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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test6535Ticks modelled32655996Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit807.12Gross profit1107.25Gross loss-300.13
Profit factor3.69Expected payoff19.22
Absolute drawdown63.53Maximal drawdown251.07 (2.30%)Relative drawdown2.30% (251.07)
Total trades42Short positions (won %)16 (93.75%)Long positions (won %)26 (53.85%)
Profit trades (% of total)29 (69.05%)Loss trades (% of total)13 (30.95%)
Largestprofit trade78.53loss trade-84.85
Averageprofit trade38.18loss trade-23.09
Maximumconsecutive wins (profit in money)9 (373.61)consecutive losses (loss in money)3 (-116.60)
Maximalconsecutive profit (count of wins)373.61 (9)consecutive loss (count of losses)-116.60 (3)
Averageconsecutive wins4consecutive 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 18:51buy20.102.014570.000000.00000
42023.05.03 18:51modify20.102.014572.009952.02165
52023.05.03 18:51modify10.102.008652.009952.02165
62023.05.03 19:11buy30.102.015840.000000.00000
72023.05.03 19:11modify30.102.015842.012552.02165
82023.05.03 19:11modify20.102.014572.012552.02165
92023.05.03 19:11modify10.102.008652.012552.02165
102023.05.03 22:01buy40.102.018430.000000.00000
112023.05.03 22:01modify40.102.018432.013202.02165
122023.05.03 22:01modify30.102.015842.013202.02165
132023.05.03 22:01modify20.102.014572.013202.02165
142023.05.03 22:01modify10.102.008652.013202.02165
152023.05.03 22:13t/p10.102.021652.013202.0216578.2010078.20
162023.05.03 22:13t/p20.102.021652.013202.0216542.7510120.95
172023.05.03 22:13t/p30.102.021652.013202.0216535.0910156.04
182023.05.03 22:13t/p40.102.021652.013202.0216519.4410175.48
192023.05.03 23:00sell50.102.022020.000000.00000
202023.05.03 23:00modify50.102.022022.036022.00902
212023.05.04 02:52sell60.102.016170.000000.00000
222023.05.04 02:52modify60.102.016172.020722.00902
232023.05.04 02:52modify50.102.022022.020722.00902
242023.05.04 03:06sell70.102.014850.000000.00000
252023.05.04 03:06modify70.102.014852.018122.00902
262023.05.04 03:06modify60.102.016172.018122.00902
272023.05.04 03:06modify50.102.022022.018122.00902
282023.05.04 06:54sell80.102.012270.000000.00000
292023.05.04 06:54modify80.102.012272.017472.00902
302023.05.04 06:54modify70.102.014852.017472.00902
312023.05.04 06:54modify60.102.016172.017472.00902
322023.05.04 06:54modify50.102.022022.017472.00902
332023.05.04 11:05t/p50.102.009022.017472.0090278.0010253.48
342023.05.04 11:05t/p60.102.009022.017472.0090243.1810296.66
352023.05.04 11:05t/p70.102.009022.017472.0090235.2110331.87
362023.05.04 11:05t/p80.102.009022.017472.0090219.6310351.50
372023.05.08 14:00buy90.101.990210.000000.00000
382023.05.08 14:00modify90.101.990211.976212.00321
392023.05.09 06:51buy100.101.996060.000000.00000
402023.05.09 06:51modify100.101.996061.991512.00321
412023.05.09 06:51modify90.101.990211.991512.00321
422023.05.09 07:39s/l90.101.991511.991512.003217.5510359.05
432023.05.09 07:39s/l100.101.991511.991512.00321-27.4810331.57
442023.05.12 08:00sell110.102.004090.000000.00000
452023.05.12 08:00modify110.102.004092.018091.99109
462023.05.17 02:49sell120.101.998240.000000.00000
472023.05.17 02:49modify120.101.998242.002791.99109
482023.05.17 02:49modify110.102.004092.002791.99109
492023.05.17 07:03sell130.101.996940.000000.00000
502023.05.17 07:03modify130.101.996942.000191.99109
