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=2; RSIHelp="------------------------------------"; RSI_Period=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; 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=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; 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 profit1080.73Gross profit1459.58Gross loss-378.85
Profit factor3.85Expected payoff22.06
Absolute drawdown23.25Maximal drawdown377.74 (3.36%)Relative drawdown3.36% (377.74)
Total trades49Short positions (won %)22 (77.27%)Long positions (won %)27 (74.07%)
Profit trades (% of total)37 (75.51%)Loss trades (% of total)12 (24.49%)
Largestprofit trade84.36loss trade-90.66
Averageprofit trade39.45loss trade-31.57
Maximumconsecutive wins (profit in money)19 (871.03)consecutive losses (loss in money)3 (-135.73)
Maximalconsecutive profit (count of wins)871.03 (19)consecutive loss (count of losses)-135.73 (3)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.11.04 14:00buy10.101.916380.000000.00000
22022.11.04 14:00modify10.101.916381.901381.93038
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 08:40buy40.101.927720.000000.00000
112022.11.07 08:40modify40.101.927721.921981.93038
122022.11.07 08:40modify30.101.924821.921981.93038
132022.11.07 08:40modify20.101.922281.921981.93038
142022.11.07 08:40modify10.101.916381.921981.93038
152022.11.07 09:10t/p10.101.930381.921981.9303884.0510084.05
162022.11.07 09:10t/p20.101.930381.921981.9303848.5110132.55
172022.11.07 09:10t/p30.101.930381.921981.9303833.4910166.04
182022.11.07 09:10t/p40.101.930381.921981.9303816.0210182.06
192023.02.21 19:00sell50.101.949720.000000.00000
202023.02.21 19:00modify50.101.949721.964721.93572
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 12:42sell80.101.938470.000000.00000
292023.02.22 12:42modify80.101.938471.944121.93572
302023.02.22 12:42modify70.101.941101.944121.93572
312023.02.22 12:42modify60.101.944111.944121.93572
322023.02.22 12:42modify50.101.949721.944121.93572
332023.02.22 15:50t/p50.101.935721.944121.9357284.1910266.25
342023.02.22 15:50t/p60.101.935721.944121.9357250.5510316.80
352023.02.22 15:50t/p70.101.935721.944121.9357232.4210349.22
362023.02.22 15:50t/p80.101.935721.944121.9357216.5710365.79
372023.02.28 10:00sell90.101.964820.000000.00000
382023.02.28 10:00modify90.101.964821.979821.95082
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/p90.101.950821.964121.9508284.3610450.15
432023.02.28 17:30t/p100.101.950821.964121.9508250.4310500.58
442023.03.01 13:00buy110.101.924780.000000.00000
452023.03.01 13:00modify110.101.924781.909781.93878
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 21:15buy140.101.936070.000000.00000
542023.03.03 21:15modify140.101.936071.930381.93878
552023.03.03 21:15modify130.101.933211.930381.93878
562023.03.03 21:15modify120.101.930541.930381.93878
572023.03.03 21:15modify110.101.924781.930381.93878
582023.03.06 08:15t/p110.101.938781.930381.9387882.8810583.47
592023.03.06 08:15t/p120.101.938781.930381.9387849.3510632.81
602023.03.06 08:15t/p130.101.938781.930381.9387833.2710666.08
612023.03.06 08:15t/p140.101.938781.930381.9387816.0410682.12
622023.03.10 11:00sell150.101.961390.000000.00000
632023.03.10 11:00modify150.101.961391.976391.94739
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 11:32sell180.101.950190.000000.00000
722023.03.13 11:32modify180.101.950191.955791.94739
732023.03.13 11:32modify170.101.952981.955791.94739
742023.03.13 11:32modify160.101.955711.955791.94739
