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=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 test1913Ticks modelled32655996Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit705.56Gross profit1069.92Gross loss-364.36
Profit factor2.94Expected payoff12.83
Absolute drawdown63.52Maximal drawdown185.68 (1.74%)Relative drawdown1.74% (185.68)
Total trades55Short positions (won %)26 (53.85%)Long positions (won %)29 (48.28%)
Profit trades (% of total)28 (50.91%)Loss trades (% of total)27 (49.09%)
Largestprofit trade78.53loss trade-78.52
Averageprofit trade38.21loss trade-13.49
Maximumconsecutive wins (profit in money)8 (391.45)consecutive losses (loss in money)3 (-35.88)
Maximalconsecutive profit (count of wins)391.45 (8)consecutive loss (count of losses)-78.52 (1)
Averageconsecutive wins2consecutive losses2
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 18:35buy20.102.013860.000000.00000
42023.05.03 18:35modify20.102.013862.009952.02165
52023.05.03 18:35modify10.102.008652.009952.02165
62023.05.03 19:08buy30.102.015160.000000.00000
72023.05.03 19:08modify30.102.015162.013202.02165
82023.05.03 19:08modify20.102.013862.013202.02165
92023.05.03 19:08modify10.102.008652.013202.02165
102023.05.03 19:32buy40.102.016460.000000.00000
112023.05.03 19:32modify40.102.016462.011902.02165
122023.05.03 19:32modify40.102.016462.013202.02165
132023.05.03 22:13t/p10.102.021652.013202.0216578.2110078.21
142023.05.03 22:13t/p20.102.021652.013202.0216547.0410125.25
152023.05.03 22:13t/p30.102.021652.013202.0216539.1910164.44
162023.05.03 22:13t/p40.102.021652.013202.0216531.3410195.78
172023.05.12 08:00sell50.102.004090.000000.00000
182023.05.12 08:00modify50.102.004092.017091.99109
192023.05.17 02:21sell60.101.998890.000000.00000
202023.05.17 02:21modify60.101.998892.002791.99109
212023.05.17 02:21modify50.102.004092.002791.99109
222023.05.17 06:49sell70.101.997590.000000.00000
232023.05.17 06:49modify70.101.997591.999541.99109
242023.05.17 06:49modify60.101.998891.999541.99109
252023.05.17 06:49modify50.102.004091.999541.99109
262023.05.17 07:08sell80.101.996270.000000.00000
272023.05.17 07:08modify80.101.996272.000841.99109
282023.05.17 07:08modify80.101.996271.999541.99109
292023.05.17 09:24t/p50.101.991091.999541.9910978.0010273.78
302023.05.17 09:24t/p60.101.991091.999541.9910947.1210320.90
312023.05.17 09:24t/p70.101.991091.999541.9910939.2610360.16
322023.05.17 09:24t/p80.101.991091.999541.9910931.2910391.45
332023.05.24 04:00sell90.102.013120.000000.00000
342023.05.24 04:00modify90.102.013122.026122.00012
352023.05.24 06:37s/l90.102.026122.026122.00012-78.5210312.93
362023.05.31 04:00sell100.102.063340.000000.00000
372023.05.31 04:00modify100.102.063342.076342.05034
382023.05.31 06:49sell110.102.058140.000000.00000
392023.05.31 06:49modify110.102.058142.062042.05034
402023.05.31 06:49modify100.102.063342.062042.05034
412023.05.31 07:34s/l100.102.062042.062042.050347.8510320.78
422023.05.31 07:34s/l110.102.062042.062042.05034-23.5610297.22
432023.06.28 08:00sell120.102.086620.000000.00000
442023.06.28 08:00modify120.102.086622.099622.07362
452023.06.28 11:46sell130.102.081420.000000.00000
