Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1382)

SymbolGBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000)
Period1 Hour (H1) 2022.10.02 21:00 - 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=3; RSIHelp="------------------------------------"; RSI_Period=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 test7211Ticks modelled157936Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1124.89Gross profit1251.92Gross loss-127.03
Profit factor9.86Expected payoff34.09
Absolute drawdown23.29Maximal drawdown153.67 (1.36%)Relative drawdown1.36% (153.67)
Total trades33Short positions (won %)20 (80.00%)Long positions (won %)13 (92.31%)
Profit trades (% of total)28 (84.85%)Loss trades (% of total)5 (15.15%)
Largestprofit trade84.46loss trade-31.19
Averageprofit trade44.71loss trade-25.41
Maximumconsecutive wins (profit in money)25 (1239.90)consecutive losses (loss in money)2 (-35.40)
Maximalconsecutive profit (count of wins)1239.90 (25)consecutive loss (count of losses)-35.40 (2)
Averageconsecutive wins7consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.11.04 14:00buy10.101.916380.000000.00000
22022.11.04 14:00modify10.101.916381.904381.93038
32022.11.06 22:30buy20.101.922280.000000.00000
42022.11.06 22:30modify20.101.922281.917081.93038
52022.11.06 22:30modify10.101.916381.917081.93038
62022.11.07 02:10buy30.101.924820.000000.00000
72022.11.07 02:10modify30.101.924821.919881.93038
82022.11.07 02:10modify20.101.922281.919881.93038
92022.11.07 02:10modify10.101.916381.919881.93038
102022.11.07 08:25buy40.101.926370.000000.00000
112022.11.07 08:25modify40.101.926371.922681.93038
122022.11.07 08:25modify30.101.924821.922681.93038
132022.11.07 08:25modify20.101.922281.922681.93038
142022.11.07 08:25modify10.101.916381.922681.93038
152022.11.07 09:10t/p10.101.930381.922681.9303884.1410084.14
162022.11.07 09:10t/p20.101.930381.922681.9303848.5610132.70
172022.11.07 09:10t/p30.101.930381.922681.9303833.5410166.24
182022.11.07 09:10t/p40.101.930381.922681.9303824.1910190.43
192023.02.21 19:00sell50.101.949720.000000.00000
202023.02.21 19:00modify50.101.949721.961721.93572
212023.02.22 05:02sell60.101.944110.000000.00000
222023.02.22 05:02modify60.101.944111.949021.93572
232023.02.22 05:02modify50.101.949721.949021.93572
242023.02.22 08:55sell70.101.941100.000000.00000
252023.02.22 08:55modify70.101.941101.946221.93572
262023.02.22 08:55modify60.101.944111.946221.93572
272023.02.22 08:55modify50.101.949721.946221.93572
282023.02.22 12:15sell80.101.939750.000000.00000
292023.02.22 12:15modify80.101.939751.943421.93572
302023.02.22 12:15modify70.101.941101.943421.93572
312023.02.22 12:15modify60.101.944111.943421.93572
322023.02.22 12:15modify50.101.949721.943421.93572
332023.02.22 15:50t/p50.101.935721.943421.9357284.2910274.72
342023.02.22 15:50t/p60.101.935721.943421.9357250.6110325.33
352023.02.22 15:50t/p70.101.935721.943421.9357232.4510357.78
362023.02.22 15:50t/p80.101.935721.943421.9357224.3110382.09
372023.02.28 10:00sell90.101.964820.000000.00000
382023.02.28 10:00modify90.101.964821.976821.95082
392023.02.28 15:40sell100.101.959190.000000.00000
402023.02.28 15:40modify100.101.959191.964121.95082
412023.02.28 15:40modify90.101.964821.964121.95082
422023.02.28 17:30t/p90.101.950821.964121.9508284.4610466.55
432023.02.28 17:30t/p100.101.950821.964121.9508250.5010517.05
442023.03.01 13:00buy110.101.924780.000000.00000
452023.03.01 13:00modify110.101.924781.912781.93878
462023.03.03 13:25buy120.101.930540.000000.00000
472023.03.03 13:25modify120.101.930541.925481.93878
482023.03.03 13:25modify110.101.924781.925481.93878
492023.03.03 16:12buy130.101.933210.000000.00000
502023.03.03 16:12modify130.101.933211.928281.93878
512023.03.03 16:12modify120.101.930541.928281.93878
522023.03.03 16:12modify110.101.924781.928281.93878
532023.03.03 18:40buy140.101.934620.000000.00000
542023.03.03 18:40modify140.101.934621.931081.93878
552023.03.03 18:40modify130.101.933211.931081.93878
562023.03.03 18:40modify120.101.930541.931081.93878
572023.03.03 18:40modify110.101.924781.931081.93878
582023.03.06 08:15t/p110.101.938781.931081.9387882.9510600.00
592023.03.06 08:15t/p120.101.938781.931081.9387849.4010649.40
