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=0; RSIHelp="------------------------------------"; RSI_Period=7; 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=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 profit1888.94Gross profit2480.41Gross loss-591.48
Profit factor4.19Expected payoff26.60
Absolute drawdown34.22Maximal drawdown292.77 (2.47%)Relative drawdown2.47% (292.77)
Total trades71Short positions (won %)40 (80.00%)Long positions (won %)31 (51.61%)
Profit trades (% of total)48 (67.61%)Loss trades (% of total)23 (32.39%)
Largestprofit trade91.84loss trade-80.46
Averageprofit trade51.68loss trade-25.72
Maximumconsecutive wins (profit in money)20 (1165.45)consecutive losses (loss in money)3 (-120.14)
Maximalconsecutive profit (count of wins)1165.45 (20)consecutive loss (count of losses)-120.14 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.19 12:00sell10.101.935360.000000.00000
22023.01.19 12:00modify10.101.935361.948361.92036
32023.01.20 07:05sell20.101.928440.000000.00000
42023.01.20 07:05modify20.101.928441.930111.92036
52023.01.20 07:05sell30.101.928440.000000.00000
62023.01.20 07:05modify30.101.928441.931611.92036
72023.01.20 07:05modify10.101.935361.931611.92036
82023.01.20 07:10modify20.101.928441.931611.92036
92023.01.20 09:15t/p10.101.920361.931611.9203691.6610091.66
102023.01.20 09:15t/p20.101.920361.931611.9203649.4610141.12
112023.01.20 09:15t/p30.101.920361.931611.9203649.4610190.58
122023.01.31 12:00sell40.101.917060.000000.00000
132023.01.31 12:00modify40.101.917061.930061.90206
142023.01.31 13:30sell50.101.910150.000000.00000
152023.01.31 13:30modify50.101.910151.911811.90206
162023.01.31 13:30sell60.101.910150.000000.00000
172023.01.31 13:30modify60.101.910151.913311.90206
182023.01.31 13:30modify40.101.917061.913311.90206
192023.01.31 13:35modify50.101.910151.913311.90206
202023.01.31 13:40sell70.101.907270.000000.00000
212023.01.31 13:40modify70.101.907271.911811.90206
222023.01.31 13:40modify60.101.910151.911811.90206
232023.01.31 13:40modify50.101.910151.911811.90206
242023.01.31 13:40modify40.101.917061.911811.90206
252023.01.31 15:40t/p40.101.902061.911811.9020691.8310282.41
262023.01.31 15:40t/p50.101.902061.911811.9020649.5310331.94
272023.01.31 15:40t/p60.101.902061.911811.9020649.5310381.47
282023.01.31 15:40t/p70.101.902061.911811.9020631.9010413.37
292023.02.02 16:00buy80.101.888610.000000.00000
302023.02.02 16:00modify80.101.888611.875611.90361
312023.02.03 18:30t/p80.101.903611.875611.9036191.5210504.89
322023.02.21 16:00sell90.101.947270.000000.00000
332023.02.21 16:00modify90.101.947271.960271.93227
342023.02.22 11:59sell100.101.940510.000000.00000
352023.02.22 11:59modify100.101.940511.942021.93227
362023.02.22 11:59sell110.101.940510.000000.00000
372023.02.22 11:59modify110.101.940511.943521.93227
382023.02.22 11:59modify90.101.947271.943521.93227
392023.02.22 12:00modify100.101.940511.943521.93227
402023.02.22 19:45sell120.101.937350.000000.00000
412023.02.22 19:45modify120.101.937351.942021.93227
422023.02.22 19:45modify110.101.940511.942021.93227
432023.02.22 19:45modify100.101.940511.942021.93227
