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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1909Ticks modelled47125259Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit972.93Gross profit1650.44Gross loss-677.51
Profit factor2.44Expected payoff14.52
Absolute drawdown139.16Maximal drawdown357.14 (3.50%)Relative drawdown3.50% (357.14)
Total trades67Short positions (won %)43 (67.44%)Long positions (won %)24 (58.33%)
Profit trades (% of total)43 (64.18%)Loss trades (% of total)24 (35.82%)
Largestprofit trade90.34loss trade-78.59
Averageprofit trade38.38loss trade-28.23
Maximumconsecutive wins (profit in money)9 (427.44)consecutive losses (loss in money)3 (-110.82)
Maximalconsecutive profit (count of wins)427.44 (9)consecutive loss (count of losses)-110.82 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.04 20:00sell10.102.001210.000000.00000
22022.10.04 20:00modify10.102.001212.014211.98621
32022.10.04 23:58sell20.101.995820.000000.00000
42022.10.04 23:58modify20.101.995822.000461.98621
52022.10.04 23:58modify10.102.001212.000461.98621
62022.10.05 00:58sell30.101.993620.000000.00000
72022.10.05 00:58modify30.101.993621.997461.98621
82022.10.05 00:58modify20.101.995821.997461.98621
92022.10.05 00:58modify10.102.001211.997461.98621
102022.10.05 01:01sell40.101.989180.000000.00000
112022.10.05 01:01modify40.101.989181.995961.98621
122022.10.05 01:01modify30.101.993621.995961.98621
132022.10.05 01:01modify20.101.995821.995961.98621
142022.10.05 01:01modify10.102.001211.995961.98621
152022.10.05 01:02t/p10.101.986211.995961.9862190.2010090.20
162022.10.05 01:02t/p20.101.986211.995961.9862157.7310147.93
172022.10.05 01:02t/p30.101.986211.995961.9862144.6410192.57
182022.10.05 01:02t/p40.101.986211.995961.9862117.8910210.46
192022.10.13 12:00sell50.102.000470.000000.00000
202022.10.13 12:00modify50.102.000472.013471.98547
212022.10.13 12:30s/l50.102.013472.013471.98547-78.3210132.14
222022.10.14 16:00sell60.102.012440.000000.00000
232022.10.14 16:00modify60.102.012442.025441.99744
242022.10.14 16:42sell70.102.007130.000000.00000
252022.10.14 16:42modify70.102.007132.011691.99744
262022.10.14 16:42modify60.102.012442.011691.99744
272022.10.14 18:16s/l60.102.011692.011691.997444.5210136.66
282022.10.14 18:16s/l70.102.011692.011691.99744-27.4710109.19
292022.10.19 16:00buy80.101.981550.000000.00000
302022.10.19 16:00modify80.101.981551.968551.99655
312022.10.20 02:03buy90.101.986820.000000.00000
322022.10.20 02:03modify90.101.986821.982301.99655
332022.10.20 02:03modify80.101.981551.982301.99655
342022.10.20 02:39buy100.101.989110.000000.00000
352022.10.20 02:39modify100.101.989111.985301.99655
362022.10.20 02:39modify90.101.986821.985301.99655
372022.10.20 02:39modify80.101.981551.985301.99655
382022.10.20 05:19s/l80.101.985301.985301.9965521.7010130.89
392022.10.20 05:19s/l90.101.985301.985301.99655-9.1610121.73
402022.10.20 05:19s/l100.101.985301.985301.99655-22.9510098.78
412022.10.24 12:00sell110.101.989500.000000.00000
422022.10.24 12:00modify110.101.989502.002501.97450
432022.10.24 15:43sell120.101.984200.000000.00000
442022.10.24 15:43modify120.101.984201.988751.97450
452022.10.24 15:43modify110.101.989501.988751.97450
462022.10.24 16:33sell130.101.981950.000000.00000
472022.10.24 16:33modify130.101.981951.985751.97450
482022.10.24 16:33modify120.101.984201.985751.97450
492022.10.24 16:33modify110.101.989501.985751.97450
502022.10.24 17:10s/l110.101.985751.985751.9745022.5910121.37
512022.10.24 17:10s/l120.101.985751.985751.97450-9.3410112.03
522022.10.24 17:10s/l130.101.985751.985751.97450-22.8910089.14
532022.10.31 20:00buy140.101.972540.000000.00000
542022.10.31 20:00modify140.101.972541.959541.98754
552022.11.01 10:30s/l140.101.959541.959541.98754-78.5910010.54
562022.11.03 16:00buy150.101.935620.000000.00000
572022.11.03 16:00modify150.101.935621.922621.95062
