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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1913Ticks modelled39095297Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1115.19Gross profit1705.38Gross loss-590.19
Profit factor2.89Expected payoff17.70
Absolute drawdown32.21Maximal drawdown284.35 (2.58%)Relative drawdown2.58% (284.35)
Total trades63Short positions (won %)31 (74.19%)Long positions (won %)32 (68.75%)
Profit trades (% of total)45 (71.43%)Loss trades (% of total)18 (28.57%)
Largestprofit trade79.18loss trade-79.91
Averageprofit trade37.90loss trade-32.79
Maximumconsecutive wins (profit in money)9 (361.99)consecutive losses (loss in money)3 (-123.59)
Maximalconsecutive profit (count of wins)361.99 (9)consecutive loss (count of losses)-123.59 (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 12:10buy20.101.929350.000000.00000
42023.03.03 12:10modify20.101.929351.926751.93585
52023.03.03 12:10modify10.101.922851.926751.93585
62023.03.03 13:25buy30.101.930060.000000.00000
72023.03.03 13:25modify30.101.930061.926101.93585
82023.03.03 13:25modify20.101.929351.926101.93585
92023.03.03 13:25modify10.101.922851.926101.93585
102023.03.03 15:40buy40.101.933260.000000.00000
112023.03.03 15:40modify40.101.933261.927401.93585
122023.03.03 15:40modify30.101.930061.927401.93585
132023.03.03 15:40modify20.101.929351.927401.93585
142023.03.03 15:40modify10.101.922851.927401.93585
152023.03.05 22:58t/p10.101.935851.927401.9358577.8310077.83
162023.03.05 22:58t/p20.101.935851.927401.9358539.5110117.34
172023.03.05 22:58t/p30.101.935851.927401.9358535.1910152.53
182023.03.05 22:58t/p40.101.935851.927401.9358515.7410168.27
192023.03.06 12:00sell50.101.943020.000000.00000
202023.03.06 12:00modify50.101.943021.956021.93002
212023.03.07 09:12sell60.101.936510.000000.00000
222023.03.07 09:12modify60.101.936511.939121.93002
232023.03.07 09:12modify50.101.943021.939121.93002
242023.03.07 09:53s/l50.101.939121.939121.9300223.5810191.84
252023.03.07 09:53s/l60.101.939121.939121.93002-15.9010175.94
262023.03.27 12:00sell70.101.979810.000000.00000
272023.03.27 12:00modify70.101.979811.992811.96681
282023.03.28 10:13sell80.101.973260.000000.00000
292023.03.28 10:13modify80.101.973261.975911.96681
302023.03.28 10:13modify70.101.979811.975911.96681
312023.03.28 10:31s/l70.101.975911.975911.9668123.5810199.52
322023.03.28 10:31s/l80.101.975911.975911.96681-16.1410183.38
332023.04.11 16:00sell90.102.003130.000000.00000
342023.04.11 16:00modify90.102.003132.016131.99013
352023.04.12 13:02sell100.101.996630.000000.00000
362023.04.12 13:02modify100.101.996631.999231.99013
372023.04.12 13:02modify90.102.003131.999231.99013
382023.04.12 13:08s/l90.101.999231.999231.9901323.5810206.95
392023.04.12 13:08s/l100.101.999231.999231.99013-15.8410191.11
402023.05.02 12:00buy110.102.008650.000000.00000
412023.05.02 12:00modify110.102.008651.995652.02165
422023.05.03 19:08buy120.102.015160.000000.00000
432023.05.03 19:08modify120.102.015162.012552.02165
442023.05.03 19:08modify110.102.008652.012552.02165
452023.05.03 19:11buy130.102.015840.000000.00000
462023.05.03 19:11modify130.102.015842.011902.02165
472023.05.03 19:11modify120.102.015162.011902.02165
482023.05.03 19:11modify110.102.008652.011902.02165
492023.05.03 22:05buy140.102.019050.000000.00000
502023.05.03 22:05modify140.102.019052.013202.02165
512023.05.03 22:05modify130.102.015842.013202.02165
522023.05.03 22:05modify120.102.015162.013202.02165
532023.05.03 22:05modify110.102.008652.013202.02165
542023.05.03 22:13t/p110.102.021652.013202.0216578.7110269.83
552023.05.03 22:13t/p120.102.021652.013202.0216539.4510309.28
562023.05.03 22:13t/p130.102.021652.013202.0216535.3110344.59
