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)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=11; 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=140; 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=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 test7198Ticks modelled157802Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1434.07Gross profit1990.16Gross loss-556.09
Profit factor3.58Expected payoff23.90
Absolute drawdown171.24Maximal drawdown368.22 (3.61%)Relative drawdown3.61% (368.22)
Total trades60Short positions (won %)38 (68.42%)Long positions (won %)22 (90.91%)
Profit trades (% of total)46 (76.67%)Loss trades (% of total)14 (23.33%)
Largestprofit trade79.61loss trade-87.41
Averageprofit trade43.26loss trade-39.72
Maximumconsecutive wins (profit in money)20 (936.01)consecutive losses (loss in money)3 (-259.18)
Maximalconsecutive profit (count of wins)936.01 (20)consecutive loss (count of losses)-259.18 (3)
Averageconsecutive wins6consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.02.21 14:00sell10.101.942810.000000.00000
22023.02.21 14:00modify10.101.942811.956811.92981
32023.02.22 15:15sell20.101.937490.000000.00000
42023.02.22 15:15modify20.101.937491.941511.92981
52023.02.22 15:15modify10.101.942811.941511.92981
62023.02.22 15:50sell30.101.934870.000000.00000
72023.02.22 15:50modify30.101.934871.939561.92981
82023.02.22 15:50modify20.101.937491.939561.92981
92023.02.22 15:50modify10.101.942811.939561.92981
102023.02.23 01:40sell40.101.932800.000000.00000
112023.02.23 01:40modify40.101.932801.938261.92981
122023.02.23 01:40modify30.101.934871.938261.92981
132023.02.23 01:40modify20.101.937491.938261.92981
142023.02.23 01:40modify10.101.942811.938261.92981
152023.02.23 04:50t/p10.101.929811.938261.9298179.0810079.08
162023.02.23 04:50t/p20.101.929811.938261.9298146.6110125.69
172023.02.23 04:50t/p30.101.929811.938261.9298130.5310156.21
182023.02.23 04:50t/p40.101.929811.938261.9298118.3510174.56
192023.03.03 20:00sell50.101.934540.000000.00000
202023.03.03 20:00modify50.101.934541.948541.92154
212023.03.09 19:35s/l50.101.948541.948541.92154-86.9910087.58
222023.03.09 20:00sell60.101.949940.000000.00000
232023.03.09 20:00modify60.101.949941.963941.93694
242023.03.10 09:50s/l60.101.963941.963941.93694-86.1010001.48
252023.03.20 16:00sell70.101.962350.000000.00000
262023.03.20 16:00modify70.101.962351.976351.94935
272023.03.21 08:45s/l70.101.976351.976351.94935-86.109915.38
282023.04.06 16:00sell80.101.992270.000000.00000
292023.04.06 16:00modify80.101.992272.006271.97927
302023.04.07 07:16sell90.101.986870.000000.00000
312023.04.07 07:16modify90.101.986871.990971.97927
322023.04.07 07:16modify80.101.992271.990971.97927
332023.04.07 10:02sell100.101.984270.000000.00000
342023.04.07 10:02modify100.101.984271.989021.97927
352023.04.07 10:02modify90.101.986871.989021.97927
362023.04.07 10:02modify80.101.992271.989021.97927
372023.04.07 12:45s/l80.101.989021.989021.9792719.779935.16
382023.04.07 12:45s/l90.101.989021.989021.97927-13.199921.97
392023.04.07 12:45s/l100.101.989021.989021.97927-29.159892.82
402023.04.11 13:00sell110.102.003080.000000.00000
412023.04.11 13:00modify110.102.003082.017081.99008
422023.04.13 12:45sell120.101.997610.000000.00000
432023.04.13 12:45modify120.101.997612.001781.99008
442023.04.13 12:45modify110.102.003082.001781.99008
452023.04.13 12:50sell130.101.995180.000000.00000
462023.04.13 12:50modify130.101.995181.999831.99008
472023.04.13 12:50modify120.101.997611.999831.99008
482023.04.13 12:50modify110.102.003081.999831.99008
492023.04.13 13:50t/p110.101.990081.999831.9900879.079971.88
