Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolGBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000)
Period4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 20:00 (2023.03.01 - 2024.03.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; 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=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; 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=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 test2613Ticks modelled80041Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1041.62Gross profit1375.92Gross loss-334.30
Profit factor4.12Expected payoff23.15
Absolute drawdown49.40Maximal drawdown207.57 (1.98%)Relative drawdown1.98% (207.57)
Total trades45Short positions (won %)29 (65.52%)Long positions (won %)16 (50.00%)
Profit trades (% of total)27 (60.00%)Loss trades (% of total)18 (40.00%)
Largestprofit trade91.37loss trade-92.23
Averageprofit trade50.96loss trade-18.57
Maximumconsecutive wins (profit in money)5 (246.50)consecutive losses (loss in money)2 (-100.84)
Maximalconsecutive profit (count of wins)246.50 (5)consecutive loss (count of losses)-100.84 (2)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.10 16:00sell10.101.960120.000000.00000
22023.03.10 16:00modify10.101.960121.975121.94512
32023.03.13 12:30sell20.101.949420.000000.00000
42023.03.13 12:30modify20.101.949421.954121.94512
52023.03.13 12:30modify10.101.960121.954121.94512
62023.03.13 13:40t/p10.101.945121.954121.9451291.1910091.19
72023.03.13 13:40t/p20.101.945121.954121.9451226.1910117.38
82023.04.06 20:00sell30.101.991430.000000.00000
92023.04.06 20:00modify30.101.991432.006431.97643
102023.04.07 13:40sell40.101.983670.000000.00000
112023.04.07 13:40modify40.101.983671.985431.97643
122023.04.07 13:40modify30.101.991431.985431.97643
132023.04.07 13:55s/l30.101.985431.985431.9764336.3710153.74
142023.04.07 13:55s/l40.101.985431.985431.97643-10.7210143.02
152023.04.12 00:00sell50.102.006450.000000.00000
162023.04.12 00:00modify50.102.006452.021451.99145
172023.04.12 12:55sell60.101.998750.000000.00000
182023.04.12 12:55modify60.101.998752.000451.99145
192023.04.12 12:55modify50.102.006452.000451.99145
202023.04.12 13:20s/l50.102.000452.000451.9914536.5510179.57
212023.04.12 13:20s/l60.102.000452.000451.99145-10.3510169.22
222023.04.13 20:00buy70.101.988440.000000.00000
232023.04.13 20:00modify70.101.988441.973442.00344
242023.04.14 14:20buy80.101.996080.000000.00000
252023.04.14 14:20modify80.101.996081.994442.00344
262023.04.14 14:20modify70.101.988441.994442.00344
272023.04.17 06:15t/p70.102.003441.994442.0034490.5710259.79
282023.04.17 06:15t/p80.102.003441.994442.0034444.4410304.24
292023.05.02 16:00buy90.102.010250.000000.00000
302023.05.02 16:00modify90.102.010251.995252.02525
312023.05.03 20:30buy100.102.017080.000000.00000
322023.05.03 20:30modify100.102.017082.011002.02525
332023.05.03 20:30modify90.102.010252.011002.02525
342023.05.03 22:00buy110.102.017930.000000.00000
352023.05.03 22:00modify110.102.017932.016252.02525
362023.05.03 22:00modify100.102.017082.016252.02525
372023.05.03 22:00modify90.102.010252.016252.02525
382023.05.04 01:33s/l90.102.016252.016252.0252535.2810339.52
392023.05.04 01:33s/l100.102.016252.016252.02525-5.9310333.58
402023.05.04 01:33s/l110.102.016252.016252.02525-11.1010322.48
412023.05.19 12:00buy120.101.982030.000000.00000
