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=1; RSIHelp="------------------------------------"; RSI_Period=10; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; 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 profit1185.31Gross profit1686.59Gross loss-501.28
Profit factor3.36Expected payoff20.79
Absolute drawdown52.39Maximal drawdown209.57 (1.87%)Relative drawdown1.87% (209.57)
Total trades57Short positions (won %)33 (57.58%)Long positions (won %)24 (70.83%)
Profit trades (% of total)36 (63.16%)Loss trades (% of total)21 (36.84%)
Largestprofit trade84.53loss trade-72.98
Averageprofit trade46.85loss trade-23.87
Maximumconsecutive wins (profit in money)14 (694.63)consecutive losses (loss in money)3 (-110.06)
Maximalconsecutive profit (count of wins)694.63 (14)consecutive loss (count of losses)-110.06 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.11.04 12:00buy10.101.921200.000000.00000
22022.11.04 12:00modify10.101.921201.909201.93520
32022.11.07 08:50buy20.101.930510.000000.00000
42022.11.07 08:50modify20.101.930511.926801.93520
52022.11.07 08:50modify10.101.921201.926801.93520
62022.11.07 10:15t/p10.101.935201.926801.9352084.2110084.21
72022.11.07 10:15t/p20.101.935201.926801.9352028.3110112.52
82023.01.19 17:00sell30.101.939620.000000.00000
92023.01.19 17:00modify30.101.939621.951621.92562
102023.01.20 01:55sell40.101.932570.000000.00000
112023.01.20 01:55modify40.101.932571.938921.92562
122023.01.20 01:55sell50.101.932570.000000.00000
132023.01.20 01:55modify50.101.932571.935421.92562
142023.01.20 01:55modify30.101.939621.935421.92562
152023.01.20 01:57modify40.101.932571.935421.92562
162023.01.20 02:15sell60.101.930380.000000.00000
172023.01.20 02:15modify60.101.930381.934021.92562
182023.01.20 02:15modify50.101.932571.934021.92562
192023.01.20 02:15modify40.101.932571.934021.92562
202023.01.20 02:15modify30.101.939621.934021.92562
212023.01.20 07:20t/p30.101.925621.934021.9256284.3510196.87
222023.01.20 07:20t/p40.101.925621.934021.9256241.9610238.83
232023.01.20 07:20t/p50.101.925621.934021.9256241.9610280.79
242023.01.20 07:20t/p60.101.925621.934021.9256228.7410309.53
252023.02.02 13:00buy70.101.886330.000000.00000
262023.02.02 13:00modify70.101.886331.874331.90033
272023.02.02 15:25buy80.101.895480.000000.00000
282023.02.02 15:25modify80.101.895481.891931.90033
292023.02.02 15:25modify70.101.886331.891931.90033
302023.02.02 15:45s/l70.101.891931.891931.9003333.8110343.34
312023.02.02 15:45s/l80.101.891931.891931.90033-21.4310321.91
322023.02.06 15:00sell90.101.916420.000000.00000
332023.02.06 15:00modify90.101.916421.928421.90242
342023.02.06 19:52sell100.101.909200.000000.00000
352023.02.06 19:52modify100.101.909201.915721.90242
362023.02.06 19:52sell110.101.909200.000000.00000
372023.02.06 19:52modify110.101.909201.912221.90242
382023.02.06 19:52modify90.101.916421.912221.90242
392023.02.06 19:55modify100.101.909201.912221.90242
402023.02.06 21:05sell120.101.907320.000000.00000
412023.02.06 21:05modify120.101.907321.910821.90242
422023.02.06 21:05modify110.101.909201.910821.90242
432023.02.06 21:05modify100.101.909201.910821.90242
442023.02.06 21:05modify90.101.916421.910821.90242
452023.02.07 03:32t/p90.101.902421.910821.9024284.3610406.26
462023.02.07 03:32t/p100.101.902421.910821.9024240.7710447.03
