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 - 2023.12.01 00:00 (2022.12.01 - 2023.12.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 test2617Ticks modelled80208Modelling qualityn/a
Mismatched charts errors52
Initial deposit10000.00Spread60
Total net profit1728.78Gross profit2156.18Gross loss-427.40
Profit factor5.04Expected payoff29.81
Absolute drawdown91.57Maximal drawdown282.43 (2.57%)Relative drawdown2.57% (282.43)
Total trades58Short positions (won %)38 (78.95%)Long positions (won %)20 (75.00%)
Profit trades (% of total)45 (77.59%)Loss trades (% of total)13 (22.41%)
Largestprofit trade91.83loss trade-92.35
Averageprofit trade47.92loss trade-32.88
Maximumconsecutive wins (profit in money)13 (631.53)consecutive losses (loss in money)2 (-48.25)
Maximalconsecutive profit (count of wins)631.53 (13)consecutive loss (count of losses)-92.35 (1)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.03 16:00sell10.101.920610.000000.00000
22023.01.03 16:00modify10.101.920611.935611.90561
32023.01.03 17:55sell20.101.912240.000000.00000
42023.01.03 17:55modify20.101.912241.916861.90561
52023.01.03 17:55modify10.101.920611.916861.90561
62023.01.03 18:20s/l10.101.916861.916861.9056122.9610022.96
72023.01.03 18:20s/l20.101.916861.916861.90561-28.299994.67
82023.02.02 08:00buy30.101.897350.000000.00000
92023.02.02 08:00modify30.101.897351.882351.91235
102023.02.03 19:20buy40.101.904150.000000.00000
112023.02.03 19:20modify40.101.904151.898101.91235
122023.02.03 19:20modify30.101.897351.898101.91235
132023.02.03 20:30buy50.101.905680.000000.00000
142023.02.03 20:30modify50.101.905681.901101.91235
152023.02.03 20:30modify40.101.904151.901101.91235
162023.02.03 20:30modify30.101.897351.901101.91235
172023.02.06 09:55buy60.101.908830.000000.00000
182023.02.06 09:55modify60.101.908831.903351.91235
192023.02.06 09:55modify50.101.905681.903351.91235
202023.02.06 09:55modify40.101.904151.903351.91235
212023.02.06 09:55modify30.101.897351.903351.91235
222023.02.06 13:30t/p30.101.912351.903351.9123591.2110085.88
232023.02.06 13:30t/p40.101.912351.903351.9123549.8910135.78
242023.02.06 13:30t/p50.101.912351.903351.9123540.5210176.30
252023.02.06 13:30t/p60.101.912351.903351.9123521.5410197.84
262023.02.22 00:00sell70.101.947590.000000.00000
272023.02.22 00:00modify70.101.947591.962591.93259
282023.02.22 06:40sell80.101.940580.000000.00000
292023.02.22 06:40modify80.101.940581.946841.93259
302023.02.22 06:40modify70.101.947591.946841.93259
312023.02.22 13:05sell90.101.939180.000000.00000
322023.02.22 13:05modify90.101.939181.943841.93259
332023.02.22 13:05modify80.101.940581.943841.93259
342023.02.22 13:05modify70.101.947591.943841.93259
352023.02.22 16:20sell100.101.936130.000000.00000
362023.02.22 16:20modify100.101.936131.941591.93259
372023.02.22 16:20modify90.101.939181.941591.93259
382023.02.22 16:20modify80.101.940581.941591.93259
392023.02.22 16:20modify70.101.947591.941591.93259
402023.02.23 01:40t/p70.101.932591.941591.9325991.3110289.14
412023.02.23 01:40t/p80.101.932591.941591.9325948.3910337.53
422023.02.23 01:40t/p90.101.932591.941591.9325939.8210377.35
432023.02.23 01:40t/p100.101.932591.941591.9325921.1510398.49
442023.02.28 04:00sell110.101.956490.000000.00000
452023.02.28 04:00modify110.101.956491.971491.94149
