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 20:00 (2023.05.01 - 2024.05.01)
ModelControl points (a very crude method, the results must not be considered)
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 modelled79972Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00Spread60
Total net profit1271.35Gross profit1590.33Gross loss-318.98
Profit factor4.99Expected payoff23.99
Absolute drawdown63.52Maximal drawdown153.60 (1.36%)Relative drawdown1.36% (153.60)
Total trades53Short positions (won %)30 (66.67%)Long positions (won %)23 (73.91%)
Profit trades (% of total)37 (69.81%)Loss trades (% of total)16 (30.19%)
Largestprofit trade78.54loss trade-78.53
Averageprofit trade42.98loss trade-19.94
Maximumconsecutive wins (profit in money)8 (430.58)consecutive losses (loss in money)3 (-44.63)
Maximalconsecutive profit (count of wins)430.58 (8)consecutive loss (count of losses)-78.53 (1)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.02 12:00buy10.102.008650.000000.00000
22023.05.02 12:00modify10.102.008651.995652.02165
32023.05.03 19:00buy20.102.014080.000000.00000
42023.05.03 19:00modify20.102.014082.009952.02165
52023.05.03 19:00modify10.102.008652.009952.02165
62023.05.03 19:20buy30.102.015310.000000.00000
72023.05.03 19:20modify30.102.015312.013202.02165
82023.05.03 19:20modify20.102.014082.013202.02165
92023.05.03 19:20modify10.102.008652.013202.02165
102023.05.03 20:20buy40.102.016530.000000.00000
112023.05.03 20:20modify40.102.016532.012552.02165
122023.05.03 20:25modify40.102.016532.013202.02165
132023.05.03 22:30t/p10.102.021652.013202.0216578.2010078.20
142023.05.03 22:30t/p20.102.021652.013202.0216545.7110123.91
152023.05.03 22:30t/p30.102.021652.013202.0216538.2910162.20
162023.05.03 22:30t/p40.102.021652.013202.0216530.9210193.12
172023.05.12 08:00sell50.102.004090.000000.00000
182023.05.12 08:00modify50.102.004092.017091.99109
192023.05.17 02:30sell60.101.998860.000000.00000
202023.05.17 02:30modify60.101.998862.002791.99109
212023.05.17 02:30modify50.102.004092.002791.99109
222023.05.17 06:50sell70.101.997420.000000.00000
232023.05.17 06:50modify70.101.997421.999541.99109
242023.05.17 06:50modify60.101.998861.999541.99109
252023.05.17 06:50modify50.102.004091.999541.99109
262023.05.17 09:40t/p50.101.991091.999541.9910978.0210271.14
272023.05.17 09:40t/p60.101.991091.999541.9910946.9410318.08
282023.05.17 09:40t/p70.101.991091.999541.9910938.2410356.32
292023.05.24 04:00sell80.102.013120.000000.00000
302023.05.24 04:00modify80.102.013122.026122.00012
312023.05.24 06:30s/l80.102.026122.026122.00012-78.5310277.79
322023.05.31 04:00sell90.102.063340.000000.00000
332023.05.31 04:00modify90.102.063342.076342.05034
342023.05.31 06:40sell100.102.057950.000000.00000
352023.05.31 06:40modify100.102.057952.062042.05034
362023.05.31 06:40modify90.102.063342.062042.05034
372023.05.31 07:40s/l90.102.062042.062042.050347.8610285.65
382023.05.31 07:40s/l100.102.062042.062042.05034-24.7010260.95
392023.06.28 08:00sell110.102.086620.000000.00000
402023.06.28 08:00modify110.102.086622.099622.07362
412023.06.28 11:50sell120.102.081160.000000.00000
422023.06.28 11:50modify120.102.081162.085322.07362
432023.06.28 11:50modify110.102.086622.085322.07362
442023.06.28 13:55sell130.102.078600.000000.00000
452023.06.28 13:55modify130.102.078602.082722.07362
462023.06.28 13:55modify120.102.081162.082722.07362
472023.06.28 13:55modify110.102.086622.082722.07362
482023.06.28 14:40t/p110.102.073622.082722.0736278.5310339.48
492023.06.28 14:40t/p120.102.073622.082722.0736245.5510385.03
502023.06.28 14:40t/p130.102.073622.082722.0736230.0810415.11
512023.07.11 12:00sell140.102.088390.000000.00000
522023.07.11 12:00modify140.102.088392.101392.07539
532023.07.12 00:50sell150.102.081810.000000.00000
542023.07.12 00:50modify150.102.081812.083842.07539
552023.07.12 00:50modify140.102.088392.083842.07539
562023.07.12 00:55s/l140.102.083842.083842.0753927.3110442.41
572023.07.12 00:55s/l150.102.083842.083842.07539-12.2710430.14
