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=0; RSIHelp="------------------------------------"; RSI_Period=10; 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=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=14; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 profit1365.24Gross profit1959.75Gross loss-594.51
Profit factor3.30Expected payoff29.68
Absolute drawdown8.47Maximal drawdown422.33 (4.00%)Relative drawdown4.00% (422.33)
Total trades46Short positions (won %)30 (80.00%)Long positions (won %)16 (87.50%)
Profit trades (% of total)38 (82.61%)Loss trades (% of total)8 (17.39%)
Largestprofit trade90.33loss trade-92.26
Averageprofit trade51.57loss trade-74.31
Maximumconsecutive wins (profit in money)17 (861.04)consecutive losses (loss in money)4 (-363.88)
Maximalconsecutive profit (count of wins)861.04 (17)consecutive loss (count of losses)-363.88 (4)
Averageconsecutive wins8consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.02 22:00sell10.101.993850.000000.00000
22022.10.02 22:00modify10.101.993852.008851.97885
32022.10.03 00:20t/p10.101.978852.008851.9788590.3310090.33
42022.11.03 16:00buy20.101.935620.000000.00000
52022.11.03 16:00modify20.101.935621.920621.95062
62022.11.04 11:15s/l20.101.920621.920621.95062-90.789999.55
72023.01.19 17:00sell30.101.939620.000000.00000
82023.01.19 17:00modify30.101.939621.954621.92462
92023.01.20 02:15sell40.101.930380.000000.00000
102023.01.20 02:15modify40.101.930381.935871.92462
112023.01.20 02:15modify30.101.939621.935871.92462
122023.01.20 02:37sell50.101.929070.000000.00000
132023.01.20 02:37modify50.101.929071.933621.92462
142023.01.20 02:37modify40.101.930381.933621.92462
152023.01.20 02:37modify30.101.939621.933621.92462
162023.01.20 07:45t/p30.101.924621.933621.9246290.3310089.87
172023.01.20 07:45t/p40.101.924621.933621.9246234.7510124.62
182023.01.20 07:45t/p50.101.924621.933621.9246226.8510151.47
192023.01.25 17:00sell60.101.914490.000000.00000
202023.01.25 17:00modify60.101.914491.929491.89949
212023.01.26 14:37sell70.101.906890.000000.00000
222023.01.26 14:37modify70.101.906891.910741.89949
232023.01.26 14:37modify60.101.914491.910741.89949
242023.01.26 14:50s/l60.101.910741.910741.8994922.1110173.58
252023.01.26 14:50s/l70.101.910741.910741.89949-23.2210150.36
262023.02.06 15:00sell80.101.916420.000000.00000
272023.02.06 15:00modify80.101.916421.931421.90142
282023.02.06 19:10sell90.101.908910.000000.00000
292023.02.06 19:10modify90.101.908911.912671.90142
302023.02.06 19:10modify80.101.916421.912671.90142
312023.02.06 20:45sell100.101.907420.000000.00000
322023.02.06 20:45modify100.101.907421.912671.90142
332023.02.06 21:50sell110.101.905640.000000.00000
342023.02.06 21:50modify110.101.905641.910421.90142
352023.02.06 21:50modify100.101.907421.910421.90142
362023.02.06 21:50modify90.101.908911.910421.90142
372023.02.06 21:50modify80.101.916421.910421.90142
382023.02.07 03:37t/p80.101.901421.910421.9014290.3210240.67
392023.02.07 03:37t/p90.101.901421.910421.9014245.0110285.68
402023.02.07 03:37t/p100.101.901421.910421.9014236.0210321.69
412023.02.07 03:37t/p110.101.901421.910421.9014225.2910346.98
422023.02.21 16:00sell120.101.947270.000000.00000
432023.02.21 16:00modify120.101.947271.962271.93227
442023.02.22 11:55sell130.101.939640.000000.00000
452023.02.22 11:55modify130.101.939641.943521.93227
