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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test6510Ticks modelled47125259Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1090.48Gross profit1666.64Gross loss-576.16
Profit factor2.89Expected payoff16.78
Absolute drawdown52.40Maximal drawdown200.06 (1.82%)Relative drawdown1.82% (200.06)
Total trades65Short positions (won %)38 (57.89%)Long positions (won %)27 (59.26%)
Profit trades (% of total)38 (58.46%)Loss trades (% of total)27 (41.54%)
Largestprofit trade84.52loss trade-72.95
Averageprofit trade43.86loss trade-21.34
Maximumconsecutive wins (profit in money)9 (428.67)consecutive losses (loss in money)3 (-107.02)
Maximalconsecutive profit (count of wins)428.67 (9)consecutive loss (count of losses)-107.02 (3)
Averageconsecutive wins3consecutive 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 08:35buy20.101.928290.000000.00000
42022.11.07 08:35modify20.101.928291.921901.93520
52022.11.07 08:35buy30.101.928290.000000.00000
62022.11.07 08:35modify30.101.928291.925401.93520
72022.11.07 08:35modify10.101.921201.925401.93520
82022.11.07 08:35modify20.101.928291.925401.93520
92022.11.07 08:54buy40.101.930300.000000.00000
102022.11.07 08:54modify40.101.930301.926801.93520
112022.11.07 08:54modify30.101.928291.926801.93520
122022.11.07 08:54modify20.101.928291.926801.93520
132022.11.07 08:54modify10.101.921201.926801.93520
142022.11.07 10:03t/p10.101.935201.926801.9352084.2210084.22
152022.11.07 10:03t/p20.101.935201.926801.9352041.7210125.94
162022.11.07 10:03t/p30.101.935201.926801.9352041.7210167.66
172022.11.07 10:03t/p40.101.935201.926801.9352029.5810197.24
182023.01.19 17:00sell50.101.939620.000000.00000
192023.01.19 17:00modify50.101.939621.951621.92562
202023.01.20 01:47sell60.101.932600.000000.00000
212023.01.20 01:47modify60.101.932601.938921.92562
222023.01.20 01:47sell70.101.932600.000000.00000
232023.01.20 01:47modify70.101.932601.935421.92562
242023.01.20 01:47modify50.101.939621.935421.92562
252023.01.20 01:47modify60.101.932601.935421.92562
262023.01.20 02:11sell80.101.930420.000000.00000
272023.01.20 02:11modify80.101.930421.934021.92562
282023.01.20 02:11modify70.101.932601.934021.92562
292023.01.20 02:11modify60.101.932601.934021.92562
302023.01.20 02:11modify50.101.939621.934021.92562
312023.01.20 07:18t/p50.101.925621.934021.9256284.3610281.60
322023.01.20 07:18t/p60.101.925621.934021.9256242.1410323.74
332023.01.20 07:18t/p70.101.925621.934021.9256242.1410365.88
342023.01.20 07:18t/p80.101.925621.934021.9256228.9810394.86
352023.02.02 13:00buy90.101.886330.000000.00000
362023.02.02 13:00modify90.101.886331.874331.90033
372023.02.02 14:54buy100.101.893330.000000.00000
382023.02.02 14:54modify100.101.893331.887031.90033
392023.02.02 14:54buy110.101.893330.000000.00000
402023.02.02 14:54modify110.101.893331.890531.90033
412023.02.02 14:54modify90.101.886331.890531.90033
422023.02.02 14:54modify100.101.893331.890531.90033
432023.02.02 15:27buy120.101.895440.000000.00000
442023.02.02 15:27modify120.101.895441.891931.90033
452023.02.02 15:27modify110.101.893331.891931.90033
462023.02.02 15:27modify100.101.893331.891931.90033
472023.02.02 15:27modify90.101.886331.891931.90033
482023.02.02 15:45s/l90.101.891931.891931.9003333.8110428.67
492023.02.02 15:45s/l100.101.891931.891931.90033-8.4510420.22
502023.02.02 15:45s/l110.101.891931.891931.90033-8.4510411.77
512023.02.02 15:45s/l120.101.891931.891931.90033-21.1810390.59
522023.02.06 15:00sell130.101.916420.000000.00000
532023.02.06 15:00modify130.101.916421.928421.90242
542023.02.06 18:34sell140.101.909360.000000.00000
552023.02.06 18:34modify140.101.909361.915721.90242
562023.02.06 18:34sell150.101.909360.000000.00000
