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=0; RSIHelp="------------------------------------"; RSI_Period=7; 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=130; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=24; 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 profit1119.42Gross profit1636.56Gross loss-517.14
Profit factor3.16Expected payoff18.97
Absolute drawdown32.21Maximal drawdown285.33 (2.63%)Relative drawdown2.63% (285.33)
Total trades59Short positions (won %)30 (73.33%)Long positions (won %)29 (68.97%)
Profit trades (% of total)42 (71.19%)Loss trades (% of total)17 (28.81%)
Largestprofit trade79.18loss trade-79.91
Averageprofit trade38.97loss trade-30.42
Maximumconsecutive wins (profit in money)11 (453.34)consecutive losses (loss in money)3 (-124.45)
Maximalconsecutive profit (count of wins)453.34 (11)consecutive loss (count of losses)-124.45 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.03.01 12:00buy10.101.922850.000000.00000
22023.03.01 12:00modify10.101.922851.909851.93585
32023.03.03 13:20buy20.101.929370.000000.00000
42023.03.03 13:20modify20.101.929371.926751.93585
52023.03.03 13:20modify10.101.922851.926751.93585
62023.03.03 15:10buy30.101.930080.000000.00000
72023.03.03 15:10modify30.101.930081.926101.93585
82023.03.03 15:10modify20.101.929371.926101.93585
92023.03.03 15:10modify10.101.922851.926101.93585
102023.03.03 16:05buy40.101.933470.000000.00000
112023.03.03 16:05modify40.101.933471.927401.93585
122023.03.03 16:05modify30.101.930081.927401.93585
132023.03.03 16:05modify20.101.929371.927401.93585
142023.03.03 16:05modify10.101.922851.927401.93585
152023.03.05 22:40t/p10.101.935851.927401.9358577.8310077.83
162023.03.05 22:40t/p20.101.935851.927401.9358539.3910117.22
172023.03.05 22:40t/p30.101.935851.927401.9358535.0710152.29
182023.03.05 22:40t/p40.101.935851.927401.9358514.4710166.76
192023.03.06 12:00sell50.101.943020.000000.00000
202023.03.06 12:00modify50.101.943021.956021.93002
212023.03.07 09:05sell60.101.936290.000000.00000
222023.03.07 09:05modify60.101.936291.939121.93002
232023.03.07 09:05modify50.101.943021.939121.93002
242023.03.07 09:40s/l50.101.939121.939121.9300223.5810190.33
252023.03.07 09:40s/l60.101.939121.939121.93002-17.2410173.09
262023.03.27 12:00sell70.101.979810.000000.00000
272023.03.27 12:00modify70.101.979811.992811.96681
282023.03.28 13:15sell80.101.973230.000000.00000
292023.03.28 13:15modify80.101.973231.975911.96681
302023.03.28 13:15modify70.101.979811.975911.96681
312023.03.28 13:40s/l70.101.975911.975911.9668123.5810196.67
322023.03.28 13:40s/l80.101.975911.975911.96681-16.3210180.35
332023.04.11 16:00sell90.102.003130.000000.00000
342023.04.11 16:00modify90.102.003132.016131.99013
352023.04.12 13:15sell100.101.996530.000000.00000
362023.04.12 13:15modify100.101.996531.999231.99013
372023.04.12 13:15modify90.102.003131.999231.99013
382023.04.12 13:20s/l90.101.999231.999231.9901323.5810203.92
392023.04.12 13:20s/l100.101.999231.999231.99013-16.4510187.47
402023.05.02 12:00buy110.102.008650.000000.00000
412023.05.02 12:00modify110.102.008651.995652.02165
422023.05.03 19:20buy120.102.015310.000000.00000
432023.05.03 19:20modify120.102.015312.012552.02165
442023.05.03 19:20modify110.102.008652.012552.02165
452023.05.03 20:10buy130.102.015990.000000.00000
462023.05.03 20:10modify130.102.015992.011902.02165
