Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1400)

SymbolGBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000)
Period1 Hour (H1) 2023.01.02 07:00 - 2023.12.29 21:00 (2023.01.01 - 2024.01.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=9; 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=50; 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=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 test6497Ticks modelled45361064Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit761.83Gross profit1490.58Gross loss-728.75
Profit factor2.05Expected payoff12.09
Absolute drawdown37.06Maximal drawdown271.30 (2.60%)Relative drawdown2.60% (271.30)
Total trades63Short positions (won %)30 (50.00%)Long positions (won %)33 (63.64%)
Profit trades (% of total)36 (57.14%)Loss trades (% of total)27 (42.86%)
Largestprofit trade92.04loss trade-80.05
Averageprofit trade41.41loss trade-26.99
Maximumconsecutive wins (profit in money)9 (425.49)consecutive losses (loss in money)3 (-126.21)
Maximalconsecutive profit (count of wins)425.49 (9)consecutive loss (count of losses)-126.21 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.02.21 19:00sell10.101.949720.000000.00000
22023.02.21 19:00modify10.101.949721.962721.93472
32023.02.22 01:01sell20.101.942170.000000.00000
42023.02.22 01:01modify20.101.942171.948221.93472
52023.02.22 01:01sell30.101.942170.000000.00000
62023.02.22 01:01modify30.101.942171.945971.93472
72023.02.22 01:01modify10.101.949721.945971.93472
82023.02.22 01:01modify20.101.942171.945971.93472
92023.02.22 01:03s/l10.101.945971.945971.9347222.8310022.83
102023.02.22 01:03s/l20.101.945971.945971.93472-23.329999.51
112023.02.22 01:03s/l30.101.945971.945971.93472-23.329976.19
122023.02.28 10:00sell40.101.964820.000000.00000
132023.02.28 10:00modify40.101.964821.977821.94982
142023.02.28 15:50sell50.101.957310.000000.00000
152023.02.28 15:50modify50.101.957311.963321.94982
162023.02.28 15:50sell60.101.957310.000000.00000
172023.02.28 15:50modify60.101.957311.961071.94982
182023.02.28 15:50modify40.101.964821.961071.94982
192023.02.28 15:50modify50.101.957311.961071.94982
202023.02.28 16:05sell70.101.952800.000000.00000
212023.02.28 16:05modify70.101.952801.958821.94982
222023.02.28 16:05modify60.101.957311.958821.94982
232023.02.28 16:05modify50.101.957311.958821.94982
242023.02.28 16:05modify40.101.964821.958821.94982
252023.02.28 17:48t/p40.101.949821.958821.9498292.0410068.23
262023.02.28 17:48t/p50.101.949821.958821.9498245.9610114.19
272023.02.28 17:48t/p60.101.949821.958821.9498245.9610160.15
282023.02.28 17:48t/p70.101.949821.958821.9498218.2810178.43
292023.03.01 13:00buy80.101.924780.000000.00000
302023.03.01 13:00modify80.101.924781.911781.93978
312023.03.03 14:58buy90.101.932290.000000.00000
322023.03.03 14:58modify90.101.932291.926281.93978
332023.03.03 14:58buy100.101.932290.000000.00000
342023.03.03 14:58modify100.101.932291.928531.93978
352023.03.03 14:58modify80.101.924781.928531.93978
362023.03.03 14:58modify90.101.932291.928531.93978
372023.03.05 23:08buy110.101.936870.000000.00000
382023.03.05 23:08modify110.101.936871.930781.93978
392023.03.05 23:08modify100.101.932291.930781.93978
402023.03.05 23:08modify90.101.932291.930781.93978
412023.03.05 23:08modify80.101.924781.930781.93978
422023.03.06 08:28t/p80.101.939781.930781.9397890.5110268.94
432023.03.06 08:28t/p90.101.939781.930781.9397845.6510314.59
442023.03.06 08:28t/p100.101.939781.930781.9397845.6510360.23
452023.03.06 08:28t/p110.101.939781.930781.9397817.5510377.78
462023.03.10 11:00sell120.101.961390.000000.00000
472023.03.10 11:00modify120.101.961391.974391.94639
