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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; 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=18; 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 profit1602.46Gross profit1713.69Gross loss-111.23
Profit factor15.41Expected payoff43.31
Absolute drawdown34.32Maximal drawdown122.10 (1.16%)Relative drawdown1.16% (122.10)
Total trades37Short positions (won %)22 (95.45%)Long positions (won %)15 (80.00%)
Profit trades (% of total)33 (89.19%)Loss trades (% of total)4 (10.81%)
Largestprofit trade92.10loss trade-29.35
Averageprofit trade51.93loss trade-27.81
Maximumconsecutive wins (profit in money)21 (1125.20)consecutive losses (loss in money)1 (-29.35)
Maximalconsecutive profit (count of wins)1125.20 (21)consecutive loss (count of losses)-29.35 (1)
Averageconsecutive wins8consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.19 12:00sell10.101.935360.000000.00000
22023.01.19 12:00modify10.101.935361.947361.92036
32023.01.20 04:50sell20.101.929980.000000.00000
42023.01.20 04:50modify20.101.929981.934611.92036
52023.01.20 04:50modify10.101.935361.934611.92036
62023.01.20 07:50sell30.101.923340.000000.00000
72023.01.20 07:50modify30.101.923341.930111.92036
82023.01.20 07:50modify20.101.929981.930111.92036
92023.01.20 07:50modify10.101.935361.930111.92036
102023.01.20 09:15t/p10.101.920361.930111.9203691.9110091.91
112023.01.20 09:15t/p20.101.920361.930111.9203659.0610150.97
122023.01.20 09:15t/p30.101.920361.930111.9203618.2910169.26
132023.01.24 16:00buy40.101.894040.000000.00000
142023.01.24 16:00modify40.101.894041.882041.90904
152023.01.25 03:35buy50.101.899420.000000.00000
162023.01.25 03:35modify50.101.899421.894791.90904
172023.01.25 03:35modify40.101.894041.894791.90904
182023.01.25 12:30buy60.101.902350.000000.00000
192023.01.25 12:30modify60.101.902351.898541.90904
202023.01.25 12:30modify50.101.899421.898541.90904
212023.01.25 12:30modify40.101.894041.898541.90904
222023.01.25 14:40t/p40.101.909041.898541.9090491.7710261.03
232023.01.25 14:40t/p50.101.909041.898541.9090459.0510320.08
242023.01.25 14:40t/p60.101.909041.898541.9090441.0710361.15
252023.02.02 16:00buy70.101.888610.000000.00000
262023.02.02 16:00modify70.101.888611.876611.90361
272023.02.03 12:05buy80.101.894070.000000.00000
282023.02.03 12:05modify80.101.894071.889361.90361
292023.02.03 12:05modify70.101.888611.889361.90361
302023.02.03 13:05s/l70.101.889361.889361.903614.3010365.45
312023.02.03 13:05s/l80.101.889361.889361.90361-28.9110336.54
322023.02.06 16:00sell90.101.913380.000000.00000
332023.02.06 16:00modify90.101.913381.925381.89838
342023.02.06 19:40sell100.101.908090.000000.00000
352023.02.06 19:40modify100.101.908091.912631.89838
362023.02.06 19:40modify90.101.913381.912631.89838
372023.02.06 22:25sell110.101.905040.000000.00000
382023.02.06 22:25modify110.101.905041.908881.89838
392023.02.06 22:25modify100.101.908091.908881.89838
402023.02.06 22:25modify90.101.913381.908881.89838
412023.02.07 07:40sell120.101.901380.000000.00000
422023.02.07 07:40modify120.101.901381.908131.89838
432023.02.07 07:40modify110.101.905041.908131.89838
442023.02.07 07:40modify100.101.908091.908131.89838
452023.02.07 07:40modify90.101.913381.908131.89838
462023.02.07 09:53t/p90.101.898381.908131.8983891.9210428.46
472023.02.07 09:53t/p100.101.898381.908131.8983859.4410487.90
482023.02.07 09:53t/p110.101.898381.908131.8983840.7110528.61
492023.02.07 09:53t/p120.101.898381.908131.8983818.4210547.03
502023.02.21 16:00sell130.101.947270.000000.00000
512023.02.21 16:00modify130.101.947271.959271.93227
522023.02.22 09:25sell140.101.941820.000000.00000
532023.02.22 09:25modify140.101.941821.946521.93227
542023.02.22 09:25modify130.101.947271.946521.93227
552023.02.22 12:30sell150.101.938910.000000.00000
562023.02.22 12:30modify150.101.938911.942771.93227
572023.02.22 12:30modify140.101.941821.942771.93227
582023.02.22 12:30modify130.101.947271.942771.93227
592023.02.22 15:50sell160.101.935260.000000.00000
602023.02.22 15:50modify160.101.935261.942021.93227
612023.02.22 15:50modify150.101.938911.942021.93227
622023.02.22 15:50modify140.101.941821.942021.93227
632023.02.22 15:50modify130.101.947271.942021.93227
642023.02.23 01:40t/p130.101.932271.942021.9322791.3810638.41
652023.02.23 01:40t/p140.101.932271.942021.9322758.1010696.51
662023.02.23 01:40t/p150.101.932271.942021.9322740.2310736.74
672023.02.23 01:40t/p160.101.932271.942021.9322717.8310754.56
