Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000)
Period1 Hour (H1) 2023.07.02 21:00 - 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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=120; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=13; 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 test7191Ticks modelled157317Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1233.45Gross profit1442.79Gross loss-209.33
Profit factor6.89Expected payoff22.84
Absolute drawdown60.80Maximal drawdown127.36 (1.20%)Relative drawdown1.20% (127.36)
Total trades54Short positions (won %)21 (76.19%)Long positions (won %)33 (66.67%)
Profit trades (% of total)38 (70.37%)Loss trades (% of total)16 (29.63%)
Largestprofit trade73.04loss trade-23.56
Averageprofit trade37.97loss trade-13.08
Maximumconsecutive wins (profit in money)8 (324.78)consecutive losses (loss in money)3 (-48.94)
Maximalconsecutive profit (count of wins)324.78 (8)consecutive loss (count of losses)-48.94 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.23 21:00sell10.102.079170.000000.00000
22023.07.23 21:00modify10.102.079172.093172.06717
32023.07.24 08:07sell20.102.072520.000000.00000
42023.07.24 08:07modify20.102.072522.074372.06717
52023.07.24 08:07modify10.102.079172.074372.06717
62023.07.24 08:10s/l10.102.074372.074372.0671729.0110029.01
72023.07.24 08:10s/l20.102.074372.074372.06717-11.2610017.75
82023.07.31 16:00buy30.102.067840.000000.00000
92023.07.31 16:00modify30.102.067842.053842.07984
102023.08.01 06:20buy40.102.074700.000000.00000
112023.08.01 06:20modify40.102.074702.072642.07984
122023.08.01 06:20modify30.102.067842.072642.07984
132023.08.01 07:10buy50.102.075640.000000.00000
142023.08.01 07:10modify50.102.075642.072042.07984
152023.08.01 07:10modify40.102.074702.072042.07984
162023.08.01 07:10modify30.102.067842.072042.07984
172023.08.01 07:50t/p30.102.079842.072042.0798472.7410090.49
182023.08.01 07:50t/p40.102.079842.072042.0798431.2910121.78
192023.08.01 07:50t/p50.102.079842.072042.0798425.5610147.34
202023.08.29 16:00buy60.102.121430.000000.00000
212023.08.29 16:00modify60.102.121432.107432.13343
222023.08.30 14:45buy70.102.127620.000000.00000
232023.08.30 14:45modify70.102.127622.123832.13343
242023.08.30 14:45modify60.102.121432.123832.13343
252023.08.30 15:07buy80.102.129270.000000.00000
262023.08.30 15:07modify80.102.129272.125632.13343
272023.08.30 15:07modify70.102.127622.125632.13343
282023.08.30 15:07modify60.102.121432.125632.13343
292023.08.30 15:27buy90.102.128040.000000.00000
302023.08.30 15:27modify90.102.128042.126232.13343
312023.08.30 15:27modify90.102.128042.125632.13343
322023.08.30 20:40t/p60.102.133432.125632.1334372.7510220.09
332023.08.30 20:40t/p70.102.133432.125632.1334335.3710255.46
342023.08.30 20:40t/p80.102.133432.125632.1334325.3310280.79
352023.08.30 20:40t/p90.102.133432.125632.1334332.8110313.60
362023.10.09 18:00buy100.102.033350.000000.00000
372023.10.09 18:00modify100.102.033352.019352.04535
382023.10.10 09:02buy110.102.039510.000000.00000
392023.10.10 09:02modify110.102.039512.035752.04535
402023.10.10 09:02modify100.102.033352.035752.04535
412023.10.10 09:37buy120.102.040120.000000.00000
422023.10.10 09:37modify120.102.040122.038152.04535
432023.10.10 09:37modify110.102.039512.038152.04535
