Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolGBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000)
Period1 Hour (H1) 2023.05.01 00:00 - 2024.04.30 23:00 (2023.05.01 - 2024.05.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=11; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; 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 test7235Ticks modelled158645Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit648.65Gross profit955.40Gross loss-306.75
Profit factor3.11Expected payoff18.02
Absolute drawdown63.52Maximal drawdown242.48 (2.25%)Relative drawdown2.25% (242.48)
Total trades36Short positions (won %)12 (83.33%)Long positions (won %)24 (54.17%)
Profit trades (% of total)23 (63.89%)Loss trades (% of total)13 (36.11%)
Largestprofit trade78.52loss trade-84.84
Averageprofit trade41.54loss trade-23.60
Maximumconsecutive wins (profit in money)9 (357.18)consecutive losses (loss in money)3 (-118.73)
Maximalconsecutive profit (count of wins)357.18 (9)consecutive loss (count of losses)-118.73 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.02 12:00buy10.102.008650.000000.00000
22023.05.02 12:00modify10.102.008651.994652.02165
32023.05.03 18:50buy20.102.014570.000000.00000
42023.05.03 18:50modify20.102.014572.009952.02165
52023.05.03 18:50modify10.102.008652.009952.02165
62023.05.03 19:35buy30.102.015920.000000.00000
72023.05.03 19:35modify30.102.015922.012552.02165
82023.05.03 19:35modify20.102.014572.012552.02165
92023.05.03 19:35modify10.102.008652.012552.02165
102023.05.03 22:03buy40.102.018450.000000.00000
112023.05.03 22:03modify40.102.018452.013202.02165
122023.05.03 22:03modify30.102.015922.013202.02165
132023.05.03 22:03modify20.102.014572.013202.02165
142023.05.03 22:03modify10.102.008652.013202.02165
152023.05.03 22:20t/p10.102.021652.013202.0216578.2110078.21
162023.05.03 22:20t/p20.102.021652.013202.0216542.7610120.97
172023.05.03 22:20t/p30.102.021652.013202.0216534.6010155.57
182023.05.03 22:20t/p40.102.021652.013202.0216519.3310174.90
192023.05.03 23:00sell50.102.022020.000000.00000
202023.05.03 23:00modify50.102.022022.036022.00902
212023.05.04 02:45sell60.102.016120.000000.00000
222023.05.04 02:45modify60.102.016122.020722.00902
232023.05.04 02:45modify50.102.022022.020722.00902
242023.05.04 03:02sell70.102.014730.000000.00000
252023.05.04 03:02modify70.102.014732.018122.00902
262023.05.04 03:02modify60.102.016122.018122.00902
272023.05.04 03:02modify50.102.022022.018122.00902
282023.05.04 06:50sell80.102.012220.000000.00000
292023.05.04 06:50modify80.102.012222.017472.00902
302023.05.04 06:50modify70.102.014732.017472.00902
312023.05.04 06:50modify60.102.016122.017472.00902
322023.05.04 06:50modify50.102.022022.017472.00902
332023.05.04 11:10t/p50.102.009022.017472.0090278.0110252.91
342023.05.04 11:10t/p60.102.009022.017472.0090242.8910295.80
352023.05.04 11:10t/p70.102.009022.017472.0090234.5010330.30
362023.05.04 11:10t/p80.102.009022.017472.0090219.3310349.63
372023.05.08 14:00buy90.101.990210.000000.00000
382023.05.08 14:00modify90.101.990211.976212.00321
392023.05.09 06:59buy100.101.996090.000000.00000
402023.05.09 06:59modify100.101.996091.991512.00321
412023.05.09 06:59modify90.101.990211.991512.00321
422023.05.09 07:45s/l90.101.991511.991512.003217.5510357.18
432023.05.09 07:45s/l100.101.991511.991512.00321-27.6610329.52
442023.05.12 08:00sell110.102.004090.000000.00000
452023.05.12 08:00modify110.102.004092.018091.99109
462023.05.17 02:55sell120.101.998080.000000.00000
472023.05.17 02:55modify120.101.998082.002791.99109
482023.05.17 02:55modify110.102.004092.002791.99109
492023.05.17 09:20t/p110.101.991092.002791.9910978.0110407.53
502023.05.17 09:20t/p120.101.991092.002791.9910942.2210449.75
512023.05.19 08:00buy130.101.981870.000000.00000
522023.05.19 08:00modify130.101.981871.967871.99487
532023.05.23 13:45buy140.101.987780.000000.00000
542023.05.23 13:45modify140.101.987781.983171.99487
552023.05.23 13:45modify130.101.981871.983171.99487
562023.05.24 01:32buy150.101.989080.000000.00000
572023.05.24 01:32modify150.101.989081.985771.99487
582023.05.24 01:32modify140.101.987781.985771.99487
592023.05.24 01:32modify130.101.981871.985771.99487
602023.05.24 02:10t/p130.101.994871.985771.9948777.6110527.35
612023.05.24 02:10t/p140.101.994871.985771.9948742.5110569.86
622023.05.24 02:10t/p150.101.994871.985771.9948734.9610604.82
