Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)

SymbolGBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000)
Period1 Hour (H1) 2022.12.01 00:00 - 2023.12.01 00:00 (2022.12.01 - 2023.12.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; 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=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; 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 test7239Ticks modelled158756Modelling qualityn/a
Mismatched charts errors25
Initial deposit10000.00Spread60
Total net profit1121.92Gross profit1354.06Gross loss-232.14
Profit factor5.83Expected payoff26.09
Absolute drawdown20.92Maximal drawdown171.07 (1.54%)Relative drawdown1.54% (171.07)
Total trades43Short positions (won %)23 (73.91%)Long positions (won %)20 (75.00%)
Profit trades (% of total)32 (74.42%)Loss trades (% of total)11 (25.58%)
Largestprofit trade85.70loss trade-31.65
Averageprofit trade42.31loss trade-21.10
Maximumconsecutive wins (profit in money)22 (1081.28)consecutive losses (loss in money)2 (-28.66)
Maximalconsecutive profit (count of wins)1081.28 (22)consecutive loss (count of losses)-31.65 (1)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.02.21 19:00sell10.101.949720.000000.00000
22023.02.21 19:00modify10.101.949721.962721.93572
32023.02.22 05:02sell20.101.944110.000000.00000
42023.02.22 05:02modify20.101.944111.949021.93572
52023.02.22 05:02modify10.101.949721.949021.93572
62023.02.22 08:55sell30.101.941100.000000.00000
72023.02.22 08:55modify30.101.941101.944821.93572
82023.02.22 08:55modify20.101.944111.944821.93572
92023.02.22 08:55modify10.101.949721.944821.93572
102023.02.22 12:20sell40.101.938960.000000.00000
112023.02.22 12:20modify40.101.938961.944121.93572
122023.02.22 12:20modify30.101.941101.944121.93572
132023.02.22 12:20modify20.101.944111.944121.93572
142023.02.22 12:20modify10.101.949721.944121.93572
152023.02.22 15:50t/p10.101.935721.944121.9357285.5410085.54
162023.02.22 15:50t/p20.101.935721.944121.9357251.3710136.91
172023.02.22 15:50t/p30.101.935721.944121.9357232.9410169.85
182023.02.22 15:50t/p40.101.935721.944121.9357219.8410189.69
192023.02.28 10:00sell50.101.964820.000000.00000
202023.02.28 10:00modify50.101.964821.977821.95082
212023.02.28 15:40sell60.101.959190.000000.00000
222023.02.28 15:40modify60.101.959191.964121.95082
232023.02.28 15:40modify50.101.964821.964121.95082
242023.02.28 16:05sell70.101.954300.000000.00000
252023.02.28 16:05modify70.101.954301.959221.95082
262023.02.28 16:05modify60.101.959191.959221.95082
272023.02.28 16:05modify50.101.964821.959221.95082
282023.02.28 17:30t/p50.101.950821.959221.9508285.7010275.39
292023.02.28 17:30t/p60.101.950821.959221.9508251.2410326.63
302023.02.28 17:30t/p70.101.950821.959221.9508221.3010347.93
312023.03.01 13:00buy80.101.924780.000000.00000
322023.03.01 13:00modify80.101.924781.911781.93878
332023.03.03 13:25buy90.101.930540.000000.00000
342023.03.03 13:25modify90.101.930541.925481.93878
352023.03.03 13:25modify80.101.924781.925481.93878
362023.03.03 16:12buy100.101.933210.000000.00000
372023.03.03 16:12modify100.101.933211.929681.93878
382023.03.03 16:12modify90.101.930541.929681.93878
392023.03.03 16:12modify80.101.924781.929681.93878
402023.03.03 19:50buy110.101.935450.000000.00000
412023.03.03 19:50modify110.101.935451.930381.93878
422023.03.03 19:50modify100.101.933211.930381.93878
432023.03.03 19:50modify90.101.930541.930381.93878
442023.03.03 19:50modify80.101.924781.930381.93878
452023.03.06 08:15t/p80.101.938781.930381.9387884.2010432.13