472023.02.07 03:32t/p110.101.902421.910821.9024240.7710487.79
482023.02.07 03:32t/p120.101.902421.910821.9024229.4210517.21
492023.02.13 09:00buy130.101.900910.000000.00000
502023.02.13 09:00modify130.101.900911.888911.91491
512023.02.13 12:45buy140.101.907980.000000.00000
522023.02.13 12:45modify140.101.907981.901611.91491
532023.02.13 12:45buy150.101.907980.000000.00000
542023.02.13 12:45modify150.101.907981.905111.91491
552023.02.13 12:45modify130.101.900911.905111.91491
562023.02.13 12:47modify140.101.907981.905111.91491
572023.02.13 23:45buy160.101.910290.000000.00000
582023.02.13 23:45modify160.101.910291.906511.91491
592023.02.13 23:45modify150.101.907981.906511.91491
602023.02.13 23:45modify140.101.907981.906511.91491
612023.02.13 23:45modify130.101.900911.906511.91491
622023.02.14 02:10t/p130.101.914911.906511.9149184.2110601.42
632023.02.14 02:10t/p140.101.914911.906511.9149141.5310642.95
642023.02.14 02:10t/p150.101.914911.906511.9149141.5310684.48
652023.02.14 02:10t/p160.101.914911.906511.9149127.5910712.08
662023.02.21 16:00sell170.101.947270.000000.00000
672023.02.21 16:00modify170.101.947271.959271.93327
682023.02.22 11:20sell180.101.940270.000000.00000
692023.02.22 11:20modify180.101.940271.946571.93327
702023.02.22 11:20sell190.101.940270.000000.00000
712023.02.22 11:20modify190.101.940271.943071.93327
722023.02.22 11:20modify170.101.947271.943071.93327
732023.02.22 11:22modify180.101.940271.943071.93327
742023.02.22 14:55sell200.101.937900.000000.00000
752023.02.22 14:55modify200.101.937901.941671.93327
762023.02.22 14:55modify190.101.940271.941671.93327
772023.02.22 14:55modify180.101.940271.941671.93327
782023.02.22 14:55modify170.101.947271.941671.93327
792023.02.23 01:45t/p170.101.933271.941671.9332783.8310795.91
802023.02.23 01:45t/p180.101.933271.941671.9332741.7510837.65
812023.02.23 01:45t/p190.101.933271.941671.9332741.7510879.40
822023.02.23 01:45t/p200.101.933271.941671.9332727.4410906.83
832023.02.28 09:00sell210.101.965830.000000.00000
842023.02.28 09:00modify210.101.965831.977831.95183
852023.02.28 17:20t/p210.101.951831.977831.9518384.5310991.36
862023.03.10 10:00sell220.101.961900.000000.00000
872023.03.10 10:00modify220.101.961901.973901.94790
882023.03.13 05:07sell230.101.954850.000000.00000
892023.03.13 05:07modify230.101.954851.961201.94790
902023.03.13 05:07sell240.101.954850.000000.00000
912023.03.13 05:07modify240.101.954851.957701.94790
922023.03.13 05:07modify220.101.961901.957701.94790
932023.03.13 05:10modify230.101.954851.957701.94790
942023.03.13 06:15s/l220.101.957701.957701.9479025.1811016.54
952023.03.13 06:15s/l230.101.957701.957701.94790-17.2110999.33
962023.03.13 06:15s/l240.101.957701.957701.94790-17.2110982.12
972023.03.20 16:00sell250.101.962350.000000.00000
982023.03.20 16:00modify250.101.962351.974351.94835
992023.03.21 06:15s/l250.101.974351.974351.94835-72.6210909.50
1002023.03.21 11:00sell260.101.979230.000000.00000
1012023.03.21 11:00modify260.101.979231.991231.96523
1022023.03.21 20:45sell270.101.972010.000000.00000
1032023.03.21 20:45modify270.101.972011.978531.96523
1042023.03.21 20:45sell280.101.972010.000000.00000
1052023.03.21 20:45modify280.101.972011.975031.96523
1062023.03.21 20:45modify260.101.979231.975031.96523
1072023.03.21 20:47modify270.101.972011.975031.96523
