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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; 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=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 test2606Ticks modelled79655Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread60
Total net profit1637.36Gross profit1943.92Gross loss-306.56
Profit factor6.34Expected payoff31.49
Absolute drawdown21.72Maximal drawdown250.94 (2.24%)Relative drawdown2.24% (250.94)
Total trades52Short positions (won %)34 (82.35%)Long positions (won %)18 (61.11%)
Profit trades (% of total)39 (75.00%)Loss trades (% of total)13 (25.00%)
Largestprofit trade92.04loss trade-32.63
Averageprofit trade49.84loss trade-23.58
Maximumconsecutive wins (profit in money)18 (930.42)consecutive losses (loss in money)2 (-44.83)
Maximalconsecutive profit (count of wins)930.42 (18)consecutive loss (count of losses)-44.83 (2)
Averageconsecutive wins4consecutive losses2
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 21:40sell20.101.913690.000000.00000
42023.01.03 21:40modify20.101.913691.919111.90561
52023.01.03 21:40modify10.101.920611.919111.90561
62023.01.04 05:50sell30.101.909900.000000.00000
72023.01.04 05:50modify30.101.909901.914611.90561
82023.01.04 05:50modify20.101.913691.914611.90561
92023.01.04 05:50modify10.101.920611.914611.90561
102023.01.04 07:40t/p10.101.905611.914611.9056191.8610091.86
112023.01.04 07:40t/p20.101.905611.914611.9056149.4010141.26
122023.01.04 07:40t/p30.101.905611.914611.9056126.3210167.58
132023.02.02 08:00buy40.101.897350.000000.00000
142023.02.02 08:00modify40.101.897351.882351.91235
152023.02.03 18:50buy50.101.905020.000000.00000
162023.02.03 18:50modify50.101.905021.901101.91235
172023.02.03 18:50modify40.101.897351.901101.91235
182023.02.03 19:20buy60.101.904150.000000.00000
192023.02.03 19:20modify60.101.904151.898851.91235
202023.02.03 19:25modify60.101.904151.901101.91235
212023.02.06 06:55buy70.101.908150.000000.00000
222023.02.06 06:55modify70.101.908151.903351.91235
232023.02.06 06:55modify50.101.905021.903351.91235
242023.02.06 06:55modify60.101.904151.903351.91235
252023.02.06 06:55modify40.101.897351.903351.91235
262023.02.06 13:30t/p40.101.912351.903351.9123591.4210259.01
272023.02.06 13:30t/p50.101.912351.903351.9123544.6710303.68
282023.02.06 13:30t/p60.101.912351.903351.9123550.0110353.68
292023.02.06 13:30t/p70.101.912351.903351.9123525.7710379.45
302023.02.22 00:00sell80.101.947590.000000.00000
312023.02.22 00:00modify80.101.947591.962591.93259
322023.02.22 06:40sell90.101.940580.000000.00000
332023.02.22 06:40modify90.101.940581.946091.93259
342023.02.22 06:40modify80.101.947591.946091.93259
352023.02.22 12:20sell100.101.939850.000000.00000
362023.02.22 12:20modify100.101.939851.943841.93259
372023.02.22 12:20modify90.101.940581.943841.93259
382023.02.22 12:20modify80.101.947591.943841.93259
392023.02.22 20:10sell110.101.937010.000000.00000
402023.02.22 20:10modify110.101.937011.941591.93259
412023.02.22 20:10modify100.101.939851.941591.93259
422023.02.22 20:10modify90.101.940581.941591.93259
432023.02.22 20:10modify80.101.947591.941591.93259
442023.02.23 01:40t/p80.101.932591.941591.9325991.5110470.96
452023.02.23 01:40t/p90.101.932591.941591.9325948.5010519.46
462023.02.23 01:40t/p100.101.932591.941591.9325944.0210563.47
472023.02.23 01:40t/p110.101.932591.941591.9325926.5910590.06
482023.02.28 04:00sell120.101.956490.000000.00000
492023.02.28 04:00modify120.101.956491.971491.94149
502023.02.28 17:30sell130.101.949740.000000.00000
512023.02.28 17:30modify130.101.949741.954991.94149
522023.02.28 17:30modify120.101.956491.954991.94149
532023.02.28 18:30sell140.101.948800.000000.00000
542023.02.28 18:30modify140.101.948801.952741.94149
552023.02.28 18:30modify130.101.949741.952741.94149
562023.02.28 18:30modify120.101.956491.952741.94149
572023.02.28 20:50sell150.101.945740.000000.00000
582023.02.28 20:50modify150.101.945741.950491.94149
592023.02.28 20:50modify140.101.948801.950491.94149
