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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1905Ticks modelled45361064Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1818.68Gross profit2451.05Gross loss-632.37
Profit factor3.88Expected payoff24.25
Absolute drawdown34.31Maximal drawdown289.12 (2.48%)Relative drawdown2.48% (289.12)
Total trades75Short positions (won %)44 (81.82%)Long positions (won %)31 (51.61%)
Profit trades (% of total)52 (69.33%)Loss trades (% of total)23 (30.67%)
Largestprofit trade92.08loss trade-80.71
Averageprofit trade47.14loss trade-27.49
Maximumconsecutive wins (profit in money)13 (665.99)consecutive losses (loss in money)3 (-126.53)
Maximalconsecutive profit (count of wins)665.99 (13)consecutive loss (count of losses)-126.53 (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 06:36sell20.101.928600.000000.00000
42023.01.20 06:36modify20.101.928601.931611.92036
52023.01.20 06:36modify10.101.935361.931611.92036
62023.01.20 07:01sell30.101.927050.000000.00000
72023.01.20 07:01modify30.101.927051.931611.92036
82023.01.20 07:09sell40.101.925610.000000.00000
92023.01.20 07:09modify40.101.925611.930111.92036
102023.01.20 07:09modify30.101.927051.930111.92036
112023.01.20 07:09modify20.101.928601.930111.92036
122023.01.20 07:09modify10.101.935361.930111.92036
132023.01.20 09:40t/p10.101.920361.930111.9203691.9110091.91
142023.01.20 09:40t/p20.101.920361.930111.9203650.5910142.50
152023.01.20 09:40t/p30.101.920361.930111.9203641.0710183.57
162023.01.20 09:40t/p40.101.920361.930111.9203632.2310215.80
172023.01.31 12:00sell50.101.917060.000000.00000
182023.01.31 12:00modify50.101.917061.930061.90206
192023.01.31 13:30sell60.101.910250.000000.00000
202023.01.31 13:30modify60.101.910251.913311.90206
212023.01.31 13:30modify50.101.917061.913311.90206
222023.01.31 13:35sell70.101.908810.000000.00000
232023.01.31 13:35modify70.101.908811.913311.90206
242023.01.31 13:37sell80.101.907300.000000.00000
252023.01.31 13:37modify80.101.907301.911811.90206
262023.01.31 13:37modify70.101.908811.911811.90206
272023.01.31 13:37modify60.101.910251.911811.90206
282023.01.31 13:37modify50.101.917061.911811.90206
292023.01.31 15:50t/p50.101.902061.911811.9020692.0810307.88
302023.01.31 15:50t/p60.101.902061.911811.9020650.2710358.15
312023.01.31 15:50t/p70.101.902061.911811.9020641.4310399.58
322023.01.31 15:50t/p80.101.902061.911811.9020632.1610431.74
332023.02.02 16:00buy90.101.888610.000000.00000
342023.02.02 16:00modify90.101.888611.875611.90361
352023.02.03 13:30buy100.101.895480.000000.00000
362023.02.03 13:30modify100.101.895481.892361.90361
372023.02.03 13:30modify90.101.888611.892361.90361
382023.02.03 13:30s/l90.101.892361.892361.9036122.7210454.46
392023.02.03 13:30s/l100.101.892361.892361.90361-19.1510435.31
402023.02.21 16:00sell110.101.947270.000000.00000
412023.02.21 16:00modify110.101.947271.960271.93227
422023.02.22 11:24sell120.101.940520.000000.00000
432023.02.22 11:24modify120.101.940521.943521.93227
442023.02.22 11:24modify110.101.947271.943521.93227
452023.02.22 12:29sell130.101.939020.000000.00000
462023.02.22 12:29modify130.101.939021.943521.93227
472023.02.22 15:09sell140.101.937520.000000.00000
482023.02.22 15:09modify140.101.937521.942021.93227
