Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolGBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000)
Period1 Hour (H1) 2023.03.01 00:00 - 2024.02.29 23:00 (2023.03.01 - 2024.03.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=6; 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=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=70; 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=20; 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 test6533Ticks modelled39095297Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit588.23Gross profit982.33Gross loss-394.10
Profit factor2.49Expected payoff10.14
Absolute drawdown98.36Maximal drawdown161.07 (1.53%)Relative drawdown1.57% (158.19)
Total trades58Short positions (won %)17 (41.18%)Long positions (won %)41 (60.98%)
Profit trades (% of total)32 (55.17%)Loss trades (% of total)26 (44.83%)
Largestprofit trade84.79loss trade-79.35
Averageprofit trade30.70loss trade-15.16
Maximumconsecutive wins (profit in money)5 (234.68)consecutive losses (loss in money)3 (-92.59)
Maximalconsecutive profit (count of wins)234.68 (5)consecutive loss (count of losses)-92.59 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.01 13:00buy10.101.924780.000000.00000
22023.03.01 13:00modify10.101.924781.911781.93878
32023.03.03 12:13buy20.101.929750.000000.00000
42023.03.03 12:13modify20.101.929751.926181.93878
52023.03.03 12:13modify10.101.924781.926181.93878
62023.03.03 14:55buy30.101.931790.000000.00000
72023.03.03 14:55modify30.101.931791.929681.93878
82023.03.03 14:55modify20.101.929751.929681.93878
92023.03.03 14:55modify10.101.924781.929681.93878
102023.03.03 15:02s/l10.101.929681.929681.9387828.5910028.59
112023.03.03 15:02s/l20.101.929681.929681.93878-0.4210028.17
122023.03.03 15:02s/l30.101.929681.929681.93878-12.8210015.35
132023.03.03 17:00sell40.101.931600.000000.00000
142023.03.03 17:00modify40.101.931601.944601.91760
152023.03.06 09:04s/l40.101.944601.944601.91760-79.359935.99
162023.04.06 17:00sell50.101.992110.000000.00000
172023.04.06 17:00modify50.101.992112.005111.97811
182023.04.07 07:05sell60.101.987210.000000.00000
192023.04.07 07:05modify60.101.987211.990711.97811
202023.04.07 07:05modify50.101.992111.990711.97811
212023.04.07 08:02sell70.101.985090.000000.00000
222023.04.07 08:02modify70.101.985091.987211.97811
232023.04.07 08:02modify60.101.987211.987211.97811
242023.04.07 08:02modify50.101.992111.987211.97811
252023.04.07 11:38s/l50.101.987211.987211.9781129.679965.66
262023.04.07 11:38s/l60.101.987211.987211.978110.009965.66
272023.04.07 11:38s/l70.101.987211.987211.97811-12.929952.74
282023.04.11 12:00sell80.102.001820.000000.00000
292023.04.11 12:00modify80.102.001822.014821.98782
302023.04.12 13:02sell90.101.996830.000000.00000
312023.04.12 13:02modify90.101.996832.000421.98782
322023.04.12 13:02modify80.102.001822.000421.98782
332023.04.12 13:20s/l80.102.000422.000421.987828.369961.09
342023.04.12 13:20s/l90.102.000422.000421.98782-21.879939.22
352023.04.13 18:00buy100.101.986440.000000.00000
362023.04.13 18:00modify100.101.986441.973442.00044
372023.04.14 13:02buy110.101.991390.000000.00000
382023.04.14 13:02modify110.101.991391.987842.00044
392023.04.14 13:02modify100.101.986441.987842.00044
402023.04.14 13:50buy120.101.993560.000000.00000