422023.05.19 12:00modify120.101.982031.967031.99703
432023.05.24 02:20t/p120.101.997031.967031.9970390.2810412.75
442023.05.31 08:00sell130.102.061740.000000.00000
452023.05.31 08:00modify130.102.061742.076742.04674
462023.06.02 03:59sell140.102.053950.000000.00000
472023.06.02 03:59modify140.102.053952.055742.04674
482023.06.02 03:59modify130.102.061742.055742.04674
492023.06.02 04:20s/l130.102.055742.055742.0467435.8410448.59
502023.06.02 04:20s/l140.102.055742.055742.04674-10.9110437.68
512023.06.12 20:00buy150.102.043320.000000.00000
522023.06.12 20:00modify150.102.043322.028322.05832
532023.06.13 06:50buy160.102.050960.000000.00000
542023.06.13 06:50modify160.102.050962.049322.05832
552023.06.13 06:50modify150.102.043322.049322.05832
562023.06.13 06:55s/l150.102.049322.049322.0583236.1710473.86
572023.06.13 06:55s/l160.102.049322.049322.05832-9.9710463.89
582023.06.22 12:00buy170.102.057210.000000.00000
592023.06.22 12:00modify170.102.057212.042212.07221
602023.06.22 18:40buy180.102.064000.000000.00000
612023.06.22 18:40modify180.102.064002.057962.07221
622023.06.22 18:40modify170.102.057212.057962.07221
632023.06.22 19:05buy190.102.064710.000000.00000
642023.06.22 19:05modify190.102.064712.063212.07221
652023.06.22 19:05modify180.102.064002.063212.07221
662023.06.22 19:05modify170.102.057212.063212.07221
672023.06.22 19:30s/l170.102.063212.063212.0722136.4710500.36
682023.06.22 19:30s/l180.102.063212.063212.07221-4.8010495.56
692023.06.22 19:30s/l190.102.063212.063212.07221-9.1110486.45
702023.07.11 16:00sell200.102.087290.000000.00000
712023.07.11 16:00modify200.102.087292.102292.07229
722023.07.12 12:30sell210.102.080540.000000.00000
732023.07.12 12:30modify210.102.080542.086542.07229
742023.07.12 12:30modify200.102.087292.086542.07229
752023.07.12 13:40t/p200.102.072292.086542.0722991.1910577.63
762023.07.12 13:40t/p210.102.072292.086542.0722950.2510627.88
772023.08.16 20:00sell220.102.142870.000000.00000
782023.08.16 20:00modify220.102.142872.157872.12787
792023.08.21 15:30s/l220.102.157872.157872.12787-92.2310535.65
802023.08.23 20:00buy230.102.129510.000000.00000
812023.08.23 20:00modify230.102.129512.114512.14451
822023.08.30 20:40buy240.102.136450.000000.00000
832023.08.30 20:40modify240.102.136452.130262.14451
842023.08.30 20:40modify230.102.129512.130262.14451
852023.08.30 22:45buy250.102.137170.000000.00000
862023.08.30 22:45modify250.102.137172.135512.14451
872023.08.30 22:45modify240.102.136452.135512.14451
882023.08.30 22:45modify230.102.129512.135512.14451
892023.08.30 23:30s/l230.102.135512.135512.1445134.3810570.03
902023.08.30 23:30s/l240.102.135512.135512.14451-5.7210564.31
912023.08.30 23:30s/l250.102.135512.135512.14451-10.0910554.22
922023.08.31 04:00sell260.102.134550.000000.00000
932023.08.31 04:00modify260.102.134552.149552.11955
942023.08.31 15:15sell270.102.127660.000000.00000
952023.08.31 15:15modify270.102.127662.133802.11955
962023.08.31 15:15modify260.102.134552.133802.11955
972023.08.31 18:40sell280.102.123970.000000.00000
982023.08.31 18:40modify280.102.123972.128552.11955
992023.08.31 18:40modify270.102.127662.128552.11955
1002023.08.31 18:40modify260.102.134552.128552.11955
1012023.09.01 01:40t/p260.102.119552.128552.1195591.1910645.41
1022023.09.01 01:40t/p270.102.119552.128552.1195549.2210694.62
1032023.09.01 01:40t/p280.102.119552.128552.1195526.7510721.37