492023.02.22 15:09modify130.101.939021.942021.93227
502023.02.22 15:09modify120.101.940521.942021.93227
512023.02.22 15:09modify110.101.947271.942021.93227
522023.02.23 01:45t/p110.101.932271.942021.9322791.3710526.68
532023.02.23 01:45t/p120.101.932271.942021.9322750.1110576.79
542023.02.23 01:45t/p130.101.932271.942021.9322740.9110617.69
552023.02.23 01:45t/p140.101.932271.942021.9322731.7010649.39
562023.02.27 20:00sell150.101.955770.000000.00000
572023.02.27 20:00modify150.101.955771.968771.94077
582023.02.28 17:49sell160.101.949020.000000.00000
592023.02.28 17:49modify160.101.949021.952021.94077
602023.02.28 17:49modify150.101.955771.952021.94077
612023.02.28 19:11sell170.101.947520.000000.00000
622023.02.28 19:11modify170.101.947521.952021.94077
632023.02.28 20:56sell180.101.945920.000000.00000
642023.02.28 20:56modify180.101.945921.950521.94077
652023.02.28 20:56modify170.101.947521.950521.94077
662023.02.28 20:56modify160.101.949021.950521.94077
672023.02.28 20:56modify150.101.955771.950521.94077
682023.03.01 02:33t/p150.101.940771.950521.9407791.7310741.13
692023.03.01 02:33t/p160.101.940771.950521.9407750.4710791.60
702023.03.01 02:33t/p170.101.940771.950521.9407741.2610832.86
712023.03.01 02:33t/p180.101.940771.950521.9407731.4410864.30
722023.03.01 12:00buy190.101.922850.000000.00000
732023.03.01 12:00modify190.101.922851.909851.93785
742023.03.03 12:13buy200.101.929600.000000.00000
752023.03.03 12:13modify200.101.929601.926601.93785
762023.03.03 12:13modify190.101.922851.926601.93785
772023.03.03 13:30buy210.101.931140.000000.00000
782023.03.03 13:30modify210.101.931141.926601.93785
792023.03.03 15:00buy220.101.932720.000000.00000
802023.03.03 15:00modify220.101.932721.928101.93785
812023.03.03 15:00modify210.101.931141.928101.93785
822023.03.03 15:00modify200.101.929601.928101.93785
832023.03.03 15:00modify190.101.922851.928101.93785
842023.03.05 23:50t/p190.101.937851.928101.9378590.8610955.16
852023.03.05 23:50t/p200.101.937851.928101.9378550.6411005.80
862023.03.05 23:50t/p210.101.937851.928101.9378541.1811046.98
872023.03.05 23:50t/p220.101.937851.928101.9378531.4811078.46
882023.03.06 12:00sell230.101.943020.000000.00000
892023.03.06 12:00modify230.101.943021.956021.92802
902023.03.07 09:12sell240.101.936260.000000.00000
912023.03.07 09:12modify240.101.936261.939271.92802
922023.03.07 09:12modify230.101.943021.939271.92802
932023.03.07 09:59s/l230.101.939271.939271.9280222.8411101.30
942023.03.07 09:59s/l240.101.939271.939271.92802-18.4811082.82
952023.03.27 12:00sell250.101.979810.000000.00000
962023.03.27 12:00modify250.101.979811.992811.96481
972023.03.28 10:13sell260.101.973060.000000.00000
982023.03.28 10:13modify260.101.973061.976061.96481
992023.03.28 10:13modify250.101.979811.976061.96481
1002023.03.28 10:32s/l250.101.976061.976061.9648122.8411105.67
1012023.03.28 10:32s/l260.101.976061.976061.96481-18.4211087.25
1022023.04.11 16:00sell270.102.003130.000000.00000
1032023.04.11 16:00modify270.102.003132.016131.98813
1042023.04.13 12:45sell280.101.996330.000000.00000
1052023.04.13 12:45modify280.101.996331.999381.98813
1062023.04.13 12:45modify270.102.003131.999381.98813
1072023.04.13 13:06sell290.101.994860.000000.00000
1082023.04.13 13:06modify290.101.994861.999381.98813
1092023.04.13 13:18sell300.101.993370.000000.00000