472023.05.03 20:10modify120.102.015312.011902.02165
482023.05.03 20:10modify110.102.008652.011902.02165
492023.05.03 22:10buy140.102.019220.000000.00000
502023.05.03 22:10modify140.102.019222.013202.02165
512023.05.03 22:10modify130.102.015992.013202.02165
522023.05.03 22:10modify120.102.015312.013202.02165
532023.05.03 22:10modify110.102.008652.013202.02165
542023.05.03 22:30t/p110.102.021652.013202.0216578.7110266.19
552023.05.03 22:30t/p120.102.021652.013202.0216538.5310304.72
562023.05.03 22:30t/p130.102.021652.013202.0216534.4010339.12
572023.05.03 22:30t/p140.102.021652.013202.0216514.7710353.89
582023.05.08 16:00buy150.101.989770.000000.00000
592023.05.08 16:00modify150.101.989771.976772.00277
602023.05.09 06:33buy160.101.996400.000000.00000
612023.05.09 06:33modify160.101.996401.993672.00277
622023.05.09 06:33modify150.101.989771.993672.00277
632023.05.09 06:53s/l150.101.993671.993672.0027723.4110377.30
642023.05.09 06:53s/l160.101.993671.993672.00277-16.5910360.71
652023.06.05 16:00buy170.102.045680.000000.00000
662023.06.05 16:00modify170.102.045682.032682.05868
672023.06.07 11:50buy180.102.052230.000000.00000
682023.06.07 11:50modify180.102.052232.049582.05868
692023.06.07 11:50modify170.102.045682.049582.05868
702023.06.07 12:20buy190.102.053120.000000.00000
712023.06.07 12:20modify190.102.053122.048932.05868
722023.06.07 12:20modify180.102.052232.048932.05868
732023.06.07 12:20modify170.102.045682.048932.05868
742023.06.07 14:40t/p170.102.058682.048932.0586878.4110439.12
752023.06.07 14:40t/p180.102.058682.048932.0586839.2010478.32
762023.06.07 14:40t/p190.102.058682.048932.0586833.7910512.11
772023.06.12 16:00buy200.102.042820.000000.00000
782023.06.12 16:00modify200.102.042822.029822.05582
792023.06.13 02:30buy210.102.049570.000000.00000
802023.06.13 02:30modify210.102.049572.046722.05582
812023.06.13 02:30modify200.102.042822.046722.05582
822023.06.13 02:55buy220.102.049980.000000.00000
832023.06.13 02:55modify220.102.049982.046072.05582
842023.06.13 02:55modify210.102.049572.046072.05582
852023.06.13 02:55modify200.102.042822.046072.05582
862023.06.13 03:40s/l200.102.046072.046072.0558219.4610531.57
872023.06.13 03:40s/l210.102.046072.046072.05582-21.2710510.30
882023.06.13 03:40s/l220.102.046072.046072.05582-23.7610486.54
892023.06.23 12:00sell230.102.076480.000000.00000
902023.06.23 12:00modify230.102.076482.089482.06348
912023.06.23 15:20sell240.102.069750.000000.00000
922023.06.23 15:20modify240.102.069752.072582.06348
932023.06.23 15:20modify230.102.076482.072582.06348
942023.06.23 17:45sell250.102.069140.000000.00000
952023.06.23 17:45modify250.102.069142.073232.06348
962023.06.23 17:45modify240.102.069752.073232.06348
972023.06.23 17:45modify230.102.076482.073232.06348
982023.06.26 01:30sell260.102.065800.000000.00000
992023.06.26 01:30modify260.102.065802.071932.06348
1002023.06.26 01:30modify250.102.069142.071932.06348
1012023.06.26 01:30modify240.102.069752.071932.06348
1022023.06.26 01:30modify230.102.076482.071932.06348
1032023.06.26 03:40t/p230.102.063482.071932.0634879.0110565.55
1042023.06.26 03:40t/p240.102.063482.071932.0634838.0210603.56
1052023.06.26 03:40t/p250.102.063482.071932.0634834.3010637.86
1062023.06.26 03:40t/p260.102.063482.071932.0634814.1310651.99
1072023.07.04 12:00buy270.102.055310.000000.00000
1082023.07.04 12:00modify270.102.055312.042312.06831
1092023.07.06 12:55buy280.102.065950.000000.00000
