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=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 test1909Ticks modelled47125259Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit953.94Gross profit1546.99Gross loss-593.05
Profit factor2.61Expected payoff16.74
Absolute drawdown113.67Maximal drawdown277.22 (2.49%)Relative drawdown2.49% (277.22)
Total trades57Short positions (won %)31 (61.29%)Long positions (won %)26 (73.08%)
Profit trades (% of total)38 (66.67%)Loss trades (% of total)19 (33.33%)
Largestprofit trade90.24loss trade-90.94
Averageprofit trade40.71loss trade-31.21
Maximumconsecutive wins (profit in money)17 (809.74)consecutive losses (loss in money)3 (-66.28)
Maximalconsecutive profit (count of wins)809.74 (17)consecutive loss (count of losses)-90.94 (1)
Averageconsecutive wins3consecutive 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 21:59sell20.101.913730.000000.00000
42023.01.03 21:59modify20.101.913731.919861.90561
52023.01.03 21:59modify10.101.920611.919861.90561
62023.01.03 23:00sell30.101.911470.000000.00000
72023.01.03 23:00modify30.101.911471.916861.90561
82023.01.03 23:00modify20.101.913731.916861.90561
92023.01.03 23:00modify10.101.920611.916861.90561
102023.01.03 23:17s/l10.101.916861.916861.9056122.5910022.59
112023.01.03 23:17s/l20.101.916861.916861.90561-18.8710003.72
122023.01.03 23:17s/l30.101.916861.916861.90561-32.499971.23
132023.02.02 08:00buy40.101.897350.000000.00000
142023.02.02 08:00modify40.101.897351.882351.91235
152023.02.03 18:08buy50.101.904250.000000.00000
162023.02.03 18:08modify50.101.904251.898101.91235
172023.02.03 18:08modify40.101.897351.898101.91235
182023.02.05 22:28buy60.101.906630.000000.00000
192023.02.05 22:28modify60.101.906631.901101.91235
202023.02.05 22:28modify50.101.904251.901101.91235
212023.02.05 22:28modify40.101.897351.901101.91235
222023.02.06 06:41buy70.101.907880.000000.00000
232023.02.06 06:41modify70.101.907881.902601.91235
242023.02.06 06:41modify60.101.906631.902601.91235
252023.02.06 06:41modify50.101.904251.902601.91235
262023.02.06 06:41modify40.101.897351.902601.91235
272023.02.06 13:13t/p40.101.912351.902601.9123589.8010061.03
282023.02.06 13:13t/p50.101.912351.902601.9123548.5210109.55
292023.02.06 13:13t/p60.101.912351.902601.9123534.1810143.73
302023.02.06 13:13t/p70.101.912351.902601.9123526.9310170.66
312023.02.22 00:00sell80.101.947590.000000.00000
322023.02.22 00:00modify80.101.947591.962591.93259
332023.02.22 06:57sell90.101.940840.000000.00000
342023.02.22 06:57modify90.101.940841.946841.93259
352023.02.22 06:57modify80.101.947591.946841.93259
362023.02.22 12:30sell100.101.938500.000000.00000
372023.02.22 12:30modify100.101.938501.943841.93259
382023.02.22 12:30modify90.101.940841.943841.93259
392023.02.22 12:30modify80.101.947591.943841.93259
402023.02.22 15:23sell110.101.937060.000000.00000
412023.02.22 15:23modify110.101.937061.942341.93259
422023.02.22 15:23modify100.101.938501.942341.93259
432023.02.22 15:23modify90.101.940841.942341.93259
442023.02.22 15:23modify80.101.947591.942341.93259
452023.02.23 01:45t/p80.101.932591.942341.9325989.9010260.56
462023.02.23 01:45t/p90.101.932591.942341.9325949.2110309.78
472023.02.23 01:45t/p100.101.932591.942341.9325935.1010344.88
482023.02.23 01:45t/p110.101.932591.942341.9325926.4210371.31
492023.02.28 04:00sell120.101.956490.000000.00000
502023.02.28 04:00modify120.101.956491.971491.94149