572023.02.06 18:34modify150.101.909361.912221.90242
582023.02.06 18:34modify130.101.916421.912221.90242
592023.02.06 18:34modify140.101.909361.912221.90242
602023.02.06 20:46sell160.101.907310.000000.00000
612023.02.06 20:46modify160.101.907311.910821.90242
622023.02.06 20:46modify150.101.909361.910821.90242
632023.02.06 20:46modify140.101.909361.910821.90242
642023.02.06 20:46modify130.101.916421.910821.90242
652023.02.07 03:30t/p130.101.902421.910821.9024284.3610474.94
662023.02.07 03:30t/p140.101.902421.910821.9024241.7310516.67
672023.02.07 03:30t/p150.101.902421.910821.9024241.7310558.39
682023.02.07 03:30t/p160.101.902421.910821.9024229.3610587.75
692023.02.13 09:00buy170.101.900910.000000.00000
702023.02.13 09:00modify170.101.900911.888911.91491
712023.02.13 12:33buy180.101.907920.000000.00000
722023.02.13 12:33modify180.101.907921.901611.91491
732023.02.13 12:33buy190.101.907920.000000.00000
742023.02.13 12:33modify190.101.907921.905111.91491
752023.02.13 12:33modify170.101.900911.905111.91491
762023.02.13 12:33modify180.101.907921.905111.91491
772023.02.13 23:49buy200.101.910020.000000.00000
782023.02.13 23:49modify200.101.910021.906511.91491
792023.02.13 23:49modify190.101.907921.906511.91491
802023.02.13 23:49modify180.101.907921.906511.91491
812023.02.13 23:49modify170.101.900911.906511.91491
822023.02.14 02:02t/p170.101.914911.906511.9149184.2210671.97
832023.02.14 02:02t/p180.101.914911.906511.9149141.9010713.87
842023.02.14 02:02t/p190.101.914911.906511.9149141.9010755.77
852023.02.14 02:02t/p200.101.914911.906511.9149129.2210785.00
862023.02.21 16:00sell210.101.947270.000000.00000
872023.02.21 16:00modify210.101.947271.959271.93327
882023.02.22 11:28sell220.101.940270.000000.00000
892023.02.22 11:28modify220.101.940271.946571.93327
902023.02.22 11:28sell230.101.940270.000000.00000
912023.02.22 11:28modify230.101.940271.943071.93327
922023.02.22 11:28modify210.101.947271.943071.93327
932023.02.22 11:28modify220.101.940271.943071.93327
942023.02.22 12:32sell240.101.938170.000000.00000
952023.02.22 12:32modify240.101.938171.941671.93327
962023.02.22 12:32modify230.101.940271.941671.93327
972023.02.22 12:32modify220.101.940271.941671.93327
982023.02.22 12:32modify210.101.947271.941671.93327
992023.02.22 13:17s/l210.101.941671.941671.9332733.6410818.63
1002023.02.22 13:17s/l220.101.941671.941671.93327-8.4510810.18
1012023.02.22 13:17s/l230.101.941671.941671.93327-8.4510801.73
1022023.02.22 13:17s/l240.101.941671.941671.93327-21.1310780.60
1032023.02.28 09:00sell250.101.965830.000000.00000
1042023.02.28 09:00modify250.101.965831.977831.95183
1052023.02.28 15:43sell260.101.958830.000000.00000
1062023.02.28 15:43modify260.101.958831.965131.95183
1072023.02.28 15:43sell270.101.958830.000000.00000
1082023.02.28 15:43modify270.101.958831.961631.95183
1092023.02.28 15:43modify250.101.965831.961631.95183
1102023.02.28 15:43modify260.101.958831.961631.95183
1112023.02.28 15:54sell280.101.956720.000000.00000
1122023.02.28 15:54modify280.101.956721.960231.95183
1132023.02.28 15:54modify270.101.958831.960231.95183
1142023.02.28 15:54modify260.101.958831.960231.95183
1152023.02.28 15:54modify250.101.965831.960231.95183
1162023.02.28 17:17t/p250.101.951831.960231.9518384.5210865.12
1172023.02.28 17:17t/p260.101.951831.960231.9518342.2610907.38
1182023.02.28 17:17t/p270.101.951831.960231.9518342.2610949.64
1192023.02.28 17:17t/p280.101.951831.960231.9518329.5210979.16
1202023.03.10 10:00sell290.101.961900.000000.00000
1212023.03.10 10:00modify290.101.961901.973901.94790
1222023.03.10 13:31sell300.101.954850.000000.00000
1232023.03.10 13:31modify300.101.954851.961201.94790
1242023.03.10 13:31sell310.101.954850.000000.00000
