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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; 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=35; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 profit906.61Gross profit1129.98Gross loss-223.37
Profit factor5.06Expected payoff23.86
Absolute drawdown61.87Maximal drawdown162.36 (1.61%)Relative drawdown1.61% (162.36)
Total trades38Short positions (won %)20 (80.00%)Long positions (won %)18 (66.67%)
Profit trades (% of total)28 (73.68%)Loss trades (% of total)10 (26.32%)
Largestprofit trade91.84loss trade-28.04
Averageprofit trade40.36loss trade-22.34
Maximumconsecutive wins (profit in money)9 (422.93)consecutive losses (loss in money)2 (-28.82)
Maximalconsecutive profit (count of wins)422.93 (9)consecutive loss (count of losses)-28.82 (2)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.19 12:00sell10.101.935360.000000.00000
22023.01.19 12:00modify10.101.935361.950361.92036
32023.01.19 14:26sell20.101.930110.000000.00000
42023.01.19 14:26modify20.101.930111.934611.92036
52023.01.19 14:26modify10.101.935361.934611.92036
62023.01.19 15:43s/l10.101.934611.934611.920364.5910004.59
72023.01.19 15:43s/l20.101.934611.934611.92036-27.559977.04
82023.01.24 16:00buy30.101.894040.000000.00000
92023.01.24 16:00modify30.101.894041.879041.90904
102023.01.24 23:00buy40.101.899370.000000.00000
112023.01.24 23:00modify40.101.899371.894791.90904
122023.01.24 23:00modify30.101.894041.894791.90904
132023.01.24 23:08buy50.101.902290.000000.00000
142023.01.24 23:08modify50.101.902291.898541.90904
152023.01.24 23:08modify40.101.899371.898541.90904
162023.01.24 23:08modify30.101.894041.898541.90904
172023.01.24 23:56s/l30.101.898541.898541.9090427.5410004.58
182023.01.24 23:56s/l40.101.898541.898541.90904-5.089999.50
192023.01.24 23:56s/l50.101.898541.898541.90904-22.969976.54
202023.02.02 16:00buy60.101.888610.000000.00000
212023.02.02 16:00modify60.101.888611.873611.90361
222023.02.03 11:13buy70.101.893870.000000.00000
232023.02.03 11:13modify70.101.893871.889361.90361
242023.02.03 11:13modify60.101.888611.889361.90361
252023.02.03 13:30s/l60.101.889361.889361.903614.299980.83
262023.02.03 13:30s/l70.101.889361.889361.90361-27.619953.22
272023.02.06 16:00sell80.101.913380.000000.00000
282023.02.06 16:00modify80.101.913381.928381.89838
292023.02.06 19:23sell90.101.908090.000000.00000
302023.02.06 19:23modify90.101.908091.912631.89838
312023.02.06 19:23modify80.101.913381.912631.89838
322023.02.06 22:05sell100.101.904900.000000.00000
332023.02.06 22:05modify100.101.904901.908881.89838
342023.02.06 22:05modify90.101.908091.908881.89838
352023.02.06 22:05modify80.101.913381.908881.89838
362023.02.07 03:30sell110.101.901370.000000.00000
372023.02.07 03:30modify110.101.901371.908131.89838
382023.02.07 03:30modify100.101.904901.908131.89838
392023.02.07 03:30modify90.101.908091.908131.89838
402023.02.07 03:30modify80.101.913381.908131.89838
412023.02.07 09:45t/p80.101.898381.908131.8983891.6610044.88
422023.02.07 09:45t/p90.101.898381.908131.8983859.2810104.15
432023.02.07 09:45t/p100.101.898381.908131.8983839.7510143.90
442023.02.07 09:45t/p110.101.898381.908131.8983818.3110162.21
452023.02.21 16:00sell120.101.947270.000000.00000
462023.02.21 16:00modify120.101.947271.962271.93227
472023.02.22 01:01sell130.101.941950.000000.00000
482023.02.22 01:01modify130.101.941951.946521.93227
492023.02.22 01:01modify120.101.947271.946521.93227
502023.02.22 01:16s/l120.101.946521.946521.932274.4210166.62
512023.02.22 01:16s/l130.101.946521.946521.93227-27.9810138.64
522023.02.28 12:00sell140.101.963380.000000.00000
532023.02.28 12:00modify140.101.963381.978381.94838
542023.02.28 15:47sell150.101.958130.000000.00000
552023.02.28 15:47modify150.101.958131.962631.94838
562023.02.28 15:47modify140.101.963381.962631.94838
572023.02.28 15:56sell160.101.955040.000000.00000
582023.02.28 15:56modify160.101.955041.958881.94838
592023.02.28 15:56modify150.101.958131.958881.94838
602023.02.28 15:56modify140.101.963381.958881.94838
612023.02.28 17:14sell170.101.951380.000000.00000
622023.02.28 17:14modify170.101.951381.958131.94838
632023.02.28 17:14modify160.101.955041.958131.94838
642023.02.28 17:14modify150.101.958131.958131.94838
652023.02.28 17:14modify140.101.963381.958131.94838
662023.02.28 18:42t/p140.101.948381.958131.9483891.8310230.47
672023.02.28 18:42t/p150.101.948381.958131.9483859.6910290.16
682023.02.28 18:42t/p160.101.948381.958131.9483840.7710330.93
692023.02.28 18:42t/p170.101.948381.958131.9483818.3610349.29
702023.03.10 12:00sell180.101.961420.000000.00000
712023.03.10 12:00modify180.101.961421.976421.94642
