Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)

SymbolGBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000)
Period4 Hours (H4) 2023.01.02 04:00 - 2023.12.29 20:00 (2023.01.01 - 2024.01.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=3; 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 test2606Ticks modelled79660Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread60
Total net profit1721.51Gross profit2326.01Gross loss-604.50
Profit factor3.85Expected payoff23.26
Absolute drawdown51.36Maximal drawdown221.07 (1.88%)Relative drawdown1.91% (206.15)
Total trades74Short positions (won %)44 (75.00%)Long positions (won %)30 (66.67%)
Profit trades (% of total)53 (71.62%)Loss trades (% of total)21 (28.38%)
Largestprofit trade79.77loss trade-79.96
Averageprofit trade43.89loss trade-28.79
Maximumconsecutive wins (profit in money)14 (709.41)consecutive losses (loss in money)3 (-51.16)
Maximalconsecutive profit (count of wins)709.41 (14)consecutive loss (count of losses)-104.51 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.03 12:00sell10.101.920740.000000.00000
22023.01.03 12:00modify10.101.920741.933741.90774
32023.01.03 16:40sell20.101.915360.000000.00000
42023.01.03 16:40modify20.101.915361.919441.90774
52023.01.03 16:40modify10.101.920741.919441.90774
62023.01.03 17:15s/l10.101.919441.919441.907747.9810007.98
72023.01.03 17:15s/l20.101.919441.919441.90774-25.039982.95
82023.01.19 12:00sell30.101.935360.000000.00000
92023.01.19 12:00modify30.101.935361.948361.92236
102023.01.20 04:50sell40.101.929980.000000.00000
112023.01.20 04:50modify40.101.929981.934061.92236
122023.01.20 04:50modify30.101.935361.934061.92236
132023.01.20 07:20sell50.101.926740.000000.00000
142023.01.20 07:20modify50.101.926741.930811.92236
152023.01.20 07:20modify40.101.929981.930811.92236
162023.01.20 07:20modify30.101.935361.930811.92236
172023.01.20 08:40t/p30.101.922361.930811.9223679.5910062.54
182023.01.20 08:40t/p40.101.922361.930811.9223646.7610109.30
192023.01.20 08:40t/p50.101.922361.930811.9223626.8810136.18
202023.01.24 16:00buy60.101.894040.000000.00000
212023.01.24 16:00modify60.101.894041.881041.90704
222023.01.24 23:20buy70.101.902070.000000.00000
232023.01.24 23:20modify70.101.902071.897291.90704
242023.01.24 23:20modify60.101.894041.897291.90704
252023.01.25 00:05buy80.101.899270.000000.00000
262023.01.25 00:05modify80.101.899271.895341.90704
272023.01.25 00:10modify80.101.899271.897291.90704
282023.01.25 00:55buy90.101.902720.000000.00000
292023.01.25 00:55modify90.101.902721.898591.90704
302023.01.25 00:55modify70.101.902071.898591.90704
312023.01.25 00:55modify80.101.899271.898591.90704
322023.01.25 00:55modify60.101.894041.898591.90704
332023.01.25 03:30s/l60.101.898591.898591.9070427.6210163.80
342023.01.25 03:30s/l70.101.898591.898591.90704-21.6510142.15
352023.01.25 03:30s/l80.101.898591.898591.90704-4.1710137.98
362023.01.25 03:30s/l90.101.898591.898591.90704-25.3410112.64
372023.02.02 12:00buy100.101.891810.000000.00000
382023.02.02 12:00modify100.101.891811.878811.90481
392023.02.03 13:50buy110.101.897060.000000.00000
402023.02.03 13:50modify110.101.897061.893111.90481
412023.02.03 13:50modify100.101.891811.893111.90481
422023.02.03 15:50buy120.101.900340.000000.00000
432023.02.03 15:50modify120.101.900341.896361.90481
442023.02.03 15:50modify110.101.897061.896361.90481
452023.02.03 15:50modify100.101.891811.896361.90481
462023.02.03 19:40t/p100.101.904811.896361.9048179.4610192.09
472023.02.03 19:40t/p110.101.904811.896361.9048147.5510239.64
482023.02.03 19:40t/p120.101.904811.896361.9048127.4210267.06
492023.02.06 12:00sell130.101.912170.000000.00000
502023.02.06 12:00modify130.101.912171.925171.89917
512023.02.06 20:40sell140.101.906940.000000.00000