582023.07.18 12:00sell160.102.086290.000000.00000
592023.07.18 12:00modify160.102.086292.099292.07329
602023.07.18 13:40sell170.102.080890.000000.00000
612023.07.18 13:40modify170.102.080892.084992.07329
622023.07.18 13:40modify160.102.086292.084992.07329
632023.07.18 14:30sell180.102.079520.000000.00000
642023.07.18 14:30modify180.102.079522.081742.07329
652023.07.18 14:30modify170.102.080892.081742.07329
662023.07.18 14:30modify160.102.086292.081742.07329
672023.07.18 22:30t/p160.102.073292.081742.0732978.5410508.68
682023.07.18 22:30t/p170.102.073292.081742.0732945.9210554.60
692023.07.18 22:30t/p180.102.073292.081742.0732937.6410592.24
702023.07.20 04:00buy190.102.054740.000000.00000
712023.07.20 04:00modify190.102.054742.041742.06774
722023.07.20 13:50buy200.102.060080.000000.00000
732023.07.20 13:50modify200.102.060082.056042.06774
742023.07.20 13:50modify190.102.054742.056042.06774
752023.07.20 14:20buy210.102.061380.000000.00000
762023.07.20 14:20modify210.102.061382.059292.06774
772023.07.20 14:20modify200.102.060082.059292.06774
782023.07.20 14:20modify190.102.054742.059292.06774
792023.07.20 16:40t/p190.102.067742.059292.0677478.5010670.74
802023.07.20 16:40t/p200.102.067742.059292.0677446.2510716.99
812023.07.20 16:40t/p210.102.067742.059292.0677438.4110755.40
822023.07.21 20:00sell220.102.083390.000000.00000
832023.07.21 20:00modify220.102.083392.096392.07039
842023.07.24 08:40t/p220.102.070392.096392.0703978.3610833.76
852023.08.02 04:00sell230.102.091010.000000.00000
862023.08.02 04:00modify230.102.091012.104012.07801
872023.08.03 12:35sell240.102.083010.000000.00000
882023.08.03 12:35modify240.102.083012.087112.07801
892023.08.03 12:35modify230.102.091012.087112.07801
902023.08.03 13:15sell250.102.084320.000000.00000
912023.08.03 13:15modify250.102.084322.086462.07801
922023.08.03 13:15modify240.102.083012.086462.07801
932023.08.03 13:15modify230.102.091012.086462.07801
942023.08.03 13:25sell260.102.085510.000000.00000
952023.08.03 13:25modify260.102.085512.089712.07801
962023.08.03 13:30s/l230.102.086462.086462.0780126.9710860.72
972023.08.03 13:30s/l240.102.086462.086462.07801-20.8410839.88
982023.08.03 13:30s/l250.102.086462.086462.07801-12.9210826.96
992023.08.03 13:30close260.102.087312.089712.07801-10.8710816.09
1002023.08.11 16:00sell270.102.122200.000000.00000
1012023.08.11 16:00modify270.102.122202.135202.10920
1022023.08.13 21:43sell280.102.116920.000000.00000
1032023.08.13 21:43modify280.102.116922.120902.10920
1042023.08.13 21:43modify270.102.122202.120902.10920
1052023.08.13 22:00s/l270.102.120902.120902.109207.8510823.94
1062023.08.13 22:00s/l280.102.120902.120902.10920-24.0510799.89
1072023.08.17 04:00sell290.102.151830.000000.00000
1082023.08.17 04:00modify290.102.151832.164832.13883
1092023.08.17 13:15sell300.102.143760.000000.00000
1102023.08.17 13:15modify300.102.143762.147932.13883
1112023.08.17 13:15modify290.102.151832.147932.13883
1122023.08.17 13:30s/l290.102.147932.147932.1388323.5610823.45
1132023.08.17 13:30s/l300.102.147932.147932.13883-25.2010798.25
1142023.09.22 12:00buy310.102.052740.000000.00000
1152023.09.22 12:00modify310.102.052742.039742.06574
1162023.09.25 02:40buy320.102.058130.000000.00000
1172023.09.25 02:40modify320.102.058132.054042.06574
1182023.09.25 02:40modify310.102.052742.054042.06574
1192023.09.25 06:15buy330.102.059240.000000.00000
1202023.09.25 06:15modify330.102.059242.057292.06574
1212023.09.25 06:15modify320.102.058132.057292.06574
1222023.09.25 06:15modify310.102.052742.057292.06574
1232023.09.25 06:40s/l310.102.057292.057292.0657427.1810825.44
1242023.09.25 06:40s/l320.102.057292.057292.06574-5.0710820.37
1252023.09.25 06:40s/l330.102.057292.057292.06574-11.7710808.60
1262023.11.15 08:00buy340.102.067160.000000.00000
1272023.11.15 08:00modify340.102.067162.054162.08016
1282023.11.16 01:30buy350.102.072610.000000.00000
1292023.11.16 01:30modify350.102.072612.068462.08016
1302023.11.16 01:30modify340.102.067162.068462.08016