482023.03.13 08:33sell130.101.953870.000000.00000
492023.03.13 08:33modify130.101.953871.959891.94639
502023.03.13 08:33sell140.101.953870.000000.00000
512023.03.13 08:33modify140.101.953871.957641.94639
522023.03.13 08:33modify120.101.961391.957641.94639
532023.03.13 08:33modify130.101.953871.957641.94639
542023.03.13 09:52s/l120.101.957641.957641.9463922.8310400.61
552023.03.13 09:52s/l130.101.957641.957641.94639-23.1310377.48
562023.03.13 09:52s/l140.101.957641.957641.94639-23.1310354.35
572023.03.20 20:00sell150.101.964540.000000.00000
582023.03.20 20:00modify150.101.964541.977541.94954
592023.03.21 08:43s/l150.101.977541.977541.94954-79.9510274.40
602023.04.06 17:00sell160.101.992110.000000.00000
612023.04.06 17:00modify160.101.992112.005111.97711
622023.04.07 09:34sell170.101.984600.000000.00000
632023.04.07 09:34modify170.101.984601.990611.97711
642023.04.07 09:34sell180.101.984600.000000.00000
652023.04.07 09:34modify180.101.984601.988361.97711
662023.04.07 09:34modify160.101.992111.988361.97711
672023.04.07 09:34modify170.101.984601.988361.97711
682023.04.07 12:30s/l160.101.988361.988361.9771122.8310297.24
692023.04.07 12:30s/l170.101.988361.988361.97711-23.0710274.17
702023.04.07 12:30s/l180.101.988361.988361.97711-23.0710251.10
712023.04.11 12:00sell190.102.001820.000000.00000
722023.04.11 12:00modify190.102.001822.014821.98682
732023.04.13 13:06sell200.101.994310.000000.00000
742023.04.13 13:06modify200.101.994312.000321.98682
752023.04.13 13:06sell210.101.994310.000000.00000
762023.04.13 13:06modify210.101.994311.998071.98682
772023.04.13 13:06modify190.102.001821.998071.98682
782023.04.13 13:06modify200.101.994311.998071.98682
792023.04.13 13:45sell220.101.989770.000000.00000
802023.04.13 13:45modify220.101.989771.995821.98682
812023.04.13 13:45modify210.101.994311.995821.98682
822023.04.13 13:45modify200.101.994311.995821.98682
832023.04.13 13:45modify190.102.001821.995821.98682
842023.04.13 15:19t/p190.101.986821.995821.9868291.3410342.44
852023.04.13 15:19t/p200.101.986821.995821.9868245.9610388.40
862023.04.13 15:19t/p210.101.986821.995821.9868245.9610434.36
872023.04.13 15:19t/p220.101.986821.995821.9868218.1010452.46
882023.04.13 18:00buy230.101.986440.000000.00000
892023.04.13 18:00modify230.101.986441.973442.00144
902023.04.14 14:08buy240.101.993960.000000.00000
912023.04.14 14:08modify240.101.993961.987942.00144
922023.04.14 14:08buy250.101.993960.000000.00000
932023.04.14 14:08modify250.101.993961.990192.00144
942023.04.14 14:08modify230.101.986441.990192.00144
952023.04.14 14:08modify240.101.993961.990192.00144
962023.04.14 14:24buy260.101.998480.000000.00000
972023.04.14 14:24modify260.101.998481.992442.00144
982023.04.14 14:24modify250.101.993961.992442.00144
992023.04.14 14:24modify240.101.993961.992442.00144
1002023.04.14 14:24modify230.101.986441.992442.00144
1012023.04.14 15:24t/p230.102.001441.992442.0014491.7210544.17
1022023.04.14 15:24t/p240.102.001441.992442.0014445.8910590.06
1032023.04.14 15:24t/p250.102.001441.992442.0014445.8910635.95
1042023.04.14 15:24t/p260.102.001441.992442.0014418.1610654.11
1052023.04.26 10:00sell270.102.035180.000000.00000
1062023.04.26 10:00modify270.102.035182.048182.02018
1072023.04.27 06:18sell280.102.027670.000000.00000
1082023.04.27 06:18modify280.102.027672.033682.02018
1092023.04.27 06:18sell290.102.027670.000000.00000
1102023.04.27 06:18modify290.102.027672.031432.02018
1112023.04.27 06:18modify270.102.035182.031432.02018
1122023.04.27 06:18modify280.102.027672.031432.02018
1132023.04.27 13:09s/l270.102.031432.031432.0201822.4810676.59
1142023.04.27 13:09s/l280.102.031432.031432.02018-23.0710653.52