412023.04.14 13:50modify120.101.993561.991342.00044
422023.04.14 13:50modify110.101.991391.991342.00044
432023.04.14 13:50modify100.101.986441.991342.00044
442023.04.14 14:22buy130.101.996250.000000.00000
452023.04.14 14:22modify130.101.996251.991342.00044
462023.04.14 15:03t/p100.102.000441.991342.0004484.7910024.02
472023.04.14 15:03t/p110.102.000441.991342.0004455.0010079.02
482023.04.14 15:03t/p120.102.000441.991342.0004441.8110120.83
492023.04.14 15:03t/p130.102.000441.991342.0004425.4610146.29
502023.05.04 19:00buy140.102.001090.000000.00000
512023.05.04 19:00modify140.102.001091.988092.01509
522023.05.05 12:46buy150.102.006000.000000.00000
532023.05.05 12:46modify150.102.006002.002492.01509
542023.05.05 12:46modify140.102.001092.002492.01509
552023.05.05 13:49s/l140.102.002492.002492.015098.2010154.49
562023.05.05 13:49s/l150.102.002492.002492.01509-21.3410133.15
572023.05.08 16:00buy160.101.989770.000000.00000
582023.05.08 16:00modify160.101.989771.976772.00377
592023.05.09 06:46buy170.101.994670.000000.00000
602023.05.09 06:46modify170.101.994671.991172.00377
612023.05.09 06:46modify160.101.989771.991172.00377
622023.05.09 07:39s/l160.101.991171.991172.003778.2110141.36
632023.05.09 07:39s/l170.101.991171.991172.00377-21.2710120.09
642023.05.12 12:00sell180.102.010670.000000.00000
652023.05.12 12:00modify180.102.010672.023671.99667
662023.05.15 05:13sell190.102.005750.000000.00000
672023.05.15 05:13modify190.102.005752.009271.99667
682023.05.15 05:13modify180.102.010672.009271.99667
692023.05.15 06:33sell200.102.003670.000000.00000
702023.05.15 06:33modify200.102.003672.005771.99667
712023.05.15 06:33modify190.102.005752.005771.99667
722023.05.15 06:33modify180.102.010672.005771.99667
732023.05.15 07:09s/l180.102.005772.005771.9966729.6810149.77
742023.05.15 07:09s/l190.102.005772.005771.99667-0.1210149.65
752023.05.15 07:09s/l200.102.005772.005771.99667-12.7910136.86
762023.05.17 12:00buy210.101.992190.000000.00000
772023.05.17 12:00modify210.101.992191.979192.00619
782023.05.17 14:29buy220.101.997110.000000.00000
792023.05.17 14:29modify220.101.997111.993592.00619
802023.05.17 14:29modify210.101.992191.993592.00619
812023.05.17 15:01buy230.101.999220.000000.00000
822023.05.17 15:01modify230.101.999221.997092.00619
832023.05.17 15:01modify220.101.997111.997092.00619
842023.05.17 15:01modify210.101.992191.997092.00619
852023.05.17 15:37s/l210.101.997091.997092.0061929.7810166.64
862023.05.17 15:37s/l220.101.997091.997092.00619-0.1210166.52
872023.05.17 15:37s/l230.101.997091.997092.00619-12.9510153.57
882023.07.11 13:00sell240.102.087550.000000.00000
892023.07.11 13:00modify240.102.087552.100552.07355
902023.07.12 00:34sell250.102.082650.000000.00000
912023.07.12 00:34modify250.102.082652.086152.07355
922023.07.12 00:34modify240.102.087552.086152.07355
932023.07.12 02:01s/l240.102.086152.086152.073558.3610161.92
942023.07.12 02:01s/l250.102.086152.086152.07355-21.3210140.60
952023.07.12 19:00buy260.102.060770.000000.00000
962023.07.12 19:00modify260.102.060772.047772.07477
972023.07.17 07:56buy270.102.065760.000000.00000
982023.07.17 07:56modify270.102.065762.062172.07477
992023.07.17 07:56modify260.102.060772.062172.07477
1002023.07.17 09:55buy280.102.067840.000000.00000
1012023.07.17 09:55modify280.102.067842.065672.07477
