Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000)
Period4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 23:59 (2023.07.01 - 2024.07.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 test2602Ticks modelled4203Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit549.43Gross profit1180.65Gross loss-631.22
Profit factor1.87Expected payoff22.89
Absolute drawdown73.75Maximal drawdown264.63 (2.52%)Relative drawdown2.52% (264.63)
Total trades24Short positions (won %)14 (71.43%)Long positions (won %)10 (50.00%)
Profit trades (% of total)15 (62.50%)Loss trades (% of total)9 (37.50%)
Largestprofit trade91.14loss trade-76.05
Averageprofit trade78.71loss trade-70.14
Maximumconsecutive wins (profit in money)6 (477.50)consecutive losses (loss in money)3 (-222.28)
Maximalconsecutive profit (count of wins)477.50 (6)consecutive loss (count of losses)-222.28 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.06 16:00sell10.102.067780.000000.00000
22023.07.06 16:00modify10.102.067782.079782.05278
32023.07.11 08:00s/l10.102.079782.079782.05278-73.759926.25
42023.07.11 12:00sell20.102.088390.000000.00000
52023.07.11 12:00modify20.102.088392.100392.07339
62023.07.12 16:00t/p20.102.073392.100392.0733991.1410017.38
72023.07.12 16:00buy30.102.065230.000000.00000
82023.07.12 16:00modify30.102.065232.053232.08023
92023.07.13 08:00s/l30.102.053232.053232.08023-73.969943.42
102023.07.18 12:00sell40.102.086290.000000.00000
112023.07.18 12:00modify40.102.086292.098292.07129
122023.07.18 16:00sell50.102.074990.000000.00000
132023.07.18 16:00modify50.102.074992.081042.07129
142023.07.18 16:00modify40.102.086292.081042.07129
152023.07.19 00:00t/p40.102.071292.081042.0712991.1410034.56
162023.07.19 00:00t/p50.102.071292.081042.0712922.3110056.87
172023.07.21 16:00sell60.102.080710.000000.00000
182023.07.21 16:00modify60.102.080712.092712.06571
192023.07.24 16:00t/p60.102.065712.092712.0657191.1410148.01
202023.07.24 16:00buy70.102.066390.000000.00000
212023.07.24 16:00modify70.102.066392.054392.08139
222023.07.26 04:00t/p70.102.081392.054392.0813990.7310238.74
232023.07.28 12:00sell80.102.087600.000000.00000
242023.07.28 12:00modify80.102.087602.099602.07260
252023.07.31 16:00t/p80.102.072602.099602.0726091.1410329.88
262023.07.31 16:00buy90.102.067840.000000.00000
272023.07.31 16:00modify90.102.067842.055842.08284
282023.08.01 12:00t/p90.102.082842.055842.0828491.0410420.92
292023.08.11 12:00sell100.102.117800.000000.00000
302023.08.11 12:00modify100.102.117802.129802.10280
312023.08.15 08:00s/l100.102.129802.129802.10280-73.5310347.39
322023.08.23 12:00buy110.102.129270.000000.00000
332023.08.23 12:00modify110.102.129272.117272.14427
342023.08.29 20:00s/l110.102.117272.117272.14427-74.8610272.53
352023.09.20 12:00buy120.102.073800.000000.00000
362023.09.20 12:00modify120.102.073802.061802.08880
372023.09.21 04:00buy130.102.085090.000000.00000
382023.09.21 04:00modify130.102.085092.079052.08880
392023.09.21 04:00modify120.102.073802.079052.08880
402023.09.21 08:00s/l120.102.079052.079052.0888031.0710303.60
412023.09.21 08:00s/l130.102.079052.079052.08880-36.7810266.82
422023.12.13 20:00buy140.102.035580.000000.00000
432023.12.13 20:00modify140.102.035582.023582.05058
442023.12.14 16:00t/p140.102.050582.023582.0505890.4510357.26
452023.12.14 16:00sell150.102.056060.000000.00000
462023.12.14 16:00modify150.102.056062.068062.04106
472023.12.15 20:00t/p150.102.041062.068062.0410691.1410448.40
482023.12.18 12:00buy160.102.030930.000000.00000
492023.12.18 12:00modify160.102.030932.018932.04593
502023.12.20 08:00s/l160.102.018932.018932.04593-73.6710374.74
512024.01.04 16:00sell170.102.037860.000000.00000
522024.01.04 16:00modify170.102.037862.049862.02286
532024.01.11 20:00s/l170.102.049862.049862.02286-74.6410300.10
542024.01.17 12:00sell180.102.073410.000000.00000
552024.01.17 12:00modify180.102.073412.085412.05841
562024.01.19 08:00s/l180.102.085412.085412.05841-73.9810226.12
572024.02.13 16:00sell190.102.078760.000000.00000
582024.02.13 16:00modify190.102.078762.090762.06376
592024.02.14 12:00t/p190.102.063762.090762.0637691.1410317.26
602024.04.22 12:00buy200.102.085140.000000.00000
612024.04.22 12:00modify200.102.085142.073142.10014
622024.04.24 20:00t/p200.102.100142.073142.1001490.7310407.99
632024.04.30 16:00sell210.102.116840.000000.00000
642024.04.30 16:00modify210.102.116842.128842.10184
652024.05.02 20:00t/p210.102.101842.128842.1018490.4710498.47
662024.05.03 16:00buy220.102.085100.000000.00000
672024.05.03 16:00modify220.102.085102.073102.10010
682024.05.15 16:00s/l220.102.073102.073102.10010-76.0510422.42
692024.06.07 16:00sell230.102.082120.000000.00000
702024.06.07 16:00modify230.102.082122.094122.06712
712024.06.11 20:00sell240.102.073120.000000.00000
722024.06.11 20:00modify240.102.073122.078372.06712
732024.06.11 20:00modify230.102.082122.078372.06712
742024.06.12 16:00t/p230.102.067122.078372.0671290.7010513.11
752024.06.12 16:00t/p240.102.067122.078372.0671236.3210549.43