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=0; RSIHelp="------------------------------------"; RSI_Period=7; 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=130; 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=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 profit1623.89Gross profit2281.40Gross loss-657.51
Profit factor3.47Expected payoff22.87
Absolute drawdown21.85Maximal drawdown199.32 (1.69%)Relative drawdown1.81% (183.57)
Total trades71Short positions (won %)36 (80.56%)Long positions (won %)35 (48.57%)
Profit trades (% of total)46 (64.79%)Loss trades (% of total)25 (35.21%)
Largestprofit trade90.54loss trade-79.34
Averageprofit trade49.60loss trade-26.30
Maximumconsecutive wins (profit in money)21 (1171.40)consecutive losses (loss in money)3 (-117.12)
Maximalconsecutive profit (count of wins)1171.40 (21)consecutive loss (count of losses)-117.12 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12022.10.13 16:00sell10.102.017860.000000.00000
22022.10.13 16:00modify10.102.017862.030862.00286
32022.10.13 17:30sell20.102.008040.000000.00000
42022.10.13 17:30modify20.102.008042.012612.00286
52022.10.13 17:30modify10.102.017862.012612.00286
62022.10.14 00:30t/p10.102.002862.012612.0028690.3710090.37
72022.10.14 00:30t/p20.102.002862.012612.0028631.1010121.46
82022.11.01 16:00buy30.101.962110.000000.00000
92022.11.01 16:00modify30.101.962111.949111.97711
102022.11.02 00:50buy40.101.969030.000000.00000
112022.11.02 00:50modify40.101.969031.962861.97711
122022.11.02 00:50buy50.101.969030.000000.00000
132022.11.02 00:50modify50.101.969031.965861.97711
142022.11.02 00:50modify30.101.962111.965861.97711
152022.11.02 00:55modify40.101.969031.965861.97711
162022.11.02 01:30s/l30.101.965861.965861.9771122.3310143.79
172022.11.02 01:30s/l40.101.965861.965861.97711-19.1310124.66
182022.11.02 01:30s/l50.101.965861.965861.97711-19.1310105.53
192022.11.02 20:00buy60.101.955330.000000.00000
202022.11.02 20:00modify60.101.955331.942331.97033
212022.11.03 00:40buy70.101.962090.000000.00000
222022.11.03 00:40modify70.101.962091.956081.97033
232022.11.03 00:40buy80.101.962090.000000.00000
242022.11.03 00:40modify80.101.962091.959081.97033
252022.11.03 00:40modify60.101.955331.959081.97033
262022.11.03 00:45modify70.101.962091.959081.97033
272022.11.03 00:55s/l60.101.959081.959081.9703321.7410127.27
282022.11.03 00:55s/l70.101.959081.959081.97033-18.1710109.10
292022.11.03 00:55s/l80.101.959081.959081.97033-18.1710090.93
302022.11.03 16:00buy90.101.935620.000000.00000
312022.11.03 16:00modify90.101.935621.922621.95062
322022.11.04 11:20s/l90.101.922621.922621.95062-78.7510012.18
332023.01.19 12:00sell100.101.935360.000000.00000
342023.01.19 12:00modify100.101.935361.948361.92036
352023.01.20 07:05sell110.101.928440.000000.00000
362023.01.20 07:05modify110.101.928441.934611.92036
372023.01.20 07:05sell120.101.928440.000000.00000
382023.01.20 07:05modify120.101.928441.931611.92036
392023.01.20 07:05modify100.101.935361.931611.92036
402023.01.20 07:10modify110.101.928441.931611.92036
412023.01.20 09:15t/p100.101.920361.931611.9203690.3710102.55
422023.01.20 09:15t/p110.101.920361.931611.9203648.7710151.32
432023.01.20 09:15t/p120.101.920361.931611.9203648.7710200.09
442023.01.31 12:00sell130.101.917060.000000.00000
452023.01.31 12:00modify130.101.917061.930061.90206
462023.01.31 13:30sell140.101.910150.000000.00000
472023.01.31 13:30modify140.101.910151.916311.90206
482023.01.31 13:30sell150.101.910150.000000.00000
492023.01.31 13:30modify150.101.910151.913311.90206
502023.01.31 13:30modify130.101.917061.913311.90206
512023.01.31 13:35modify140.101.910151.913311.90206
522023.01.31 13:40sell160.101.907270.000000.00000
