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=2; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; 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 modelled79976Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread60
Total net profit692.09Gross profit890.50Gross loss-198.41
Profit factor4.49Expected payoff20.97
Absolute drawdown73.18Maximal drawdown112.54 (1.10%)Relative drawdown1.10% (112.54)
Total trades33Short positions (won %)21 (76.19%)Long positions (won %)12 (58.33%)
Profit trades (% of total)23 (69.70%)Loss trades (% of total)10 (30.30%)
Largestprofit trade84.58loss trade-79.06
Averageprofit trade38.72loss trade-19.84
Maximumconsecutive wins (profit in money)10 (483.84)consecutive losses (loss in money)1 (-79.06)
Maximalconsecutive profit (count of wins)483.84 (10)consecutive loss (count of losses)-79.06 (1)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.02 16:00buy10.102.010250.000000.00000
22023.05.02 16:00modify10.102.010251.997252.02425
32023.05.03 19:20buy20.102.015310.000000.00000
42023.05.03 19:20modify20.102.015312.013052.02425
52023.05.03 19:20modify10.102.010252.013052.02425
62023.05.03 22:40t/p10.102.024252.013052.0242584.2310084.23
72023.05.03 22:40t/p20.102.024252.013052.0242553.9810138.21
82023.05.24 12:00sell30.102.020110.000000.00000
92023.05.24 12:00modify30.102.020112.033112.00611
102023.05.25 08:40s/l30.102.033112.033112.00611-79.0610059.15
112023.06.12 20:00buy40.102.043320.000000.00000
122023.06.12 20:00modify40.102.043322.030322.05732
132023.06.13 02:20buy50.102.048350.000000.00000
142023.06.13 02:20modify50.102.048352.046122.05732
152023.06.13 02:20modify40.102.043322.046122.05732
162023.06.13 03:40s/l40.102.046122.046122.0573216.6110075.76
172023.06.13 03:40s/l50.102.046122.046122.05732-13.4610062.30
182023.07.11 16:00sell60.102.087290.000000.00000
192023.07.11 16:00modify60.102.087292.100292.07329
202023.07.12 00:55sell70.102.082360.000000.00000
212023.07.12 00:55modify70.102.082362.084492.07329
222023.07.12 00:55modify60.102.087292.084492.07329
232023.07.12 01:40s/l60.102.084492.084492.0732916.7410079.04
242023.07.12 01:40s/l70.102.084492.084492.07329-12.8710066.17
252023.08.11 20:00sell80.102.122100.000000.00000
262023.08.11 20:00modify80.102.122102.135102.10810
272023.08.13 21:00sell90.102.117130.000000.00000
282023.08.13 21:00modify90.102.117132.119302.10810
292023.08.13 21:00modify80.102.122102.119302.10810
302023.08.13 22:00s/l80.102.119302.119302.1081016.9210083.09
312023.08.13 22:00s/l90.102.119302.119302.10810-13.1110069.98
322023.08.23 20:00buy100.102.129510.000000.00000
332023.08.23 20:00modify100.102.129512.116512.14351
342023.08.24 07:40buy110.102.134610.000000.00000
352023.08.24 07:40modify110.102.134612.132312.14351
362023.08.24 07:40modify100.102.129512.132312.14351
372023.08.24 08:40s/l100.102.132312.132312.1435116.0210085.99
382023.08.24 08:40s/l110.102.132312.132312.14351-13.8910072.10
392023.09.05 16:00sell120.102.138650.000000.00000
402023.09.05 16:00modify120.102.138652.151652.12465
412023.09.06 11:25sell130.102.130200.000000.00000
422023.09.06 11:25modify130.102.130202.135152.12465
432023.09.06 11:25modify120.102.138652.135152.12465
442023.09.06 15:55sell140.102.127920.000000.00000
452023.09.06 15:55modify140.102.127922.133052.12465
462023.09.06 15:55modify130.102.130202.133052.12465
472023.09.06 15:55modify120.102.138652.133052.12465
482023.09.07 06:06t/p120.102.124652.133052.1246583.8810155.98
492023.09.07 06:06t/p130.102.124652.133052.1246533.0110188.99
502023.09.07 06:06t/p140.102.124652.133052.1246519.2410208.22
512023.09.22 20:00buy150.102.053780.000000.00000
522023.09.22 20:00modify150.102.053782.040782.06778
532023.09.25 04:15buy160.102.058820.000000.00000
542023.09.25 04:15modify160.102.058822.056582.06778