1022023.07.17 09:55modify270.102.065762.065672.07477
1032023.07.17 09:55modify260.102.060772.065672.07477
1042023.07.17 10:14s/l260.102.065672.065672.0747728.2910168.89
1052023.07.17 10:14s/l270.102.065672.065672.07477-0.5510168.34
1062023.07.17 10:14s/l280.102.065672.065672.07477-13.1910155.15
1072023.07.31 16:00buy290.102.067840.000000.00000
1082023.07.31 16:00modify290.102.067842.054842.08184
1092023.08.01 04:30buy300.102.072830.000000.00000
1102023.08.01 04:30modify300.102.072832.069242.08184
1112023.08.01 04:30modify290.102.067842.069242.08184
1122023.08.01 04:42buy310.102.074850.000000.00000
1132023.08.01 04:42modify310.102.074852.072742.08184
1142023.08.01 04:42modify300.102.072832.072742.08184
1152023.08.01 04:42modify290.102.067842.072742.08184
1162023.08.01 04:50s/l290.102.072742.072742.0818429.4810184.63
1172023.08.01 04:50s/l300.102.072742.072742.08184-0.5510184.08
1182023.08.01 04:50s/l310.102.072742.072742.08184-12.8310171.25
1192023.09.22 14:00buy320.102.051550.000000.00000
1202023.09.22 14:00modify320.102.051552.038552.06555
1212023.09.25 01:31buy330.102.056450.000000.00000
1222023.09.25 01:31modify330.102.056452.052952.06555
1232023.09.25 01:31modify320.102.051552.052952.06555
1242023.09.25 03:49buy340.102.058550.000000.00000
1252023.09.25 03:49modify340.102.058552.056452.06555
1262023.09.25 03:49modify330.102.056452.056452.06555
1272023.09.25 03:49modify320.102.051552.056452.06555
1282023.09.25 04:26s/l320.102.056452.056452.0655529.4810200.74
1292023.09.25 04:26s/l330.102.056452.056452.065550.0010200.74
1302023.09.25 04:26s/l340.102.056452.056452.06555-12.7610187.98
1312023.11.06 12:00sell350.102.077110.000000.00000
1322023.11.06 12:00modify350.102.077112.090112.06311
1332023.11.06 15:30sell360.102.072200.000000.00000
1342023.11.06 15:30modify360.102.072202.075712.06311
1352023.11.06 15:30modify350.102.077112.075712.06311
1362023.11.06 17:57sell370.102.070110.000000.00000
1372023.11.06 17:57modify370.102.070112.072212.06311
1382023.11.06 17:57modify360.102.072202.072212.06311
1392023.11.06 17:57modify350.102.077112.072212.06311
1402023.11.06 22:14sell380.102.067090.000000.00000
1412023.11.06 22:14modify380.102.067092.072212.06311
1422023.11.07 00:14s/l350.102.072212.072212.0631129.6810217.65
1432023.11.07 00:14s/l360.102.072212.072212.06311-0.2310217.42
1442023.11.07 00:14s/l370.102.072212.072212.06311-12.9610204.45
1452023.11.07 00:14s/l380.102.072212.072212.06311-31.3510173.10
1462023.11.09 16:00buy390.102.065510.000000.00000
1472023.11.09 16:00modify390.102.065512.052512.07951
1482023.11.09 19:03buy400.102.070450.000000.00000
1492023.11.09 19:03modify400.102.070452.066912.07951
1502023.11.09 19:03modify390.102.065512.066912.07951
1512023.11.09 21:07buy410.102.072510.000000.00000
1522023.11.09 21:07modify410.102.072512.070412.07951
1532023.11.09 21:07modify400.102.070452.070412.07951
1542023.11.09 21:07modify390.102.065512.070412.07951
1552023.11.09 23:19buy420.102.075320.000000.00000
1562023.11.09 23:19modify420.102.075322.070412.07951
1572023.11.13 08:21t/p390.102.079512.070412.0795184.4910257.59
1582023.11.13 08:21t/p400.102.079512.070412.0795154.4710312.06
1592023.11.13 08:21t/p410.102.079512.070412.0795141.9510354.02
1602023.11.13 08:21t/p420.102.079512.070412.0795124.8710378.89
1612023.11.15 12:00buy430.102.064480.000000.00000
