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=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 modelled80041Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1075.36Gross profit1669.64Gross loss-594.28
Profit factor2.81Expected payoff15.36
Absolute drawdown143.20Maximal drawdown335.07 (3.20%)Relative drawdown3.20% (335.07)
Total trades70Short positions (won %)39 (53.85%)Long positions (won %)31 (54.84%)
Profit trades (% of total)38 (54.29%)Loss trades (% of total)32 (45.71%)
Largestprofit trade91.36loss trade-79.90
Averageprofit trade43.94loss trade-18.57
Maximumconsecutive wins (profit in money)7 (416.20)consecutive losses (loss in money)3 (-89.58)
Maximalconsecutive profit (count of wins)416.20 (7)consecutive loss (count of losses)-104.45 (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 10:40s/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
62023.03.10 13:40sell30.101.954410.000000.00000
72023.03.10 13:40modify30.101.954411.956171.94642
82023.03.10 13:40modify20.101.961421.956171.94642
92023.03.10 13:55s/l20.101.956171.956171.9464231.979952.96
102023.03.10 13:55s/l30.101.956171.956171.94642-10.729942.24
112023.03.20 16:00sell40.101.962350.000000.00000
122023.03.20 16:00modify40.101.962351.975351.94735
132023.03.21 06:30s/l40.101.975351.975351.94735-79.359862.89
142023.04.06 16:00sell50.101.992270.000000.00000
152023.04.06 16:00modify50.101.992272.005271.97727
162023.04.07 07:20sell60.101.986840.000000.00000
172023.04.07 07:20modify60.101.986841.990771.97727
182023.04.07 07:20modify50.101.992271.990771.97727
192023.04.07 08:30sell70.101.985500.000000.00000
202023.04.07 08:30modify70.101.985501.987021.97727
212023.04.07 08:30modify60.101.986841.987021.97727
222023.04.07 08:30modify50.101.992271.987021.97727
232023.04.07 11:30s/l50.101.987021.987021.9772731.819894.69
242023.04.07 11:30s/l60.101.987021.987021.97727-1.109893.59
252023.04.07 11:30s/l70.101.987021.987021.97727-9.269884.33
262023.04.13 16:00buy80.101.987440.000000.00000
272023.04.13 16:00modify80.101.987441.974442.00244
282023.04.14 13:30buy90.101.992730.000000.00000
292023.04.14 13:30modify90.101.992731.988942.00244
302023.04.14 13:30modify80.101.987441.988942.00244
312023.04.17 04:30t/p80.102.002441.988942.0024490.579974.90
322023.04.17 04:30t/p90.102.002441.988942.0024458.7210033.63
332023.05.02 12:00buy100.102.008650.000000.00000
342023.05.02 12:00modify100.102.008651.995652.02365
352023.05.03 19:00buy110.102.014080.000000.00000
362023.05.03 19:00modify110.102.014082.010152.02365
372023.05.03 19:00modify100.102.008652.010152.02365
382023.05.03 21:20buy120.102.015530.000000.00000
392023.05.03 21:20modify120.102.015532.013902.02365
402023.05.03 21:20modify110.102.014082.013902.02365
412023.05.03 21:20modify100.102.008652.013902.02365
422023.05.03 22:00buy130.102.017930.000000.00000
432023.05.03 22:00modify130.102.017932.015402.02365
442023.05.03 22:00modify120.102.015532.015402.02365
452023.05.03 22:00modify110.102.014082.015402.02365
462023.05.03 22:00modify100.102.008652.015402.02365
472023.05.03 22:40t/p100.102.023652.015402.0236590.8710124.50
482023.05.03 22:40t/p110.102.023652.015402.0236558.1710182.67
492023.05.03 22:40t/p120.102.023652.015402.0236549.3610232.03
502023.05.03 22:40t/p130.102.023652.015402.0236534.7710266.80
512023.05.12 08:00sell140.102.004090.000000.00000
522023.05.12 08:00modify140.102.004092.017091.98909
532023.05.17 03:45sell150.101.998750.000000.00000
542023.05.17 03:45modify150.101.998752.002591.98909
552023.05.17 03:45modify140.102.004092.002591.98909
562023.05.17 06:40sell160.101.997220.000000.00000
572023.05.17 06:40modify160.101.997221.998841.98909
582023.05.17 06:40modify150.101.998751.998841.98909
592023.05.17 06:40modify140.102.004091.998841.98909
602023.05.17 14:40s/l140.101.998841.998841.9890931.4610298.25