582022.11.04 00:53buy160.101.940910.000000.00000
592022.11.04 00:53modify160.101.940911.936371.95062
602022.11.04 00:53modify150.101.935621.936371.95062
612022.11.04 01:02s/l150.101.936371.936371.950624.2310014.77
622022.11.04 01:02s/l160.101.936371.936371.95062-27.349987.43
632022.11.07 20:00sell170.101.942570.000000.00000
642022.11.07 20:00modify170.101.942571.955571.92757
652022.11.07 21:44sell180.101.937230.000000.00000
662022.11.07 21:44modify180.101.937231.941821.92757
672022.11.07 21:44modify170.101.942571.941821.92757
682022.11.07 22:44sell190.101.935010.000000.00000
692022.11.07 22:44modify190.101.935011.938821.92757
702022.11.07 22:44modify180.101.937231.938821.92757
712022.11.07 22:44modify170.101.942571.938821.92757
722022.11.07 22:59s/l170.101.938821.938821.9275722.5910010.02
732022.11.07 22:59s/l180.101.938821.938821.92757-9.5810000.44
742022.11.07 22:59s/l190.101.938821.938821.92757-22.959977.49
752022.11.14 16:00buy200.101.921330.000000.00000
762022.11.14 16:00modify200.101.921331.908331.93633
772022.11.14 17:50buy210.101.926580.000000.00000
782022.11.14 17:50modify210.101.926581.922081.93633
792022.11.14 17:50modify200.101.921331.922081.93633
802022.11.14 18:27buy220.101.929010.000000.00000
812022.11.14 18:27modify220.101.929011.925081.93633
822022.11.14 18:27modify210.101.926581.925081.93633
832022.11.14 18:27modify200.101.921331.925081.93633
842022.11.14 19:48s/l200.101.925081.925081.9363322.5810000.07
852022.11.14 19:48s/l210.101.925081.925081.93633-9.049991.03
862022.11.14 19:48s/l220.101.925081.925081.93633-23.689967.35
872023.01.03 12:00sell230.101.920740.000000.00000
882023.01.03 12:00modify230.101.920741.933741.90574
892023.01.03 16:53sell240.101.915480.000000.00000
902023.01.03 16:53modify240.101.915481.919991.90574
912023.01.03 16:53modify230.101.920741.919991.90574
922023.01.03 17:59sell250.101.913030.000000.00000
932023.01.03 17:59modify250.101.913031.916991.90574
942023.01.03 17:59modify240.101.915481.916991.90574
952023.01.03 17:59modify230.101.920741.916991.90574
962023.01.03 18:00s/l230.101.916991.916991.9057422.609989.95
972023.01.03 18:00s/l240.101.916991.916991.90574-9.099980.86
982023.01.03 18:00s/l250.101.916991.916991.90574-23.859957.01
992023.01.19 12:00sell260.101.935360.000000.00000
1002023.01.19 12:00modify260.101.935361.948361.92036
1012023.01.19 14:26sell270.101.930110.000000.00000
1022023.01.19 14:26modify270.101.930111.934611.92036
1032023.01.19 14:26modify260.101.935361.934611.92036
1042023.01.19 15:43s/l260.101.934611.934611.920364.529961.53
1052023.01.19 15:43s/l270.101.934611.934611.92036-27.119934.42
1062023.01.24 16:00buy280.101.894040.000000.00000
1072023.01.24 16:00modify280.101.894041.881041.90904
1082023.01.24 23:00buy290.101.899370.000000.00000
1092023.01.24 23:00modify290.101.899371.894791.90904
1102023.01.24 23:00modify280.101.894041.894791.90904
1112023.01.24 23:06buy300.101.901650.000000.00000
1122023.01.24 23:06modify300.101.901651.897791.90904
1132023.01.24 23:06modify290.101.899371.897791.90904
1142023.01.24 23:06modify280.101.894041.897791.90904
1152023.01.25 03:12s/l280.101.897791.897791.9090422.309956.72
1162023.01.25 03:12s/l290.101.897791.897791.90904-9.819946.90
1172023.01.25 03:12s/l300.101.897791.897791.90904-23.549923.36
1182023.02.02 12:00buy310.101.891810.000000.00000
1192023.02.02 12:00modify310.101.891811.878811.90681
1202023.02.02 12:00buy320.101.897130.000000.00000
1212023.02.02 12:00modify320.101.897131.892561.90681
1222023.02.02 12:00modify310.101.891811.892561.90681
1232023.02.02 12:07s/l310.101.892561.892561.906814.529927.88
1242023.02.02 12:07s/l320.101.892561.892561.90681-27.529900.36
1252023.02.06 12:00sell330.101.912170.000000.00000
1262023.02.06 12:00modify330.101.912171.925171.89717
1272023.02.06 21:05sell340.101.906910.000000.00000
1282023.02.06 21:05modify340.101.906911.911421.89717
1292023.02.06 21:05modify330.101.912171.911421.89717