1102023.04.13 13:18modify300.101.993371.997881.98813
1112023.04.13 13:18modify290.101.994861.997881.98813
1122023.04.13 13:18modify280.101.996331.997881.98813
1132023.04.13 13:18modify270.102.003131.997881.98813
1142023.04.13 15:03t/p270.101.988131.997881.9881391.3811178.63
1152023.04.13 15:03t/p280.101.988131.997881.9881350.3411228.97
1162023.04.13 15:03t/p290.101.988131.997881.9881341.3111270.28
1172023.04.13 15:03t/p300.101.988131.997881.9881332.1711302.45
1182023.05.02 12:00buy310.102.008650.000000.00000
1192023.05.02 12:00modify310.102.008651.995652.02365
1202023.05.03 19:09buy320.102.015400.000000.00000
1212023.05.03 19:09modify320.102.015402.012402.02365
1222023.05.03 19:09modify310.102.008652.012402.02365
1232023.05.03 19:48buy330.102.016920.000000.00000
1242023.05.03 19:48modify330.102.016922.012402.02365
1252023.05.03 22:01buy340.102.018430.000000.00000
1262023.05.03 22:01modify340.102.018432.013902.02365
1272023.05.03 22:01modify330.102.016922.013902.02365
1282023.05.03 22:01modify320.102.015402.013902.02365
1292023.05.03 22:01modify310.102.008652.013902.02365
1302023.05.03 22:17t/p310.102.023652.013902.0236591.7711394.21
1312023.05.03 22:17t/p320.102.023652.013902.0236550.6311444.84
1322023.05.03 22:17t/p330.102.023652.013902.0236541.3111486.15
1332023.05.03 22:17t/p340.102.023652.013902.0236532.0411518.19
1342023.05.08 16:00buy350.101.989770.000000.00000
1352023.05.08 16:00modify350.101.989771.976772.00477
1362023.05.09 15:57buy360.101.996530.000000.00000
1372023.05.09 15:57modify360.101.996531.993522.00477
1382023.05.09 15:57modify350.101.989771.993522.00477
1392023.05.09 16:45s/l350.101.993521.993522.0047722.7211540.91
1402023.05.09 16:45s/l360.101.993521.993522.00477-18.4711522.44
1412023.06.05 16:00buy370.102.045680.000000.00000
1422023.06.05 16:00modify370.102.045682.032682.06068
1432023.06.07 11:58buy380.102.052460.000000.00000
1442023.06.07 11:58modify380.102.052462.049432.06068
1452023.06.07 11:58modify370.102.045682.049432.06068
1462023.06.07 12:29buy390.102.053950.000000.00000
1472023.06.07 12:29modify390.102.053952.049432.06068
1482023.06.07 13:00buy400.102.055480.000000.00000
1492023.06.07 13:00modify400.102.055482.050932.06068
1502023.06.07 13:00modify390.102.053952.050932.06068
1512023.06.07 13:00modify380.102.052462.050932.06068
1522023.06.07 13:00modify370.102.045682.050932.06068
1532023.06.07 13:56s/l370.102.050932.050932.0606831.6111554.05
1542023.06.07 13:56s/l380.102.050932.050932.06068-9.3911544.66
1552023.06.07 13:56s/l390.102.050932.050932.06068-18.5411526.12
1562023.06.07 13:56s/l400.102.050932.050932.06068-27.9311498.19
1572023.06.12 16:00buy410.102.042820.000000.00000
1582023.06.12 16:00modify410.102.042822.029822.05782
1592023.06.13 02:30buy420.102.049600.000000.00000
1602023.06.13 02:30modify420.102.049602.046572.05782
1612023.06.13 02:30modify410.102.042822.046572.05782
1622023.06.13 03:00buy430.102.051130.000000.00000
1632023.06.13 03:00modify430.102.051132.046572.05782
1642023.06.13 03:22s/l410.102.046572.046572.0578222.7211520.91
1652023.06.13 03:22s/l420.102.046572.046572.05782-18.6011502.31
1662023.06.13 03:22s/l430.102.046572.046572.05782-27.9911474.32
1672023.06.23 12:00sell440.102.076480.000000.00000
1682023.06.23 12:00modify440.102.076482.089482.06148