442023.10.10 09:37modify100.102.033352.038152.04535
452023.10.10 09:45s/l100.102.038152.038152.0453528.9210342.52
462023.10.10 09:45s/l110.102.038152.038152.04535-8.2810334.24
472023.10.10 09:45s/l120.102.038152.038152.04535-11.9910322.25
482023.10.25 19:00sell130.102.086270.000000.00000
492023.10.25 19:00modify130.102.086272.100272.07427
502023.10.27 08:25sell140.102.079640.000000.00000
512023.10.27 08:25modify140.102.079642.081472.07427
522023.10.27 08:25modify130.102.086272.081472.07427
532023.10.27 08:45s/l130.102.081472.081472.0742728.3310350.59
542023.10.27 08:45s/l140.102.081472.081472.07427-11.1410339.45
552023.10.31 23:00sell150.102.091890.000000.00000
562023.10.31 23:00modify150.102.091892.105892.07989
572023.11.01 09:25sell160.102.085750.000000.00000
582023.11.01 09:25modify160.102.085752.089492.07989
592023.11.01 09:25modify150.102.091892.089492.07989
602023.11.01 09:50sell170.102.085030.000000.00000
612023.11.01 09:50modify170.102.085032.087092.07989
622023.11.01 09:50modify160.102.085752.087092.07989
632023.11.01 09:50modify150.102.091892.087092.07989
642023.11.01 10:50sell180.102.084000.000000.00000
652023.11.01 10:50modify180.102.084002.087692.07989
662023.11.01 10:50modify170.102.085032.087692.07989
672023.11.01 10:50modify160.102.085752.087692.07989
682023.11.01 10:50modify150.102.091892.087692.07989
692023.11.01 12:50t/p150.102.079892.087692.0798972.8410412.29
702023.11.01 12:50t/p160.102.079892.087692.0798935.6810447.97
712023.11.01 12:50t/p170.102.079892.087692.0798931.3010479.27
722023.11.01 12:50t/p180.102.079892.087692.0798925.0210504.29
732023.11.07 20:00buy190.102.071610.000000.00000
742023.11.07 20:00modify190.102.071612.057612.08361
752023.11.08 18:20buy200.102.077680.000000.00000
762023.11.08 18:20modify200.102.077682.074012.08361
772023.11.08 18:20modify190.102.071612.074012.08361
782023.11.08 18:26buy210.102.078260.000000.00000
792023.11.08 18:26modify210.102.078262.076412.08361
802023.11.08 18:26modify200.102.077682.076412.08361
812023.11.08 18:26modify190.102.071612.076412.08361
822023.11.08 20:59buy220.102.079530.000000.00000
832023.11.08 20:59modify220.102.079532.075812.08361
842023.11.08 20:59modify210.102.078262.075812.08361
852023.11.08 20:59modify200.102.077682.075812.08361
862023.11.08 20:59modify190.102.071612.075812.08361
872023.11.08 22:00s/l190.102.075812.075812.0836125.2710529.56
882023.11.08 22:00s/l200.102.075812.075812.08361-11.3810518.18
892023.11.08 22:00s/l210.102.075812.075812.08361-14.9110503.27
902023.11.08 22:00s/l220.102.075812.075812.08361-22.6510480.62
912023.11.09 16:00buy230.102.065510.000000.00000
922023.11.09 16:00modify230.102.065512.051512.07751
932023.11.09 20:59buy240.102.071630.000000.00000
942023.11.09 20:59modify240.102.071632.067912.07751
952023.11.09 20:59modify230.102.065512.067912.07751
962023.11.09 21:10buy250.102.072200.000000.00000
972023.11.09 21:10modify250.102.072202.070312.07751
982023.11.09 21:10modify240.102.071632.070312.07751
992023.11.09 21:10modify230.102.065512.070312.07751
1002023.11.09 22:20buy260.102.073510.000000.00000
1012023.11.09 22:20modify260.102.073512.069712.07751
1022023.11.09 22:20modify250.102.072202.069712.07751
1032023.11.09 22:20modify240.102.071632.069712.07751
1042023.11.09 22:20modify230.102.065512.069712.07751