462023.03.06 08:15t/p90.101.938781.930381.9387850.1410482.27
472023.03.06 08:15t/p100.101.938781.930381.9387833.7910516.06
482023.03.06 08:15t/p110.101.938781.930381.9387820.0810536.14
492023.03.10 11:00sell120.101.961390.000000.00000
502023.03.10 11:00modify120.101.961391.974391.94739
512023.03.13 04:30sell130.101.955710.000000.00000
522023.03.13 04:30modify130.101.955711.960691.94739
532023.03.13 04:30modify120.101.961391.960691.94739
542023.03.13 10:37sell140.101.952980.000000.00000
552023.03.13 10:37modify140.101.952981.956491.94739
562023.03.13 10:37modify130.101.955711.956491.94739
572023.03.13 10:37modify120.101.961391.956491.94739
582023.03.13 11:25sell150.101.950770.000000.00000
592023.03.13 11:25modify150.101.950771.955791.94739
602023.03.13 11:25modify140.101.952981.955791.94739
612023.03.13 11:25modify130.101.955711.955791.94739
622023.03.13 11:25modify120.101.961391.955791.94739
632023.03.13 13:20t/p120.101.947391.955791.9473985.5410621.68
642023.03.13 13:20t/p130.101.947391.955791.9473950.9310672.61
652023.03.13 13:20t/p140.101.947391.955791.9473934.2210706.83
662023.03.13 13:20t/p150.101.947391.955791.9473920.6910727.52
672023.04.11 12:00sell160.102.001820.000000.00000
682023.04.11 12:00modify160.102.001822.014821.98782
692023.04.13 13:05sell170.101.995980.000000.00000
702023.04.13 13:05modify170.101.995982.001121.98782
712023.04.13 13:05modify160.102.001822.001121.98782
722023.04.13 15:15t/p160.101.987822.001121.9878285.0110812.53
732023.04.13 15:15t/p170.101.987822.001121.9878249.9610862.49
742023.04.13 18:00buy180.101.986440.000000.00000
752023.04.13 18:00modify180.101.986441.973442.00044
762023.04.14 13:20buy190.101.992200.000000.00000
772023.04.14 13:20modify190.101.992201.987142.00044
782023.04.14 13:20modify180.101.986441.987142.00044
792023.04.14 14:10buy200.101.995130.000000.00000
802023.04.14 14:10modify200.101.995131.991342.00044
812023.04.14 14:10modify190.101.992201.991342.00044
822023.04.14 14:10modify180.101.986441.991342.00044
832023.04.14 14:15buy210.101.997010.000000.00000
842023.04.14 14:15modify210.101.997011.992042.00044
852023.04.14 14:15modify200.101.995131.992042.00044
862023.04.14 14:15modify190.101.992201.992042.00044
872023.04.14 14:15modify180.101.986441.992042.00044
882023.04.14 15:10t/p180.102.000441.992042.0004485.3910947.88
892023.04.14 15:10t/p190.102.000441.992042.0004450.4310998.31
902023.04.14 15:10t/p200.102.000441.992042.0004432.5011030.81
912023.04.14 15:10t/p210.102.000441.992042.0004420.9911051.80
922023.04.26 10:00sell220.102.035180.000000.00000
932023.04.26 10:00modify220.102.035182.048182.02118
942023.04.27 06:10sell230.102.029350.000000.00000
952023.04.27 06:10modify230.102.029352.034482.02118
962023.04.27 06:10modify220.102.035182.034482.02118
972023.04.27 06:20sell240.102.026530.000000.00000
982023.04.27 06:20modify240.102.026532.030282.02118
992023.04.27 06:20modify230.102.029352.030282.02118
1002023.04.27 06:20modify220.102.035182.030282.02118
1012023.04.27 07:20s/l220.102.030282.030282.0211829.4811081.28
1022023.04.27 07:20s/l230.102.030282.030282.02118-5.7011075.58
1032023.04.27 07:20s/l240.102.030282.030282.02118-22.9611052.62
1042023.05.08 16:00buy250.101.989770.000000.00000
1052023.05.08 16:00modify250.101.989771.976772.00377
1062023.05.09 15:15buy260.101.995640.000000.00000
1072023.05.09 15:15modify260.101.995641.990472.00377
1082023.05.09 15:15modify250.101.989771.990472.00377
1092023.05.09 21:02s/l250.101.990471.990472.003773.9911056.61
1102023.05.09 21:02s/l260.101.990471.990472.00377-31.6411024.97
