3010144.98
532022.10.11 20:00buy150.101.965600.000000.00000
542022.10.11 20:00modify150.101.965601.950601.98060
552022.10.12 08:27buy160.101.971020.000000.00000
562022.10.12 08:27modify160.101.971021.966351.98060
572022.10.12 08:27modify150.101.965601.966351.98060
582022.10.12 09:35buy170.101.974640.000000.00000
592022.10.12 09:35modify170.101.974641.969351.98060
602022.10.12 09:35buy180.101.974640.000000.00000
612022.10.12 09:35modify180.101.974641.970851.98060
622022.10.12 09:35modify160.101.971021.970851.98060
632022.10.12 09:35modify150.101.965601.970851.98060
642022.10.12 09:37modify170.101.974641.970851.98060
652022.10.12 10:20t/p150.101.980601.970851.9806087.8910232.87
662022.10.12 10:20t/p160.101.980601.970851.9806056.3510289.22
672022.10.12 10:20t/p170.101.980601.970851.9806035.0610324.28
682022.10.12 10:20t/p180.101.980601.970851.9806035.0610359.34
692022.10.13 15:00sell190.102.017330.000000.00000
702022.10.13 15:00modify190.102.017332.032332.00233
712022.10.13 22:10sell200.102.008100.000000.00000
722022.10.13 22:10modify200.102.008102.013582.00233
732022.10.13 22:10sell210.102.008100.000000.00000
742022.10.13 22:10modify210.102.008102.012082.00233
752022.10.13 22:10modify190.102.017332.012082.00233
762022.10.13 22:12modify200.102.008102.012082.00233
772022.10.14 00:40t/p190.102.002332.012082.0023388.3210447.66
782022.10.14 00:40t/p200.102.002332.012082.0023334.0010481.65
792022.10.14 00:40t/p210.102.002332.012082.0023334.0010515.65
802022.11.03 15:00buy220.101.937160.000000.00000
812022.11.03 15:00modify220.101.937161.922161.95216
822022.11.04 11:10s/l220.101.922161.922161.95216-88.5910427.06
832022.11.07 18:00sell230.101.941090.000000.00000
842022.11.07 18:00modify230.101.941091.956091.92609
852022.11.07 22:42sell240.101.935650.000000.00000
862022.11.07 22:42modify240.101.935651.940341.92609
872022.11.07 22:42modify230.101.941091.940341.92609
882022.11.07 23:20s/l230.101.940341.940341.926094.4210431.48
892022.11.07 23:20s/l240.101.940341.940341.92609-27.6010403.88
902023.01.19 17:00sell250.101.939620.000000.00000
912023.01.19 17:00modify250.101.939621.954621.92462
922023.01.19 19:37sell260.101.934150.000000.00000
932023.01.19 19:37modify260.101.934151.938871.92462
942023.01.19 19:37modify250.101.939621.938871.92462
952023.01.20 02:15sell270.101.930380.000000.00000
962023.01.20 02:15modify270.101.930381.935871.92462
972023.01.20 02:15sell280.101.930380.000000.00000
982023.01.20 02:15modify280.101.930381.934371.92462
992023.01.20 02:15modify260.101.934151.934371.92462
1002023.01.20 02:15modify250.101.939621.934371.92462
1012023.01.20 02:17modify270.101.930381.934371.92462
1022023.01.20 07:45t/p250.101.924621.934371.9246288.3210492.19
1032023.01.20 07:45t/p260.101.924621.934371.9246256.1310548.32
1042023.01.20 07:45t/p270.101.924621.934371.9246233.9010582.22
1052023.01.20 07:45t/p280.101.924621.934371.9246233.9010616.12
1062023.01.25 15:00sell290.101.912130.000000.00000
1072023.01.25 15:00modify290.101.912131.927131.89713
1082023.01.27 01:50sell300.101.906800.000000.00000
1092023.01.27 01:50modify300.101.906801.911381.89713
1102023.01.27 01:50modify290.101.912131.911381.89713
1112023.01.27 14:50s/l290.101.911381.911381.897134.5610620.68
1122023.01.27 14:50s/l300.101.911381.911381.89713-26.9510593.73
1132023.02.06 15:00sell310.101.916420.000000.00000
1142023.02.06 15:00modify310.101.916421.931421.90142
1152023.02.06 16:59sell320.101.910870.000000.00000
1162023.02.06 16:59modify320.101.910871.915671.90142
1172023.02.06 16:59modify310.101.916421.915671.90142
1182023.02.06 20:45sell330.101.907420.000000.00000
1192023.02.06 20:45modify330.101.907421.912671.90142
1202023.02.06 20:45sell340.101.907420.000000.00000