532023.01.31 13:40modify160.101.907271.911811.90206
542023.01.31 13:40modify150.101.910151.911811.90206
552023.01.31 13:40modify140.101.910151.911811.90206
562023.01.31 13:40modify130.101.917061.911811.90206
572023.01.31 15:40t/p130.101.902061.911811.9020690.5410290.63
582023.01.31 15:40t/p140.101.902061.911811.9020648.8310339.46
592023.01.31 15:40t/p150.101.902061.911811.9020648.8310388.29
602023.01.31 15:40t/p160.101.902061.911811.9020631.4510419.74
612023.02.02 16:00buy170.101.888610.000000.00000
622023.02.02 16:00modify170.101.888611.875611.90361
632023.02.03 18:30t/p170.101.903611.875611.9036190.2110509.95
642023.02.21 16:00sell180.101.947270.000000.00000
652023.02.21 16:00modify180.101.947271.960271.93227
662023.02.22 11:59sell190.101.940510.000000.00000
672023.02.22 11:59modify190.101.940511.946521.93227
682023.02.22 11:59sell200.101.940510.000000.00000
692023.02.22 11:59modify200.101.940511.943521.93227
702023.02.22 11:59modify180.101.947271.943521.93227
712023.02.22 12:00modify190.101.940511.943521.93227
722023.02.22 19:45sell210.101.937350.000000.00000
732023.02.22 19:45modify210.101.937351.942021.93227
742023.02.22 19:45modify200.101.940511.942021.93227
752023.02.22 19:45modify190.101.940511.942021.93227
762023.02.22 19:45modify180.101.947271.942021.93227
772023.02.23 01:40t/p180.101.932271.942021.9322789.8310599.78
782023.02.23 01:40t/p190.101.932271.942021.9322749.2110648.98
792023.02.23 01:40t/p200.101.932271.942021.9322749.2110698.19
802023.02.23 01:40t/p210.101.932271.942021.9322730.1410728.33
812023.02.27 20:00sell220.101.955770.000000.00000
822023.02.27 20:00modify220.101.955771.968771.94077
832023.02.28 18:30sell230.101.948800.000000.00000
842023.02.28 18:30modify230.101.948801.955021.94077
852023.02.28 18:30sell240.101.948800.000000.00000
862023.02.28 18:30modify240.101.948801.952021.94077
872023.02.28 18:30modify220.101.955771.952021.94077
882023.02.28 18:35modify230.101.948801.952021.94077
892023.02.28 20:50sell250.101.945740.000000.00000
902023.02.28 20:50modify250.101.945741.950521.94077
912023.02.28 20:50modify240.101.948801.950521.94077
922023.02.28 20:50modify230.101.948801.950521.94077
932023.02.28 20:50modify220.101.955771.950521.94077
942023.03.01 02:40t/p220.101.940771.950521.9407790.1910818.52
952023.03.01 02:40t/p230.101.940771.950521.9407748.3010866.81
962023.03.01 02:40t/p240.101.940771.950521.9407748.3010915.11
972023.03.01 02:40t/p250.101.940771.950521.9407729.8310944.93
982023.03.01 12:00buy260.101.922850.000000.00000
992023.03.01 12:00modify260.101.922851.909851.93785
1002023.03.03 12:40buy270.101.929900.000000.00000
1012023.03.03 12:40modify270.101.929901.923601.93785
1022023.03.03 12:40buy280.101.929900.000000.00000
1032023.03.03 12:40modify280.101.929901.926601.93785
1042023.03.03 12:40modify260.101.922851.926601.93785
1052023.03.03 12:45modify270.101.929901.926601.93785
1062023.03.03 15:30buy290.101.932730.000000.00000
1072023.03.03 15:30modify290.101.932731.928101.93785
1082023.03.03 15:30modify280.101.929901.928101.93785
1092023.03.03 15:30modify270.101.929901.928101.93785
1102023.03.03 15:30modify260.101.922851.928101.93785
1112023.03.05 23:40t/p260.101.937851.928101.9378589.3311034.26
1122023.03.05 23:40t/p270.101.937851.928101.9378547.9811082.24
1132023.03.05 23:40t/p280.101.937851.928101.9378547.9811130.22
1142023.03.05 23:40t/p290.101.937851.928101.9378530.9011161.12
1152023.03.06 12:00sell300.101.943020.000000.00000
1162023.03.06 12:00modify300.101.943021.956021.92802
1172023.03.07 09:15sell310.101.936040.000000.00000
1182023.03.07 09:15modify310.101.936041.942271.92802
1192023.03.07 09:15sell320.101.936040.000000.00000
1202023.03.07 09:15modify320.101.936041.939271.92802
