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=0; RSIHelp="------------------------------------"; RSI_Period=7; 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=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; 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=21; 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 profit1875.37Gross profit2443.06Gross loss-567.69
Profit factor4.30Expected payoff27.99
Absolute drawdown34.31Maximal drawdown291.23 (2.47%)Relative drawdown2.47% (291.23)
Total trades67Short positions (won %)38 (84.21%)Long positions (won %)29 (58.62%)
Profit trades (% of total)49 (73.13%)Loss trades (% of total)18 (26.87%)
Largestprofit trade92.08loss trade-80.70
Averageprofit trade49.86loss trade-31.54
Maximumconsecutive wins (profit in money)21 (1144.59)consecutive losses (loss in money)3 (-128.11)
Maximalconsecutive profit (count of wins)1144.59 (21)consecutive loss (count of losses)-128.11 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.01.19 12:00sell10.101.935360.000000.00000
22023.01.19 12:00modify10.101.935361.948361.92036
32023.01.20 07:05sell20.101.928440.000000.00000
42023.01.20 07:05modify20.101.928441.931611.92036
52023.01.20 07:05modify10.101.935361.931611.92036
62023.01.20 09:15t/p10.101.920361.931611.9203691.9110091.91
72023.01.20 09:15t/p20.101.920361.931611.9203649.6010141.51
82023.01.31 12:00sell30.101.917060.000000.00000
92023.01.31 12:00modify30.101.917061.930061.90206
102023.01.31 13:30sell40.101.910150.000000.00000
112023.01.31 13:30modify40.101.910151.913311.90206
122023.01.31 13:30modify30.101.917061.913311.90206
132023.01.31 13:40sell50.101.907270.000000.00000
142023.01.31 13:40modify50.101.907271.911811.90206
152023.01.31 13:40modify40.101.910151.911811.90206
162023.01.31 13:40modify30.101.917061.911811.90206
172023.01.31 14:00sell60.101.908660.000000.00000
182023.01.31 14:00modify60.101.908661.913311.90206
192023.01.31 14:05modify60.101.908661.911811.90206
202023.01.31 15:40t/p30.101.902061.911811.9020692.0810233.59
212023.01.31 15:40t/p40.101.902061.911811.9020649.6610283.25
222023.01.31 15:40t/p50.101.902061.911811.9020631.9810315.23
232023.01.31 15:40t/p60.101.902061.911811.9020640.5110355.74
242023.02.02 16:00buy70.101.888610.000000.00000
252023.02.02 16:00modify70.101.888611.875611.90361
262023.02.03 13:50buy80.101.897060.000000.00000
272023.02.03 13:50modify80.101.897061.892361.90361
282023.02.03 13:50modify70.101.888611.892361.90361
292023.02.03 18:30t/p70.101.903611.892361.9036191.7710447.51
302023.02.03 18:30t/p80.101.903611.892361.9036140.2010487.71
312023.02.21 16:00sell90.101.947270.000000.00000
322023.02.21 16:00modify90.101.947271.960271.93227
332023.02.22 11:59sell100.101.940510.000000.00000
342023.02.22 11:59modify100.101.940511.943521.93227
352023.02.22 11:59modify90.101.947271.943521.93227
362023.02.22 12:30sell110.101.938910.000000.00000
372023.02.22 12:30modify110.101.938911.943521.93227
382023.02.22 19:45sell120.101.937350.000000.00000
392023.02.22 19:45modify120.101.937351.942021.93227
402023.02.22 19:45modify110.101.938911.942021.93227
412023.02.22 19:45modify100.101.940511.942021.93227
422023.02.22 19:45modify90.101.947271.942021.93227
432023.02.23 01:40t/p90.101.932271.942021.9322791.3710579.08
442023.02.23 01:40t/p100.101.932271.942021.9322750.0510629.13
452023.02.23 01:40t/p110.101.932271.942021.9322740.2310669.35
462023.02.23 01:40t/p120.101.932271.942021.9322730.6510700.00
472023.02.27 20:00sell130.101.955770.000000.00000
482023.02.27 20:00modify130.101.955771.968771.94077
492023.02.28 18:30sell140.101.948800.000000.00000
502023.02.28 18:30modify140.101.948801.952021.94077