462023.06.28 11:46modify130.102.081422.085322.07362
472023.06.28 11:46modify120.102.086622.085322.07362
482023.06.28 12:15sell140.102.080070.000000.00000
492023.06.28 12:15modify140.102.080072.082072.07362
502023.06.28 12:15modify130.102.081422.082072.07362
512023.06.28 12:15modify120.102.086622.082072.07362
522023.06.28 12:51s/l120.102.082072.082072.0736227.4810324.70
532023.06.28 12:51s/l130.102.082072.082072.07362-3.9310320.77
542023.06.28 12:51s/l140.102.082072.082072.07362-12.0910308.68
552023.07.11 12:00sell150.102.088390.000000.00000
562023.07.11 12:00modify150.102.088392.101392.07539
572023.07.12 00:34sell160.102.083190.000000.00000
582023.07.12 00:34modify160.102.083192.087092.07539
592023.07.12 00:34modify150.102.088392.087092.07539
602023.07.12 00:40sell170.102.081860.000000.00000
612023.07.12 00:40modify170.102.081862.083842.07539
622023.07.12 00:40modify160.102.083192.083842.07539
632023.07.12 00:40modify150.102.088392.083842.07539
642023.07.12 01:27s/l150.102.083842.083842.0753927.3110335.98
652023.07.12 01:27s/l160.102.083842.083842.07539-3.9310332.05
662023.07.12 01:27s/l170.102.083842.083842.07539-11.9610320.09
672023.07.18 12:00sell180.102.086290.000000.00000
682023.07.18 12:00modify180.102.086292.099292.07329
692023.07.18 13:59sell190.102.081040.000000.00000
702023.07.18 13:59modify190.102.081042.084992.07329
712023.07.18 13:59modify180.102.086292.084992.07329
722023.07.18 14:51sell200.102.079770.000000.00000
732023.07.18 14:51modify200.102.079772.081742.07329
742023.07.18 14:51modify190.102.081042.081742.07329
752023.07.18 14:51modify180.102.086292.081742.07329
762023.07.18 14:58sell210.102.078490.000000.00000
772023.07.18 14:58modify210.102.078492.083042.07329
782023.07.18 14:58modify210.102.078492.081742.07329
792023.07.18 22:45t/p180.102.073292.081742.0732978.5310398.62
802023.07.18 22:45t/p190.102.073292.081742.0732946.8110445.43
812023.07.18 22:45t/p200.102.073292.081742.0732939.1410484.57
822023.07.18 22:45t/p210.102.073292.081742.0732931.4110515.98
832023.08.02 08:00sell220.102.094400.000000.00000
842023.08.02 08:00modify220.102.094402.107402.08140
852023.08.02 09:45sell230.102.089200.000000.00000
862023.08.02 09:45modify230.102.089202.093102.08140
872023.08.02 09:45modify220.102.094402.093102.08140
882023.08.02 09:58sell240.102.087880.000000.00000
892023.08.02 09:58modify240.102.087882.089852.08140
902023.08.02 09:58modify230.102.089202.089852.08140
912023.08.02 09:58modify220.102.094402.089852.08140
922023.08.02 10:02sell250.102.086530.000000.00000
932023.08.02 10:02modify250.102.086532.091152.08140
942023.08.02 10:02modify250.102.086532.089852.08140
952023.08.02 10:18s/l220.102.089852.089852.0814027.4810543.46
962023.08.02 10:18s/l230.102.089852.089852.08140-3.9310539.53
972023.08.02 10:18s/l240.102.089852.089852.08140-11.9010527.63
982023.08.02 10:18s/l250.102.089852.089852.08140-20.0510507.58
992023.08.23 16:00buy260.102.128480.000000.00000
1002023.08.23 16:00modify260.102.128482.115482.14148
1012023.08.24 06:15buy270.102.133690.000000.00000
1022023.08.24 06:15modify270.102.133692.129782.14148
1032023.08.24 06:15modify260.102.128482.129782.14148
