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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; 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=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 profit1379.17Gross profit1479.92Gross loss-100.75
Profit factor14.69Expected payoff41.79
Absolute drawdown21.37Maximal drawdown233.32 (2.09%)Relative drawdown2.09% (233.32)
Total trades33Short positions (won %)23 (86.96%)Long positions (won %)10 (80.00%)
Profit trades (% of total)28 (84.85%)Loss trades (% of total)5 (15.15%)
Largestprofit trade90.39loss trade-31.70
Averageprofit trade52.85loss trade-20.15
Maximumconsecutive wins (profit in money)18 (915.44)consecutive losses (loss in money)2 (-35.06)
Maximalconsecutive profit (count of wins)915.44 (18)consecutive loss (count of losses)-35.06 (2)
Averageconsecutive wins7consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.03 16:00sell10.101.920610.000000.00000
22023.01.03 16:00modify10.101.920611.935611.90561
32023.01.03 21:40sell20.101.913690.000000.00000
42023.01.03 21:40modify20.101.913691.919111.90561
52023.01.03 21:40modify10.101.920611.919111.90561
62023.01.04 05:50sell30.101.909900.000000.00000
72023.01.04 05:50modify30.101.909901.914611.90561
82023.01.04 05:50modify20.101.913691.914611.90561
92023.01.04 05:50modify10.101.920611.914611.90561
102023.01.04 07:40t/p10.101.905611.914611.9056190.3910090.39
112023.01.04 07:40t/p20.101.905611.914611.9056148.6110138.99
122023.01.04 07:40t/p30.101.905611.914611.9056125.9010164.89
132023.02.02 08:00buy40.101.897350.000000.00000
142023.02.02 08:00modify40.101.897351.882351.91235
152023.02.03 18:50buy50.101.905020.000000.00000
162023.02.03 18:50modify50.101.905021.901851.91235
172023.02.03 18:50modify40.101.897351.901851.91235
182023.02.03 19:20buy60.101.904150.000000.00000
192023.02.03 19:20modify60.101.904151.898851.91235
202023.02.03 19:25modify60.101.904151.901851.91235
212023.02.06 06:55buy70.101.908150.000000.00000
222023.02.06 06:55modify70.101.908151.903351.91235
232023.02.06 06:55modify50.101.905021.903351.91235
242023.02.06 06:55modify60.101.904151.903351.91235
252023.02.06 06:55modify40.101.897351.903351.91235
262023.02.06 13:30t/p40.101.912351.903351.9123589.9510254.84
272023.02.06 13:30t/p50.101.912351.903351.9123543.9510298.80
282023.02.06 13:30t/p60.101.912351.903351.9123549.2010348.00
292023.02.06 13:30t/p70.101.912351.903351.9123525.3610373.36
302023.02.22 00:00sell80.101.947590.000000.00000
312023.02.22 00:00modify80.101.947591.962591.93259
322023.02.22 06:40sell90.101.940580.000000.00000
332023.02.22 06:40modify90.101.940581.946091.93259
342023.02.22 06:40modify80.101.947591.946091.93259
352023.02.22 12:20sell100.101.939850.000000.00000
362023.02.22 12:20modify100.101.939851.943091.93259
372023.02.22 12:20modify90.101.940581.943091.93259
382023.02.22 12:20modify80.101.947591.943091.93259
392023.02.22 20:10sell110.101.937010.000000.00000
402023.02.22 20:10modify110.101.937011.941591.93259
412023.02.22 20:10modify100.101.939851.941591.93259
422023.02.22 20:10modify90.101.940581.941591.93259
432023.02.22 20:10modify80.101.947591.941591.93259
442023.02.23 01:40t/p80.101.932591.941591.9325990.0410463.39
452023.02.23 01:40t/p90.101.932591.941591.9325947.7210511.11
462023.02.23 01:40t/p100.101.932591.941591.9325943.3110554.42
472023.02.23 01:40t/p110.101.932591.941591.9325926.1610580.57
482023.02.28 04:00sell120.101.956490.000000.00000
492023.02.28 04:00modify120.101.956491.971491.94149
502023.02.28 17:30sell130.101.949740.000000.00000
512023.02.28 17:30modify130.101.949741.954991.94149
522023.02.28 17:30modify120.101.956491.954991.94149
532023.02.28 18:30sell140.101.948800.000000.00000
542023.02.28 18:30modify140.101.948801.951991.94149
552023.02.28 18:30modify130.101.949741.951991.94149
562023.02.28 18:30modify120.101.956491.951991.94149
572023.02.28 20:50sell150.101.945740.000000.00000
582023.02.28 20:50modify150.101.945741.950491.94149
592023.02.28 20:50modify140.101.948801.950491.94149
