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)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=11; 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=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; 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 test7233Ticks modelled158706Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1122.22Gross profit1552.05Gross loss-429.83
Profit factor3.61Expected payoff22.00
Absolute drawdown183.76Maximal drawdown204.57 (2.00%)Relative drawdown2.00% (204.57)
Total trades51Short positions (won %)29 (58.62%)Long positions (won %)22 (90.91%)
Profit trades (% of total)37 (72.55%)Loss trades (% of total)14 (27.45%)
Largestprofit trade79.01loss trade-86.58
Averageprofit trade41.95loss trade-30.70
Maximumconsecutive wins (profit in money)19 (793.96)consecutive losses (loss in money)3 (-62.30)
Maximalconsecutive profit (count of wins)793.96 (19)consecutive loss (count of losses)-86.58 (1)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.20 16:00sell10.101.962350.000000.00000
22023.03.20 16:00modify10.101.962351.976351.94935
32023.03.21 08:45s/l10.101.976351.976351.94935-85.449914.56
42023.04.06 16:00sell20.101.992270.000000.00000
52023.04.06 16:00modify20.101.992272.006271.97927
62023.04.07 07:16sell30.101.986870.000000.00000
72023.04.07 07:16modify30.101.986871.990971.97927
82023.04.07 07:16modify20.101.992271.990971.97927
92023.04.07 10:02sell40.101.984270.000000.00000
102023.04.07 10:02modify40.101.984271.989021.97927
112023.04.07 10:02modify30.101.986871.989021.97927
122023.04.07 10:02modify20.101.992271.989021.97927
132023.04.07 12:37sell50.101.981790.000000.00000
142023.04.07 12:37modify50.101.981791.987721.97927
152023.04.07 12:37modify40.101.984271.987721.97927
162023.04.07 12:37modify30.101.986871.987721.97927
172023.04.07 12:37modify20.101.992271.987721.97927
182023.04.07 12:40s/l20.101.987721.987721.9792727.559942.10
192023.04.07 12:40s/l30.101.987721.987721.97927-5.179936.93
202023.04.07 12:40s/l40.101.987721.987721.97927-21.019915.92
212023.04.07 12:40s/l50.101.987721.987721.97927-36.129879.80
222023.04.11 13:00sell60.102.003080.000000.00000
232023.04.11 13:00modify60.102.003082.017081.99008
242023.04.13 12:45sell70.101.997610.000000.00000
252023.04.13 12:45modify70.101.997612.001781.99008
262023.04.13 12:45modify60.102.003082.001781.99008
272023.04.13 12:50sell80.101.995180.000000.00000
282023.04.13 12:50modify80.101.995181.999831.99008
292023.04.13 12:50modify70.101.997611.999831.99008
302023.04.13 12:50modify60.102.003081.999831.99008
312023.04.13 13:50t/p60.101.990081.999831.9900878.489958.28
322023.04.13 13:50t/p70.101.990081.999831.9900845.8610004.14
332023.04.13 13:50t/p80.101.990081.999831.9900831.0610035.20
342023.04.13 15:00buy90.101.988850.000000.00000
352023.04.13 15:00modify90.101.988851.974852.00185
362023.04.14 15:20t/p90.102.001851.974852.0018578.7110113.91
372023.04.26 12:00sell100.102.036480.000000.00000
382023.04.26 12:00modify100.102.036482.050482.02348
392023.04.27 05:05sell110.102.031160.000000.00000
402023.04.27 05:05modify110.102.031162.035182.02348
412023.04.27 05:05modify100.102.036482.035182.02348
422023.04.27 05:50sell120.102.028520.000000.00000
432023.04.27 05:50modify120.102.028522.033232.02348
442023.04.27 05:50modify110.102.031162.033232.02348
452023.04.27 05:50modify100.102.036482.033232.02348
462023.04.27 09:02sell130.102.025790.000000.00000
472023.04.27 09:02modify130.102.025792.031932.02348
482023.04.27 09:02modify120.102.028522.031932.02348
492023.04.27 09:02modify110.102.031162.031932.02348
502023.04.27 09:02modify100.102.036482.031932.02348
512023.04.27 13:15s/l100.102.031932.031932.0234827.2010141.11
522023.04.27 13:15s/l110.102.031932.031932.02348-4.6910136.42
532023.04.27 13:15s/l120.102.031932.031932.02348-20.7710115.65
542023.04.27 13:15s/l130.102.031932.031932.02348-37.4010078.25
552023.05.02 14:00buy140.102.007860.000000.00000
562023.05.02 14:00modify140.102.007861.993862.02086
572023.05.03 15:45buy150.102.013120.000000.00000
582023.05.03 15:45modify150.102.013122.009162.02086
592023.05.03 15:45modify140.102.007862.009162.02086