462023.02.28 17:30sell120.101.949740.000000.00000
472023.02.28 17:30modify120.101.949741.955741.94149
482023.02.28 17:30modify110.101.956491.955741.94149
492023.02.28 17:40sell130.101.948100.000000.00000
502023.02.28 17:40modify130.101.948101.952741.94149
512023.02.28 17:40modify120.101.949741.952741.94149
522023.02.28 17:40modify110.101.956491.952741.94149
532023.02.28 21:10sell140.101.945220.000000.00000
542023.02.28 21:10modify140.101.945221.950491.94149
552023.02.28 21:10modify130.101.948101.950491.94149
562023.02.28 21:10modify120.101.949741.950491.94149
572023.02.28 21:10modify110.101.956491.950491.94149
582023.03.01 02:40t/p110.101.941491.950491.9414991.6610490.15
592023.03.01 02:40t/p120.101.941491.950491.9414950.3310540.47
602023.03.01 02:40t/p130.101.941491.950491.9414940.2910580.76
612023.03.01 02:40t/p140.101.941491.950491.9414922.6610603.41
622023.03.10 16:00sell150.101.960120.000000.00000
632023.03.10 16:00modify150.101.960121.975121.94512
642023.03.13 08:40sell160.101.951810.000000.00000
652023.03.13 08:40modify160.101.951811.956371.94512
662023.03.13 08:40modify150.101.960121.956371.94512
672023.03.13 09:30s/l150.101.956371.956371.9451222.7910626.20
682023.03.13 09:30s/l160.101.956371.956371.94512-27.9110598.29
692023.03.21 16:00sell170.101.976050.000000.00000
702023.03.21 16:00modify170.101.976051.991051.96105
712023.03.21 21:05sell180.101.969300.000000.00000
722023.03.21 21:05modify180.101.969301.975301.96105
732023.03.21 21:05modify170.101.976051.975301.96105
742023.03.22 00:10s/l170.101.975301.975301.961054.4310602.71
752023.03.22 00:10s/l180.101.975301.975301.96105-36.9010565.81
762023.04.12 00:00sell190.102.006450.000000.00000
772023.04.12 00:00modify190.102.006452.021451.99145
782023.04.13 12:40sell200.101.995180.000000.00000
792023.04.13 12:40modify200.101.995182.000451.99145
802023.04.13 12:40modify190.102.006452.000451.99145
812023.04.13 13:40t/p190.101.991452.000451.9914591.3110657.11
822023.04.13 13:40t/p200.101.991452.000451.9914522.8310679.94
832023.04.14 04:00buy210.101.987930.000000.00000
842023.04.14 04:00modify210.101.987931.972932.00293
852023.04.14 20:45buy220.101.999470.000000.00000
862023.04.14 20:45modify220.101.999471.993932.00293
872023.04.14 20:45modify210.101.987931.993932.00293
882023.04.17 04:40t/p210.102.002931.993932.0029391.5110771.46
892023.04.17 04:40t/p220.102.002931.993932.0029320.8710792.33
902023.05.02 16:00buy230.102.010250.000000.00000
912023.05.02 16:00modify230.102.010251.995252.02525
922023.05.03 20:30buy240.102.017080.000000.00000
932023.05.03 20:30modify240.102.017082.011002.02525
942023.05.03 20:30modify230.102.010252.011002.02525
952023.05.03 22:05buy250.102.018510.000000.00000
962023.05.03 22:05modify250.102.018512.014002.02525
972023.05.03 22:05modify240.102.017082.014002.02525
982023.05.03 22:05modify230.102.010252.014002.02525
992023.05.04 04:40s/l230.102.014002.014002.0252521.7610814.09
1002023.05.04 04:40s/l240.102.014002.014002.02525-19.7410794.34
1012023.05.04 04:40s/l250.102.014002.014002.02525-28.5010765.84
1022023.05.19 12:00buy260.101.982030.000000.00000
1032023.05.19 12:00modify260.101.982031.967031.99703
1042023.05.24 02:20t/p260.101.997031.967031.9970390.9210856.75
1052023.05.24 12:00sell270.102.020110.000000.00000
