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=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 modelled79975Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit943.29Gross profit1133.06Gross loss-189.77
Profit factor5.97Expected payoff29.48
Absolute drawdown45.76Maximal drawdown134.54 (1.25%)Relative drawdown1.25% (134.54)
Total trades32Short positions (won %)19 (73.68%)Long positions (won %)13 (69.23%)
Profit trades (% of total)23 (71.88%)Loss trades (% of total)9 (28.12%)
Largestprofit trade90.43loss trade-79.57
Averageprofit trade49.26loss trade-21.09
Maximumconsecutive wins (profit in money)5 (271.67)consecutive losses (loss in money)2 (-50.54)
Maximalconsecutive profit (count of wins)271.67 (5)consecutive loss (count of losses)-79.57 (1)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.19 12:00buy10.101.982030.000000.00000
22023.05.19 12:00modify10.101.982031.969031.99703
32023.05.24 02:20t/p10.101.997031.969031.9970389.6810089.68
42023.05.31 08:00sell20.102.061740.000000.00000
52023.05.31 08:00modify20.102.061742.074742.04674
62023.06.02 04:25sell30.102.054900.000000.00000
72023.06.02 04:25modify30.102.054902.056492.04674
82023.06.02 04:25modify20.102.061742.056492.04674
92023.06.02 04:30s/l20.102.056492.056492.0467431.0110120.69
102023.06.02 04:30s/l30.102.056492.056492.04674-9.6010111.09
112023.06.12 20:00buy40.102.043320.000000.00000
122023.06.12 20:00modify40.102.043322.030322.05832
132023.06.13 16:55buy50.102.050290.000000.00000
142023.06.13 16:55modify50.102.050292.048572.05832
152023.06.13 16:55modify40.102.043322.048572.05832
162023.06.13 17:05s/l40.102.048572.048572.0583231.4010142.49
172023.06.13 17:05s/l50.102.048572.048572.05832-10.3810132.11
182023.07.05 08:00buy60.102.051950.000000.00000
192023.07.05 08:00modify60.102.051952.038952.06695
202023.07.06 14:40t/p60.102.066952.038952.0669589.6810221.79
212023.09.05 16:00sell70.102.138650.000000.00000
222023.09.05 16:00modify70.102.138652.151652.12365
232023.09.06 10:30sell80.102.129550.000000.00000
242023.09.06 10:30modify80.102.129552.134902.12365
252023.09.06 10:30modify70.102.138652.134902.12365
262023.09.06 15:55sell90.102.127920.000000.00000
272023.09.06 15:55modify90.102.127922.132652.12365
282023.09.06 15:55modify80.102.129552.132652.12365
292023.09.06 15:55modify70.102.138652.132652.12365
302023.09.07 06:20t/p70.102.123652.132652.1236589.9010311.69
312023.09.07 06:20t/p80.102.123652.132652.1236535.1210346.80
322023.09.07 06:20t/p90.102.123652.132652.1236525.2710372.07
332023.10.13 08:00sell100.102.061680.000000.00000
342023.10.13 08:00modify100.102.061682.074682.04668
352023.10.15 21:26sell110.102.054650.000000.00000
362023.10.15 21:26modify110.102.054652.056432.04668
372023.10.15 21:26modify100.102.061682.056432.04668
382023.10.15 21:33s/l100.102.056432.056432.0466831.7110403.78
392023.10.15 21:33s/l110.102.056432.056432.04668-10.7510393.03
402023.10.23 20:00sell120.102.093550.000000.00000
412023.10.23 20:00modify120.102.093552.106552.07855
422023.10.24 14:46sell130.102.082950.000000.00000
432023.10.24 14:46modify130.102.082952.087552.07855
442023.10.24 14:46modify120.102.093552.087552.07855
452023.10.24 15:15sell140.102.084440.000000.00000
462023.10.24 15:15modify140.102.084442.089802.07855
472023.10.24 15:20modify140.102.084442.087552.07855
482023.10.24 21:40t/p120.102.078552.087552.0785590.4310483.45
492023.10.24 21:40t/p130.102.078552.087552.0785526.5810510.03
502023.10.24 21:40t/p140.102.078552.087552.0785535.5810545.61
512023.11.02 16:00buy150.102.069080.000000.00000
