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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 profit1538.34Gross profit1999.55Gross loss-461.21
Profit factor4.34Expected payoff29.03
Absolute drawdown24.15Maximal drawdown295.33 (2.87%)Relative drawdown2.87% (295.33)
Total trades53Short positions (won %)33 (78.79%)Long positions (won %)20 (70.00%)
Profit trades (% of total)40 (75.47%)Loss trades (% of total)13 (24.53%)
Largestprofit trade90.59loss trade-67.31
Averageprofit trade49.99loss trade-35.48
Maximumconsecutive wins (profit in money)21 (1106.68)consecutive losses (loss in money)4 (-161.74)
Maximalconsecutive profit (count of wins)1106.68 (21)consecutive loss (count of losses)-161.74 (4)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.04 20:00sell10.102.001210.000000.00000
22022.10.04 20:00modify10.102.001212.012211.98621
32022.10.05 00:00sell20.101.995680.000000.00000
42022.10.05 00:00modify20.101.995682.000461.98621
52022.10.05 00:00modify10.102.001212.000461.98621
62022.10.05 01:30t/p10.101.986212.000461.9862190.4210090.42
72022.10.05 01:30t/p20.101.986212.000461.9862157.1910147.61
82022.10.11 20:00buy30.101.965600.000000.00000
92022.10.11 20:00modify30.101.965601.954601.98060
102022.10.12 09:55buy40.101.977840.000000.00000
112022.10.12 09:55modify40.101.977841.970851.98060
122022.10.12 09:55modify30.101.965601.970851.98060
132022.10.12 10:40t/p30.101.980601.970851.9806090.2710237.88
142022.10.12 10:40t/p40.101.980601.970851.9806016.6710254.55
152022.10.13 12:00sell50.102.000470.000000.00000
162022.10.13 12:00modify50.102.000472.011471.98547
172022.10.13 12:30s/l50.102.011472.011471.98547-66.4310188.12
182022.10.21 16:00buy60.101.962610.000000.00000
192022.10.21 16:00modify60.101.962611.951611.97761
202022.10.23 22:05buy70.101.970900.000000.00000
212022.10.23 22:05modify70.101.970901.967111.97761
222022.10.23 22:05modify60.101.962611.967111.97761
232022.10.23 22:30s/l60.101.967111.967111.9776127.1710215.29
242022.10.23 22:30s/l70.101.967111.967111.97761-22.8810192.41
252022.10.24 12:00sell80.101.989500.000000.00000
262022.10.24 12:00modify80.101.989502.000501.97450
272022.10.24 15:59sell90.101.984120.000000.00000
282022.10.24 15:59modify90.101.984121.988751.97450
292022.10.24 15:59modify80.101.989501.988751.97450
302022.10.24 19:30sell100.101.981250.000000.00000
312022.10.24 19:30modify100.101.981251.985001.97450
322022.10.24 19:30modify90.101.984121.985001.97450
332022.10.24 19:30modify80.101.989501.985001.97450
342022.10.25 01:40s/l80.101.985001.985001.9745027.0010219.40
352022.10.25 01:40s/l90.101.985001.985001.97450-5.4910213.91
362022.10.25 01:40s/l100.101.985001.985001.97450-22.8210191.08
372022.10.31 20:00buy110.101.972540.000000.00000
382022.10.31 20:00modify110.101.972541.961541.98754
392022.11.01 07:40s/l110.101.961541.961541.98754-66.7110124.38
402022.11.03 16:00buy120.101.935620.000000.00000
412022.11.03 16:00modify120.101.935621.924621.95062
422022.11.04 10:40s/l120.101.924621.924621.95062-66.7110057.67
432022.11.07 20:00sell130.101.942570.000000.00000
442022.11.07 20:00modify130.101.942571.953571.92757
452022.11.07 21:50sell140.101.937200.000000.00000
462022.11.07 21:50modify140.101.937201.941821.92757
472022.11.07 21:50modify130.101.942571.941821.92757
482022.11.08 05:40s/l130.101.941821.941821.927574.3610062.02
492022.11.08 05:40s/l140.101.941821.941821.92757-28.0710033.95
502023.01.03 12:00sell150.101.920740.000000.00000
512023.01.03 12:00modify150.101.920741.931741.90574
522023.01.03 16:40sell160.101.915360.000000.00000
532023.01.03 16:40modify160.101.915361.919991.90574
542023.01.03 16:40modify150.101.920741.919991.90574
552023.01.03 17:55sell170.101.912240.000000.00000
562023.01.03 17:55modify170.101.912241.916241.90574
572023.01.03 17:55modify160.101.915361.916241.90574
582023.01.03 17:55modify150.101.920741.916241.90574
592023.01.03 18:20s/l150.101.916241.916241.9057427.1810061.13
602023.01.03 18:20s/l160.101.916241.916241.90574-5.3110055.82
