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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=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=20; 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 modelled79656Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00Spread60
Total net profit1754.14Gross profit2201.14Gross loss-447.00
Profit factor4.92Expected payoff28.76
Absolute drawdown21.72Maximal drawdown283.14 (2.53%)Relative drawdown2.53% (283.14)
Total trades61Short positions (won %)41 (80.49%)Long positions (won %)20 (60.00%)
Profit trades (% of total)45 (73.77%)Loss trades (% of total)16 (26.23%)
Largestprofit trade92.04loss trade-92.57
Averageprofit trade48.91loss trade-27.94
Maximumconsecutive wins (profit in money)18 (930.36)consecutive losses (loss in money)2 (-44.83)
Maximalconsecutive profit (count of wins)930.36 (18)consecutive loss (count of losses)-92.57 (1)
Averageconsecutive wins4consecutive losses1
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/p30.101.905611.914611.9056126.3310167.59
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/p40.101.912351.903351.9123591.4110259.01
272023.02.06 13:30t/p50.101.912351.903351.9123544.6610303.67
282023.02.06 13:30t/p60.101.912351.903351.9123550.0010353.66
292023.02.06 13:30t/p70.101.912351.903351.9123525.7610379.42
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/p80.101.932591.941591.9325991.5110470.93
452023.02.23 01:40t/p90.101.932591.941591.9325948.5010519.43
462023.02.23 01:40t/p100.101.932591.941591.9325944.0210563.44
472023.02.23 01:40t/p110.101.932591.941591.9325926.5910590.03
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/p120.101.941491.950491.9414991.8610681.89
632023.03.01 02:40t/p130.101.941491.950491.9414950.4410732.34
642023.03.01 02:40t/p140.101.941491.950491.9414944.6810777.02
652023.03.01 02:40t/p150.101.941491.950491.9414925.9010802.92
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/p160.101.945121.954121.9451291.8610894.78
722023.03.13 13:40t/p170.101.945121.954121.9451226.3810921.16
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/l180.101.974551.974551.961059.2010930.36
792023.03.21 23:40s/l190.101.974551.974551.96105-32.2210898.14
802023.04.12 00:00sell200.102.006450.000000.00000
812023.04.12 00:00modify200.102.006452.021451.99145
822023.04.12 12:55sell210.101.998750.000000.00000
832023.04.12 12:55modify210.101.998752.002701.99145
842023.04.12 12:55modify200.102.006452.002701.99145
852023.04.12 13:40s/l200.102.002702.002701.9914523.0110921.15
862023.04.12 13:40s/l210.102.002702.002701.99145-24.2410896.91
872023.04.14 04:00buy220.101.987930.000000.00000
882023.04.14 04:00modify220.101.987931.972932.00293
892023.04.14 14:30buy230.101.998530.000000.00000
902023.04.14 14:30modify230.101.998531.993932.00293
912023.04.14 14:30modify220.101.987931.993932.00293
922023.04.17 04:40t/p220.102.002931.993932.0029391.7110988.62
932023.04.17 04:40t/p230.102.002931.993932.0029326.6911015.31
942023.05.02 16:00buy240.102.010250.000000.00000
952023.05.02 16:00modify240.102.010251.995252.02525
962023.05.03 20:30buy250.102.017080.000000.00000
972023.05.03 20:30modify250.102.017082.011752.02525
982023.05.03 20:30modify240.102.010252.011752.02525
992023.05.03 22:00buy260.102.017930.000000.00000
1002023.05.03 22:00modify260.102.017932.014002.02525
1012023.05.03 22:00modify250.102.017082.014002.02525
1022023.05.03 22:00modify240.102.010252.014002.02525
1032023.05.04 04:40s/l240.102.014002.014002.0252521.7911037.10
1042023.05.04 04:40s/l250.102.014002.014002.02525-19.8111017.29
1052023.05.04 04:40s/l260.102.014002.014002.02525-25.0210992.27
1062023.05.19 12:00buy270.101.982030.000000.00000
