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 20:00 (2022.10.01 - 2023.10.01)
ModelControl points (a very crude method, the results must not be considered)
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 modelled79868Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1594.41Gross profit2182.09Gross loss-587.68
Profit factor3.71Expected payoff26.57
Absolute drawdown24.10Maximal drawdown250.97 (2.45%)Relative drawdown2.45% (250.97)
Total trades60Short positions (won %)38 (81.58%)Long positions (won %)22 (59.09%)
Profit trades (% of total)44 (73.33%)Loss trades (% of total)16 (26.67%)
Largestprofit trade90.38loss trade-78.61
Averageprofit trade49.59loss trade-36.73
Maximumconsecutive wins (profit in money)17 (970.00)consecutive losses (loss in money)2 (-157.23)
Maximalconsecutive profit (count of wins)970.00 (17)consecutive loss (count of losses)-157.23 (2)
Averageconsecutive wins4consecutive losses1
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 00:40sell30.101.993620.000000.00000
72022.10.05 00:40modify30.101.993621.997461.98621
82022.10.05 00:40modify20.101.995681.997461.98621
92022.10.05 00:40modify10.102.001211.997461.98621
102022.10.05 01:30t/p10.101.986211.997461.9862190.2210090.22
112022.10.05 01:30t/p20.101.986211.997461.9862157.0710147.29
122022.10.05 01:30t/p30.101.986211.997461.9862144.6510191.94
132022.10.13 12:00sell40.102.000470.000000.00000
142022.10.13 12:00modify40.102.000472.013471.98547
152022.10.13 12:30s/l40.102.013472.013471.98547-78.3410113.60
162022.10.14 16:00sell50.102.012440.000000.00000
172022.10.14 16:00modify50.102.012442.025441.99744
182022.10.14 16:55sell60.102.007020.000000.00000
192022.10.14 16:55modify60.102.007022.011691.99744
202022.10.14 16:55modify50.102.012442.011691.99744
212022.10.14 18:40s/l50.102.011692.011691.997444.5210118.12
222022.10.14 18:40s/l60.102.011692.011691.99744-28.1410089.98
232022.10.19 16:00buy70.101.981550.000000.00000
242022.10.19 16:00modify70.101.981551.968551.99655
252022.10.20 02:50buy80.101.989330.000000.00000
262022.10.20 02:50modify80.101.989331.985301.99655
272022.10.20 02:50modify70.101.981551.985301.99655
282022.10.20 04:40buy90.101.987070.000000.00000
292022.10.20 04:40modify90.101.987071.982301.99655
302022.10.20 04:46modify90.101.987071.985301.99655
312022.10.20 05:20s/l70.101.985301.985301.9965521.7210111.70
322022.10.20 05:20s/l80.101.985301.985301.99655-24.2810087.42
332022.10.20 05:20s/l90.101.985301.985301.99655-10.6610076.76
342022.10.24 12:00sell100.101.989500.000000.00000
352022.10.24 12:00modify100.101.989502.002501.97450
362022.10.24 15:59sell110.101.984120.000000.00000
372022.10.24 15:59modify110.101.984121.988751.97450
382022.10.24 15:59modify100.101.989501.988751.97450
392022.10.25 05:20sell120.101.977320.000000.00000
402022.10.25 05:20modify120.101.977321.984251.97450
412022.10.25 05:20modify110.101.984121.984251.97450
422022.10.25 05:20modify100.101.989501.984251.97450
432022.10.25 06:05t/p100.101.974501.984251.9745090.2210166.98
442022.10.25 06:05t/p110.101.974501.984251.9745057.8010224.78
452022.10.25 06:05t/p120.101.974501.984251.9745016.9910241.77
462022.10.31 20:00buy130.101.972540.000000.00000
472022.10.31 20:00modify130.101.972541.959541.98754
482022.11.01 10:40s/l130.101.959541.959541.98754-78.6110163.15