502023.04.13 13:50t/p120.101.990081.999831.9900846.2110018.09
512023.04.13 13:50t/p130.101.990081.999831.9900831.3010049.39
522023.04.13 15:00buy140.101.988850.000000.00000
532023.04.13 15:00modify140.101.988851.974852.00185
542023.04.14 14:20buy150.101.998890.000000.00000
552023.04.14 14:20modify150.101.998891.993402.00185
562023.04.14 14:20modify140.101.988851.993402.00185
572023.04.14 15:20t/p140.102.001851.993402.0018579.4710128.86
582023.04.14 15:20t/p150.102.001851.993402.0018518.1610147.02
592023.04.26 12:00sell160.102.036480.000000.00000
602023.04.26 12:00modify160.102.036482.050482.02348
612023.04.27 05:05sell170.102.031160.000000.00000
622023.04.27 05:05modify170.102.031162.035182.02348
632023.04.27 05:05modify160.102.036482.035182.02348
642023.04.27 05:50sell180.102.028520.000000.00000
652023.04.27 05:50modify180.102.028522.033232.02348
662023.04.27 05:50modify170.102.031162.033232.02348
672023.04.27 05:50modify160.102.036482.033232.02348
682023.04.27 06:20sell190.102.026530.000000.00000
692023.04.27 06:20modify190.102.026532.031932.02348
702023.04.27 06:20modify180.102.028522.031932.02348
712023.04.27 06:20modify170.102.031162.031932.02348
722023.04.27 06:20modify160.102.036482.031932.02348
732023.04.27 13:15s/l160.102.031932.031932.0234827.4010174.42
742023.04.27 13:15s/l170.102.031932.031932.02348-4.7210169.70
752023.04.27 13:15s/l180.102.031932.031932.02348-20.9210148.78
762023.04.27 13:15s/l190.102.031932.031932.02348-33.1410115.64
772023.05.02 14:00buy200.102.007860.000000.00000
782023.05.02 14:00modify200.102.007861.993862.02086
792023.05.03 15:45buy210.102.013120.000000.00000
802023.05.03 15:45modify210.102.013122.009162.02086
812023.05.03 15:45modify200.102.007862.009162.02086
822023.05.03 19:32buy220.102.015770.000000.00000
832023.05.03 19:32modify220.102.015772.011112.02086
842023.05.03 19:32modify210.102.013122.011112.02086
852023.05.03 19:32modify200.102.007862.011112.02086
862023.05.03 20:50buy230.102.017630.000000.00000
872023.05.03 20:50modify230.102.017632.012412.02086
882023.05.03 20:50modify220.102.015772.012412.02086
892023.05.03 20:50modify210.102.013122.012412.02086
902023.05.03 20:50modify200.102.007862.012412.02086
912023.05.03 22:20t/p200.102.020862.012412.0208679.4710195.11
922023.05.03 22:20t/p210.102.020862.012412.0208647.5010242.61
932023.05.03 22:20t/p220.102.020862.012412.0208631.2410273.85
942023.05.03 22:20t/p230.102.020862.012412.0208619.8210293.67
952023.05.03 23:00sell240.102.022020.000000.00000
962023.05.03 23:00modify240.102.022022.036022.00902
972023.05.04 02:02sell250.102.016670.000000.00000
982023.05.04 02:02modify250.102.016672.020722.00902
992023.05.04 02:02modify240.102.022022.020722.00902
1002023.05.04 05:57sell260.102.013920.000000.00000
1012023.05.04 05:57modify260.102.013922.018772.00902
1022023.05.04 05:57modify250.102.016672.018772.00902
1032023.05.04 05:57modify240.102.022022.018772.00902
1042023.05.04 06:50sell270.102.012220.000000.00000
1052023.05.04 06:50modify270.102.012222.017472.00902
1062023.05.04 06:50modify260.102.013922.017472.00902
1072023.05.04 06:50modify250.102.016672.017472.00902
1082023.05.04 06:50modify240.102.022022.017472.00902
1092023.05.04 11:10t/p240.102.009022.017472.0090279.2510372.91
1102023.05.04 11:10t/p250.102.009022.017472.0090246.9510419.86
1112023.05.04 11:10t/p260.102.009022.017472.0090230.0710449.93
1122023.05.04 11:10t/p270.102.009022.017472.0090219.6410469.57
1132023.05.08 12:00buy280.101.994650.000000.00000
1142023.05.08 12:00modify280.101.994651.980652.00765
1152023.05.11 00:20s/l280.101.980651.980652.00765-87.4110382.16
