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 - 2023.11.30 23:00 (2022.12.01 - 2023.12.01)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test6538Ticks modelled46175065Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit823.17Gross profit1129.43Gross loss-306.27
Profit factor3.69Expected payoff17.89
Absolute drawdown25.39Maximal drawdown162.38 (1.50%)Relative drawdown1.50% (162.38)
Total trades46Short positions (won %)23 (60.87%)Long positions (won %)23 (73.91%)
Profit trades (% of total)31 (67.39%)Loss trades (% of total)15 (32.61%)
Largestprofit trade85.70loss trade-31.77
Averageprofit trade36.43loss trade-20.42
Maximumconsecutive wins (profit in money)9 (412.92)consecutive losses (loss in money)2 (-47.81)
Maximalconsecutive profit (count of wins)412.92 (9)consecutive loss (count of losses)-47.81 (2)
Averageconsecutive wins3consecutive losses2
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 01:01sell20.101.944120.000000.00000
42023.02.22 01:01modify20.101.944121.949021.93572
52023.02.22 01:01modify10.101.949721.949021.93572
62023.02.22 06:55sell30.101.941300.000000.00000
72023.02.22 06:55modify30.101.941301.944821.93572
82023.02.22 06:55modify20.101.944121.944821.93572
92023.02.22 06:55modify10.101.949721.944821.93572
102023.02.22 07:17s/l10.101.944821.944821.9357229.8310029.83
112023.02.22 07:17s/l20.101.944821.944821.93572-4.2810025.55
122023.02.22 07:17s/l30.101.944821.944821.93572-21.5510004.00
132023.02.28 10:00sell40.101.964820.000000.00000
142023.02.28 10:00modify40.101.964821.977821.95082
152023.02.28 15:42sell50.101.959200.000000.00000
162023.02.28 15:42modify50.101.959201.964121.95082
172023.02.28 15:42modify40.101.964821.964121.95082
182023.02.28 15:54sell60.101.956380.000000.00000
192023.02.28 15:54modify60.101.956381.959921.95082
202023.02.28 15:54modify50.101.959201.959921.95082
212023.02.28 15:54modify40.101.964821.959921.95082
222023.02.28 15:57sell70.101.954320.000000.00000
232023.02.28 15:57modify70.101.954321.959221.95082
242023.02.28 15:57modify60.101.956381.959221.95082
252023.02.28 15:57modify50.101.959201.959221.95082
262023.02.28 15:57modify40.101.964821.959221.95082
272023.02.28 17:29t/p40.101.950821.959221.9508285.7010089.70
282023.02.28 17:29t/p50.101.950821.959221.9508251.3010141.00
292023.02.28 17:29t/p60.101.950821.959221.9508234.0310175.03
302023.02.28 17:29t/p70.101.950821.959221.9508221.4210196.45
312023.03.01 13:00buy80.101.924780.000000.00000
322023.03.01 13:00modify80.101.924781.911781.93878
332023.03.03 13:27buy90.101.930410.000000.00000
342023.03.03 13:27modify90.101.930411.925481.93878
352023.03.03 13:27modify80.101.924781.925481.93878
362023.03.03 15:40buy100.101.933180.000000.00000
372023.03.03 15:40modify100.101.933181.929681.93878
382023.03.03 15:40modify90.101.930411.929681.93878
392023.03.03 15:40modify80.101.924781.929681.93878
402023.03.03 19:53buy110.101.935290.000000.00000
412023.03.03 19:53modify110.101.935291.930381.93878
422023.03.03 19:53modify100.101.933181.930381.93878
432023.03.03 19:53modify90.101.930411.930381.93878
442023.03.03 19:53modify80.101.924781.930381.93878
452023.03.06 08:22t/p80.101.938781.930381.9387884.2010280.65
462023.03.06 08:22t/p90.101.938781.930381.9387850.9310331.58
472023.03.06 08:22t/p100.101.938781.930381.9387833.9810365.56
482023.03.06 08:22t/p110.101.938781.930381.9387821.0610386.62
492023.03.10 11:00sell120.101.961390.000000.00000
502023.03.10 11:00modify120.101.961391.974391.94739
512023.03.10 13:30sell130.101.955500.000000.00000
522023.03.10 13:30modify130.101.955501.960691.94739
532023.03.10 13:30modify120.101.961391.960691.94739
542023.03.10 14:07s/l120.101.960691.960691.947394.2910390.91
552023.03.10 14:07s/l130.101.960691.960691.94739-31.7710359.14
