Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)

SymbolGBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000)
Period4 Hours (H4) 2022.12.01 00:00 - 2023.11.30 20:00 (2022.12.01 - 2023.12.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=1; 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 test1916Ticks modelled46175065Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1189.70Gross profit1865.21Gross loss-675.51
Profit factor2.76Expected payoff15.86
Absolute drawdown110.17Maximal drawdown228.13 (2.00%)Relative drawdown2.00% (228.13)
Total trades75Short positions (won %)46 (71.74%)Long positions (won %)29 (58.62%)
Profit trades (% of total)50 (66.67%)Loss trades (% of total)25 (33.33%)
Largestprofit trade79.59loss trade-79.76
Averageprofit trade37.30loss trade-27.02
Maximumconsecutive wins (profit in money)13 (567.69)consecutive losses (loss in money)3 (-49.08)
Maximalconsecutive profit (count of wins)567.69 (13)consecutive loss (count of losses)-103.70 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.03 12:00sell10.101.920740.000000.00000
22023.01.03 12:00modify10.101.920741.933741.90774
32023.01.03 16:39sell20.101.915520.000000.00000
42023.01.03 16:39modify20.101.915521.919441.90774
52023.01.03 16:39modify10.101.920741.919441.90774
62023.01.03 17:13s/l10.101.919441.919441.907747.9610007.96
72023.01.03 17:13s/l20.101.919441.919441.90774-24.009983.96
82023.01.19 12:00sell30.101.935360.000000.00000
92023.01.19 12:00modify30.101.935361.948361.92236
102023.01.19 14:26sell40.101.930130.000000.00000
112023.01.19 14:26modify40.101.930131.934061.92236
122023.01.19 14:26modify30.101.935361.934061.92236
132023.01.19 15:38s/l30.101.934061.934061.922367.969991.92
142023.01.19 15:38s/l40.101.934061.934061.92236-24.069967.86
152023.01.24 16:00buy50.101.894040.000000.00000
162023.01.24 16:00modify50.101.894041.881041.90704
172023.01.24 23:00buy60.101.899370.000000.00000
182023.01.24 23:00modify60.101.899371.895341.90704
192023.01.24 23:00modify50.101.894041.895341.90704
202023.01.24 23:07buy70.101.901860.000000.00000
212023.01.24 23:07modify70.101.901861.897291.90704
222023.01.24 23:07modify60.101.899371.897291.90704
232023.01.24 23:07modify50.101.894041.897291.90704
242023.01.24 23:08buy80.101.902560.000000.00000
252023.01.24 23:08modify80.101.902561.898591.90704
262023.01.24 23:08modify70.101.901861.898591.90704
272023.01.24 23:08modify60.101.899371.898591.90704
282023.01.24 23:08modify50.101.894041.898591.90704
292023.01.24 23:56s/l50.101.898591.898591.9070427.859995.71
302023.01.24 23:56s/l60.101.898591.898591.90704-4.779990.94
312023.01.24 23:56s/l70.101.898591.898591.90704-20.019970.93
322023.01.24 23:56s/l80.101.898591.898591.90704-24.309946.63
332023.02.02 12:00buy90.101.891810.000000.00000
342023.02.02 12:00modify90.101.891811.878811.90481
352023.02.02 12:00buy100.101.897130.000000.00000
362023.02.02 12:00modify100.101.897131.893111.90481
372023.02.02 12:00modify90.101.891811.893111.90481
382023.02.02 12:06s/l90.101.893111.893111.904817.969954.59
392023.02.02 12:06s/l100.101.893111.893111.90481-24.609929.99
402023.02.06 12:00sell110.101.912170.000000.00000
412023.02.06 12:00modify110.101.912171.925171.89917
422023.02.06 20:47sell120.101.906970.000000.00000
432023.02.06 20:47modify120.101.906971.910871.89917
442023.02.06 20:47modify110.101.912171.910871.89917
452023.02.06 22:28sell130.101.904130.000000.00000
462023.02.06 22:28modify130.101.904131.908921.89917
472023.02.06 22:28modify120.101.906971.908921.89917
482023.02.06 22:28modify110.101.912171.908921.89917
492023.02.07 02:42sell140.101.903710.000000.00000
502023.02.07 02:42modify140.101.903711.907621.89917
512023.02.07 02:42modify130.101.904131.907621.89917
