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=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 test1909Ticks modelled47125259Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit936.58Gross profit1160.93Gross loss-224.34
Profit factor5.17Expected payoff24.65
Absolute drawdown76.43Maximal drawdown259.44 (2.35%)Relative drawdown2.35% (259.44)
Total trades38Short positions (won %)24 (58.33%)Long positions (won %)14 (78.57%)
Profit trades (% of total)25 (65.79%)Loss trades (% of total)13 (34.21%)
Largestprofit trade90.36loss trade-33.06
Averageprofit trade46.44loss trade-17.26
Maximumconsecutive wins (profit in money)13 (658.89)consecutive losses (loss in money)3 (-44.47)
Maximalconsecutive profit (count of wins)658.89 (13)consecutive loss (count of losses)-44.47 (3)
Averageconsecutive wins4consecutive 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 17:59sell20.101.913030.000000.00000
42023.01.03 17:59modify20.101.913031.916111.90561
52023.01.03 17:59modify10.101.920611.916111.90561
62023.01.03 18:00s/l10.101.916111.916111.9056127.1710027.17
72023.01.03 18:00s/l20.101.916111.916111.90561-18.5910008.58
82023.02.02 08:00buy30.101.897350.000000.00000
92023.02.02 08:00modify30.101.897351.882351.91235
102023.02.03 18:08buy40.101.904250.000000.00000
112023.02.03 18:08modify40.101.904251.898851.91235
122023.02.03 18:08modify30.101.897351.898851.91235
132023.02.03 18:10buy50.101.904850.000000.00000
142023.02.03 18:10modify50.101.904851.901851.91235
152023.02.03 18:10modify40.101.904251.901851.91235
162023.02.03 18:10modify30.101.897351.901851.91235
172023.02.06 06:41buy60.101.907880.000000.00000
182023.02.06 06:41modify60.101.907881.903351.91235
192023.02.06 06:41modify50.101.904851.903351.91235
202023.02.06 06:41modify40.101.904251.903351.91235
212023.02.06 06:41modify30.101.897351.903351.91235
222023.02.06 13:13t/p30.101.912351.903351.9123589.9110098.49
232023.02.06 13:13t/p40.101.912351.903351.9123548.5810147.08
242023.02.06 13:13t/p50.101.912351.903351.9123544.9610192.04
252023.02.06 13:13t/p60.101.912351.903351.9123526.9710219.01
262023.02.22 00:00sell70.101.947590.000000.00000
272023.02.22 00:00modify70.101.947591.962591.93259
282023.02.22 06:57sell80.101.940840.000000.00000
292023.02.22 06:57modify80.101.940841.946091.93259
302023.02.22 06:57modify70.101.947591.946091.93259
312023.02.22 11:48sell90.101.940080.000000.00000
322023.02.22 11:48modify90.101.940081.943091.93259
332023.02.22 11:48modify80.101.940841.943091.93259
342023.02.22 11:48modify70.101.947591.943091.93259
352023.02.22 15:23sell100.101.937060.000000.00000
362023.02.22 15:23modify100.101.937061.941591.93259
372023.02.22 15:23modify90.101.940081.941591.93259
382023.02.22 15:23modify80.101.940841.941591.93259
392023.02.22 15:23modify70.101.947591.941591.93259
402023.02.23 01:45t/p70.101.932591.941591.9325990.0110309.01
412023.02.23 01:45t/p80.101.932591.941591.9325949.2710358.28
422023.02.23 01:45t/p90.101.932591.941591.9325944.6810402.96
432023.02.23 01:45t/p100.101.932591.941591.9325926.4610429.41
442023.02.28 04:00sell110.101.956490.000000.00000
452023.02.28 04:00modify110.101.956491.971491.94149