572023.05.03 22:13t/p140.102.021652.013202.0216515.8010360.39
582023.05.08 16:00buy150.101.989770.000000.00000
592023.05.08 16:00modify150.101.989771.976772.00277
602023.05.09 06:52buy160.101.996270.000000.00000
612023.05.09 06:52modify160.101.996271.993672.00277
622023.05.09 06:52modify150.101.989771.993672.00277
632023.05.09 07:17s/l150.101.993671.993672.0027723.4110383.80
642023.05.09 07:17s/l160.101.993671.993672.00277-15.8010368.00
652023.06.05 16:00buy170.102.045680.000000.00000
662023.06.05 16:00modify170.102.045682.032682.05868
672023.06.07 11:45buy180.102.052210.000000.00000
682023.06.07 11:45modify180.102.052212.049582.05868
692023.06.07 11:45modify170.102.045682.049582.05868
702023.06.07 12:00buy190.102.052840.000000.00000
712023.06.07 12:00modify190.102.052842.048932.05868
722023.06.07 12:00modify180.102.052212.048932.05868
732023.06.07 12:00modify170.102.045682.048932.05868
742023.06.07 14:33buy200.102.056080.000000.00000
752023.06.07 14:33modify200.102.056082.050232.05868
762023.06.07 14:33modify190.102.052842.050232.05868
772023.06.07 14:33modify180.102.052212.050232.05868
782023.06.07 14:33modify170.102.045682.050232.05868
792023.06.07 14:35t/p170.102.058682.050232.0586878.4110446.41
802023.06.07 14:35t/p180.102.058682.050232.0586839.3210485.73
812023.06.07 14:35t/p190.102.058682.050232.0586835.4910521.22
822023.06.07 14:35t/p200.102.058682.050232.0586815.8010537.02
832023.06.12 16:00buy210.102.042820.000000.00000
842023.06.12 16:00modify210.102.042822.029822.05582
852023.06.13 02:30buy220.102.049350.000000.00000
862023.06.13 02:30modify220.102.049352.046722.05582
872023.06.13 02:30modify210.102.042822.046722.05582
882023.06.13 02:31buy230.102.049970.000000.00000
892023.06.13 02:31modify230.102.049972.046072.05582
902023.06.13 02:31modify220.102.049352.046072.05582
912023.06.13 02:31modify210.102.042822.046072.05582
922023.06.13 03:23s/l210.102.046072.046072.0558219.4610556.48
932023.06.13 03:23s/l220.102.046072.046072.05582-19.9310536.55
942023.06.13 03:23s/l230.102.046072.046072.05582-23.7010512.85
952023.06.23 12:00sell240.102.076480.000000.00000
962023.06.23 12:00modify240.102.076482.089482.06348
972023.06.23 15:23sell250.102.069970.000000.00000
982023.06.23 15:23modify250.102.069972.072582.06348
992023.06.23 15:23modify240.102.076482.072582.06348
1002023.06.23 15:30sell260.102.069330.000000.00000
1012023.06.23 15:30modify260.102.069332.073232.06348
1022023.06.23 15:30modify250.102.069972.073232.06348
1032023.06.23 15:30modify240.102.076482.073232.06348
1042023.06.23 15:57sell270.102.066070.000000.00000
1052023.06.23 15:57modify270.102.066072.071932.06348
1062023.06.23 15:57modify260.102.069332.071932.06348
1072023.06.23 15:57modify250.102.069972.071932.06348
1082023.06.23 15:57modify240.102.076482.071932.06348
1092023.06.26 03:18t/p240.102.063482.071932.0634879.0110591.86
1102023.06.26 03:18t/p250.102.063482.071932.0634839.3610631.21
1112023.06.26 03:18t/p260.102.063482.071932.0634835.4610666.67
1122023.06.26 03:18t/p270.102.063482.071932.0634815.6110682.28
1132023.07.04 12:00buy280.102.055310.000000.00000
1142023.07.04 12:00modify280.102.055312.042312.06831
1152023.07.06 12:20buy290.102.061820.000000.00000
1162023.07.06 12:20modify290.102.061822.059212.06831
1172023.07.06 12:20modify280.102.055312.059212.06831
1182023.07.06 12:22buy300.102.062520.000000.00000
1192023.07.06 12:22modify300.102.062522.058562.06831
1202023.07.06 12:22modify290.102.061822.058562.06831
1212023.07.06 12:22modify280.102.055312.058562.06831
1222023.07.06 12:48buy310.102.065810.000000.00000
1232023.07.06 12:48modify310.102.065812.059862.06831
1242023.07.06 12:48modify300.102.062522.059862.06831
