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 23:59 (2023.03.01 - 2024.03.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; 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=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 test2613Ticks modelled4226Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit624.58Gross profit1470.60Gross loss-846.02
Profit factor1.74Expected payoff16.44
Absolute drawdown151.25Maximal drawdown261.17 (2.48%)Relative drawdown2.48% (261.17)
Total trades38Short positions (won %)21 (61.90%)Long positions (won %)17 (52.94%)
Profit trades (% of total)22 (57.89%)Loss trades (% of total)16 (42.11%)
Largestprofit trade91.20loss trade-81.11
Averageprofit trade66.85loss trade-52.88
Maximumconsecutive wins (profit in money)3 (273.25)consecutive losses (loss in money)2 (-159.93)
Maximalconsecutive profit (count of wins)273.25 (3)consecutive loss (count of losses)-159.93 (2)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.01 08:00buy10.101.936270.000000.00000
22023.03.01 08:00modify10.101.936271.923271.95127
32023.03.01 12:00s/l10.101.923271.923271.95127-79.019920.99
42023.03.10 12:00sell20.101.961420.000000.00000
52023.03.10 12:00modify20.101.961421.974421.94642
62023.03.13 16:00t/p20.101.946421.974421.9464291.1910012.18
72023.03.20 16:00sell30.101.962350.000000.00000
82023.03.20 16:00modify30.101.962351.975351.94735
92023.03.21 08:00s/l30.101.975351.975351.94735-79.359932.82
102023.04.06 16:00sell40.101.992270.000000.00000
112023.04.06 16:00modify40.101.992272.005271.97727
122023.04.11 16:00s/l40.102.005272.005271.97727-79.709853.12
132023.04.13 16:00buy50.101.987440.000000.00000
142023.04.13 16:00modify50.101.987441.974442.00244
152023.04.17 08:00t/p50.102.002441.974442.0024490.579943.69
162023.05.02 12:00buy60.102.008650.000000.00000
172023.05.02 12:00modify60.102.008651.995652.02365
182023.05.04 00:00t/p60.102.023651.995652.0236589.9810033.67
192023.05.12 08:00sell70.102.004090.000000.00000
202023.05.12 08:00modify70.102.004092.017091.98909
212023.05.19 00:00t/p70.101.989092.017091.9890990.1410123.81
222023.05.24 04:00sell80.102.013120.000000.00000
232023.05.24 04:00modify80.102.013122.026121.99812
242023.05.24 08:00s/l80.102.026122.026121.99812-79.1810044.63
252023.05.31 04:00sell90.102.063340.000000.00000
262023.05.31 04:00modify90.102.063342.076342.04834
272023.06.04 20:00sell100.102.054320.000000.00000
282023.06.04 20:00modify100.102.054322.056592.04834
292023.06.04 20:00modify90.102.063342.056592.04834
302023.06.05 12:00t/p90.102.048342.056592.0483490.5010135.12
312023.06.05 12:00t/p100.102.048342.056592.0483436.2610171.38
322023.06.28 04:00sell110.102.079640.000000.00000
332023.06.28 04:00modify110.102.079642.092642.06464
342023.06.30 04:00sell120.102.072720.000000.00000
352023.06.30 04:00modify120.102.072722.074392.06464
362023.06.30 04:00modify110.102.079642.074392.06464
372023.06.30 08:00s/l110.102.074392.074392.0646431.2810202.66
382023.06.30 08:00s/l120.102.074392.074392.06464-10.1710192.49
392023.07.11 12:00sell130.102.088390.000000.00000
402023.07.11 12:00modify130.102.088392.101392.07339
412023.07.12 16:00t/p130.102.073392.101392.0733991.1910283.67
422023.07.12 16:00buy140.102.065230.000000.00000
432023.07.12 16:00modify140.102.065232.052232.08023
442023.07.13 08:00s/l140.102.052232.052232.08023-79.9010203.77
452023.07.18 12:00sell150.102.086290.000000.00000
462023.07.18 12:00modify150.102.086292.099292.07129
472023.07.19 00:00t/p150.102.071292.099292.0712991.1910294.95
482023.07.20 04:00buy160.102.054740.000000.00000
492023.07.20 04:00modify160.102.054742.041742.06974
502023.07.21 04:00t/p160.102.069742.041742.0697490.8710385.83
512023.07.21 16:00sell170.102.080710.000000.00000
522023.07.21 16:00modify170.102.080712.093712.06571
532023.07.24 16:00t/p170.102.065712.093712.0657191.2010477.02