1042023.08.24 07:37buy280.102.134990.000000.00000
1052023.08.24 07:37modify280.102.134992.133032.14148
1062023.08.24 07:37modify270.102.133692.133032.14148
1072023.08.24 07:37modify260.102.128482.133032.14148
1082023.08.24 08:26s/l260.102.133032.133032.1414826.5910534.17
1092023.08.24 08:26s/l270.102.133032.133032.14148-3.9810530.19
1102023.08.24 08:26s/l280.102.133032.133032.14148-11.8310518.36
1112023.09.22 12:00buy290.102.052740.000000.00000
1122023.09.22 12:00modify290.102.052742.039742.06574
1132023.09.25 02:31buy300.102.058020.000000.00000
1142023.09.25 02:31modify300.102.058022.054042.06574
1152023.09.25 02:31modify290.102.052742.054042.06574
1162023.09.25 06:19buy310.102.059240.000000.00000
1172023.09.25 06:19modify310.102.059242.057292.06574
1182023.09.25 06:19modify300.102.058022.057292.06574
1192023.09.25 06:19modify290.102.052742.057292.06574
1202023.09.25 06:51s/l290.102.057292.057292.0657427.1810545.54
1212023.09.25 06:51s/l300.102.057292.057292.06574-4.4110541.13
1222023.09.25 06:51s/l310.102.057292.057292.06574-11.7710529.36
1232023.11.15 12:00buy320.102.064480.000000.00000
1242023.11.15 12:00modify320.102.064482.051482.07748
1252023.11.16 01:30buy330.102.069700.000000.00000
1262023.11.16 01:30modify330.102.069702.065782.07748
1272023.11.16 01:30modify320.102.064482.065782.07748
1282023.11.16 01:48buy340.102.070980.000000.00000
1292023.11.16 01:48modify340.102.070982.069032.07748
1302023.11.16 01:48modify330.102.069702.069032.07748
1312023.11.16 01:48modify320.102.064482.069032.07748
1322023.11.16 01:50buy350.102.072280.000000.00000
1332023.11.16 01:50modify350.102.072282.067732.07748
1342023.11.16 01:50modify350.102.072282.069032.07748
1352023.11.16 07:45s/l320.102.069032.069032.0774826.5910555.95
1362023.11.16 07:45s/l330.102.069032.069032.07748-4.0410551.91
1372023.11.16 07:45s/l340.102.069032.069032.07748-11.7710540.14
1382023.11.16 07:45s/l350.102.069032.069032.07748-19.6210520.52
1392023.11.29 04:00buy360.102.053550.000000.00000
1402023.11.29 04:00modify360.102.053552.040552.06655
1412023.11.29 07:32buy370.102.058800.000000.00000
1422023.11.29 07:32modify370.102.058802.054852.06655
1432023.11.29 07:32modify360.102.053552.054852.06655
1442023.11.29 07:37buy380.102.060120.000000.00000
1452023.11.29 07:37modify380.102.060122.058102.06655
1462023.11.29 07:37modify370.102.058802.058102.06655
1472023.11.29 07:37modify360.102.053552.058102.06655
1482023.11.29 07:55buy390.102.061390.000000.00000
1492023.11.29 07:55modify390.102.061392.056802.06655
1502023.11.29 07:55modify390.102.061392.058102.06655
1512023.11.29 08:57s/l360.102.058102.058102.0665527.4710547.99
1522023.11.29 08:57s/l370.102.058102.058102.06655-4.2310543.76
1532023.11.29 08:57s/l380.102.058102.058102.06655-12.2010531.56
1542023.11.29 08:57s/l390.102.058102.058102.06655-19.8710511.69
1552023.12.14 04:00buy400.102.027290.000000.00000
1562023.12.14 04:00modify400.102.027292.014292.04029
1572023.12.14 08:05buy410.102.032580.000000.00000
1582023.12.14 08:05modify410.102.032582.028592.04029
1592023.12.14 08:05modify400.102.027292.028592.04029
1602023.12.14 08:38buy420.102.033850.000000.00000
