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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1913Ticks modelled32655996Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1266.49Gross profit1635.29Gross loss-368.80
Profit factor4.43Expected payoff18.90
Absolute drawdown63.53Maximal drawdown197.64 (1.79%)Relative drawdown1.79% (197.64)
Total trades67Short positions (won %)38 (60.53%)Long positions (won %)29 (58.62%)
Profit trades (% of total)40 (59.70%)Loss trades (% of total)27 (40.30%)
Largestprofit trade78.53loss trade-78.54
Averageprofit trade40.88loss trade-13.66
Maximumconsecutive wins (profit in money)13 (615.18)consecutive losses (loss in money)3 (-35.60)
Maximalconsecutive profit (count of wins)615.18 (13)consecutive loss (count of losses)-78.54 (1)
Averageconsecutive wins3consecutive losses2
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 18:35buy20.102.013860.000000.00000
42023.05.03 18:35modify20.102.013862.009952.02165
52023.05.03 18:35modify10.102.008652.009952.02165
62023.05.03 19:08buy30.102.015160.000000.00000
72023.05.03 19:08modify30.102.015162.013202.02165
82023.05.03 19:08modify20.102.013862.013202.02165
92023.05.03 19:08modify10.102.008652.013202.02165
102023.05.03 19:32buy40.102.016460.000000.00000
112023.05.03 19:32modify40.102.016462.012552.02165
122023.05.03 19:32modify40.102.016462.013202.02165
132023.05.03 22:13t/p10.102.021652.013202.0216578.2110078.21
142023.05.03 22:13t/p20.102.021652.013202.0216547.0510125.26
152023.05.03 22:13t/p30.102.021652.013202.0216539.2010164.46
162023.05.03 22:13t/p40.102.021652.013202.0216531.3510195.81
172023.05.12 08:00sell50.102.004090.000000.00000
182023.05.12 08:00modify50.102.004092.017091.99109
192023.05.17 02:21sell60.101.998890.000000.00000
202023.05.17 02:21modify60.101.998892.002791.99109
212023.05.17 02:21modify50.102.004092.002791.99109
222023.05.17 06:49sell70.101.997590.000000.00000
232023.05.17 06:49modify70.101.997591.999541.99109
242023.05.17 06:49modify60.101.998891.999541.99109
252023.05.17 06:49modify50.102.004091.999541.99109
262023.05.17 07:08sell80.101.996270.000000.00000
272023.05.17 07:08modify80.101.996272.000191.99109
282023.05.17 07:08modify80.101.996271.999541.99109
292023.05.17 09:24t/p50.101.991091.999541.9910978.0210273.83
302023.05.17 09:24t/p60.101.991091.999541.9910947.1210320.95
312023.05.17 09:24t/p70.101.991091.999541.9910939.2710360.22
322023.05.17 09:24t/p80.101.991091.999541.9910931.3010391.52
332023.05.24 04:00sell90.102.013120.000000.00000
342023.05.24 04:00modify90.102.013122.026122.00012
352023.05.24 06:37s/l90.102.026122.026122.00012-78.5410312.98
362023.05.31 04:00sell100.102.063340.000000.00000
372023.05.31 04:00modify100.102.063342.076342.05034
382023.05.31 06:49sell110.102.058140.000000.00000
392023.05.31 06:49modify110.102.058142.062042.05034
402023.05.31 06:49modify100.102.063342.062042.05034
412023.05.31 07:34s/l100.102.062042.062042.050347.8610320.84
422023.05.31 07:34s/l110.102.062042.062042.05034-23.5610297.28
432023.06.28 08:00sell120.102.086620.000000.00000
442023.06.28 08:00modify120.102.086622.099622.07362
452023.06.28 11:46sell130.102.081420.000000.00000
462023.06.28 11:46modify130.102.081422.085322.07362
472023.06.28 11:46modify120.102.086622.085322.07362
482023.06.28 12:15sell140.102.080070.000000.00000
492023.06.28 12:15modify140.102.080072.082072.07362
502023.06.28 12:15modify130.102.081422.082072.07362
512023.06.28 12:15modify120.102.086622.082072.07362
522023.06.28 12:51s/l120.102.082072.082072.0736227.4910324.77
532023.06.28 12:51s/l130.102.082072.082072.07362-3.9310320.84
542023.06.28 12:51s/l140.102.082072.082072.07362-12.0910308.75
552023.07.11 12:00sell150.102.088390.000000.00000
562023.07.11 12:00modify150.102.088392.101392.07539
572023.07.12 00:34sell160.102.083190.000000.00000
