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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1913Ticks modelled39095297Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit665.02Gross profit1370.62Gross loss-705.60
Profit factor1.94Expected payoff10.23
Absolute drawdown49.40Maximal drawdown352.76 (3.22%)Relative drawdown3.22% (352.76)
Total trades65Short positions (won %)41 (43.90%)Long positions (won %)24 (79.17%)
Profit trades (% of total)37 (56.92%)Loss trades (% of total)28 (43.08%)
Largestprofit trade85.27loss trade-85.79
Averageprofit trade37.04loss trade-25.20
Maximumconsecutive wins (profit in money)11 (518.79)consecutive losses (loss in money)4 (-221.10)
Maximalconsecutive profit (count of wins)518.79 (11)consecutive loss (count of losses)-221.10 (4)
Averageconsecutive wins2consecutive 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 08:33sell20.101.953750.000000.00000
42023.03.13 08:33modify20.101.953751.959421.94612
52023.03.13 08:33modify10.101.960121.959421.94612
62023.03.13 08:53sell30.101.952360.000000.00000
72023.03.13 08:53modify30.101.952361.955221.94612
82023.03.13 08:53modify20.101.953751.955221.94612
92023.03.13 08:53modify10.101.960121.955221.94612
102023.03.13 09:22s/l10.101.955221.955221.9461229.6710029.67
112023.03.13 09:22s/l20.101.955221.955221.94612-8.9510020.72
122023.03.13 09:22s/l30.101.955221.955221.94612-17.4210003.30
132023.03.21 16:00sell40.101.976050.000000.00000
142023.03.21 16:00modify40.101.976051.990051.96205
152023.03.22 06:12sell50.101.969700.000000.00000
162023.03.22 06:12modify50.101.969701.975351.96205
172023.03.22 06:12modify40.101.976051.975351.96205
182023.03.22 06:59sell60.101.968330.000000.00000
192023.03.22 06:59modify60.101.968331.971151.96205
202023.03.22 06:59modify50.101.969701.971151.96205
212023.03.22 06:59modify40.101.976051.971151.96205
222023.03.22 07:00s/l40.101.971151.971151.9620529.6710032.96
232023.03.22 07:00s/l50.101.971151.971151.96205-8.8310024.13
242023.03.22 07:00s/l60.101.971151.971151.96205-17.1810006.95
252023.04.12 00:00sell70.102.006450.000000.00000
262023.04.12 00:00modify70.102.006452.020451.99245
272023.04.12 12:30sell80.102.000060.000000.00000
282023.04.12 12:30modify80.102.000062.005751.99245
292023.04.12 12:30modify70.102.006452.005751.99245
302023.04.12 12:30sell90.101.998720.000000.00000
312023.04.12 12:30modify90.101.998722.001551.99245
322023.04.12 12:30modify80.102.000062.001551.99245
332023.04.12 12:30modify70.102.006452.001551.99245
342023.04.12 12:30s/l70.102.001552.001551.9924529.8510036.80
352023.04.12 12:30s/l80.102.001552.001551.99245-9.0710027.73
362023.04.12 12:30s/l90.102.001552.001551.99245-17.2410010.49
372023.04.14 04:00buy100.101.987930.000000.00000
382023.04.14 04:00modify100.101.987931.973932.00193
392023.04.14 14:08buy110.101.994420.000000.00000
402023.04.14 14:08modify110.101.994421.988632.00193
412023.04.14 14:08modify100.101.987931.988632.00193
422023.04.14 14:22buy120.101.995710.000000.00000
432023.04.14 14:22modify120.101.995711.992832.00193
442023.04.14 14:22modify110.101.994421.992832.00193
452023.04.14 14:22modify100.101.987931.992832.00193
462023.04.14 14:36buy130.101.999180.000000.00000
472023.04.14 14:36modify130.101.999181.993532.00193
482023.04.14 14:36modify120.101.995711.993532.00193
492023.04.14 14:36modify110.101.994421.993532.00193
502023.04.14 14:36modify100.101.987931.993532.00193
512023.04.14 15:24t/p100.102.001931.993532.0019385.0910095.58
522023.04.14 15:24t/p110.102.001931.993532.0019345.6510141.23
532023.04.14 15:24t/p120.102.001931.993532.0019337.8110179.04
542023.04.14 15:24t/p130.102.001931.993532.0019316.7110195.75
552023.05.02 16:00buy140.102.010250.000000.00000
562023.05.02 16:00modify140.102.010251.996252.02425