722023.03.10 13:28sell190.101.956160.000000.00000
732023.03.10 13:28modify190.101.956161.960671.94642
742023.03.10 13:28modify180.101.961421.960671.94642
752023.03.10 14:07s/l180.101.960671.960671.946424.5910353.88
762023.03.10 14:07s/l190.101.960671.960671.94642-27.6110326.27
772023.04.13 16:00buy200.101.987440.000000.00000
782023.04.13 16:00modify200.101.987441.972442.00244
792023.04.14 13:49buy210.101.992870.000000.00000
802023.04.14 13:49modify210.101.992871.988192.00244
812023.04.14 13:49modify200.101.987441.988192.00244
822023.04.14 14:22buy220.101.995710.000000.00000
832023.04.14 14:22modify220.101.995711.991942.00244
842023.04.14 14:22modify210.101.992871.991942.00244
852023.04.14 14:22modify200.101.987441.991942.00244
862023.04.14 14:42buy230.101.999480.000000.00000
872023.04.14 14:42modify230.101.999481.992692.00244
882023.04.14 14:42modify220.101.995711.992692.00244
892023.04.14 14:42modify210.101.992871.992692.00244
902023.04.14 14:42modify200.101.987441.992692.00244
912023.04.17 04:41t/p200.102.002441.992692.0024491.2110417.49
922023.04.17 04:41t/p210.102.002441.992692.0024458.2710475.76
932023.04.17 04:41t/p220.102.002441.992692.0024440.8910516.65
942023.04.17 04:41t/p230.102.002441.992692.0024417.8110534.46
952023.05.02 12:00buy240.102.008650.000000.00000
962023.05.02 12:00modify240.102.008651.993652.02365
972023.05.03 18:35buy250.102.013930.000000.00000
982023.05.03 18:35modify250.102.013932.009402.02365
992023.05.03 18:35modify240.102.008652.009402.02365
1002023.05.03 19:48buy260.102.016920.000000.00000
1012023.05.03 19:48modify260.102.016922.013152.02365
1022023.05.03 19:48modify250.102.013932.013152.02365
1032023.05.03 19:48modify240.102.008652.013152.02365
1042023.05.03 22:07buy270.102.020690.000000.00000
1052023.05.03 22:07modify270.102.020692.013902.02365
1062023.05.03 22:07modify260.102.016922.013902.02365
1072023.05.03 22:07modify250.102.013932.013902.02365
1082023.05.03 22:07modify240.102.008652.013902.02365
1092023.05.03 22:17t/p240.102.023652.013902.0236591.5110625.98
1102023.05.03 22:17t/p250.102.023652.013902.0236559.5010685.48
1112023.05.03 22:17t/p260.102.023652.013902.0236541.1910726.67
1122023.05.03 22:17t/p270.102.023652.013902.0236518.1210744.79
1132023.07.11 12:00sell280.102.088390.000000.00000
1142023.07.11 12:00modify280.102.088392.103392.07339
1152023.07.12 00:34sell290.102.083060.000000.00000
1162023.07.12 00:34modify290.102.083062.087642.07339
1172023.07.12 00:34modify280.102.088392.087642.07339
1182023.07.12 02:01s/l280.102.087642.087642.073394.4210749.20
1192023.07.12 02:01s/l290.102.087642.087642.07339-28.0410721.16
1202023.07.18 12:00sell300.102.086290.000000.00000
1212023.07.18 12:00modify300.102.086292.101292.07129
1222023.07.18 13:59sell310.102.081040.000000.00000
1232023.07.18 13:59modify310.102.081042.085542.07129
1242023.07.18 13:59modify300.102.086292.085542.07129
1252023.07.18 14:58sell320.102.078010.000000.00000
1262023.07.18 14:58modify320.102.078012.081792.07129
1272023.07.18 14:58modify310.102.081042.081792.07129
1282023.07.18 14:58modify300.102.086292.081792.07129
1292023.07.18 16:07sell330.102.074290.000000.00000
1302023.07.18 16:07modify330.102.074292.081042.07129
1312023.07.18 16:07modify320.102.078012.081042.07129
1322023.07.18 16:07modify310.102.081042.081042.07129
1332023.07.18 16:07modify300.102.086292.081042.07129
1342023.07.18 22:45t/p300.102.071292.081042.0712991.8410813.00
1352023.07.18 22:45t/p310.102.071292.081042.0712959.6910872.69
1362023.07.18 22:45t/p320.102.071292.081042.0712941.1510913.84
1372023.07.18 22:45t/p330.102.071292.081042.0712918.3710932.21
1382023.09.22 12:00buy340.102.052740.000000.00000
1392023.09.22 12:00modify340.102.052742.037742.06774
1402023.09.25 02:31buy350.102.058020.000000.00000
1412023.09.25 02:31modify350.102.058022.053492.06774
1422023.09.25 02:31modify340.102.052742.053492.06774
1432023.09.25 08:21s/l340.102.053492.053492.067744.2910936.50
1442023.09.25 08:21s/l350.102.053492.053492.06774-27.7210908.78
1452023.11.15 12:00buy360.102.064480.000000.00000
1462023.11.15 12:00modify360.102.064482.049482.07948
1472023.11.16 01:38buy370.102.069760.000000.00000
1482023.11.16 01:38modify370.102.069762.065232.07948
1492023.11.16 01:38modify360.102.064482.065232.07948
1502023.11.16 01:50buy380.102.072910.000000.00000
1512023.11.16 01:50modify380.102.072912.068982.07948
1522023.11.16 01:50modify370.102.069762.068982.07948
1532023.11.16 01:50modify360.102.064482.068982.07948
1542023.11.16 07:46s/l360.102.068982.068982.0794826.6510935.43
1552023.11.16 07:46s/l370.102.068982.068982.07948-4.7710930.66
1562023.11.16 07:46s/l380.102.068982.068982.07948-24.0510906.61