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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test6533Ticks modelled39095297Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1012.33Gross profit1477.22Gross loss-464.89
Profit factor3.18Expected payoff18.41
Absolute drawdown150.70Maximal drawdown204.57 (2.01%)Relative drawdown2.01% (204.57)
Total trades55Short positions (won %)29 (58.62%)Long positions (won %)26 (84.62%)
Profit trades (% of total)39 (70.91%)Loss trades (% of total)16 (29.09%)
Largestprofit trade79.01loss trade-86.58
Averageprofit trade37.88loss trade-29.06
Maximumconsecutive wins (profit in money)17 (695.68)consecutive losses (loss in money)3 (-59.86)
Maximalconsecutive profit (count of wins)695.68 (17)consecutive loss (count of losses)-86.58 (1)
Averageconsecutive wins4consecutive 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 08:42s/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 07:05sell30.101.987070.000000.00000
72023.04.07 07:05modify30.101.987071.990971.97927
82023.04.07 07:05modify20.101.992271.990971.97927
92023.04.07 09:38sell40.101.984470.000000.00000
102023.04.07 09:38modify40.101.984471.989021.97927
112023.04.07 09:38modify30.101.987071.989021.97927
122023.04.07 09:38modify20.101.992271.989021.97927
132023.04.07 12:34s/l20.101.989021.989021.9792719.639934.18
142023.04.07 12:34s/l30.101.989021.989021.97927-11.889922.30
152023.04.07 12:34s/l40.101.989021.989021.97927-27.719894.59
162023.04.11 13:00sell50.102.003080.000000.00000
172023.04.11 13:00modify50.102.003082.017081.99008
182023.04.12 12:37sell60.101.997880.000000.00000
192023.04.12 12:37modify60.101.997882.001781.99008
202023.04.12 12:37modify50.102.003082.001781.99008
212023.04.12 13:25s/l50.102.001782.001781.990087.759902.34
222023.04.12 13:25s/l60.102.001782.001781.99008-23.759878.59
232023.04.13 15:00buy70.101.988850.000000.00000
242023.04.13 15:00modify70.101.988851.974852.00185
252023.04.14 14:08buy80.101.994080.000000.00000
262023.04.14 14:08modify80.101.994081.990152.00185
272023.04.14 14:08modify70.101.988851.990152.00185
282023.04.14 14:24buy90.101.996650.000000.00000
292023.04.14 14:24modify90.101.996651.992102.00185
302023.04.14 14:24modify80.101.994081.992102.00185
312023.04.14 14:24modify70.101.988851.992102.00185
322023.04.14 14:36buy100.101.999260.000000.00000
332023.04.14 14:36modify100.101.999261.993402.00185
342023.04.14 14:36modify90.101.996651.993402.00185
352023.04.14 14:36modify80.101.994081.993402.00185
362023.04.14 14:36modify70.101.988851.993402.00185
372023.04.14 15:24t/p70.102.001851.993402.0018578.719957.30
382023.04.14 15:24t/p80.102.001851.993402.0018547.2210004.52
392023.04.14 15:24t/p90.102.001851.993402.0018531.6010036.12
402023.04.14 15:24t/p100.102.001851.993402.0018515.7410051.86
412023.04.26 12:00sell110.102.036480.000000.00000
422023.04.26 12:00modify110.102.036482.050482.02348
432023.04.27 04:56sell120.102.031230.000000.00000
442023.04.27 04:56modify120.102.031232.035182.02348
452023.04.27 04:56modify110.102.036482.035182.02348
462023.04.27 05:34sell130.102.028660.000000.00000
472023.04.27 05:34modify130.102.028662.033232.02348
482023.04.27 05:34modify120.102.031232.033232.02348
492023.04.27 05:34modify110.102.036482.033232.02348
502023.04.27 09:07sell140.102.026070.000000.00000