1612023.12.14 08:38modify420.102.033852.031842.04029
1622023.12.14 08:38modify410.102.032582.031842.04029
1632023.12.14 08:38modify400.102.027292.031842.04029
1642023.12.14 08:40buy430.102.035090.000000.00000
1652023.12.14 08:40modify430.102.035092.030542.04029
1662023.12.14 08:40modify430.102.035092.031842.04029
1672023.12.14 08:58t/p400.102.040292.031842.0402978.5010590.19
1682023.12.14 08:58t/p410.102.040292.031842.0402946.5610636.75
1692023.12.14 08:58t/p420.102.040292.031842.0402938.8910675.64
1702023.12.14 08:58t/p430.102.040292.031842.0402931.4010707.04
1712023.12.20 08:00buy440.102.016120.000000.00000
1722023.12.20 08:00modify440.102.016122.003122.02912
1732023.12.20 21:30buy450.102.021320.000000.00000
1742023.12.20 21:30modify450.102.021322.017422.02912
1752023.12.20 21:30modify440.102.016122.017422.02912
1762023.12.20 21:45buy460.102.022620.000000.00000
1772023.12.20 21:45modify460.102.022622.020672.02912
1782023.12.20 21:45modify450.102.021322.020672.02912
1792023.12.20 21:45modify440.102.016122.020672.02912
1802023.12.20 22:04s/l440.102.020672.020672.0291227.4710734.51
1812023.12.20 22:04s/l450.102.020672.020672.02912-3.9310730.58
1822023.12.20 22:04s/l460.102.020672.020672.02912-11.7810718.80
1832024.01.17 16:00sell470.102.076660.000000.00000
1842024.01.17 16:00modify470.102.076662.089662.06366
1852024.01.17 22:11sell480.102.071440.000000.00000
1862024.01.17 22:11modify480.102.071442.075362.06366
1872024.01.17 22:11modify470.102.076662.075362.06366
1882024.01.17 22:14sell490.102.070110.000000.00000
1892024.01.17 22:14modify490.102.070112.072112.06366
1902024.01.17 22:14modify480.102.071442.072112.06366
1912024.01.17 22:14modify470.102.076662.072112.06366
1922024.01.17 22:54s/l470.102.072112.072112.0636627.4910746.29
1932024.01.17 22:54s/l480.102.072112.072112.06366-4.0410742.25
1942024.01.17 22:54s/l490.102.072112.072112.06366-12.0810730.17
1952024.02.28 04:00sell500.102.073950.000000.00000
1962024.02.28 04:00modify500.102.073952.086952.06095
1972024.03.01 15:06sell510.102.068750.000000.00000
1982024.03.01 15:06modify510.102.068752.072652.06095
1992024.03.01 15:06modify500.102.073952.072652.06095
2002024.03.01 16:43s/l500.102.072652.072652.060957.1510737.32
2012024.03.01 16:43s/l510.102.072652.072652.06095-23.5610713.76
2022024.04.22 12:00buy520.102.085140.000000.00000
2032024.04.22 12:00modify520.102.085142.072142.09814
2042024.04.23 07:18buy530.102.090340.000000.00000
2052024.04.23 07:18modify530.102.090342.086442.09814
2062024.04.23 07:18modify520.102.085142.086442.09814
2072024.04.23 07:38buy540.102.091640.000000.00000
2082024.04.23 07:38modify540.102.091642.089692.09814
2092024.04.23 07:38modify530.102.090342.089692.09814
2102024.04.23 07:38modify520.102.085142.089692.09814
2112024.04.23 07:56buy550.102.092950.000000.00000
2122024.04.23 07:56modify550.102.092952.088392.09814
2132024.04.23 07:56modify550.102.092952.089692.09814
2142024.04.23 10:46s/l520.102.089692.089692.0981427.1810740.94
2152024.04.23 10:46s/l530.102.089692.089692.09814-3.9210737.02
2162024.04.23 10:46s/l540.102.089692.089692.09814-11.7710725.25
2172024.04.23 10:46s/l550.102.089692.089692.09814-19.6910705.56