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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=35; 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 profit1291.34Gross profit1661.15Gross loss-369.80
Profit factor4.49Expected payoff28.07
Absolute drawdown113.94Maximal drawdown247.32 (2.27%)Relative drawdown2.27% (247.32)
Total trades46Short positions (won %)30 (73.33%)Long positions (won %)16 (87.50%)
Profit trades (% of total)36 (78.26%)Loss trades (% of total)10 (21.74%)
Largestprofit trade90.24loss trade-90.92
Averageprofit trade46.14loss trade-36.98
Maximumconsecutive wins (profit in money)15 (717.84)consecutive losses (loss in money)2 (-51.64)
Maximalconsecutive profit (count of wins)717.84 (15)consecutive loss (count of losses)-90.92 (1)
Averageconsecutive wins4consecutive losses1
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 21:40modify20.101.913691.919861.90561
52023.01.03 21:40modify10.101.920611.919861.90561
62023.01.03 23:15sell30.101.911460.000000.00000
72023.01.03 23:15modify30.101.911461.916861.90561
82023.01.03 23:15modify20.101.913691.916861.90561
92023.01.03 23:15modify10.101.920611.916861.90561
102023.01.03 23:40s/l10.101.916861.916861.9056122.6010022.60
112023.01.03 23:40s/l20.101.916861.916861.90561-19.1010003.50
122023.01.03 23:40s/l30.101.916861.916861.90561-32.549970.96
132023.02.02 08:00buy40.101.897350.000000.00000
142023.02.02 08:00modify40.101.897351.882351.91235
152023.02.03 19:20buy50.101.904150.000000.00000
162023.02.03 19:20modify50.101.904151.898101.91235
172023.02.03 19:20modify40.101.897351.898101.91235
182023.02.06 01:15buy60.101.906570.000000.00000
192023.02.06 01:15modify60.101.906571.901101.91235
202023.02.06 01:15modify50.101.904151.901101.91235
212023.02.06 01:15modify40.101.897351.901101.91235
222023.02.06 06:55buy70.101.908150.000000.00000
232023.02.06 06:55modify70.101.908151.902601.91235
242023.02.06 06:55modify60.101.906571.902601.91235
252023.02.06 06:55modify50.101.904151.902601.91235
262023.02.06 06:55modify40.101.897351.902601.91235
272023.02.06 13:30t/p40.101.912351.902601.9123589.7810060.74
282023.02.06 13:30t/p50.101.912351.902601.9123549.1010109.85
292023.02.06 13:30t/p60.101.912351.902601.9123534.8210144.67
302023.02.06 13:30t/p70.101.912351.902601.9123525.3010169.97
312023.02.22 00:00sell80.101.947590.000000.00000
322023.02.22 00:00modify80.101.947591.962591.93259
332023.02.22 06:40sell90.101.940580.000000.00000
342023.02.22 06:40modify90.101.940581.946841.93259
352023.02.22 06:40modify80.101.947591.946841.93259
362023.02.22 14:55sell100.101.938460.000000.00000
372023.02.22 14:55modify100.101.938461.943841.93259
382023.02.22 14:55modify90.101.940581.943841.93259
392023.02.22 14:55modify80.101.947591.943841.93259
402023.02.22 20:10sell110.101.937010.000000.00000
412023.02.22 20:10modify110.101.937011.942341.93259
422023.02.22 20:10modify100.101.938461.942341.93259
432023.02.22 20:10modify90.101.940581.942341.93259
442023.02.22 20:10modify80.101.947591.942341.93259
452023.02.23 01:40t/p80.101.932591.942341.9325989.8810259.84
462023.02.23 01:40t/p90.101.932591.942341.9325947.6310307.47
472023.02.23 01:40t/p100.101.932591.942341.9325934.8610342.32
482023.02.23 01:40t/p110.101.932591.942341.9325926.1210368.44
492023.02.28 04:00sell120.101.956490.000000.00000
502023.02.28 04:00modify120.101.956491.971491.94149
512023.02.28 17:30sell130.101.949740.000000.00000
522023.02.28 17:30modify130.101.949741.955741.94149
532023.02.28 17:30modify120.101.956491.955741.94149
542023.02.28 19:59sell140.101.947270.000000.00000