1162023.05.12 15:00sell290.102.011900.000000.00000
1172023.05.12 15:00modify290.102.011902.025901.99890
1182023.05.15 04:47sell300.102.006660.000000.00000
1192023.05.15 04:47modify300.102.006662.010601.99890
1202023.05.15 04:47modify290.102.011902.010601.99890
1212023.05.15 06:45sell310.102.003880.000000.00000
1222023.05.15 06:45modify310.102.003882.008651.99890
1232023.05.15 06:45modify300.102.006662.008651.99890
1242023.05.15 06:45modify290.102.011902.008651.99890
1252023.05.15 09:15s/l290.102.008652.008651.9989019.7610401.92
1262023.05.15 09:15s/l300.102.008652.008651.99890-12.2210389.70
1272023.05.15 09:15s/l310.102.008652.008651.99890-29.2810360.42
1282023.06.05 13:00buy320.102.043860.000000.00000
1292023.06.05 13:00modify320.102.043862.029862.05686
1302023.06.05 20:50buy330.102.049150.000000.00000
1312023.06.05 20:50modify330.102.049152.045162.05686
1322023.06.05 20:50modify320.102.043862.045162.05686
1332023.06.05 21:20s/l320.102.045162.045162.056867.9810368.40
1342023.06.05 21:20s/l330.102.045162.045162.05686-24.4810343.92
1352023.06.23 12:00sell340.102.076480.000000.00000
1362023.06.23 12:00modify340.102.076482.090482.06348
1372023.06.23 14:02sell350.102.071240.000000.00000
1382023.06.23 14:02modify350.102.071242.075182.06348
1392023.06.23 14:02modify340.102.076482.075182.06348
1402023.06.23 16:22sell360.102.066510.000000.00000
1412023.06.23 16:22modify360.102.066512.071932.06348
1422023.06.23 16:22modify350.102.071242.071932.06348
1432023.06.23 16:22modify340.102.076482.071932.06348
1442023.06.23 17:22sell370.102.068610.000000.00000
1452023.06.23 17:22modify370.102.068612.073232.06348
1462023.06.23 17:25modify370.102.068612.071932.06348
1472023.06.26 03:20t/p340.102.063482.071932.0634879.6010423.52
1482023.06.26 03:20t/p350.102.063482.071932.0634847.4410470.97
1492023.06.26 03:20t/p360.102.063482.071932.0634818.4110489.38
1502023.06.26 03:20t/p370.102.063482.071932.0634831.3010520.68
1512023.07.11 14:00sell380.102.090360.000000.00000
1522023.07.11 14:00modify380.102.090362.104362.07736
1532023.07.11 21:17sell390.102.084980.000000.00000
1542023.07.11 21:17modify390.102.084982.089062.07736
1552023.07.11 21:17modify380.102.090362.089062.07736
1562023.07.12 00:59sell400.102.082360.000000.00000
1572023.07.12 00:59modify400.102.082362.087112.07736
1582023.07.12 00:59modify390.102.084982.087112.07736
1592023.07.12 00:59modify380.102.090362.087112.07736
1602023.07.12 02:02s/l380.102.087112.087112.0773619.7710540.45
1612023.07.12 02:02s/l390.102.087112.087112.07736-13.2510527.21
1622023.07.12 02:02s/l400.102.087112.087112.07736-29.1510498.06
1632023.07.12 18:00buy410.102.060520.000000.00000
1642023.07.12 18:00modify410.102.060522.046522.07352
1652023.07.17 07:55buy420.102.065740.000000.00000
1662023.07.17 07:55modify420.102.065742.061822.07352
1672023.07.17 07:55modify410.102.060522.061822.07352
1682023.07.17 20:23buy430.102.068340.000000.00000
1692023.07.17 20:23modify430.102.068342.063772.07352
1702023.07.17 20:23modify420.102.065742.063772.07352
1712023.07.17 20:23modify410.102.060522.063772.07352
1722023.07.18 07:15t/p410.102.073522.063772.0735277.9510576.01
1732023.07.18 07:15t/p420.102.073522.063772.0735247.4410623.45
1742023.07.18 07:15t/p430.102.073522.063772.0735231.4910654.93
1752023.07.21 20:00sell440.102.083390.000000.00000
1762023.07.21 20:00modify440.102.083392.097392.07039
1772023.07.24 07:20sell450.102.078080.000000.00000
1782023.07.24 07:20modify450.102.078082.082092.07039
1792023.07.24 07:20modify440.102.083392.082092.07039
1802023.07.24 07:59sell460.102.073390.000000.00000
1812023.07.24 07:59modify460.102.073392.078842.07039