542023.08.02 04:00sell180.102.091010.000000.00000
552023.08.02 04:00modify180.102.091012.104012.07601
562023.08.08 08:00s/l180.102.104012.104012.07601-80.2310396.79
572023.08.11 16:00sell190.102.122200.000000.00000
582023.08.11 16:00modify190.102.122202.135202.10720
592023.08.16 00:00s/l190.102.135202.135202.10720-79.7010317.09
602023.08.17 04:00sell200.102.151830.000000.00000
612023.08.17 04:00modify200.102.151832.164832.13683
622023.08.22 08:00sell210.102.146330.000000.00000
632023.08.22 08:00modify210.102.146332.150332.13683
642023.08.22 08:00modify200.102.151832.150332.13683
652023.08.23 04:00t/p200.102.136832.150332.1368390.6610407.75
662023.08.23 04:00t/p210.102.136832.150332.1368357.6910465.43
672023.08.23 12:00buy220.102.129270.000000.00000
682023.08.23 12:00modify220.102.129272.116272.14427
692023.08.30 00:00s/l220.102.116272.116272.14427-81.1110384.33
702023.09.05 08:00sell230.102.135590.000000.00000
712023.09.05 08:00modify230.102.135592.148592.12059
722023.09.07 08:00t/p230.102.120592.148592.1205990.6710475.00
732023.09.22 12:00buy240.102.052740.000000.00000
742023.09.22 12:00modify240.102.052742.039742.06774
752023.09.25 04:00buy250.102.058290.000000.00000
762023.09.25 04:00modify250.102.058292.054242.06774
772023.09.25 04:00modify240.102.052742.054242.06774
782023.09.25 12:00s/l240.102.054242.054242.067748.8210483.82
792023.09.25 12:00s/l250.102.054242.054242.06774-24.6110459.21
802023.11.02 12:00buy260.102.068450.000000.00000
812023.11.02 12:00modify260.102.068452.055452.08345
822023.11.06 12:00buy270.102.077710.000000.00000
832023.11.06 12:00modify270.102.077712.075202.08345
842023.11.06 12:00modify260.102.068452.075202.08345
852023.11.06 16:00s/l260.102.075202.075202.0834540.4210499.64
862023.11.06 16:00s/l270.102.075202.075202.08345-15.2610484.38
872023.11.15 08:00buy280.102.067160.000000.00000
882023.11.15 08:00modify280.102.067162.054162.08216
892023.11.17 04:00t/p280.102.082162.054162.0821689.9810574.35
902023.11.29 04:00buy290.102.053550.000000.00000
912023.11.29 04:00modify290.102.053552.040552.06855
922023.12.04 04:00s/l290.102.040552.040552.06855-80.5010493.86
932023.12.14 04:00buy300.102.027290.000000.00000
942023.12.14 04:00modify300.102.027292.014292.04229
952023.12.14 16:00t/p300.102.042292.014292.0422991.1710585.03
962023.12.18 12:00buy310.102.030930.000000.00000
972023.12.18 12:00modify310.102.030932.017932.04593
982023.12.19 00:00buy320.102.036380.000000.00000
992023.12.19 00:00modify320.102.036382.032432.04593
1002023.12.19 00:00modify310.102.030932.032432.04593
1012023.12.19 04:00s/l310.102.032432.032432.045938.8110593.84
1022023.12.19 04:00s/l320.102.032432.032432.04593-24.0110569.83
1032023.12.20 08:00buy330.102.016120.000000.00000
1042023.12.20 08:00modify330.102.016122.003122.03112
1052023.12.21 00:00buy340.102.021650.000000.00000
1062023.12.21 00:00modify340.102.021652.017622.03112
1072023.12.21 00:00modify330.102.016122.017622.03112
1082023.12.21 16:00s/l330.102.017622.017622.031128.2310578.05
1092023.12.21 16:00s/l340.102.017622.017622.03112-24.4910553.56
1102024.01.17 16:00sell350.102.076660.000000.00000
1112024.01.17 16:00modify350.102.076662.089662.06166
1122024.01.18 04:00sell360.102.071260.000000.00000
1132024.01.18 04:00modify360.102.071262.075162.06166
1142024.01.18 04:00modify350.102.076662.075162.06166
1152024.01.18 08:00s/l350.102.075162.075162.061668.6210562.18
1162024.01.18 08:00s/l360.102.075162.075162.06166-23.7510538.43
1172024.02.13 16:00sell370.102.078760.000000.00000
1182024.02.13 16:00modify370.102.078762.091762.06376
1192024.02.14 12:00t/p370.102.063762.091762.0637691.1910629.61
1202024.02.28 04:00sell380.102.073950.000000.00000
1212024.02.28 04:00modify380.102.073952.086952.05895
1222024.02.29 23:59close at stop380.102.074692.086952.05895-5.0310624.58