1692023.06.23 15:26sell450.102.069690.000000.00000
1702023.06.23 15:26modify450.102.069692.072732.06148
1712023.06.23 15:26modify440.102.076482.072732.06148
1722023.06.23 15:39sell460.102.068220.000000.00000
1732023.06.23 15:39modify460.102.068222.072732.06148
1742023.06.23 15:51sell470.102.066680.000000.00000
1752023.06.23 15:51modify470.102.066682.071232.06148
1762023.06.23 15:51modify460.102.068222.071232.06148
1772023.06.23 15:51modify450.102.069692.071232.06148
1782023.06.23 15:51modify440.102.076482.071232.06148
1792023.06.25 22:00s/l440.102.071232.071232.0614832.2311506.55
1802023.06.25 22:00s/l450.102.071232.071232.06148-9.4611497.09
1812023.06.25 22:00s/l460.102.071232.071232.06148-18.4811478.61
1822023.06.25 22:00s/l470.102.071232.071232.06148-27.9411450.67
1832023.07.04 12:00buy480.102.055310.000000.00000
1842023.07.04 12:00modify480.102.055312.042312.07031
1852023.07.06 12:21buy490.102.062060.000000.00000
1862023.07.06 12:21modify490.102.062062.059062.07031
1872023.07.06 12:21modify480.102.055312.059062.07031
1882023.07.06 12:31buy500.102.063610.000000.00000
1892023.07.06 12:31modify500.102.063612.059062.07031
1902023.07.06 12:40buy510.102.065060.000000.00000
1912023.07.06 12:40modify510.102.065062.060562.07031
1922023.07.06 12:40modify500.102.063612.060562.07031
1932023.07.06 12:40modify490.102.062062.060562.07031
1942023.07.06 12:40modify480.102.055312.060562.07031
1952023.07.07 08:46s/l480.102.060562.060562.0703130.7211481.39
1962023.07.07 08:46s/l490.102.060562.060562.07031-9.5011471.88
1972023.07.07 08:46s/l500.102.060562.060562.07031-19.0211452.86
1982023.07.07 08:46s/l510.102.060562.060562.07031-27.9211424.94
1992023.07.11 12:00sell520.102.088390.000000.00000
2002023.07.11 12:00modify520.102.088392.101392.07339
2012023.07.12 00:46sell530.102.081640.000000.00000
2022023.07.12 00:46modify530.102.081642.084642.07339
2032023.07.12 00:46modify520.102.088392.084642.07339
2042023.07.12 02:00s/l520.102.084642.084642.0733922.8411447.78
2052023.07.12 02:00s/l530.102.084642.084642.07339-18.4211429.36
2062023.07.18 12:00sell540.102.086290.000000.00000
2072023.07.18 12:00modify540.102.086292.099292.07129
2082023.07.18 14:52sell550.102.079510.000000.00000
2092023.07.18 14:52modify550.102.079512.082542.07129
2102023.07.18 14:52modify540.102.086292.082542.07129
2112023.07.18 14:58sell560.102.078010.000000.00000
2122023.07.18 14:58modify560.102.078012.082542.07129
2132023.07.18 15:01sell570.102.076480.000000.00000
2142023.07.18 15:01modify570.102.076482.081042.07129
2152023.07.18 15:01modify560.102.078012.081042.07129
2162023.07.18 15:01modify550.102.079512.081042.07129
2172023.07.18 15:01modify540.102.086292.081042.07129
2182023.07.18 22:45t/p540.102.071292.081042.0712992.0811521.44
2192023.07.18 22:45t/p550.102.071292.081042.0712950.4611571.90
2202023.07.18 22:45t/p560.102.071292.081042.0712941.2511613.15
2212023.07.18 22:45t/p570.102.071292.081042.0712931.8611645.01
2222023.08.11 12:00sell580.102.117800.000000.00000
2232023.08.11 12:00modify580.102.117802.130802.10280
2242023.08.15 08:09s/l580.102.130802.130802.10280-80.1711564.85
2252023.08.23 12:00buy590.102.129270.000000.00000
2262023.08.23 12:00modify590.102.129272.116272.14427
2272023.08.24 08:01buy600.102.136060.000000.00000