1212023.02.06 20:45modify340.101.907421.911171.90142
1222023.02.06 20:45modify320.101.910871.911171.90142
1232023.02.06 20:45modify310.101.916421.911171.90142
1242023.02.06 20:47modify330.101.907421.911171.90142
1252023.02.07 03:37t/p310.101.901421.911171.9014288.3110682.03
1262023.02.07 03:37t/p320.101.901421.911171.9014255.6510737.68
1272023.02.07 03:37t/p330.101.901421.911171.9014235.3510773.02
1282023.02.07 03:37t/p340.101.901421.911171.9014235.3510808.37
1292023.02.21 16:00sell350.101.947270.000000.00000
1302023.02.21 16:00modify350.101.947271.962271.93227
1312023.02.22 09:12sell360.101.941820.000000.00000
1322023.02.22 09:12modify360.101.941821.946521.93227
1332023.02.22 09:12modify350.101.947271.946521.93227
1342023.02.22 15:10sell370.101.938220.000000.00000
1352023.02.22 15:10modify370.101.938221.943521.93227
1362023.02.22 15:10sell380.101.938220.000000.00000
1372023.02.22 15:10modify380.101.938221.942021.93227
1382023.02.22 15:10modify360.101.941821.942021.93227
1392023.02.22 15:10modify350.101.947271.942021.93227
1402023.02.22 15:12modify370.101.938221.942021.93227
1412023.02.23 01:50t/p350.101.932271.942021.9322788.4210896.79
1422023.02.23 01:50t/p360.101.932271.942021.9322756.3110953.09
1432023.02.23 01:50t/p370.101.932271.942021.9322735.1310988.22
1442023.02.23 01:50t/p380.101.932271.942021.9322735.1311023.34
1452023.02.27 18:00sell390.101.955010.000000.00000
1462023.02.27 18:00modify390.101.955011.970011.94001
1472023.02.28 20:55sell400.101.945740.000000.00000
1482023.02.28 20:55modify400.101.945741.951261.94001
1492023.02.28 20:55sell410.101.945740.000000.00000
1502023.02.28 20:55modify410.101.945741.949761.94001
1512023.02.28 20:55modify390.101.955011.949761.94001
1522023.02.28 20:57modify400.101.945741.949761.94001
1532023.03.01 04:02t/p390.101.940011.949761.9400188.3511111.70
1542023.03.01 04:02t/p400.101.940011.949761.9400133.7611145.45
1552023.03.01 04:02t/p410.101.940011.949761.9400133.7611179.21
1562023.03.03 16:00sell420.101.931980.000000.00000
1572023.03.03 16:00modify420.101.931981.946981.91698
1582023.03.09 18:45s/l420.101.946981.946981.91698-88.0611091.15
1592023.03.09 19:00sell430.101.946900.000000.00000
1602023.03.09 19:00modify430.101.946901.961901.93190
1612023.03.10 09:45s/l430.101.961901.961901.93190-88.2411002.90
1622023.03.20 15:00sell440.101.959680.000000.00000
1632023.03.20 15:00modify440.101.959681.974681.94468
1642023.03.21 06:20s/l440.101.974681.974681.94468-88.2410914.66
1652023.04.06 14:00sell450.101.989890.000000.00000
1662023.04.06 14:00modify450.101.989892.004891.97489
1672023.04.07 09:42sell460.101.984540.000000.00000
1682023.04.07 09:42modify460.101.984541.989141.97489
1692023.04.07 09:42modify450.101.989891.989141.97489
1702023.04.07 12:45s/l450.101.989141.989141.974894.4510919.10
1712023.04.07 12:45s/l460.101.989141.989141.97489-27.0710892.03
1722023.04.11 20:00sell470.102.006840.000000.00000
1732023.04.11 20:00modify470.102.006842.021841.99184
1742023.04.13 12:45sell480.101.997610.000000.00000
1752023.04.13 12:45modify480.101.997612.003091.99184
1762023.04.13 12:45sell490.101.997610.000000.00000
1772023.04.13 12:45modify490.101.997612.001591.99184
1782023.04.13 12:45modify470.102.006842.001591.99184
1792023.04.13 12:47modify480.101.997612.001591.99184
1802023.04.13 13:45t/p470.101.991842.001591.9918488.4110980.44
1812023.04.13 13:45t/p480.101.991842.001591.9918433.9511014.39
1822023.04.13 13:45t/p490.101.991842.001591.9918433.9511048.34
1832023.04.13 14:00buy500.101.990350.000000.00000
1842023.04.13 14:00modify500.101.990351.975352.00535
1852023.04.14 20:52buy510.101.999430.000000.00000
1862023.04.14 20:52modify510.101.999431.994102.00535
1872023.04.14 20:52buy520.101.999430.000000.00000