562023.04.11 12:00sell140.102.001820.000000.00000
572023.04.11 12:00modify140.102.001822.014821.98782
582023.04.13 12:46sell150.101.996120.000000.00000
592023.04.13 12:46modify150.101.996122.001121.98782
602023.04.13 12:46modify140.102.001822.001121.98782
612023.04.13 13:18sell160.101.993420.000000.00000
622023.04.13 13:18modify160.101.993421.996921.98782
632023.04.13 13:18modify150.101.996121.996921.98782
642023.04.13 13:18modify140.102.001821.996921.98782
652023.04.13 13:39sell170.101.991310.000000.00000
662023.04.13 13:39modify170.101.991311.996221.98782
672023.04.13 13:39modify160.101.993421.996221.98782
682023.04.13 13:39modify150.101.996121.996221.98782
692023.04.13 13:39modify140.102.001821.996221.98782
702023.04.13 15:13t/p140.101.987821.996221.9878285.0110444.15
712023.04.13 15:13t/p150.101.987821.996221.9878250.8210494.97
722023.04.13 15:13t/p160.101.987821.996221.9878234.2910529.26
732023.04.13 15:13t/p170.101.987821.996221.9878221.3710550.63
742023.04.13 18:00buy180.101.986440.000000.00000
752023.04.13 18:00modify180.101.986441.973442.00044
762023.04.14 13:04buy190.101.992060.000000.00000
772023.04.14 13:04modify190.101.992061.987142.00044
782023.04.14 13:04modify180.101.986441.987142.00044
792023.04.14 14:21buy200.101.994910.000000.00000
802023.04.14 14:21modify200.101.994911.991342.00044
812023.04.14 14:21modify190.101.992061.991342.00044
822023.04.14 14:21modify180.101.986441.991342.00044
832023.04.14 14:24buy210.101.996940.000000.00000
842023.04.14 14:24modify210.101.996941.992042.00044
852023.04.14 14:24modify200.101.994911.992042.00044
862023.04.14 14:24modify190.101.992061.992042.00044
872023.04.14 14:24modify180.101.986441.992042.00044
882023.04.14 15:03t/p180.102.000441.992042.0004485.3910636.02
892023.04.14 15:03t/p190.102.000441.992042.0004451.2910687.31
902023.04.14 15:03t/p200.102.000441.992042.0004433.8510721.16
912023.04.14 15:03t/p210.102.000441.992042.0004421.4210742.58
922023.04.26 10:00sell220.102.035180.000000.00000
932023.04.26 10:00modify220.102.035182.048182.02118
942023.04.27 05:30sell230.102.029580.000000.00000
952023.04.27 05:30modify230.102.029582.034482.02118
962023.04.27 05:30modify220.102.035182.034482.02118
972023.04.27 06:19sell240.102.026780.000000.00000
982023.04.27 06:19modify240.102.026782.030282.02118
992023.04.27 06:19modify230.102.029582.030282.02118
1002023.04.27 06:19modify220.102.035182.030282.02118
1012023.04.27 07:28s/l220.102.030282.030282.0211829.4810772.06
1022023.04.27 07:28s/l230.102.030282.030282.02118-4.2910767.77
1032023.04.27 07:28s/l240.102.030282.030282.02118-21.4310746.34
1042023.05.08 16:00buy250.101.989770.000000.00000
1052023.05.08 16:00modify250.101.989771.976772.00377
1062023.05.09 06:47buy260.101.995410.000000.00000
1072023.05.09 06:47modify260.101.995411.990472.00377
1082023.05.09 06:47modify250.101.989771.990472.00377
1092023.05.09 07:43s/l250.101.990471.990472.003773.9910750.33
1102023.05.09 07:43s/l260.101.990471.990472.00377-30.2410720.09
1112023.05.12 12:00sell270.102.010670.000000.00000
1122023.05.12 12:00modify270.102.010672.023671.99667
1132023.05.15 05:16sell280.102.005040.000000.00000
1142023.05.15 05:16modify280.102.005042.009971.99667
1152023.05.15 05:16modify270.102.010672.009971.99667
1162023.05.15 09:44s/l270.102.009972.009971.996674.1110724.20
1172023.05.15 09:44s/l280.102.009972.009971.99667-30.1810694.02
1182023.05.17 11:00buy290.101.992130.000000.00000
1192023.05.17 11:00modify290.101.992131.979132.00613
1202023.05.17 14:34buy300.101.997730.000000.00000
1212023.05.17 14:34modify300.101.997731.992832.00613
1222023.05.17 14:34modify290.101.992131.992832.00613
1232023.05.17 22:45buy310.102.000640.000000.00000
1242023.05.17 22:45modify310.102.000641.997032.00613