512023.02.28 17:39sell130.101.949740.000000.00000
522023.02.28 17:39modify130.101.949741.955741.94149
532023.02.28 17:39modify120.101.956491.955741.94149
542023.02.28 19:12sell140.101.947480.000000.00000
552023.02.28 19:12modify140.101.947481.952741.94149
562023.02.28 19:12modify130.101.949741.952741.94149
572023.02.28 19:12modify120.101.956491.952741.94149
582023.02.28 20:56sell150.101.945920.000000.00000
592023.02.28 20:56modify150.101.945921.951241.94149
602023.02.28 20:56modify140.101.947481.951241.94149
612023.02.28 20:56modify130.101.949741.951241.94149
622023.02.28 20:56modify120.101.956491.951241.94149
632023.03.01 02:23t/p120.101.941491.951241.9414990.2410461.54
642023.03.01 02:23t/p130.101.941491.951241.9414949.5610511.10
652023.03.01 02:23t/p140.101.941491.951241.9414935.9410547.04
662023.03.01 02:23t/p150.101.941491.951241.9414926.5310573.57
672023.03.10 16:00sell160.101.960120.000000.00000
682023.03.10 16:00modify160.101.960121.975121.94512
692023.03.13 08:37sell170.101.953370.000000.00000
702023.03.13 08:37modify170.101.953371.959371.94512
712023.03.13 08:37modify160.101.960121.959371.94512
722023.03.13 11:24sell180.101.951100.000000.00000
732023.03.13 11:24modify180.101.951101.956371.94512
742023.03.13 11:24modify170.101.953371.956371.94512
752023.03.13 11:24modify160.101.960121.956371.94512
762023.03.13 12:20sell190.101.949610.000000.00000
772023.03.13 12:20modify190.101.949611.954871.94512
782023.03.13 12:20modify180.101.951101.954871.94512
792023.03.13 12:20modify170.101.953371.954871.94512
802023.03.13 12:20modify160.101.960121.954871.94512
812023.03.13 13:36t/p160.101.945121.954871.9451290.2410663.81
822023.03.13 13:36t/p170.101.945121.954871.9451249.7210713.53
832023.03.13 13:36t/p180.101.945121.954871.9451236.0410749.57
842023.03.13 13:36t/p190.101.945121.954871.9451227.0610776.63
852023.03.21 16:00sell200.101.976050.000000.00000
862023.03.21 16:00modify200.101.976051.991051.96105
872023.03.21 21:05sell210.101.969070.000000.00000
882023.03.21 21:05modify210.101.969071.975301.96105
892023.03.21 21:05modify200.101.976051.975301.96105
902023.03.22 00:07s/l200.101.975301.975301.961054.3510780.97
912023.03.22 00:07s/l210.101.975301.975301.96105-37.7210743.25
922023.04.12 00:00sell220.102.006450.000000.00000
932023.04.12 00:00modify220.102.006452.021451.99145
942023.04.12 12:30sell230.101.999520.000000.00000
952023.04.12 12:30modify230.101.999522.005701.99145
962023.04.12 12:30modify220.102.006452.005701.99145
972023.04.12 12:37sell240.101.997370.000000.00000
982023.04.12 12:37modify240.101.997372.002701.99145
992023.04.12 12:37modify230.101.999522.002701.99145
1002023.04.12 12:37modify220.102.006452.002701.99145
1012023.04.12 13:40s/l220.102.002702.002701.9914522.6010765.85
1022023.04.12 13:40s/l230.102.002702.002701.99145-19.1710746.68
1032023.04.12 13:40s/l240.102.002702.002701.99145-32.1310714.55
1042023.04.14 04:00buy250.101.987930.000000.00000
1052023.04.14 04:00modify250.101.987931.972932.00293
1062023.04.14 14:11buy260.101.994710.000000.00000
1072023.04.14 14:11modify260.101.994711.988682.00293
1082023.04.14 14:11modify250.101.987931.988682.00293
1092023.04.14 14:24buy270.101.996940.000000.00000
1102023.04.14 14:24modify270.101.996941.991682.00293
1112023.04.14 14:24modify260.101.994711.991682.00293
1122023.04.14 14:24modify250.101.987931.991682.00293
1132023.04.14 14:24buy280.101.998480.000000.00000