442023.02.22 19:45modify90.101.947271.942021.93227
452023.02.23 01:40t/p90.101.932271.942021.9322791.1310596.02
462023.02.23 01:40t/p100.101.932271.942021.9322749.9310645.94
472023.02.23 01:40t/p110.101.932271.942021.9322749.9310695.87
482023.02.23 01:40t/p120.101.932271.942021.9322730.5810726.45
492023.02.27 20:00sell130.101.955770.000000.00000
502023.02.27 20:00modify130.101.955771.968771.94077
512023.02.28 18:30sell140.101.948800.000000.00000
522023.02.28 18:30modify140.101.948801.950521.94077
532023.02.28 18:30sell150.101.948800.000000.00000
542023.02.28 18:30modify150.101.948801.952021.94077
552023.02.28 18:30modify130.101.955771.952021.94077
562023.02.28 18:35modify140.101.948801.952021.94077
572023.02.28 20:50sell160.101.945740.000000.00000
582023.02.28 20:50modify160.101.945741.950521.94077
592023.02.28 20:50modify150.101.948801.950521.94077
602023.02.28 20:50modify140.101.948801.950521.94077
612023.02.28 20:50modify130.101.955771.950521.94077
622023.03.01 02:40t/p130.101.940771.950521.9407791.4810817.93
632023.03.01 02:40t/p140.101.940771.950521.9407748.9910866.91
642023.03.01 02:40t/p150.101.940771.950521.9407748.9910915.90
652023.03.01 02:40t/p160.101.940771.950521.9407730.2510946.14
662023.03.01 12:00buy170.101.922850.000000.00000
672023.03.01 12:00modify170.101.922851.909851.93785
682023.03.03 12:40buy180.101.929900.000000.00000
692023.03.03 12:40modify180.101.929901.928101.93785
702023.03.03 12:40buy190.101.929900.000000.00000
712023.03.03 12:40modify190.101.929901.926601.93785
722023.03.03 12:40modify170.101.922851.926601.93785
732023.03.03 12:45modify180.101.929901.926601.93785
742023.03.03 15:30buy200.101.932730.000000.00000
752023.03.03 15:30modify200.101.932731.928101.93785
762023.03.03 15:30modify190.101.929901.928101.93785
772023.03.03 15:30modify180.101.929901.928101.93785
782023.03.03 15:30modify170.101.922851.928101.93785
792023.03.05 23:40t/p170.101.937851.928101.9378590.6311036.77
802023.03.05 23:40t/p180.101.937851.928101.9378548.6711085.44
812023.03.05 23:40t/p190.101.937851.928101.9378548.6711134.11
822023.03.05 23:40t/p200.101.937851.928101.9378531.3411165.45
832023.03.06 12:00sell210.101.943020.000000.00000
842023.03.06 12:00modify210.101.943021.956021.92802
852023.03.07 09:15sell220.101.936040.000000.00000
862023.03.07 09:15modify220.101.936041.937771.92802
872023.03.07 09:15sell230.101.936040.000000.00000
882023.03.07 09:15modify230.101.936041.939271.92802
892023.03.07 09:15modify210.101.943021.939271.92802
902023.03.07 09:20s/l220.101.937771.937771.92802-10.5911154.86
912023.03.07 09:40s/l210.101.939271.939271.9280222.7911177.65
922023.03.07 09:40s/l230.101.939271.939271.92802-19.7711157.88
932023.03.27 12:00sell240.101.979810.000000.00000
942023.03.27 12:00modify240.101.979811.992811.96481
952023.03.28 10:15sell250.101.972990.000000.00000
962023.03.28 10:15modify250.101.972991.974561.96481
972023.03.28 10:15sell260.101.972990.000000.00000
982023.03.28 10:15modify260.101.972991.976061.96481
992023.03.28 10:15modify240.101.979811.976061.96481
1002023.03.28 10:20s/l240.101.976061.976061.9648122.7811180.65
1012023.03.28 10:20s/l250.101.974561.974561.96481-9.6111171.04