1212023.03.07 09:15modify300.101.943021.939271.92802
1222023.03.07 09:20modify310.101.936041.939271.92802
1232023.03.07 09:40s/l300.101.939271.939271.9280222.4611183.58
1242023.03.07 09:40s/l310.101.939271.939271.92802-19.5011164.08
1252023.03.07 09:40s/l320.101.939271.939271.92802-19.5011144.58
1262023.03.27 12:00sell330.101.979810.000000.00000
1272023.03.27 12:00modify330.101.979811.992811.96481
1282023.03.28 10:15sell340.101.972990.000000.00000
1292023.03.28 10:15modify340.101.972991.979061.96481
1302023.03.28 10:15sell350.101.972990.000000.00000
1312023.03.28 10:15modify350.101.972991.976061.96481
1322023.03.28 10:15modify330.101.979811.976061.96481
1332023.03.28 10:20s/l330.101.976061.976061.9648122.4711167.04
1342023.03.28 10:20s/l350.101.976061.976061.96481-18.5311148.51
1352023.03.28 10:20close340.101.976371.979061.96481-20.4011128.11
1362023.04.11 16:00sell360.102.003130.000000.00000
1372023.04.11 16:00modify360.102.003132.016131.98813
1382023.04.13 15:30t/p360.101.988132.016131.9881389.8311217.94
1392023.05.02 12:00buy370.102.008650.000000.00000
1402023.05.02 12:00modify370.102.008651.995652.02365
1412023.05.03 21:20buy380.102.015530.000000.00000
1422023.05.03 21:20modify380.102.015532.009402.02365
1432023.05.03 21:20buy390.102.015530.000000.00000
1442023.05.03 21:20modify390.102.015532.012402.02365
1452023.05.03 21:20modify370.102.008652.012402.02365
1462023.05.03 21:25modify380.102.015532.012402.02365
1472023.05.03 22:05buy400.102.018510.000000.00000
1482023.05.03 22:05modify400.102.018512.013902.02365
1492023.05.03 22:05modify390.102.015532.013902.02365
1502023.05.03 22:05modify380.102.015532.013902.02365
1512023.05.03 22:05modify370.102.008652.013902.02365
1522023.05.03 22:40t/p370.102.023652.013902.0236590.2211308.16
1532023.05.03 22:40t/p380.102.023652.013902.0236549.0011357.16
1542023.05.03 22:40t/p390.102.023652.013902.0236549.0011406.16
1552023.05.03 22:40t/p400.102.023652.013902.0236531.0211437.18
1562023.05.08 16:00buy410.101.989770.000000.00000
1572023.05.08 16:00modify410.101.989771.976772.00477
1582023.05.09 15:50buy420.101.996710.000000.00000
1592023.05.09 15:50modify420.101.996711.990522.00477
1602023.05.09 15:50buy430.101.996710.000000.00000
1612023.05.09 15:50modify430.101.996711.993522.00477
1622023.05.09 15:50modify410.101.989771.993522.00477
1632023.05.09 15:55modify420.101.996711.993522.00477
1642023.05.09 16:40s/l410.101.993521.993522.0047722.3311459.52
1652023.05.09 16:40s/l420.101.993521.993522.00477-19.2511440.27
1662023.05.09 16:40s/l430.101.993521.993522.00477-19.2511421.02
1672023.06.05 16:00buy440.102.045680.000000.00000
1682023.06.05 16:00modify440.102.045682.032682.06068
1692023.06.07 11:59buy450.102.052710.000000.00000
1702023.06.07 11:59modify450.102.052712.046432.06068
1712023.06.07 11:59buy460.102.052710.000000.00000
1722023.06.07 11:59modify460.102.052712.049432.06068
1732023.06.07 11:59modify440.102.045682.049432.06068
1742023.06.07 12:00modify450.102.052712.049432.06068
1752023.06.07 13:05buy470.102.055490.000000.00000
1762023.06.07 13:05modify470.102.055492.050932.06068
1772023.06.07 13:05modify460.102.052712.050932.06068
1782023.06.07 13:05modify450.102.052712.050932.06068
1792023.06.07 13:05modify440.102.045682.050932.06068
1802023.06.07 13:40s/l440.102.050932.050932.0606831.0811452.10
1812023.06.07 13:40s/l450.102.050932.050932.06068-10.7411441.36
1822023.06.07 13:40s/l460.102.050932.050932.06068-10.7411430.62
1832023.06.07 13:40s/l470.102.050932.050932.06068-27.5211403.10
1842023.06.12 16:00buy480.102.042820.000000.00000
1852023.06.12 16:00modify480.102.042822.029822.05782
1862023.06.13 02:30buy490.102.049570.000000.00000
1872023.06.13 02:30modify490.102.049572.043572.05782
