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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=80; 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=18; 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 profit979.68Gross profit1562.04Gross loss-582.36
Profit factor2.68Expected payoff17.81
Absolute drawdown49.40Maximal drawdown313.13 (2.79%)Relative drawdown2.79% (313.13)
Total trades55Short positions (won %)36 (61.11%)Long positions (won %)19 (78.95%)
Profit trades (% of total)37 (67.27%)Loss trades (% of total)18 (32.73%)
Largestprofit trade85.27loss trade-85.79
Averageprofit trade42.22loss trade-32.35
Maximumconsecutive wins (profit in money)8 (325.76)consecutive losses (loss in money)4 (-221.22)
Maximalconsecutive profit (count of wins)335.78 (5)consecutive loss (count of losses)-221.22 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.10 16:00sell10.101.960120.000000.00000
22023.03.10 16:00modify10.101.960121.974121.94612
32023.03.13 08:30sell20.101.953560.000000.00000
42023.03.13 08:30modify20.101.953561.959421.94612
52023.03.13 08:30modify10.101.960121.959421.94612
62023.03.13 08:50sell30.101.952250.000000.00000
72023.03.13 08:50modify30.101.952251.955221.94612
82023.03.13 08:50modify20.101.953561.955221.94612
92023.03.13 08:50modify10.101.960121.955221.94612
102023.03.13 09:30s/l10.101.955221.955221.9461229.6710029.67
112023.03.13 09:30s/l20.101.955221.955221.94612-10.1110019.56
122023.03.13 09:30s/l30.101.955221.955221.94612-18.0910001.47
132023.03.21 16:00sell40.101.976050.000000.00000
142023.03.21 16:00modify40.101.976051.990051.96205
152023.03.22 06:40sell50.101.968330.000000.00000
162023.03.22 06:40modify50.101.968331.971151.96205
172023.03.22 06:40modify40.101.976051.971151.96205
182023.03.22 07:30s/l40.101.971151.971151.9620529.6710031.13
192023.03.22 07:30s/l50.101.971151.971151.96205-17.1810013.95
202023.04.12 00:00sell60.102.006450.000000.00000
212023.04.12 00:00modify60.102.006452.020451.99245
222023.04.12 12:55sell70.101.998750.000000.00000
232023.04.12 12:55modify70.101.998752.001551.99245
242023.04.12 12:55modify60.102.006452.001551.99245
252023.04.12 13:30s/l60.102.001552.001551.9924529.8510043.80
262023.04.12 13:30s/l70.102.001552.001551.99245-17.0510026.75
272023.04.14 04:00buy80.101.987930.000000.00000
282023.04.14 04:00modify80.101.987931.973932.00193
292023.04.14 15:40t/p80.102.001931.973932.0019385.0910111.84
302023.05.02 16:00buy90.102.010250.000000.00000
312023.05.02 16:00modify90.102.010251.996252.02425
322023.05.03 22:40t/p90.102.024251.996252.0242584.7910196.63
332023.05.19 12:00buy100.101.982030.000000.00000
342023.05.19 12:00modify100.101.982031.968031.99603
352023.05.23 13:40buy110.101.988630.000000.00000
362023.05.23 13:40modify110.101.988631.982731.99603
372023.05.23 13:40modify100.101.982031.982731.99603
382023.05.24 02:05buy120.101.989940.000000.00000
392023.05.24 02:05modify120.101.989941.986931.99603
402023.05.24 02:05modify110.101.988631.986931.99603
412023.05.24 02:05modify100.101.982031.986931.99603
422023.05.24 02:20t/p100.101.996031.986931.9960384.2010280.83
432023.05.24 02:20t/p110.101.996031.986931.9960344.6810325.51
442023.05.24 02:20t/p120.101.996031.986931.9960337.0210362.53
452023.05.24 12:00sell130.102.020110.000000.00000
462023.05.24 12:00modify130.102.020112.034112.00611
472023.05.25 09:20s/l130.102.034112.034112.00611-85.7910276.74
482023.05.31 08:00sell140.102.061740.000000.00000
492023.05.31 08:00modify140.102.061742.075742.04774
502023.06.02 03:50sell150.102.053910.000000.00000
512023.06.02 03:50modify150.102.053912.056842.04774
522023.06.02 03:50modify140.102.061742.056842.04774
532023.06.02 04:30s/l140.102.056842.056842.0477429.1410305.88
542023.06.02 04:30s/l150.102.056842.056842.04774-17.8510288.03
552023.06.22 12:00buy160.102.057210.000000.00000
562023.06.22 12:00modify160.102.057212.043212.07121
572023.06.22 19:55buy170.102.063700.000000.00000
582023.06.22 19:55modify170.102.063702.057912.07121
592023.06.22 19:55modify160.102.057212.057912.07121
602023.06.23 02:20buy180.102.065040.000000.00000
612023.06.23 02:20modify180.102.065042.062112.07121