582023.07.12 00:34modify160.102.083192.087092.07539
592023.07.12 00:34modify150.102.088392.087092.07539
602023.07.12 00:40sell170.102.081860.000000.00000
612023.07.12 00:40modify170.102.081862.083842.07539
622023.07.12 00:40modify160.102.083192.083842.07539
632023.07.12 00:40modify150.102.088392.083842.07539
642023.07.12 01:27s/l150.102.083842.083842.0753927.3210336.06
652023.07.12 01:27s/l160.102.083842.083842.07539-3.9210332.14
662023.07.12 01:27s/l170.102.083842.083842.07539-11.9610320.18
672023.07.18 12:00sell180.102.086290.000000.00000
682023.07.18 12:00modify180.102.086292.099292.07329
692023.07.18 13:59sell190.102.081040.000000.00000
702023.07.18 13:59modify190.102.081042.084992.07329
712023.07.18 13:59modify180.102.086292.084992.07329
722023.07.18 14:51sell200.102.079770.000000.00000
732023.07.18 14:51modify200.102.079772.081742.07329
742023.07.18 14:51modify190.102.081042.081742.07329
752023.07.18 14:51modify180.102.086292.081742.07329
762023.07.18 14:58sell210.102.078490.000000.00000
772023.07.18 14:58modify210.102.078492.082392.07329
782023.07.18 14:58modify210.102.078492.081742.07329
792023.07.18 22:45t/p180.102.073292.081742.0732978.5310398.71
802023.07.18 22:45t/p190.102.073292.081742.0732946.8210445.53
812023.07.18 22:45t/p200.102.073292.081742.0732939.1410484.67
822023.07.18 22:45t/p210.102.073292.081742.0732931.4110516.08
832023.07.20 04:00buy220.102.054740.000000.00000
842023.07.20 04:00modify220.102.054742.041742.06774
852023.07.20 13:40buy230.102.059940.000000.00000
862023.07.20 13:40modify230.102.059942.056042.06774
872023.07.20 13:40modify220.102.054742.056042.06774
882023.07.20 14:22buy240.102.061260.000000.00000
892023.07.20 14:22modify240.102.061262.059292.06774
902023.07.20 14:22modify230.102.059942.059292.06774
912023.07.20 14:22modify220.102.054742.059292.06774
922023.07.20 14:27buy250.102.062540.000000.00000
932023.07.20 14:27modify250.102.062542.058642.06774
942023.07.20 14:27modify250.102.062542.059292.06774
952023.07.20 16:49t/p220.102.067742.059292.0677478.5110594.59
962023.07.20 16:49t/p230.102.067742.059292.0677447.1110641.70
972023.07.20 16:49t/p240.102.067742.059292.0677439.1410680.84
982023.07.20 16:49t/p250.102.067742.059292.0677431.4110712.25
992023.07.21 20:00sell260.102.083390.000000.00000
1002023.07.21 20:00modify260.102.083392.096392.07039
1012023.07.24 07:20sell270.102.078180.000000.00000
1022023.07.24 07:20modify270.102.078182.082092.07039
1032023.07.24 07:20modify260.102.083392.082092.07039
1042023.07.24 07:35sell280.102.076880.000000.00000
1052023.07.24 07:35modify280.102.076882.078842.07039
1062023.07.24 07:35modify270.102.078182.078842.07039
1072023.07.24 07:35modify260.102.083392.078842.07039
1082023.07.24 07:46sell290.102.075520.000000.00000
1092023.07.24 07:46modify290.102.075522.079492.07039
1102023.07.24 07:46modify290.102.075522.078842.07039
1112023.07.24 08:30t/p260.102.070392.078842.0703978.3610790.61
1122023.07.24 08:30t/p270.102.070392.078842.0703947.0610837.67
1132023.07.24 08:30t/p280.102.070392.078842.0703939.2110876.88
1142023.07.24 08:30t/p290.102.070392.078842.0703930.9910907.87
1152023.08.02 04:00sell300.102.091010.000000.00000
1162023.08.02 04:00modify300.102.091012.104012.07801
1172023.08.02 13:15sell310.102.085810.000000.00000
1182023.08.02 13:15modify310.102.085812.089712.07801
1192023.08.02 13:15modify300.102.091012.089712.07801
1202023.08.02 13:47sell320.102.084500.000000.00000
1212023.08.02 13:47modify320.102.084502.086462.07801
1222023.08.02 13:47modify310.102.085812.086462.07801
1232023.08.02 13:47modify300.102.091012.086462.07801
1242023.08.02 14:04s/l300.102.086462.086462.0780127.4910935.36
1252023.08.02 14:04s/l310.102.086462.086462.07801-3.9310931.43
1262023.08.02 14:04s/l320.102.086462.086462.07801-11.8410919.59