492022.11.03 16:00buy140.101.935620.000000.00000
502022.11.03 16:00modify140.101.935621.922621.95062
512022.11.04 11:20s/l140.101.922621.922621.95062-78.6110084.54
522022.11.07 20:00sell150.101.942570.000000.00000
532022.11.07 20:00modify150.101.942571.955571.92757
542022.11.07 21:50sell160.101.937200.000000.00000
552022.11.07 21:50modify160.101.937201.941821.92757
562022.11.07 21:50modify150.101.942571.941821.92757
572022.11.08 05:40s/l150.101.941821.941821.927574.3510088.89
582022.11.08 05:40s/l160.101.941821.941821.92757-28.0110060.88
592022.11.14 16:00buy170.101.921330.000000.00000
602022.11.14 16:00modify170.101.921331.908331.93633
612022.11.14 19:35buy180.101.926860.000000.00000
622022.11.14 19:35modify180.101.926861.922081.93633
632022.11.14 19:35modify170.101.921331.922081.93633
642022.11.14 21:50buy190.101.929030.000000.00000
652022.11.14 21:50modify190.101.929031.925081.93633
662022.11.14 21:50modify180.101.926861.925081.93633
672022.11.14 21:50modify170.101.921331.925081.93633
682022.11.14 22:05s/l170.101.925081.925081.9363322.5910083.47
692022.11.14 22:05s/l180.101.925081.925081.93633-10.7210072.75
702022.11.14 22:05s/l190.101.925081.925081.93633-23.8010048.95
712023.01.03 12:00sell200.101.920740.000000.00000
722023.01.03 12:00modify200.101.920741.933741.90574
732023.01.03 16:40sell210.101.915360.000000.00000
742023.01.03 16:40modify210.101.915361.919991.90574
752023.01.03 16:40modify200.101.920741.919991.90574
762023.01.03 18:40s/l200.101.919991.919991.905744.5210053.47
772023.01.03 18:40s/l210.101.919991.919991.90574-27.9010025.57
782023.01.19 12:00sell220.101.935360.000000.00000
792023.01.19 12:00modify220.101.935361.948361.92036
802023.01.20 04:50sell230.101.929980.000000.00000
812023.01.20 04:50modify230.101.929981.934611.92036
822023.01.20 04:50modify220.101.935361.934611.92036
832023.01.20 07:50sell240.101.923340.000000.00000
842023.01.20 07:50modify240.101.923341.930111.92036
852023.01.20 07:50modify230.101.929981.930111.92036
862023.01.20 07:50modify220.101.935361.930111.92036
872023.01.20 09:15t/p220.101.920361.930111.9203690.2210115.78
882023.01.20 09:15t/p230.101.920361.930111.9203657.9710173.75
892023.01.20 09:15t/p240.101.920361.930111.9203617.9510191.70
902023.01.24 16:00buy250.101.894040.000000.00000
912023.01.24 16:00modify250.101.894041.881041.90904
922023.01.25 01:35buy260.101.901620.000000.00000
932023.01.25 01:35modify260.101.901621.897791.90904
942023.01.25 01:35modify250.101.894041.897791.90904
952023.01.25 03:35buy270.101.899420.000000.00000
962023.01.25 03:35modify270.101.899421.894791.90904
972023.01.25 03:40s/l250.101.897791.897791.9090422.3110214.01
982023.01.25 03:40s/l260.101.897791.897791.90904-23.0710190.94
992023.01.25 03:40close270.101.897271.894791.90904-12.9610177.98
1002023.02.02 12:00buy280.101.891810.000000.00000
1012023.02.02 12:00modify280.101.891811.878811.90681
1022023.02.03 13:50buy290.101.897060.000000.00000
1032023.02.03 13:50modify290.101.897061.892561.90681
1042023.02.03 13:50modify280.101.891811.892561.90681
1052023.02.03 15:30buy300.101.899360.000000.00000
1062023.02.03 15:30modify300.101.899361.895561.90681
1072023.02.03 15:30modify290.101.897061.895561.90681
1082023.02.03 15:30modify280.101.891811.895561.90681
1092023.02.05 22:15t/p280.101.906811.895561.9068190.0810268.06