522023.02.06 20:40modify140.101.906941.910871.89917
532023.02.06 20:40modify130.101.912171.910871.89917
542023.02.06 22:05sell150.101.904360.000000.00000
552023.02.06 22:05modify150.101.904361.908921.89917
562023.02.06 22:05modify140.101.906941.908921.89917
572023.02.06 22:05modify130.101.912171.908921.89917
582023.02.07 07:20sell160.101.903690.000000.00000
592023.02.07 07:20modify160.101.903691.907621.89917
602023.02.07 07:20modify150.101.904361.907621.89917
612023.02.07 07:20modify140.101.906941.907621.89917
622023.02.07 07:20modify130.101.912171.907621.89917
632023.02.07 09:53t/p130.101.899171.907621.8991779.5910346.66
642023.02.07 09:53t/p140.101.899171.907621.8991747.5010394.16
652023.02.07 09:53t/p150.101.899171.907621.8991731.6610425.82
662023.02.07 09:53t/p160.101.899171.907621.8991727.7310453.55
672023.02.21 16:00sell170.101.947270.000000.00000
682023.02.21 16:00modify170.101.947271.960271.93427
692023.02.22 06:30sell180.101.942040.000000.00000
702023.02.22 06:30modify180.101.942041.945971.93427
712023.02.22 06:30modify170.101.947271.945971.93427
722023.02.22 11:40sell190.101.939410.000000.00000
732023.02.22 11:40modify190.101.939411.944021.93427
742023.02.22 11:40modify180.101.942041.944021.93427
752023.02.22 11:40modify170.101.947271.944021.93427
762023.02.22 22:15t/p170.101.934271.944021.9342779.6010533.15
772023.02.22 22:15t/p180.101.934271.944021.9342747.6810580.83
782023.02.22 22:15t/p190.101.934271.944021.9342731.5510612.38
792023.02.27 20:00sell200.101.955770.000000.00000
802023.02.27 20:00modify200.101.955771.968771.94277
812023.02.28 18:05sell210.101.950360.000000.00000
822023.02.28 18:05modify210.101.950361.954471.94277
832023.02.28 18:05modify200.101.955771.954471.94277
842023.02.28 18:40sell220.101.947760.000000.00000
852023.02.28 18:40modify220.101.947761.952521.94277
862023.02.28 18:40modify210.101.950361.952521.94277
872023.02.28 18:40modify200.101.955771.952521.94277
882023.02.28 19:40sell230.101.947040.000000.00000
892023.02.28 19:40modify230.101.947041.951221.94277
902023.02.28 19:40modify220.101.947761.951221.94277
912023.02.28 19:40modify210.101.950361.951221.94277
922023.02.28 19:40modify200.101.955771.951221.94277
932023.02.28 22:00t/p200.101.942771.951221.9427779.6010691.99
942023.02.28 22:00t/p210.101.942771.951221.9427746.5810738.57
952023.02.28 22:00t/p220.101.942771.951221.9427730.6210769.19
962023.02.28 22:00t/p230.101.942771.951221.9427726.2110795.40
972023.03.01 08:00buy240.101.936270.000000.00000
982023.03.01 08:00modify240.101.936271.923271.94927
992023.03.01 10:40s/l240.101.923271.923271.94927-79.7610715.64
1002023.03.10 12:00sell250.101.961420.000000.00000
1012023.03.10 12:00modify250.101.961421.974421.94842
1022023.03.13 03:40sell260.101.956120.000000.00000
1032023.03.13 03:40modify260.101.956121.960121.94842
1042023.03.13 03:40modify250.101.961421.960121.94842
1052023.03.13 07:05s/l250.101.960121.960121.948427.8010723.44
1062023.03.13 07:05s/l260.101.960121.960121.94842-24.5510698.89
1072023.03.20 20:00sell270.101.964540.000000.00000
1082023.03.20 20:00modify270.101.964541.977541.95154
1092023.03.21 08:40s/l270.101.977541.977541.95154-79.9610618.93
1102023.04.13 16:00buy280.101.987440.000000.00000
1112023.04.13 16:00modify280.101.987441.974442.00044
1122023.04.14 13:30buy290.101.992730.000000.00000
1132023.04.14 13:30modify290.101.992731.988742.00044
1142023.04.14 13:30modify280.101.987441.988742.00044
1152023.04.14 14:20buy300.101.996080.000000.00000
1162023.04.14 14:20modify300.101.996081.991992.00044
1172023.04.14 14:20modify290.101.992731.991992.00044
1182023.04.14 14:20modify280.101.987441.991992.00044
1192023.04.14 15:20t/p280.102.000441.991992.0004479.4610698.39
1202023.04.14 15:20t/p290.102.000441.991992.0004447.3010745.69
1212023.04.14 15:20t/p300.102.000441.991992.0004426.7510772.44