632023.06.05 13:00buy160.102.043860.000000.00000
642023.06.05 13:00modify160.102.043862.029862.05686
652023.06.06 13:45buy170.102.049870.000000.00000
662023.06.06 13:45modify170.102.049872.045162.05686
672023.06.06 13:45modify160.102.043862.045162.05686
682023.06.06 13:50buy180.102.051150.000000.00000
692023.06.06 13:50modify180.102.051152.047762.05686
702023.06.06 13:50modify170.102.049872.047762.05686
712023.06.06 13:50modify160.102.043862.047762.05686
722023.06.06 14:20s/l160.102.047762.047762.0568623.2510628.08
732023.06.06 14:20s/l170.102.047762.047762.05686-12.7410615.34
742023.06.06 14:20s/l180.102.047762.047762.05686-20.4710594.87
752023.06.28 07:00sell190.102.085670.000000.00000
762023.06.28 07:00modify190.102.085672.099672.07267
772023.06.28 12:23sell200.102.079590.000000.00000
782023.06.28 12:23modify200.102.079592.084372.07267
792023.06.28 12:23modify190.102.085672.084372.07267
802023.06.28 14:50t/p190.102.072672.084372.0726778.5210673.39
812023.06.28 14:50t/p200.102.072672.084372.0726741.8010715.19
822023.07.13 07:00buy210.102.049630.000000.00000
832023.07.13 07:00modify210.102.049632.035632.06263
842023.07.13 08:20buy220.102.055740.000000.00000
852023.07.13 08:20modify220.102.055742.050932.06263
862023.07.13 08:20modify210.102.049632.050932.06263
872023.07.13 10:42buy230.102.056790.000000.00000
882023.07.13 10:42modify230.102.056792.053532.06263
892023.07.13 10:42modify220.102.055742.053532.06263
902023.07.13 10:42modify210.102.049632.053532.06263
912023.07.13 12:15s/l210.102.053532.053532.0626323.5510738.74
922023.07.13 12:15s/l220.102.053532.053532.06263-13.3510725.39
932023.07.13 12:15s/l230.102.053532.053532.06263-19.6910705.70
942023.09.05 07:00sell240.102.137550.000000.00000
952023.09.05 07:00modify240.102.137552.151552.12455
962023.09.06 08:50sell250.102.131550.000000.00000
972023.09.06 08:50modify250.102.131552.136252.12455
982023.09.06 08:50modify240.102.137552.136252.12455
992023.09.06 11:06sell260.102.130340.000000.00000
1002023.09.06 11:06modify260.102.130342.133652.12455
1012023.09.06 11:06modify250.102.131552.133652.12455
1022023.09.06 11:06modify240.102.137552.133652.12455
1032023.09.06 12:07s/l240.102.133652.133652.1245523.3910729.08
1042023.09.06 12:07s/l250.102.133652.133652.12455-12.6910716.39
1052023.09.06 12:07s/l260.102.133652.133652.12455-19.9910696.40
1062023.09.20 11:00buy270.102.074260.000000.00000
1072023.09.20 11:00modify270.102.074262.060262.08726
1082023.09.20 18:55buy280.102.080340.000000.00000
1092023.09.20 18:55modify280.102.080342.075562.08726
1102023.09.20 18:55modify270.102.074262.075562.08726
1112023.09.20 21:10buy290.102.081590.000000.00000
1122023.09.20 21:10modify290.102.081592.078162.08726
1132023.09.20 21:10modify280.102.080342.078162.08726
1142023.09.20 21:10modify270.102.074262.078162.08726
1152023.09.20 22:15s/l270.102.078162.078162.0872623.5510719.95
1162023.09.20 22:15s/l280.102.078162.078162.08726-13.1710706.78
1172023.09.20 22:15s/l290.102.078162.078162.08726-20.7210686.06
1182023.09.22 08:00buy300.102.061090.000000.00000
1192023.09.22 08:00modify300.102.061092.047092.07409
1202023.09.25 13:45s/l300.102.047092.047092.07409-84.8410601.22
1212023.11.15 08:00buy310.102.067160.000000.00000
1222023.11.15 08:00modify310.102.067162.053162.08016
1232023.11.16 01:45buy320.102.073060.000000.00000
1242023.11.16 01:45modify320.102.073062.068462.08016
1252023.11.16 01:45modify310.102.067162.068462.08016
1262023.11.16 07:50s/l310.102.068462.068462.080166.9610608.18
1272023.11.16 07:50s/l320.102.068462.068462.08016-27.7810580.40
1282023.12.20 08:00buy330.102.016120.000000.00000
1292023.12.20 08:00modify330.102.016122.002122.02912
1302023.12.20 21:40buy340.102.022140.000000.00000
1312023.12.20 21:40modify340.102.022142.017422.02912
1322023.12.20 21:40modify330.102.016122.017422.02912
1332023.12.20 21:55buy350.102.023470.000000.00000
1342023.12.20 21:55modify350.102.023472.020022.02912
1352023.12.20 21:55modify340.102.022142.020022.02912
1362023.12.20 21:55modify330.102.016122.020022.02912
1372023.12.20 22:00s/l330.102.020022.020022.0291223.5510603.95
1382023.12.20 22:00s/l340.102.020022.020022.02912-12.8110591.14
1392023.12.20 22:00s/l350.102.020022.020022.02912-20.8410570.30
1402024.02.13 14:00sell360.102.077390.000000.00000
1412024.02.13 14:00modify360.102.077392.091392.06439
1422024.02.14 08:02t/p360.102.064392.091392.0643978.3610648.65