1102023.02.05 22:15t/p290.101.906811.895561.9068158.7410326.80
1112023.02.05 22:15t/p300.101.906811.895561.9068144.8910371.69
1122023.02.06 12:00sell310.101.912170.000000.00000
1132023.02.06 12:00modify310.101.912171.925171.89717
1142023.02.06 21:20sell320.101.906890.000000.00000
1152023.02.06 21:20modify320.101.906891.911421.89717
1162023.02.06 21:20modify310.101.912171.911421.89717
1172023.02.06 22:00sell330.101.904570.000000.00000
1182023.02.06 22:00modify330.101.904571.908421.89717
1192023.02.06 22:00modify320.101.906891.908421.89717
1202023.02.06 22:00modify310.101.912171.908421.89717
1212023.02.07 10:15t/p310.101.897171.908421.8971790.2210461.91
1222023.02.07 10:15t/p320.101.897171.908421.8971758.4010520.30
1232023.02.07 10:15t/p330.101.897171.908421.8971744.4210564.72
1242023.02.21 16:00sell340.101.947270.000000.00000
1252023.02.21 16:00modify340.101.947271.960271.93227
1262023.02.22 09:25sell350.101.941820.000000.00000
1272023.02.22 09:25modify350.101.941821.946521.93227
1282023.02.22 09:25modify340.101.947271.946521.93227
1292023.02.22 11:50sell360.101.939730.000000.00000
1302023.02.22 11:50modify360.101.939731.943521.93227
1312023.02.22 11:50modify350.101.941821.943521.93227
1322023.02.22 11:50modify340.101.947271.943521.93227
1332023.02.22 15:50sell370.101.935260.000000.00000
1342023.02.22 15:50modify370.101.935261.942021.93227
1352023.02.22 15:50modify360.101.939731.942021.93227
1362023.02.22 15:50modify350.101.941821.942021.93227
1372023.02.22 15:50modify340.101.947271.942021.93227
1382023.02.23 01:40t/p340.101.932271.942021.9322789.6910654.41
1392023.02.23 01:40t/p350.101.932271.942021.9322757.0210711.44
1402023.02.23 01:40t/p360.101.932271.942021.9322744.4310755.87
1412023.02.23 01:40t/p370.101.932271.942021.9322717.4910773.37
1422023.02.27 20:00sell380.101.955770.000000.00000
1432023.02.27 20:00modify380.101.955771.968771.94077
1442023.02.28 17:40sell390.101.948100.000000.00000
1452023.02.28 17:40modify390.101.948101.952021.94077
1462023.02.28 17:40modify380.101.955771.952021.94077
1472023.02.28 18:05sell400.101.950360.000000.00000
1482023.02.28 18:05modify400.101.950361.955021.94077
1492023.02.28 18:10modify400.101.950361.952021.94077
1502023.02.28 23:05sell410.101.943490.000000.00000
1512023.02.28 23:05modify410.101.943491.950521.94077
1522023.02.28 23:05modify390.101.948101.950521.94077
1532023.02.28 23:05modify400.101.950361.950521.94077
1542023.02.28 23:05modify380.101.955771.950521.94077
1552023.03.01 02:40t/p380.101.940771.950521.9407790.0410863.40
1562023.03.01 02:40t/p390.101.940771.950521.9407744.0010907.40
1572023.03.01 02:40t/p400.101.940771.950521.9407757.6110965.01
1582023.03.01 02:40t/p410.101.940771.950521.9407716.2210981.23
1592023.03.10 12:00sell420.101.961420.000000.00000
1602023.03.10 12:00modify420.101.961421.974421.94642
1612023.03.13 03:40sell430.101.956120.000000.00000
1622023.03.13 03:40modify430.101.956121.960671.94642
1632023.03.13 03:40modify420.101.961421.960671.94642
1642023.03.13 12:30sell440.101.949420.000000.00000
1652023.03.13 12:30modify440.101.949421.956171.94642
1662023.03.13 12:30modify430.101.956121.956171.94642
1672023.03.13 12:30modify420.101.961421.956171.94642
1682023.03.13 13:30t/p420.101.946421.956171.9464290.2211071.45
1692023.03.13 13:30t/p430.101.946421.956171.9464258.4511129.90