1822023.07.24 07:59modify450.102.078082.078842.07039
1832023.07.24 07:59modify440.102.083392.078842.07039
1842023.07.24 08:46t/p440.102.070392.078842.0703979.6110734.55
1852023.07.24 08:46t/p450.102.070392.078842.0703947.2010781.75
1862023.07.24 08:46t/p460.102.070392.078842.0703918.4210800.17
1872023.07.31 19:00buy470.102.065820.000000.00000
1882023.07.31 19:00modify470.102.065822.051822.07882
1892023.08.01 02:50buy480.102.071310.000000.00000
1902023.08.01 02:50modify480.102.071312.067122.07882
1912023.08.01 02:50modify470.102.065822.067122.07882
1922023.08.01 06:52buy490.102.073810.000000.00000
1932023.08.01 06:52modify490.102.073812.069072.07882
1942023.08.01 06:52modify480.102.071312.069072.07882
1952023.08.01 06:52modify470.102.065822.069072.07882
1962023.08.01 07:10buy500.102.075640.000000.00000
1972023.08.01 07:10modify500.102.075642.070372.07882
1982023.08.01 07:10modify490.102.073812.070372.07882
1992023.08.01 07:10modify480.102.071312.070372.07882
2002023.08.01 07:10modify470.102.065822.070372.07882
2012023.08.01 07:45t/p470.102.078822.070372.0788279.4710879.63
2022023.08.01 07:45t/p480.102.078822.070372.0788246.0810925.71
2032023.08.01 07:45t/p490.102.078822.070372.0788230.7410956.45
2042023.08.01 07:45t/p500.102.078822.070372.0788219.5110975.96
2052023.11.13 15:00sell510.102.083940.000000.00000
2062023.11.13 15:00modify510.102.083942.097942.07094
2072023.11.14 21:20sell520.102.078600.000000.00000
2082023.11.14 21:20modify520.102.078602.082642.07094
2092023.11.14 21:20modify510.102.083942.082642.07094
2102023.11.15 02:25sell530.102.075940.000000.00000
2112023.11.15 02:25modify530.102.075942.080692.07094
2122023.11.15 02:25modify520.102.078602.080692.07094
2132023.11.15 02:25modify510.102.083942.080692.07094
2142023.11.15 02:55sell540.102.073970.000000.00000
2152023.11.15 02:55modify540.102.073972.079392.07094
2162023.11.15 02:55modify530.102.075942.079392.07094
2172023.11.15 02:55modify520.102.078602.079392.07094
2182023.11.15 02:55modify510.102.083942.079392.07094
2192023.11.15 07:15t/p510.102.070942.079392.0709479.4211055.39
2202023.11.15 07:15t/p520.102.070942.079392.0709446.8311102.22
2212023.11.15 07:15t/p530.102.070942.079392.0709430.6911132.91
2222023.11.15 07:15t/p540.102.070942.079392.0709418.6011151.51
2232023.11.15 18:00buy550.102.060860.000000.00000
2242023.11.15 18:00modify550.102.060862.046862.07386
2252023.11.16 01:15buy560.102.068890.000000.00000
2262023.11.16 01:15modify560.102.068892.064112.07386
2272023.11.16 01:15modify550.102.060862.064112.07386
2282023.11.16 01:50t/p550.102.073862.064112.0738678.8511230.36
2292023.11.16 01:50t/p560.102.073862.064112.0738630.4911260.85
2302023.12.20 12:00buy570.102.011830.000000.00000
2312023.12.20 12:00modify570.102.011831.997832.02483
2322023.12.20 16:46buy580.102.017070.000000.00000
2332023.12.20 16:46modify580.102.017072.013132.02483
2342023.12.20 16:46modify570.102.011832.013132.02483
2352023.12.20 20:25buy590.102.019830.000000.00000
2362023.12.20 20:25modify590.102.019832.015082.02483
2372023.12.20 20:25modify580.102.017072.015082.02483
2382023.12.20 20:25modify570.102.011832.015082.02483
2392023.12.20 22:10buy600.102.021770.000000.00000
2402023.12.20 22:10modify600.102.021772.016382.02483
2412023.12.20 22:10modify590.102.019832.016382.02483
2422023.12.20 22:10modify580.102.017072.016382.02483
2432023.12.20 22:10modify570.102.011832.016382.02483
2442023.12.21 07:15t/p570.102.024832.016382.0248378.8611339.71
2452023.12.21 07:15t/p580.102.024832.016382.0248346.7111386.42
2462023.12.21 07:15t/p590.102.024832.016382.0248329.7711416.20
2472023.12.21 07:15t/p600.102.024832.016382.0248317.8711434.07