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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=40; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 modelled79333Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread60
Total net profit1094.01Gross profit1439.04Gross loss-345.03
Profit factor4.17Expected payoff17.65
Absolute drawdown93.94Maximal drawdown165.59 (1.50%)Relative drawdown1.50% (165.59)
Total trades62Short positions (won %)30 (56.67%)Long positions (won %)32 (50.00%)
Profit trades (% of total)33 (53.23%)Loss trades (% of total)29 (46.77%)
Largestprofit trade91.22loss trade-79.93
Averageprofit trade43.61loss trade-11.90
Maximumconsecutive wins (profit in money)9 (496.96)consecutive losses (loss in money)3 (-99.56)
Maximalconsecutive profit (count of wins)496.96 (9)consecutive loss (count of losses)-99.56 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.11 12:00sell10.102.088390.000000.00000
22023.07.11 12:00modify10.102.088392.101392.07339
32023.07.12 00:55sell20.102.082360.000000.00000
42023.07.12 00:55modify20.102.082362.083892.07339
52023.07.12 00:55modify10.102.088392.083892.07339
62023.07.12 01:35sell30.102.082860.000000.00000
72023.07.12 01:35modify30.102.082862.086892.07339
82023.07.12 01:40s/l10.102.083892.083892.0733927.1510027.15
92023.07.12 01:40s/l20.102.083892.083892.07339-9.3010017.85
102023.07.12 01:40close30.102.084562.086892.07339-10.3310007.52
112023.07.12 16:00buy40.102.065230.000000.00000
122023.07.12 16:00modify40.102.065232.052232.08023
132023.07.13 05:40s/l40.102.052232.052232.08023-79.939927.58
142023.07.18 12:00sell50.102.086290.000000.00000
152023.07.18 12:00modify50.102.086292.099292.07129
162023.07.18 13:40sell60.102.080890.000000.00000
172023.07.18 13:40modify60.102.080892.084792.07129
182023.07.18 13:40modify50.102.086292.084792.07129
192023.07.18 16:35sell70.102.075680.000000.00000
202023.07.18 16:35modify70.102.075682.081042.07129
212023.07.18 16:35modify60.102.080892.081042.07129
222023.07.18 16:35modify50.102.086292.081042.07129
232023.07.18 22:30t/p50.102.071292.081042.0712991.2210018.80
242023.07.18 22:30t/p60.102.071292.081042.0712958.3810077.18
252023.07.18 22:30t/p70.102.071292.081042.0712926.6910103.87
262023.07.20 04:00buy80.102.054740.000000.00000
272023.07.20 04:00modify80.102.054742.041742.06974
282023.07.20 13:50buy90.102.060080.000000.00000
292023.07.20 13:50modify90.102.060082.056242.06974
302023.07.20 13:50modify80.102.054742.056242.06974
312023.07.20 14:50buy100.102.065270.000000.00000
322023.07.20 14:50modify100.102.065272.059992.06974
332023.07.20 14:50modify90.102.060082.059992.06974
342023.07.20 14:50modify80.102.054742.059992.06974
352023.07.21 01:40t/p80.102.069742.059992.0697490.9010194.78
362023.07.21 01:40t/p90.102.069742.059992.0697458.4310253.21
372023.07.21 01:40t/p100.102.069742.059992.0697426.8810280.09
382023.07.21 16:00sell110.102.080710.000000.00000
392023.07.21 16:00modify110.102.080712.093712.06571
402023.07.24 09:45sell120.102.070000.000000.00000
412023.07.24 09:45modify120.102.070002.075462.06571
422023.07.24 09:45modify110.102.080712.075462.06571
432023.07.24 14:33t/p110.102.065712.075462.0657191.0010371.09
442023.07.24 14:33t/p120.102.065712.075462.0657126.0910397.18
452023.08.02 04:00sell130.102.091010.000000.00000
462023.08.02 04:00modify130.102.091012.104012.07601
472023.08.02 13:55sell140.102.084810.000000.00000
482023.08.02 13:55modify140.102.084812.086512.07601
492023.08.02 13:55modify130.102.091012.086512.07601
502023.08.02 14:20s/l130.102.086512.086512.0760127.3710424.55
512023.08.02 14:20s/l140.102.086512.086512.07601-10.3310414.22
522023.08.11 16:00sell150.102.122200.000000.00000
532023.08.11 16:00modify150.102.122202.135202.10720
542023.08.13 21:43sell160.102.116920.000000.00000
552023.08.13 21:43modify160.102.116922.120702.10720
562023.08.13 21:43modify150.102.122202.120702.10720
572023.08.13 22:00s/l150.102.120702.120702.107209.1210423.34
582023.08.13 22:00s/l160.102.120702.120702.10720-22.9810400.36