1252023.03.10 13:31modify310.101.954851.957701.94790
1262023.03.10 13:31modify290.101.961901.957701.94790
1272023.03.10 13:31modify300.101.954851.957701.94790
1282023.03.10 13:33s/l290.101.957701.957701.9479025.3611004.52
1292023.03.10 13:33s/l300.101.957701.957701.94790-17.2010987.32
1302023.03.10 13:33s/l310.101.957701.957701.94790-17.2010970.12
1312023.03.20 16:00sell320.101.962350.000000.00000
1322023.03.20 16:00modify320.101.962351.974351.94835
1332023.03.21 06:15s/l320.101.974351.974351.94835-72.6210897.50
1342023.03.21 11:00sell330.101.979230.000000.00000
1352023.03.21 11:00modify330.101.979231.991231.96523
1362023.03.21 20:35sell340.101.972210.000000.00000
1372023.03.21 20:35modify340.101.972211.978531.96523
1382023.03.21 20:35sell350.101.972210.000000.00000
1392023.03.21 20:35modify350.101.972211.975031.96523
1402023.03.21 20:35modify330.101.979231.975031.96523
1412023.03.21 20:35modify340.101.972211.975031.96523
1422023.03.21 21:11sell360.101.969940.000000.00000
1432023.03.21 21:11modify360.101.969941.973631.96523
1442023.03.21 21:11modify350.101.972211.973631.96523
1452023.03.21 21:11modify340.101.972211.973631.96523
1462023.03.21 21:11modify330.101.979231.973631.96523
1472023.03.21 22:59s/l330.101.973631.973631.9652333.8110931.31
1482023.03.21 22:59s/l340.101.973631.973631.96523-8.5810922.73
1492023.03.21 22:59s/l350.101.973631.973631.96523-8.5810914.15
1502023.03.21 22:59s/l360.101.973631.973631.96523-22.2810891.87
1512023.04.11 10:00sell370.102.001410.000000.00000
1522023.04.11 10:00modify370.102.001412.013411.98741
1532023.04.13 13:06sell380.101.994410.000000.00000
1542023.04.13 13:06modify380.101.994412.000711.98741
1552023.04.13 13:06sell390.101.994410.000000.00000
1562023.04.13 13:06modify390.101.994411.997211.98741
1572023.04.13 13:06modify370.102.001411.997211.98741
1582023.04.13 13:06modify380.101.994411.997211.98741
1592023.04.13 13:39sell400.101.992300.000000.00000
1602023.04.13 13:39modify400.101.992301.995811.98741
1612023.04.13 13:39modify390.101.994411.995811.98741
1622023.04.13 13:39modify380.101.994411.995811.98741
1632023.04.13 13:39modify370.102.001411.995811.98741
1642023.04.13 15:14t/p370.101.987411.995811.9874183.8210975.69
1652023.04.13 15:14t/p380.101.987411.995811.9874142.2611017.95
1662023.04.13 15:14t/p390.101.987411.995811.9874142.2611060.21
1672023.04.13 15:14t/p400.101.987411.995811.9874129.5211089.73
1682023.05.02 10:00buy410.102.013860.000000.00000
1692023.05.02 10:00modify410.102.013862.001862.02786
1702023.05.03 01:15s/l410.102.001862.001862.02786-72.7211017.01
1712023.05.08 14:00buy420.101.990210.000000.00000
1722023.05.08 14:00modify420.101.990211.978212.00421
1732023.05.12 03:09buy430.101.997300.000000.00000
1742023.05.12 03:09modify430.101.997301.990912.00421
1752023.05.12 03:09buy440.101.997300.000000.00000
1762023.05.12 03:09modify440.101.997301.994412.00421
1772023.05.12 03:09modify420.101.990211.994412.00421
1782023.05.12 03:09modify430.101.997301.994412.00421
1792023.05.12 03:31buy450.101.999400.000000.00000
1802023.05.12 03:31modify450.101.999401.995812.00421
1812023.05.12 03:31modify440.101.997301.995812.00421
1822023.05.12 03:31modify430.101.997301.995812.00421
1832023.05.12 03:31modify420.101.990211.995812.00421
1842023.05.12 07:03t/p420.102.004211.995812.0042182.7011099.71
1852023.05.12 07:03t/p430.102.004211.995812.0042141.7011141.41
1862023.05.12 07:03t/p440.102.004211.995812.0042141.7011183.11
1872023.05.12 07:03t/p450.102.004211.995812.0042129.0311212.14
1882023.05.12 15:00sell460.102.011900.000000.00000
1892023.05.12 15:00modify460.102.011902.023901.99790
1902023.05.15 05:16sell470.102.004900.000000.00000
1912023.05.15 05:16modify470.102.004902.011201.99790