552023.09.25 04:15modify150.102.053782.056582.06778
562023.09.25 04:40s/l150.102.056582.056582.0677816.6110224.84
572023.09.25 04:40s/l160.102.056582.056582.06778-13.5210211.32
582023.10.23 20:00sell170.102.093550.000000.00000
592023.10.23 20:00modify170.102.093552.106552.07955
602023.10.24 11:50sell180.102.088520.000000.00000
612023.10.24 11:50modify180.102.088522.090752.07955
622023.10.24 11:50modify170.102.093552.090752.07955
632023.10.24 14:46sell190.102.082950.000000.00000
642023.10.24 14:46modify190.102.082952.087952.07955
652023.10.24 14:46modify180.102.088522.087952.07955
662023.10.24 14:46modify170.102.093552.087952.07955
672023.10.24 21:40t/p170.102.079552.087952.0795584.4110295.72
682023.10.24 21:40t/p180.102.079552.087952.0795554.1910349.91
692023.10.24 21:40t/p190.102.079552.087952.0795520.5410370.45
702023.11.14 12:00sell200.102.093510.000000.00000
712023.11.14 12:00modify200.102.093512.106512.07951
722023.11.14 14:50sell210.102.084830.000000.00000
732023.11.14 14:50modify210.102.084832.090012.07951
742023.11.14 14:50modify200.102.093512.090012.07951
752023.11.14 21:40t/p200.102.079512.090012.0795184.5810455.03
762023.11.14 21:40t/p210.102.079512.090012.0795132.1410487.17
772024.02.13 20:00sell220.102.078190.000000.00000
782024.02.13 20:00modify220.102.078192.091192.06419
792024.02.14 06:26sell230.102.073210.000000.00000
802024.02.14 06:26modify230.102.073212.075392.06419
812024.02.14 06:26modify220.102.078192.075392.06419
822024.02.14 07:20sell240.102.069540.000000.00000
832024.02.14 07:20modify240.102.069542.074692.06419
842024.02.14 07:20modify230.102.073212.074692.06419
852024.02.14 07:20modify220.102.078192.074692.06419
862024.02.14 07:30sell250.102.067560.000000.00000
872024.02.14 07:30modify250.102.067562.072592.06419
882024.02.14 07:30modify240.102.069542.072592.06419
892024.02.14 07:30modify230.102.073212.072592.06419
902024.02.14 07:30modify220.102.078192.072592.06419
912024.02.14 08:15t/p220.102.064192.072592.0641984.4110571.58
922024.02.14 08:15t/p230.102.064192.072592.0641954.5010626.08
932024.02.14 08:15t/p240.102.064192.072592.0641932.3310658.41
942024.02.14 08:15t/p250.102.064192.072592.0641920.3610678.77
952024.02.28 20:00sell260.102.076680.000000.00000
962024.02.28 20:00modify260.102.076682.089682.06268
972024.02.29 22:05sell270.102.071670.000000.00000
982024.02.29 22:05modify270.102.071672.073882.06268
992024.02.29 22:05modify260.102.076682.073882.06268
1002024.02.29 22:30s/l260.102.073882.073882.0626816.3910695.15
1012024.02.29 22:30s/l270.102.073882.073882.06268-13.3610681.79
1022024.03.07 12:00buy280.102.071490.000000.00000
1032024.03.07 12:00modify280.102.071492.058492.08549
1042024.03.08 02:55buy290.102.076400.000000.00000
1052024.03.08 02:55modify290.102.076402.074292.08549
1062024.03.08 02:55modify280.102.071492.074292.08549
1072024.03.08 04:20s/l280.102.074292.074292.0854916.6110698.40
1082024.03.08 04:20s/l290.102.074292.074292.08549-12.7410685.66
1092024.03.19 20:00sell300.102.101090.000000.00000
1102024.03.19 20:00modify300.102.101092.114092.08709
1112024.03.21 07:30sell310.102.096130.000000.00000
1122024.03.21 07:30modify310.102.096132.098292.08709
1132024.03.21 07:30modify300.102.101092.098292.08709
1142024.03.21 08:20s/l300.102.098292.098292.0870916.2210701.88
1152024.03.21 08:20s/l310.102.098292.098292.08709-13.0510688.83
1162024.04.04 16:00buy320.102.097560.000000.00000
1172024.04.04 16:00modify320.102.097562.084562.11156
1182024.04.05 12:40buy330.102.102570.000000.00000
1192024.04.05 12:40modify330.102.102572.100362.11156
1202024.04.05 12:40modify320.102.097562.100362.11156
1212024.04.05 12:55s/l320.102.100362.100362.1115616.6010705.44
1222024.04.05 12:55s/l330.102.100362.100362.11156-13.3510692.09