462023.02.28 17:39sell120.101.949740.000000.00000
472023.02.28 17:39modify120.101.949741.954991.94149
482023.02.28 17:39modify110.101.956491.954991.94149
492023.02.28 17:49sell130.101.948900.000000.00000
502023.02.28 17:49modify130.101.948901.951991.94149
512023.02.28 17:49modify120.101.949741.951991.94149
522023.02.28 17:49modify110.101.956491.951991.94149
532023.02.28 20:56sell140.101.945920.000000.00000
542023.02.28 20:56modify140.101.945921.950491.94149
552023.02.28 20:56modify130.101.948901.950491.94149
562023.02.28 20:56modify120.101.949741.950491.94149
572023.02.28 20:56modify110.101.956491.950491.94149
582023.03.01 02:23t/p110.101.941491.950491.9414990.3610519.77
592023.03.01 02:23t/p120.101.941491.950491.9414949.6210569.38
602023.03.01 02:23t/p130.101.941491.950491.9414944.5510613.93
612023.03.01 02:23t/p140.101.941491.950491.9414926.5710640.49
622023.03.10 16:00sell150.101.960120.000000.00000
632023.03.10 16:00modify150.101.960121.975121.94512
642023.03.13 08:37sell160.101.953370.000000.00000
652023.03.13 08:37modify160.101.953371.958621.94512
662023.03.13 08:37modify150.101.960121.958621.94512
672023.03.13 08:52sell170.101.952600.000000.00000
682023.03.13 08:52modify170.101.952601.955621.94512
692023.03.13 08:52modify160.101.953371.955621.94512
702023.03.13 08:52modify150.101.960121.955621.94512
712023.03.13 09:22s/l150.101.955621.955621.9451226.9810667.47
722023.03.13 09:22s/l160.101.955621.955621.94512-13.5810653.89
732023.03.13 09:22s/l170.101.955621.955621.94512-18.2310635.66
742023.03.21 16:00sell180.101.976050.000000.00000
752023.03.21 16:00modify180.101.976051.991051.96105
762023.03.21 21:05sell190.101.969070.000000.00000
772023.03.21 21:05modify190.101.969071.974551.96105
782023.03.21 21:05modify180.101.976051.974551.96105
792023.03.21 23:29s/l180.101.974551.974551.961059.0510644.71
802023.03.21 23:29s/l190.101.974551.974551.96105-33.0610611.65
812023.04.14 04:00buy200.101.987930.000000.00000
822023.04.14 04:00modify200.101.987931.972932.00293
832023.04.14 14:11buy210.101.994710.000000.00000
842023.04.14 14:11modify210.101.994711.989432.00293
852023.04.14 14:11modify200.101.987931.989432.00293
862023.04.14 14:22buy220.101.995450.000000.00000
872023.04.14 14:22modify220.101.995451.992432.00293
882023.04.14 14:22modify210.101.994711.992432.00293
892023.04.14 14:22modify200.101.987931.992432.00293
902023.04.14 14:24buy230.101.998480.000000.00000
912023.04.14 14:24modify230.101.998481.993932.00293
922023.04.14 14:24modify220.101.995451.993932.00293
932023.04.14 14:24modify210.101.994711.993932.00293
942023.04.14 14:24modify200.101.987931.993932.00293
952023.04.17 04:54t/p200.102.002931.993932.0029390.2010701.85
962023.04.17 04:54t/p210.102.002931.993932.0029349.2910751.14
972023.04.17 04:54t/p220.102.002931.993932.0029344.8310795.97
982023.04.17 04:54t/p230.102.002931.993932.0029326.5510822.53
992023.05.02 16:00buy240.102.010250.000000.00000
1002023.05.02 16:00modify240.102.010251.995252.02525
1012023.05.03 19:48buy250.102.017000.000000.00000
1022023.05.03 19:48modify250.102.017002.011752.02525
1032023.05.03 19:48modify240.102.010252.011752.02525