1062023.05.24 12:00modify270.102.020112.035112.00511
1072023.05.25 09:30s/l270.102.035112.035112.00511-92.3510764.40
1082023.05.31 08:00sell280.102.061740.000000.00000
1092023.05.31 08:00modify280.102.061742.076742.04674
1102023.06.02 04:15sell290.102.053240.000000.00000
1112023.06.02 04:15modify290.102.053242.057992.04674
1122023.06.02 04:15modify280.102.061742.057992.04674
1132023.06.02 04:25sell300.102.054900.000000.00000
1142023.06.02 04:25modify300.102.054902.060992.04674
1152023.06.02 04:30modify300.102.054902.057992.04674
1162023.06.02 04:40s/l280.102.057992.057992.0467422.2610786.66
1172023.06.02 04:40s/l290.102.057992.057992.04674-29.0810757.58
1182023.06.02 04:40s/l300.102.057992.057992.04674-18.9210738.66
1192023.06.22 12:00buy310.102.057210.000000.00000
1202023.06.22 12:00modify310.102.057212.042212.07221
1212023.06.22 18:40buy320.102.064000.000000.00000
1222023.06.22 18:40modify320.102.064002.057962.07221
1232023.06.22 18:40modify310.102.057212.057962.07221
1242023.06.23 03:30buy330.102.068700.000000.00000
1252023.06.23 03:30modify330.102.068702.063212.07221
1262023.06.23 03:30modify320.102.064002.063212.07221
1272023.06.23 03:30modify310.102.057212.063212.07221
1282023.06.23 09:30t/p310.102.072212.063212.0722191.5110830.17
1292023.06.23 09:30t/p320.102.072212.063212.0722149.9510880.13
1302023.06.23 09:30t/p330.102.072212.063212.0722121.4810901.61
1312023.07.05 08:00buy340.102.051950.000000.00000
1322023.07.05 08:00modify340.102.051952.036952.06695
1332023.07.06 12:30buy350.102.063200.000000.00000
1342023.07.06 12:30modify350.102.063202.057952.06695
1352023.07.06 12:30modify340.102.051952.057952.06695
1362023.07.06 14:40t/p340.102.066952.057952.0669590.9210992.52
1372023.07.06 14:40t/p350.102.066952.057952.0669522.9511015.47
1382023.07.11 16:00sell360.102.087290.000000.00000
1392023.07.11 16:00modify360.102.087292.102292.07229
1402023.07.12 03:00sell370.102.078970.000000.00000
1412023.07.12 03:00modify370.102.078972.083542.07229
1422023.07.12 03:00modify360.102.087292.083542.07229
1432023.07.12 05:20s/l360.102.083542.083542.0722922.7911038.26
1442023.07.12 05:20s/l370.102.083542.083542.07229-27.9811010.28
1452023.08.24 00:00buy380.102.129630.000000.00000
1462023.08.24 00:00modify380.102.129632.114632.14463
1472023.08.30 20:40buy390.102.136450.000000.00000
1482023.08.30 20:40modify390.102.136452.130382.14463
1492023.08.30 20:40modify380.102.129632.130382.14463
1502023.08.30 21:20s/l380.102.130382.130382.144633.4011013.68
1512023.08.30 21:20s/l390.102.130382.130382.14463-37.1610976.52
1522023.08.31 04:00sell400.102.134550.000000.00000
1532023.08.31 04:00modify400.102.134552.149552.11955
1542023.08.31 15:15sell410.102.127660.000000.00000
1552023.08.31 15:15modify410.102.127662.133802.11955
1562023.08.31 15:15modify400.102.134552.133802.11955
1572023.08.31 20:50sell420.102.123170.000000.00000
1582023.08.31 20:50modify420.102.123172.128552.11955
1592023.08.31 20:50modify410.102.127662.128552.11955
1602023.08.31 20:50modify400.102.134552.128552.11955
1612023.09.01 01:40t/p400.102.119552.128552.1195591.6611068.17
1622023.09.01 01:40t/p410.102.119552.128552.1195549.4811117.65
1632023.09.01 01:40t/p420.102.119552.128552.1195521.9911139.63
1642023.09.05 16:00sell430.102.138650.000000.00000
1652023.09.05 16:00modify430.102.138652.153652.12365