572023.05.03 19:32buy150.102.016550.000000.00000
582023.05.03 19:32modify150.102.016552.010952.02425
592023.05.03 19:32modify140.102.010252.010952.02425
602023.05.03 22:00buy160.102.017970.000000.00000
612023.05.03 22:00modify160.102.017972.015152.02425
622023.05.03 22:00modify150.102.016552.015152.02425
632023.05.03 22:00modify140.102.010252.015152.02425
642023.05.03 22:08buy170.102.021550.000000.00000
652023.05.03 22:08modify170.102.021552.015852.02425
662023.05.03 22:08modify160.102.017972.015852.02425
672023.05.03 22:08modify150.102.016552.015852.02425
682023.05.03 22:08modify140.102.010252.015852.02425
692023.05.03 22:29t/p140.102.024252.015852.0242584.7910280.54
702023.05.03 22:29t/p150.102.024252.015852.0242546.8010327.34
712023.05.03 22:29t/p160.102.024252.015852.0242538.1710365.51
722023.05.03 22:29t/p170.102.024252.015852.0242516.4110381.92
732023.05.19 12:00buy180.101.982030.000000.00000
742023.05.19 12:00modify180.101.982031.968031.99603
752023.05.23 13:52buy190.101.988360.000000.00000
762023.05.23 13:52modify190.101.988361.982731.99603
772023.05.23 13:52modify180.101.982031.982731.99603
782023.05.24 02:00buy200.101.993260.000000.00000
792023.05.24 02:00modify200.101.993261.987631.99603
802023.05.24 02:00modify190.101.988361.987631.99603
812023.05.24 02:00modify180.101.982031.987631.99603
822023.05.24 02:00t/p180.101.996031.987631.9960384.2010466.12
832023.05.24 02:00t/p190.101.996031.987631.9960346.3210512.44
842023.05.24 02:00t/p200.101.996031.987631.9960316.8410529.28
852023.05.24 12:00sell210.102.020110.000000.00000
862023.05.24 12:00modify210.102.020112.034112.00611
872023.05.25 09:08s/l210.102.034112.034112.00611-85.7910443.49
882023.05.31 08:00sell220.102.061740.000000.00000
892023.05.31 08:00modify220.102.061742.075742.04774
902023.06.02 03:34sell230.102.055410.000000.00000
912023.06.02 03:34modify230.102.055412.061042.04774
922023.06.02 03:34modify220.102.061742.061042.04774
932023.06.02 03:48sell240.102.054040.000000.00000
942023.06.02 03:48modify240.102.054042.056842.04774
952023.06.02 03:48modify230.102.055412.056842.04774
962023.06.02 03:48modify220.102.061742.056842.04774
972023.06.02 04:24s/l220.102.056842.056842.0477429.1410472.63
982023.06.02 04:24s/l230.102.056842.056842.04774-8.7110463.92
992023.06.02 04:24s/l240.102.056842.056842.04774-17.0610446.86
1002023.06.22 12:00buy250.102.057210.000000.00000
1012023.06.22 12:00modify250.102.057212.043212.07121
1022023.06.22 18:54buy260.102.063510.000000.00000
1032023.06.22 18:54modify260.102.063512.057912.07121
1042023.06.22 18:54modify250.102.057212.057912.07121
1052023.06.23 02:09buy270.102.064910.000000.00000
1062023.06.23 02:09modify270.102.064912.062112.07121
1072023.06.23 02:09modify260.102.063512.062112.07121
1082023.06.23 02:09modify250.102.057212.062112.07121
1092023.06.23 03:13buy280.102.068490.000000.00000
1102023.06.23 03:13modify280.102.068492.062812.07121
1112023.06.23 03:13modify270.102.064912.062812.07121
1122023.06.23 03:13modify260.102.063512.062812.07121
1132023.06.23 03:13modify250.102.057212.062812.07121
1142023.06.23 06:22t/p250.102.071212.062812.0712184.7910531.65
1152023.06.23 06:22t/p260.102.071212.062812.0712146.5010578.15
1162023.06.23 06:22t/p270.102.071212.062812.0712138.2910616.44
1172023.06.23 06:22t/p280.102.071212.062812.0712116.5310632.97
1182023.07.05 08:00buy290.102.051950.000000.00000
1192023.07.05 08:00modify290.102.051952.037952.06595
1202023.07.06 04:05buy300.102.058250.000000.00000
1212023.07.06 04:05modify300.102.058252.052652.06595
1222023.07.06 04:05modify290.102.051952.052652.06595
1232023.07.06 06:15s/l290.102.052652.052652.065953.3610636.33
1242023.07.06 06:15s/l300.102.052652.052652.06595-34.0410602.29
1252023.07.11 16:00sell310.102.087290.000000.00000