512023.05.17 07:03modify120.101.998242.000191.99109
522023.05.17 07:03modify110.102.004092.000191.99109
532023.05.17 07:15sell140.101.994320.000000.00000
542023.05.17 07:15modify140.101.994321.999541.99109
552023.05.17 07:15modify130.101.996941.999541.99109
562023.05.17 07:15modify120.101.998241.999541.99109
572023.05.17 07:15modify110.102.004091.999541.99109
582023.05.17 09:24t/p110.101.991091.999541.9910978.0110409.58
592023.05.17 09:24t/p120.101.991091.999541.9910943.1910452.77
602023.05.17 09:24t/p130.101.991091.999541.9910935.3410488.11
612023.05.17 09:24t/p140.101.991091.999541.9910919.5110507.62
622023.05.19 08:00buy150.101.981870.000000.00000
632023.05.19 08:00modify150.101.981871.967871.99487
642023.05.23 13:51buy160.101.987750.000000.00000
652023.05.23 13:51modify160.101.987751.983171.99487
662023.05.23 13:51modify150.101.981871.983171.99487
672023.05.24 01:13buy170.101.989020.000000.00000
682023.05.24 01:13modify170.101.989021.985771.99487
692023.05.24 01:13modify160.101.987751.985771.99487
702023.05.24 01:13modify150.101.981871.985771.99487
712023.05.24 02:00buy180.101.991780.000000.00000
722023.05.24 02:00modify180.101.991781.986421.99487
732023.05.24 02:00modify170.101.989021.986421.99487
742023.05.24 02:00modify160.101.987751.986421.99487
752023.05.24 02:00modify150.101.981871.986421.99487
762023.05.24 02:00t/p150.101.994871.986421.9948777.6210585.23
772023.05.24 02:00t/p160.101.994871.986421.9948742.7010627.93
782023.05.24 02:00t/p170.101.994871.986421.9948735.3310663.26
792023.05.24 02:00t/p180.101.994871.986421.9948718.6610681.92
802023.06.05 13:00buy190.102.043860.000000.00000
812023.06.05 13:00modify190.102.043862.029862.05686
822023.06.06 13:52buy200.102.049730.000000.00000
832023.06.06 13:52modify200.102.049732.045162.05686
842023.06.06 13:52modify190.102.043862.045162.05686
852023.06.06 13:56buy210.102.051130.000000.00000
862023.06.06 13:56modify210.102.051132.047762.05686
872023.06.06 13:56modify200.102.049732.047762.05686
882023.06.06 13:56modify190.102.043862.047762.05686
892023.06.06 14:11s/l190.102.047762.047762.0568623.2510705.18
902023.06.06 14:11s/l200.102.047762.047762.05686-11.8910693.29
912023.06.06 14:11s/l210.102.047762.047762.05686-20.3510672.94
922023.06.28 07:00sell220.102.085670.000000.00000
932023.06.28 07:00modify220.102.085672.099672.07267
942023.06.28 12:15sell230.102.079820.000000.00000
952023.06.28 12:15modify230.102.079822.084372.07267
962023.06.28 12:15modify220.102.085672.084372.07267
972023.06.28 13:41sell240.102.078490.000000.00000
982023.06.28 13:41modify240.102.078492.081772.07267
992023.06.28 13:41modify230.102.079822.081772.07267
1002023.06.28 13:41modify220.102.085672.081772.07267
1012023.06.28 14:32sell250.102.075920.000000.00000
1022023.06.28 14:32modify250.102.075922.081122.07267
1032023.06.28 14:32modify240.102.078492.081122.07267
1042023.06.28 14:32modify230.102.079822.081122.07267
1052023.06.28 14:32modify220.102.085672.081122.07267
1062023.06.28 14:43t/p220.102.072672.081122.0726778.5310751.47
1072023.06.28 14:43t/p230.102.072672.081122.0726743.1910794.66
1082023.06.28 14:43t/p240.102.072672.081122.0726735.1610829.82
1092023.06.28 14:43t/p250.102.072672.081122.0726719.6310849.45
1102023.07.13 07:00buy260.102.049630.000000.00000
1112023.07.13 07:00modify260.102.049632.035632.06263
1122023.07.13 08:27buy270.102.055560.000000.00000
1132023.07.13 08:27modify270.102.055562.050932.06263