522023.02.07 02:42modify120.101.906971.907621.89917
532023.02.07 02:42modify110.101.912171.907621.89917
542023.02.07 09:22t/p110.101.899171.907621.8991779.4210009.41
552023.02.07 09:22t/p120.101.899171.907621.8991747.5810056.98
562023.02.07 09:22t/p130.101.899171.907621.8991730.1910087.17
572023.02.07 09:22t/p140.101.899171.907621.8991727.7910114.96
582023.02.21 16:00sell150.101.947270.000000.00000
592023.02.21 16:00modify150.101.947271.960271.93427
602023.02.22 01:01sell160.101.941950.000000.00000
612023.02.22 01:01modify160.101.941951.945971.93427
622023.02.22 01:01modify150.101.947271.945971.93427
632023.02.22 01:03s/l150.101.945971.945971.934277.7910122.74
642023.02.22 01:03s/l160.101.945971.945971.93427-24.6110098.13
652023.02.27 20:00sell170.101.955770.000000.00000
662023.02.27 20:00modify170.101.955771.968771.94277
672023.02.28 17:27sell180.101.950570.000000.00000
682023.02.28 17:27modify180.101.950571.954471.94277
692023.02.28 17:27modify170.101.955771.954471.94277
702023.02.28 18:40sell190.101.947930.000000.00000
712023.02.28 18:40modify190.101.947931.952521.94277
722023.02.28 18:40modify180.101.950571.952521.94277
732023.02.28 18:40modify170.101.955771.952521.94277
742023.02.28 19:49sell200.101.947310.000000.00000
752023.02.28 19:49modify200.101.947311.951221.94277
762023.02.28 19:49modify190.101.947931.951221.94277
772023.02.28 19:49modify180.101.950571.951221.94277
782023.02.28 19:49modify170.101.955771.951221.94277
792023.02.28 22:04t/p170.101.942771.951221.9427779.4210177.55
802023.02.28 22:04t/p180.101.942771.951221.9427747.7510225.30
812023.02.28 22:04t/p190.101.942771.951221.9427731.5910256.89
822023.02.28 22:04t/p200.101.942771.951221.9427727.8010284.69
832023.03.01 08:00buy210.101.936270.000000.00000
842023.03.01 08:00modify210.101.936271.923271.94927
852023.03.01 10:38s/l210.101.923271.923271.94927-79.5810205.11
862023.03.10 12:00sell220.101.961420.000000.00000
872023.03.10 12:00modify220.101.961421.974421.94842
882023.03.10 13:28sell230.101.956210.000000.00000
892023.03.10 13:28modify230.101.956211.960121.94842
902023.03.10 13:28modify220.101.961421.960121.94842
912023.03.10 13:30s/l220.101.960121.960121.948427.9610213.07
922023.03.10 13:30s/l230.101.960121.960121.94842-23.9410189.13
932023.03.20 20:00sell240.101.964540.000000.00000
942023.03.20 20:00modify240.101.964541.977541.95154
952023.03.21 08:43s/l240.101.977541.977541.95154-79.7610109.36
962023.04.13 16:00buy250.101.987440.000000.00000
972023.04.13 16:00modify250.101.987441.974442.00044
982023.04.14 13:49buy260.101.992870.000000.00000
992023.04.14 13:49modify260.101.992871.988742.00044
1002023.04.14 13:49modify250.101.987441.988742.00044
1012023.04.14 14:21buy270.101.995240.000000.00000
1022023.04.14 14:21modify270.101.995241.990692.00044
1032023.04.14 14:21modify260.101.992871.990692.00044
1042023.04.14 14:21modify250.101.987441.990692.00044
1052023.04.14 14:22buy280.101.995920.000000.00000
1062023.04.14 14:22modify280.101.995921.991992.00044
1072023.04.14 14:22modify270.101.995241.991992.00044
1082023.04.14 14:22modify260.101.992871.991992.00044
1092023.04.14 14:22modify250.101.987441.991992.00044
1102023.04.14 15:03t/p250.102.000441.991992.0004479.2710188.63
1112023.04.14 15:03t/p260.102.000441.991992.0004446.3310234.96
1122023.04.14 15:03t/p270.102.000441.991992.0004431.8310266.79
1132023.04.14 15:03t/p280.102.000441.991992.0004427.6610294.45
1142023.05.02 12:00buy290.102.008650.000000.00000
1152023.05.02 12:00modify290.102.008651.995652.02165
1162023.05.03 18:35buy300.102.013860.000000.00000
1172023.05.03 18:35modify300.102.013862.009952.02165
1182023.05.03 18:35modify290.102.008652.009952.02165
1192023.05.03 19:32buy310.102.016460.000000.00000