512023.02.28 18:30modify130.101.955771.952021.94077
522023.02.28 19:59sell150.101.947270.000000.00000
532023.02.28 19:59modify150.101.947271.952021.94077
542023.02.28 20:50sell160.101.945740.000000.00000
552023.02.28 20:50modify160.101.945741.950521.94077
562023.02.28 20:50modify150.101.947271.950521.94077
572023.02.28 20:50modify140.101.948801.950521.94077
582023.02.28 20:50modify130.101.955771.950521.94077
592023.03.01 02:40t/p130.101.940771.950521.9407791.7210791.73
602023.03.01 02:40t/p140.101.940771.950521.9407749.1110840.84
612023.03.01 02:40t/p150.101.940771.950521.9407739.7210880.56
622023.03.01 02:40t/p160.101.940771.950521.9407730.3310910.89
632023.03.01 12:00buy170.101.922850.000000.00000
642023.03.01 12:00modify170.101.922851.909851.93785
652023.03.03 12:40buy180.101.929900.000000.00000
662023.03.03 12:40modify180.101.929901.926601.93785
672023.03.03 12:40modify170.101.922851.926601.93785
682023.03.03 13:40buy190.101.931370.000000.00000
692023.03.03 13:40modify190.101.931371.926601.93785
702023.03.03 15:30buy200.101.932730.000000.00000
712023.03.03 15:30modify200.101.932731.928101.93785
722023.03.03 15:30modify190.101.931371.928101.93785
732023.03.03 15:30modify180.101.929901.928101.93785
742023.03.03 15:30modify170.101.922851.928101.93785
752023.03.05 23:40t/p170.101.937851.928101.9378590.8611001.75
762023.03.05 23:40t/p180.101.937851.928101.9378548.8011050.55
772023.03.05 23:40t/p190.101.937851.928101.9378539.7711090.32
782023.03.05 23:40t/p200.101.937851.928101.9378531.4311121.75
792023.03.06 12:00sell210.101.943020.000000.00000
802023.03.06 12:00modify210.101.943021.956021.92802
812023.03.07 09:15sell220.101.936040.000000.00000
822023.03.07 09:15modify220.101.936041.939271.92802
832023.03.07 09:15modify210.101.943021.939271.92802
842023.03.07 09:40s/l210.101.939271.939271.9280222.8411144.59
852023.03.07 09:40s/l220.101.939271.939271.92802-19.8311124.76
862023.03.27 12:00sell230.101.979810.000000.00000
872023.03.27 12:00modify230.101.979811.992811.96481
882023.03.28 10:15sell240.101.972990.000000.00000
892023.03.28 10:15modify240.101.972991.976061.96481
902023.03.28 10:15modify230.101.979811.976061.96481
912023.03.28 10:20s/l230.101.976061.976061.9648122.8411147.61
922023.03.28 10:20s/l240.101.976061.976061.96481-18.8411128.77
932023.04.11 16:00sell250.102.003130.000000.00000
942023.04.11 16:00modify250.102.003132.016131.98813
952023.04.13 15:30t/p250.101.988132.016131.9881391.3811220.15
962023.05.02 12:00buy260.102.008650.000000.00000
972023.05.02 12:00modify260.102.008651.995652.02365
982023.05.03 19:50buy270.102.016990.000000.00000
992023.05.03 19:50modify270.102.016992.012402.02365
1002023.05.03 19:50modify260.102.008652.012402.02365
1012023.05.03 21:20buy280.102.015530.000000.00000
1022023.05.03 21:20modify280.102.015532.012402.02365
1032023.05.03 22:05buy290.102.018510.000000.00000
1042023.05.03 22:05modify290.102.018512.013902.02365
1052023.05.03 22:05modify270.102.016992.013902.02365
1062023.05.03 22:05modify280.102.015532.013902.02365
1072023.05.03 22:05modify260.102.008652.013902.02365
1082023.05.03 22:40t/p260.102.023652.013902.0236591.7611311.90
1092023.05.03 22:40t/p270.102.023652.013902.0236540.8711352.77
1102023.05.03 22:40t/p280.102.023652.013902.0236549.8311402.60
1112023.05.03 22:40t/p290.102.023652.013902.0236531.5411434.14
1122023.05.08 16:00buy300.101.989770.000000.00000
1132023.05.08 16:00modify300.101.989771.976772.00477
1142023.05.09 15:50buy310.101.996710.000000.00000
1152023.05.09 15:50modify310.101.996711.993522.00477
1162023.05.09 15:50modify300.101.989771.993522.00477
1172023.05.09 16:40s/l300.101.993521.993522.0047722.7211456.86