1142023.07.13 08:27modify260.102.049632.050932.06263
1152023.07.13 09:42buy280.102.056800.000000.00000
1162023.07.13 09:42modify280.102.056802.053532.06263
1172023.07.13 09:42modify270.102.055562.053532.06263
1182023.07.13 09:42modify260.102.049632.053532.06263
1192023.07.13 12:16s/l260.102.053532.053532.0626323.5510873.00
1202023.07.13 12:16s/l270.102.053532.053532.06263-12.2610860.74
1212023.07.13 12:16s/l280.102.053532.053532.06263-19.7510840.99
1222023.09.05 07:00sell290.102.137550.000000.00000
1232023.09.05 07:00modify290.102.137552.151552.12455
1242023.09.06 06:01sell300.102.131690.000000.00000
1252023.09.06 06:01modify300.102.131692.136252.12455
1262023.09.06 06:01modify290.102.137552.136252.12455
1272023.09.06 07:28s/l290.102.136252.136252.124557.6910848.67
1282023.09.06 07:28s/l300.102.136252.136252.12455-27.5410821.13
1292023.09.20 11:00buy310.102.074260.000000.00000
1302023.09.20 11:00modify310.102.074262.060262.08726
1312023.09.20 18:51buy320.102.080160.000000.00000
1322023.09.20 18:51modify320.102.080162.075562.08726
1332023.09.20 18:51modify310.102.074262.075562.08726
1342023.09.20 19:00buy330.102.081420.000000.00000
1352023.09.20 19:00modify330.102.081422.078162.08726
1362023.09.20 19:00modify320.102.080162.078162.08726
1372023.09.20 19:00modify310.102.074262.078162.08726
1382023.09.20 22:07s/l310.102.078162.078162.0872623.5610844.69
1392023.09.20 22:07s/l320.102.078162.078162.08726-12.0710832.62
1402023.09.20 22:07s/l330.102.078162.078162.08726-19.6810812.94
1412023.09.22 08:00buy340.102.061090.000000.00000
1422023.09.22 08:00modify340.102.061092.047092.07409
1432023.09.25 13:36s/l340.102.047092.047092.07409-84.8510728.09
1442023.11.15 08:00buy350.102.067160.000000.00000
1452023.11.15 08:00modify350.102.067162.053162.08016
1462023.11.16 01:50buy360.102.073080.000000.00000
1472023.11.16 01:50modify360.102.073082.068462.08016
1482023.11.16 01:50modify350.102.067162.068462.08016
1492023.11.16 01:52buy370.102.074460.000000.00000
1502023.11.16 01:52modify370.102.074462.071062.08016
1512023.11.16 01:52modify360.102.073082.071062.08016
1522023.11.16 01:52modify350.102.067162.071062.08016
1532023.11.16 01:55s/l350.102.071062.071062.0801622.6610750.75
1542023.11.16 01:55s/l360.102.071062.071062.08016-12.2010738.55
1552023.11.16 01:55s/l370.102.071062.071062.08016-20.5310718.02
1562023.12.20 08:00buy380.102.016120.000000.00000
1572023.12.20 08:00modify380.102.016122.002122.02912
1582023.12.20 21:42buy390.102.021980.000000.00000
1592023.12.20 21:42modify390.102.021982.017422.02912
1602023.12.20 21:42modify380.102.016122.017422.02912
1612023.12.20 21:54buy400.102.023280.000000.00000
1622023.12.20 21:54modify400.102.023282.020022.02912
1632023.12.20 21:54modify390.102.021982.020022.02912
1642023.12.20 21:54modify380.102.016122.020022.02912
1652023.12.20 22:04s/l380.102.020022.020022.0291223.5510741.57
1662023.12.20 22:04s/l390.102.020022.020022.02912-11.8410729.73
1672023.12.20 22:04s/l400.102.020022.020022.02912-19.6910710.04
1682024.02.13 14:00sell410.102.077390.000000.00000
1692024.02.13 14:00modify410.102.077392.091392.06439
1702024.02.14 07:00sell420.102.067490.000000.00000
1712024.02.14 07:00modify420.102.067492.072842.06439
1722024.02.14 07:00modify410.102.077392.072842.06439
1732024.02.14 08:12t/p410.102.064392.072842.0643978.3610788.39
1742024.02.14 08:12t/p420.102.064392.072842.0643918.7310807.12