1042023.09.05 16:00sell290.102.138650.000000.00000
1052023.09.05 16:00modify290.102.138652.153652.12365
1062023.09.06 06:15sell300.102.130930.000000.00000
1072023.09.06 06:15modify300.102.130932.132652.12365
1082023.09.06 06:15modify290.102.138652.132652.12365
1092023.09.06 06:20s/l290.102.132652.132652.1236536.3710757.73
1102023.09.06 06:20s/l300.102.132652.132652.12365-10.4810747.25
1112023.10.13 08:00sell310.102.061680.000000.00000
1122023.10.13 08:00modify310.102.061682.076682.04668
1132023.10.15 21:26sell320.102.054650.000000.00000
1142023.10.15 21:26modify320.102.054652.060932.04668
1152023.10.15 21:26modify310.102.061682.060932.04668
1162023.10.16 08:10sell330.102.054140.000000.00000
1172023.10.16 08:10modify330.102.054142.055682.04668
1182023.10.16 08:10modify320.102.054652.055682.04668
1192023.10.16 08:10modify310.102.061682.055682.04668
1202023.10.16 09:05s/l310.102.055682.055682.0466836.3810783.63
1212023.10.16 09:05s/l320.102.055682.055682.04668-6.4410777.18
1222023.10.16 09:05s/l330.102.055682.055682.04668-9.3810767.80
1232023.11.01 04:00sell340.102.091950.000000.00000
1242023.11.01 04:00modify340.102.091952.106952.07695
1252023.11.01 09:40sell350.102.085030.000000.00000
1262023.11.01 09:40modify350.102.085032.091202.07695
1272023.11.01 09:40modify340.102.091952.091202.07695
1282023.11.01 10:55sell360.102.084160.000000.00000
1292023.11.01 10:55modify360.102.084162.085952.07695
1302023.11.01 10:55modify350.102.085032.085952.07695
1312023.11.01 10:55modify340.102.091952.085952.07695
1322023.11.01 12:20sell370.102.081240.000000.00000
1332023.11.01 12:20modify370.102.081242.085952.07695
1342023.11.01 14:05t/p340.102.076952.085952.0769591.3710859.17
1352023.11.01 14:05t/p350.102.076952.085952.0769549.2210908.39
1362023.11.01 14:05t/p360.102.076952.085952.0769543.9210952.31
1372023.11.01 14:05t/p370.102.076952.085952.0769526.1310978.44
1382023.11.02 16:00buy380.102.069080.000000.00000
1392023.11.02 16:00modify380.102.069082.054082.08408
1402023.11.06 12:55buy390.102.076830.000000.00000
1412023.11.06 12:55modify390.102.076832.075082.08408
1422023.11.06 12:55modify380.102.069082.075082.08408
1432023.11.06 13:30s/l380.102.075082.075082.0840835.8611014.31
1442023.11.06 13:30s/l390.102.075082.075082.08408-10.6411003.67
1452023.11.14 12:00sell400.102.093510.000000.00000
1462023.11.14 12:00modify400.102.093512.108512.07851
1472023.11.14 14:30sell410.102.086010.000000.00000
1482023.11.14 14:30modify410.102.086012.087512.07851
1492023.11.14 14:30modify400.102.093512.087512.07851
1502023.11.14 15:05s/l400.102.087512.087512.0785136.5511040.22
1512023.11.14 15:05s/l410.102.087512.087512.07851-9.1311031.09
1522024.01.15 16:00sell420.102.054010.000000.00000
1532024.01.15 16:00modify420.102.054012.069012.03901
1542024.01.17 07:33s/l420.102.069012.069012.03901-91.7110939.38
1552024.02.13 20:00sell430.102.078190.000000.00000
1562024.02.13 20:00modify430.102.078192.093192.06319
1572024.02.14 07:30sell440.102.067560.000000.00000
1582024.02.14 07:30modify440.102.067562.072192.06319
1592024.02.14 07:30modify430.102.078192.072192.06319
1602024.02.14 09:40t/p430.102.063192.072192.0631991.2011030.57
1612024.02.14 09:40t/p440.102.063192.072192.0631926.6211057.19
1622024.02.28 08:00sell450.102.072220.000000.00000
1632024.02.28 08:00modify450.102.072222.087222.05722
1642024.02.29 23:59close at stop450.102.074692.087222.05722-15.5711041.62