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 20:00 (2023.07.01 - 2024.07.01)
ModelControl points (a very crude method, the results must not be considered)
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 modelled79328Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread60
Total net profit1077.99Gross profit1623.05Gross loss-545.05
Profit factor2.98Expected payoff22.00
Absolute drawdown131.79Maximal drawdown221.98 (2.06%)Relative drawdown2.06% (221.98)
Total trades49Short positions (won %)28 (71.43%)Long positions (won %)21 (71.43%)
Profit trades (% of total)35 (71.43%)Loss trades (% of total)14 (28.57%)
Largestprofit trade91.32loss trade-74.61
Averageprofit trade46.37loss trade-38.93
Maximumconsecutive wins (profit in money)16 (847.81)consecutive losses (loss in money)3 (-172.72)
Maximalconsecutive profit (count of wins)847.81 (16)consecutive loss (count of losses)-172.72 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.06 16:00sell10.102.067780.000000.00000
22023.07.06 16:00modify10.102.067782.079782.05278
32023.07.07 08:30sell20.102.060770.000000.00000
42023.07.07 08:30modify20.102.060772.064782.05278
52023.07.07 08:30modify10.102.067782.064782.05278
62023.07.07 09:40s/l10.102.064782.064782.0527818.0410018.04
72023.07.07 09:40s/l20.102.064782.064782.05278-24.419993.63
82023.07.11 12:00sell30.102.088390.000000.00000
92023.07.11 12:00modify30.102.088392.100392.07339
102023.07.12 02:50sell40.102.079180.000000.00000
112023.07.12 02:50modify40.102.079182.084642.07339
122023.07.12 02:50modify30.102.088392.084642.07339
132023.07.12 04:20sell50.102.081470.000000.00000
142023.07.12 04:20modify50.102.081472.085392.07339
152023.07.12 04:25modify50.102.081472.084642.07339
162023.07.12 05:30s/l30.102.084642.084642.0733922.6110016.24
172023.07.12 05:30s/l40.102.084642.084642.07339-33.249983.00
182023.07.12 05:30s/l50.102.084642.084642.07339-19.309963.70
192023.07.12 16:00buy60.102.065230.000000.00000
202023.07.12 16:00modify60.102.065232.053232.08023
212023.07.13 04:40s/l60.102.053232.053232.08023-73.939889.76
222023.07.18 12:00sell70.102.086290.000000.00000
232023.07.18 12:00modify70.102.086292.098292.07129
242023.07.18 14:30sell80.102.079520.000000.00000
252023.07.18 14:30modify80.102.079522.083292.07129
262023.07.18 14:30modify70.102.086292.083292.07129
272023.07.18 15:40sell90.102.074850.000000.00000
282023.07.18 15:40modify90.102.074852.081042.07129
292023.07.18 15:40modify80.102.079522.081042.07129
302023.07.18 15:40modify70.102.086292.081042.07129
312023.07.18 17:55sell100.102.077060.000000.00000
322023.07.18 17:55modify100.102.077062.082542.07129
332023.07.18 18:00modify100.102.077062.081042.07129
342023.07.18 22:30t/p70.102.071292.081042.0712991.329981.08
352023.07.18 22:30t/p80.102.071292.081042.0712950.1010031.18
362023.07.18 22:30t/p90.102.071292.081042.0712921.6710052.85
372023.07.18 22:30t/p100.102.071292.081042.0712935.1310087.98
382023.07.21 16:00sell110.102.080710.000000.00000
392023.07.21 16:00modify110.102.080712.092712.06571
402023.07.24 07:50sell120.102.073950.000000.00000
412023.07.24 07:50modify120.102.073952.077712.06571
422023.07.24 07:50modify110.102.080712.077712.06571
432023.07.24 09:35sell130.102.069460.000000.00000
442023.07.24 09:35modify130.102.069462.075462.06571
452023.07.24 09:35modify120.102.073952.075462.06571
462023.07.24 09:35modify110.102.080712.075462.06571
472023.07.24 14:33t/p110.102.065712.075462.0657191.1010179.08
482023.07.24 14:33t/p120.102.065712.075462.0657150.1710229.25
492023.07.24 14:33t/p130.102.065712.075462.0657122.8310252.08
502023.07.24 16:00buy140.102.066390.000000.00000
512023.07.24 16:00modify140.102.066392.054392.08139