1882023.06.13 02:30buy500.102.049570.000000.00000
1892023.06.13 02:30modify500.102.049572.046572.05782
1902023.06.13 02:30modify480.102.042822.046572.05782
1912023.06.13 02:35modify490.102.049572.046572.05782
1922023.06.13 03:40s/l480.102.046572.046572.0578222.3311425.43
1932023.06.13 03:40s/l490.102.046572.046572.05782-18.1111407.32
1942023.06.13 03:40s/l500.102.046572.046572.05782-18.1111389.21
1952023.06.23 12:00sell510.102.076480.000000.00000
1962023.06.23 12:00modify510.102.076482.089482.06148
1972023.06.23 19:10sell520.102.069600.000000.00000
1982023.06.23 19:10modify520.102.069602.075732.06148
1992023.06.23 19:10sell530.102.069600.000000.00000
2002023.06.23 19:10modify530.102.069602.072732.06148
2012023.06.23 19:10modify510.102.076482.072732.06148
2022023.06.23 19:15modify520.102.069602.072732.06148
2032023.06.26 08:55sell540.102.066700.000000.00000
2042023.06.26 08:55modify540.102.066702.071232.06148
2052023.06.26 08:55modify530.102.069602.071232.06148
2062023.06.26 08:55modify520.102.069602.071232.06148
2072023.06.26 08:55modify510.102.076482.071232.06148
2082023.06.26 10:40t/p510.102.061482.071232.0614890.3711479.58
2092023.06.26 10:40t/p520.102.061482.071232.0614848.8411528.41
2102023.06.26 10:40t/p530.102.061482.071232.0614848.8411577.25
2112023.06.26 10:40t/p540.102.061482.071232.0614831.5111608.76
2122023.07.04 12:00buy550.102.055310.000000.00000
2132023.07.04 12:00modify550.102.055312.042312.07031
2142023.07.06 13:35buy560.102.065230.000000.00000
2152023.07.06 13:35modify560.102.065232.060562.07031
2162023.07.06 13:35modify550.102.055312.060562.07031
2172023.07.07 08:40s/l550.102.060562.060562.0703130.2011638.96
2182023.07.07 08:40s/l560.102.060562.060562.07031-28.4811610.48
2192023.07.11 12:00sell570.102.088390.000000.00000
2202023.07.11 12:00modify570.102.088392.101392.07339
2212023.07.12 04:20sell580.102.081470.000000.00000
2222023.07.12 04:20modify580.102.081472.087642.07339
2232023.07.12 04:20sell590.102.081470.000000.00000
2242023.07.12 04:20modify590.102.081472.084642.07339
2252023.07.12 04:20modify570.102.088392.084642.07339
2262023.07.12 04:25modify580.102.081472.084642.07339
2272023.07.12 05:30s/l570.102.084642.084642.0733922.4611632.94
2282023.07.12 05:30s/l580.102.084642.084642.07339-19.1311613.81
2292023.07.12 05:30s/l590.102.084642.084642.07339-19.1311594.68
2302023.07.18 12:00sell600.102.086290.000000.00000
2312023.07.18 12:00modify600.102.086292.099292.07129
2322023.07.18 14:30sell610.102.079520.000000.00000
2332023.07.18 14:30modify610.102.079522.085542.07129
2342023.07.18 14:30sell620.102.079520.000000.00000
2352023.07.18 14:30modify620.102.079522.082542.07129
2362023.07.18 14:30modify600.102.086292.082542.07129
2372023.07.18 14:35modify610.102.079522.082542.07129
2382023.07.18 16:45sell630.102.076380.000000.00000
2392023.07.18 16:45modify630.102.076382.081042.07129
2402023.07.18 16:45modify620.102.079522.081042.07129
2412023.07.18 16:45modify610.102.079522.081042.07129
2422023.07.18 16:45modify600.102.086292.081042.07129
2432023.07.18 22:30t/p600.102.071292.081042.0712990.5411685.22
2442023.07.18 22:30t/p610.102.071292.081042.0712949.6811734.90
2452023.07.18 22:30t/p620.102.071292.081042.0712949.6811784.58
2462023.07.18 22:30t/p630.102.071292.081042.0712930.7211815.30
2472023.08.11 12:00sell640.102.117800.000000.00000
2482023.08.11 12:00modify640.102.117802.130802.10280
2492023.08.15 08:20s/l640.102.130802.130802.10280-78.8111736.49
2502023.08.23 12:00buy650.102.129270.000000.00000
2512023.08.23 12:00modify650.102.129272.116272.14427
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2562023.08.24 08:15modify650.102.129272.133022.14427
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