612023.01.03 18:20s/l170.101.916241.916241.90574-24.1510031.67
622023.01.19 12:00sell180.101.935360.000000.00000
632023.01.19 12:00modify180.101.935361.946361.92036
642023.01.20 04:50sell190.101.929980.000000.00000
652023.01.20 04:50modify190.101.929981.934611.92036
662023.01.20 04:50modify180.101.935361.934611.92036
672023.01.20 07:50sell200.101.923340.000000.00000
682023.01.20 07:50modify200.101.923341.930111.92036
692023.01.20 07:50modify190.101.929981.930111.92036
702023.01.20 07:50modify180.101.935361.930111.92036
712023.01.20 09:15t/p180.101.920361.930111.9203690.4210122.08
722023.01.20 09:15t/p190.101.920361.930111.9203658.1010180.18
732023.01.20 09:15t/p200.101.920361.930111.9203618.0010198.18
742023.01.24 16:00buy210.101.894040.000000.00000
752023.01.24 16:00modify210.101.894041.883041.90904
762023.01.25 03:35buy220.101.899420.000000.00000
772023.01.25 03:35modify220.101.899421.894791.90904
782023.01.25 03:35modify210.101.894041.894791.90904
792023.01.25 12:30buy230.101.902350.000000.00000
802023.01.25 12:30modify230.101.902351.898541.90904
812023.01.25 12:30modify220.101.899421.898541.90904
822023.01.25 12:30modify210.101.894041.898541.90904
832023.01.25 14:40t/p210.101.909041.898541.9090490.2610288.44
842023.01.25 14:40t/p220.101.909041.898541.9090458.0810346.52
852023.01.25 14:40t/p230.101.909041.898541.9090440.3910386.91
862023.02.02 16:00buy240.101.888610.000000.00000
872023.02.02 16:00modify240.101.888611.877611.90361
882023.02.03 12:05buy250.101.894070.000000.00000
892023.02.03 12:05modify250.101.894071.889361.90361
902023.02.03 12:05modify240.101.888611.889361.90361
912023.02.03 13:05s/l240.101.889361.889361.903614.2310391.15
922023.02.03 13:05s/l250.101.889361.889361.90361-28.4410362.71
932023.02.06 16:00sell260.101.913380.000000.00000
942023.02.06 16:00modify260.101.913381.924381.89838
952023.02.06 19:40sell270.101.908090.000000.00000
962023.02.06 19:40modify270.101.908091.912631.89838
972023.02.06 19:40modify260.101.913381.912631.89838
982023.02.06 22:25sell280.101.905040.000000.00000
992023.02.06 22:25modify280.101.905041.908881.89838
1002023.02.06 22:25modify270.101.908091.908881.89838
1012023.02.06 22:25modify260.101.913381.908881.89838
1022023.02.07 07:40sell290.101.901380.000000.00000
1032023.02.07 07:40modify290.101.901381.908131.89838
1042023.02.07 07:40modify280.101.905041.908131.89838
1052023.02.07 07:40modify270.101.908091.908131.89838
1062023.02.07 07:40modify260.101.913381.908131.89838
1072023.02.07 09:53t/p260.101.898381.908131.8983890.4110453.11
1082023.02.07 09:53t/p270.101.898381.908131.8983858.4610511.57
1092023.02.07 09:53t/p280.101.898381.908131.8983840.0510551.61
1102023.02.07 09:53t/p290.101.898381.908131.8983818.1110569.72
1112023.02.21 16:00sell300.101.947270.000000.00000
1122023.02.21 16:00modify300.101.947271.958271.93227
1132023.02.22 09:25sell310.101.941820.000000.00000
1142023.02.22 09:25modify310.101.941821.946521.93227
1152023.02.22 09:25modify300.101.947271.946521.93227
1162023.02.22 12:30sell320.101.938910.000000.00000
1172023.02.22 12:30modify320.101.938911.942771.93227
1182023.02.22 12:30modify310.101.941821.942771.93227
1192023.02.22 12:30modify300.101.947271.942771.93227
1202023.02.22 15:50sell330.101.935260.000000.00000
1212023.02.22 15:50modify330.101.935261.942021.93227
1222023.02.22 15:50modify320.101.938911.942021.93227
1232023.02.22 15:50modify310.101.941821.942021.93227
1242023.02.22 15:50modify300.101.947271.942021.93227
1252023.02.23 01:40t/p300.101.932271.942021.9322789.8810659.60
1262023.02.23 01:40t/p310.101.932271.942021.9322757.1510716.75
1272023.02.23 01:40t/p320.101.932271.942021.9322739.5710756.32
1282023.02.23 01:40t/p330.101.932271.942021.9322717.5310773.84
1292023.02.28 12:00sell340.101.963380.000000.00000
1302023.02.28 12:00modify340.101.963381.974381.94838
1312023.02.28 15:50sell350.101.954960.000000.00000
1322023.02.28 15:50modify350.101.954961.958881.94838
1332023.02.28 15:50modify340.101.963381.958881.94838
1342023.02.28 18:40t/p340.101.948381.958881.9483890.5910864.43