612023.05.17 14:40s/l150.101.998841.998841.98909-0.5410297.71
622023.05.17 14:40s/l160.101.998841.998841.98909-9.8610287.85
632023.05.24 04:00sell170.102.013120.000000.00000
642023.05.24 04:00modify170.102.013122.026121.99812
652023.05.24 06:30s/l170.102.026122.026121.99812-79.1810208.67
662023.05.31 04:00sell180.102.063340.000000.00000
672023.05.31 04:00modify180.102.063342.076342.04834
682023.05.31 06:40sell190.102.057950.000000.00000
692023.05.31 06:40modify190.102.057952.061842.04834
702023.05.31 06:40modify180.102.063342.061842.04834
712023.05.31 07:30s/l180.102.061842.061842.048349.1410217.81
722023.05.31 07:30s/l190.102.061842.061842.04834-23.6910194.12
732023.05.31 16:00sell200.102.067340.000000.00000
742023.05.31 16:00modify200.102.067342.080342.05234
752023.06.01 21:40sell210.102.060430.000000.00000
762023.06.01 21:40modify210.102.060432.062092.05234
772023.06.01 21:40modify200.102.067342.062092.05234
782023.06.01 22:00s/l200.102.062092.062092.0523431.4610225.58
792023.06.01 22:00s/l210.102.062092.062092.05234-10.1110215.47
802023.06.28 04:00sell220.102.079640.000000.00000
812023.06.28 04:00modify220.102.079642.092642.06464
822023.06.28 14:50sell230.102.072740.000000.00000
832023.06.28 14:50modify230.102.072742.074392.06464
842023.06.28 14:50modify220.102.079642.074392.06464
852023.06.28 14:55s/l220.102.074392.074392.0646431.9810247.45
862023.06.28 14:55s/l230.102.074392.074392.06464-10.0510237.40
872023.07.11 12:00sell240.102.088390.000000.00000
882023.07.11 12:00modify240.102.088392.101392.07339
892023.07.12 01:35sell250.102.082860.000000.00000
902023.07.12 01:35modify250.102.082862.086892.07339
912023.07.12 01:35modify240.102.088392.086892.07339
922023.07.12 02:05s/l240.102.086892.086892.073398.9610246.36
932023.07.12 02:05s/l250.102.086892.086892.07339-24.5510221.81
942023.07.12 16:00buy260.102.065230.000000.00000
952023.07.12 16:00modify260.102.065232.052232.08023
962023.07.13 05:40s/l260.102.052232.052232.08023-79.9010141.90
972023.07.18 12:00sell270.102.086290.000000.00000
982023.07.18 12:00modify270.102.086292.099292.07129
992023.07.18 13:40sell280.102.080890.000000.00000
1002023.07.18 13:40modify280.102.080892.084792.07129
1012023.07.18 13:40modify270.102.086292.084792.07129
1022023.07.18 14:30sell290.102.079520.000000.00000
1032023.07.18 14:30modify290.102.079522.081042.07129
1042023.07.18 14:30modify280.102.080892.081042.07129
1052023.07.18 14:30modify270.102.086292.081042.07129
1062023.07.18 17:55sell300.102.077060.000000.00000
1072023.07.18 17:55modify300.102.077062.079542.07129
1082023.07.18 17:55modify290.102.079522.079542.07129
1092023.07.18 17:55modify280.102.080892.079542.07129
1102023.07.18 17:55modify270.102.086292.079542.07129
1112023.07.18 22:30t/p270.102.071292.079542.0712991.3610233.26
1122023.07.18 22:30t/p280.102.071292.079542.0712958.4710291.73
1132023.07.18 22:30t/p290.102.071292.079542.0712950.1310341.86
1142023.07.18 22:30t/p300.102.071292.079542.0712935.1410377.00
1152023.07.20 04:00buy310.102.054740.000000.00000
1162023.07.20 04:00modify310.102.054742.041742.06974
1172023.07.20 13:50buy320.102.060080.000000.00000
1182023.07.20 13:50modify320.102.060082.056242.06974
1192023.07.20 13:50modify310.102.054742.056242.06974
1202023.07.21 01:40t/p310.102.069742.056242.0697490.8710467.87
1212023.07.21 01:40t/p320.102.069742.056242.0697458.4210526.30
1222023.07.21 16:00sell330.102.080710.000000.00000
1232023.07.21 16:00modify330.102.080712.093712.06571
1242023.07.24 07:50sell340.102.073950.000000.00000
1252023.07.24 07:50modify340.102.073952.075462.06571
1262023.07.24 07:50modify330.102.080712.075462.06571
1272023.07.24 07:55s/l330.102.075462.075462.0657131.8110558.10
1282023.07.24 07:55s/l340.102.075462.075462.06571-9.2010548.90
1292023.08.02 04:00sell350.102.091010.000000.00000