1182023.05.09 16:40s/l310.101.993521.993522.00477-19.5811437.28
1192023.06.05 16:00buy320.102.045680.000000.00000
1202023.06.05 16:00modify320.102.045682.032682.06068
1212023.06.07 11:59buy330.102.052710.000000.00000
1222023.06.07 11:59modify330.102.052712.049432.06068
1232023.06.07 11:59modify320.102.045682.049432.06068
1242023.06.07 12:30buy340.102.054110.000000.00000
1252023.06.07 12:30modify340.102.054112.049432.06068
1262023.06.07 13:05buy350.102.055490.000000.00000
1272023.06.07 13:05modify350.102.055492.050932.06068
1282023.06.07 13:05modify340.102.054112.050932.06068
1292023.06.07 13:05modify330.102.052712.050932.06068
1302023.06.07 13:05modify320.102.045682.050932.06068
1312023.06.07 13:40s/l320.102.050932.050932.0606831.6111468.89
1322023.06.07 13:40s/l330.102.050932.050932.06068-10.9211457.97
1332023.06.07 13:40s/l340.102.050932.050932.06068-19.5211438.45
1342023.06.07 13:40s/l350.102.050932.050932.06068-27.9911410.46
1352023.06.12 16:00buy360.102.042820.000000.00000
1362023.06.12 16:00modify360.102.042822.029822.05782
1372023.06.13 02:30buy370.102.049570.000000.00000
1382023.06.13 02:30modify370.102.049572.046572.05782
1392023.06.13 02:30modify360.102.042822.046572.05782
1402023.06.13 03:15buy380.102.051150.000000.00000
1412023.06.13 03:15modify380.102.051152.046572.05782
1422023.06.13 03:40s/l360.102.046572.046572.0578222.7211433.18
1432023.06.13 03:40s/l370.102.046572.046572.05782-18.4111414.77
1442023.06.13 03:40s/l380.102.046572.046572.05782-28.1111386.66
1452023.06.23 12:00sell390.102.076480.000000.00000
1462023.06.23 12:00modify390.102.076482.089482.06148
1472023.06.23 15:30sell400.102.067930.000000.00000
1482023.06.23 15:30modify400.102.067932.072732.06148
1492023.06.23 15:30modify390.102.076482.072732.06148
1502023.06.23 19:10sell410.102.069600.000000.00000
1512023.06.23 19:10modify410.102.069602.072732.06148
1522023.06.26 08:55sell420.102.066700.000000.00000
1532023.06.26 08:55modify420.102.066702.071232.06148
1542023.06.26 08:55modify400.102.067932.071232.06148
1552023.06.26 08:55modify410.102.069602.071232.06148
1562023.06.26 08:55modify390.102.076482.071232.06148
1572023.06.26 10:40t/p390.102.061482.071232.0614891.9011478.56
1582023.06.26 10:40t/p400.102.061482.071232.0614839.4111517.98
1592023.06.26 10:40t/p410.102.061482.071232.0614849.6611567.64
1602023.06.26 10:40t/p420.102.061482.071232.0614832.0411599.68
1612023.07.04 12:00buy430.102.055310.000000.00000
1622023.07.04 12:00modify430.102.055312.042312.07031
1632023.07.06 13:35buy440.102.065230.000000.00000
1642023.07.06 13:35modify440.102.065232.060562.07031
1652023.07.06 13:35modify430.102.055312.060562.07031
1662023.07.07 08:40s/l430.102.060562.060562.0703130.7111630.38
1672023.07.07 08:40s/l440.102.060562.060562.07031-28.9711601.41
1682023.07.11 12:00sell450.102.088390.000000.00000
1692023.07.11 12:00modify450.102.088392.101392.07339
1702023.07.12 04:20sell460.102.081470.000000.00000
1712023.07.12 04:20modify460.102.081472.084642.07339
1722023.07.12 04:20modify450.102.088392.084642.07339
1732023.07.12 04:40sell470.102.080030.000000.00000
1742023.07.12 04:40modify470.102.080032.084642.07339
1752023.07.12 05:30s/l450.102.084642.084642.0733922.8511624.26
1762023.07.12 05:30s/l460.102.084642.084642.07339-19.4611604.80
1772023.07.12 05:30s/l470.102.084642.084642.07339-28.3011576.50
1782023.07.18 12:00sell480.102.086290.000000.00000
1792023.07.18 12:00modify480.102.086292.099292.07129
1802023.07.18 14:30sell490.102.079520.000000.00000
1812023.07.18 14:30modify490.102.079522.082542.07129
1822023.07.18 14:30modify480.102.086292.082542.07129
1832023.07.18 14:50sell500.102.077970.000000.00000