1202023.05.03 19:32modify310.102.016462.011902.02165
1212023.05.03 19:32modify300.102.013862.011902.02165
1222023.05.03 19:32modify290.102.008652.011902.02165
1232023.05.03 19:48buy320.102.017130.000000.00000
1242023.05.03 19:48modify320.102.017132.013202.02165
1252023.05.03 19:48modify310.102.016462.013202.02165
1262023.05.03 19:48modify300.102.013862.013202.02165
1272023.05.03 19:48modify290.102.008652.013202.02165
1282023.05.03 22:13t/p290.102.021652.013202.0216579.2710373.73
1292023.05.03 22:13t/p300.102.021652.013202.0216547.6810421.41
1302023.05.03 22:13t/p310.102.021652.013202.0216531.7710453.18
1312023.05.03 22:13t/p320.102.021652.013202.0216527.6710480.85
1322023.05.12 08:00sell330.102.004090.000000.00000
1332023.05.12 08:00modify330.102.004092.017091.99109
1342023.05.17 02:21sell340.101.998890.000000.00000
1352023.05.17 02:21modify340.101.998892.002791.99109
1362023.05.17 02:21modify330.102.004092.002791.99109
1372023.05.17 07:08sell350.101.996270.000000.00000
1382023.05.17 07:08modify350.101.996272.000841.99109
1392023.05.17 07:08modify340.101.998892.000841.99109
1402023.05.17 07:08modify330.102.004092.000841.99109
1412023.05.17 07:11sell360.101.995590.000000.00000
1422023.05.17 07:11modify360.101.995591.999541.99109
1432023.05.17 07:11modify350.101.996271.999541.99109
1442023.05.17 07:11modify340.101.998891.999541.99109
1452023.05.17 07:11modify330.102.004091.999541.99109
1462023.05.17 09:24t/p330.101.991091.999541.9910979.0710559.91
1472023.05.17 09:24t/p340.101.991091.999541.9910947.7510607.66
1482023.05.17 09:24t/p350.101.991091.999541.9910931.7110639.37
1492023.05.17 09:24t/p360.101.991091.999541.9910927.5510666.92
1502023.05.24 04:00sell370.102.013120.000000.00000
1512023.05.24 04:00modify370.102.013122.026122.00012
1522023.05.24 06:37s/l370.102.026122.026122.00012-79.5910587.33
1532023.05.31 04:00sell380.102.063340.000000.00000
1542023.05.31 04:00modify380.102.063342.076342.05034
1552023.05.31 06:49sell390.102.058140.000000.00000
1562023.05.31 06:49modify390.102.058142.062042.05034
1572023.05.31 06:49modify380.102.063342.062042.05034
1582023.05.31 07:34s/l380.102.062042.062042.050347.9510595.28
1592023.05.31 07:34s/l390.102.062042.062042.05034-23.8810571.40
1602023.06.28 08:00sell400.102.086620.000000.00000
1612023.06.28 08:00modify400.102.086622.099622.07362
1622023.06.28 11:46sell410.102.081420.000000.00000
1632023.06.28 11:46modify410.102.081422.085322.07362
1642023.06.28 11:46modify400.102.086622.085322.07362
1652023.06.28 13:36sell420.102.078820.000000.00000
1662023.06.28 13:36modify420.102.078822.083372.07362
1672023.06.28 13:36modify410.102.081422.083372.07362
1682023.06.28 13:36modify400.102.086622.083372.07362
1692023.06.28 13:41sell430.102.078160.000000.00000
1702023.06.28 13:41modify430.102.078162.082072.07362
1712023.06.28 13:41modify420.102.078822.082072.07362
1722023.06.28 13:41modify410.102.081422.082072.07362
1732023.06.28 13:41modify400.102.086622.082072.07362
1742023.06.28 14:43t/p400.102.073622.082072.0736279.5910650.99
1752023.06.28 14:43t/p410.102.073622.082072.0736247.7510698.74
1762023.06.28 14:43t/p420.102.073622.082072.0736231.8310730.57
1772023.06.28 14:43t/p430.102.073622.082072.0736227.7910758.36
1782023.07.11 12:00sell440.102.088390.000000.00000
1792023.07.11 12:00modify440.102.088392.101392.07539
1802023.07.12 00:34sell450.102.083190.000000.00000
1812023.07.12 00:34modify450.102.083192.087092.07539
1822023.07.12 00:34modify440.102.088392.087092.07539
1832023.07.12 02:01s/l440.102.087092.087092.075397.7910766.15
1842023.07.12 02:01s/l450.102.087092.087092.07539-23.8710742.28
1852023.07.18 12:00sell460.102.086290.000000.00000
1862023.07.18 12:00modify460.102.086292.099292.07329