1082023.03.21 21:12sell290.101.970000.000000.00000
1092023.03.21 21:12modify290.101.970001.973631.96523
1102023.03.21 21:12modify280.101.972011.973631.96523
1112023.03.21 21:12modify270.101.972011.973631.96523
1122023.03.21 21:12modify260.101.979231.973631.96523
1132023.03.21 22:50s/l260.101.973631.973631.9652333.8110943.31
1142023.03.21 22:50s/l270.101.973631.973631.96523-9.7910933.52
1152023.03.21 22:50s/l280.101.973631.973631.96523-9.7910923.73
1162023.03.21 22:50s/l290.101.973631.973631.96523-21.9210901.81
1172023.04.11 10:00sell300.102.001410.000000.00000
1182023.04.11 10:00modify300.102.001412.013411.98741
1192023.04.13 15:20t/p300.101.987412.013411.9874183.8210985.63
1202023.05.02 10:00buy310.102.013860.000000.00000
1212023.05.02 10:00modify310.102.013862.001862.02786
1222023.05.03 01:20s/l310.102.001862.001862.02786-72.7310912.90
1232023.05.08 14:00buy320.101.990210.000000.00000
1242023.05.08 14:00modify320.101.990211.978212.00421
1252023.05.12 03:15buy330.101.997400.000000.00000
1262023.05.12 03:15modify330.101.997401.990912.00421
1272023.05.12 03:15buy340.101.997400.000000.00000
1282023.05.12 03:15modify340.101.997401.994412.00421
1292023.05.12 03:15modify320.101.990211.994412.00421
1302023.05.12 03:17modify330.101.997401.994412.00421
1312023.05.12 03:35buy350.101.999490.000000.00000
1322023.05.12 03:35modify350.101.999491.995812.00421
1332023.05.12 03:35modify340.101.997401.995812.00421
1342023.05.12 03:35modify330.101.997401.995812.00421
1352023.05.12 03:35modify320.101.990211.995812.00421
1362023.05.12 07:02t/p320.102.004211.995812.0042182.7210995.62
1372023.05.12 07:02t/p330.102.004211.995812.0042141.1011036.72
1382023.05.12 07:02t/p340.102.004211.995812.0042141.1011077.82
1392023.05.12 07:02t/p350.102.004211.995812.0042128.4911106.31
1402023.05.12 15:00sell360.102.011900.000000.00000
1412023.05.12 15:00modify360.102.011902.023901.99790
1422023.05.15 05:27sell370.102.004860.000000.00000
1432023.05.15 05:27modify370.102.004862.011201.99790
1442023.05.15 05:27sell380.102.004860.000000.00000
1452023.05.15 05:27modify380.102.004862.007701.99790
1462023.05.15 05:27modify360.102.011902.007701.99790
1472023.05.15 05:32modify370.102.004862.007701.99790
1482023.05.15 06:02s/l360.102.007702.007701.9979025.1911131.50
1492023.05.15 06:02s/l370.102.007702.007701.99790-17.1511114.35
1502023.05.15 06:02s/l380.102.007702.007701.99790-17.1511097.20
1512023.05.17 10:00buy390.101.991510.000000.00000
1522023.05.17 10:00modify390.101.991511.979512.00551
1532023.05.17 14:59buy400.101.998780.000000.00000
1542023.05.17 14:59modify400.101.998781.992212.00551
1552023.05.17 14:59buy410.101.998780.000000.00000
1562023.05.17 14:59modify410.101.998781.995712.00551
1572023.05.17 14:59modify390.101.991511.995712.00551
1582023.05.17 15:00modify400.101.998781.995712.00551
1592023.05.17 15:50s/l390.101.995711.995712.0055125.3511122.55
1602023.05.17 15:50s/l400.101.995711.995712.00551-18.5411104.01
1612023.05.17 15:50s/l410.101.995711.995712.00551-18.5411085.47
1622023.05.25 10:00sell420.102.035670.000000.00000
1632023.05.25 10:00modify420.102.035672.047672.02167
1642023.05.30 03:50s/l420.102.047672.047672.02167-72.9811012.48
1652023.06.07 13:00sell430.102.054360.000000.00000
1662023.06.07 13:00modify430.102.054362.066362.04036