1252023.05.17 22:45modify300.101.997731.997032.00613
1262023.05.17 22:45modify290.101.992131.997032.00613
1272023.05.18 00:22s/l290.101.997031.997032.0061329.1010723.11
1282023.05.18 00:22s/l300.101.997031.997032.00613-5.1810717.93
1292023.05.18 00:22s/l310.101.997031.997032.00613-22.9910694.94
1302023.07.11 13:00sell320.102.087550.000000.00000
1312023.07.11 13:00modify320.102.087552.100552.07355
1322023.07.12 00:40sell330.102.081900.000000.00000
1332023.07.12 00:40modify330.102.081902.086852.07355
1342023.07.12 00:40modify320.102.087552.086852.07355
1352023.07.12 02:01s/l320.102.086852.086852.073554.1210699.05
1362023.07.12 02:01s/l330.102.086852.086852.07355-30.3010668.75
1372023.07.31 16:00buy340.102.067840.000000.00000
1382023.07.31 16:00modify340.102.067842.054842.08184
1392023.08.01 04:30buy350.102.073610.000000.00000
1402023.08.01 04:30modify350.102.073612.068542.08184
1412023.08.01 04:30modify340.102.067842.068542.08184
1422023.08.01 07:21buy360.102.076250.000000.00000
1432023.08.01 07:21modify360.102.076252.072742.08184
1442023.08.01 07:21modify350.102.073612.072742.08184
1452023.08.01 07:21modify340.102.067842.072742.08184
1462023.08.01 07:40buy370.102.078360.000000.00000
1472023.08.01 07:40modify370.102.078362.073442.08184
1482023.08.01 07:40modify360.102.076252.073442.08184
1492023.08.01 07:40modify350.102.073612.073442.08184
1502023.08.01 07:40modify340.102.067842.073442.08184
1512023.08.01 08:32t/p340.102.081842.073442.0818485.3910754.14
1522023.08.01 08:32t/p350.102.081842.073442.0818450.3710804.51
1532023.08.01 08:32t/p360.102.081842.073442.0818434.2110838.72
1542023.08.01 08:32t/p370.102.081842.073442.0818421.3010860.02
1552023.09.22 14:00buy380.102.051550.000000.00000
1562023.09.22 14:00modify380.102.051552.038552.06555
1572023.09.25 01:43buy390.102.057150.000000.00000
1582023.09.25 01:43modify390.102.057152.052252.06555
1592023.09.25 01:43modify380.102.051552.052252.06555
1602023.09.25 09:33s/l380.102.052252.052252.065553.9910864.02
1612023.09.25 09:33s/l390.102.052252.052252.06555-29.9910834.03
1622023.11.06 12:00sell400.102.077110.000000.00000
1632023.11.06 12:00modify400.102.077112.090112.06311
1642023.11.06 15:37sell410.102.071480.000000.00000
1652023.11.06 15:37modify410.102.071482.076412.06311
1662023.11.06 15:37modify400.102.077112.076412.06311
1672023.11.06 18:50sell420.102.068710.000000.00000
1682023.11.06 18:50modify420.102.068712.072212.06311
1692023.11.06 18:50modify410.102.071482.072212.06311
1702023.11.06 18:50modify400.102.077112.072212.06311
1712023.11.07 00:14s/l400.102.072212.072212.0631129.8310863.85
1722023.11.07 00:14s/l410.102.072212.072212.06311-4.6410859.21
1732023.11.07 00:14s/l420.102.072212.072212.06311-21.6010837.60
1742023.11.15 10:00buy430.102.064900.000000.00000
1752023.11.15 10:00modify430.102.064902.051902.07890
1762023.11.16 01:39buy440.102.070500.000000.00000
1772023.11.16 01:39modify440.102.070502.065602.07890
1782023.11.16 01:39modify430.102.064902.065602.07890
1792023.11.16 01:51buy450.102.073400.000000.00000
1802023.11.16 01:51modify450.102.073402.069802.07890
1812023.11.16 01:51modify440.102.070502.069802.07890
1822023.11.16 01:51modify430.102.064902.069802.07890
1832023.11.16 02:13buy460.102.075410.000000.00000
1842023.11.16 02:13modify460.102.075412.070502.07890
1852023.11.16 02:13modify450.102.073402.070502.07890
1862023.11.16 02:13modify440.102.070502.070502.07890
1872023.11.16 02:13modify430.102.064902.070502.07890
1882023.11.16 03:19s/l430.102.070502.070502.0789033.3810870.98
1892023.11.16 03:19s/l440.102.070502.070502.078900.0010870.98
1902023.11.16 03:19s/l450.102.070502.070502.07890-17.7510853.23
1912023.11.16 03:19s/l460.102.070502.070502.07890-30.0610823.17