1102023.07.06 12:55modify280.102.065952.059862.06831
1112023.07.06 12:55modify270.102.055312.059862.06831
1122023.07.06 16:30t/p270.102.068312.059862.0683177.8310729.82
1132023.07.06 16:30t/p280.102.068312.059862.0683114.3510744.17
1142023.07.11 12:00sell290.102.088390.000000.00000
1152023.07.11 12:00modify290.102.088392.101392.07539
1162023.07.12 00:40sell300.102.081240.000000.00000
1172023.07.12 00:40modify300.102.081242.085142.07539
1182023.07.12 00:40modify290.102.088392.085142.07539
1192023.07.12 00:50sell310.102.081810.000000.00000
1202023.07.12 00:50modify310.102.081812.084492.07539
1212023.07.12 00:55modify310.102.081812.085142.07539
1222023.07.12 02:05s/l290.102.085142.085142.0753919.6210763.78
1232023.07.12 02:05s/l300.102.085142.085142.07539-23.7610740.02
1242023.07.12 02:05s/l310.102.085142.085142.07539-20.2810719.74
1252023.07.18 12:00sell320.102.086290.000000.00000
1262023.07.18 12:00modify320.102.086292.099292.07329
1272023.07.18 14:30sell330.102.079520.000000.00000
1282023.07.18 14:30modify330.102.079522.082392.07329
1292023.07.18 14:30modify320.102.086292.082392.07329
1302023.07.18 16:35sell340.102.075680.000000.00000
1312023.07.18 16:35modify340.102.075682.081742.07329
1322023.07.18 16:35modify330.102.079522.081742.07329
1332023.07.18 16:35modify320.102.086292.081742.07329
1342023.07.18 22:30t/p320.102.073292.081742.0732979.1810798.92
1352023.07.18 22:30t/p330.102.073292.081742.0732937.9510836.87
1362023.07.18 22:30t/p340.102.073292.081742.0732914.5610851.43
1372023.08.11 12:00sell350.102.117800.000000.00000
1382023.08.11 12:00modify350.102.117802.130802.10480
1392023.08.15 08:20s/l350.102.130802.130802.10480-79.5310771.90
1402023.08.23 12:00buy360.102.129270.000000.00000
1412023.08.23 12:00modify360.102.129272.116272.14227
1422023.08.24 08:05buy370.102.135810.000000.00000
1432023.08.24 08:05modify370.102.135812.133172.14227
1442023.08.24 08:05modify360.102.129272.133172.14227
1452023.08.24 08:30s/l360.102.133172.133172.1422722.8110794.71
1462023.08.24 08:30s/l370.102.133172.133172.14227-16.0510778.66
1472023.09.14 16:00buy380.102.098080.000000.00000
1482023.09.14 16:00modify380.102.098082.085082.11108
1492023.09.19 08:40s/l380.102.085082.085082.11108-79.9110698.75
1502023.09.20 12:00buy390.102.073800.000000.00000
1512023.09.20 12:00modify390.102.073802.060802.08680
1522023.09.20 19:10buy400.102.080490.000000.00000
1532023.09.20 19:10modify400.102.080492.077702.08680
1542023.09.20 19:10modify390.102.073802.077702.08680
1552023.09.20 21:55buy410.102.081030.000000.00000
1562023.09.20 21:55modify410.102.081032.077052.08680
1572023.09.20 21:55modify400.102.080492.077052.08680
1582023.09.20 21:55modify390.102.073802.077052.08680
1592023.09.20 22:30s/l390.102.077052.077052.0868019.7610718.51
1602023.09.20 22:30s/l400.102.077052.077052.08680-20.9110697.60
1612023.09.20 22:30s/l410.102.077052.077052.08680-24.1910673.41
1622023.10.12 12:00sell420.102.051960.000000.00000
1632023.10.12 12:00modify420.102.051962.064962.03896
1642023.10.13 08:30s/l420.102.064962.064962.03896-79.3510594.05
1652023.10.23 16:00sell430.102.093680.000000.00000
1662023.10.23 16:00modify430.102.093682.106682.08068
1672023.10.24 12:30sell440.102.087170.000000.00000
1682023.10.24 12:30modify440.102.087172.089782.08068
1692023.10.24 12:30modify430.102.093682.089782.08068
1702023.10.24 12:50sell450.102.086250.000000.00000
