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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; 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 test2613Ticks modelled79972Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00Spread60
Total net profit945.13Gross profit1208.61Gross loss-263.48
Profit factor4.59Expected payoff21.48
Absolute drawdown63.53Maximal drawdown153.64 (1.41%)Relative drawdown1.41% (153.64)
Total trades44Short positions (won %)20 (70.00%)Long positions (won %)24 (62.50%)
Profit trades (% of total)29 (65.91%)Loss trades (% of total)15 (34.09%)
Largestprofit trade78.53loss trade-78.53
Averageprofit trade41.68loss trade-17.57
Maximumconsecutive wins (profit in money)7 (356.29)consecutive losses (loss in money)2 (-17.71)
Maximalconsecutive profit (count of wins)356.29 (7)consecutive loss (count of losses)-78.53 (1)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.02 12:00buy10.102.008650.000000.00000
22023.05.02 12:00modify10.102.008651.995652.02165
32023.05.03 19:00buy20.102.014080.000000.00000
42023.05.03 19:00modify20.102.014082.009952.02165
52023.05.03 19:00modify10.102.008652.009952.02165
62023.05.03 19:20buy30.102.015310.000000.00000
72023.05.03 19:20modify30.102.015312.013202.02165
82023.05.03 19:20modify20.102.014082.013202.02165
92023.05.03 19:20modify10.102.008652.013202.02165
102023.05.03 20:20buy40.102.016530.000000.00000
112023.05.03 20:20modify40.102.016532.011902.02165
122023.05.03 20:25modify40.102.016532.013202.02165
132023.05.03 22:30t/p10.102.021652.013202.0216578.2010078.20
142023.05.03 22:30t/p20.102.021652.013202.0216545.7110123.91
152023.05.03 22:30t/p30.102.021652.013202.0216538.2810162.19
162023.05.03 22:30t/p40.102.021652.013202.0216530.9210193.11
172023.05.12 08:00sell50.102.004090.000000.00000
182023.05.12 08:00modify50.102.004092.017091.99109
192023.05.17 02:30sell60.101.998860.000000.00000
202023.05.17 02:30modify60.101.998862.002791.99109
212023.05.17 02:30modify50.102.004092.002791.99109
222023.05.17 06:50sell70.101.997420.000000.00000
232023.05.17 06:50modify70.101.997421.999541.99109
242023.05.17 06:50modify60.101.998861.999541.99109
252023.05.17 06:50modify50.102.004091.999541.99109
262023.05.17 09:40t/p50.101.991091.999541.9910978.0110271.12
272023.05.17 09:40t/p60.101.991091.999541.9910946.9310318.05
282023.05.17 09:40t/p70.101.991091.999541.9910938.2410356.29
292023.05.24 04:00sell80.102.013120.000000.00000
302023.05.24 04:00modify80.102.013122.026122.00012
312023.05.24 06:30s/l80.102.026122.026122.00012-78.5310277.76
322023.05.31 04:00sell90.102.063340.000000.00000
332023.05.31 04:00modify90.102.063342.076342.05034
342023.05.31 06:40sell100.102.057950.000000.00000
352023.05.31 06:40modify100.102.057952.062042.05034
362023.05.31 06:40modify90.102.063342.062042.05034
372023.05.31 07:40s/l90.102.062042.062042.050347.8610285.62
382023.05.31 07:40s/l100.102.062042.062042.05034-24.7010260.92
392023.06.28 08:00sell110.102.086620.000000.00000
402023.06.28 08:00modify110.102.086622.099622.07362
412023.06.28 11:50sell120.102.081160.000000.00000
422023.06.28 11:50modify120.102.081162.085322.07362
432023.06.28 11:50modify110.102.086622.085322.07362
442023.06.28 13:55sell130.102.078600.000000.00000
452023.06.28 13:55modify130.102.078602.083372.07362
462023.06.28 13:55modify120.102.081162.083372.07362
472023.06.28 13:55modify110.102.086622.083372.07362