1272023.08.11 16:00sell330.102.122200.000000.00000
1282023.08.11 16:00modify330.102.122202.135202.10920
1292023.08.13 21:56sell340.102.116930.000000.00000
1302023.08.13 21:56modify340.102.116932.120902.10920
1312023.08.13 21:56modify330.102.122202.120902.10920
1322023.08.13 22:00s/l330.102.120902.120902.109207.8510927.44
1332023.08.13 22:00s/l340.102.120902.120902.10920-23.9910903.45
1342023.08.17 04:00sell350.102.151830.000000.00000
1352023.08.17 04:00modify350.102.151832.164832.13883
1362023.08.17 08:37sell360.102.146630.000000.00000
1372023.08.17 08:37modify360.102.146632.150532.13883
1382023.08.17 08:37modify350.102.151832.150532.13883
1392023.08.17 08:58sell370.102.145300.000000.00000
1402023.08.17 08:58modify370.102.145302.147282.13883
1412023.08.17 08:58modify360.102.146632.147282.13883
1422023.08.17 08:58modify350.102.151832.147282.13883
1432023.08.17 08:59sell380.102.144020.000000.00000
1442023.08.17 08:59modify380.102.144022.147932.13883
1452023.08.17 08:59modify380.102.144022.147282.13883
1462023.08.17 13:44s/l350.102.147282.147282.1388327.4910930.94
1472023.08.17 13:44s/l360.102.147282.147282.13883-3.9310927.01
1482023.08.17 13:44s/l370.102.147282.147282.13883-11.9710915.04
1492023.08.17 13:44s/l380.102.147282.147282.13883-19.7010895.34
1502023.09.22 12:00buy390.102.052740.000000.00000
1512023.09.22 12:00modify390.102.052742.039742.06574
1522023.09.25 02:31buy400.102.058020.000000.00000
1532023.09.25 02:31modify400.102.058022.054042.06574
1542023.09.25 02:31modify390.102.052742.054042.06574
1552023.09.25 06:19buy410.102.059240.000000.00000
1562023.09.25 06:19modify410.102.059242.057292.06574
1572023.09.25 06:19modify400.102.058022.057292.06574
1582023.09.25 06:19modify390.102.052742.057292.06574
1592023.09.25 06:51s/l390.102.057292.057292.0657427.1810922.52
1602023.09.25 06:51s/l400.102.057292.057292.06574-4.4110918.11
1612023.09.25 06:51s/l410.102.057292.057292.06574-11.7710906.34
1622023.11.15 08:00buy420.102.067160.000000.00000
1632023.11.15 08:00modify420.102.067162.054162.08016
1642023.11.16 01:50buy430.102.072430.000000.00000
1652023.11.16 01:50modify430.102.072432.068462.08016
1662023.11.16 01:50modify420.102.067162.068462.08016
1672023.11.16 01:51buy440.102.073670.000000.00000
1682023.11.16 01:51modify440.102.073672.071712.08016
1692023.11.16 01:51modify430.102.072432.071712.08016
1702023.11.16 01:51modify420.102.067162.071712.08016
1712023.11.16 01:53s/l420.102.071712.071712.0801626.5910932.93
1722023.11.16 01:53s/l430.102.071712.071712.08016-4.3410928.59
1732023.11.16 01:53s/l440.102.071712.071712.08016-11.8310916.76
1742023.11.29 04:00buy450.102.053550.000000.00000
1752023.11.29 04:00modify450.102.053552.040552.06655
1762023.11.29 07:32buy460.102.058800.000000.00000
1772023.11.29 07:32modify460.102.058802.054852.06655
1782023.11.29 07:32modify450.102.053552.054852.06655
1792023.11.29 07:37buy470.102.060120.000000.00000
1802023.11.29 07:37modify470.102.060122.058102.06655
1812023.11.29 07:37modify460.102.058802.058102.06655
1822023.11.29 07:37modify450.102.053552.058102.06655
1832023.11.29 07:55buy480.102.061390.000000.00000
1842023.11.29 07:55modify480.102.061392.057452.06655
1852023.11.29 07:55modify480.102.061392.058102.06655
1862023.11.29 08:57s/l450.102.058102.058102.0665527.4810944.24
1872023.11.29 08:57s/l460.102.058102.058102.06655-4.2310940.01
1882023.11.29 08:57s/l470.102.058102.058102.06655-12.2010927.81
1892023.11.29 08:57s/l480.102.058102.058102.06655-19.8710907.94
1902023.12.14 04:00buy490.102.027290.000000.00000
1912023.12.14 04:00modify490.102.027292.014292.04029
1922023.12.14 08:05buy500.102.032580.000000.00000
1932023.12.14 08:05modify500.102.032582.028592.04029
1942023.12.14 08:05modify490.102.027292.028592.04029
1952023.12.14 08:38buy510.102.033850.000000.00000