1702023.03.13 13:30t/p440.101.946421.956171.9464218.0811147.98
1712023.03.20 20:00sell450.101.964540.000000.00000
1722023.03.20 20:00modify450.101.964541.977541.94954
1732023.03.21 08:40s/l450.101.977541.977541.94954-78.5111069.46
1742023.04.13 16:00buy460.101.987440.000000.00000
1752023.04.13 16:00modify460.101.987441.974442.00244
1762023.04.14 13:30buy470.101.992730.000000.00000
1772023.04.14 13:30modify470.101.992731.988192.00244
1782023.04.14 13:30modify460.101.987441.988192.00244
1792023.04.14 20:45buy480.101.999470.000000.00000
1802023.04.14 20:45modify480.101.999471.992692.00244
1812023.04.14 20:45modify470.101.992731.992692.00244
1822023.04.14 20:45modify460.101.987441.992692.00244
1832023.04.17 04:30t/p460.102.002441.992692.0024489.7811159.25
1842023.04.17 04:30t/p470.102.002441.992692.0024458.2111217.45
1852023.04.17 04:30t/p480.102.002441.992692.0024417.6011235.05
1862023.05.02 12:00buy490.102.008650.000000.00000
1872023.05.02 12:00modify490.102.008651.995652.02365
1882023.05.03 19:00buy500.102.014080.000000.00000
1892023.05.03 19:00modify500.102.014082.009402.02365
1902023.05.03 19:00modify490.102.008652.009402.02365
1912023.05.03 19:30buy510.102.016320.000000.00000
1922023.05.03 19:30modify510.102.016322.012402.02365
1932023.05.03 19:30modify500.102.014082.012402.02365
1942023.05.03 19:30modify490.102.008652.012402.02365
1952023.05.03 22:40t/p490.102.023652.012402.0236590.0811325.13
1962023.05.03 22:40t/p500.102.023652.012402.0236557.6511382.78
1972023.05.03 22:40t/p510.102.023652.012402.0236544.1611426.94
1982023.07.11 12:00sell520.102.088390.000000.00000
1992023.07.11 12:00modify520.102.088392.101392.07339
2002023.07.12 01:35sell530.102.082860.000000.00000
2012023.07.12 01:35modify530.102.082862.087642.07339
2022023.07.12 01:35modify520.102.088392.087642.07339
2032023.07.12 02:05s/l520.102.087642.087642.073394.3511431.29
2042023.07.12 02:05s/l530.102.087642.087642.07339-28.8011402.49
2052023.07.18 12:00sell540.102.086290.000000.00000
2062023.07.18 12:00modify540.102.086292.099292.07129
2072023.07.18 13:40sell550.102.080890.000000.00000
2082023.07.18 13:40modify550.102.080892.085542.07129
2092023.07.18 13:40modify540.102.086292.085542.07129
2102023.07.18 22:30t/p540.102.071292.085542.0712990.3811492.87
2112023.07.18 22:30t/p550.102.071292.085542.0712957.8511550.72
2122023.07.21 20:00sell560.102.083390.000000.00000
2132023.07.21 20:00modify560.102.083392.096392.06839
2142023.07.24 09:15t/p560.102.068392.096392.0683990.2211640.93
2152023.08.11 16:00sell570.102.122200.000000.00000
2162023.08.11 16:00modify570.102.122202.135202.10720
2172023.08.13 21:43sell580.102.116920.000000.00000
2182023.08.13 21:43modify580.102.116922.121452.10720
2192023.08.13 21:43modify570.102.122202.121452.10720
2202023.08.13 22:15s/l570.102.121452.121452.107204.5111645.44
2212023.08.13 22:15s/l580.102.121452.121452.10720-27.3011618.14
2222023.09.22 12:00buy590.102.052740.000000.00000
2232023.09.22 12:00modify590.102.052742.039742.06774
2242023.09.25 02:40buy600.102.058130.000000.00000
2252023.09.25 02:40modify600.102.058132.053492.06774
2262023.09.25 02:40modify590.102.052742.053492.06774
2272023.09.25 08:40s/l590.102.053492.053492.067744.2311622.37
2282023.09.25 08:40s/l600.102.053492.053492.06774-27.9611594.41