1252023.07.06 12:48modify290.102.061822.059862.06831
1262023.07.06 12:48modify280.102.055312.059862.06831
1272023.07.06 16:22t/p280.102.068312.059862.0683177.8310760.10
1282023.07.06 16:22t/p290.102.068312.059862.0683139.4510799.55
1292023.07.06 16:22t/p300.102.068312.059862.0683135.2010834.75
1302023.07.06 16:22t/p310.102.068312.059862.0683115.2010849.95
1312023.07.11 12:00sell320.102.088390.000000.00000
1322023.07.11 12:00modify320.102.088392.101392.07539
1332023.07.12 00:40sell330.102.081860.000000.00000
1342023.07.12 00:40modify330.102.081862.084492.07539
1352023.07.12 00:40modify320.102.088392.084492.07539
1362023.07.12 00:49sell340.102.081240.000000.00000
1372023.07.12 00:49modify340.102.081242.085142.07539
1382023.07.12 00:49modify330.102.081862.085142.07539
1392023.07.12 00:49modify320.102.088392.085142.07539
1402023.07.12 02:00s/l320.102.085142.085142.0753919.6210869.57
1412023.07.12 02:00s/l330.102.085142.085142.07539-19.9810849.59
1422023.07.12 02:00s/l340.102.085142.085142.07539-23.7610825.83
1432023.07.18 12:00sell350.102.086290.000000.00000
1442023.07.18 12:00modify350.102.086292.099292.07329
1452023.07.18 14:51sell360.102.079770.000000.00000
1462023.07.18 14:51modify360.102.079772.082392.07329
1472023.07.18 14:51modify350.102.086292.082392.07329
1482023.07.18 14:58sell370.102.079140.000000.00000
1492023.07.18 14:58modify370.102.079142.083042.07329
1502023.07.18 14:58modify360.102.079772.083042.07329
1512023.07.18 14:58modify350.102.086292.083042.07329
1522023.07.18 15:41sell380.102.075890.000000.00000
1532023.07.18 15:41modify380.102.075892.081742.07329
1542023.07.18 15:41modify370.102.079142.081742.07329
1552023.07.18 15:41modify360.102.079772.081742.07329
1562023.07.18 15:41modify350.102.086292.081742.07329
1572023.07.18 22:45t/p350.102.073292.081742.0732979.1810905.01
1582023.07.18 22:45t/p360.102.073292.081742.0732939.4710944.48
1592023.07.18 22:45t/p370.102.073292.081742.0732935.6310980.11
1602023.07.18 22:45t/p380.102.073292.081742.0732915.8410995.95
1612023.08.11 12:00sell390.102.117800.000000.00000
1622023.08.11 12:00modify390.102.117802.130802.10480
1632023.08.15 08:09s/l390.102.130802.130802.10480-79.5310916.42
1642023.08.23 12:00buy400.102.129270.000000.00000
1652023.08.23 12:00modify400.102.129272.116272.14227
1662023.08.24 08:00buy410.102.135790.000000.00000
1672023.08.24 08:00modify410.102.135792.133172.14227
1682023.08.24 08:00modify400.102.129272.133172.14227
1692023.08.24 08:25s/l400.102.133172.133172.1422722.8110939.23
1702023.08.24 08:25s/l410.102.133172.133172.14227-15.9310923.30
1712023.09.14 16:00buy420.102.098080.000000.00000
1722023.09.14 16:00modify420.102.098082.085082.11108
1732023.09.19 08:11s/l420.102.085082.085082.11108-79.9110843.38
1742023.09.20 12:00buy430.102.073800.000000.00000
1752023.09.20 12:00modify430.102.073802.060802.08680
1762023.09.20 18:51buy440.102.080420.000000.00000
1772023.09.20 18:51modify440.102.080422.077702.08680
1782023.09.20 18:51modify430.102.073802.077702.08680
1792023.09.20 19:00buy450.102.080960.000000.00000
1802023.09.20 19:00modify450.102.080962.077052.08680
1812023.09.20 19:00modify440.102.080422.077052.08680
1822023.09.20 19:00modify430.102.073802.077052.08680
1832023.09.20 22:23s/l430.102.077052.077052.0868019.7610863.14
1842023.09.20 22:23s/l440.102.077052.077052.08680-20.4810842.66
1852023.09.20 22:23s/l450.102.077052.077052.08680-23.7610818.90
1862023.10.12 12:00sell460.102.051960.000000.00000
1872023.10.12 12:00modify460.102.051962.064962.03896
1882023.10.13 08:40s/l460.102.064962.064962.03896-79.3510739.55
1892023.10.23 16:00sell470.102.093680.000000.00000
1902023.10.23 16:00modify470.102.093682.106682.08068
1912023.10.24 12:39sell480.102.087160.000000.00000