552023.02.28 19:59modify140.101.947271.952741.94149
562023.02.28 19:59modify130.101.949741.952741.94149
572023.02.28 19:59modify120.101.956491.952741.94149
582023.02.28 20:50sell150.101.945740.000000.00000
592023.02.28 20:50modify150.101.945741.951241.94149
602023.02.28 20:50modify140.101.947271.951241.94149
612023.02.28 20:50modify130.101.949741.951241.94149
622023.02.28 20:50modify120.101.956491.951241.94149
632023.03.01 02:40t/p120.101.941491.951241.9414990.2310458.66
642023.03.01 02:40t/p130.101.941491.951241.9414949.5510508.21
652023.03.01 02:40t/p140.101.941491.951241.9414934.6610542.86
662023.03.01 02:40t/p150.101.941491.951241.9414925.4410568.30
672023.03.10 16:00sell160.101.960120.000000.00000
682023.03.10 16:00modify160.101.960121.975121.94512
692023.03.13 12:30sell170.101.949420.000000.00000
702023.03.13 12:30modify170.101.949421.954871.94512
712023.03.13 12:30modify160.101.960121.954871.94512
722023.03.13 13:40t/p160.101.945121.954871.9451290.2410658.54
732023.03.13 13:40t/p170.101.945121.954871.9451225.9210684.46
742023.03.21 16:00sell180.101.976050.000000.00000
752023.03.21 16:00modify180.101.976051.991051.96105
762023.03.21 21:05sell190.101.969300.000000.00000
772023.03.21 21:05modify190.101.969301.975301.96105
782023.03.21 21:05modify180.101.976051.975301.96105
792023.03.22 00:10s/l180.101.975301.975301.961054.3510688.80
802023.03.22 00:10s/l190.101.975301.975301.96105-36.3310652.47
812023.04.12 00:00sell200.102.006450.000000.00000
822023.04.12 00:00modify200.102.006452.021451.99145
832023.04.12 13:05sell210.101.997200.000000.00000
842023.04.12 13:05modify210.101.997202.002701.99145
852023.04.12 13:05modify200.102.006452.002701.99145
862023.04.12 13:40s/l200.102.002702.002701.9914522.6010675.07
872023.04.12 13:40s/l210.102.002702.002701.99145-33.1410641.93
882023.04.14 04:00buy220.101.987930.000000.00000
892023.04.14 04:00modify220.101.987931.972932.00293
902023.04.14 14:30buy230.101.998530.000000.00000
912023.04.14 14:30modify230.101.998531.993182.00293
922023.04.14 14:30modify220.101.987931.993182.00293
932023.04.17 04:40t/p220.102.002931.993182.0029390.0810732.01
942023.04.17 04:40t/p230.102.002931.993182.0029326.2110758.22
952023.05.02 16:00buy240.102.010250.000000.00000
962023.05.02 16:00modify240.102.010251.995252.02525
972023.05.03 20:30buy250.102.017080.000000.00000
982023.05.03 20:30modify250.102.017082.011002.02525
992023.05.03 20:30modify240.102.010252.011002.02525
1002023.05.04 10:30s/l240.102.011002.011002.025253.3310761.55
1012023.05.04 10:30s/l250.102.011002.011002.02525-37.5310724.01
1022023.05.19 12:00buy260.101.982030.000000.00000
1032023.05.19 12:00modify260.101.982031.967031.99703
1042023.05.24 02:20t/p260.101.997031.967031.9970389.4910813.50
1052023.05.24 12:00sell270.102.020110.000000.00000
1062023.05.24 12:00modify270.102.020112.035112.00511
1072023.05.25 09:30s/l270.102.035112.035112.00511-90.9210722.58
1082023.05.31 08:00sell280.102.061740.000000.00000
1092023.05.31 08:00modify280.102.061742.076742.04674
1102023.06.02 04:25sell290.102.054900.000000.00000
1112023.06.02 04:25modify290.102.054902.060992.04674
1122023.06.02 04:25modify280.102.061742.060992.04674
1132023.06.02 10:15sell300.102.052580.000000.00000
1142023.06.02 10:15modify300.102.052582.057992.04674
1152023.06.02 10:15modify290.102.054902.057992.04674
1162023.06.02 10:15modify280.102.061742.057992.04674
1172023.06.02 11:40s/l280.102.057992.057992.0467421.9010744.48
1182023.06.02 11:40s/l290.102.057992.057992.04674-18.6210725.86
1192023.06.02 11:40s/l300.102.057992.057992.04674-32.6110693.25