1302023.08.02 04:00modify350.102.091012.104012.07601
1312023.08.03 10:35sell360.102.084150.000000.00000
1322023.08.03 10:35modify360.102.084152.085762.07601
1332023.08.03 10:35modify350.102.091012.085762.07601
1342023.08.03 10:40s/l350.102.085762.085762.0760131.4510580.35
1352023.08.03 10:40s/l360.102.085762.085762.07601-9.8110570.54
1362023.08.11 16:00sell370.102.122200.000000.00000
1372023.08.11 16:00modify370.102.122202.135202.10720
1382023.08.13 21:43sell380.102.116920.000000.00000
1392023.08.13 21:43modify380.102.116922.120702.10720
1402023.08.13 21:43modify370.102.122202.120702.10720
1412023.08.13 22:00s/l370.102.120702.120702.107209.1410579.68
1422023.08.13 22:00s/l380.102.120702.120702.10720-23.0210556.66
1432023.08.17 04:00sell390.102.151830.000000.00000
1442023.08.17 04:00modify390.102.151832.164832.13683
1452023.08.17 10:45sell400.102.142810.000000.00000
1462023.08.17 10:45modify400.102.142812.145082.13683
1472023.08.17 10:45modify390.102.151832.145082.13683
1482023.08.17 12:30s/l390.102.145082.145082.1368341.1110597.77
1492023.08.17 12:30s/l400.102.145082.145082.13683-13.8310583.94
1502023.08.23 12:00buy410.102.129270.000000.00000
1512023.08.23 12:00modify410.102.129272.116272.14427
1522023.08.24 07:40buy420.102.134610.000000.00000
1532023.08.24 07:40modify420.102.134612.130772.14427
1542023.08.24 07:40modify410.102.129272.130772.14427
1552023.08.24 08:15buy430.102.136150.000000.00000
1562023.08.24 08:15modify430.102.136152.134522.14427
1572023.08.24 08:15modify420.102.134612.134522.14427
1582023.08.24 08:15modify410.102.129272.134522.14427
1592023.08.24 08:20s/l410.102.134522.134522.1442731.0210614.95
1602023.08.24 08:20s/l420.102.134522.134522.14427-0.5410614.41
1612023.08.24 08:20s/l430.102.134522.134522.14427-9.9010604.51
1622023.09.05 08:00sell440.102.135590.000000.00000
1632023.09.05 08:00modify440.102.135592.148592.12059
1642023.09.06 10:50sell450.102.128640.000000.00000
1652023.09.06 10:50modify450.102.128642.130342.12059
1662023.09.06 10:50modify440.102.135592.130342.12059
1672023.09.06 11:20s/l440.102.130342.130342.1205931.8110636.32
1682023.09.06 11:20s/l450.102.130342.130342.12059-10.3610625.96
1692023.09.22 12:00buy460.102.052740.000000.00000
1702023.09.22 12:00modify460.102.052742.039742.06774
1712023.09.25 02:40buy470.102.058130.000000.00000
1722023.09.25 02:40modify470.102.058132.054242.06774
1732023.09.25 02:40modify460.102.052742.054242.06774
1742023.09.25 08:40s/l460.102.054242.054242.067748.8210634.78
1752023.09.25 08:40s/l470.102.054242.054242.06774-23.6410611.14
1762023.11.02 12:00buy480.102.068450.000000.00000
1772023.11.02 12:00modify480.102.068452.055452.08345
1782023.11.06 11:35buy490.102.077530.000000.00000
1792023.11.06 11:35modify490.102.077532.075202.08345
1802023.11.06 11:35modify480.102.068452.075202.08345
1812023.11.06 12:40s/l480.102.075202.075202.0834540.4210651.56
1822023.11.06 12:40s/l490.102.075202.075202.08345-14.1710637.39
1832023.11.15 08:00buy500.102.067160.000000.00000
1842023.11.15 08:00modify500.102.067162.054162.08216
1852023.11.16 01:30buy510.102.072610.000000.00000
1862023.11.16 01:30modify510.102.072612.068662.08216
1872023.11.16 01:30modify500.102.067162.068662.08216
1882023.11.16 01:50buy520.102.073960.000000.00000
1892023.11.16 01:50modify520.102.073962.072412.08216
1902023.11.16 01:50modify510.102.072612.072412.08216
1912023.11.16 01:50modify500.102.067162.072412.08216
1922023.11.16 01:55s/l500.102.072412.072412.0821631.0210668.41
1932023.11.16 01:55s/l510.102.072412.072412.08216-1.2110667.20
1942023.11.16 01:55s/l520.102.072412.072412.08216-9.4210657.78
1952023.11.29 04:00buy530.102.053550.000000.00000
1962023.11.29 04:00modify530.102.053552.040552.06855
1972023.11.29 08:45buy540.102.058980.000000.00000
1982023.11.29 08:45modify540.102.058982.055052.06855