592023.08.17 04:00sell170.102.151830.000000.00000
602023.08.17 04:00modify170.102.151832.164832.13683
612023.08.17 08:30sell180.102.145750.000000.00000
622023.08.17 08:30modify180.102.145752.147332.13683
632023.08.17 08:30modify170.102.151832.147332.13683
642023.08.17 09:55sell190.102.141290.000000.00000
652023.08.17 09:55modify190.102.141292.146582.13683
662023.08.17 09:55modify180.102.145752.146582.13683
672023.08.17 09:55modify170.102.151832.146582.13683
682023.08.17 12:40s/l170.102.146582.146582.1368331.9210432.28
692023.08.17 12:40s/l180.102.146582.146582.13683-5.0510427.23
702023.08.17 12:40s/l190.102.146582.146582.13683-32.1710395.06
712023.08.23 12:00buy200.102.129270.000000.00000
722023.08.23 12:00modify200.102.129272.116272.14427
732023.08.24 07:40buy210.102.134610.000000.00000
742023.08.24 07:40modify210.102.134612.130772.14427
752023.08.24 07:40modify200.102.129272.130772.14427
762023.08.24 11:05buy220.102.135380.000000.00000
772023.08.24 11:05modify220.102.135382.133772.14427
782023.08.24 11:05modify210.102.134612.133772.14427
792023.08.24 11:05modify200.102.129272.133772.14427
802023.08.24 11:30s/l200.102.133772.133772.1442726.4710421.53
812023.08.24 11:30s/l210.102.133772.133772.14427-5.1110416.42
822023.08.24 11:30s/l220.102.133772.133772.14427-9.7910406.63
832023.09.05 08:00sell230.102.135590.000000.00000
842023.09.05 08:00modify230.102.135592.148592.12059
852023.09.06 10:30sell240.102.129550.000000.00000
862023.09.06 10:30modify240.102.129552.131092.12059
872023.09.06 10:30modify230.102.135592.131092.12059
882023.09.06 11:20s/l230.102.131092.131092.1205927.1410433.76
892023.09.06 11:20s/l240.102.131092.131092.12059-9.3710424.39
902023.09.22 12:00buy250.102.052740.000000.00000
912023.09.22 12:00modify250.102.052742.039742.06774
922023.09.25 02:40buy260.102.058130.000000.00000
932023.09.25 02:40modify260.102.058132.054242.06774
942023.09.25 02:40modify250.102.052742.054242.06774
952023.09.25 04:15buy270.102.058820.000000.00000
962023.09.25 04:15modify270.102.058822.057242.06774
972023.09.25 04:15modify260.102.058132.057242.06774
982023.09.25 04:15modify250.102.052742.057242.06774
992023.09.25 04:30s/l250.102.057242.057242.0677427.0610451.46
1002023.09.25 04:30s/l260.102.057242.057242.06774-5.4110446.05
1012023.09.25 04:30s/l270.102.057242.057242.06774-9.6110436.44
1022023.11.02 12:00buy280.102.068450.000000.00000
1032023.11.02 12:00modify280.102.068452.055452.08345
1042023.11.06 10:20buy290.102.074470.000000.00000
1052023.11.06 10:20modify290.102.074472.072952.08345
1062023.11.06 10:20modify280.102.068452.072952.08345
1072023.11.06 15:30s/l280.102.072952.072952.0834526.7610463.20
1082023.11.06 15:30s/l290.102.072952.072952.08345-9.2410453.96
1092023.11.15 08:00buy300.102.067160.000000.00000
1102023.11.15 08:00modify300.102.067162.054162.08216
1112023.11.16 01:30buy310.102.072610.000000.00000
1122023.11.16 01:30modify310.102.072612.068662.08216
1132023.11.16 01:30modify300.102.067162.068662.08216
1142023.11.16 02:20buy320.102.073350.000000.00000
1152023.11.16 02:20modify320.102.073352.071662.08216
1162023.11.16 02:20modify310.102.072612.071662.08216
1172023.11.16 02:20modify300.102.067162.071662.08216
1182023.11.16 03:30s/l300.102.071662.071662.0821626.4710480.43
1192023.11.16 03:30s/l310.102.071662.071662.08216-5.7710474.66
1202023.11.16 03:30s/l320.102.071662.071662.08216-10.2710464.39
1212023.11.29 04:00buy330.102.053550.000000.00000
1222023.11.29 04:00modify330.102.053552.040552.06855
1232023.11.29 08:45buy340.102.058980.000000.00000
1242023.11.29 08:45modify340.102.058982.055052.06855
1252023.11.29 08:45modify330.102.053552.055052.06855
1262023.11.29 08:55buy350.102.059710.000000.00000
1272023.11.29 08:55modify350.102.059712.058052.06855
1282023.11.29 08:55modify340.102.058982.058052.06855
1292023.11.29 08:55modify330.102.053552.058052.06855
1302023.11.29 09:15s/l330.102.058052.058052.0685527.3710491.76
1312023.11.29 09:15s/l340.102.058052.058052.06855-5.6510486.11
1322023.11.29 09:15s/l350.102.058052.058052.06855-10.0910476.02