1922023.05.15 05:16sell480.102.004900.000000.00000
1932023.05.15 05:16modify480.102.004902.007701.99790
1942023.05.15 05:16modify460.102.011902.007701.99790
1952023.05.15 05:17modify470.102.004902.007701.99790
1962023.05.15 06:04s/l460.102.007702.007701.9979025.1811237.32
1972023.05.15 06:04s/l470.102.007702.007701.99790-16.9011220.42
1982023.05.15 06:04s/l480.102.007702.007701.99790-16.9011203.52
1992023.05.17 10:00buy490.101.991510.000000.00000
2002023.05.17 10:00modify490.101.991511.979512.00551
2012023.05.17 14:50buy500.101.998510.000000.00000
2022023.05.17 14:50modify500.101.998511.992212.00551
2032023.05.17 14:50buy510.101.998510.000000.00000
2042023.05.17 14:50modify510.101.998511.995712.00551
2052023.05.17 14:50modify490.101.991511.995712.00551
2062023.05.17 14:50modify500.101.998511.995712.00551
2072023.05.17 15:50s/l490.101.995711.995712.0055125.3511228.87
2082023.05.17 15:50s/l500.101.995711.995712.00551-16.9011211.97
2092023.05.17 15:50s/l510.101.995711.995712.00551-16.9011195.07
2102023.05.25 10:00sell520.102.035670.000000.00000
2112023.05.25 10:00modify520.102.035672.047672.02167
2122023.05.30 03:33s/l520.102.047672.047672.02167-72.9511122.11
2132023.06.07 13:00sell530.102.054360.000000.00000
2142023.06.07 13:00modify530.102.054362.066362.04036
2152023.06.12 09:01sell540.102.047360.000000.00000
2162023.06.12 09:01modify540.102.047362.053662.04036
2172023.06.12 09:01sell550.102.047360.000000.00000
2182023.06.12 09:01modify550.102.047362.050162.04036
2192023.06.12 09:01modify530.102.054362.050162.04036
2202023.06.12 09:01modify540.102.047362.050162.04036
2212023.06.12 10:00s/l530.102.050162.050162.0403624.4811146.59
2222023.06.12 10:00s/l540.102.050162.050162.04036-16.9111129.68
2232023.06.12 10:00s/l550.102.050162.050162.04036-16.9111112.77
2242023.07.11 14:00sell560.102.090360.000000.00000
2252023.07.11 14:00modify560.102.090362.102362.07636
2262023.07.11 21:19sell570.102.083340.000000.00000
2272023.07.11 21:19modify570.102.083342.089662.07636
2282023.07.11 21:19sell580.102.083340.000000.00000
2292023.07.11 21:19modify580.102.083342.086162.07636
2302023.07.11 21:19modify560.102.090362.086162.07636
2312023.07.11 21:19modify570.102.083342.086162.07636
2322023.07.11 21:24s/l560.102.086162.086162.0763625.3511138.12
2332023.07.11 21:24s/l570.102.086162.086162.07636-17.0311121.09
2342023.07.11 21:24s/l580.102.086162.086162.07636-17.0311104.06
2352023.07.31 15:00buy590.102.067500.000000.00000
2362023.07.31 15:00modify590.102.067502.055502.08150
2372023.08.01 04:30buy600.102.074530.000000.00000
2382023.08.01 04:30modify600.102.074532.068202.08150
2392023.08.01 04:30buy610.102.074530.000000.00000
2402023.08.01 04:30modify610.102.074532.071702.08150
2412023.08.01 04:30modify590.102.067502.071702.08150
2422023.08.01 04:30modify600.102.074532.071702.08150
2432023.08.01 04:32s/l590.102.071702.071702.0815025.0511129.11
2442023.08.01 04:32s/l600.102.071702.071702.08150-17.0811112.03
2452023.08.01 04:32s/l610.102.071702.071702.08150-17.0811094.95
2462023.09.20 11:00buy620.102.074260.000000.00000
2472023.09.20 11:00modify620.102.074262.062262.08826
2482023.09.20 19:00buy630.102.081260.000000.00000
2492023.09.20 19:00modify630.102.081262.074962.08826
2502023.09.20 19:00buy640.102.081260.000000.00000
2512023.09.20 19:00modify640.102.081262.078462.08826
2522023.09.20 19:00modify620.102.074262.078462.08826
2532023.09.20 19:00modify630.102.081262.078462.08826
2542023.09.20 19:36buy650.102.083400.000000.00000
2552023.09.20 19:36modify650.102.083402.079862.08826
2562023.09.20 19:36modify640.102.081262.079862.08826
2572023.09.20 19:36modify630.102.081262.079862.08826
2582023.09.20 19:36modify620.102.074262.079862.08826
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