1142023.04.14 14:24modify280.101.998481.993182.00293
1152023.04.14 14:24modify270.101.996941.993182.00293
1162023.04.14 14:24modify260.101.994711.993182.00293
1172023.04.14 14:24modify250.101.987931.993182.00293
1182023.04.17 04:54t/p250.102.002931.993182.0029390.1210804.67
1192023.04.17 04:54t/p260.102.002931.993182.0029349.2510853.92
1202023.04.17 04:54t/p270.102.002931.993182.0029335.8110889.72
1212023.04.17 04:54t/p280.102.002931.993182.0029326.5310916.25
1222023.05.02 16:00buy290.102.010250.000000.00000
1232023.05.02 16:00modify290.102.010251.995252.02525
1242023.05.03 19:48buy300.102.017000.000000.00000
1252023.05.03 19:48modify300.102.017002.011002.02525
1262023.05.03 19:48modify290.102.010252.011002.02525
1272023.05.03 22:05buy310.102.019310.000000.00000
1282023.05.03 22:05modify310.102.019312.014002.02525
1292023.05.03 22:05modify300.102.017002.014002.02525
1302023.05.03 22:05modify290.102.010252.014002.02525
1312023.05.03 22:07buy320.102.020750.000000.00000
1322023.05.03 22:07modify320.102.020752.015502.02525
1332023.05.03 22:07modify310.102.019312.015502.02525
1342023.05.03 22:07modify300.102.017002.015502.02525
1352023.05.03 22:07modify290.102.010252.015502.02525
1362023.05.04 02:54s/l290.102.015502.015502.0252530.4710946.72
1372023.05.04 02:54s/l300.102.015502.015502.02525-9.9210936.80
1382023.05.04 02:54s/l310.102.015502.015502.02525-23.8410912.96
1392023.05.04 02:54s/l320.102.015502.015502.02525-32.5210880.44
1402023.05.19 12:00buy330.101.982030.000000.00000
1412023.05.19 12:00modify330.101.982031.967031.99703
1422023.05.24 01:10buy340.101.988780.000000.00000
1432023.05.24 01:10modify340.101.988781.982781.99703
1442023.05.24 01:10modify330.101.982031.982781.99703
1452023.05.24 02:00buy350.101.991200.000000.00000
1462023.05.24 02:00modify350.101.991201.985781.99703
1472023.05.24 02:00modify340.101.988781.985781.99703
1482023.05.24 02:00modify330.101.982031.985781.99703
1492023.05.24 02:00t/p330.101.997031.985781.9970389.5310969.97
1502023.05.24 02:00t/p340.101.997031.985781.9970349.7211019.69
1512023.05.24 02:00t/p350.101.997031.985781.9970335.1411054.83
1522023.05.24 12:00sell360.102.020110.000000.00000
1532023.05.24 12:00modify360.102.020112.035112.00511
1542023.05.25 09:11s/l360.102.035112.035112.00511-90.9410963.90
1552023.05.31 08:00sell370.102.061740.000000.00000
1562023.05.31 08:00modify370.102.061742.076742.04674
1572023.06.02 03:39sell380.102.054960.000000.00000
1582023.06.02 03:39modify380.102.054962.060992.04674
1592023.06.02 03:39modify370.102.061742.060992.04674
1602023.06.02 08:54sell390.102.052740.000000.00000
1612023.06.02 08:54modify390.102.052742.057992.04674
1622023.06.02 08:54modify380.102.054962.057992.04674
1632023.06.02 08:54modify370.102.061742.057992.04674
1642023.06.02 11:31s/l370.102.057992.057992.0467421.9110985.81
1652023.06.02 11:31s/l380.102.057992.057992.04674-18.2710967.54
1662023.06.02 11:31s/l390.102.057992.057992.04674-31.6510935.89
1672023.06.22 12:00buy400.102.057210.000000.00000
1682023.06.22 12:00modify400.102.057212.042212.07221
1692023.06.22 18:59buy410.102.064000.000000.00000
1702023.06.22 18:59modify410.102.064002.057962.07221
1712023.06.22 18:59modify400.102.057212.057962.07221
1722023.06.23 02:33buy420.102.066240.000000.00000
1732023.06.23 02:33modify420.102.066242.060962.07221
1742023.06.23 02:33modify410.102.064002.060962.07221
1752023.06.23 02:33modify400.102.057212.060962.07221