1312023.11.16 07:40s/l340.102.068462.068462.080166.9610815.55
1322023.11.16 07:40s/l350.102.068462.068462.08016-25.0510790.50
1332023.11.29 04:00buy360.102.053550.000000.00000
1342023.11.29 04:00modify360.102.053552.040552.06655
1352023.11.29 07:30buy370.102.060180.000000.00000
1362023.11.29 07:30modify370.102.060182.058102.06655
1372023.11.29 07:30modify360.102.053552.058102.06655
1382023.11.29 08:40s/l360.102.058102.058102.0665527.4710817.97
1392023.11.29 08:40s/l370.102.058102.058102.06655-12.5610805.41
1402023.12.14 04:00buy380.102.027290.000000.00000
1412023.12.14 04:00modify380.102.027292.014292.04029
1422023.12.14 08:20buy390.102.035240.000000.00000
1432023.12.14 08:20modify390.102.035242.031192.04029
1442023.12.14 08:20modify380.102.027292.031192.04029
1452023.12.14 08:40t/p380.102.040292.031192.0402978.5010883.91
1462023.12.14 08:40t/p390.102.040292.031192.0402930.4910914.40
1472023.12.20 08:00buy400.102.016120.000000.00000
1482023.12.20 08:00modify400.102.016122.003122.02912
1492023.12.20 21:20buy410.102.021490.000000.00000
1502023.12.20 21:20modify410.102.021492.017422.02912
1512023.12.20 21:20modify400.102.016122.017422.02912
1522023.12.20 21:55buy420.102.022810.000000.00000
1532023.12.20 21:55modify420.102.022812.020672.02912
1542023.12.20 21:55modify410.102.021492.020672.02912
1552023.12.20 21:55modify400.102.016122.020672.02912
1562023.12.20 22:00s/l400.102.020672.020672.0291227.4710941.87
1572023.12.20 22:00s/l410.102.020672.020672.02912-4.9510936.92
1582023.12.20 22:00s/l420.102.020672.020672.02912-12.9210924.00
1592024.01.17 16:00sell430.102.076660.000000.00000
1602024.01.17 16:00modify430.102.076662.089662.06366
1612024.01.17 22:15sell440.102.070090.000000.00000
1622024.01.17 22:15modify440.102.070092.072112.06366
1632024.01.17 22:15modify430.102.076662.072112.06366
1642024.01.17 22:30s/l430.102.072112.072112.0636627.4810951.48
1652024.01.17 22:30s/l440.102.072112.072112.06366-12.2110939.27
1662024.02.13 16:00sell450.102.078760.000000.00000
1672024.02.13 16:00modify450.102.078762.091762.06576
1682024.02.14 05:33sell460.102.073430.000000.00000
1692024.02.14 05:33modify460.102.073432.077462.06576
1702024.02.14 05:33modify450.102.078762.077462.06576
1712024.02.14 07:10sell470.102.070860.000000.00000
1722024.02.14 07:10modify470.102.070862.074862.06576
1732024.02.14 07:10modify460.102.073432.074862.06576
1742024.02.14 07:10modify450.102.078762.074862.06576
1752024.02.14 07:40t/p450.102.065762.074862.0657678.3611017.63
1762024.02.14 07:40t/p460.102.065762.074862.0657646.3311063.96
1772024.02.14 07:40t/p470.102.065762.074862.0657630.8111094.77
1782024.02.28 04:00sell480.102.073950.000000.00000
1792024.02.28 04:00modify480.102.073952.086952.06095
1802024.03.03 22:05sell490.102.068500.000000.00000
1812024.03.03 22:05modify490.102.068502.072652.06095
1822024.03.03 22:05modify480.102.073952.072652.06095
1832024.03.03 23:20s/l480.102.072652.072652.060957.1511101.92
1842024.03.03 23:20s/l490.102.072652.072652.06095-25.0711076.85
1852024.04.22 12:00buy500.102.085140.000000.00000
1862024.04.22 12:00modify500.102.085142.072142.09814
1872024.04.23 07:20buy510.102.090560.000000.00000
1882024.04.23 07:20modify510.102.090562.086442.09814
1892024.04.23 07:20modify500.102.085142.086442.09814
1902024.04.23 07:50buy520.102.092950.000000.00000
1912024.04.23 07:50modify520.102.092952.089042.09814
1922024.04.23 07:50modify510.102.090562.089042.09814
1932024.04.23 07:50modify500.102.085142.089042.09814
1942024.04.23 11:10buy530.102.091650.000000.00000
1952024.04.23 11:10modify530.102.091652.089692.09814
1962024.04.23 11:10modify520.102.092952.089692.09814
1972024.04.23 11:10modify510.102.090562.089692.09814
1982024.04.23 11:10modify500.102.085142.089692.09814
1992024.04.23 19:30t/p500.102.098142.089692.0981478.2011155.05
2002024.04.23 19:30t/p510.102.098142.089692.0981445.7711200.82
2012024.04.23 19:30t/p520.102.098142.089692.0981431.3411232.16
2022024.04.23 19:30t/p530.102.098142.089692.0981439.1911271.35