622023.06.23 02:20modify170.102.063702.062112.07121
632023.06.23 02:20modify160.102.057212.062112.07121
642023.06.23 03:30buy190.102.068700.000000.00000
652023.06.23 03:30modify190.102.068702.062812.07121
662023.06.23 03:30modify180.102.065042.062812.07121
672023.06.23 03:30modify170.102.063702.062812.07121
682023.06.23 03:30modify160.102.057212.062812.07121
692023.06.23 06:40t/p160.102.071212.062812.0712184.7910372.82
702023.06.23 06:40t/p170.102.071212.062812.0712145.3510418.17
712023.06.23 06:40t/p180.102.071212.062812.0712137.5010455.67
722023.06.23 06:40t/p190.102.071212.062812.0712115.2510470.92
732023.07.05 08:00buy200.102.051950.000000.00000
742023.07.05 08:00modify200.102.051952.037952.06595
752023.07.06 12:20buy210.102.059720.000000.00000
762023.07.06 12:20modify210.102.059722.056852.06595
772023.07.06 12:20modify200.102.051952.056852.06595
782023.07.06 12:30buy220.102.063200.000000.00000
792023.07.06 12:30modify220.102.063202.057552.06595
802023.07.06 12:30modify210.102.059722.057552.06595
812023.07.06 12:30modify200.102.051952.057552.06595
822023.07.06 12:40t/p200.102.065952.057552.0659584.2010555.12
832023.07.06 12:40t/p210.102.065952.057552.0659537.8710592.99
842023.07.06 12:40t/p220.102.065952.057552.0659516.7110609.70
852023.07.11 16:00sell230.102.087290.000000.00000
862023.07.11 16:00modify230.102.087292.101292.07329
872023.07.12 01:15sell240.102.080940.000000.00000
882023.07.12 01:15modify240.102.080942.086592.07329
892023.07.12 01:15modify230.102.087292.086592.07329
902023.07.12 02:05s/l230.102.086592.086592.073294.0910613.78
912023.07.12 02:05s/l240.102.086592.086592.07329-34.4110579.37
922023.08.24 00:00buy250.102.129630.000000.00000
932023.08.24 00:00modify250.102.129632.115632.14363
942023.08.24 08:15buy260.102.136150.000000.00000
952023.08.24 08:15modify260.102.136152.130332.14363
962023.08.24 08:15modify250.102.129632.130332.14363
972023.08.24 14:00s/l250.102.130332.130332.143634.2610583.63
982023.08.24 14:00s/l260.102.130332.130332.14363-35.3710548.26
992023.08.30 00:00buy270.102.118060.000000.00000
1002023.08.30 00:00modify270.102.118062.104062.13206
1012023.08.30 03:15buy280.102.124440.000000.00000
1022023.08.30 03:15modify280.102.124442.118762.13206
1032023.08.30 03:15modify270.102.118062.118762.13206
1042023.08.30 05:05s/l270.102.118762.118762.132064.2610552.52
1052023.08.30 05:05s/l280.102.118762.118762.13206-34.5210518.00
1062023.08.31 04:00sell290.102.134550.000000.00000
1072023.08.31 04:00modify290.102.134552.148552.12055
1082023.08.31 14:50sell300.102.128090.000000.00000
1092023.08.31 14:50modify300.102.128092.133852.12055
1102023.08.31 14:50modify290.102.134552.133852.12055
1112023.08.31 17:30sell310.102.126650.000000.00000
1122023.08.31 17:30modify310.102.126652.129652.12055
1132023.08.31 17:30modify300.102.128092.129652.12055
1142023.08.31 17:30modify290.102.134552.129652.12055
1152023.08.31 20:50sell320.102.123170.000000.00000
1162023.08.31 20:50modify320.102.123172.128952.12055
1172023.08.31 20:50modify310.102.126652.128952.12055
1182023.08.31 20:50modify300.102.128092.128952.12055
1192023.08.31 20:50modify290.102.134552.128952.12055
1202023.08.31 23:40t/p290.102.120552.128952.1205585.2710603.27
1212023.08.31 23:40t/p300.102.120552.128952.1205545.9210649.19
1222023.08.31 23:40t/p310.102.120552.128952.1205537.1510686.34
1232023.08.31 23:40t/p320.102.120552.128952.1205515.9610702.30
1242023.09.05 16:00sell330.102.138650.000000.00000
1252023.09.05 16:00modify330.102.138652.152652.12465
1262023.09.06 05:50sell340.102.132330.000000.00000
1272023.09.06 05:50modify340.102.132332.137952.12465
1282023.09.06 05:50modify330.102.138652.137952.12465
1292023.09.06 06:15sell350.102.130930.000000.00000
1302023.09.06 06:15modify350.102.130932.133752.12465
1312023.09.06 06:15modify340.102.132332.133752.12465
1322023.09.06 06:15modify330.102.138652.133752.12465
1332023.09.06 06:40s/l330.102.133752.133752.1246529.6710731.97
1342023.09.06 06:40s/l340.102.133752.133752.12465-8.6510723.32
1352023.09.06 06:40s/l350.102.133752.133752.12465-17.1810706.14
1362023.10.13 08:00sell360.102.061680.000000.00000