462023.02.22 11:55modify120.101.947271.943521.93227
472023.02.22 15:10sell140.101.938220.000000.00000
482023.02.22 15:10modify140.101.938221.943521.93227
492023.02.22 15:20sell150.101.936520.000000.00000
502023.02.22 15:20modify150.101.936521.941271.93227
512023.02.22 15:20modify140.101.938221.941271.93227
522023.02.22 15:20modify130.101.939641.941271.93227
532023.02.22 15:20modify120.101.947271.941271.93227
542023.02.23 01:50t/p120.101.932271.941271.9322789.8010436.78
552023.02.23 01:50t/p130.101.932271.941271.9322743.9510480.73
562023.02.23 01:50t/p140.101.932271.941271.9322735.3810516.10
572023.02.23 01:50t/p150.101.932271.941271.9322725.1310541.23
582023.03.03 19:00sell160.101.933900.000000.00000
592023.03.03 19:00modify160.101.933901.948901.91890
602023.03.09 19:40s/l160.101.948901.948901.91890-91.5410449.69
612023.03.09 20:00sell170.101.949940.000000.00000
622023.03.09 20:00modify170.101.949941.964941.93494
632023.03.10 14:50s/l170.101.964941.964941.93494-90.6610359.02
642023.03.20 16:00sell180.101.962350.000000.00000
652023.03.20 16:00modify180.101.962351.977351.94735
662023.03.21 08:50s/l180.101.977351.977351.94735-90.6610268.36
672023.04.06 14:00sell190.101.989890.000000.00000
682023.04.06 14:00modify190.101.989892.004891.97489
692023.04.11 13:20s/l190.102.004892.004891.97489-91.0110177.34
702023.04.11 20:00sell200.102.006840.000000.00000
712023.04.11 20:00modify200.102.006842.021841.99184
722023.04.13 12:26sell210.101.999300.000000.00000
732023.04.13 12:26modify210.101.999302.003091.99184
742023.04.13 12:26modify200.102.006842.003091.99184
752023.04.13 12:45sell220.101.997610.000000.00000
762023.04.13 12:45modify220.101.997612.003091.99184
772023.04.13 13:45t/p200.101.991842.003091.9918489.8010267.15
782023.04.13 13:45t/p210.101.991842.003091.9918445.0110312.16
792023.04.13 13:45t/p220.101.991842.003091.9918434.8110346.97
802023.04.13 14:00buy230.101.990350.000000.00000
812023.04.13 14:00modify230.101.990351.975352.00535
822023.04.14 14:50buy240.102.000980.000000.00000
832023.04.14 14:50modify240.102.000981.996352.00535
842023.04.14 14:50modify230.101.990351.996352.00535
852023.04.14 20:52buy250.101.999430.000000.00000
862023.04.14 20:52modify250.101.999431.994102.00535
872023.04.14 20:55modify250.101.999431.996352.00535
882023.04.17 12:15t/p230.102.005351.996352.0053589.8810436.85
892023.04.17 12:15t/p240.102.005351.996352.0053526.0610462.91
902023.04.17 12:15t/p250.102.005351.996352.0053535.4110498.32
912023.05.02 14:00buy260.102.007860.000000.00000
922023.05.02 14:00modify260.102.007861.992862.02286
932023.05.03 19:15buy270.102.015590.000000.00000
942023.05.03 19:15modify270.102.015592.011612.02286
952023.05.03 19:15modify260.102.007862.011612.02286
962023.05.03 19:45buy280.102.016860.000000.00000
972023.05.03 19:45modify280.102.016862.011612.02286
982023.05.03 22:03buy290.102.018450.000000.00000
992023.05.03 22:03modify290.102.018452.013862.02286
1002023.05.03 22:03modify280.102.016862.013862.02286
1012023.05.03 22:03modify270.102.015592.013862.02286
1022023.05.03 22:03modify260.102.007862.013862.02286
1032023.05.03 22:26t/p260.102.022862.013862.0228690.1710588.50
1042023.05.03 22:26t/p270.102.022862.013862.0228643.8510632.35
1052023.05.03 22:26t/p280.102.022862.013862.0228636.1910668.54
1062023.05.03 22:26t/p290.102.022862.013862.0228626.6010695.14
1072023.05.03 23:00sell300.102.022020.000000.00000
