Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolGBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000)
Period4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; 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 modelled4226Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit591.26Gross profit1106.36Gross loss-515.10
Profit factor2.15Expected payoff23.65
Absolute drawdown33.87Maximal drawdown267.88 (2.54%)Relative drawdown2.54% (267.88)
Total trades25Short positions (won %)15 (60.00%)Long positions (won %)10 (80.00%)
Profit trades (% of total)17 (68.00%)Loss trades (% of total)8 (32.00%)
Largestprofit trade78.54loss trade-80.58
Averageprofit trade65.08loss trade-64.39
Maximumconsecutive wins (profit in money)3 (235.21)consecutive losses (loss in money)2 (-158.64)
Maximalconsecutive profit (count of wins)235.21 (3)consecutive loss (count of losses)-158.64 (2)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.02 12:00buy10.102.008650.000000.00000
22023.05.02 12:00modify10.102.008651.995652.02165
32023.05.04 00:00t/p10.102.021651.995652.0216577.3110077.31
42023.05.12 08:00sell20.102.004090.000000.00000
52023.05.12 08:00modify20.102.004092.017091.99109
62023.05.17 12:00t/p20.101.991092.017091.9910978.0210155.32
72023.05.24 04:00sell30.102.013120.000000.00000
82023.05.24 04:00modify30.102.013122.026122.00012
92023.05.24 08:00s/l30.102.026122.026122.00012-78.5410076.78
102023.05.31 04:00sell40.102.063340.000000.00000
112023.05.31 04:00modify40.102.063342.076342.05034
122023.06.05 08:00t/p40.102.050342.076342.0503477.6710154.45
132023.06.28 08:00sell50.102.086620.000000.00000
142023.06.28 08:00modify50.102.086622.099622.07362
152023.06.28 16:00t/p50.102.073622.099622.0736278.5410232.99
162023.07.11 12:00sell60.102.088390.000000.00000
172023.07.11 12:00modify60.102.088392.101392.07539
182023.07.12 04:00sell70.102.081690.000000.00000
192023.07.12 04:00modify70.102.081692.083842.07539
202023.07.12 04:00modify60.102.088392.083842.07539
212023.07.12 08:00s/l60.102.083842.083842.0753927.3210260.31
222023.07.12 08:00s/l70.102.083842.083842.07539-12.9910247.32
232023.07.18 12:00sell80.102.086290.000000.00000
242023.07.18 12:00modify80.102.086292.099292.07329
252023.07.19 00:00t/p80.102.073292.099292.0732978.3610325.67
262023.07.20 04:00buy90.102.054740.000000.00000
272023.07.20 04:00modify90.102.054742.041742.06774
282023.07.20 20:00t/p90.102.067742.041742.0677478.5010404.17
292023.07.21 20:00sell100.102.083390.000000.00000
302023.07.21 20:00modify100.102.083392.096392.07039
312023.07.24 12:00t/p100.102.070392.096392.0703978.3610482.53
322023.08.02 04:00sell110.102.091010.000000.00000
332023.08.02 04:00modify110.102.091012.104012.07801
342023.08.08 08:00s/l110.102.104012.104012.07801-79.5910402.94
352023.08.11 16:00sell120.102.122200.000000.00000
362023.08.11 16:00modify120.102.122202.135202.10920
372023.08.16 00:00s/l120.102.135202.135202.10920-79.0510323.88
382023.08.17 04:00sell130.102.151830.000000.00000
392023.08.17 04:00modify130.102.151832.164832.13883
402023.08.23 00:00t/p130.102.138832.164832.1388377.8410401.72
412023.09.22 12:00buy140.102.052740.000000.00000
422023.09.22 12:00modify140.102.052742.039742.06574
432023.09.29 04:00s/l140.102.039742.039742.06574-80.5810321.15
442023.11.15 08:00buy150.102.067160.000000.00000
452023.11.15 08:00modify150.102.067162.054162.08016
462023.11.16 16:00buy160.102.075250.000000.00000
472023.11.16 16:00modify160.102.075252.071062.08016
482023.11.16 16:00modify150.102.067162.071062.08016
492023.11.17 00:00t/p150.102.080162.071062.0801677.3010398.45
502023.11.17 00:00t/p160.102.080162.071062.0801629.3510427.80
512023.11.29 04:00buy170.102.053550.000000.00000
522023.11.29 04:00modify170.102.053552.040552.06655
532023.12.04 04:00s/l170.102.040552.040552.06655-79.9910347.81
542023.12.14 04:00buy180.102.027290.000000.00000
552023.12.14 04:00modify180.102.027292.014292.04029
562023.12.14 12:00t/p180.102.040292.014292.0402978.5010426.31
572023.12.20 08:00buy190.102.016120.000000.00000
582023.12.20 08:00modify190.102.016122.003122.02912
592024.01.03 16:00t/p190.102.029122.003122.0291274.3210500.63
602024.01.17 16:00sell200.102.076660.000000.00000
612024.01.17 16:00modify200.102.076662.089662.06366
622024.01.18 04:00sell210.102.071260.000000.00000
632024.01.18 04:00modify210.102.071262.075362.06366
642024.01.18 04:00modify200.102.076662.075362.06366
652024.01.18 08:00s/l200.102.075362.075362.063667.3410507.96
662024.01.18 08:00s/l210.102.075362.075362.06366-24.7710483.19
672024.02.13 16:00sell220.102.078760.000000.00000
682024.02.13 16:00modify220.102.078762.091762.06576
692024.02.14 08:00t/p220.102.065762.091762.0657678.3610561.55
702024.02.28 04:00sell230.102.073950.000000.00000
712024.02.28 04:00modify230.102.073952.086952.06095
722024.03.05 08:00s/l230.102.086952.086952.06095-79.5910481.96
732024.04.22 12:00buy240.102.085140.000000.00000
742024.04.22 12:00modify240.102.085142.072142.09814
752024.04.23 08:00buy250.102.092990.000000.00000
762024.04.23 08:00modify250.102.092992.089042.09814
772024.04.23 08:00modify240.102.085142.089042.09814
782024.04.23 20:00t/p240.102.098142.089042.0981478.2010560.16
792024.04.23 20:00t/p250.102.098142.089042.0981431.1010591.26