1022023.03.28 10:20s/l260.101.976061.976061.96481-18.8011152.24
1032023.04.11 16:00sell270.102.003130.000000.00000
1042023.04.11 16:00modify270.102.003132.016131.98813
1052023.04.13 15:30t/p270.101.988132.016131.9881391.1311243.37
1062023.05.02 12:00buy280.102.008650.000000.00000
1072023.05.02 12:00modify280.102.008651.995652.02365
1082023.05.03 21:20buy290.102.015530.000000.00000
1092023.05.03 21:20modify290.102.015532.013902.02365
1102023.05.03 21:20buy300.102.015530.000000.00000
1112023.05.03 21:20modify300.102.015532.012402.02365
1122023.05.03 21:20modify280.102.008652.012402.02365
1132023.05.03 21:25modify290.102.015532.012402.02365
1142023.05.03 22:05buy310.102.018510.000000.00000
1152023.05.03 22:05modify310.102.018512.013902.02365
1162023.05.03 22:05modify300.102.015532.013902.02365
1172023.05.03 22:05modify290.102.015532.013902.02365
1182023.05.03 22:05modify280.102.008652.013902.02365
1192023.05.03 22:40t/p280.102.023652.013902.0236591.5111334.88
1202023.05.03 22:40t/p290.102.023652.013902.0236549.7011384.58
1212023.05.03 22:40t/p300.102.023652.013902.0236549.7011434.28
1222023.05.03 22:40t/p310.102.023652.013902.0236531.4611465.74
1232023.05.08 16:00buy320.101.989770.000000.00000
1242023.05.08 16:00modify320.101.989771.976772.00477
1252023.05.09 15:50buy330.101.996710.000000.00000
1262023.05.09 15:50modify330.101.996711.995022.00477
1272023.05.09 15:50buy340.101.996710.000000.00000
1282023.05.09 15:50modify340.101.996711.993522.00477
1292023.05.09 15:50modify320.101.989771.993522.00477
1302023.05.09 15:55modify330.101.996711.993522.00477
1312023.05.09 16:40s/l320.101.993521.993522.0047722.6611488.41
1322023.05.09 16:40s/l330.101.993521.993522.00477-19.5211468.89
1332023.05.09 16:40s/l340.101.993521.993522.00477-19.5211449.37
1342023.06.05 16:00buy350.102.045680.000000.00000
1352023.06.05 16:00modify350.102.045682.032682.06068
1362023.06.07 11:59buy360.102.052710.000000.00000
1372023.06.07 11:59modify360.102.052712.050932.06068
1382023.06.07 11:59buy370.102.052710.000000.00000
1392023.06.07 11:59modify370.102.052712.049432.06068
1402023.06.07 11:59modify350.102.045682.049432.06068
1412023.06.07 12:00modify360.102.052712.049432.06068
1422023.06.07 13:05buy380.102.055490.000000.00000
1432023.06.07 13:05modify380.102.055492.050932.06068
1442023.06.07 13:05modify370.102.052712.050932.06068
1452023.06.07 13:05modify360.102.052712.050932.06068
1462023.06.07 13:05modify350.102.045682.050932.06068
1472023.06.07 13:40s/l350.102.050932.050932.0606831.5411480.91
1482023.06.07 13:40s/l360.102.050932.050932.06068-10.8911470.02
1492023.06.07 13:40s/l370.102.050932.050932.06068-10.8911459.13
1502023.06.07 13:40s/l380.102.050932.050932.06068-27.9111431.22
1512023.06.12 16:00buy390.102.042820.000000.00000
1522023.06.12 16:00modify390.102.042822.029822.05782
1532023.06.13 02:30buy400.102.049570.000000.00000
1542023.06.13 02:30modify400.102.049572.048072.05782
1552023.06.13 02:30buy410.102.049570.000000.00000
1562023.06.13 02:30modify410.102.049572.046572.05782
1572023.06.13 02:30modify390.102.042822.046572.05782
1582023.06.13 02:35modify400.102.049572.046572.05782