1262023.07.11 16:00modify310.102.087292.101292.07329
1272023.07.12 01:04sell320.102.080970.000000.00000
1282023.07.12 01:04modify320.102.080972.086592.07329
1292023.07.12 01:04modify310.102.087292.086592.07329
1302023.07.12 02:01s/l310.102.086592.086592.073294.0910606.37
1312023.07.12 02:01s/l320.102.086592.086592.07329-34.2310572.14
1322023.08.24 00:00buy330.102.129630.000000.00000
1332023.08.24 00:00modify330.102.129632.115632.14363
1342023.08.24 08:00buy340.102.135950.000000.00000
1352023.08.24 08:00modify340.102.135952.130332.14363
1362023.08.24 08:00modify330.102.129632.130332.14363
1372023.08.24 13:48s/l330.102.130332.130332.143634.2610576.40
1382023.08.24 13:48s/l340.102.130332.130332.14363-34.1610542.24
1392023.08.30 00:00buy350.102.118060.000000.00000
1402023.08.30 00:00modify350.102.118062.104062.13206
1412023.08.30 02:50buy360.102.124360.000000.00000
1422023.08.30 02:50modify360.102.124362.118762.13206
1432023.08.30 02:50modify350.102.118062.118762.13206
1442023.08.30 05:40s/l350.102.118762.118762.132064.2610546.50
1452023.08.30 05:40s/l360.102.118762.118762.13206-34.0310512.47
1462023.08.31 04:00sell370.102.134550.000000.00000
1472023.08.31 04:00modify370.102.134552.148552.12055
1482023.08.31 12:16sell380.102.128250.000000.00000
1492023.08.31 12:16modify380.102.128252.133852.12055
1502023.08.31 12:16modify370.102.134552.133852.12055
1512023.08.31 12:29sell390.102.126840.000000.00000
1522023.08.31 12:29modify390.102.126842.129652.12055
1532023.08.31 12:29modify380.102.128252.129652.12055
1542023.08.31 12:29modify370.102.134552.129652.12055
1552023.08.31 12:45s/l370.102.129652.129652.1205529.8410542.31
1562023.08.31 12:45s/l380.102.129652.129652.12055-8.5310533.78
1572023.08.31 12:45s/l390.102.129652.129652.12055-17.1210516.66
1582023.09.05 16:00sell400.102.138650.000000.00000
1592023.09.05 16:00modify400.102.138652.152652.12465
1602023.09.06 05:58sell410.102.132340.000000.00000
1612023.09.06 05:58modify410.102.132342.137952.12465
1622023.09.06 05:58modify400.102.138652.137952.12465
1632023.09.06 06:48sell420.102.130930.000000.00000
1642023.09.06 06:48modify420.102.130932.133752.12465
1652023.09.06 06:48modify410.102.132342.133752.12465
1662023.09.06 06:48modify400.102.138652.133752.12465
1672023.09.06 06:59s/l400.102.133752.133752.1246529.6710546.33
1682023.09.06 06:59s/l410.102.133752.133752.12465-8.5910537.74
1692023.09.06 06:59s/l420.102.133752.133752.12465-17.1810520.56
1702023.10.13 08:00sell430.102.061680.000000.00000
1712023.10.13 08:00modify430.102.061682.075682.04768
1722023.10.15 21:04sell440.102.050180.000000.00000
1732023.10.15 21:04modify440.102.050182.056082.04768
1742023.10.15 21:04modify430.102.061682.056082.04768
1752023.10.15 21:32sell450.102.053830.000000.00000
1762023.10.15 21:32modify450.102.053832.056782.04768
1772023.10.15 21:32modify450.102.053832.056082.04768
1782023.10.15 21:34sell460.102.055360.000000.00000
1792023.10.15 21:34modify460.102.055362.060982.04768
1802023.10.15 21:34modify460.102.055362.056082.04768
1812023.10.15 21:34s/l430.102.056082.056082.0476834.1110554.67
1822023.10.15 21:34s/l440.102.056082.056082.04768-35.9410518.73
1832023.10.15 21:34s/l450.102.056082.056082.04768-13.7110505.02
1842023.10.15 21:34s/l460.102.056082.056082.04768-4.3910500.63
1852023.10.24 00:00sell470.102.093390.000000.00000
1862023.10.24 00:00modify470.102.093392.107392.07939
1872023.10.24 12:40sell480.102.087090.000000.00000
1882023.10.24 12:40modify480.102.087092.092692.07939
1892023.10.24 12:40modify470.102.093392.092692.07939
1902023.10.24 13:39sell490.102.085690.000000.00000
1912023.10.24 13:39modify490.102.085692.088492.07939
1922023.10.24 13:39modify480.102.087092.088492.07939
1932023.10.24 13:39modify470.102.093392.088492.07939