1222023.05.02 12:00buy310.102.008650.000000.00000
1232023.05.02 12:00modify310.102.008651.995652.02165
1242023.05.03 19:00buy320.102.014080.000000.00000
1252023.05.03 19:00modify320.102.014082.009952.02165
1262023.05.03 19:00modify310.102.008652.009952.02165
1272023.05.03 19:40buy330.102.017330.000000.00000
1282023.05.03 19:40modify330.102.017332.013202.02165
1292023.05.03 19:40modify320.102.014082.013202.02165
1302023.05.03 19:40modify310.102.008652.013202.02165
1312023.05.03 20:20buy340.102.016530.000000.00000
1322023.05.03 20:20modify340.102.016532.011902.02165
1332023.05.03 20:25modify340.102.016532.013202.02165
1342023.05.03 22:30t/p310.102.021652.013202.0216579.4510851.88
1352023.05.03 22:30t/p320.102.021652.013202.0216546.4410898.32
1362023.05.03 22:30t/p330.102.021652.013202.0216526.5010924.82
1372023.05.03 22:30t/p340.102.021652.013202.0216531.4110956.23
1382023.05.12 08:00sell350.102.004090.000000.00000
1392023.05.12 08:00modify350.102.004092.017091.99109
1402023.05.17 02:30sell360.101.998860.000000.00000
1412023.05.17 02:30modify360.101.998862.002791.99109
1422023.05.17 02:30modify350.102.004092.002791.99109
1432023.05.17 07:20sell370.101.995630.000000.00000
1442023.05.17 07:20modify370.101.995631.999541.99109
1452023.05.17 07:20modify360.101.998861.999541.99109
1462023.05.17 07:20modify350.102.004091.999541.99109
1472023.05.17 09:40t/p350.101.991091.999541.9910979.2511035.48
1482023.05.17 09:40t/p360.101.991091.999541.9910947.6811083.16
1492023.05.17 09:40t/p370.101.991091.999541.9910927.8611111.02
1502023.05.24 04:00sell380.102.013120.000000.00000
1512023.05.24 04:00modify380.102.013122.026122.00012
1522023.05.24 06:30s/l380.102.026122.026122.00012-79.7711031.25
1532023.05.31 04:00sell390.102.063340.000000.00000
1542023.05.31 04:00modify390.102.063342.076342.05034
1552023.05.31 06:40sell400.102.057950.000000.00000
1562023.05.31 06:40modify400.102.057952.062042.05034
1572023.05.31 06:40modify390.102.063342.062042.05034
1582023.05.31 07:40s/l390.102.062042.062042.050347.9811039.23
1592023.05.31 07:40s/l400.102.062042.062042.05034-25.1011014.13
1602023.06.28 08:00sell410.102.086620.000000.00000
1612023.06.28 08:00modify410.102.086622.099622.07362
1622023.06.28 11:50sell420.102.081160.000000.00000
1632023.06.28 11:50modify420.102.081162.085322.07362
1642023.06.28 11:50modify410.102.086622.085322.07362
1652023.06.28 13:50sell430.102.078170.000000.00000
1662023.06.28 13:50modify430.102.078172.082072.07362
1672023.06.28 13:50modify420.102.081162.082072.07362
1682023.06.28 13:50modify410.102.086622.082072.07362
1692023.06.28 13:55sell440.102.078600.000000.00000
1702023.06.28 13:55modify440.102.078602.083372.07362
1712023.06.28 14:00modify440.102.078602.082072.07362
1722023.06.28 14:40t/p410.102.073622.082072.0736279.7711093.90
1732023.06.28 14:40t/p420.102.073622.082072.0736246.2711140.17
1742023.06.28 14:40t/p430.102.073622.082072.0736227.9211168.09
1752023.06.28 14:40t/p440.102.073622.082072.0736230.5611198.65
1762023.07.11 12:00sell450.102.088390.000000.00000
1772023.07.11 12:00modify450.102.088392.101392.07539
1782023.07.12 12:30sell460.102.080540.000000.00000
1792023.07.12 12:30modify460.102.080542.085142.07539
1802023.07.12 12:30modify450.102.088392.085142.07539
1812023.07.12 13:30t/p450.102.075392.085142.0753979.6011278.25
1822023.07.12 13:30t/p460.102.075392.085142.0753931.6111309.86
1832023.07.18 12:00sell470.102.086290.000000.00000
1842023.07.18 12:00modify470.102.086292.099292.07329
1852023.07.18 13:40sell480.102.080890.000000.00000
1862023.07.18 13:40modify480.102.080892.084992.07329
1872023.07.18 13:40modify470.102.086292.084992.07329
1882023.07.18 14:55sell490.102.077580.000000.00000
1892023.07.18 14:55modify490.102.077582.081742.07329
1902023.07.18 14:55modify480.102.080892.081742.07329