1072023.05.19 12:00modify270.101.982031.967031.99703
1082023.05.24 02:20t/p270.101.997031.967031.9970391.1111083.38
1092023.05.24 12:00sell280.102.020110.000000.00000
1102023.05.24 12:00modify280.102.020112.035112.00511
1112023.05.25 09:30s/l280.102.035112.035112.00511-92.5710990.81
1122023.05.31 08:00sell290.102.061740.000000.00000
1132023.05.31 08:00modify290.102.061742.076742.04674
1142023.06.02 03:59sell300.102.053950.000000.00000
1152023.06.02 03:59modify300.102.053952.057992.04674
1162023.06.02 03:59modify290.102.061742.057992.04674
1172023.06.02 04:25sell310.102.054900.000000.00000
1182023.06.02 04:25modify310.102.054902.060242.04674
1192023.06.02 04:30modify310.102.054902.057992.04674
1202023.06.02 04:40s/l290.102.057992.057992.0467422.3011013.11
1212023.06.02 04:40s/l300.102.057992.057992.04674-24.7910988.32
1222023.06.02 04:40s/l310.102.057992.057992.04674-18.9610969.36
1232023.06.22 12:00buy320.102.057210.000000.00000
1242023.06.22 12:00modify320.102.057212.042212.07221
1252023.06.22 18:40buy330.102.064000.000000.00000
1262023.06.22 18:40modify330.102.064002.058712.07221
1272023.06.22 18:40modify320.102.057212.058712.07221
1282023.06.22 19:05buy340.102.064710.000000.00000
1292023.06.22 19:05modify340.102.064712.060962.07221
1302023.06.22 19:05modify330.102.064002.060962.07221
1312023.06.22 19:05modify320.102.057212.060962.07221
1322023.06.22 21:40s/l320.102.060962.060962.0722123.0110992.37
1332023.06.22 21:40s/l330.102.060962.060962.07221-18.6410973.73
1342023.06.22 21:40s/l340.102.060962.060962.07221-23.0010950.73
1352023.07.05 08:00buy350.102.051950.000000.00000
1362023.07.05 08:00modify350.102.051952.036952.06695
1372023.07.06 04:15buy360.102.059550.000000.00000
1382023.07.06 04:15modify360.102.059552.055702.06695
1392023.07.06 04:15modify350.102.051952.055702.06695
1402023.07.06 04:30s/l350.102.055702.055702.0669522.1010972.83
1412023.07.06 04:30s/l360.102.055702.055702.06695-23.6210949.21
1422023.07.11 16:00sell370.102.087290.000000.00000
1432023.07.11 16:00modify370.102.087292.102292.07229
1442023.07.12 12:30sell380.102.080540.000000.00000
1452023.07.12 12:30modify380.102.080542.085792.07229
1462023.07.12 12:30modify370.102.087292.085792.07229
1472023.07.12 13:40t/p370.102.072292.085792.0722991.8611041.07
1482023.07.12 13:40t/p380.102.072292.085792.0722950.6211091.69
1492023.08.24 00:00buy390.102.129630.000000.00000
1502023.08.24 00:00modify390.102.129632.114632.14463
1512023.08.30 20:40buy400.102.136450.000000.00000
1522023.08.30 20:40modify400.102.136452.131132.14463
1532023.08.30 20:40modify390.102.129632.131132.14463
1542023.08.30 21:06s/l390.102.131132.131132.144637.9911099.68
1552023.08.30 21:06s/l400.102.131132.131132.14463-32.6411067.04
1562023.08.31 04:00sell410.102.134550.000000.00000
1572023.08.31 04:00modify410.102.134552.149552.11955
1582023.08.31 15:15sell420.102.127660.000000.00000
1592023.08.31 15:15modify420.102.127662.133052.11955
1602023.08.31 15:15modify410.102.134552.133052.11955
1612023.08.31 18:40sell430.102.123970.000000.00000
1622023.08.31 18:40modify430.102.123972.128552.11955
1632023.08.31 18:40modify420.102.127662.128552.11955
1642023.08.31 18:40modify410.102.134552.128552.11955
1652023.09.01 01:40t/p410.102.119552.128552.1195591.8611158.90
1662023.09.01 01:40t/p420.102.119552.128552.1195549.5811208.49
1672023.09.01 01:40t/p430.102.119552.128552.1195526.9411235.43
1682023.09.05 16:00sell440.102.138650.000000.00000
1692023.09.05 16:00modify440.102.138652.153652.12365
1702023.09.06 06:15sell450.102.130930.000000.00000
1712023.09.06 06:15modify450.102.130932.134902.12365
1722023.09.06 06:15modify440.102.138652.134902.12365