1992023.11.29 08:45modify530.102.053552.055052.06855
2002023.11.29 09:20buy550.102.060520.000000.00000
2012023.11.29 09:20modify550.102.060522.058802.06855
2022023.11.29 09:20modify540.102.058982.058802.06855
2032023.11.29 09:20modify530.102.053552.058802.06855
2042023.11.29 09:50buy560.102.062700.000000.00000
2052023.11.29 09:50modify560.102.062702.060302.06855
2062023.11.29 09:50modify550.102.060522.060302.06855
2072023.11.29 09:50modify540.102.058982.060302.06855
2082023.11.29 09:50modify530.102.053552.060302.06855
2092023.11.29 12:40s/l530.102.060302.060302.0685541.0310698.81
2102023.11.29 12:40s/l540.102.060302.060302.068558.0210706.83
2112023.11.29 12:40s/l550.102.060302.060302.06855-1.3410705.49
2122023.11.29 12:40s/l560.102.060302.060302.06855-14.5910690.90
2132023.12.14 04:00buy570.102.027290.000000.00000
2142023.12.14 04:00modify570.102.027292.014292.04229
2152023.12.14 12:20t/p570.102.042292.014292.0422991.1710782.07
2162023.12.18 12:00buy580.102.030930.000000.00000
2172023.12.18 12:00modify580.102.030932.017932.04593
2182023.12.18 14:40buy590.102.036190.000000.00000
2192023.12.18 14:40modify590.102.036192.032432.04593
2202023.12.18 14:40modify580.102.030932.032432.04593
2212023.12.18 15:50buy600.102.037900.000000.00000
2222023.12.18 15:50modify600.102.037902.036182.04593
2232023.12.18 15:50modify590.102.036192.036182.04593
2242023.12.18 15:50modify580.102.030932.036182.04593
2252023.12.18 15:55s/l580.102.036182.036182.0459331.9110813.98
2262023.12.18 15:55s/l590.102.036182.036182.04593-0.0610813.92
2272023.12.18 15:55s/l600.102.036182.036182.04593-10.4510803.47
2282023.12.20 08:00buy610.102.016120.000000.00000
2292023.12.20 08:00modify610.102.016122.003122.03112
2302023.12.20 21:20buy620.102.021490.000000.00000
2312023.12.20 21:20modify620.102.021492.017622.03112
2322023.12.20 21:20modify610.102.016122.017622.03112
2332023.12.20 23:00buy630.102.022920.000000.00000
2342023.12.20 23:00modify630.102.022922.021372.03112
2352023.12.20 23:00modify620.102.021492.021372.03112
2362023.12.20 23:00modify610.102.016122.021372.03112
2372023.12.20 23:30s/l610.102.021372.021372.0311231.9110835.38
2382023.12.20 23:30s/l620.102.021372.021372.03112-0.7310834.65
2392023.12.20 23:30s/l630.102.021372.021372.03112-9.4210825.23
2402024.01.17 16:00sell640.102.076660.000000.00000
2412024.01.17 16:00modify640.102.076662.089662.06166
2422024.01.18 01:30sell650.102.069730.000000.00000
2432024.01.18 01:30modify650.102.069732.071412.06166
2442024.01.18 01:30modify640.102.076662.071412.06166
2452024.01.18 02:30s/l640.102.071412.071412.0616631.4610856.69
2462024.01.18 02:30s/l650.102.071412.071412.06166-10.2310846.46
2472024.02.13 16:00sell660.102.078760.000000.00000
2482024.02.13 16:00modify660.102.078762.091762.06376
2492024.02.14 05:33sell670.102.073430.000000.00000
2502024.02.14 05:33modify670.102.073432.077262.06376
2512024.02.14 05:33modify660.102.078762.077262.06376
2522024.02.14 06:53sell680.102.071750.000000.00000
2532024.02.14 06:53modify680.102.071752.073512.06376
2542024.02.14 06:53modify670.102.073432.073512.06376
2552024.02.14 06:53modify660.102.078762.073512.06376
2562024.02.14 07:20sell690.102.069540.000000.00000
2572024.02.14 07:20modify690.102.069542.072012.06376
2582024.02.14 07:20modify680.102.071752.072012.06376
2592024.02.14 07:20modify670.102.073432.072012.06376
2602024.02.14 07:20modify660.102.078762.072012.06376
2612024.02.14 09:40t/p660.102.063762.072012.0637691.1910937.64
2622024.02.14 09:40t/p670.102.063762.072012.0637658.8910996.53
2632024.02.14 09:40t/p680.102.063762.072012.0637648.6611045.19
2642024.02.14 09:40t/p690.102.063762.072012.0637635.2011080.39
2652024.02.28 04:00sell700.102.073950.000000.00000
2662024.02.28 04:00modify700.102.073952.086952.05895
2672024.02.29 23:59close at stop700.102.074692.086952.05895-5.0311075.36