522023.11.02 16:00modify150.102.069082.056082.08408
532023.11.06 11:25buy160.102.078100.000000.00000
542023.11.06 11:25modify160.102.078102.072832.08408
552023.11.06 11:25modify150.102.069082.072832.08408
562023.11.06 14:30buy170.102.075930.000000.00000
572023.11.06 14:30modify170.102.075932.074332.08408
582023.11.06 14:35modify170.102.075932.072832.08408
592023.11.06 15:30s/l150.102.072832.072832.0840822.0410567.66
602023.11.06 15:30s/l160.102.072832.072832.08408-31.8210535.84
612023.11.06 15:30s/l170.102.072832.072832.08408-18.7210517.12
622023.11.14 12:00sell180.102.093510.000000.00000
632023.11.14 12:00modify180.102.093512.106512.07851
642023.11.14 14:40sell190.102.084440.000000.00000
652023.11.14 14:40modify190.102.084442.089762.07851
662023.11.14 14:40modify180.102.093512.089762.07851
672023.11.15 01:40t/p180.102.078512.089762.0785190.4310607.54
682023.11.15 01:40t/p190.102.078512.089762.0785135.6510643.19
692024.02.13 20:00sell200.102.078190.000000.00000
702024.02.13 20:00modify200.102.078192.091192.06319
712024.02.14 07:30sell210.102.067560.000000.00000
722024.02.14 07:30modify210.102.067562.072192.06319
732024.02.14 07:30modify200.102.078192.072192.06319
742024.02.14 09:40t/p200.102.063192.072192.0631990.4310733.61
752024.02.14 09:40t/p210.102.063192.072192.0631926.4010760.01
762024.02.28 08:00sell220.102.072220.000000.00000
772024.02.28 08:00modify220.102.072222.085222.05722
782024.03.05 02:40s/l220.102.085222.085222.05722-79.5710680.44
792024.03.07 12:00buy230.102.071490.000000.00000
802024.03.07 12:00modify230.102.071492.058492.08649
812024.03.08 13:15buy240.102.078330.000000.00000
822024.03.08 13:15modify240.102.078332.076742.08649
832024.03.08 13:15modify230.102.071492.076742.08649
842024.03.08 13:20s/l230.102.076742.076742.0864931.4010711.85
852024.03.08 13:20s/l240.102.076742.076742.08649-9.6010702.25
862024.03.19 20:00sell250.102.101090.000000.00000
872024.03.19 20:00modify250.102.101092.114092.08609
882024.03.21 16:40sell260.102.094330.000000.00000
892024.03.21 16:40modify260.102.094332.095842.08609
902024.03.21 16:40modify250.102.101092.095842.08609
912024.03.21 17:05s/l250.102.095842.095842.0860931.0110733.26
922024.03.21 17:05s/l260.102.095842.095842.08609-9.1210724.14
932024.04.04 16:00buy270.102.097560.000000.00000
942024.04.04 16:00modify270.102.097562.084562.11256
952024.04.15 14:05buy280.102.106710.000000.00000
962024.04.15 14:05modify280.102.106712.101312.11256
972024.04.15 14:05modify270.102.097562.101312.11256
982024.04.15 14:45buy290.102.104380.000000.00000
992024.04.15 14:45modify290.102.104382.102812.11256
1002024.04.15 14:50modify290.102.104382.101312.11256
1012024.04.15 21:50buy300.102.108180.000000.00000
1022024.04.15 21:50modify300.102.108182.103562.11256
1032024.04.15 21:50modify280.102.106712.103562.11256
1042024.04.15 21:50modify290.102.104382.103562.11256
1052024.04.15 21:50modify270.102.097562.103562.11256
1062024.04.16 01:40t/p270.102.112562.103562.1125687.5810811.72
1072024.04.16 01:40t/p280.102.112562.103562.1125635.0210846.74
1082024.04.16 01:40t/p290.102.112562.103562.1125649.0810895.82
1092024.04.16 01:40t/p300.102.112562.103562.1125626.1410921.96
1102024.04.16 08:00sell310.102.112240.000000.00000
1112024.04.16 08:00modify310.102.112242.125242.09724
1122024.04.17 01:50sell320.102.105300.000000.00000
1132024.04.17 01:50modify320.102.105302.106992.09724
1142024.04.17 01:50modify310.102.112242.106992.09724
1152024.04.17 02:40s/l310.102.106992.106992.0972431.5410953.50
1162024.04.17 02:40s/l320.102.106992.106992.09724-10.2110943.29