1082023.05.03 23:00modify300.102.022022.037022.00702
1092023.05.04 03:50sell310.102.014430.000000.00000
1102023.05.04 03:50modify310.102.014432.018272.00702
1112023.05.04 03:50modify300.102.022022.018272.00702
1122023.05.04 04:50sell320.102.012920.000000.00000
1132023.05.04 04:50modify320.102.012922.018272.00702
1142023.05.04 11:20t/p300.102.007022.018272.0070289.9810785.11
1152023.05.04 11:20t/p310.102.007022.018272.0070244.7110829.82
1162023.05.04 11:20t/p320.102.007022.018272.0070235.6010865.42
1172023.05.08 18:00buy330.101.989980.000000.00000
1182023.05.08 18:00modify330.101.989981.974982.00498
1192023.05.12 03:20buy340.101.999150.000000.00000
1202023.05.12 03:20modify340.101.999151.993732.00498
1212023.05.12 03:20modify330.101.989981.993732.00498
1222023.05.12 04:45buy350.102.000560.000000.00000
1232023.05.12 04:45modify350.102.000561.995982.00498
1242023.05.12 04:45modify340.101.999151.995982.00498
1252023.05.12 04:45modify330.101.989981.995982.00498
1262023.05.12 07:02t/p330.102.004981.995982.0049888.6910954.11
1272023.05.12 07:02t/p340.102.004981.995982.0049835.1710989.28
1282023.05.12 07:02t/p350.102.004981.995982.0049826.6611015.94
1292023.05.12 15:00sell360.102.011900.000000.00000
1302023.05.12 15:00modify360.102.011902.026901.99690
1312023.05.15 05:20sell370.102.004110.000000.00000
1322023.05.15 05:20modify370.102.004112.008151.99690
1332023.05.15 05:20modify360.102.011902.008151.99690
1342023.05.15 06:07s/l360.102.008152.008151.9969022.4511038.39
1352023.05.15 06:07s/l370.102.008152.008151.99690-24.3711014.02
1362023.07.12 17:00buy380.102.063030.000000.00000
1372023.07.12 17:00modify380.102.063032.048032.07803
1382023.07.18 06:52buy390.102.072300.000000.00000
1392023.07.18 06:52modify390.102.072302.066782.07803
1402023.07.18 06:52modify380.102.063032.066782.07803
1412023.07.18 09:02t/p380.102.078032.066782.0780388.6811102.70
1422023.07.18 09:02t/p390.102.078032.066782.0780334.5611137.26
1432023.07.21 19:00sell400.102.082920.000000.00000
1442023.07.21 19:00modify400.102.082922.097922.06792
1452023.07.24 07:55sell410.102.073800.000000.00000
1462023.07.24 07:55modify410.102.073802.079172.06792
1472023.07.24 07:55modify400.102.082922.079172.06792
1482023.07.24 08:22sell420.102.075150.000000.00000
1492023.07.24 08:22modify420.102.075152.079172.06792
1502023.07.24 12:12sell430.102.072200.000000.00000
1512023.07.24 12:12modify430.102.072202.076922.06792
1522023.07.24 12:12modify410.102.073802.076922.06792
1532023.07.24 12:12modify420.102.075152.076922.06792
1542023.07.24 12:12modify400.102.082922.076922.06792
1552023.07.24 14:10t/p400.102.067922.076922.0679290.3311227.59
1562023.07.24 14:10t/p410.102.067922.076922.0679235.4811263.07
1572023.07.24 14:10t/p420.102.067922.076922.0679243.6211306.69
1582023.07.24 14:10t/p430.102.067922.076922.0679225.8211332.51
1592023.07.31 15:00buy440.102.067500.000000.00000
1602023.07.31 15:00modify440.102.067502.052502.08250
1612023.08.01 07:32buy450.102.076730.000000.00000
1622023.08.01 07:32modify450.102.076732.071252.08250
1632023.08.01 07:32modify440.102.067502.071252.08250
1642023.08.01 08:45t/p440.102.082502.071252.0825090.1811422.69
1652023.08.01 08:45t/p450.102.082502.071252.0825034.8111457.50
1662023.09.25 14:00buy460.102.046670.000000.00000
1672023.09.25 14:00modify460.102.046672.031672.06167
1682023.09.29 06:45s/l460.102.031672.031672.06167-92.2611365.24