1352023.02.28 18:40t/p350.101.948381.958881.9483839.7410904.17
1362023.03.10 12:00sell360.101.961420.000000.00000
1372023.03.10 12:00modify360.101.961421.972421.94642
1382023.03.13 03:40sell370.101.956120.000000.00000
1392023.03.13 03:40modify370.101.956121.960671.94642
1402023.03.13 03:40modify360.101.961421.960671.94642
1412023.03.13 10:40sell380.101.952980.000000.00000
1422023.03.13 10:40modify380.101.952981.956921.94642
1432023.03.13 10:40modify370.101.956121.956921.94642
1442023.03.13 10:40modify360.101.961421.956921.94642
1452023.03.13 12:30sell390.101.949420.000000.00000
1462023.03.13 12:30modify390.101.949421.956171.94642
1472023.03.13 12:30modify380.101.952981.956171.94642
1482023.03.13 12:30modify370.101.956121.956171.94642
1492023.03.13 12:30modify360.101.961421.956171.94642
1502023.03.13 13:30t/p360.101.946421.956171.9464290.4110994.58
1512023.03.13 13:30t/p370.101.946421.956171.9464258.5711053.15
1522023.03.13 13:30t/p380.101.946421.956171.9464239.6111092.76
1532023.03.13 13:30t/p390.101.946421.956171.9464218.1111110.87
1542023.04.13 16:00buy400.101.987440.000000.00000
1552023.04.13 16:00modify400.101.987441.976442.00244
1562023.04.14 13:30buy410.101.992730.000000.00000
1572023.04.14 13:30modify410.101.992731.988192.00244
1582023.04.14 13:30modify400.101.987441.988192.00244
1592023.04.14 20:45buy420.101.999470.000000.00000
1602023.04.14 20:45modify420.101.999471.992692.00244
1612023.04.14 20:45modify410.101.992731.992692.00244
1622023.04.14 20:45modify400.101.987441.992692.00244
1632023.04.17 04:30t/p400.102.002441.992692.0024489.9611200.83
1642023.04.17 04:30t/p410.102.002441.992692.0024458.3211259.15
1652023.04.17 04:30t/p420.102.002441.992692.0024417.6311276.78
1662023.05.02 12:00buy430.102.008650.000000.00000
1672023.05.02 12:00modify430.102.008651.997652.02365
1682023.05.03 19:00buy440.102.014080.000000.00000
1692023.05.03 19:00modify440.102.014082.009402.02365
1702023.05.03 19:00modify430.102.008652.009402.02365
1712023.05.03 19:50buy450.102.016990.000000.00000
1722023.05.03 19:50modify450.102.016992.013152.02365
1732023.05.03 19:50modify440.102.014082.013152.02365
1742023.05.03 19:50modify430.102.008652.013152.02365
1752023.05.03 22:40t/p430.102.023652.013152.0236590.2611367.05
1762023.05.03 22:40t/p440.102.023652.013152.0236557.7811424.83
1772023.05.03 22:40t/p450.102.023652.013152.0236540.2111465.04
1782023.07.11 12:00sell460.102.088390.000000.00000
1792023.07.11 12:00modify460.102.088392.099392.07339
1802023.07.12 01:35sell470.102.082860.000000.00000
1812023.07.12 01:35modify470.102.082862.087642.07339
1822023.07.12 01:35modify460.102.088392.087642.07339
1832023.07.12 02:05s/l460.102.087642.087642.073394.3611469.39
1842023.07.12 02:05s/l470.102.087642.087642.07339-28.8711440.52
1852023.07.12 20:00buy480.102.064960.000000.00000
1862023.07.12 20:00modify480.102.064962.053962.07996
1872023.07.13 04:40s/l480.102.053962.053962.07996-67.3111373.21
1882023.07.18 12:00sell490.102.086290.000000.00000
1892023.07.18 12:00modify490.102.086292.097292.07129
1902023.07.18 13:40sell500.102.080890.000000.00000
1912023.07.18 13:40modify500.102.080892.085542.07129
1922023.07.18 13:40modify490.102.086292.085542.07129
1932023.07.18 14:50sell510.102.077970.000000.00000
1942023.07.18 14:50modify510.102.077972.081792.07129
1952023.07.18 14:50modify500.102.080892.081792.07129
1962023.07.18 14:50modify490.102.086292.081792.07129
1972023.07.18 22:30t/p490.102.071292.081792.0712990.5911463.80
1982023.07.18 22:30t/p500.102.071292.081792.0712957.9811521.78
1992023.07.18 22:30t/p510.102.071292.081792.0712940.3411562.12
2002023.09.22 12:00buy520.102.052740.000000.00000
2012023.09.22 12:00modify520.102.052742.041742.06774
2022023.09.25 02:40buy530.102.058130.000000.00000
2032023.09.25 02:40modify530.102.058132.053492.06774
2042023.09.25 02:40modify520.102.052742.053492.06774
2052023.09.25 08:40s/l520.102.053492.053492.067744.2311566.35
2062023.09.25 08:40s/l530.102.053492.053492.06774-28.0111538.34