512023.04.27 09:07modify140.102.026072.031932.02348
522023.04.27 09:07modify130.102.028662.031932.02348
532023.04.27 09:07modify120.102.031232.031932.02348
542023.04.27 09:07modify110.102.036482.031932.02348
552023.04.27 13:16s/l110.102.031932.031932.0234827.2010079.05
562023.04.27 13:16s/l120.102.031932.031932.02348-4.2610074.79
572023.04.27 13:16s/l130.102.031932.031932.02348-19.9110054.88
582023.04.27 13:16s/l140.102.031932.031932.02348-35.6910019.19
592023.05.02 14:00buy150.102.007860.000000.00000
602023.05.02 14:00modify150.102.007861.993862.02086
612023.05.03 15:49buy160.102.013060.000000.00000
622023.05.03 15:49modify160.102.013062.009162.02086
632023.05.03 15:49modify150.102.007862.009162.02086
642023.05.03 19:09buy170.102.015670.000000.00000
652023.05.03 19:09modify170.102.015672.011112.02086
662023.05.03 19:09modify160.102.013062.011112.02086
672023.05.03 19:09modify150.102.007862.011112.02086
682023.05.03 22:00buy180.102.018330.000000.00000
692023.05.03 22:00modify180.102.018332.012412.02086
702023.05.03 22:00modify170.102.015672.012412.02086
712023.05.03 22:00modify160.102.013062.012412.02086
722023.05.03 22:00modify150.102.007862.012412.02086
732023.05.03 22:08t/p150.102.020862.012412.0208678.7210097.92
742023.05.03 22:08t/p160.102.020862.012412.0208647.4110145.33
752023.05.03 22:08t/p170.102.020862.012412.0208631.5510176.88
762023.05.03 22:08t/p180.102.020862.012412.0208615.3810192.26
772023.05.08 12:00buy190.101.994650.000000.00000
782023.05.08 12:00modify190.101.994651.980652.00765
792023.05.11 00:12s/l190.101.980651.980652.00765-86.5810105.68
802023.05.12 15:00sell200.102.011900.000000.00000
812023.05.12 15:00modify200.102.011902.025901.99890
822023.05.15 04:12sell210.102.006700.000000.00000
832023.05.15 04:12modify210.102.006702.010601.99890
842023.05.15 04:12modify200.102.011902.010601.99890
852023.05.15 06:33sell220.102.004030.000000.00000
862023.05.15 06:33modify220.102.004032.008651.99890
872023.05.15 06:33modify210.102.006702.008651.99890
882023.05.15 06:33modify200.102.011902.008651.99890
892023.05.15 09:03s/l200.102.008652.008651.9989019.6210125.29
902023.05.15 09:03s/l210.102.008652.008651.99890-11.8810113.41
912023.05.15 09:03s/l220.102.008652.008651.99890-28.1410085.27
922023.06.05 13:00buy230.102.043860.000000.00000
932023.06.05 13:00modify230.102.043862.029862.05686
942023.06.05 20:50buy240.102.049070.000000.00000
952023.06.05 20:50modify240.102.049072.045162.05686
962023.06.05 20:50modify230.102.043862.045162.05686
972023.06.05 21:17s/l230.102.045162.045162.056867.9010093.17
982023.06.05 21:17s/l240.102.045162.045162.05686-23.7610069.41
992023.06.23 12:00sell250.102.076480.000000.00000
1002023.06.23 12:00modify250.102.076482.090482.06348
1012023.06.23 14:10sell260.102.071260.000000.00000
1022023.06.23 14:10modify260.102.071262.075182.06348
1032023.06.23 14:10modify250.102.076482.075182.06348
1042023.06.23 15:33sell270.102.068680.000000.00000
1052023.06.23 15:33modify270.102.068682.073232.06348
1062023.06.23 15:33modify260.102.071262.073232.06348
1072023.06.23 15:33modify250.102.076482.073232.06348
1082023.06.23 15:57sell280.102.066070.000000.00000
1092023.06.23 15:57modify280.102.066072.071932.06348
1102023.06.23 15:57modify270.102.068682.071932.06348
1112023.06.23 15:57modify260.102.071262.071932.06348