522023.07.25 19:30buy150.102.073380.000000.00000
532023.07.25 19:30modify150.102.073382.069392.08139
542023.07.25 19:30modify140.102.066392.069392.08139
552023.07.26 01:20buy160.102.077910.000000.00000
562023.07.26 01:20modify160.102.077912.071642.08139
572023.07.26 01:20modify150.102.073382.071642.08139
582023.07.26 01:20modify140.102.066392.071642.08139
592023.07.26 01:40t/p140.102.081392.071642.0813990.7010342.79
602023.07.26 01:40t/p150.102.081392.071642.0813948.4510391.24
612023.07.26 01:40t/p160.102.081392.071642.0813921.1810412.42
622023.07.28 12:00sell170.102.087600.000000.00000
632023.07.28 12:00modify170.102.087602.099602.07260
642023.07.31 02:30sell180.102.080580.000000.00000
652023.07.31 02:30modify180.102.080582.084602.07260
662023.07.31 02:30modify170.102.087602.084602.07260
672023.07.31 08:10sell190.102.076340.000000.00000
682023.07.31 08:10modify190.102.076342.082352.07260
692023.07.31 08:10modify180.102.080582.082352.07260
702023.07.31 08:10modify170.102.087602.082352.07260
712023.07.31 12:30t/p170.102.072602.082352.0726091.0910503.51
722023.07.31 12:30t/p180.102.072602.082352.0726048.5810552.09
732023.07.31 12:30t/p190.102.072602.082352.0726022.7710574.86
742023.07.31 16:00buy200.102.067840.000000.00000
752023.07.31 16:00modify200.102.067842.055842.08284
762023.08.01 06:30buy210.102.074730.000000.00000
772023.08.01 06:30modify210.102.074732.070842.08284
782023.08.01 06:30modify200.102.067842.070842.08284
792023.08.01 08:05buy220.102.079170.000000.00000
802023.08.01 08:05modify220.102.079172.073092.08284
812023.08.01 08:05modify210.102.074732.073092.08284
822023.08.01 08:05modify200.102.067842.073092.08284
832023.08.01 08:40t/p200.102.082842.073092.0828491.0010665.86
842023.08.01 08:40t/p210.102.082842.073092.0828449.3710715.23
852023.08.01 08:40t/p220.102.082842.073092.0828422.3410737.57
862023.08.11 12:00sell230.102.117800.000000.00000
872023.08.11 12:00modify230.102.117802.129802.10280
882023.08.15 07:40s/l230.102.129802.129802.10280-73.4910664.08
892023.08.23 12:00buy240.102.129270.000000.00000
902023.08.23 12:00modify240.102.129272.117272.14427
912023.08.24 08:15buy250.102.136150.000000.00000
922023.08.24 08:15modify250.102.136152.132272.14427
932023.08.24 08:15modify240.102.129272.132272.14427
942023.08.24 08:40s/l240.102.132272.132272.1442717.3710681.44
952023.08.24 08:40s/l250.102.132272.132272.14427-23.6210657.82
962023.09.20 12:00buy260.102.073800.000000.00000
972023.09.20 12:00modify260.102.073802.061802.08880
982023.09.20 18:33buy270.102.080850.000000.00000
992023.09.20 18:33modify270.102.080852.076802.08880
1002023.09.20 18:33modify260.102.073802.076802.08880
1012023.09.20 19:50buy280.102.083080.000000.00000
1022023.09.20 19:50modify280.102.083082.077552.08880
1032023.09.20 19:50modify270.102.080852.077552.08880
1042023.09.20 19:50modify260.102.073802.077552.08880
1052023.09.20 22:30s/l260.102.077552.077552.0888022.8310680.65
1062023.09.20 22:30s/l270.102.077552.077552.08880-20.0810660.57
1072023.09.20 22:30s/l280.102.077552.077552.08880-33.6610626.91
1082023.12.13 20:00buy290.102.035580.000000.00000
1092023.12.13 20:00modify290.102.035582.023582.05058
1102023.12.14 13:40t/p290.102.050582.023582.0505890.4110717.32
1112023.12.14 16:00sell300.102.056060.000000.00000
1122023.12.14 16:00modify300.102.056062.068062.04106
1132023.12.15 09:05sell310.102.049100.000000.00000
1142023.12.15 09:05modify310.102.049102.053062.04106
1152023.12.15 09:05modify300.102.056062.053062.04106
1162023.12.15 09:40s/l300.102.053062.053062.0410618.0410735.36
1172023.12.15 09:40s/l310.102.053062.053062.04106-24.1110711.25
1182023.12.18 12:00buy320.102.030930.000000.00000
1192023.12.18 12:00modify320.102.030932.018932.04593