1112023.05.12 12:00sell270.102.010670.000000.00000
1122023.05.12 12:00modify270.102.010672.023671.99667
1132023.05.15 05:15sell280.102.005000.000000.00000
1142023.05.15 05:15modify280.102.005002.009971.99667
1152023.05.15 05:15modify270.102.010672.009971.99667
1162023.05.15 09:45s/l270.102.009972.009971.996674.1111029.07
1172023.05.15 09:45s/l280.102.009972.009971.99667-30.4310998.64
1182023.05.17 11:00buy290.101.992130.000000.00000
1192023.05.17 11:00modify290.101.992131.979132.00613
1202023.05.17 17:20buy300.101.997970.000000.00000
1212023.05.17 17:20modify300.101.997971.992832.00613
1222023.05.17 17:20modify290.101.992131.992832.00613
1232023.05.17 22:45buy310.102.000820.000000.00000
1242023.05.17 22:45modify310.102.000821.997032.00613
1252023.05.17 22:45modify300.101.997971.997032.00613
1262023.05.17 22:45modify290.101.992131.997032.00613
1272023.05.18 00:20s/l290.101.997031.997032.0061329.1011027.74
1282023.05.18 00:20s/l300.101.997031.997032.00613-6.6411021.10
1292023.05.18 00:20s/l310.101.997031.997032.00613-24.0910997.00
1302023.07.11 13:00sell320.102.087550.000000.00000
1312023.07.11 13:00modify320.102.087552.100552.07355
1322023.07.12 00:55sell330.102.081680.000000.00000
1332023.07.12 00:55modify330.102.081682.086852.07355
1342023.07.12 00:55modify320.102.087552.086852.07355
1352023.07.12 02:02s/l320.102.086852.086852.073554.1211001.12
1362023.07.12 02:02s/l330.102.086852.086852.07355-31.6510969.47
1372023.07.31 16:00buy340.102.067840.000000.00000
1382023.07.31 16:00modify340.102.067842.054842.08184
1392023.08.01 05:07buy350.102.073610.000000.00000
1402023.08.01 05:07modify350.102.073612.068542.08184
1412023.08.01 05:07modify340.102.067842.068542.08184
1422023.08.01 07:15buy360.102.076480.000000.00000
1432023.08.01 07:15modify360.102.076482.072742.08184
1442023.08.01 07:15modify350.102.073612.072742.08184
1452023.08.01 07:15modify340.102.067842.072742.08184
1462023.08.01 08:40t/p340.102.081842.072742.0818485.3911054.86
1472023.08.01 08:40t/p350.102.081842.072742.0818450.3711105.23
1482023.08.01 08:40t/p360.102.081842.072742.0818432.8011138.03
1492023.09.22 14:00buy370.102.051550.000000.00000
1502023.09.22 14:00modify370.102.051552.038552.06555
1512023.09.25 01:50buy380.102.057300.000000.00000
1522023.09.25 01:50modify380.102.057302.052252.06555
1532023.09.25 01:50modify370.102.051552.052252.06555
1542023.09.25 09:45s/l370.102.052252.052252.065553.9911142.02
1552023.09.25 09:45s/l380.102.052252.052252.06555-30.9111111.11
1562023.11.06 12:00sell390.102.077110.000000.00000
1572023.11.06 12:00modify390.102.077112.090112.06311
1582023.11.06 17:26sell400.102.071500.000000.00000
1592023.11.06 17:26modify400.102.071502.076412.06311
1602023.11.06 17:26modify390.102.077112.076412.06311
1612023.11.06 18:59sell410.102.068670.000000.00000
1622023.11.06 18:59modify410.102.068672.072212.06311
1632023.11.06 18:59modify400.102.071502.072212.06311
1642023.11.06 18:59modify390.102.077112.072212.06311
1652023.11.07 00:20s/l390.102.072212.072212.0631129.8311140.94
1662023.11.07 00:20s/l400.102.072212.072212.06311-4.5211136.41
1672023.11.07 00:20s/l410.102.072212.072212.06311-21.8511114.56
1682023.11.15 10:00buy420.102.064900.000000.00000
1692023.11.15 10:00modify420.102.064902.051902.07890
1702023.11.16 02:10buy430.102.073350.000000.00000
1712023.11.16 02:10modify430.102.073352.069802.07890
1722023.11.16 02:10modify420.102.064902.069802.07890
1732023.11.16 07:02s/l420.102.069802.069802.0789029.1011143.65
1742023.11.16 07:02s/l430.102.069802.069802.07890-21.7311121.92