1052023.11.13 08:10t/p230.102.077512.069712.0775172.4510553.07
1062023.11.13 08:10t/p240.102.077512.069712.0775135.1910588.27
1072023.11.13 08:10t/p250.102.077512.069712.0775131.7210619.99
1082023.11.13 08:10t/p260.102.077512.069712.0775123.7510643.75
1092024.01.22 18:00sell270.102.085340.000000.00000
1102024.01.22 18:00modify270.102.085342.099342.07334
1112024.01.23 23:13sell280.102.079180.000000.00000
1122024.01.23 23:13modify280.102.079182.082942.07334
1132024.01.23 23:13modify270.102.085342.082942.07334
1142024.01.24 01:50sell290.102.078670.000000.00000
1152024.01.24 01:50modify290.102.078672.080542.07334
1162024.01.24 01:50modify280.102.079182.080542.07334
1172024.01.24 01:50modify270.102.085342.080542.07334
1182024.01.24 02:03s/l270.102.080542.080542.0733428.7810672.52
1192024.01.24 02:03s/l280.102.080542.080542.07334-8.5010664.02
1202024.01.24 02:03s/l290.102.080542.080542.07334-11.3910652.63
1212024.01.26 14:00sell300.102.085070.000000.00000
1222024.01.26 14:00modify300.102.085072.099072.07307
1232024.01.29 08:15sell310.102.078930.000000.00000
1242024.01.29 08:15modify310.102.078932.082672.07307
1252024.01.29 08:15modify300.102.085072.082672.07307
1262024.01.29 08:20sell320.102.078220.000000.00000
1272024.01.29 08:20modify320.102.078222.080272.07307
1282024.01.29 08:20modify310.102.078932.080272.07307
1292024.01.29 08:20modify300.102.085072.080272.07307
1302024.01.29 08:55sell330.102.077170.000000.00000
1312024.01.29 08:55modify330.102.077172.080872.07307
1322024.01.29 08:55modify320.102.078222.080872.07307
1332024.01.29 08:55modify310.102.078932.080872.07307
1342024.01.29 08:55modify300.102.085072.080872.07307
1352024.01.29 20:10t/p300.102.073072.080872.0730772.8410725.47
1362024.01.29 20:10t/p310.102.073072.080872.0730735.6810761.15
1372024.01.29 20:10t/p320.102.073072.080872.0730731.3510792.50
1382024.01.29 20:10t/p330.102.073072.080872.0730724.9610817.46
1392024.01.29 23:00buy340.102.072020.000000.00000
1402024.01.29 23:00modify340.102.072022.058022.08402
1412024.02.01 09:50buy350.102.078290.000000.00000
1422024.02.01 09:50modify350.102.078292.074422.08402
1432024.02.01 09:50modify340.102.072022.074422.08402
1442024.02.01 11:50s/l340.102.074422.074422.0840213.1210830.58
1452024.02.01 11:50s/l350.102.074422.074422.08402-23.5610807.02
1462024.02.13 19:00sell360.102.079740.000000.00000
1472024.02.13 19:00modify360.102.079742.093742.06774
1482024.02.14 05:16sell370.102.073480.000000.00000
1492024.02.14 05:16modify370.102.073482.077342.06774
1502024.02.14 05:16modify360.102.079742.077342.06774
1512024.02.14 06:36sell380.102.073040.000000.00000
1522024.02.14 06:36modify380.102.073042.074942.06774
1532024.02.14 06:36modify370.102.073482.074942.06774
1542024.02.14 06:36modify360.102.079742.074942.06774
1552024.02.14 06:59sell390.102.071750.000000.00000
1562024.02.14 06:59modify390.102.071752.075542.06774
1572024.02.14 06:59modify380.102.073042.075542.06774
1582024.02.14 06:59modify370.102.073482.075542.06774
1592024.02.14 06:59modify360.102.079742.075542.06774
1602024.02.14 07:20t/p360.102.067742.075542.0677472.8510879.87
1612024.02.14 07:20t/p370.102.067742.075542.0677434.9510914.82
1622024.02.14 07:20t/p380.102.067742.075542.0677432.2710947.09
1632024.02.14 07:20t/p390.102.067742.075542.0677424.4210971.51