1122023.06.23 15:57modify250.102.076482.071932.06348
1132023.06.26 03:18t/p250.102.063482.071932.0634879.0110148.42
1142023.06.26 03:18t/p260.102.063482.071932.0634847.2210195.63
1152023.06.26 03:18t/p270.102.063482.071932.0634831.5010227.13
1162023.06.26 03:18t/p280.102.063482.071932.0634815.6110242.73
1172023.07.11 14:00sell290.102.090360.000000.00000
1182023.07.11 14:00modify290.102.090362.104362.07736
1192023.07.11 21:19sell300.102.085090.000000.00000
1202023.07.11 21:19modify300.102.085092.089062.07736
1212023.07.11 21:19modify290.102.090362.089062.07736
1222023.07.12 00:34sell310.102.082320.000000.00000
1232023.07.12 00:34modify310.102.082322.087112.07736
1242023.07.12 00:34modify300.102.085092.087112.07736
1252023.07.12 00:34modify290.102.090362.087112.07736
1262023.07.12 02:01s/l290.102.087112.087112.0773619.6210262.35
1272023.07.12 02:01s/l300.102.087112.087112.07736-12.4810249.86
1282023.07.12 02:01s/l310.102.087112.087112.07736-29.1810220.68
1292023.07.12 18:00buy320.102.060520.000000.00000
1302023.07.12 18:00modify320.102.060522.046522.07352
1312023.07.17 07:56buy330.102.065760.000000.00000
1322023.07.17 07:56modify330.102.065762.061822.07352
1332023.07.17 07:56modify320.102.060522.061822.07352
1342023.07.17 13:33buy340.102.068330.000000.00000
1352023.07.17 13:33modify340.102.068332.063772.07352
1362023.07.17 13:33modify330.102.065762.063772.07352
1372023.07.17 13:33modify320.102.060522.063772.07352
1382023.07.17 16:57s/l320.102.063772.063772.0735218.2610238.94
1392023.07.17 16:57s/l330.102.063772.063772.07352-12.1010226.84
1402023.07.17 16:57s/l340.102.063772.063772.07352-27.7210199.12
1412023.07.31 19:00buy350.102.065820.000000.00000
1422023.07.31 19:00modify350.102.065822.051822.07882
1432023.08.01 02:50buy360.102.071020.000000.00000
1442023.08.01 02:50modify360.102.071022.067122.07882
1452023.08.01 02:50modify350.102.065822.067122.07882
1462023.08.01 04:30buy370.102.073650.000000.00000
1472023.08.01 04:30modify370.102.073652.069072.07882
1482023.08.01 04:30modify360.102.071022.069072.07882
1492023.08.01 04:30modify350.102.065822.069072.07882
1502023.08.01 07:21buy380.102.076250.000000.00000
1512023.08.01 07:21modify380.102.076252.070372.07882
1522023.08.01 07:21modify370.102.073652.070372.07882
1532023.08.01 07:21modify360.102.071022.070372.07882
1542023.08.01 07:21modify350.102.065822.070372.07882
1552023.08.01 07:48t/p350.102.078822.070372.0788278.7210277.85
1562023.08.01 07:48t/p360.102.078822.070372.0788247.4110325.26
1572023.08.01 07:48t/p370.102.078822.070372.0788231.4310356.69
1582023.08.01 07:48t/p380.102.078822.070372.0788215.6210372.31
1592023.11.13 15:00sell390.102.083940.000000.00000
1602023.11.13 15:00modify390.102.083942.097942.07094
1612023.11.14 21:22sell400.102.078710.000000.00000
1622023.11.14 21:22modify400.102.078712.082642.07094
1632023.11.14 21:22modify390.102.083942.082642.07094
1642023.11.15 02:19sell410.102.076120.000000.00000
1652023.11.15 02:19modify410.102.076122.080692.07094
1662023.11.15 02:19modify400.102.078712.080692.07094
1672023.11.15 02:19modify390.102.083942.080692.07094
1682023.11.15 04:30sell420.102.073520.000000.00000
1692023.11.15 04:30modify420.102.073522.079392.07094
1702023.11.15 04:30modify410.102.076122.079392.07094
1712023.11.15 04:30modify400.102.078712.079392.07094