602023.03.06 08:15t/p130.101.938781.931081.9387833.2910682.69
612023.03.06 08:15t/p140.101.938781.931081.9387824.7910707.49
622023.03.10 11:00sell150.101.961390.000000.00000
632023.03.10 11:00modify150.101.961391.973391.94739
642023.03.13 04:30sell160.101.955710.000000.00000
652023.03.13 04:30modify160.101.955711.960691.94739
662023.03.13 04:30modify150.101.961391.960691.94739
672023.03.13 10:37sell170.101.952980.000000.00000
682023.03.13 10:37modify170.101.952981.957891.94739
692023.03.13 10:37modify160.101.955711.957891.94739
702023.03.13 10:37modify150.101.961391.957891.94739
712023.03.13 13:20t/p150.101.947391.957891.9473984.2910791.77
722023.03.13 13:20t/p160.101.947391.957891.9473950.1910841.96
732023.03.13 13:20t/p170.101.947391.957891.9473933.7210875.68
742023.04.11 12:00sell180.102.001820.000000.00000
752023.04.11 12:00modify180.102.001822.013821.98782
762023.04.13 13:05sell190.101.995980.000000.00000
772023.04.13 13:05modify190.101.995982.001121.98782
782023.04.13 13:05modify180.102.001822.001121.98782
792023.04.13 13:40sell200.101.991970.000000.00000
802023.04.13 13:40modify200.101.991971.995521.98782
812023.04.13 13:40modify190.101.995981.995521.98782
822023.04.13 13:40modify180.102.001821.995521.98782
832023.04.13 15:15t/p180.101.987821.995521.9878283.7610959.44
842023.04.13 15:15t/p190.101.987821.995521.9878249.2311008.67
852023.04.13 15:15t/p200.101.987821.995521.9878225.0411033.71
862023.04.13 18:00buy210.101.986440.000000.00000
872023.04.13 18:00modify210.101.986441.974442.00044
882023.04.14 13:20buy220.101.992200.000000.00000
892023.04.14 13:20modify220.101.992201.987142.00044
902023.04.14 13:20modify210.101.986441.987142.00044
912023.04.14 14:10buy230.101.995130.000000.00000
922023.04.14 14:10modify230.101.995131.989942.00044
932023.04.14 14:10modify220.101.992201.989942.00044
942023.04.14 14:10modify210.101.986441.989942.00044
952023.04.14 15:10t/p210.102.000441.989942.0004484.1411117.85
962023.04.14 15:10t/p220.102.000441.989942.0004449.7011167.55
972023.04.14 15:10t/p230.102.000441.989942.0004432.0211199.57
982023.04.26 10:00sell240.102.035180.000000.00000
992023.04.26 10:00modify240.102.035182.047182.02118
1002023.04.27 06:10sell250.102.029350.000000.00000
1012023.04.27 06:10modify250.102.029352.034482.02118
1022023.04.27 06:10modify240.102.035182.034482.02118
1032023.04.27 06:20sell260.102.026530.000000.00000
1042023.04.27 06:20modify260.102.026532.031682.02118
1052023.04.27 06:20modify250.102.029352.031682.02118
1062023.04.27 06:20modify240.102.035182.031682.02118
1072023.04.27 09:50sell270.102.025360.000000.00000
1082023.04.27 09:50modify270.102.025362.028882.02118
1092023.04.27 09:50modify260.102.026532.028882.02118
1102023.04.27 09:50modify250.102.029352.028882.02118
1112023.04.27 09:50modify240.102.035182.028882.02118
1122023.04.27 10:50s/l240.102.028882.028882.0211837.4911237.06
1132023.04.27 10:50s/l250.102.028882.028882.021182.8411239.90
1142023.04.27 10:50s/l260.102.028882.028882.02118-14.1711225.73
1152023.04.27 10:50s/l270.102.028882.028882.02118-21.2311204.50
1162023.05.12 12:00sell280.102.010670.000000.00000
1172023.05.12 12:00modify280.102.010672.022671.99667
1182023.05.15 05:15sell290.102.005000.000000.00000
1192023.05.15 05:15modify290.102.005002.009971.99667
1202023.05.15 05:15modify280.102.010672.009971.99667
1212023.05.15 09:45s/l280.102.009972.009971.996674.0511208.55
1222023.05.15 09:45s/l290.102.009972.009971.99667-29.9911178.56
1232023.07.11 13:00sell300.102.087550.000000.00000
1242023.07.11 13:00modify300.102.087552.099552.07355
1252023.07.12 00:55sell310.102.081680.000000.00000
1262023.07.12 00:55modify310.102.081682.086852.07355
1272023.07.12 00:55modify300.102.087552.086852.07355
1282023.07.12 02:02s/l300.102.086852.086852.073554.0511182.60
1292023.07.12 02:02s/l310.102.086852.086852.07355-31.1911151.41
1302023.09.22 14:00buy320.102.051550.000000.00000
1312023.09.22 14:00modify320.102.051552.039552.06555
1322023.09.25 01:50buy330.102.057300.000000.00000
1332023.09.25 01:50modify330.102.057302.052252.06555
1342023.09.25 01:50modify320.102.051552.052252.06555
1352023.09.25 09:45s/l320.102.052252.052252.065553.9311155.34
1362023.09.25 09:45s/l330.102.052252.052252.06555-30.4511124.89