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=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 test1913Ticks modelled32655996Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit452.09Gross profit724.62Gross loss-272.53
Profit factor2.66Expected payoff12.92
Absolute drawdown54.27Maximal drawdown134.79 (1.32%)Relative drawdown1.32% (134.79)
Total trades35Short positions (won %)22 (59.09%)Long positions (won %)13 (46.15%)
Profit trades (% of total)19 (54.29%)Loss trades (% of total)16 (45.71%)
Largestprofit trade90.44loss trade-79.57
Averageprofit trade38.14loss trade-17.03
Maximumconsecutive wins (profit in money)7 (356.29)consecutive losses (loss in money)3 (-50.81)
Maximalconsecutive profit (count of wins)356.29 (7)consecutive loss (count of losses)-79.57 (1)
Averageconsecutive wins1consecutive 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 01:10buy20.101.988780.000000.00000
42023.05.24 01:10modify20.101.988781.987281.99703
52023.05.24 01:10modify10.101.982031.987281.99703
62023.05.24 01:40s/l10.101.987281.987281.9970330.8110030.81
72023.05.24 01:40s/l20.101.987281.987281.99703-9.0610021.75
82023.05.31 08:00sell30.102.061740.000000.00000
92023.05.31 08:00modify30.102.061742.074742.04674
102023.06.02 03:39sell40.102.054960.000000.00000
112023.06.02 03:39modify40.102.054962.056492.04674
122023.06.02 03:39modify30.102.061742.056492.04674
132023.06.02 04:22s/l30.102.056492.056492.0467431.0110052.76
142023.06.02 04:22s/l40.102.056492.056492.04674-9.2410043.52
152023.06.12 20:00buy50.102.043320.000000.00000
162023.06.12 20:00modify50.102.043322.030322.05832
172023.06.13 02:31buy60.102.050090.000000.00000
182023.06.13 02:31modify60.102.050092.048572.05832
192023.06.13 02:31modify50.102.043322.048572.05832
202023.06.13 02:55s/l50.102.048572.048572.0583231.4010074.92
212023.06.13 02:55s/l60.102.048572.048572.05832-9.1810065.74
222023.07.05 08:00buy70.102.051950.000000.00000
232023.07.05 08:00modify70.102.051952.038952.06695
242023.07.06 04:06buy80.102.058720.000000.00000
252023.07.06 04:06modify80.102.058722.057202.06695
262023.07.06 04:06modify70.102.051952.057202.06695
272023.07.06 04:13s/l70.102.057202.057202.0669530.8110096.55
282023.07.06 04:13s/l80.102.057202.057202.06695-9.1810087.37
292023.09.05 16:00sell90.102.138650.000000.00000
302023.09.05 16:00modify90.102.138652.151652.12365
312023.09.06 06:00sell100.102.131820.000000.00000
322023.09.06 06:00modify100.102.131822.133402.12365
332023.09.06 06:00modify90.102.138652.133402.12365
342023.09.06 06:03s/l90.102.133402.133402.1236531.5410118.90
352023.09.06 06:03s/l100.102.133402.133402.12365-9.5410109.36
362023.10.13 08:00sell110.102.061680.000000.00000
372023.10.13 08:00modify110.102.061682.074682.04668
382023.10.15 21:08sell120.102.051060.000000.00000
392023.10.15 21:08modify120.102.051062.055682.04668
402023.10.15 21:08modify110.102.061682.055682.04668
412023.10.15 21:14sell130.102.052680.000000.00000
422023.10.15 21:14modify130.102.052682.057932.04668
432023.10.15 21:14modify130.102.052682.055682.04668
442023.10.15 21:34sell140.102.054890.000000.00000
452023.10.15 21:34modify140.102.054892.056432.04668
462023.10.15 21:34modify140.102.054892.055682.04668
472023.10.15 21:34s/l110.102.055682.055682.0466836.2310145.59
482023.10.15 21:34s/l120.102.055682.055682.04668-27.9110117.68
492023.10.15 21:34s/l130.102.055682.055682.04668-18.1210099.56
502023.10.15 21:34s/l140.102.055682.055682.04668-4.7810094.78
512023.10.23 20:00sell150.102.093550.000000.00000
522023.10.23 20:00modify150.102.093552.106552.07855
532023.10.24 12:42sell160.102.086800.000000.00000
542023.10.24 12:42modify160.102.086802.088302.07855
552023.10.24 12:42modify150.102.093552.088302.07855
562023.10.24 13:14s/l150.102.088302.088302.0785531.5410126.32
572023.10.24 13:14s/l160.102.088302.088302.07855-9.0610117.26
582023.11.02 16:00buy170.102.069080.000000.00000