682023.02.28 12:00sell170.101.963380.000000.00000
692023.02.28 12:00modify170.101.963381.975381.94838
702023.02.28 15:50sell180.101.954960.000000.00000
712023.02.28 15:50modify180.101.954961.958881.94838
722023.02.28 15:50modify170.101.963381.958881.94838
732023.02.28 18:40t/p170.101.948381.958881.9483892.1010846.66
742023.02.28 18:40t/p180.101.948381.958881.9483840.4010887.06
752023.03.10 12:00sell190.101.961420.000000.00000
762023.03.10 12:00modify190.101.961421.973421.94642
772023.03.13 03:40sell200.101.956120.000000.00000
782023.03.13 03:40modify200.101.956121.960671.94642
792023.03.13 03:40modify190.101.961421.960671.94642
802023.03.13 10:40sell210.101.952980.000000.00000
812023.03.13 10:40modify210.101.952981.956921.94642
822023.03.13 10:40modify200.101.956121.956921.94642
832023.03.13 10:40modify190.101.961421.956921.94642
842023.03.13 12:30sell220.101.949420.000000.00000
852023.03.13 12:30modify220.101.949421.956171.94642
862023.03.13 12:30modify210.101.952981.956171.94642
872023.03.13 12:30modify200.101.956121.956171.94642
882023.03.13 12:30modify190.101.961421.956171.94642
892023.03.13 13:30t/p190.101.946421.956171.9464291.9110978.98
902023.03.13 13:30t/p200.101.946421.956171.9464259.5511038.53
912023.03.13 13:30t/p210.101.946421.956171.9464240.2811078.81
922023.03.13 13:30t/p220.101.946421.956171.9464218.4211097.23
932023.04.13 16:00buy230.101.987440.000000.00000
942023.04.13 16:00modify230.101.987441.975442.00244
952023.04.14 13:30buy240.101.992730.000000.00000
962023.04.14 13:30modify240.101.992731.988192.00244
972023.04.14 13:30modify230.101.987441.988192.00244
982023.04.14 20:45buy250.101.999470.000000.00000
992023.04.14 20:45modify250.101.999471.992692.00244
1002023.04.14 20:45modify240.101.992731.992692.00244
1012023.04.14 20:45modify230.101.987441.992692.00244
1022023.04.17 04:30t/p230.102.002441.992692.0024491.4711188.70
1032023.04.17 04:30t/p240.102.002441.992692.0024459.3011248.00
1042023.04.17 04:30t/p250.102.002441.992692.0024417.9311265.93
1052023.05.02 12:00buy260.102.008650.000000.00000
1062023.05.02 12:00modify260.102.008651.996652.02365
1072023.05.03 19:00buy270.102.014080.000000.00000
1082023.05.03 19:00modify270.102.014082.009402.02365
1092023.05.03 19:00modify260.102.008652.009402.02365
1102023.05.03 19:50buy280.102.016990.000000.00000
1112023.05.03 19:50modify280.102.016992.013152.02365
1122023.05.03 19:50modify270.102.014082.013152.02365
1132023.05.03 19:50modify260.102.008652.013152.02365
1142023.05.03 22:40t/p260.102.023652.013152.0236591.7711357.69
1152023.05.03 22:40t/p270.102.023652.013152.0236558.7411416.43
1162023.05.03 22:40t/p280.102.023652.013152.0236540.8811457.31
1172023.07.11 12:00sell290.102.088390.000000.00000
1182023.07.11 12:00modify290.102.088392.100392.07339
1192023.07.12 01:35sell300.102.082860.000000.00000
1202023.07.12 01:35modify300.102.082862.087642.07339
1212023.07.12 01:35modify290.102.088392.087642.07339
1222023.07.12 02:05s/l290.102.087642.087642.073394.4211461.74
1232023.07.12 02:05s/l300.102.087642.087642.07339-29.3511432.39
1242023.07.18 12:00sell310.102.086290.000000.00000
1252023.07.18 12:00modify310.102.086292.098292.07129
1262023.07.18 13:40sell320.102.080890.000000.00000
1272023.07.18 13:40modify320.102.080892.085542.07129
1282023.07.18 13:40modify310.102.086292.085542.07129
1292023.07.18 14:50sell330.102.077970.000000.00000
1302023.07.18 14:50modify330.102.077972.081792.07129
1312023.07.18 14:50modify320.102.080892.081792.07129
1322023.07.18 14:50modify310.102.086292.081792.07129
1332023.07.18 22:30t/p310.102.071292.081792.0712992.0911524.48
1342023.07.18 22:30t/p320.102.071292.081792.0712958.9411583.42
1352023.07.18 22:30t/p330.102.071292.081792.0712941.0111624.43
1362023.09.22 12:00buy340.102.052740.000000.00000
1372023.09.22 12:00modify340.102.052742.040742.06774
1382023.09.25 02:40buy350.102.058130.000000.00000
1392023.09.25 02:40modify350.102.058132.053492.06774
1402023.09.25 02:40modify340.102.052742.053492.06774
1412023.09.25 08:40s/l340.102.053492.053492.067744.3011628.72
1422023.09.25 08:40s/l350.102.053492.053492.06774-28.4811600.24
1432023.11.15 12:00buy360.102.064480.000000.00000
1442023.11.15 12:00modify360.102.064482.052482.07948
1452023.11.16 03:05buy370.102.072970.000000.00000
1462023.11.16 03:05modify370.102.072972.068982.07948
1472023.11.16 03:05modify360.102.064482.068982.07948
1482023.11.16 07:40s/l360.102.068982.068982.0794826.7111626.95
1492023.11.16 07:40s/l370.102.068982.068982.07948-24.4911602.46