602023.02.28 20:50modify130.101.949741.950491.94149
612023.02.28 20:50modify120.101.956491.950491.94149
622023.03.01 02:40t/p120.101.941491.950491.9414991.8710681.93
632023.03.01 02:40t/p130.101.941491.950491.9414950.4410732.38
642023.03.01 02:40t/p140.101.941491.950491.9414944.6810777.06
652023.03.01 02:40t/p150.101.941491.950491.9414925.9010802.96
662023.03.10 16:00sell160.101.960120.000000.00000
672023.03.10 16:00modify160.101.960121.975121.94512
682023.03.13 12:30sell170.101.949420.000000.00000
692023.03.13 12:30modify170.101.949421.954121.94512
702023.03.13 12:30modify160.101.960121.954121.94512
712023.03.13 13:40t/p160.101.945121.954121.9451291.8710894.83
722023.03.13 13:40t/p170.101.945121.954121.9451226.3910921.22
732023.03.21 16:00sell180.101.976050.000000.00000
742023.03.21 16:00modify180.101.976051.991051.96105
752023.03.21 21:05sell190.101.969300.000000.00000
762023.03.21 21:05modify190.101.969301.974551.96105
772023.03.21 21:05modify180.101.976051.974551.96105
782023.03.21 23:40s/l180.101.974551.974551.961059.2010930.42
792023.03.21 23:40s/l190.101.974551.974551.96105-32.2210898.20
802023.04.14 04:00buy200.101.987930.000000.00000
812023.04.14 04:00modify200.101.987931.972932.00293
822023.04.14 14:30buy210.101.998530.000000.00000
832023.04.14 14:30modify210.101.998531.993932.00293
842023.04.14 14:30modify200.101.987931.993932.00293
852023.04.17 04:40t/p200.102.002931.993932.0029391.7310989.93
862023.04.17 04:40t/p210.102.002931.993932.0029326.7011016.63
872023.05.02 16:00buy220.102.010250.000000.00000
882023.05.02 16:00modify220.102.010251.995252.02525
892023.05.03 20:30buy230.102.017080.000000.00000
902023.05.03 20:30modify230.102.017082.011752.02525
912023.05.03 20:30modify220.102.010252.011752.02525
922023.05.03 22:00buy240.102.017930.000000.00000
932023.05.03 22:00modify240.102.017932.014002.02525
942023.05.03 22:00modify230.102.017082.014002.02525
952023.05.03 22:00modify220.102.010252.014002.02525
962023.05.04 04:40s/l220.102.014002.014002.0252521.8011038.43
972023.05.04 04:40s/l230.102.014002.014002.02525-19.8111018.62
982023.05.04 04:40s/l240.102.014002.014002.02525-25.0210993.60
992023.05.19 12:00buy250.101.982030.000000.00000
1002023.05.19 12:00modify250.101.982031.967031.99703
1012023.05.24 02:20t/p250.101.997031.967031.9970391.1211084.72
1022023.05.31 08:00sell260.102.061740.000000.00000
1032023.05.31 08:00modify260.102.061742.076742.04674
1042023.06.02 03:59sell270.102.053950.000000.00000
1052023.06.02 03:59modify270.102.053952.057992.04674
1062023.06.02 03:59modify260.102.061742.057992.04674
1072023.06.02 04:25sell280.102.054900.000000.00000
1082023.06.02 04:25modify280.102.054902.060242.04674
1092023.06.02 04:30modify280.102.054902.057992.04674
1102023.06.02 04:40s/l260.102.057992.057992.0467422.3011107.02
1112023.06.02 04:40s/l270.102.057992.057992.04674-24.7911082.23
1122023.06.02 04:40s/l280.102.057992.057992.04674-18.9611063.27
1132023.06.22 12:00buy290.102.057210.000000.00000
1142023.06.22 12:00modify290.102.057212.042212.07221
1152023.06.22 18:40buy300.102.064000.000000.00000
1162023.06.22 18:40modify300.102.064002.058712.07221
1172023.06.22 18:40modify290.102.057212.058712.07221
1182023.06.22 19:05buy310.102.064710.000000.00000
1192023.06.22 19:05modify310.102.064712.060962.07221
1202023.06.22 19:05modify300.102.064002.060962.07221
1212023.06.22 19:05modify290.102.057212.060962.07221
1222023.06.22 21:40s/l290.102.060962.060962.0722123.0111086.28
1232023.06.22 21:40s/l300.102.060962.060962.07221-18.6511067.63
1242023.06.22 21:40s/l310.102.060962.060962.07221-23.0011044.63
1252023.07.11 16:00sell320.102.087290.000000.00000
1262023.07.11 16:00modify320.102.087292.102292.07229
1272023.07.12 12:30sell330.102.080540.000000.00000
1282023.07.12 12:30modify330.102.080542.085792.07229
1292023.07.12 12:30modify320.102.087292.085792.07229
1302023.07.12 13:40t/p320.102.072292.085792.0722991.8711136.50
1312023.07.12 13:40t/p330.102.072292.085792.0722950.6311187.13
1322023.08.24 00:00buy340.102.129630.000000.00000