592023.11.02 16:00modify170.102.069082.056082.08408
602023.11.06 10:27buy180.102.075940.000000.00000
612023.11.06 10:27modify180.102.075942.074332.08408
622023.11.06 10:27modify170.102.069082.074332.08408
632023.11.06 11:00buy190.102.078080.000000.00000
642023.11.06 11:00modify190.102.078082.072832.08408
652023.11.06 11:00modify180.102.075942.072832.08408
662023.11.06 11:00modify170.102.069082.072832.08408
672023.11.06 15:14s/l170.102.072832.072832.0840822.0410139.30
682023.11.06 15:14s/l180.102.072832.072832.08408-18.7810120.52
692023.11.06 15:14s/l190.102.072832.072832.08408-31.7010088.82
702023.11.14 12:00sell200.102.093510.000000.00000
712023.11.14 12:00modify200.102.093512.106512.07851
722023.11.14 13:36sell210.102.084480.000000.00000
732023.11.14 13:36modify210.102.084482.089762.07851
742023.11.14 13:36modify200.102.093512.089762.07851
752023.11.14 13:40sell220.102.086710.000000.00000
762023.11.14 13:40modify220.102.086712.088262.07851
772023.11.14 13:40modify220.102.086712.089762.07851
782023.11.14 18:34sell230.102.083010.000000.00000
792023.11.14 18:34modify230.102.083012.087512.07851
802023.11.14 18:34modify210.102.084482.087512.07851
812023.11.14 18:34modify220.102.086712.087512.07851
822023.11.14 18:34modify200.102.093512.087512.07851
832023.11.15 01:47t/p200.102.078512.087512.0785190.4310179.25
842023.11.15 01:47t/p210.102.078512.087512.0785135.8910215.13
852023.11.15 01:47t/p220.102.078512.087512.0785149.3610264.49
862023.11.15 01:47t/p230.102.078512.087512.0785127.0110291.49
872024.02.13 20:00sell240.102.078190.000000.00000
882024.02.13 20:00modify240.102.078192.091192.06319
892024.02.14 07:00sell250.102.069190.000000.00000
902024.02.14 07:00modify250.102.069192.074442.06319
912024.02.14 07:00modify240.102.078192.074442.06319
922024.02.14 07:00sell260.102.067650.000000.00000
932024.02.14 07:00modify260.102.067652.072192.06319
942024.02.14 07:00modify250.102.069192.072192.06319
952024.02.14 07:00modify240.102.078192.072192.06319
962024.02.14 09:46t/p240.102.063192.072192.0631990.4410381.93
972024.02.14 09:46t/p250.102.063192.072192.0631936.2410418.17
982024.02.14 09:46t/p260.102.063192.072192.0631926.9410445.11
992024.02.28 08:00sell270.102.072220.000000.00000
1002024.02.28 08:00modify270.102.072222.085222.05722
1012024.03.05 02:47s/l270.102.085222.085222.05722-79.5710365.54
1022024.03.07 12:00buy280.102.071490.000000.00000
1032024.03.07 12:00modify280.102.071492.058492.08649
1042024.03.08 01:17buy290.102.078250.000000.00000
1052024.03.08 01:17modify290.102.078252.076742.08649
1062024.03.08 01:17modify280.102.071492.076742.08649
1072024.03.08 01:34s/l280.102.076742.076742.0864931.4010396.94
1082024.03.08 01:34s/l290.102.076742.076742.08649-9.1110387.83
1092024.03.19 20:00sell300.102.101090.000000.00000
1102024.03.19 20:00modify300.102.101092.114092.08609
1112024.03.21 12:00sell310.102.094320.000000.00000
1122024.03.21 12:00modify310.102.094322.095842.08609
1132024.03.21 12:00modify300.102.101092.095842.08609
1142024.03.21 12:02s/l300.102.095842.095842.0860931.0110418.84
1152024.03.21 12:02s/l310.102.095842.095842.08609-9.1810409.66
1162024.04.04 16:00buy320.102.097560.000000.00000
1172024.04.04 16:00modify320.102.097562.084562.11256
1182024.04.15 13:05buy330.102.104310.000000.00000
1192024.04.15 13:05modify330.102.104312.102812.11256
1202024.04.15 13:05modify320.102.097562.102812.11256
1212024.04.15 13:07s/l320.102.102812.102812.1125629.0210438.68
1222024.04.15 13:07s/l330.102.102812.102812.11256-9.0610429.62
1232024.04.16 08:00sell340.102.112240.000000.00000
1242024.04.16 08:00modify340.102.112242.125242.09724
1252024.04.17 01:41sell350.102.105490.000000.00000
1262024.04.17 01:41modify350.102.105492.106992.09724
1272024.04.17 01:41modify340.102.112242.106992.09724
1282024.04.17 02:02s/l340.102.106992.106992.0972431.5410461.15
1292024.04.17 02:02s/l350.102.106992.106992.09724-9.0610452.09