602023.02.28 20:50modify130.101.949741.950491.94149
612023.02.28 20:50modify120.101.956491.950491.94149
622023.03.01 02:40t/p120.101.941491.950491.9414990.3910670.96
632023.03.01 02:40t/p130.101.941491.950491.9414949.6410720.59
642023.03.01 02:40t/p140.101.941491.950491.9414943.9710764.56
652023.03.01 02:40t/p150.101.941491.950491.9414925.4910790.04
662023.03.10 16:00sell160.101.960120.000000.00000
672023.03.10 16:00modify160.101.960121.975121.94512
682023.03.13 12:30sell170.101.949420.000000.00000
692023.03.13 12:30modify170.101.949421.954121.94512
702023.03.13 12:30modify160.101.960121.954121.94512
712023.03.13 13:40t/p160.101.945121.954121.9451290.3910880.43
722023.03.13 13:40t/p170.101.945121.954121.9451225.9610906.39
732023.03.21 16:00sell180.101.976050.000000.00000
742023.03.21 16:00modify180.101.976051.991051.96105
752023.03.21 21:05sell190.101.969300.000000.00000
762023.03.21 21:05modify190.101.969301.974551.96105
772023.03.21 21:05modify180.101.976051.974551.96105
782023.03.21 23:40s/l180.101.974551.974551.961059.0510915.44
792023.03.21 23:40s/l190.101.974551.974551.96105-31.7010883.74
802023.04.14 04:00buy200.101.987930.000000.00000
812023.04.14 04:00modify200.101.987931.972932.00293
822023.04.14 14:30buy210.101.998530.000000.00000
832023.04.14 14:30modify210.101.998531.993932.00293
842023.04.14 14:30modify200.101.987931.993932.00293
852023.04.17 04:40t/p200.102.002931.993932.0029390.2510973.99
862023.04.17 04:40t/p210.102.002931.993932.0029326.2611000.25
872023.05.02 16:00buy220.102.010250.000000.00000
882023.05.02 16:00modify220.102.010251.995252.02525
892023.05.03 20:30buy230.102.017080.000000.00000
902023.05.03 20:30modify230.102.017082.011752.02525
912023.05.03 20:30modify220.102.010252.011752.02525
922023.05.03 22:00buy240.102.017930.000000.00000
932023.05.03 22:00modify240.102.017932.014752.02525
942023.05.03 22:00modify230.102.017082.014752.02525
952023.05.03 22:00modify220.102.010252.014752.02525
962023.05.04 03:40s/l220.102.014752.014752.0252525.9711026.22
972023.05.04 03:40s/l230.102.014752.014752.02525-14.9611011.26
982023.05.04 03:40s/l240.102.014752.014752.02525-20.0910991.16
992023.05.19 12:00buy250.101.982030.000000.00000
1002023.05.19 12:00modify250.101.982031.967031.99703
1012023.05.24 02:20t/p250.101.997031.967031.9970389.6511080.81
1022023.05.31 08:00sell260.102.061740.000000.00000
1032023.05.31 08:00modify260.102.061742.076742.04674
1042023.06.02 03:59sell270.102.053950.000000.00000
1052023.06.02 03:59modify270.102.053952.057242.04674
1062023.06.02 03:59modify260.102.061742.057242.04674
1072023.06.02 04:25sell280.102.054900.000000.00000
1082023.06.02 04:25modify280.102.054902.060242.04674
1092023.06.02 04:30modify280.102.054902.057242.04674
1102023.06.02 04:40s/l260.102.057242.057242.0467426.4711107.28
1112023.06.02 04:40s/l270.102.057242.057242.04674-19.8611087.42
1122023.06.02 04:40s/l280.102.057242.057242.04674-14.1311073.29
1132023.07.11 16:00sell290.102.087290.000000.00000
1142023.07.11 16:00modify290.102.087292.102292.07229
1152023.07.12 12:30sell300.102.080540.000000.00000
1162023.07.12 12:30modify300.102.080542.085792.07229
1172023.07.12 12:30modify290.102.087292.085792.07229
1182023.07.12 13:40t/p290.102.072292.085792.0722990.3911163.68
1192023.07.12 13:40t/p300.102.072292.085792.0722949.8111213.49
1202023.08.31 04:00sell310.102.134550.000000.00000
1212023.08.31 04:00modify310.102.134552.149552.11955
1222023.08.31 15:15sell320.102.127660.000000.00000
1232023.08.31 15:15modify320.102.127662.133052.11955
1242023.08.31 15:15modify310.102.134552.133052.11955
1252023.08.31 18:40sell330.102.123970.000000.00000
1262023.08.31 18:40modify330.102.123972.128552.11955
1272023.08.31 18:40modify320.102.127662.128552.11955
1282023.08.31 18:40modify310.102.134552.128552.11955
1292023.09.01 01:40t/p310.102.119552.128552.1195590.3911303.87
1302023.09.01 01:40t/p320.102.119552.128552.1195548.7911352.66
1312023.09.01 01:40t/p330.102.119552.128552.1195526.5211379.17