1152023.04.27 13:09s/l290.102.031432.031432.02018-23.0710630.45
1162023.05.02 11:00buy300.102.014320.000000.00000
1172023.05.02 11:00modify300.102.014322.001322.02932
1182023.05.03 01:15s/l300.102.001322.001322.02932-80.0510550.40
1192023.05.08 16:00buy310.101.989770.000000.00000
1202023.05.08 16:00modify310.101.989771.976772.00477
1212023.05.12 03:09buy320.101.997300.000000.00000
1222023.05.12 03:09modify320.101.997301.991272.00477
1232023.05.12 03:09buy330.101.997300.000000.00000
1242023.05.12 03:09modify330.101.997301.993522.00477
1252023.05.12 03:09modify310.101.989771.993522.00477
1262023.05.12 03:09modify320.101.997301.993522.00477
1272023.05.12 03:33buy340.102.001790.000000.00000
1282023.05.12 03:33modify340.102.001791.995772.00477
1292023.05.12 03:33modify330.101.997301.995772.00477
1302023.05.12 03:33modify320.101.997301.995772.00477
1312023.05.12 03:33modify310.101.989771.995772.00477
1322023.05.12 07:04t/p310.102.004771.995772.0047790.2010640.60
1332023.05.12 07:04t/p320.102.004771.995772.0047745.8210686.42
1342023.05.12 07:04t/p330.102.004771.995772.0047745.8210732.24
1352023.05.12 07:04t/p340.102.004771.995772.0047718.2810750.52
1362023.05.12 12:00sell350.102.010670.000000.00000
1372023.05.12 12:00modify350.102.010672.023671.99567
1382023.05.16 00:40sell360.102.003120.000000.00000
1392023.05.16 00:40modify360.102.003122.009171.99567
1402023.05.16 00:40sell370.102.003120.000000.00000
1412023.05.16 00:40modify370.102.003122.006921.99567
1422023.05.16 00:40modify350.102.010672.006921.99567
1432023.05.16 00:40modify360.102.003122.006921.99567
1442023.05.16 05:40s/l350.102.006922.006921.9956722.6510773.18
1452023.05.16 05:40s/l360.102.006922.006921.99567-23.3210749.86
1462023.05.16 05:40s/l370.102.006922.006921.99567-23.3210726.54
1472023.05.17 11:00buy380.101.992130.000000.00000
1482023.05.17 11:00modify380.101.992131.979132.00713
1492023.05.17 15:01buy390.101.999630.000000.00000
1502023.05.17 15:01modify390.101.999631.993632.00713
1512023.05.17 15:01buy400.101.999630.000000.00000
1522023.05.17 15:01modify400.101.999631.995882.00713
1532023.05.17 15:01modify380.101.992131.995882.00713
1542023.05.17 15:01modify390.101.999631.995882.00713
1552023.05.17 15:47s/l380.101.995881.995882.0071323.0010749.54
1562023.05.17 15:47s/l390.101.995881.995882.00713-23.0110726.53
1572023.05.17 15:47s/l400.101.995881.995882.00713-23.0110703.52
1582023.07.11 13:00sell410.102.087550.000000.00000
1592023.07.11 13:00modify410.102.087552.100552.07255
1602023.07.12 02:23sell420.102.080010.000000.00000
1612023.07.12 02:23modify420.102.080012.086052.07255
1622023.07.12 02:23sell430.102.080010.000000.00000
1632023.07.12 02:23modify430.102.080012.083802.07255
1642023.07.12 02:23modify410.102.087552.083802.07255
1652023.07.12 02:23modify420.102.080012.083802.07255
1662023.07.12 05:23s/l410.102.083802.083802.0725522.8310726.35
1672023.07.12 05:23s/l420.102.083802.083802.07255-23.2510703.10
1682023.07.12 05:23s/l430.102.083802.083802.07255-23.2510679.85
1692023.07.12 19:00buy440.102.060770.000000.00000
1702023.07.12 19:00modify440.102.060772.047772.07577
1712023.07.17 13:33buy450.102.068270.000000.00000
1722023.07.17 13:33modify450.102.068272.062272.07577
1732023.07.17 13:33buy460.102.068270.000000.00000
1742023.07.17 13:33modify460.102.068272.064522.07577
1752023.07.17 13:33modify440.102.060772.064522.07577
1762023.07.17 13:33modify450.102.068272.064522.07577
1772023.07.17 16:00s/l440.102.064522.064522.0757721.5010701.34
1782023.07.17 16:00s/l450.102.064522.064522.07577-23.0010678.34
1792023.07.17 16:00s/l460.102.064522.064522.07577-23.0010655.34
1802023.07.31 16:00buy470.102.067840.000000.00000