602023.05.03 19:32buy160.102.015770.000000.00000
612023.05.03 19:32modify160.102.015772.011112.02086
622023.05.03 19:32modify150.102.013122.011112.02086
632023.05.03 19:32modify140.102.007862.011112.02086
642023.05.03 22:03buy170.102.018450.000000.00000
652023.05.03 22:03modify170.102.018452.012412.02086
662023.05.03 22:03modify160.102.015772.012412.02086
672023.05.03 22:03modify150.102.013122.012412.02086
682023.05.03 22:03modify140.102.007862.012412.02086
692023.05.03 22:20t/p140.102.020862.012412.0208678.7210156.97
702023.05.03 22:20t/p150.102.020862.012412.0208647.0510204.02
712023.05.03 22:20t/p160.102.020862.012412.0208630.9410234.96
722023.05.03 22:20t/p170.102.020862.012412.0208614.6510249.61
732023.05.08 12:00buy180.101.994650.000000.00000
742023.05.08 12:00modify180.101.994651.980652.00765
752023.05.11 00:20s/l180.101.980651.980652.00765-86.5810163.03
762023.05.12 15:00sell190.102.011900.000000.00000
772023.05.12 15:00modify190.102.011902.025901.99890
782023.05.15 04:47sell200.102.006660.000000.00000
792023.05.15 04:47modify200.102.006662.010601.99890
802023.05.15 04:47modify190.102.011902.010601.99890
812023.05.15 06:45sell210.102.003880.000000.00000
822023.05.15 06:45modify210.102.003882.008651.99890
832023.05.15 06:45modify200.102.006662.008651.99890
842023.05.15 06:45modify190.102.011902.008651.99890
852023.05.15 09:15s/l190.102.008652.008651.9989019.6210182.65
862023.05.15 09:15s/l200.102.008652.008651.99890-12.1210170.53
872023.05.15 09:15s/l210.102.008652.008651.99890-29.0610141.47
882023.06.05 13:00buy220.102.043860.000000.00000
892023.06.05 13:00modify220.102.043862.029862.05686
902023.06.05 20:50buy230.102.049150.000000.00000
912023.06.05 20:50modify230.102.049152.045162.05686
922023.06.05 20:50modify220.102.043862.045162.05686
932023.06.05 21:20s/l220.102.045162.045162.056867.9010149.37
942023.06.05 21:20s/l230.102.045162.045162.05686-24.2510125.12
952023.06.23 12:00sell240.102.076480.000000.00000
962023.06.23 12:00modify240.102.076482.090482.06348
972023.06.23 14:02sell250.102.071240.000000.00000
982023.06.23 14:02modify250.102.071242.075182.06348
992023.06.23 14:02modify240.102.076482.075182.06348
1002023.06.23 15:55sell260.102.065900.000000.00000
1012023.06.23 15:55modify260.102.065902.071932.06348
1022023.06.23 15:55modify250.102.071242.071932.06348
1032023.06.23 15:55modify240.102.076482.071932.06348
1042023.06.23 17:22sell270.102.068610.000000.00000
1052023.06.23 17:22modify270.102.068612.073232.06348
1062023.06.23 17:25modify270.102.068612.071932.06348
1072023.06.26 03:20t/p240.102.063482.071932.0634879.0110204.12
1082023.06.26 03:20t/p250.102.063482.071932.0634847.1010251.22
1092023.06.26 03:20t/p260.102.063482.071932.0634814.5710265.78
1102023.06.26 03:20t/p270.102.063482.071932.0634831.0810296.86
1112023.07.11 14:00sell280.102.090360.000000.00000
1122023.07.11 14:00modify280.102.090362.104362.07736
1132023.07.11 21:17sell290.102.084980.000000.00000
1142023.07.11 21:17modify290.102.084982.089062.07736
1152023.07.11 21:17modify280.102.090362.089062.07736
1162023.07.12 00:59sell300.102.082360.000000.00000
1172023.07.12 00:59modify300.102.082362.087112.07736
1182023.07.12 00:59modify290.102.084982.087112.07736
1192023.07.12 00:59modify280.102.090362.087112.07736
1202023.07.12 02:02s/l280.102.087112.087112.0773619.6210316.47
1212023.07.12 02:02s/l290.102.087112.087112.07736-13.1510303.32
1222023.07.12 02:02s/l300.102.087112.087112.07736-28.9310274.39
1232023.07.12 18:00buy310.102.060520.000000.00000
1242023.07.12 18:00modify310.102.060522.046522.07352
1252023.07.17 07:55buy320.102.065740.000000.00000
1262023.07.17 07:55modify320.102.065742.061822.07352
1272023.07.17 07:55modify310.102.060522.061822.07352
1282023.07.17 20:23buy330.102.068340.000000.00000
1292023.07.17 20:23modify330.102.068342.063772.07352
1302023.07.17 20:23modify320.102.065742.063772.07352
1312023.07.17 20:23modify310.102.060522.063772.07352
1322023.07.18 07:15t/p310.102.073522.063772.0735277.2210351.61
1332023.07.18 07:15t/p320.102.073522.063772.0735246.9910398.60
1342023.07.18 07:15t/p330.102.073522.063772.0735231.1810429.78
1352023.07.31 19:00buy340.102.065820.000000.00000