1722023.11.15 04:30modify390.102.083942.079392.07094
1732023.11.15 07:00t/p390.102.070942.079392.0709478.8310451.14
1742023.11.15 07:00t/p400.102.070942.079392.0709447.1510498.28
1752023.11.15 07:00t/p410.102.070942.079392.0709431.5510529.83
1762023.11.15 07:00t/p420.102.070942.079392.0709415.7110545.54
1772023.11.15 18:00buy430.102.060860.000000.00000
1782023.11.15 18:00modify430.102.060862.046862.07386
1792023.11.16 00:40buy440.102.066070.000000.00000
1802023.11.16 00:40modify440.102.066072.062162.07386
1812023.11.16 00:40modify430.102.060862.062162.07386
1822023.11.16 00:42buy450.102.068700.000000.00000
1832023.11.16 00:42modify450.102.068702.064112.07386
1842023.11.16 00:42modify440.102.066072.064112.07386
1852023.11.16 00:42modify430.102.060862.064112.07386
1862023.11.16 01:50buy460.102.071420.000000.00000
1872023.11.16 01:50modify460.102.071422.065412.07386
1882023.11.16 01:50modify450.102.068702.065412.07386
1892023.11.16 01:50modify440.102.066072.065412.07386
1902023.11.16 01:50modify430.102.060862.065412.07386
1912023.11.16 01:52t/p430.102.073862.065412.0738678.1310623.67
1922023.11.16 01:52t/p440.102.073862.065412.0738647.3510671.02
1932023.11.16 01:52t/p450.102.073862.065412.0738631.3610702.38
1942023.11.16 01:52t/p460.102.073862.065412.0738614.8310717.21
1952023.12.20 12:00buy470.102.011830.000000.00000
1962023.12.20 12:00modify470.102.011831.997832.02483
1972023.12.20 16:32buy480.102.017040.000000.00000
1982023.12.20 16:32modify480.102.017042.013132.02483
1992023.12.20 16:32modify470.102.011832.013132.02483
2002023.12.20 20:25buy490.102.019630.000000.00000
2012023.12.20 20:25modify490.102.019632.015082.02483
2022023.12.20 20:25modify480.102.017042.015082.02483
2032023.12.20 20:25modify470.102.011832.015082.02483
2042023.12.20 21:42buy500.102.022230.000000.00000
2052023.12.20 21:42modify500.102.022232.016382.02483
2062023.12.20 21:42modify490.102.019632.016382.02483
2072023.12.20 21:42modify480.102.017042.016382.02483
2082023.12.20 21:42modify470.102.011832.016382.02483
2092023.12.21 07:11t/p470.102.024832.016382.0248378.1310795.33
2102023.12.21 07:11t/p480.102.024832.016382.0248346.4610841.79
2112023.12.21 07:11t/p490.102.024832.016382.0248330.7210872.51
2122023.12.21 07:11t/p500.102.024832.016382.0248314.9110887.41
2132024.01.17 16:00sell510.102.076660.000000.00000
2142024.01.17 16:00modify510.102.076662.090662.06366
2152024.01.17 22:11sell520.102.071440.000000.00000
2162024.01.17 22:11modify520.102.071442.075362.06366
2172024.01.17 22:11modify510.102.076662.075362.06366
2182024.01.18 00:30s/l510.102.075362.075362.063667.4010894.81
2192024.01.18 00:30s/l520.102.075362.075362.06366-24.4010870.40
2202024.02.13 14:00sell530.102.077390.000000.00000
2212024.02.13 14:00modify530.102.077392.091392.06439
2222024.02.14 06:55sell540.102.072190.000000.00000
2232024.02.14 06:55modify540.102.072192.076092.06439
2242024.02.14 06:55modify530.102.077392.076092.06439
2252024.02.14 07:00sell550.102.066920.000000.00000
2262024.02.14 07:00modify550.102.066922.072842.06439
2272024.02.14 07:00modify540.102.072192.072842.06439
2282024.02.14 07:00modify530.102.077392.072842.06439
2292024.02.14 08:12t/p530.102.064392.072842.0643979.0110949.41
2302024.02.14 08:12t/p540.102.064392.072842.0643947.5110996.92
2312024.02.14 08:12t/p550.102.064392.072842.0643915.4111012.33