752023.03.13 11:32modify150.101.961391.955791.94739
762023.03.13 13:20t/p150.101.947391.955791.9473984.1910766.31
772023.03.13 13:20t/p160.101.947391.955791.9473950.1310816.44
782023.03.13 13:20t/p170.101.947391.955791.9473933.6810850.12
792023.03.13 13:20t/p180.101.947391.955791.9473916.8710866.99
802023.04.06 17:00sell190.101.992110.000000.00000
812023.04.06 17:00modify190.101.992112.007111.97811
822023.04.07 07:45sell200.101.986420.000000.00000
832023.04.07 07:45modify200.101.986421.991411.97811
842023.04.07 07:45modify190.101.992111.991411.97811
852023.04.07 12:45s/l190.101.991411.991411.978114.0510871.03
862023.04.07 12:45s/l200.101.991411.991411.97811-30.0710840.96
872023.04.11 12:00sell210.102.001820.000000.00000
882023.04.11 12:00modify210.102.001822.016821.98782
892023.04.13 13:05sell220.101.995980.000000.00000
902023.04.13 13:05modify220.101.995982.001121.98782
912023.04.13 13:05modify210.102.001822.001121.98782
922023.04.13 13:45sell230.101.990480.000000.00000
932023.04.13 13:45modify230.101.990481.996221.98782
942023.04.13 13:45modify220.101.995981.996221.98782
952023.04.13 13:45modify210.102.001821.996221.98782
962023.04.13 15:15t/p210.101.987821.996221.9878283.6710924.64
972023.04.13 15:15t/p220.101.987821.996221.9878249.1710973.81
982023.04.13 15:15t/p230.101.987821.996221.9878216.0310989.84
992023.04.13 18:00buy240.101.986440.000000.00000
1002023.04.13 18:00modify240.101.986441.971442.00044
1012023.04.14 13:20buy250.101.992200.000000.00000
1022023.04.14 13:20modify250.101.992201.987142.00044
1032023.04.14 13:20modify240.101.986441.987142.00044
1042023.04.14 14:10buy260.101.995130.000000.00000
1052023.04.14 14:10modify260.101.995131.989942.00044
1062023.04.14 14:10modify250.101.992201.989942.00044
1072023.04.14 14:10modify240.101.986441.989942.00044
1082023.04.14 14:35buy270.101.997780.000000.00000
1092023.04.14 14:35modify270.101.997781.992042.00044
1102023.04.14 14:35modify260.101.995131.992042.00044
1112023.04.14 14:35modify250.101.992201.992042.00044
1122023.04.14 14:35modify240.101.986441.992042.00044
1132023.04.14 15:10t/p240.102.000441.992042.0004484.0511073.88
1142023.04.14 15:10t/p250.102.000441.992042.0004449.6411123.52
1152023.04.14 15:10t/p260.102.000441.992042.0004431.9911155.51
1162023.04.14 15:10t/p270.102.000441.992042.0004416.0211171.53
1172023.04.26 10:00sell280.102.035180.000000.00000
1182023.04.26 10:00modify280.102.035182.050182.02118
1192023.04.27 06:10sell290.102.029350.000000.00000
1202023.04.27 06:10modify290.102.029352.034482.02118
1212023.04.27 06:10modify280.102.035182.034482.02118
1222023.04.27 06:20sell300.102.026530.000000.00000
1232023.04.27 06:20modify300.102.026532.031682.02118
1242023.04.27 06:20modify290.102.029352.031682.02118
1252023.04.27 06:20modify280.102.035182.031682.02118
1262023.04.27 13:15s/l280.102.031682.031682.0211820.5711192.11
1272023.04.27 13:15s/l290.102.031682.031682.02118-14.0411178.07
1282023.04.27 13:15s/l300.102.031682.031682.02118-31.0311147.04
1292023.05.02 11:00buy310.102.014320.000000.00000
1302023.05.02 11:00modify310.102.014321.999322.02832
1312023.05.03 02:02s/l310.101.999321.999322.02832-90.6611056.37
1322023.05.08 16:00buy320.101.989770.000000.00000
1332023.05.08 16:00modify320.101.989771.974772.00377
1342023.05.09 15:15buy330.101.995640.000000.00000
1352023.05.09 15:15modify330.101.995641.990472.00377
1362023.05.09 15:15modify320.101.989771.990472.00377
1372023.05.09 21:02s/l320.101.990471.990472.003773.9311060.30