1202023.06.22 12:00buy310.102.057210.000000.00000
1212023.06.22 12:00modify310.102.057212.042212.07221
1222023.06.22 18:40buy320.102.064000.000000.00000
1232023.06.22 18:40modify320.102.064002.057962.07221
1242023.06.22 18:40modify310.102.057212.057962.07221
1252023.06.23 02:30buy330.102.066220.000000.00000
1262023.06.23 02:30modify330.102.066222.060962.07221
1272023.06.23 02:30modify320.102.064002.060962.07221
1282023.06.23 02:30modify310.102.057212.060962.07221
1292023.06.23 04:10buy340.102.067750.000000.00000
1302023.06.23 04:10modify340.102.067752.062462.07221
1312023.06.23 04:10modify330.102.066222.062462.07221
1322023.06.23 04:10modify320.102.064002.062462.07221
1332023.06.23 04:10modify310.102.057212.062462.07221
1342023.06.23 09:30t/p310.102.072212.062462.0722190.0810783.33
1352023.06.23 09:30t/p320.102.072212.062462.0722149.1710832.50
1362023.06.23 09:30t/p330.102.072212.062462.0722136.0910868.59
1372023.06.23 09:30t/p340.102.072212.062462.0722126.8710895.46
1382023.07.05 08:00buy350.102.051950.000000.00000
1392023.07.05 08:00modify350.102.051952.036952.06695
1402023.07.06 14:40t/p350.102.066952.036952.0669589.5010984.96
1412023.07.11 16:00sell360.102.087290.000000.00000
1422023.07.11 16:00modify360.102.087292.102292.07229
1432023.07.12 02:40sell370.102.078160.000000.00000
1442023.07.12 02:40modify370.102.078162.083542.07229
1452023.07.12 02:40modify360.102.087292.083542.07229
1462023.07.12 05:20s/l360.102.083542.083542.0722922.4311007.38
1472023.07.12 05:20s/l370.102.083542.083542.07229-32.4210974.96
1482023.08.24 00:00buy380.102.129630.000000.00000
1492023.08.24 00:00modify380.102.129632.114632.14463
1502023.08.30 20:40buy390.102.136450.000000.00000
1512023.08.30 20:40modify390.102.136452.130382.14463
1522023.08.30 20:40modify380.102.129632.130382.14463
1532023.08.30 21:20s/l380.102.130382.130382.144633.3210978.28
1542023.08.30 21:20s/l390.102.130382.130382.14463-36.5810941.70
1552023.08.31 04:00sell400.102.134550.000000.00000
1562023.08.31 04:00modify400.102.134552.149552.11955
1572023.08.31 15:15sell410.102.127660.000000.00000
1582023.08.31 15:15modify410.102.127662.133802.11955
1592023.08.31 15:15modify400.102.134552.133802.11955
1602023.08.31 18:20sell420.102.125270.000000.00000
1612023.08.31 18:20modify420.102.125272.130802.11955
1622023.08.31 18:20modify410.102.127662.130802.11955
1632023.08.31 18:20modify400.102.134552.130802.11955
1642023.08.31 18:40sell430.102.123970.000000.00000
1652023.08.31 18:40modify430.102.123972.129302.11955
1662023.08.31 18:40modify420.102.125272.129302.11955
1672023.08.31 18:40modify410.102.127662.129302.11955
1682023.08.31 18:40modify400.102.134552.129302.11955
1692023.09.01 01:40t/p400.102.119552.129302.1195590.2311031.93
1702023.09.01 01:40t/p410.102.119552.129302.1195548.7111080.63
1712023.09.01 01:40t/p420.102.119552.129302.1195534.3011114.93
1722023.09.01 01:40t/p430.102.119552.129302.1195526.4711141.39
1732023.09.05 16:00sell440.102.138650.000000.00000
1742023.09.05 16:00modify440.102.138652.153652.12365
1752023.09.06 10:30sell450.102.129550.000000.00000
1762023.09.06 10:30modify450.102.129552.134902.12365
1772023.09.06 10:30modify440.102.138652.134902.12365
1782023.09.06 15:55sell460.102.127920.000000.00000
1792023.09.06 15:55modify460.102.127922.133402.12365
1802023.09.06 15:55modify450.102.129552.133402.12365
1812023.09.06 15:55modify440.102.138652.133402.12365
1822023.09.07 06:20t/p440.102.123652.133402.1236589.7011231.09
1832023.09.07 06:20t/p450.102.123652.133402.1236535.0411266.13
1842023.09.07 06:20t/p460.102.123652.133402.1236525.2211291.34