1622023.11.15 12:00modify430.102.064482.051482.07848
1632023.11.16 01:29buy440.102.069520.000000.00000
1642023.11.16 01:29modify440.102.069522.065882.07848
1652023.11.16 01:29modify430.102.064482.065882.07848
1662023.11.16 01:50buy450.102.071500.000000.00000
1672023.11.16 01:50modify450.102.071502.069382.07848
1682023.11.16 01:50modify440.102.069522.069382.07848
1692023.11.16 01:50modify430.102.064482.069382.07848
1702023.11.16 01:52buy460.102.074460.000000.00000
1712023.11.16 01:52modify460.102.074462.069382.07848
1722023.11.16 07:03s/l430.102.069382.069382.0784828.8910407.78
1732023.11.16 07:03s/l440.102.069382.069382.07848-0.8510406.93
1742023.11.16 07:03s/l450.102.069382.069382.07848-12.8810394.05
1752023.11.16 07:03s/l460.102.069382.069382.07848-30.8810363.17
1762023.12.20 13:00buy470.102.011870.000000.00000
1772023.12.20 13:00modify470.102.011871.998872.02587
1782023.12.20 16:31buy480.102.016790.000000.00000
1792023.12.20 16:31modify480.102.016792.013272.02587
1802023.12.20 16:31modify470.102.011872.013272.02587
1812023.12.20 20:22buy490.102.018880.000000.00000
1822023.12.20 20:22modify490.102.018882.016772.02587
1832023.12.20 20:22modify480.102.016792.016772.02587
1842023.12.20 20:22modify470.102.011872.016772.02587
1852023.12.20 21:40buy500.102.021670.000000.00000
1862023.12.20 21:40modify500.102.021672.016772.02587
1872023.12.21 07:14t/p470.102.025872.016772.0258784.2010447.37
1882023.12.21 07:14t/p480.102.025872.016772.0258754.3010501.66
1892023.12.21 07:14t/p490.102.025872.016772.0258741.6010543.26
1902023.12.21 07:14t/p500.102.025872.016772.0258724.6410567.89
1912024.02.13 19:00sell510.102.079740.000000.00000
1922024.02.13 19:00modify510.102.079742.092742.06574
1932024.02.13 22:25sell520.102.074830.000000.00000
1942024.02.13 22:25modify520.102.074832.078342.06574
1952024.02.13 22:25modify510.102.079742.078342.06574
1962024.02.13 23:02s/l510.102.078342.078342.065748.5310576.42
1972024.02.13 23:02s/l520.102.078342.078342.06574-21.3810555.04
1982024.02.15 15:00buy530.102.055780.000000.00000
1992024.02.15 15:00modify530.102.055782.042782.06978
2002024.02.15 16:20buy540.102.060680.000000.00000
2012024.02.15 16:20modify540.102.060682.057182.06978
2022024.02.15 16:20modify530.102.055782.057182.06978
2032024.02.15 20:06buy550.102.062860.000000.00000
2042024.02.15 20:06modify550.102.062862.060682.06978
2052024.02.15 20:06modify540.102.060682.060682.06978
2062024.02.15 20:06modify530.102.055782.060682.06978
2072024.02.15 22:12s/l530.102.060682.060682.0697829.7810584.82
2082024.02.15 22:12s/l540.102.060682.060682.069780.0010584.82
2092024.02.15 22:12s/l550.102.060682.060682.06978-13.2510571.57
2102024.02.20 13:00buy560.102.041540.000000.00000
2112024.02.20 13:00modify560.102.041542.028542.05554
2122024.02.20 14:36buy570.102.046440.000000.00000
2132024.02.20 14:36modify570.102.046442.042942.05554
2142024.02.20 14:36modify560.102.041542.042942.05554
2152024.02.20 15:13buy580.102.048600.000000.00000
2162024.02.20 15:13modify580.102.048602.046442.05554
2172024.02.20 15:13modify570.102.046442.046442.05554
2182024.02.20 15:13modify560.102.041542.046442.05554
2192024.02.20 16:58s/l560.102.046442.046442.0555429.7910601.36
2202024.02.20 16:58s/l570.102.046442.046442.055540.0010601.36
2212024.02.20 16:58s/l580.102.046442.046442.05554-13.1310588.23