2282023.08.24 08:01modify600.102.136062.133022.14427
2292023.08.24 08:01modify590.102.129272.133022.14427
2302023.08.24 08:26s/l590.102.133022.133022.1442722.1011586.95
2312023.08.24 08:26s/l600.102.133022.133022.14427-18.6611568.29
2322023.09.14 16:00buy610.102.098080.000000.00000
2332023.09.14 16:00modify610.102.098082.085082.11308
2342023.09.19 08:11s/l610.102.085082.085082.11308-80.7111487.58
2352023.09.20 12:00buy620.102.073800.000000.00000
2362023.09.20 12:00modify620.102.073802.060802.08880
2372023.09.20 18:51buy630.102.080620.000000.00000
2382023.09.20 18:51modify630.102.080622.077552.08880
2392023.09.20 18:51modify620.102.073802.077552.08880
2402023.09.20 19:23buy640.102.082060.000000.00000
2412023.09.20 19:23modify640.102.082062.077552.08880
2422023.09.20 22:23s/l620.102.077552.077552.0888023.0111510.59
2432023.09.20 22:23s/l630.102.077552.077552.08880-18.8511491.74
2442023.09.20 22:23s/l640.102.077552.077552.08880-27.6911464.05
2452023.10.12 12:00sell650.102.051960.000000.00000
2462023.10.12 12:00modify650.102.051962.064962.03696
2472023.10.13 08:40s/l650.102.064962.064962.03696-79.9911384.06
2482023.10.23 16:00sell660.102.093680.000000.00000
2492023.10.23 16:00modify660.102.093682.106682.07868
2502023.10.24 12:42sell670.102.086930.000000.00000
2512023.10.24 12:42modify670.102.086932.089932.07868
2522023.10.24 12:42modify660.102.093682.089932.07868
2532023.10.24 13:40sell680.102.085420.000000.00000
2542023.10.24 13:40modify680.102.085422.089932.07868
2552023.10.24 14:07sell690.102.083930.000000.00000
2562023.10.24 14:07modify690.102.083932.088432.07868
2572023.10.24 14:07modify680.102.085422.088432.07868
2582023.10.24 14:07modify670.102.086932.088432.07868
2592023.10.24 14:07modify660.102.093682.088432.07868
2602023.10.24 21:22t/p660.102.078682.088432.0786891.9111475.97
2612023.10.24 21:22t/p670.102.078682.088432.0786850.6511526.62
2622023.10.24 21:22t/p680.102.078682.088432.0786841.3811568.00
2632023.10.24 21:22t/p690.102.078682.088432.0786832.2311600.23
2642023.11.13 20:00sell700.102.086340.000000.00000
2652023.11.13 20:00modify700.102.086342.099342.07134
2662023.11.14 19:56sell710.102.079590.000000.00000
2672023.11.14 19:56modify710.102.079592.082592.07134
2682023.11.14 19:56modify700.102.086342.082592.07134
2692023.11.14 22:14sell720.102.078060.000000.00000
2702023.11.14 22:14modify720.102.078062.082592.07134
2712023.11.15 02:17sell730.102.076500.000000.00000
2722023.11.15 02:17modify730.102.076502.081092.07134
2732023.11.15 02:17modify720.102.078062.081092.07134
2742023.11.15 02:17modify710.102.079592.081092.07134
2752023.11.15 02:17modify700.102.086342.081092.07134
2762023.11.15 07:00t/p700.102.071342.081092.0713491.7211691.96
2772023.11.15 07:00t/p710.102.071342.081092.0713450.4611742.42
2782023.11.15 07:00t/p720.102.071342.081092.0713441.0711783.49
2792023.11.15 07:00t/p730.102.071342.081092.0713431.6711815.16
2802023.11.15 20:00buy740.102.062100.000000.00000
2812023.11.15 20:00modify740.102.062102.049102.07710
2822023.11.16 00:42buy750.102.068880.000000.00000
2832023.11.16 00:42modify750.102.068882.065852.07710
2842023.11.16 00:42modify740.102.062102.065852.07710
2852023.11.16 00:46s/l740.102.065852.065852.0771022.1111837.27
2862023.11.16 00:46s/l750.102.065852.065852.07710-18.5911818.68