1712023.10.24 12:50modify450.102.086252.090432.08068
1722023.10.24 12:50modify440.102.087172.090432.08068
1732023.10.24 12:50modify430.102.093682.090432.08068
1742023.10.24 17:20sell460.102.083130.000000.00000
1752023.10.24 17:20modify460.102.083132.089132.08068
1762023.10.24 17:20modify450.102.086252.089132.08068
1772023.10.24 17:20modify440.102.087172.089132.08068
1782023.10.24 17:20modify430.102.093682.089132.08068
1792023.10.24 20:40t/p430.102.080682.089132.0806879.0210673.07
1802023.10.24 20:40t/p440.102.080682.089132.0806839.5310712.60
1812023.10.24 20:40t/p450.102.080682.089132.0806833.9310746.53
1822023.10.24 20:40t/p460.102.080682.089132.0806814.9310761.46
1832023.11.13 20:00sell470.102.086340.000000.00000
1842023.11.13 20:00modify470.102.086342.099342.07334
1852023.11.14 20:05sell480.102.079190.000000.00000
1862023.11.14 20:05modify480.102.079192.083092.07334
1872023.11.14 20:05modify470.102.086342.083092.07334
1882023.11.14 20:35sell490.102.079800.000000.00000
1892023.11.14 20:35modify490.102.079802.082442.07334
1902023.11.14 20:40modify490.102.079802.083092.07334
1912023.11.15 03:13sell500.102.075880.000000.00000
1922023.11.15 03:13modify500.102.075882.081792.07334
1932023.11.15 03:13modify480.102.079192.081792.07334
1942023.11.15 03:13modify490.102.079802.081792.07334
1952023.11.15 03:13modify470.102.086342.081792.07334
1962023.11.15 04:40t/p470.102.073342.081792.0733478.8310840.29
1972023.11.15 04:40t/p480.102.073342.081792.0733435.4610875.74
1982023.11.15 04:40t/p490.102.073342.081792.0733439.1710914.91
1992023.11.15 04:40t/p500.102.073342.081792.0733415.4710930.38
2002023.11.15 20:00buy510.102.062100.000000.00000
2012023.11.15 20:00modify510.102.062102.049102.07510
2022023.11.16 01:30buy520.102.072610.000000.00000
2032023.11.16 01:30modify520.102.072612.066652.07510
2042023.11.16 01:30modify510.102.062102.066652.07510
2052023.11.16 02:40t/p510.102.075102.066652.0751078.1311008.50
2062023.11.16 02:40t/p520.102.075102.066652.0751015.1411023.64
2072024.01.15 12:00sell530.102.054800.000000.00000
2082024.01.15 12:00modify530.102.054802.067802.04180
2092024.01.15 22:05sell540.102.048260.000000.00000
2102024.01.15 22:05modify540.102.048262.050902.04180
2112024.01.15 22:05modify530.102.054802.050902.04180
2122024.01.15 22:30s/l530.102.050902.050902.0418023.7511047.39
2132024.01.15 22:30s/l540.102.050902.050902.04180-16.0811031.31
2142024.02.13 16:00sell550.102.078760.000000.00000
2152024.02.13 16:00modify550.102.078762.091762.06576
2162024.02.14 07:05sell560.102.071520.000000.00000
2172024.02.14 07:05modify560.102.071522.075512.06576
2182024.02.14 07:05modify550.102.078762.075512.06576
2192024.02.14 07:40t/p550.102.065762.075512.0657679.0111110.32
2202024.02.14 07:40t/p560.102.065762.075512.0657635.0811145.40
2212024.02.20 12:00buy570.102.041530.000000.00000
2222024.02.20 12:00modify570.102.041532.028532.05453
2232024.02.20 16:25buy580.102.048810.000000.00000
2242024.02.20 16:25modify580.102.048812.044782.05453
2252024.02.20 16:25modify570.102.041532.044782.05453
2262024.02.20 16:35buy590.102.048130.000000.00000
2272024.02.20 16:35modify590.102.048132.045432.05453
2282024.02.20 16:40modify590.102.048132.044782.05453
2292024.02.21 01:40s/l570.102.044782.044782.0545319.4611164.86
2302024.02.21 01:40s/l580.102.044782.044782.05453-24.7911140.07
2312024.02.21 01:40s/l590.102.044782.044782.05453-20.6611119.42