1732023.09.06 07:20s/l440.102.134902.134902.1236522.8311258.26
1742023.09.06 07:20s/l450.102.134902.134902.12365-24.3611233.90
1752023.10.13 08:00sell460.102.061680.000000.00000
1762023.10.13 08:00modify460.102.061682.076682.04668
1772023.10.15 21:26sell470.102.054650.000000.00000
1782023.10.15 21:26modify470.102.054652.060182.04668
1792023.10.15 21:26modify460.102.061682.060182.04668
1802023.10.16 08:10sell480.102.054140.000000.00000
1812023.10.16 08:10modify480.102.054142.057932.04668
1822023.10.16 08:10modify470.102.054652.057932.04668
1832023.10.16 08:10modify460.102.061682.057932.04668
1842023.10.16 13:40s/l460.102.057932.057932.0466822.8311256.73
1852023.10.16 13:40s/l470.102.057932.057932.04668-20.3111236.43
1862023.10.16 13:40s/l480.102.057932.057932.04668-23.2611213.17
1872023.10.24 00:00sell490.102.093390.000000.00000
1882023.10.24 00:00modify490.102.093392.108392.07839
1892023.10.24 13:00sell500.102.086350.000000.00000
1902023.10.24 13:00modify500.102.086352.091892.07839
1912023.10.24 13:00modify490.102.093392.091892.07839
1922023.10.24 14:33sell510.102.082650.000000.00000
1932023.10.24 14:33modify510.102.082652.087392.07839
1942023.10.24 14:33modify500.102.086352.087392.07839
1952023.10.24 14:33modify490.102.093392.087392.07839
1962023.10.24 15:35sell520.102.085880.000000.00000
1972023.10.24 15:35modify520.102.085882.089642.07839
1982023.10.24 15:40modify520.102.085882.087392.07839
1992023.10.25 00:30t/p490.102.078392.087392.0783991.8611305.03
2002023.10.25 00:30t/p500.102.078392.087392.0783948.6611353.69
2012023.10.25 00:30t/p510.102.078392.087392.0783925.9611379.65
2022023.10.25 00:30t/p520.102.078392.087392.0783945.7811425.43
2032023.11.01 04:00sell530.102.091950.000000.00000
2042023.11.01 04:00modify530.102.091952.106952.07695
2052023.11.01 09:40sell540.102.085030.000000.00000
2062023.11.01 09:40modify540.102.085032.090452.07695
2072023.11.01 09:40modify530.102.091952.090452.07695
2082023.11.01 10:55sell550.102.084160.000000.00000
2092023.11.01 10:55modify550.102.084162.088202.07695
2102023.11.01 10:55modify540.102.085032.088202.07695
2112023.11.01 10:55modify530.102.091952.088202.07695
2122023.11.01 12:20sell560.102.081240.000000.00000
2132023.11.01 12:20modify560.102.081242.085952.07695
2142023.11.01 12:20modify550.102.084162.085952.07695
2152023.11.01 12:20modify540.102.085032.085952.07695
2162023.11.01 12:20modify530.102.091952.085952.07695
2172023.11.01 14:05t/p530.102.076952.085952.0769592.0411517.47
2182023.11.01 14:05t/p540.102.076952.085952.0769549.5711567.04
2192023.11.01 14:05t/p550.102.076952.085952.0769544.2411611.28
2202023.11.01 14:05t/p560.102.076952.085952.0769526.3211637.60
2212023.11.02 16:00buy570.102.069080.000000.00000
2222023.11.02 16:00modify570.102.069082.054082.08408
2232023.11.06 12:55buy580.102.076830.000000.00000
2242023.11.06 12:55modify580.102.076832.072832.08408
2252023.11.06 12:55modify570.102.069082.072832.08408
2262023.11.06 14:30buy590.102.075930.000000.00000
2272023.11.06 14:30modify590.102.075932.070582.08408
2282023.11.06 14:35modify590.102.075932.072832.08408
2292023.11.06 15:30s/l570.102.072832.072832.0840822.3911660.00
2302023.11.06 15:30s/l580.102.072832.072832.08408-24.5411635.46
2312023.11.06 15:30s/l590.102.072832.072832.08408-19.0211616.44
2322023.11.14 12:00sell600.102.093510.000000.00000
2332023.11.14 12:00modify600.102.093512.108512.07851
2342023.11.14 14:30sell610.102.086010.000000.00000
2352023.11.14 14:30modify610.102.086012.089762.07851
2362023.11.14 14:30modify600.102.093512.089762.07851
2372023.11.15 01:40t/p600.102.078512.089762.0785191.8611708.30
2382023.11.15 01:40t/p610.102.078512.089762.0785145.8411754.14