Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000)
Period4 Hours (H4) 2022.10.02 20:00 - 2023.09.29 23:59 (2022.10.01 - 2023.10.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; 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=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 test2610Ticks modelled4219Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1261.65Gross profit1841.51Gross loss-579.86
Profit factor3.18Expected payoff40.70
Absolute drawdown98.48Maximal drawdown245.83 (2.42%)Relative drawdown2.42% (245.83)
Total trades31Short positions (won %)19 (78.95%)Long positions (won %)12 (66.67%)
Profit trades (% of total)23 (74.19%)Loss trades (% of total)8 (25.81%)
Largestprofit trade90.27loss trade-79.24
Averageprofit trade80.07loss trade-72.48
Maximumconsecutive wins (profit in money)13 (1092.49)consecutive losses (loss in money)3 (-236.17)
Maximalconsecutive profit (count of wins)1092.49 (13)consecutive loss (count of losses)-236.17 (3)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.04 20:00sell10.102.001210.000000.00000
22022.10.04 20:00modify10.102.001212.014211.98621
32022.10.05 00:00sell20.101.995680.000000.00000
42022.10.05 00:00modify20.101.995682.000461.98621
52022.10.05 00:00modify10.102.001212.000461.98621
62022.10.05 04:00t/p10.101.986212.000461.9862190.2610090.26
72022.10.05 04:00t/p20.101.986212.000461.9862157.1010147.36
82022.10.13 12:00sell30.102.000470.000000.00000
92022.10.13 12:00modify30.102.000472.013471.98547
102022.10.13 16:00s/l30.102.013472.013471.98547-78.3810068.98
112022.10.14 16:00sell40.102.012440.000000.00000
122022.10.14 16:00modify40.102.012442.025441.99744
132022.10.17 16:00s/l40.102.025442.025441.99744-78.549990.43
142022.10.19 16:00buy50.101.981550.000000.00000
152022.10.19 16:00modify50.101.981551.968551.99655
162022.10.20 12:00s/l50.101.968551.968551.99655-79.249911.19
172022.10.24 12:00sell60.101.989500.000000.00000
182022.10.24 12:00modify60.101.989502.002501.97450
192022.10.24 16:00sell70.101.984050.000000.00000
202022.10.24 16:00modify70.101.984051.988751.97450
212022.10.24 16:00modify60.101.989501.988751.97450
222022.10.25 08:00t/p60.101.974501.988751.9745090.2610001.44
232022.10.25 08:00t/p70.101.974501.988751.9745057.4010058.84
242022.10.31 20:00buy80.101.972540.000000.00000
252022.10.31 20:00modify80.101.972541.959541.98754
262022.11.01 12:00s/l80.101.959541.959541.98754-78.669980.18
272022.11.03 16:00buy90.101.935620.000000.00000
282022.11.03 16:00modify90.101.935621.922621.95062
292022.11.04 12:00s/l90.101.922621.922621.95062-78.669901.52
302022.11.07 20:00sell100.101.942570.000000.00000
312022.11.07 20:00modify100.101.942571.955571.92757
322022.11.09 16:00t/p100.101.927571.955571.9275790.089991.60
332022.11.14 16:00buy110.101.921330.000000.00000
342022.11.14 16:00modify110.101.921331.908331.93633
352022.11.15 16:00t/p110.101.936331.908331.9363390.1210081.72
362022.12.18 20:00buy120.101.903270.000000.00000
372022.12.18 20:00modify120.101.903271.890271.91827
382022.12.20 00:00buy130.101.911020.000000.00000
392022.12.20 00:00modify130.101.911021.907021.91827
402022.12.20 00:00modify120.101.903271.907021.91827
412022.12.20 04:00t/p120.101.918271.907021.9182789.8110171.54
422022.12.20 04:00t/p130.101.918271.907021.9182743.7010215.24
432023.01.03 12:00sell140.101.920740.000000.00000
442023.01.03 12:00modify140.101.920741.933741.90574
452023.01.04 00:00sell150.101.915360.000000.00000
462023.01.04 00:00modify150.101.915361.919991.90574
472023.01.04 00:00modify140.101.920741.919991.90574
482023.01.04 08:00t/p140.101.905741.919991.9057490.2710305.50
492023.01.04 08:00t/p150.101.905741.919991.9057458.0010363.50
502023.01.19 12:00sell160.101.935360.000000.00000
512023.01.19 12:00modify160.101.935361.948361.92036
522023.01.20 12:00t/p160.101.920361.948361.9203690.2610453.76
532023.01.24 16:00buy170.101.894040.000000.00000
542023.01.24 16:00modify170.101.894041.881041.90904
552023.01.25 16:00t/p170.101.909041.881041.9090490.1110543.87
562023.02.02 12:00buy180.101.891810.000000.00000
572023.02.02 12:00modify180.101.891811.878811.90681
582023.02.06 00:00t/p180.101.906811.878811.9068189.8110633.68
592023.02.06 12:00sell190.101.912170.000000.00000
602023.02.06 12:00modify190.101.912171.925171.89717
612023.02.07 12:00t/p190.101.897171.925171.8971790.2610723.94
622023.02.21 16:00sell200.101.947270.000000.00000
632023.02.21 16:00modify200.101.947271.960271.93227
642023.02.23 04:00t/p200.101.932271.960271.9322789.7310813.67
652023.02.27 20:00sell210.101.955770.000000.00000
662023.02.27 20:00modify210.101.955771.968771.94077
672023.03.01 04:00t/p210.101.940771.968771.9407790.0810903.75
682023.03.10 12:00sell220.101.961420.000000.00000
692023.03.10 12:00modify220.101.961421.974421.94642
702023.03.13 16:00t/p220.101.946421.974421.9464290.2610994.01
712023.03.20 20:00sell230.101.964540.000000.00000
722023.03.20 20:00modify230.101.964541.977541.94954
732023.03.21 12:00s/l230.101.977541.977541.94954-78.5510915.45
742023.04.13 16:00buy240.101.987440.000000.00000
752023.04.13 16:00modify240.101.987441.974442.00244
762023.04.17 08:00t/p240.102.002441.974442.0024489.8111005.27
772023.05.02 12:00buy250.102.008650.000000.00000
782023.05.02 12:00modify250.102.008651.995652.02365
792023.05.04 00:00t/p250.102.023651.995652.0236589.2211094.48
802023.07.11 12:00sell260.102.088390.000000.00000
812023.07.11 12:00modify260.102.088392.101392.07339
822023.07.12 16:00t/p260.102.073392.101392.0733990.2611184.74
832023.07.18 12:00sell270.102.086290.000000.00000
842023.07.18 12:00modify270.102.086292.099292.07129
852023.07.19 00:00t/p270.102.071292.099292.0712990.2611274.99
862023.07.21 20:00sell280.102.083390.000000.00000
872023.07.21 20:00modify280.102.083392.096392.06839
882023.07.24 12:00t/p280.102.068392.096392.0683990.2611365.25
892023.08.11 16:00sell290.102.122200.000000.00000
902023.08.11 16:00modify290.102.122202.135202.10720
912023.08.16 00:00s/l290.102.135202.135202.10720-78.8911286.36
922023.09.22 12:00buy300.102.052740.000000.00000
932023.09.22 12:00modify300.102.052742.039742.06774
942023.09.25 04:00buy310.102.058290.000000.00000
952023.09.25 04:00modify310.102.058292.053492.06774
962023.09.25 04:00modify300.102.052742.053492.06774
972023.09.25 12:00s/l300.102.053492.053492.067744.2211290.58
982023.09.25 12:00s/l310.102.053492.053492.06774-28.9311261.65