1762023.06.23 03:00buy430.102.067710.000000.00000
1772023.06.23 03:00modify430.102.067712.062462.07221
1782023.06.23 03:00modify420.102.066242.062462.07221
1792023.06.23 03:00modify410.102.064002.062462.07221
1802023.06.23 03:00modify400.102.057212.062462.07221
1812023.06.23 09:18t/p400.102.072212.062462.0722190.1211026.00
1822023.06.23 09:18t/p410.102.072212.062462.0722149.1911075.19
1832023.06.23 09:18t/p420.102.072212.062462.0722135.9811111.17
1842023.06.23 09:18t/p430.102.072212.062462.0722127.1211138.29
1852023.07.05 08:00buy440.102.051950.000000.00000
1862023.07.05 08:00modify440.102.051952.036952.06695
1872023.07.06 04:06buy450.102.058720.000000.00000
1882023.07.06 04:06modify450.102.058722.052702.06695
1892023.07.06 04:06modify440.102.051952.052702.06695
1902023.07.06 06:15s/l440.102.052702.052702.066953.6411141.93
1912023.07.06 06:15s/l450.102.052702.052702.06695-36.2911105.64
1922023.07.11 16:00sell460.102.087290.000000.00000
1932023.07.11 16:00modify460.102.087292.102292.07229
1942023.07.12 02:23sell470.102.080540.000000.00000
1952023.07.12 02:23modify470.102.080542.086542.07229
1962023.07.12 02:23modify460.102.087292.086542.07229
1972023.07.12 02:32sell480.102.078280.000000.00000
1982023.07.12 02:32modify480.102.078282.083542.07229
1992023.07.12 02:32modify470.102.080542.083542.07229
2002023.07.12 02:32modify460.102.087292.083542.07229
2012023.07.12 05:22s/l460.102.083542.083542.0722922.4411128.08
2022023.07.12 05:22s/l470.102.083542.083542.07229-18.0911109.99
2032023.07.12 05:22s/l480.102.083542.083542.07229-31.7111078.28
2042023.08.24 00:00buy490.102.129630.000000.00000
2052023.08.24 00:00modify490.102.129632.114632.14463
2062023.08.29 00:32buy500.102.136380.000000.00000
2072023.08.29 00:32modify500.102.136382.130382.14463
2082023.08.29 00:32modify490.102.129632.130382.14463
2092023.08.29 03:28s/l490.102.130382.130382.144633.6411081.92
2102023.08.29 03:28s/l500.102.130382.130382.14463-36.1711045.75
2112023.08.30 00:00buy510.102.118060.000000.00000
2122023.08.30 00:00modify510.102.118062.103062.13306
2132023.08.30 07:01buy520.102.124820.000000.00000
2142023.08.30 07:01modify520.102.124822.118812.13306
2152023.08.30 07:01modify510.102.118062.118812.13306
2162023.08.30 07:40buy530.102.127170.000000.00000
2172023.08.30 07:40modify530.102.127172.121812.13306
2182023.08.30 07:40modify520.102.124822.121812.13306
2192023.08.30 07:40modify510.102.118062.121812.13306
2202023.08.30 12:30s/l510.102.121812.121812.1330622.6011068.35
2212023.08.30 12:30s/l520.102.121812.121812.13306-18.1511050.20
2222023.08.30 12:30s/l530.102.121812.121812.13306-32.3111017.89
2232023.08.31 04:00sell540.102.134550.000000.00000
2242023.08.31 04:00modify540.102.134552.149552.11955
2252023.08.31 12:18sell550.102.127800.000000.00000
2262023.08.31 12:18modify550.102.127802.133802.11955
2272023.08.31 12:18modify540.102.134552.133802.11955
2282023.08.31 14:14s/l540.102.133802.133802.119554.5211022.41
2292023.08.31 14:14s/l550.102.133802.133802.11955-36.1710986.24
2302023.09.05 16:00sell560.102.138650.000000.00000
2312023.09.05 16:00modify560.102.138652.153652.12365
2322023.09.06 06:00sell570.102.131820.000000.00000
2332023.09.06 06:00modify570.102.131822.137902.12365
2342023.09.06 06:00modify560.102.138652.137902.12365
2352023.09.06 07:35s/l560.102.137902.137902.123654.3510990.59
2362023.09.06 07:35s/l570.102.137902.137902.12365-36.6510953.94