482023.06.28 14:40t/p110.102.073622.083372.0736278.5310339.45
492023.06.28 14:40t/p120.102.073622.083372.0736245.5510385.00
502023.06.28 14:40t/p130.102.073622.083372.0736230.0810415.08
512023.07.11 12:00sell140.102.088390.000000.00000
522023.07.11 12:00modify140.102.088392.101392.07539
532023.07.12 00:50sell150.102.081810.000000.00000
542023.07.12 00:50modify150.102.081812.083842.07539
552023.07.12 00:50modify140.102.088392.083842.07539
562023.07.12 00:55s/l140.102.083842.083842.0753927.3110442.38
572023.07.12 00:55s/l150.102.083842.083842.07539-12.2710430.11
582023.07.18 12:00sell160.102.086290.000000.00000
592023.07.18 12:00modify160.102.086292.099292.07329
602023.07.18 13:40sell170.102.080890.000000.00000
612023.07.18 13:40modify170.102.080892.084992.07329
622023.07.18 13:40modify160.102.086292.084992.07329
632023.07.18 14:30sell180.102.079520.000000.00000
642023.07.18 14:30modify180.102.079522.081742.07329
652023.07.18 14:30modify170.102.080892.081742.07329
662023.07.18 14:30modify160.102.086292.081742.07329
672023.07.18 22:30t/p160.102.073292.081742.0732978.5210508.63
682023.07.18 22:30t/p170.102.073292.081742.0732945.9110554.54
692023.07.18 22:30t/p180.102.073292.081742.0732937.6310592.17
702023.08.02 08:00sell190.102.094400.000000.00000
712023.08.02 08:00modify190.102.094402.107402.08140
722023.08.02 09:40sell200.102.087740.000000.00000
732023.08.02 09:40modify200.102.087742.089852.08140
742023.08.02 09:40modify190.102.094402.089852.08140
752023.08.02 09:55s/l190.102.089852.089852.0814027.4810619.65
762023.08.02 09:55s/l200.102.089852.089852.08140-12.7510606.90
772023.08.23 16:00buy210.102.128480.000000.00000
782023.08.23 16:00modify210.102.128482.115482.14148
792023.08.24 06:15buy220.102.133860.000000.00000
802023.08.24 06:15modify220.102.133862.129782.14148
812023.08.24 06:15modify210.102.128482.129782.14148
822023.08.24 08:25buy230.102.135130.000000.00000
832023.08.24 08:25modify230.102.135132.133032.14148
842023.08.24 08:25modify220.102.133862.133032.14148
852023.08.24 08:25modify210.102.128482.133032.14148
862023.08.24 08:40s/l210.102.133032.133032.1414826.5810633.48
872023.08.24 08:40s/l220.102.133032.133032.14148-5.0210628.46
882023.08.24 08:40s/l230.102.133032.133032.14148-12.6910615.77
892023.09.22 12:00buy240.102.052740.000000.00000
902023.09.22 12:00modify240.102.052742.039742.06574
912023.09.25 02:40buy250.102.058130.000000.00000
922023.09.25 02:40modify250.102.058132.054042.06574
932023.09.25 02:40modify240.102.052742.054042.06574
942023.09.25 06:15buy260.102.059240.000000.00000
952023.09.25 06:15modify260.102.059242.057292.06574
962023.09.25 06:15modify250.102.058132.057292.06574
972023.09.25 06:15modify240.102.052742.057292.06574
982023.09.25 06:40s/l240.102.057292.057292.0657427.1810642.95
992023.09.25 06:40s/l250.102.057292.057292.06574-5.0710637.88
1002023.09.25 06:40s/l260.102.057292.057292.06574-11.7710626.11
1012023.11.15 12:00buy270.102.064480.000000.00000
1022023.11.15 12:00modify270.102.064482.051482.07748
1032023.11.16 04:55buy280.102.072340.000000.00000
1042023.11.16 04:55modify280.102.072342.067732.07748
1052023.11.16 04:55modify270.102.064482.067732.07748
1062023.11.16 06:55buy290.102.071180.000000.00000
1072023.11.16 06:55modify290.102.071182.069032.07748
1082023.11.16 06:55modify280.102.072342.069032.07748
1092023.11.16 06:55modify270.102.064482.069032.07748