1842023.07.18 14:50modify500.102.077972.082542.07129
1852023.07.18 16:45sell510.102.076380.000000.00000
1862023.07.18 16:45modify510.102.076382.081042.07129
1872023.07.18 16:45modify500.102.077972.081042.07129
1882023.07.18 16:45modify490.102.079522.081042.07129
1892023.07.18 16:45modify480.102.086292.081042.07129
1902023.07.18 22:30t/p480.102.071292.081042.0712992.0811668.58
1912023.07.18 22:30t/p490.102.071292.081042.0712950.5211719.10
1922023.07.18 22:30t/p500.102.071292.081042.0712941.0111760.11
1932023.07.18 22:30t/p510.102.071292.081042.0712931.2511791.36
1942023.08.11 12:00sell520.102.117800.000000.00000
1952023.08.11 12:00modify520.102.117802.130802.10280
1962023.08.15 08:20s/l520.102.130802.130802.10280-80.1711711.20
1972023.08.23 12:00buy530.102.129270.000000.00000
1982023.08.23 12:00modify530.102.129272.116272.14427
1992023.08.24 08:15buy540.102.136150.000000.00000
2002023.08.24 08:15modify540.102.136152.133022.14427
2012023.08.24 08:15modify530.102.129272.133022.14427
2022023.08.24 08:40s/l530.102.133022.133022.1442722.1011733.30
2032023.08.24 08:40s/l540.102.133022.133022.14427-19.2111714.09
2042023.09.14 16:00buy550.102.098080.000000.00000
2052023.09.14 16:00modify550.102.098082.085082.11308
2062023.09.19 08:40s/l550.102.085082.085082.11308-80.7011633.39
2072023.09.20 12:00buy560.102.073800.000000.00000
2082023.09.20 12:00modify560.102.073802.060802.08880
2092023.09.20 18:33buy570.102.080850.000000.00000
2102023.09.20 18:33modify570.102.080852.077552.08880
2112023.09.20 18:33modify560.102.073802.077552.08880
2122023.09.20 20:55buy580.102.082090.000000.00000
2132023.09.20 20:55modify580.102.082092.077552.08880
2142023.09.20 22:30s/l560.102.077552.077552.0888023.0211656.41
2152023.09.20 22:30s/l570.102.077552.077552.08880-20.2511636.16
2162023.09.20 22:30s/l580.102.077552.077552.08880-27.8711608.29
2172023.10.12 12:00sell590.102.051960.000000.00000
2182023.10.12 12:00modify590.102.051962.064962.03696
2192023.10.13 08:30s/l590.102.064962.064962.03696-79.9911528.30
2202023.10.23 16:00sell600.102.093680.000000.00000
2212023.10.23 16:00modify600.102.093682.106682.07868
2222023.10.24 13:40sell610.102.085160.000000.00000
2232023.10.24 13:40modify610.102.085162.089932.07868
2242023.10.24 13:40modify600.102.093682.089932.07868
2252023.10.24 14:20sell620.102.083860.000000.00000
2262023.10.24 14:20modify620.102.083862.088432.07868
2272023.10.24 14:20modify610.102.085162.088432.07868
2282023.10.24 14:20modify600.102.093682.088432.07868
2292023.10.24 21:40t/p600.102.078682.088432.0786891.9011620.21
2302023.10.24 21:40t/p610.102.078682.088432.0786839.7811659.99
2312023.10.24 21:40t/p620.102.078682.088432.0786831.8011691.79
2322023.11.13 20:00sell630.102.086340.000000.00000
2332023.11.13 20:00modify630.102.086342.099342.07134
2342023.11.14 19:40sell640.102.079310.000000.00000
2352023.11.14 19:40modify640.102.079312.082592.07134
2362023.11.14 19:40modify630.102.086342.082592.07134
2372023.11.14 22:20sell650.102.077980.000000.00000
2382023.11.14 22:20modify650.102.077982.082592.07134
2392023.11.15 07:20t/p630.102.071342.082592.0713491.7211783.51
2402023.11.15 07:20t/p640.102.071342.082592.0713448.7411832.25
2412023.11.15 07:20t/p650.102.071342.082592.0713440.5811872.84
2422023.11.15 20:00buy660.102.062100.000000.00000
2432023.11.15 20:00modify660.102.062102.049102.07710
2442023.11.16 00:40buy670.102.069040.000000.00000
2452023.11.16 00:40modify670.102.069042.065852.07710
2462023.11.16 00:40modify660.102.062102.065852.07710
2472023.11.16 00:55s/l660.102.065852.065852.0771022.1111894.95
2482023.11.16 00:55s/l670.102.065852.065852.07710-19.5811875.37