1912023.07.18 14:55modify470.102.086292.081742.07329
1922023.07.18 22:30t/p470.102.073292.081742.0732979.7711389.63
1932023.07.18 22:30t/p480.102.073292.081742.0732946.6311436.26
1942023.07.18 22:30t/p490.102.073292.081742.0732926.3211462.58
1952023.07.20 04:00buy500.102.054740.000000.00000
1962023.07.20 04:00modify500.102.054742.041742.06774
1972023.07.20 13:50buy510.102.060080.000000.00000
1982023.07.20 13:50modify510.102.060082.056042.06774
1992023.07.20 13:50modify500.102.054742.056042.06774
2002023.07.20 15:10buy520.102.063300.000000.00000
2012023.07.20 15:10modify520.102.063302.059292.06774
2022023.07.20 15:10modify510.102.060082.059292.06774
2032023.07.20 15:10modify500.102.054742.059292.06774
2042023.07.20 16:40t/p500.102.067742.059292.0677479.7511542.33
2052023.07.20 16:40t/p510.102.067742.059292.0677446.9911589.32
2062023.07.20 16:40t/p520.102.067742.059292.0677427.2411616.56
2072023.07.21 20:00sell530.102.083390.000000.00000
2082023.07.21 20:00modify530.102.083392.096392.07039
2092023.07.24 08:40t/p530.102.070392.096392.0703979.5911696.16
2102023.08.02 04:00sell540.102.091010.000000.00000
2112023.08.02 04:00modify540.102.091012.104012.07801
2122023.08.03 10:05sell550.102.082380.000000.00000
2132023.08.03 10:05modify550.102.082382.086462.07801
2142023.08.03 10:05modify540.102.091012.086462.07801
2152023.08.03 12:35sell560.102.083010.000000.00000
2162023.08.03 12:35modify560.102.083012.087762.07801
2172023.08.03 12:40modify560.102.083012.086462.07801
2182023.08.03 13:25sell570.102.085510.000000.00000
2192023.08.03 13:25modify570.102.085512.089712.07801
2202023.08.03 13:30s/l540.102.086462.086462.0780127.3911723.54
2212023.08.03 13:30s/l550.102.086462.086462.07801-25.0311698.51
2222023.08.03 13:30s/l560.102.086462.086462.07801-21.1711677.34
2232023.08.03 13:30close570.102.087312.089712.07801-11.0511666.29
2242023.08.11 16:00sell580.102.122200.000000.00000
2252023.08.11 16:00modify580.102.122202.135202.10920
2262023.08.13 21:43sell590.102.116920.000000.00000
2272023.08.13 21:43modify590.102.116922.120902.10920
2282023.08.13 21:43modify580.102.122202.120902.10920
2292023.08.13 22:00s/l580.102.120902.120902.109207.9811674.27
2302023.08.13 22:00s/l590.102.120902.120902.10920-24.4211649.85
2312023.08.17 04:00sell600.102.151830.000000.00000
2322023.08.17 04:00modify600.102.151832.164832.13883
2332023.08.17 09:20sell610.102.143170.000000.00000
2342023.08.17 09:20modify610.102.143172.147282.13883
2352023.08.17 09:20modify600.102.151832.147282.13883
2362023.08.17 13:15sell620.102.143760.000000.00000
2372023.08.17 13:15modify620.102.143762.148582.13883
2382023.08.17 13:20modify620.102.143762.147282.13883
2392023.08.17 13:30s/l600.102.147282.147282.1388327.9211677.77
2402023.08.17 13:30s/l610.102.147282.147282.13883-25.2211652.55
2412023.08.17 13:30s/l620.102.147282.147282.13883-21.6011630.95
2422023.09.22 12:00buy630.102.052740.000000.00000
2432023.09.22 12:00modify630.102.052742.039742.06574
2442023.09.25 02:40buy640.102.058130.000000.00000
2452023.09.25 02:40modify640.102.058132.054042.06574
2462023.09.25 02:40modify630.102.052742.054042.06574
2472023.09.25 08:40s/l630.102.054042.054042.065747.6711638.62
2482023.09.25 08:40s/l640.102.054042.054042.06574-25.0911613.53
2492023.11.15 08:00buy650.102.067160.000000.00000
2502023.11.15 08:00modify650.102.067162.054162.08016
2512023.11.16 01:30buy660.102.072610.000000.00000
2522023.11.16 01:30modify660.102.072612.068462.08016
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2562023.11.16 02:50modify660.102.072612.071712.08016
2572023.11.16 02:50modify650.102.067162.071712.08016
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2612023.11.29 04:00buy680.102.053550.000000.00000
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