1942023.10.24 17:37sell500.102.082160.000000.00000
1952023.10.24 17:37modify500.102.082162.087792.07939
1962023.10.24 17:37modify490.102.085692.087792.07939
1972023.10.24 17:37modify480.102.087092.087792.07939
1982023.10.24 17:37modify470.102.093392.087792.07939
1992023.10.24 21:12t/p470.102.079392.087792.0793985.2710585.90
2002023.10.24 21:12t/p480.102.079392.087792.0793946.9010632.80
2012023.10.24 21:12t/p490.102.079392.087792.0793938.3710671.17
2022023.10.24 21:12t/p500.102.079392.087792.0793916.8710688.04
2032023.11.01 04:00sell510.102.091950.000000.00000
2042023.11.01 04:00modify510.102.091952.105952.07795
2052023.11.01 09:26sell520.102.085610.000000.00000
2062023.11.01 09:26modify520.102.085612.091252.07795
2072023.11.01 09:26modify510.102.091952.091252.07795
2082023.11.01 10:28sell530.102.084240.000000.00000
2092023.11.01 10:28modify530.102.084242.087052.07795
2102023.11.01 10:28modify520.102.085612.087052.07795
2112023.11.01 10:28modify510.102.091952.087052.07795
2122023.11.01 12:14sell540.102.080720.000000.00000
2132023.11.01 12:14modify540.102.080722.086352.07795
2142023.11.01 12:14modify530.102.084242.086352.07795
2152023.11.01 12:14modify520.102.085612.086352.07795
2162023.11.01 12:14modify510.102.091952.086352.07795
2172023.11.01 13:59t/p510.102.077952.086352.0779585.2710773.31
2182023.11.01 13:59t/p520.102.077952.086352.0779546.6510819.96
2192023.11.01 13:59t/p530.102.077952.086352.0779538.3110858.27
2202023.11.01 13:59t/p540.102.077952.086352.0779516.8710875.14
2212023.11.02 16:00buy550.102.069080.000000.00000
2222023.11.02 16:00modify550.102.069082.055082.08308
2232023.11.06 10:22buy560.102.075420.000000.00000
2242023.11.06 10:22modify560.102.075422.069782.08308
2252023.11.06 10:22modify550.102.069082.069782.08308
2262023.11.06 10:45buy570.102.076800.000000.00000
2272023.11.06 10:45modify570.102.076802.073982.08308
2282023.11.06 10:45modify560.102.075422.073982.08308
2292023.11.06 10:45modify550.102.069082.073982.08308
2302023.11.06 13:54s/l550.102.073982.073982.0830829.1810904.32
2312023.11.06 13:54s/l560.102.073982.073982.08308-8.7510895.57
2322023.11.06 13:54s/l570.102.073982.073982.08308-17.1410878.43
2332023.11.14 12:00sell580.102.093510.000000.00000
2342023.11.14 12:00modify580.102.093512.107512.07951
2352023.11.14 13:35sell590.102.087180.000000.00000
2362023.11.14 13:35modify590.102.087182.092812.07951
2372023.11.14 13:35modify580.102.093512.092812.07951
2382023.11.14 13:35sell600.102.085700.000000.00000
2392023.11.14 13:35modify600.102.085702.088612.07951
2402023.11.14 13:35modify590.102.087182.088612.07951
2412023.11.14 13:35modify580.102.093512.088612.07951
2422023.11.14 14:00s/l580.102.088612.088612.0795129.8510908.28
2432023.11.14 14:00s/l590.102.088612.088612.07951-8.7110899.57
2442023.11.14 14:00s/l600.102.088612.088612.07951-17.7210881.85
2452024.01.11 00:00sell610.102.045930.000000.00000
2462024.01.11 00:00modify610.102.045932.059932.03193
2472024.01.11 08:30sell620.102.039600.000000.00000
2482024.01.11 08:30modify620.102.039602.045232.03193
2492024.01.11 08:30modify610.102.045932.045232.03193
2502024.01.11 13:30s/l610.102.045232.045232.031934.2710886.12
2512024.01.11 13:30s/l620.102.045232.045232.03193-34.2910851.83
2522024.01.15 16:00sell630.102.054010.000000.00000
2532024.01.15 16:00modify630.102.054012.068012.04001
2542024.01.17 07:39s/l630.102.068012.068012.04001-85.6210766.21
2552024.02.26 12:00sell640.102.054750.000000.00000
2562024.02.26 12:00modify640.102.054752.068752.04075
2572024.02.28 01:04s/l640.102.068752.068752.04075-85.6210680.59
2582024.02.28 08:00sell650.102.072220.000000.00000
2592024.02.28 08:00modify650.102.072222.086222.05822
2602024.02.29 23:59close at stop650.102.074692.086222.05822-15.5710665.02