1592023.06.13 03:40s/l390.102.046572.046572.0578222.6511453.87
1602023.06.13 03:40s/l400.102.046572.046572.05782-18.3611435.51
1612023.06.13 03:40s/l410.102.046572.046572.05782-18.3611417.15
1622023.06.23 12:00sell420.102.076480.000000.00000
1632023.06.23 12:00modify420.102.076482.089482.06148
1642023.06.23 19:10sell430.102.069600.000000.00000
1652023.06.23 19:10modify430.102.069602.071232.06148
1662023.06.23 19:10sell440.102.069600.000000.00000
1672023.06.23 19:10modify440.102.069602.072732.06148
1682023.06.23 19:10modify420.102.076482.072732.06148
1692023.06.23 19:15modify430.102.069602.072732.06148
1702023.06.26 08:55sell450.102.066700.000000.00000
1712023.06.26 08:55modify450.102.066702.071232.06148
1722023.06.26 08:55modify440.102.069602.071232.06148
1732023.06.26 08:55modify430.102.069602.071232.06148
1742023.06.26 08:55modify420.102.076482.071232.06148
1752023.06.26 10:40t/p420.102.061482.071232.0614891.6611508.81
1762023.06.26 10:40t/p430.102.061482.071232.0614849.5411558.34
1772023.06.26 10:40t/p440.102.061482.071232.0614849.5411607.88
1782023.06.26 10:40t/p450.102.061482.071232.0614831.9511639.83
1792023.07.04 12:00buy460.102.055310.000000.00000
1802023.07.04 12:00modify460.102.055312.042312.07031
1812023.07.06 13:35buy470.102.065230.000000.00000
1822023.07.06 13:35modify470.102.065232.060562.07031
1832023.07.06 13:35modify460.102.055312.060562.07031
1842023.07.07 08:40s/l460.102.060562.060562.0703130.6411670.47
1852023.07.07 08:40s/l470.102.060562.060562.07031-28.8911641.58
1862023.07.11 12:00sell480.102.088390.000000.00000
1872023.07.11 12:00modify480.102.088392.101392.07339
1882023.07.12 04:20sell490.102.081470.000000.00000
1892023.07.12 04:20modify490.102.081472.083142.07339
1902023.07.12 04:20sell500.102.081470.000000.00000
1912023.07.12 04:20modify500.102.081472.084642.07339
1922023.07.12 04:20modify480.102.088392.084642.07339
1932023.07.12 04:25modify490.102.081472.084642.07339
1942023.07.12 05:30s/l480.102.084642.084642.0733922.7911664.37
1952023.07.12 05:30s/l490.102.084642.084642.07339-19.4011644.97
1962023.07.12 05:30s/l500.102.084642.084642.07339-19.4011625.57
1972023.07.18 12:00sell510.102.086290.000000.00000
1982023.07.18 12:00modify510.102.086292.099292.07129
1992023.07.18 14:30sell520.102.079520.000000.00000
2002023.07.18 14:30modify520.102.079522.081042.07129
2012023.07.18 14:30sell530.102.079520.000000.00000
2022023.07.18 14:30modify530.102.079522.082542.07129
2032023.07.18 14:30modify510.102.086292.082542.07129
2042023.07.18 14:35modify520.102.079522.082542.07129
2052023.07.18 16:45sell540.102.076380.000000.00000
2062023.07.18 16:45modify540.102.076382.081042.07129
2072023.07.18 16:45modify530.102.079522.081042.07129
2082023.07.18 16:45modify520.102.079522.081042.07129
2092023.07.18 16:45modify510.102.086292.081042.07129
2102023.07.18 22:30t/p510.102.071292.081042.0712991.8411717.41
2112023.07.18 22:30t/p520.102.071292.081042.0712950.3911767.80
2122023.07.18 22:30t/p530.102.071292.081042.0712950.3911818.19
2132023.07.18 22:30t/p540.102.071292.081042.0712931.1711849.36
2142023.08.11 12:00sell550.102.117800.000000.00000