1042023.05.03 22:00buy260.102.017930.000000.00000
1052023.05.03 22:00modify260.102.017932.014752.02525
1062023.05.03 22:00modify250.102.017002.014752.02525
1072023.05.03 22:00modify240.102.010252.014752.02525
1082023.05.03 22:07buy270.102.020750.000000.00000
1092023.05.03 22:07modify270.102.020752.016252.02525
1102023.05.03 22:07modify260.102.017932.016252.02525
1112023.05.03 22:07modify250.102.017002.016252.02525
1122023.05.03 22:07modify240.102.010252.016252.02525
1132023.05.04 01:32s/l240.102.016252.016252.0252535.0110857.53
1142023.05.04 01:32s/l250.102.016252.016252.02525-5.4110852.12
1152023.05.04 01:32s/l260.102.016252.016252.02525-11.0210841.10
1162023.05.04 01:32s/l270.102.016252.016252.02525-28.0310813.06
1172023.05.19 12:00buy280.101.982030.000000.00000
1182023.05.19 12:00modify280.101.982031.967031.99703
1192023.05.24 01:10buy290.101.988780.000000.00000
1202023.05.24 01:10modify290.101.988781.983531.99703
1212023.05.24 01:10modify280.101.982031.983531.99703
1222023.05.24 02:00t/p280.101.997031.983531.9970389.5910902.65
1232023.05.24 02:00t/p290.101.997031.983531.9970349.7610952.41
1242023.05.31 08:00sell300.102.061740.000000.00000
1252023.05.31 08:00modify300.102.061742.076742.04674
1262023.06.02 03:39sell310.102.054960.000000.00000
1272023.06.02 03:39modify310.102.054962.060242.04674
1282023.06.02 03:39modify300.102.061742.060242.04674
1292023.06.02 03:48sell320.102.054130.000000.00000
1302023.06.02 03:48modify320.102.054132.057242.04674
1312023.06.02 03:48modify310.102.054962.057242.04674
1322023.06.02 03:48modify300.102.061742.057242.04674
1332023.06.02 04:26s/l300.102.057242.057242.0467426.4510978.86
1342023.06.02 04:26s/l310.102.057242.057242.04674-13.7610965.10
1352023.06.02 04:26s/l320.102.057242.057242.04674-18.7610946.34
1362023.07.11 16:00sell330.102.087290.000000.00000
1372023.07.11 16:00modify330.102.087292.102292.07229
1382023.07.12 02:23sell340.102.080540.000000.00000
1392023.07.12 02:23modify340.102.080542.085792.07229
1402023.07.12 02:23modify330.102.087292.085792.07229
1412023.07.12 02:24sell350.102.079700.000000.00000
1422023.07.12 02:24modify350.102.079702.082792.07229
1432023.07.12 02:24modify340.102.080542.082792.07229
1442023.07.12 02:24modify330.102.087292.082792.07229
1452023.07.12 03:45s/l330.102.082792.082792.0722926.9810973.31
1462023.07.12 03:45s/l340.102.082792.082792.07229-13.5810959.73
1472023.07.12 03:45s/l350.102.082792.082792.07229-18.6410941.09
1482023.08.31 04:00sell360.102.134550.000000.00000
1492023.08.31 04:00modify360.102.134552.149552.11955
1502023.08.31 12:18sell370.102.127800.000000.00000
1512023.08.31 12:18modify370.102.127802.133052.11955
1522023.08.31 12:18modify360.102.134552.133052.11955
1532023.08.31 12:29sell380.102.127050.000000.00000
1542023.08.31 12:29modify380.102.127052.130052.11955
1552023.08.31 12:29modify370.102.127802.130052.11955
1562023.08.31 12:29modify360.102.134552.130052.11955
1572023.08.31 12:46s/l360.102.130052.130052.1195527.1610968.25
1582023.08.31 12:46s/l370.102.130052.130052.11955-13.5710954.68
1592023.08.31 12:46s/l380.102.130052.130052.11955-18.1010936.58