1302023.02.06 22:04sell350.101.904570.000000.00000
1312023.02.06 22:04modify350.101.904571.908421.89717
1322023.02.06 22:04modify340.101.906911.908421.89717
1332023.02.06 22:04modify330.101.912171.908421.89717
1342023.02.07 09:14sell360.101.900110.000000.00000
1352023.02.07 09:14modify360.101.900111.906921.89717
1362023.02.07 09:14modify350.101.904571.906921.89717
1372023.02.07 09:14modify340.101.906911.906921.89717
1382023.02.07 09:14modify330.101.912171.906921.89717
1392023.02.07 10:25t/p330.101.897171.906921.8971790.209990.56
1402023.02.07 10:25t/p340.101.897171.906921.8971758.5110049.07
1412023.02.07 10:25t/p350.101.897171.906921.8971744.4110093.48
1422023.02.07 10:25t/p360.101.897171.906921.8971717.7110111.19
1432023.02.21 16:00sell370.101.947270.000000.00000
1442023.02.21 16:00modify370.101.947271.960271.93227
1452023.02.22 01:01sell380.101.941950.000000.00000
1462023.02.22 01:01modify380.101.941951.946521.93227
1472023.02.22 01:01modify370.101.947271.946521.93227
1482023.02.22 01:16s/l370.101.946521.946521.932274.3510115.53
1492023.02.22 01:16s/l380.101.946521.946521.93227-27.5310088.00
1502023.02.27 20:00sell390.101.955770.000000.00000
1512023.02.27 20:00modify390.101.955771.968771.94077
1522023.02.28 17:27sell400.101.950490.000000.00000
1532023.02.28 17:27modify400.101.950491.955021.94077
1542023.02.28 17:27modify390.101.955771.955021.94077
1552023.02.28 17:51sell410.101.948270.000000.00000
1562023.02.28 17:51modify410.101.948271.952021.94077
1572023.02.28 17:51modify400.101.950491.952021.94077
1582023.02.28 17:51modify390.101.955771.952021.94077
1592023.02.28 21:49sell420.101.943750.000000.00000
1602023.02.28 21:49modify420.101.943751.950521.94077
1612023.02.28 21:49modify410.101.948271.950521.94077
1622023.02.28 21:49modify400.101.950491.950521.94077
1632023.02.28 21:49modify390.101.955771.950521.94077
1642023.03.01 02:33t/p390.101.940771.950521.9407790.0310178.03
1652023.03.01 02:33t/p400.101.940771.950521.9407758.3910236.42
1662023.03.01 02:33t/p410.101.940771.950521.9407745.0210281.44
1672023.03.01 02:33t/p420.101.940771.950521.9407717.7910299.22
1682023.03.10 12:00sell430.101.961420.000000.00000
1692023.03.10 12:00modify430.101.961421.974421.94642
1702023.03.10 13:28sell440.101.956160.000000.00000
1712023.03.10 13:28modify440.101.956161.960671.94642
1722023.03.10 13:28modify430.101.961421.960671.94642
1732023.03.10 14:07s/l430.101.960671.960671.946424.5110303.73
1742023.03.10 14:07s/l440.101.960671.960671.94642-27.1710276.56
1752023.03.20 20:00sell450.101.964540.000000.00000
1762023.03.20 20:00modify450.101.964541.977541.94954
1772023.03.21 08:43s/l450.101.977541.977541.94954-78.4910198.07
1782023.04.13 16:00buy460.101.987440.000000.00000
1792023.04.13 16:00modify460.101.987441.974442.00244
1802023.04.14 13:49buy470.101.992870.000000.00000
1812023.04.14 13:49modify470.101.992871.988192.00244
1822023.04.14 13:49modify460.101.987441.988192.00244
1832023.04.14 14:21buy480.101.994980.000000.00000
1842023.04.14 14:21modify480.101.994981.991192.00244
1852023.04.14 14:21modify470.101.992871.991192.00244
1862023.04.14 14:21modify460.101.987441.991192.00244
1872023.04.14 14:42buy490.101.999480.000000.00000
1882023.04.14 14:42modify490.101.999481.992692.00244
1892023.04.14 14:42modify480.101.994981.992692.00244
1902023.04.14 14:42modify470.101.992871.992692.00244
1912023.04.14 14:42modify460.101.987441.992692.00244
1922023.04.17 04:41t/p460.102.002441.992692.0024489.7610287.84
1932023.04.17 04:41t/p470.102.002441.992692.0024457.3610345.19
1942023.04.17 04:41t/p480.102.002441.992692.0024444.6510389.84
1952023.04.17 04:41t/p490.102.002441.992692.0024417.5410407.38
1962023.05.02 12:00buy500.102.008650.000000.00000
1972023.05.02 12:00modify500.102.008651.995652.02365
1982023.05.03 18:35buy510.102.013930.000000.00000
1992023.05.03 18:35modify510.102.013932.009402.02365