1672023.06.12 10:20sell440.102.047310.000000.00000
1682023.06.12 10:20modify440.102.047312.053662.04036
1692023.06.12 10:20sell450.102.047310.000000.00000
1702023.06.12 10:20modify450.102.047312.050162.04036
1712023.06.12 10:20modify430.102.054362.050162.04036
1722023.06.12 10:22modify440.102.047312.050162.04036
1732023.06.12 14:50sell460.102.045050.000000.00000
1742023.06.12 14:50modify460.102.045052.048762.04036
1752023.06.12 14:50modify450.102.047312.048762.04036
1762023.06.12 14:50modify440.102.047312.048762.04036
1772023.06.12 14:50modify430.102.054362.048762.04036
1782023.06.13 02:20s/l430.102.048762.048762.0403632.7611045.24
1792023.06.13 02:20s/l440.102.048762.048762.04036-8.9311036.31
1802023.06.13 02:20s/l450.102.048762.048762.04036-8.9311027.37
1812023.06.13 02:20s/l460.102.048762.048762.04036-22.5711004.80
1822023.07.11 14:00sell470.102.090360.000000.00000
1832023.07.11 14:00modify470.102.090362.102362.07636
1842023.07.11 21:07sell480.102.083330.000000.00000
1852023.07.11 21:07modify480.102.083332.089662.07636
1862023.07.11 21:07sell490.102.083330.000000.00000
1872023.07.11 21:07modify490.102.083332.086162.07636
1882023.07.11 21:07modify470.102.090362.086162.07636
1892023.07.11 21:10modify480.102.083332.086162.07636
1902023.07.11 21:20s/l470.102.086162.086162.0763625.3611030.16
1912023.07.11 21:20s/l480.102.086162.086162.07636-17.0911013.07
1922023.07.11 21:20s/l490.102.086162.086162.07636-17.0910995.98
1932023.07.31 15:00buy500.102.067500.000000.00000
1942023.07.31 15:00modify500.102.067502.055502.08150
1952023.08.01 06:20buy510.102.074700.000000.00000
1962023.08.01 06:20modify510.102.074702.068202.08150
1972023.08.01 06:20buy520.102.074700.000000.00000
1982023.08.01 06:20modify520.102.074702.071702.08150
1992023.08.01 06:20modify500.102.067502.071702.08150
2002023.08.01 06:23modify510.102.074702.071702.08150
2012023.08.01 07:32buy530.102.076730.000000.00000
2022023.08.01 07:32modify530.102.076732.073102.08150
2032023.08.01 07:32modify520.102.074702.073102.08150
2042023.08.01 07:32modify510.102.074702.073102.08150
2052023.08.01 07:32modify500.102.067502.073102.08150
2062023.08.01 08:40t/p500.102.081502.073102.0815084.2111080.19
2072023.08.01 08:40t/p510.102.081502.073102.0815041.0511121.24
2082023.08.01 08:40t/p520.102.081502.073102.0815041.0511162.29
2092023.08.01 08:40t/p530.102.081502.073102.0815028.8011191.09
2102023.09.20 11:00buy540.102.074260.000000.00000
2112023.09.20 11:00modify540.102.074262.062262.08826
2122023.09.20 19:10buy550.102.081370.000000.00000
2132023.09.20 19:10modify550.102.081372.074962.08826
2142023.09.20 19:10buy560.102.081370.000000.00000
2152023.09.20 19:10modify560.102.081372.078462.08826
2162023.09.20 19:10modify540.102.074262.078462.08826
2172023.09.20 19:12modify550.102.081372.078462.08826
2182023.09.20 19:37buy570.102.083400.000000.00000
2192023.09.20 19:37modify570.102.083402.079862.08826
2202023.09.20 19:37modify560.102.081372.079862.08826
2212023.09.20 19:37modify550.102.081372.079862.08826
2222023.09.20 19:37modify540.102.074262.079862.08826
2232023.09.20 21:50s/l540.102.079862.079862.0882633.8111224.90
2242023.09.20 21:50s/l550.102.079862.079862.08826-9.1111215.79
2252023.09.20 21:50s/l560.102.079862.079862.08826-9.1111206.68
2262023.09.20 21:50s/l570.102.079862.079862.08826-21.3711185.31