1872023.07.18 13:59sell470.102.081040.000000.00000
1882023.07.18 13:59modify470.102.081042.084992.07329
1892023.07.18 13:59modify460.102.086292.084992.07329
1902023.07.18 14:58sell480.102.078490.000000.00000
1912023.07.18 14:58modify480.102.078492.083042.07329
1922023.07.18 14:58modify470.102.081042.083042.07329
1932023.07.18 14:58modify460.102.086292.083042.07329
1942023.07.18 14:59sell490.102.077820.000000.00000
1952023.07.18 14:59modify490.102.077822.081742.07329
1962023.07.18 14:59modify480.102.078492.081742.07329
1972023.07.18 14:59modify470.102.081042.081742.07329
1982023.07.18 14:59modify460.102.086292.081742.07329
1992023.07.18 22:45t/p460.102.073292.081742.0732979.5910821.87
2002023.07.18 22:45t/p470.102.073292.081742.0732947.4410869.31
2012023.07.18 22:45t/p480.102.073292.081742.0732931.8310901.14
2022023.07.18 22:45t/p490.102.073292.081742.0732927.7310928.87
2032023.07.20 04:00buy500.102.054740.000000.00000
2042023.07.20 04:00modify500.102.054742.041742.06774
2052023.07.20 13:40buy510.102.059940.000000.00000
2062023.07.20 13:40modify510.102.059942.056042.06774
2072023.07.20 13:40modify500.102.054742.056042.06774
2082023.07.20 14:27buy520.102.062540.000000.00000
2092023.07.20 14:27modify520.102.062542.057992.06774
2102023.07.20 14:27modify510.102.059942.057992.06774
2112023.07.20 14:27modify500.102.054742.057992.06774
2122023.07.20 14:39buy530.102.063210.000000.00000
2132023.07.20 14:39modify530.102.063212.059292.06774
2142023.07.20 14:39modify520.102.062542.059292.06774
2152023.07.20 14:39modify510.102.059942.059292.06774
2162023.07.20 14:39modify500.102.054742.059292.06774
2172023.07.20 16:49t/p500.102.067742.059292.0677479.5711008.44
2182023.07.20 16:49t/p510.102.067742.059292.0677447.7411056.18
2192023.07.20 16:49t/p520.102.067742.059292.0677431.8311088.01
2202023.07.20 16:49t/p530.102.067742.059292.0677427.7311115.74
2212023.07.21 20:00sell540.102.083390.000000.00000
2222023.07.21 20:00modify540.102.083392.096392.07039
2232023.07.24 07:20sell550.102.078180.000000.00000
2242023.07.24 07:20modify550.102.078182.082092.07039
2252023.07.24 07:20modify540.102.083392.082092.07039
2262023.07.24 07:46sell560.102.075520.000000.00000
2272023.07.24 07:46modify560.102.075522.080142.07039
2282023.07.24 07:46modify550.102.078182.080142.07039
2292023.07.24 07:46modify540.102.083392.080142.07039
2302023.07.24 07:48sell570.102.074920.000000.00000
2312023.07.24 07:48modify570.102.074922.078842.07039
2322023.07.24 07:48modify560.102.075522.078842.07039
2332023.07.24 07:48modify550.102.078182.078842.07039
2342023.07.24 07:48modify540.102.083392.078842.07039
2352023.07.24 08:30t/p540.102.070392.078842.0703979.4211195.15
2362023.07.24 08:30t/p550.102.070392.078842.0703947.7011242.85
2372023.07.24 08:30t/p560.102.070392.078842.0703931.4111274.26
2382023.07.24 08:30t/p570.102.070392.078842.0703927.7411302.00
2392023.08.02 04:00sell580.102.091010.000000.00000
2402023.08.02 04:00modify580.102.091012.104012.07801
2412023.08.02 13:15sell590.102.085810.000000.00000
2422023.08.02 13:15modify590.102.085812.089712.07801
2432023.08.02 13:15modify580.102.091012.089712.07801
2442023.08.02 14:42s/l580.102.089712.089712.078017.9611309.96
2452023.08.02 14:42s/l590.102.089712.089712.07801-23.8711286.09
2462023.08.11 16:00sell600.102.122200.000000.00000
2472023.08.11 16:00modify600.102.122202.135202.10920
2482023.08.13 21:56sell610.102.116930.000000.00000
2492023.08.13 21:56modify610.102.116932.120902.10920
2502023.08.13 21:56modify600.102.122202.120902.10920
2512023.08.13 22:00s/l600.102.120902.120902.109207.9611294.05
2522023.08.13 22:00s/l610.102.120902.120902.10920-24.3011269.75
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