1362023.07.31 19:00modify340.102.065822.051822.07882
1372023.08.01 02:50buy350.102.071310.000000.00000
1382023.08.01 02:50modify350.102.071312.067122.07882
1392023.08.01 02:50modify340.102.065822.067122.07882
1402023.08.01 06:52buy360.102.073810.000000.00000
1412023.08.01 06:52modify360.102.073812.069072.07882
1422023.08.01 06:52modify350.102.071312.069072.07882
1432023.08.01 06:52modify340.102.065822.069072.07882
1442023.08.01 07:15buy370.102.076480.000000.00000
1452023.08.01 07:15modify370.102.076482.070372.07882
1462023.08.01 07:15modify360.102.073812.070372.07882
1472023.08.01 07:15modify350.102.071312.070372.07882
1482023.08.01 07:15modify340.102.065822.070372.07882
1492023.08.01 07:45t/p340.102.078822.070372.0788278.7210508.51
1502023.08.01 07:45t/p350.102.078822.070372.0788245.6510554.16
1512023.08.01 07:45t/p360.102.078822.070372.0788230.4610584.62
1522023.08.01 07:45t/p370.102.078822.070372.0788214.2310598.85
1532023.11.13 15:00sell380.102.083940.000000.00000
1542023.11.13 15:00modify380.102.083942.097942.07094
1552023.11.14 21:20sell390.102.078600.000000.00000
1562023.11.14 21:20modify390.102.078602.082642.07094
1572023.11.14 21:20modify380.102.083942.082642.07094
1582023.11.15 02:25sell400.102.075940.000000.00000
1592023.11.15 02:25modify400.102.075942.080692.07094
1602023.11.15 02:25modify390.102.078602.080692.07094
1612023.11.15 02:25modify380.102.083942.080692.07094
1622023.11.15 04:40sell410.102.073370.000000.00000
1632023.11.15 04:40modify410.102.073372.079392.07094
1642023.11.15 04:40modify400.102.075942.079392.07094
1652023.11.15 04:40modify390.102.078602.079392.07094
1662023.11.15 04:40modify380.102.083942.079392.07094
1672023.11.15 07:15t/p380.102.070942.079392.0709478.8310677.68
1682023.11.15 07:15t/p390.102.070942.079392.0709446.4810724.15
1692023.11.15 07:15t/p400.102.070942.079392.0709430.4510754.60
1702023.11.15 07:15t/p410.102.070942.079392.0709414.8010769.40
1712023.11.15 18:00buy420.102.060860.000000.00000
1722023.11.15 18:00modify420.102.060862.046862.07386
1732023.11.16 01:15buy430.102.068890.000000.00000
1742023.11.16 01:15modify430.102.068892.064112.07386
1752023.11.16 01:15modify420.102.060862.064112.07386
1762023.11.16 01:40buy440.102.071480.000000.00000
1772023.11.16 01:40modify440.102.071482.065412.07386
1782023.11.16 01:40modify430.102.068892.065412.07386
1792023.11.16 01:40modify420.102.060862.065412.07386
1802023.11.16 01:50t/p420.102.073862.065412.0738678.1310847.53
1812023.11.16 01:50t/p430.102.073862.065412.0738630.2110877.74
1822023.11.16 01:50t/p440.102.073862.065412.0738614.4710892.21
1832023.12.20 12:00buy450.102.011830.000000.00000
1842023.12.20 12:00modify450.102.011831.997832.02483
1852023.12.20 16:46buy460.102.017070.000000.00000
1862023.12.20 16:46modify460.102.017072.013132.02483
1872023.12.20 16:46modify450.102.011832.013132.02483
1882023.12.20 20:25buy470.102.019830.000000.00000
1892023.12.20 20:25modify470.102.019832.015082.02483
1902023.12.20 20:25modify460.102.017072.015082.02483
1912023.12.20 20:25modify450.102.011832.015082.02483
1922023.12.20 22:57buy480.102.022240.000000.00000
1932023.12.20 22:57modify480.102.022242.016382.02483
1942023.12.20 22:57modify470.102.019832.016382.02483
1952023.12.20 22:57modify460.102.017072.016382.02483
1962023.12.20 22:57modify450.102.011832.016382.02483
1972023.12.21 07:15t/p450.102.024832.016382.0248378.1310970.34
1982023.12.21 07:15t/p460.102.024832.016382.0248346.2811016.61
1992023.12.21 07:15t/p470.102.024832.016382.0248329.5011046.11
2002023.12.21 07:15t/p480.102.024832.016382.0248314.8511060.95
2012024.01.17 16:00sell490.102.076660.000000.00000
2022024.01.17 16:00modify490.102.076662.090662.06366
2032024.01.17 22:22sell500.102.071320.000000.00000
2042024.01.17 22:22modify500.102.071322.075362.06366
2052024.01.17 22:22modify490.102.076662.075362.06366
2062024.01.18 00:33s/l490.102.075362.075362.063667.4011068.35
2072024.01.18 00:33s/l500.102.075362.075362.06366-25.1311043.22
2082024.02.13 14:00sell510.102.077390.000000.00000
2092024.02.13 14:00modify510.102.077392.091392.06439
2102024.02.14 08:02t/p510.102.064392.091392.0643979.0111122.22