2002023.05.03 18:35modify500.102.008652.009402.02365
2012023.05.03 19:15buy520.102.016150.000000.00000
2022023.05.03 19:15modify520.102.016152.012402.02365
2032023.05.03 19:15modify510.102.013932.012402.02365
2042023.05.03 19:15modify500.102.008652.012402.02365
2052023.05.03 22:07buy530.102.020690.000000.00000
2062023.05.03 22:07modify530.102.020692.013902.02365
2072023.05.03 22:07modify520.102.016152.013902.02365
2082023.05.03 22:07modify510.102.013932.013902.02365
2092023.05.03 22:07modify500.102.008652.013902.02365
2102023.05.03 22:17t/p500.102.023652.013902.0236590.0610497.43
2112023.05.03 22:17t/p510.102.023652.013902.0236558.5510555.98
2122023.05.03 22:17t/p520.102.023652.013902.0236545.1810601.16
2132023.05.03 22:17t/p530.102.023652.013902.0236517.8310618.99
2142023.07.11 12:00sell540.102.088390.000000.00000
2152023.07.11 12:00modify540.102.088392.101392.07339
2162023.07.12 00:34sell550.102.083060.000000.00000
2172023.07.12 00:34modify550.102.083062.087642.07339
2182023.07.12 00:34modify540.102.088392.087642.07339
2192023.07.12 02:01s/l540.102.087642.087642.073394.3510623.34
2202023.07.12 02:01s/l550.102.087642.087642.07339-27.5810595.76
2212023.07.18 12:00sell560.102.086290.000000.00000
2222023.07.18 12:00modify560.102.086292.099292.07129
2232023.07.18 13:59sell570.102.081040.000000.00000
2242023.07.18 13:59modify570.102.081042.085542.07129
2252023.07.18 13:59modify560.102.086292.085542.07129
2262023.07.18 14:58sell580.102.078770.000000.00000
2272023.07.18 14:58modify580.102.078772.082542.07129
2282023.07.18 14:58modify570.102.081042.082542.07129
2292023.07.18 14:58modify560.102.086292.082542.07129
2302023.07.18 16:07sell590.102.074290.000000.00000
2312023.07.18 16:07modify590.102.074292.081042.07129
2322023.07.18 16:07modify580.102.078772.081042.07129
2332023.07.18 16:07modify570.102.081042.081042.07129
2342023.07.18 16:07modify560.102.086292.081042.07129
2352023.07.18 22:45t/p560.102.071292.081042.0712990.3410686.10
2362023.07.18 22:45t/p570.102.071292.081042.0712958.7210744.82
2372023.07.18 22:45t/p580.102.071292.081042.0712945.0510789.87
2382023.07.18 22:45t/p590.102.071292.081042.0712918.0710807.94
2392023.07.21 20:00sell600.102.083390.000000.00000
2402023.07.21 20:00modify600.102.083392.096392.06839
2412023.07.24 07:20sell610.102.078120.000000.00000
2422023.07.24 07:20modify610.102.078122.082642.06839
2432023.07.24 07:20modify600.102.083392.082642.06839
2442023.07.24 07:36sell620.102.075890.000000.00000
2452023.07.24 07:36modify620.102.075892.079642.06839
2462023.07.24 07:36modify610.102.078122.079642.06839
2472023.07.24 07:36modify600.102.083392.079642.06839
2482023.07.24 08:30sell630.102.071180.000000.00000
2492023.07.24 08:30modify630.102.071182.078142.06839
2502023.07.24 08:30modify620.102.075892.078142.06839
2512023.07.24 08:30modify610.102.078122.078142.06839
2522023.07.24 08:30modify600.102.083392.078142.06839
2532023.07.24 09:15t/p600.102.068392.078142.0683990.1710898.11
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2552023.07.24 09:15t/p620.102.068392.078142.0683945.1711001.88
2562023.07.24 09:15t/p630.102.068392.078142.0683916.8011018.68
2572023.08.11 16:00sell640.102.122200.000000.00000
2582023.08.11 16:00modify640.102.122202.135202.10720
2592023.08.13 21:56sell650.102.116930.000000.00000
2602023.08.13 21:56modify650.102.116932.121452.10720
2612023.08.13 21:56modify640.102.122202.121452.10720
2622023.08.13 22:00s/l640.102.121452.121452.107204.5211023.20
2632023.08.13 22:00s/l650.102.121452.121452.10720-27.2210995.98
2642023.09.22 12:00buy660.102.052740.000000.00000
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2662023.09.25 02:31buy670.102.058020.000000.00000
2672023.09.25 02:31modify670.102.058022.053492.06774
2682023.09.25 02:31modify660.102.052742.053492.06774
2692023.09.25 08:21s/l660.102.053492.053492.067744.2311000.21
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