1922023.10.24 12:39modify480.102.087162.089782.08068
1932023.10.24 12:39modify470.102.093682.089782.08068
1942023.10.24 12:52sell490.102.086510.000000.00000
1952023.10.24 12:52modify490.102.086512.090432.08068
1962023.10.24 12:52modify480.102.087162.090432.08068
1972023.10.24 12:52modify470.102.093682.090432.08068
1982023.10.24 14:11sell500.102.083280.000000.00000
1992023.10.24 14:11modify500.102.083282.089132.08068
2002023.10.24 14:11modify490.102.086512.089132.08068
2012023.10.24 14:11modify480.102.087162.089132.08068
2022023.10.24 14:11modify470.102.093682.089132.08068
2032023.10.24 20:55t/p470.102.080682.089132.0806879.0210818.56
2042023.10.24 20:55t/p480.102.080682.089132.0806839.4710858.03
2052023.10.24 20:55t/p490.102.080682.089132.0806835.5110893.54
2062023.10.24 20:55t/p500.102.080682.089132.0806815.8410909.38
2072023.11.13 20:00sell510.102.086340.000000.00000
2082023.11.13 20:00modify510.102.086342.099342.07334
2092023.11.14 19:47sell520.102.079830.000000.00000
2102023.11.14 19:47modify520.102.079832.082442.07334
2112023.11.14 19:47modify510.102.086342.082442.07334
2122023.11.14 20:02sell530.102.079170.000000.00000
2132023.11.14 20:02modify530.102.079172.083092.07334
2142023.11.14 20:02modify520.102.079832.083092.07334
2152023.11.14 20:02modify510.102.086342.083092.07334
2162023.11.15 02:19sell540.102.075940.000000.00000
2172023.11.15 02:19modify540.102.075942.081792.07334
2182023.11.15 02:19modify530.102.079172.081792.07334
2192023.11.15 02:19modify520.102.079832.081792.07334
2202023.11.15 02:19modify510.102.086342.081792.07334
2212023.11.15 04:44t/p510.102.073342.081792.0733478.8310988.21
2222023.11.15 04:44t/p520.102.073342.081792.0733439.3611027.57
2232023.11.15 04:44t/p530.102.073342.081792.0733435.3411062.90
2242023.11.15 04:44t/p540.102.073342.081792.0733415.8311078.73
2252023.11.15 20:00buy550.102.062100.000000.00000
2262023.11.15 20:00modify550.102.062102.049102.07510
2272023.11.16 00:42buy560.102.068700.000000.00000
2282023.11.16 00:42modify560.102.068702.066002.07510
2292023.11.16 00:42modify550.102.062102.066002.07510
2302023.11.16 00:46s/l550.102.066002.066002.0751022.8111101.54
2312023.11.16 00:46s/l560.102.066002.066002.07510-16.4211085.12
2322024.01.15 12:00sell570.102.054800.000000.00000
2332024.01.15 12:00modify570.102.054802.067802.04180
2342024.01.17 07:38s/l570.102.067802.067802.04180-79.5311005.59
2352024.02.13 16:00sell580.102.078760.000000.00000
2362024.02.13 16:00modify580.102.078762.091762.06576
2372024.02.14 06:55sell590.102.072260.000000.00000
2382024.02.14 06:55modify590.102.072262.074862.06576
2392024.02.14 06:55modify580.102.078762.074862.06576
2402024.02.14 07:00sell600.102.068350.000000.00000
2412024.02.14 07:00modify600.102.068352.074212.06576
2422024.02.14 07:00modify590.102.072262.074212.06576
2432024.02.14 07:00modify580.102.078762.074212.06576
2442024.02.14 07:36t/p580.102.065762.074212.0657679.0111084.60
2452024.02.14 07:36t/p590.102.065762.074212.0657639.5911124.19
2462024.02.14 07:36t/p600.102.065762.074212.0657615.7711139.96
2472024.02.20 12:00buy610.102.041530.000000.00000
2482024.02.20 12:00modify610.102.041532.028532.05453
2492024.02.20 15:08buy620.102.048030.000000.00000
2502024.02.20 15:08modify620.102.048032.045432.05453
2512024.02.20 15:08modify610.102.041532.045432.05453
2522024.02.20 15:13buy630.102.048710.000000.00000
2532024.02.20 15:13modify630.102.048712.044782.05453
2542024.02.20 15:13modify620.102.048032.044782.05453
2552024.02.20 15:13modify610.102.041532.044782.05453
2562024.02.21 01:43s/l610.102.044782.044782.0545319.4611159.42
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2582024.02.21 01:43s/l630.102.044782.044782.05453-24.1811115.19