1332023.08.24 00:00modify340.102.129632.114632.14463
1342023.08.30 20:40buy350.102.136450.000000.00000
1352023.08.30 20:40modify350.102.136452.131132.14463
1362023.08.30 20:40modify340.102.129632.131132.14463
1372023.08.30 21:06s/l340.102.131132.131132.144638.0011195.13
1382023.08.30 21:06s/l350.102.131132.131132.14463-32.6311162.50
1392023.08.31 04:00sell360.102.134550.000000.00000
1402023.08.31 04:00modify360.102.134552.149552.11955
1412023.08.31 15:15sell370.102.127660.000000.00000
1422023.08.31 15:15modify370.102.127662.133052.11955
1432023.08.31 15:15modify360.102.134552.133052.11955
1442023.08.31 18:40sell380.102.123970.000000.00000
1452023.08.31 18:40modify380.102.123972.128552.11955
1462023.08.31 18:40modify370.102.127662.128552.11955
1472023.08.31 18:40modify360.102.134552.128552.11955
1482023.09.01 01:40t/p360.102.119552.128552.1195591.8611254.36
1492023.09.01 01:40t/p370.102.119552.128552.1195549.5811303.95
1502023.09.01 01:40t/p380.102.119552.128552.1195526.9411330.89
1512023.09.05 16:00sell390.102.138650.000000.00000
1522023.09.05 16:00modify390.102.138652.153652.12365
1532023.09.06 06:15sell400.102.130930.000000.00000
1542023.09.06 06:15modify400.102.130932.134902.12365
1552023.09.06 06:15modify390.102.138652.134902.12365
1562023.09.06 07:20s/l390.102.134902.134902.1236522.8311353.72
1572023.09.06 07:20s/l400.102.134902.134902.12365-24.3611329.36
1582023.10.13 08:00sell410.102.061680.000000.00000
1592023.10.13 08:00modify410.102.061682.076682.04668
1602023.10.15 21:26sell420.102.054650.000000.00000
1612023.10.15 21:26modify420.102.054652.060182.04668
1622023.10.15 21:26modify410.102.061682.060182.04668
1632023.10.16 08:10sell430.102.054140.000000.00000
1642023.10.16 08:10modify430.102.054142.057932.04668
1652023.10.16 08:10modify420.102.054652.057932.04668
1662023.10.16 08:10modify410.102.061682.057932.04668
1672023.10.16 13:40s/l410.102.057932.057932.0466822.8311352.19
1682023.10.16 13:40s/l420.102.057932.057932.04668-20.3111331.89
1692023.10.16 13:40s/l430.102.057932.057932.04668-23.2611308.63
1702023.11.01 04:00sell440.102.091950.000000.00000
1712023.11.01 04:00modify440.102.091952.106952.07695
1722023.11.01 09:40sell450.102.085030.000000.00000
1732023.11.01 09:40modify450.102.085032.090452.07695
1742023.11.01 09:40modify440.102.091952.090452.07695
1752023.11.01 10:55sell460.102.084160.000000.00000
1762023.11.01 10:55modify460.102.084162.088202.07695
1772023.11.01 10:55modify450.102.085032.088202.07695
1782023.11.01 10:55modify440.102.091952.088202.07695
1792023.11.01 12:20sell470.102.081240.000000.00000
1802023.11.01 12:20modify470.102.081242.085952.07695
1812023.11.01 12:20modify460.102.084162.085952.07695
1822023.11.01 12:20modify450.102.085032.085952.07695
1832023.11.01 12:20modify440.102.091952.085952.07695
1842023.11.01 14:05t/p440.102.076952.085952.0769592.0411400.67
1852023.11.01 14:05t/p450.102.076952.085952.0769549.5811450.25
1862023.11.01 14:05t/p460.102.076952.085952.0769544.2411494.49
1872023.11.01 14:05t/p470.102.076952.085952.0769526.3211520.81
1882023.11.02 16:00buy480.102.069080.000000.00000
1892023.11.02 16:00modify480.102.069082.054082.08408
1902023.11.06 12:55buy490.102.076830.000000.00000
1912023.11.06 12:55modify490.102.076832.072832.08408
1922023.11.06 12:55modify480.102.069082.072832.08408
1932023.11.06 14:30buy500.102.075930.000000.00000
1942023.11.06 14:30modify500.102.075932.070582.08408
1952023.11.06 14:35modify500.102.075932.072832.08408
1962023.11.06 15:30s/l480.102.072832.072832.0840822.4011543.21
1972023.11.06 15:30s/l490.102.072832.072832.08408-24.5411518.67
1982023.11.06 15:30s/l500.102.072832.072832.08408-19.0211499.65
1992023.11.14 12:00sell510.102.093510.000000.00000
2002023.11.14 12:00modify510.102.093512.108512.07851
2012023.11.14 14:30sell520.102.086010.000000.00000
2022023.11.14 14:30modify520.102.086012.089762.07851
2032023.11.14 14:30modify510.102.093512.089762.07851
2042023.11.15 01:40t/p510.102.078512.089762.0785191.8611591.51
2052023.11.15 01:40t/p520.102.078512.089762.0785145.8411637.36