1372023.10.13 08:00modify360.102.061682.075682.04768
1382023.10.15 21:00sell370.102.050180.000000.00000
1392023.10.15 21:00modify370.102.050182.056082.04768
1402023.10.15 21:00modify360.102.061682.056082.04768
1412023.10.15 21:33s/l360.102.056082.056082.0476834.1110740.25
1422023.10.15 21:33s/l370.102.056082.056082.04768-35.9410704.31
1432023.10.24 00:00sell380.102.093390.000000.00000
1442023.10.24 00:00modify380.102.093392.107392.07939
1452023.10.24 13:50sell390.102.085480.000000.00000
1462023.10.24 13:50modify390.102.085482.088492.07939
1472023.10.24 13:50modify380.102.093392.088492.07939
1482023.10.24 17:55sell400.102.081940.000000.00000
1492023.10.24 17:55modify400.102.081942.087792.07939
1502023.10.24 17:55modify390.102.085482.087792.07939
1512023.10.24 17:55modify380.102.093392.087792.07939
1522023.10.24 21:40t/p380.102.079392.087792.0793985.2710789.58
1532023.10.24 21:40t/p390.102.079392.087792.0793937.0910826.67
1542023.10.24 21:40t/p400.102.079392.087792.0793915.5310842.20
1552023.11.01 04:00sell410.102.091950.000000.00000
1562023.11.01 04:00modify410.102.091952.105952.07795
1572023.11.01 10:20sell420.102.085470.000000.00000
1582023.11.01 10:20modify420.102.085472.091252.07795
1592023.11.01 10:20modify410.102.091952.091252.07795
1602023.11.01 10:40sell430.102.084000.000000.00000
1612023.11.01 10:40modify430.102.084002.087052.07795
1622023.11.01 10:40modify420.102.085472.087052.07795
1632023.11.01 10:40modify410.102.091952.087052.07795
1642023.11.01 13:40t/p410.102.077952.087052.0779585.2710927.47
1652023.11.01 13:40t/p420.102.077952.087052.0779545.8010973.27
1662023.11.01 13:40t/p430.102.077952.087052.0779536.8511010.12
1672023.11.02 16:00buy440.102.069080.000000.00000
1682023.11.02 16:00modify440.102.069082.055082.08308
1692023.11.06 11:45buy450.102.076950.000000.00000
1702023.11.06 11:45modify450.102.076952.073982.08308
1712023.11.06 11:45modify440.102.069082.073982.08308
1722023.11.06 13:35buy460.102.075500.000000.00000
1732023.11.06 13:35modify460.102.075502.069782.08308
1742023.11.06 13:40s/l440.102.073982.073982.0830829.1811039.30
1752023.11.06 13:40s/l450.102.073982.073982.08308-18.0511021.25
1762023.11.06 13:40close460.102.073702.069782.08308-10.9411010.31
1772023.11.14 12:00sell470.102.093510.000000.00000
1782023.11.14 12:00modify470.102.093512.107512.07951
1792023.11.14 14:20sell480.102.087200.000000.00000
1802023.11.14 14:20modify480.102.087202.092812.07951
1812023.11.14 14:20modify470.102.093512.092812.07951
1822023.11.14 16:45sell490.102.085660.000000.00000
1832023.11.14 16:45modify490.102.085662.088612.07951
1842023.11.14 16:45modify480.102.087202.088612.07951
1852023.11.14 16:45modify470.102.093512.088612.07951
1862023.11.14 18:50sell500.102.082260.000000.00000
1872023.11.14 18:50modify500.102.082262.087912.07951
1882023.11.14 18:50modify490.102.085662.087912.07951
1892023.11.14 18:50modify480.102.087202.087912.07951
1902023.11.14 18:50modify470.102.093512.087912.07951
1912023.11.14 21:40t/p470.102.079512.087912.0795185.2711095.58
1922023.11.14 21:40t/p480.102.079512.087912.0795146.8411142.42
1932023.11.14 21:40t/p490.102.079512.087912.0795137.4611179.88
1942023.11.14 21:40t/p500.102.079512.087912.0795116.7511196.63
1952024.01.11 00:00sell510.102.045930.000000.00000
1962024.01.11 00:00modify510.102.045932.059932.03193
1972024.01.11 08:50sell520.102.039580.000000.00000
1982024.01.11 08:50modify520.102.039582.045232.03193
1992024.01.11 08:50modify510.102.045932.045232.03193
2002024.01.11 13:30s/l510.102.045232.045232.031934.2711200.90
2012024.01.11 13:30s/l520.102.045232.045232.03193-34.4111166.49
2022024.01.15 16:00sell530.102.054010.000000.00000
2032024.01.15 16:00modify530.102.054012.068012.04001
2042024.01.17 07:33s/l530.102.068012.068012.04001-85.6211080.87
2052024.02.26 12:00sell540.102.054750.000000.00000
2062024.02.26 12:00modify540.102.054752.068752.04075
2072024.02.28 01:40s/l540.102.068752.068752.04075-85.6210995.25
2082024.02.28 08:00sell550.102.072220.000000.00000
2092024.02.28 08:00modify550.102.072222.086222.05822
2102024.02.29 23:59close at stop550.102.074692.086222.05822-15.5710979.68