1642024.02.15 15:00buy400.102.055780.000000.00000
1652024.02.15 15:00modify400.102.055782.041782.06778
1662024.02.15 17:40buy410.102.061950.000000.00000
1672024.02.15 17:40modify410.102.061952.058182.06778
1682024.02.15 17:40modify400.102.055782.058182.06778
1692024.02.15 17:50buy420.102.062670.000000.00000
1702024.02.15 17:50modify420.102.062672.060582.06778
1712024.02.15 17:50modify410.102.061952.060582.06778
1722024.02.15 17:50modify400.102.055782.060582.06778
1732024.02.15 18:16s/l400.102.060582.060582.0677829.2211000.73
1742024.02.15 18:16s/l410.102.060582.060582.06778-8.3410992.39
1752024.02.15 18:16s/l420.102.060582.060582.06778-12.7210979.67
1762024.02.19 15:00buy430.102.050210.000000.00000
1772024.02.19 15:00modify430.102.050212.036212.06221
1782024.02.26 08:07buy440.102.056820.000000.00000
1792024.02.26 08:07modify440.102.056822.055012.06221
1802024.02.26 08:07modify430.102.050212.055012.06221
1812024.02.26 08:15s/l430.102.055012.055012.0622127.1311006.80
1822024.02.26 08:15s/l440.102.055012.055012.06221-11.0110995.79
1832024.03.08 17:00sell450.102.079760.000000.00000
1842024.03.08 17:00modify450.102.079762.093762.06776
1852024.03.11 21:07sell460.102.073570.000000.00000
1862024.03.11 21:07modify460.102.073572.077362.06776
1872024.03.11 21:07modify450.102.079762.077362.06776
1882024.03.11 22:20s/l450.102.077362.077362.0677614.3911010.18
1892024.03.11 22:20s/l460.102.077362.077362.06776-23.0810987.10
1902024.04.08 13:00buy470.102.096920.000000.00000
1912024.04.08 13:00modify470.102.096922.082922.10892
1922024.04.15 10:45buy480.102.102940.000000.00000
1932024.04.15 10:45modify480.102.102942.099322.10892
1942024.04.15 10:45modify470.102.096922.099322.10892
1952024.04.15 12:50buy490.102.103610.000000.00000
1962024.04.15 12:50modify490.102.103612.101722.10892
1972024.04.15 12:50modify480.102.102942.101722.10892
1982024.04.15 12:50modify470.102.096922.101722.10892
1992024.04.15 14:43buy500.102.104910.000000.00000
2002024.04.15 14:43modify500.102.104912.101122.10892
2012024.04.15 14:43modify490.102.103612.101122.10892
2022024.04.15 14:43modify480.102.102942.101122.10892
2032024.04.15 14:43modify470.102.096922.101122.10892
2042024.04.15 20:15t/p470.102.108922.101122.1089270.9611058.07
2052024.04.15 20:15t/p480.102.108922.101122.1089236.4011094.47
2062024.04.15 20:15t/p490.102.108922.101122.1089232.3311126.80
2072024.04.15 20:15t/p500.102.108922.101122.1089224.4111151.21
2082024.06.12 15:00buy510.102.066440.000000.00000
2092024.06.12 15:00modify510.102.066442.052442.07844
2102024.06.13 01:50buy520.102.072570.000000.00000
2112024.06.13 01:50modify520.102.072572.068842.07844
2122024.06.13 01:50modify510.102.066442.068842.07844
2132024.06.13 06:32buy530.102.073050.000000.00000
2142024.06.13 06:32modify530.102.073052.071242.07844
2152024.06.13 06:32modify520.102.072572.071242.07844
2162024.06.13 06:32modify510.102.066442.071242.07844
2172024.06.13 06:50s/l510.102.071242.071242.0784428.3311179.53
2182024.06.13 06:50s/l520.102.071242.071242.07844-8.1011171.43
2192024.06.13 06:50s/l530.102.071242.071242.07844-11.0211160.41
2202024.06.28 17:00buy540.102.074390.000000.00000
2212024.06.28 17:00modify540.102.074392.060392.08639
2222024.06.28 20:43t/p540.102.086392.060392.0863973.0411233.45