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=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; 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=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; 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 modelled79332Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit744.35Gross profit953.50Gross loss-209.15
Profit factor4.56Expected payoff27.57
Absolute drawdown18.36Maximal drawdown130.27 (1.27%)Relative drawdown1.27% (130.27)
Total trades27Short positions (won %)13 (84.62%)Long positions (won %)14 (50.00%)
Profit trades (% of total)18 (66.67%)Loss trades (% of total)9 (33.33%)
Largestprofit trade91.11loss trade-94.30
Averageprofit trade52.97loss trade-23.24
Maximumconsecutive wins (profit in money)5 (260.48)consecutive losses (loss in money)2 (-29.70)
Maximalconsecutive profit (count of wins)260.48 (5)consecutive loss (count of losses)-94.30 (1)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.11 16:00sell10.102.087290.000000.00000
22023.07.11 16:00modify10.102.087292.102292.07229
32023.07.12 12:30sell20.102.080540.000000.00000
42023.07.12 12:30modify20.102.080542.084292.07229
52023.07.12 12:30sell30.102.080540.000000.00000
62023.07.12 12:30modify30.102.080542.082792.07229
72023.07.12 12:30modify10.102.087292.082792.07229
82023.07.12 12:35modify20.102.080542.082792.07229
92023.07.12 13:40t/p10.102.072292.082792.0722991.1110091.11
102023.07.12 13:40t/p20.102.072292.082792.0722950.2310141.34
112023.07.12 13:40t/p30.102.072292.082792.0722950.2310191.57
122023.08.23 20:00buy40.102.129510.000000.00000
132023.08.23 20:00modify40.102.129512.114512.14451
142023.08.30 20:40buy50.102.136450.000000.00000
152023.08.30 20:40modify50.102.136452.132512.14451
162023.08.30 20:40buy60.102.136450.000000.00000
172023.08.30 20:40modify60.102.136452.134012.14451
182023.08.30 20:40modify40.102.129512.134012.14451
192023.08.30 20:45modify50.102.136452.134012.14451
202023.08.30 20:55s/l40.102.134012.134012.1445125.3110216.88
212023.08.30 20:55s/l50.102.134012.134012.14451-14.8510202.03
222023.08.30 20:55s/l60.102.134012.134012.14451-14.8510187.18
232023.09.05 16:00sell70.102.138650.000000.00000
242023.09.05 16:00modify70.102.138652.153652.12365
252023.09.06 15:55sell80.102.127920.000000.00000
262023.09.06 15:55modify80.102.127922.133402.12365
272023.09.06 15:55modify70.102.138652.133402.12365
282023.09.07 06:20t/p70.102.123652.133402.1236590.4410277.63
292023.09.07 06:20t/p80.102.123652.133402.1236525.3410302.96
302023.10.23 20:00sell90.102.093550.000000.00000
312023.10.23 20:00modify90.102.093552.108552.07855
322023.10.24 14:46sell100.102.082950.000000.00000
332023.10.24 14:46modify100.102.082952.088302.07855
342023.10.24 14:46modify90.102.093552.088302.07855
352023.10.24 21:40t/p90.102.078552.088302.0785591.1110394.07
362023.10.24 21:40t/p100.102.078552.088302.0785526.7910420.86
372023.11.02 16:00buy110.102.069080.000000.00000
382023.11.02 16:00modify110.102.069082.054082.08408
392023.11.06 14:30buy120.102.075930.000000.00000
402023.11.06 14:30modify120.102.075932.072082.08408
412023.11.06 14:30buy130.102.075930.000000.00000
422023.11.06 14:30modify130.102.075932.073582.08408
432023.11.06 14:30modify110.102.069082.073582.08408
442023.11.06 14:35modify120.102.075932.073582.08408
452023.11.06 15:20s/l110.102.073582.073582.0840826.8010447.67
462023.11.06 15:20s/l120.102.073582.073582.08408-14.3010433.37
472023.11.06 15:20s/l130.102.073582.073582.08408-14.3010419.07
482023.11.14 12:00sell140.102.093510.000000.00000
492023.11.14 12:00modify140.102.093512.108512.07851
502023.11.15 01:40t/p140.102.078512.108512.0785191.1110510.17
512024.02.13 20:00sell150.102.078190.000000.00000
522024.02.13 20:00modify150.102.078192.093192.06319
532024.02.14 07:30sell160.102.067560.000000.00000
542024.02.14 07:30modify160.102.067562.072942.06319
552024.02.14 07:30modify150.102.078192.072942.06319
562024.02.14 09:40t/p150.102.063192.072942.0631991.1110601.28
572024.02.14 09:40t/p160.102.063192.072942.0631926.6110627.89
582024.03.07 12:00buy170.102.071490.000000.00000
592024.03.07 12:00modify170.102.071492.056492.08649
602024.03.08 13:15buy180.102.078330.000000.00000
612024.03.08 13:15modify180.102.078332.074492.08649
622024.03.08 13:15buy190.102.078330.000000.00000
632024.03.08 13:15modify190.102.078332.075992.08649
642024.03.08 13:15modify170.102.071492.075992.08649
652024.03.08 13:20s/l170.102.075992.075992.0864927.0910654.99
662024.03.08 13:20s/l190.102.075992.075992.08649-14.2410640.75
672024.03.08 13:20close180.102.075902.074492.08649-14.7910625.96
682024.03.19 20:00sell200.102.101090.000000.00000
692024.03.19 20:00modify200.102.101092.116092.08609
702024.03.21 16:40sell210.102.094330.000000.00000
712024.03.21 16:40modify210.102.094332.098092.08609
722024.03.21 16:40sell220.102.094330.000000.00000
732024.03.21 16:40modify220.102.094332.096592.08609
742024.03.21 16:40modify200.102.101092.096592.08609
752024.03.21 16:45modify210.102.094332.096592.08609
762024.03.21 17:15s/l200.102.096592.096592.0860926.5110652.47
772024.03.21 17:15s/l210.102.096592.096592.08609-13.7610638.71
782024.03.21 17:15s/l220.102.096592.096592.08609-13.7610624.95
792024.04.04 16:00buy230.102.097560.000000.00000
802024.04.04 16:00modify230.102.097562.082562.11256
812024.04.15 14:45buy240.102.104380.000000.00000
822024.04.15 14:45modify240.102.104382.100562.11256
832024.04.15 14:45buy250.102.104380.000000.00000
842024.04.15 14:45modify250.102.104382.102062.11256
852024.04.15 14:45modify230.102.097562.102062.11256
862024.04.15 14:50modify240.102.104382.102062.11256
872024.04.15 21:50buy260.102.108180.000000.00000
882024.04.15 21:50modify260.102.108182.102812.11256
892024.04.15 21:50modify250.102.104382.102812.11256
902024.04.15 21:50modify240.102.104382.102812.11256
912024.04.15 21:50modify230.102.097562.102812.11256
922024.04.16 01:40t/p230.102.112562.102812.1125688.3310713.28
932024.04.16 01:40t/p240.102.112562.102812.1125649.5010762.78
942024.04.16 01:40t/p250.102.112562.102812.1125649.5010812.28
952024.04.16 01:40t/p260.102.112562.102812.1125626.3610838.65
962024.05.03 20:00buy270.102.087150.000000.00000
972024.05.03 20:00modify270.102.087152.072152.10215
982024.05.15 17:06s/l270.102.072152.072152.10215-94.3010744.35