1102023.11.16 07:40s/l270.102.069032.069032.0774826.5910652.70
1112023.11.16 07:40s/l280.102.069032.069032.07748-19.9810632.72
1122023.11.16 07:40s/l290.102.069032.069032.07748-12.9810619.74
1132023.11.29 04:00buy300.102.053550.000000.00000
1142023.11.29 04:00modify300.102.053552.040552.06655
1152023.11.29 07:30buy310.102.060180.000000.00000
1162023.11.29 07:30modify310.102.060182.058102.06655
1172023.11.29 07:30modify300.102.053552.058102.06655
1182023.11.29 08:40s/l300.102.058102.058102.0665527.4810647.22
1192023.11.29 08:40s/l310.102.058102.058102.06655-12.5610634.66
1202023.12.14 04:00buy320.102.027290.000000.00000
1212023.12.14 04:00modify320.102.027292.014292.04029
1222023.12.14 08:20buy330.102.035240.000000.00000
1232023.12.14 08:20modify330.102.035242.030542.04029
1242023.12.14 08:20modify320.102.027292.030542.04029
1252023.12.14 08:40t/p320.102.040292.030542.0402978.5110713.17
1262023.12.14 08:40t/p330.102.040292.030542.0402930.5010743.67
1272023.12.20 08:00buy340.102.016120.000000.00000
1282023.12.20 08:00modify340.102.016122.003122.02912
1292023.12.20 21:20buy350.102.021490.000000.00000
1302023.12.20 21:20modify350.102.021492.017422.02912
1312023.12.20 21:20modify340.102.016122.017422.02912
1322023.12.20 21:55buy360.102.022810.000000.00000
1332023.12.20 21:55modify360.102.022812.020672.02912
1342023.12.20 21:55modify350.102.021492.020672.02912
1352023.12.20 21:55modify340.102.016122.020672.02912
1362023.12.20 22:00s/l340.102.020672.020672.0291227.4710771.14
1372023.12.20 22:00s/l350.102.020672.020672.02912-4.9610766.18
1382023.12.20 22:00s/l360.102.020672.020672.02912-12.9310753.25
1392024.01.17 16:00sell370.102.076660.000000.00000
1402024.01.17 16:00modify370.102.076662.089662.06366
1412024.01.17 22:15sell380.102.070090.000000.00000
1422024.01.17 22:15modify380.102.070092.072112.06366
1432024.01.17 22:15modify370.102.076662.072112.06366
1442024.01.17 22:30s/l370.102.072112.072112.0636627.4810780.73
1452024.01.17 22:30s/l380.102.072112.072112.06366-12.2010768.53
1462024.02.28 04:00sell390.102.073950.000000.00000
1472024.02.28 04:00modify390.102.073952.086952.06095
1482024.03.03 22:05sell400.102.068500.000000.00000
1492024.03.03 22:05modify400.102.068502.072652.06095
1502024.03.03 22:05modify390.102.073952.072652.06095
1512024.03.03 23:20s/l390.102.072652.072652.060957.1510775.68
1522024.03.03 23:20s/l400.102.072652.072652.06095-25.0710750.61
1532024.04.22 12:00buy410.102.085140.000000.00000
1542024.04.22 12:00modify410.102.085142.072142.09814
1552024.04.23 07:20buy420.102.090560.000000.00000
1562024.04.23 07:20modify420.102.090562.086442.09814
1572024.04.23 07:20modify410.102.085142.086442.09814
1582024.04.23 07:50buy430.102.092950.000000.00000
1592024.04.23 07:50modify430.102.092952.088392.09814
1602024.04.23 07:50modify420.102.090562.088392.09814
1612024.04.23 07:50modify410.102.085142.088392.09814
1622024.04.23 11:10buy440.102.091650.000000.00000
1632024.04.23 11:10modify440.102.091652.089692.09814
1642024.04.23 11:10modify430.102.092952.089692.09814
1652024.04.23 11:10modify420.102.090562.089692.09814
1662024.04.23 11:10modify410.102.085142.089692.09814
1672024.04.23 19:30t/p410.102.098142.089692.0981478.2110828.82
1682024.04.23 19:30t/p420.102.098142.089692.0981445.7810874.60
1692024.04.23 19:30t/p430.102.098142.089692.0981431.3410905.94
1702024.04.23 19:30t/p440.102.098142.089692.0981439.1910945.13