1382023.05.09 21:02s/l330.101.990471.990472.00377-31.1411029.16
1392023.05.12 12:00sell340.102.010670.000000.00000
1402023.05.12 12:00modify340.102.010672.025671.99667
1412023.05.15 05:15sell350.102.005000.000000.00000
1422023.05.15 05:15modify350.102.005002.009971.99667
1432023.05.15 05:15modify340.102.010672.009971.99667
1442023.05.15 09:45s/l340.102.009972.009971.996674.0411033.20
1452023.05.15 09:45s/l350.102.009972.009971.99667-29.9511003.25
1462023.05.17 11:00buy360.101.992130.000000.00000
1472023.05.17 11:00modify360.101.992131.977132.00613
1482023.05.17 17:20buy370.101.997970.000000.00000
1492023.05.17 17:20modify370.101.997971.992832.00613
1502023.05.17 17:20modify360.101.992131.992832.00613
1512023.05.17 22:45buy380.102.000820.000000.00000
1522023.05.17 22:45modify380.102.000821.995632.00613
1532023.05.17 22:45modify370.101.997971.995632.00613
1542023.05.17 22:45modify360.101.992131.995632.00613
1552023.05.18 00:26s/l360.101.995631.995632.0061320.2011023.45
1562023.05.18 00:26s/l370.101.995631.995632.00613-14.9811008.47
1572023.05.18 00:26s/l380.101.995631.995632.00613-32.1510976.32
1582023.07.11 13:00sell390.102.087550.000000.00000
1592023.07.11 13:00modify390.102.087552.102552.07355
1602023.07.12 00:55sell400.102.081680.000000.00000
1612023.07.12 00:55modify400.102.081682.086852.07355
1622023.07.12 00:55modify390.102.087552.086852.07355
1632023.07.12 02:02s/l390.102.086852.086852.073554.0510980.37
1642023.07.12 02:02s/l400.102.086852.086852.07355-31.1510949.22
1652023.07.12 19:00buy410.102.060770.000000.00000
1662023.07.12 19:00modify410.102.060772.045772.07477
1672023.07.17 08:02buy420.102.066380.000000.00000
1682023.07.17 08:02modify420.102.066382.061472.07477
1692023.07.17 08:02modify410.102.060772.061472.07477
1702023.07.17 14:15buy430.102.069340.000000.00000
1712023.07.17 14:15modify430.102.069342.064272.07477
1722023.07.17 14:15modify420.102.066382.064272.07477
1732023.07.17 14:15modify410.102.060772.064272.07477
1742023.07.17 16:02s/l410.102.064272.064272.0747719.6210968.85
1752023.07.17 16:02s/l420.102.064272.064272.07477-12.7110956.14
1762023.07.17 16:02s/l430.102.064272.064272.07477-30.5410925.60
1772023.07.31 16:00buy440.102.067840.000000.00000
1782023.07.31 16:00modify440.102.067842.052842.08184
1792023.08.01 05:07buy450.102.073610.000000.00000
1802023.08.01 05:07modify450.102.073612.068542.08184
1812023.08.01 05:07modify440.102.067842.068542.08184
1822023.08.01 07:15buy460.102.076480.000000.00000
1832023.08.01 07:15modify460.102.076482.071342.08184
1842023.08.01 07:15modify450.102.073612.071342.08184
1852023.08.01 07:15modify440.102.067842.071342.08184
1862023.08.01 08:06buy470.102.079230.000000.00000
1872023.08.01 08:06modify470.102.079232.073442.08184
1882023.08.01 08:06modify460.102.076482.073442.08184
1892023.08.01 08:06modify450.102.073612.073442.08184
1902023.08.01 08:06modify440.102.067842.073442.08184
1912023.08.01 08:40t/p440.102.081842.073442.0818484.0511009.64
1922023.08.01 08:40t/p450.102.081842.073442.0818449.5811059.22
1932023.08.01 08:40t/p460.102.081842.073442.0818432.2911091.51
1942023.08.01 08:40t/p470.102.081842.073442.0818415.7311107.24
1952023.09.22 14:00buy480.102.051550.000000.00000
1962023.09.22 14:00modify480.102.051552.036552.06555
1972023.09.25 01:50buy490.102.057300.000000.00000
1982023.09.25 01:50modify490.102.057302.052252.06555
1992023.09.25 01:50modify480.102.051552.052252.06555
2002023.09.25 09:45s/l480.102.052252.052252.065553.9211111.16
2012023.09.25 09:45s/l490.102.052252.052252.06555-30.4311080.73