1662023.09.06 11:25sell440.102.130200.000000.00000
1672023.09.06 11:25modify440.102.130202.134902.12365
1682023.09.06 11:25modify430.102.138652.134902.12365
1692023.09.06 15:25sell450.102.127390.000000.00000
1702023.09.06 15:25modify450.102.127392.132652.12365
1712023.09.06 15:25modify440.102.130202.132652.12365
1722023.09.06 15:25modify430.102.138652.132652.12365
1732023.09.07 06:20t/p430.102.123652.132652.1236591.1311230.76
1742023.09.07 06:20t/p440.102.123652.132652.1236539.5811270.34
1752023.09.07 06:20t/p450.102.123652.132652.1236522.3711292.70
1762023.10.13 08:00sell460.102.061680.000000.00000
1772023.10.13 08:00modify460.102.061682.076682.04668
1782023.10.15 21:00sell470.102.050180.000000.00000
1792023.10.15 21:00modify470.102.050182.055682.04668
1802023.10.15 21:00modify460.102.061682.055682.04668
1812023.10.15 21:20s/l460.102.055682.055682.0466836.7311329.43
1822023.10.15 21:20s/l470.102.055682.055682.04668-33.6711295.76
1832023.10.24 00:00sell480.102.093390.000000.00000
1842023.10.24 00:00modify480.102.093392.108392.07839
1852023.10.24 13:00sell490.102.086350.000000.00000
1862023.10.24 13:00modify490.102.086352.092642.07839
1872023.10.24 13:00modify480.102.093392.092642.07839
1882023.10.24 17:55sell500.102.081940.000000.00000
1892023.10.24 17:55modify500.102.081942.087392.07839
1902023.10.24 17:55modify490.102.086352.087392.07839
1912023.10.24 17:55modify480.102.093392.087392.07839
1922023.10.25 00:30t/p480.102.078392.087392.0783991.6611387.42
1932023.10.25 00:30t/p490.102.078392.087392.0783948.5611435.97
1942023.10.25 00:30t/p500.102.078392.087392.0783921.5611457.53
1952023.11.01 04:00sell510.102.091950.000000.00000
1962023.11.01 04:00modify510.102.091952.106952.07695
1972023.11.01 09:40sell520.102.085030.000000.00000
1982023.11.01 09:40modify520.102.085032.091202.07695
1992023.11.01 09:40modify510.102.091952.091202.07695
2002023.11.01 14:05t/p510.102.076952.091202.0769591.8311549.36
2012023.11.01 14:05t/p520.102.076952.091202.0769549.4611598.82
2022023.11.02 16:00buy530.102.069080.000000.00000
2032023.11.02 16:00modify530.102.069082.054082.08408
2042023.11.06 10:50buy540.102.077390.000000.00000
2052023.11.06 10:50modify540.102.077392.072832.08408
2062023.11.06 10:50modify530.102.069082.072832.08408
2072023.11.06 14:30buy550.102.075930.000000.00000
2082023.11.06 14:30modify550.102.075932.069832.08408
2092023.11.06 14:35modify550.102.075932.072832.08408
2102023.11.06 15:30s/l530.102.072832.072832.0840822.3611621.18
2112023.11.06 15:30s/l540.102.072832.072832.08408-27.9111593.27
2122023.11.06 15:30s/l550.102.072832.072832.08408-18.9711574.30
2132023.11.14 12:00sell560.102.093510.000000.00000
2142023.11.14 12:00modify560.102.093512.108512.07851
2152023.11.14 16:35sell570.102.085080.000000.00000
2162023.11.14 16:35modify570.102.085082.089762.07851
2172023.11.14 16:35modify560.102.093512.089762.07851
2182023.11.14 18:50sell580.102.082260.000000.00000
2192023.11.14 18:50modify580.102.082262.087512.07851
2202023.11.14 18:50modify570.102.085082.087512.07851
2212023.11.14 18:50modify560.102.093512.087512.07851
2222023.11.15 01:40t/p560.102.078512.087512.0785191.6611665.96
2232023.11.15 01:40t/p570.102.078512.087512.0785140.0511706.00
2242023.11.15 01:40t/p580.102.078512.087512.0785122.7811728.78