1812023.07.31 16:00modify470.102.067842.054842.08284
1822023.08.01 06:28buy480.102.075390.000000.00000
1832023.08.01 06:28modify480.102.075392.069342.08284
1842023.08.01 06:28buy490.102.075390.000000.00000
1852023.08.01 06:28modify490.102.075392.071592.08284
1862023.08.01 06:28modify470.102.067842.071592.08284
1872023.08.01 06:28modify480.102.075392.071592.08284
1882023.08.01 07:49buy500.102.079870.000000.00000
1892023.08.01 07:49modify500.102.079872.073842.08284
1902023.08.01 07:49modify490.102.075392.073842.08284
1912023.08.01 07:49modify480.102.075392.073842.08284
1922023.08.01 07:49modify470.102.067842.073842.08284
1932023.08.01 08:49t/p470.102.082842.073842.0828491.7310747.07
1942023.08.01 08:49t/p480.102.082842.073842.0828445.7110792.78
1952023.08.01 08:49t/p490.102.082842.073842.0828445.7110838.49
1962023.08.01 08:49t/p500.102.082842.073842.0828418.2210856.71
1972023.09.22 14:00buy510.102.051550.000000.00000
1982023.09.22 14:00modify510.102.051552.038552.06655
1992023.09.25 05:08buy520.102.059050.000000.00000
2002023.09.25 05:08modify520.102.059052.053052.06655
2012023.09.25 05:08buy530.102.059050.000000.00000
2022023.09.25 05:08modify530.102.059052.055302.06655
2032023.09.25 05:08modify510.102.051552.055302.06655
2042023.09.25 05:08modify520.102.059052.055302.06655
2052023.09.25 08:12s/l510.102.055302.055302.0665522.7110879.42
2062023.09.25 08:12s/l520.102.055302.055302.06655-23.0010856.42
2072023.09.25 08:12s/l530.102.055302.055302.06655-23.0010833.42
2082023.11.06 12:00sell540.102.077110.000000.00000
2092023.11.06 12:00modify540.102.077112.090112.06211
2102023.11.06 18:04sell550.102.069600.000000.00000
2112023.11.06 18:04modify550.102.069602.075612.06211
2122023.11.06 18:04sell560.102.069600.000000.00000
2132023.11.06 18:04modify560.102.069602.073362.06211
2142023.11.06 18:04modify540.102.077112.073362.06211
2152023.11.06 18:04modify550.102.069602.073362.06211
2162023.11.07 01:12s/l540.102.073362.073362.0621122.8310856.25
2172023.11.07 01:12s/l550.102.073362.073362.06211-23.2510833.00
2182023.11.07 01:12s/l560.102.073362.073362.06211-23.2510809.76
2192023.11.15 10:00buy570.102.064900.000000.00000
2202023.11.15 10:00modify570.102.064902.051902.07990
2212023.11.16 01:50buy580.102.072430.000000.00000
2222023.11.16 01:50modify580.102.072432.066402.07990
2232023.11.16 01:50buy590.102.072430.000000.00000
2242023.11.16 01:50modify590.102.072432.068652.07990
2252023.11.16 01:50modify570.102.064902.068652.07990
2262023.11.16 01:50modify580.102.072432.068652.07990
2272023.11.16 07:46s/l570.102.068652.068652.0799022.0910831.85
2282023.11.16 07:46s/l580.102.068652.068652.07990-23.1910808.66
2292023.11.16 07:46s/l590.102.068652.068652.07990-23.1910785.47
2302023.12.20 13:00buy600.102.011870.000000.00000
2312023.12.20 13:00modify600.102.011871.998872.02687
2322023.12.20 20:24buy610.102.019370.000000.00000
2332023.12.20 20:24modify610.102.019372.013372.02687
2342023.12.20 20:24buy620.102.019370.000000.00000
2352023.12.20 20:24modify620.102.019372.015622.02687
2362023.12.20 20:24modify600.102.011872.015622.02687
2372023.12.20 20:24modify610.102.019372.015622.02687
2382023.12.20 22:36buy630.102.024130.000000.00000
2392023.12.20 22:36modify630.102.024132.017872.02687
2402023.12.20 22:36modify620.102.019372.017872.02687
2412023.12.20 22:36modify610.102.019372.017872.02687
2422023.12.20 22:36modify600.102.011872.017872.02687
2432023.12.21 13:40s/l600.102.017872.017872.0268735.9010821.37
2442023.12.21 13:40s/l610.102.017872.017872.02687-10.1110811.26
2452023.12.21 13:40s/l620.102.017872.017872.02687-10.1110801.15
2462023.12.21 13:40s/l630.102.017872.017872.02687-39.3210761.83