1202023.12.18 15:50buy330.102.037900.000000.00000
1212023.12.18 15:50modify330.102.037902.033932.04593
1222023.12.18 15:50modify320.102.030932.033932.04593
1232023.12.18 22:05s/l320.102.033932.033932.0459318.2510729.50
1242023.12.18 22:05s/l330.102.033932.033932.04593-24.1710705.33
1252024.01.04 16:00sell340.102.037860.000000.00000
1262024.01.04 16:00modify340.102.037862.049862.02286
1272024.01.11 18:40s/l340.102.049862.049862.02286-74.6110630.72
1282024.01.17 12:00sell350.102.073410.000000.00000
1292024.01.17 12:00modify350.102.073412.085412.05841
1302024.01.19 06:15s/l350.102.085412.085412.05841-73.9410556.78
1312024.02.13 16:00sell360.102.078760.000000.00000
1322024.02.13 16:00modify360.102.078762.090762.06376
1332024.02.14 06:53sell370.102.071750.000000.00000
1342024.02.14 06:53modify370.102.071752.075762.06376
1352024.02.14 06:53modify360.102.078762.075762.06376
1362024.02.14 07:20sell380.102.069540.000000.00000
1372024.02.14 07:20modify380.102.069542.075012.06376
1382024.02.14 07:20modify370.102.071752.075012.06376
1392024.02.14 07:20modify360.102.078762.075012.06376
1402024.02.14 09:40t/p360.102.063762.075012.0637691.1010647.88
1412024.02.14 09:40t/p370.102.063762.075012.0637648.6410696.52
1422024.02.14 09:40t/p380.102.063762.075012.0637635.1910731.71
1432024.04.22 12:00buy390.102.085140.000000.00000
1442024.04.22 12:00modify390.102.085142.073142.10014
1452024.04.23 07:30buy400.102.092000.000000.00000
1462024.04.23 07:30modify400.102.092002.088142.10014
1472024.04.23 07:30modify390.102.085142.088142.10014
1482024.04.23 08:30buy410.102.094410.000000.00000
1492024.04.23 08:30modify410.102.094412.088892.10014
1502024.04.23 08:30modify400.102.092002.088892.10014
1512024.04.23 08:30modify390.102.085142.088892.10014
1522024.04.23 14:50buy420.102.096540.000000.00000
1532024.04.23 14:50modify420.102.096542.090392.10014
1542024.04.23 14:50modify410.102.094412.090392.10014
1552024.04.23 14:50modify400.102.092002.090392.10014
1562024.04.23 14:50modify390.102.085142.090392.10014
1572024.04.24 19:05t/p390.102.100142.090392.1001490.7010822.41
1582024.04.24 19:05t/p400.102.100142.090392.1001449.2410871.66
1592024.04.24 19:05t/p410.102.100142.090392.1001434.5710906.23
1602024.04.24 19:05t/p420.102.100142.090392.1001421.6110927.84
1612024.04.30 16:00sell430.102.116840.000000.00000
1622024.04.30 16:00modify430.102.116842.128842.10184
1632024.05.02 06:50sell440.102.109960.000000.00000
1642024.05.02 06:50modify440.102.109962.113842.10184
1652024.05.02 06:50modify430.102.116842.113842.10184
1662024.05.02 14:50sell450.102.105290.000000.00000
1672024.05.02 14:50modify450.102.105292.111592.10184
1682024.05.02 14:50modify440.102.109962.111592.10184
1692024.05.02 14:50modify430.102.116842.111592.10184
1702024.05.02 18:40t/p430.102.101842.111592.1018490.4311018.27
1712024.05.02 18:40t/p440.102.101842.111592.1018449.4311067.70
1722024.05.02 18:40t/p450.102.101842.111592.1018421.0011088.70
1732024.05.03 16:00buy460.102.085100.000000.00000
1742024.05.03 16:00modify460.102.085102.073102.10010
1752024.05.06 15:53buy470.102.091890.000000.00000
1762024.05.06 15:53modify470.102.091892.088102.10010
1772024.05.06 15:53modify460.102.085102.088102.10010
1782024.05.06 21:00s/l460.102.088102.088102.1001017.9611106.67
1792024.05.06 21:00s/l470.102.088102.088102.10010-23.0711083.60
1802024.06.07 16:00sell480.102.082120.000000.00000
1812024.06.07 16:00modify480.102.082122.094122.06712
1822024.06.10 21:30sell490.102.075310.000000.00000
1832024.06.10 21:30modify490.102.075312.079122.06712
1842024.06.10 21:30modify480.102.082122.079122.06712
1852024.06.11 01:30s/l480.102.079122.079122.0671217.8211101.41
1862024.06.11 01:30s/l490.102.079122.079122.06712-23.4211077.99