1962023.12.14 08:38modify510.102.033852.031842.04029
1972023.12.14 08:38modify500.102.032582.031842.04029
1982023.12.14 08:38modify490.102.027292.031842.04029
1992023.12.14 08:40buy520.102.035090.000000.00000
2002023.12.14 08:40modify520.102.035092.031192.04029
2012023.12.14 08:40modify520.102.035092.031842.04029
2022023.12.14 08:58t/p490.102.040292.031842.0402978.5110986.45
2032023.12.14 08:58t/p500.102.040292.031842.0402946.5611033.01
2042023.12.14 08:58t/p510.102.040292.031842.0402938.8911071.90
2052023.12.14 08:58t/p520.102.040292.031842.0402931.4011103.30
2062023.12.20 08:00buy530.102.016120.000000.00000
2072023.12.20 08:00modify530.102.016122.003122.02912
2082023.12.20 21:30buy540.102.021320.000000.00000
2092023.12.20 21:30modify540.102.021322.017422.02912
2102023.12.20 21:30modify530.102.016122.017422.02912
2112023.12.20 21:45buy550.102.022620.000000.00000
2122023.12.20 21:45modify550.102.022622.020672.02912
2132023.12.20 21:45modify540.102.021322.020672.02912
2142023.12.20 21:45modify530.102.016122.020672.02912
2152023.12.20 22:04s/l530.102.020672.020672.0291227.4711130.77
2162023.12.20 22:04s/l540.102.020672.020672.02912-3.9311126.84
2172023.12.20 22:04s/l550.102.020672.020672.02912-11.7811115.06
2182024.01.17 16:00sell560.102.076660.000000.00000
2192024.01.17 16:00modify560.102.076662.089662.06366
2202024.01.17 22:11sell570.102.071440.000000.00000
2212024.01.17 22:11modify570.102.071442.075362.06366
2222024.01.17 22:11modify560.102.076662.075362.06366
2232024.01.17 22:14sell580.102.070110.000000.00000
2242024.01.17 22:14modify580.102.070112.072112.06366
2252024.01.17 22:14modify570.102.071442.072112.06366
2262024.01.17 22:14modify560.102.076662.072112.06366
2272024.01.17 22:54s/l560.102.072112.072112.0636627.4811142.54
2282024.01.17 22:54s/l570.102.072112.072112.06366-4.0511138.49
2292024.01.17 22:54s/l580.102.072112.072112.06366-12.0911126.40
2302024.02.13 16:00sell590.102.078760.000000.00000
2312024.02.13 16:00modify590.102.078762.091762.06576
2322024.02.14 05:27sell600.102.073550.000000.00000
2332024.02.14 05:27modify600.102.073552.077462.06576
2342024.02.14 05:27modify590.102.078762.077462.06576
2352024.02.14 06:55sell610.102.072260.000000.00000
2362024.02.14 06:55modify610.102.072262.074212.06576
2372024.02.14 06:55modify600.102.073552.074212.06576
2382024.02.14 06:55modify590.102.078762.074212.06576
2392024.02.14 07:36t/p590.102.065762.074212.0657678.3711204.76
2402024.02.14 07:36t/p600.102.065762.074212.0657647.0611251.82
2412024.02.14 07:36t/p610.102.065762.074212.0657639.2711291.09
2422024.02.28 04:00sell620.102.073950.000000.00000
2432024.02.28 04:00modify620.102.073952.086952.06095
2442024.03.01 15:06sell630.102.068750.000000.00000
2452024.03.01 15:06modify630.102.068752.072652.06095
2462024.03.01 15:06modify620.102.073952.072652.06095
2472024.03.01 16:43s/l620.102.072652.072652.060957.1611298.25
2482024.03.01 16:43s/l630.102.072652.072652.06095-23.5611274.69
2492024.04.22 12:00buy640.102.085140.000000.00000
2502024.04.22 12:00modify640.102.085142.072142.09814
2512024.04.23 07:18buy650.102.090340.000000.00000
2522024.04.23 07:18modify650.102.090342.086442.09814
2532024.04.23 07:18modify640.102.085142.086442.09814
2542024.04.23 07:38buy660.102.091640.000000.00000
2552024.04.23 07:38modify660.102.091642.089692.09814
2562024.04.23 07:38modify650.102.090342.089692.09814
2572024.04.23 07:38modify640.102.085142.089692.09814
2582024.04.23 07:56buy670.102.092950.000000.00000
2592024.04.23 07:56modify670.102.092952.089042.09814
2602024.04.23 07:56modify670.102.092952.089692.09814
2612024.04.23 10:46s/l640.102.089692.089692.0981427.1811301.87
2622024.04.23 10:46s/l650.102.089692.089692.09814-3.9211297.95
2632024.04.23 10:46s/l660.102.089692.089692.09814-11.7711286.18
2642024.04.23 10:46s/l670.102.089692.089692.09814-19.6911266.49