2152023.08.11 12:00modify550.102.117802.130802.10280
2162023.08.15 08:20s/l550.102.130802.130802.10280-79.9411769.42
2172023.08.23 12:00buy560.102.129270.000000.00000
2182023.08.23 12:00modify560.102.129272.116272.14427
2192023.08.24 08:15buy570.102.136150.000000.00000
2202023.08.24 08:15modify570.102.136152.134522.14427
2212023.08.24 08:15buy580.102.136150.000000.00000
2222023.08.24 08:15modify580.102.136152.133022.14427
2232023.08.24 08:15modify560.102.129272.133022.14427
2242023.08.24 08:20s/l570.102.134522.134522.14427-9.9811759.44
2252023.08.24 08:40s/l560.102.133022.133022.1442722.0611781.49
2262023.08.24 08:40s/l580.102.133022.133022.14427-19.1611762.33
2272023.09.14 16:00buy590.102.098080.000000.00000
2282023.09.14 16:00modify590.102.098082.085082.11308
2292023.09.19 08:40s/l590.102.085082.085082.11308-80.4611681.87
2302023.09.20 12:00buy600.102.073800.000000.00000
2312023.09.20 12:00modify600.102.073802.060802.08880
2322023.09.20 18:33buy610.102.080850.000000.00000
2332023.09.20 18:33modify610.102.080852.079052.08880
2342023.09.20 18:33buy620.102.080850.000000.00000
2352023.09.20 18:33modify620.102.080852.077552.08880
2362023.09.20 18:33modify600.102.073802.077552.08880
2372023.09.20 18:40modify610.102.080852.077552.08880
2382023.09.20 22:30s/l600.102.077552.077552.0888022.9611704.83
2392023.09.20 22:30s/l610.102.077552.077552.08880-20.1911684.64
2402023.09.20 22:30s/l620.102.077552.077552.08880-20.1911664.45
2412023.10.12 12:00sell630.102.051960.000000.00000
2422023.10.12 12:00modify630.102.051962.064962.03696
2432023.10.13 08:30s/l630.102.064962.064962.03696-79.7611584.68
2442023.10.23 16:00sell640.102.093680.000000.00000
2452023.10.23 16:00modify640.102.093682.106682.07868
2462023.10.24 14:20sell650.102.083860.000000.00000
2472023.10.24 14:20modify650.102.083862.088432.07868
2482023.10.24 14:20modify640.102.093682.088432.07868
2492023.10.24 21:40t/p640.102.078682.088432.0786891.6611676.34
2502023.10.24 21:40t/p650.102.078682.088432.0786831.7111708.05
2512023.11.13 20:00sell660.102.086340.000000.00000
2522023.11.13 20:00modify660.102.086342.099342.07134
2532023.11.14 19:40sell670.102.079310.000000.00000
2542023.11.14 19:40modify670.102.079312.081092.07134
2552023.11.14 19:40sell680.102.079310.000000.00000
2562023.11.14 19:40modify680.102.079312.082592.07134
2572023.11.14 19:40modify660.102.086342.082592.07134
2582023.11.14 19:45modify670.102.079312.082592.07134
2592023.11.15 07:20t/p660.102.071342.082592.0713491.4811799.53
2602023.11.15 07:20t/p670.102.071342.082592.0713448.6211848.14
2612023.11.15 07:20t/p680.102.071342.082592.0713448.6211896.76
2622023.11.15 20:00buy690.102.062100.000000.00000
2632023.11.15 20:00modify690.102.062102.049102.07710
2642023.11.16 00:40buy700.102.069040.000000.00000
2652023.11.16 00:40modify700.102.069042.067352.07710
2662023.11.16 00:40buy710.102.069040.000000.00000
2672023.11.16 00:40modify710.102.069042.065852.07710
2682023.11.16 00:40modify690.102.062102.065852.07710
2692023.11.16 00:45s/l700.102.067352.067352.07710-10.3511886.41
2702023.11.16 00:55s/l690.102.065852.065852.0771022.0611908.47
2712023.11.16 00:55s/l710.102.065852.065852.07710-19.5311888.94