1882023.04.14 20:52modify520.101.999431.995602.00535
1892023.04.14 20:52modify500.101.990351.995602.00535
1902023.04.14 20:55modify510.101.999431.995602.00535
1912023.04.17 12:15t/p500.102.005351.995602.0053587.5411135.88
1922023.04.17 12:15t/p510.102.005351.995602.0053534.4711170.36
1932023.04.17 12:15t/p520.102.005351.995602.0053534.4711204.83
1942023.04.25 13:00buy530.102.016220.000000.00000
1952023.04.25 13:00modify530.102.016222.001222.03122
1962023.04.25 17:45buy540.102.021590.000000.00000
1972023.04.25 17:45modify540.102.021592.016972.03122
1982023.04.25 17:45modify530.102.016222.016972.03122
1992023.04.26 02:55buy550.102.025370.000000.00000
2002023.04.26 02:55modify550.102.025372.019972.03122
2012023.04.26 02:55buy560.102.025370.000000.00000
2022023.04.26 02:55modify560.102.025372.021472.03122
2032023.04.26 02:55modify540.102.021592.021472.03122
2042023.04.26 02:55modify530.102.016222.021472.03122
2052023.04.26 02:57modify550.102.025372.021472.03122
2062023.04.26 08:15t/p530.102.031222.021472.0312287.8911292.72
2072023.04.26 08:15t/p540.102.031222.021472.0312256.3011349.02
2082023.04.26 08:15t/p550.102.031222.021472.0312234.4111383.43
2092023.04.26 08:15t/p560.102.031222.021472.0312234.4111417.84
2102023.05.02 14:00buy570.102.007860.000000.00000
2112023.05.02 14:00modify570.102.007861.992862.02286
2122023.05.03 15:45buy580.102.013120.000000.00000
2132023.05.03 15:45modify580.102.013122.008612.02286
2142023.05.03 15:45modify570.102.007862.008612.02286
2152023.05.03 19:45buy590.102.016860.000000.00000
2162023.05.03 19:45modify590.102.016862.011612.02286
2172023.05.03 19:45buy600.102.016860.000000.00000
2182023.05.03 19:45modify600.102.016862.013112.02286
2192023.05.03 19:45modify580.102.013122.013112.02286
2202023.05.03 19:45modify570.102.007862.013112.02286
2212023.05.03 19:47modify590.102.016862.013112.02286
2222023.05.03 22:26t/p570.102.022862.013112.0228687.8911505.73
2232023.05.03 22:26t/p580.102.022862.013112.0228657.3011563.03
2242023.05.03 22:26t/p590.102.022862.013112.0228635.3011598.33
2252023.05.03 22:26t/p600.102.022862.013112.0228635.3011633.63
2262023.05.04 17:00buy610.102.001120.000000.00000
2272023.05.04 17:00modify610.102.001121.986122.01612
2282023.05.05 13:37buy620.102.006490.000000.00000
2292023.05.05 13:37modify620.102.006492.001872.01612
2302023.05.05 13:37modify610.102.001122.001872.01612
2312023.05.05 13:50s/l610.102.001872.001872.016124.0611637.69
2322023.05.05 13:50s/l620.102.001872.001872.01612-27.1811610.51
2332023.05.12 15:00sell630.102.011900.000000.00000
2342023.05.12 15:00modify630.102.011902.026901.99690
2352023.05.15 20:50sell640.102.006550.000000.00000
2362023.05.15 20:50modify640.102.006552.011151.99690
2372023.05.15 20:50modify630.102.011902.011151.99690
2382023.05.16 01:20sell650.102.002800.000000.00000
2392023.05.16 01:20modify650.102.002802.008151.99690
2402023.05.16 01:20sell660.102.002800.000000.00000
2412023.05.16 01:20modify660.102.002802.006651.99690
2422023.05.16 01:20modify640.102.006552.006651.99690
2432023.05.16 01:20modify630.102.011902.006651.99690
2442023.05.16 01:22modify650.102.002802.006651.99690
2452023.05.16 05:45s/l630.102.006652.006651.9969030.9611641.47
2462023.05.16 05:45s/l640.102.006652.006651.99690-0.5511640.92
2472023.05.16 05:45s/l650.102.006652.006651.99690-22.6611618.26
2482023.05.16 05:45s/l660.102.006652.006651.99690-22.6611595.60
2492023.06.05 13:00buy670.102.043860.000000.00000
2502023.06.05 13:00modify670.102.043862.028862.05886
2512023.06.05 20:50buy680.102.049150.000000.00000
2522023.06.05 20:50modify680.102.049152.044612.05886
2532023.06.05 20:50modify670.102.043862.044612.05886
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