1332023.12.14 04:00buy360.102.027290.000000.00000
1342023.12.14 04:00modify360.102.027292.014292.04229
1352023.12.14 12:20t/p360.102.042292.014292.0422991.2010567.22
1362023.12.18 12:00buy370.102.030930.000000.00000
1372023.12.18 12:00modify370.102.030932.017932.04593
1382023.12.18 14:40buy380.102.036190.000000.00000
1392023.12.18 14:40modify380.102.036192.032432.04593
1402023.12.18 14:40modify370.102.030932.032432.04593
1412023.12.18 15:30buy390.102.037030.000000.00000
1422023.12.18 15:30modify390.102.037032.035432.04593
1432023.12.18 15:30modify380.102.036192.035432.04593
1442023.12.18 15:30modify370.102.030932.035432.04593
1452023.12.18 16:40s/l370.102.035432.035432.0459327.3610594.58
1462023.12.18 16:40s/l380.102.035432.035432.04593-4.6210589.96
1472023.12.18 16:40s/l390.102.035432.035432.04593-9.7310580.23
1482023.12.20 08:00buy400.102.016120.000000.00000
1492023.12.20 08:00modify400.102.016122.003122.03112
1502023.12.20 21:20buy410.102.021490.000000.00000
1512023.12.20 21:20modify410.102.021492.017622.03112
1522023.12.20 21:20modify400.102.016122.017622.03112
1532023.12.20 22:20buy420.102.022370.000000.00000
1542023.12.20 22:20modify420.102.022372.020622.03112
1552023.12.20 22:20modify410.102.021492.020622.03112
1562023.12.20 22:20modify400.102.016122.020622.03112
1572023.12.20 23:40s/l400.102.020622.020622.0311227.3610607.59
1582023.12.20 23:40s/l410.102.020622.020622.03112-5.2910602.30
1592023.12.20 23:40s/l420.102.020622.020622.03112-10.6410591.66
1602024.01.17 16:00sell430.102.076660.000000.00000
1612024.01.17 16:00modify430.102.076662.089662.06166
1622024.01.17 22:00sell440.102.070570.000000.00000
1632024.01.17 22:00modify440.102.070572.072162.06166
1642024.01.17 22:00modify430.102.076662.072162.06166
1652024.01.17 22:30s/l430.102.072162.072162.0616627.3610619.02
1662024.01.17 22:30s/l440.102.072162.072162.06166-9.6710609.35
1672024.02.13 16:00sell450.102.078760.000000.00000
1682024.02.13 16:00modify450.102.078762.091762.06376
1692024.02.14 05:33sell460.102.073430.000000.00000
1702024.02.14 05:33modify460.102.073432.077262.06376
1712024.02.14 05:33modify450.102.078762.077262.06376
1722024.02.14 06:40sell470.102.072590.000000.00000
1732024.02.14 06:40modify470.102.072592.074262.06376
1742024.02.14 06:40modify460.102.073432.074262.06376
1752024.02.14 06:40modify450.102.078762.074262.06376
1762024.02.14 09:40t/p450.102.063762.074262.0637691.0010700.35
1772024.02.14 09:40t/p460.102.063762.074262.0637658.8110759.16
1782024.02.14 09:40t/p470.102.063762.074262.0637653.7010812.86
1792024.02.28 04:00sell480.102.073950.000000.00000
1802024.02.28 04:00modify480.102.073952.086952.05895
1812024.03.01 15:50sell490.102.067900.000000.00000
1822024.03.01 15:50modify490.102.067902.069452.05895
1832024.03.01 15:50modify480.102.073952.069452.05895
1842024.03.01 15:55s/l480.102.069452.069452.0589526.4710839.33
1852024.03.01 15:55s/l490.102.069452.069452.05895-9.4310829.90
1862024.04.22 12:00buy500.102.085140.000000.00000
1872024.04.22 12:00modify500.102.085142.072142.10014
1882024.04.23 07:20buy510.102.090560.000000.00000
1892024.04.23 07:20modify510.102.090562.086642.10014
1902024.04.23 07:20modify500.102.085142.086642.10014
1912024.04.23 10:55buy520.102.091300.000000.00000
1922024.04.23 10:55modify520.102.091302.089642.10014
1932024.04.23 10:55modify510.102.090562.089642.10014
1942024.04.23 10:55modify500.102.085142.089642.10014
1952024.04.23 12:55buy530.102.095850.000000.00000
1962024.04.23 12:55modify530.102.095852.090392.10014
1972024.04.23 12:55modify520.102.091302.090392.10014
1982024.04.23 12:55modify510.102.090562.090392.10014
1992024.04.23 12:55modify500.102.085142.090392.10014
2002024.04.24 19:05t/p500.102.100142.090392.1001490.6010920.50
2012024.04.24 19:05t/p510.102.100142.090392.1001457.9510978.46
2022024.04.24 19:05t/p520.102.100142.090392.1001453.4511031.91
2032024.04.24 19:05t/p530.102.100142.090392.1001425.7811057.69
2042024.05.01 00:00sell540.102.124620.000000.00000
2052024.05.01 00:00modify540.102.124622.137622.10962
2062024.05.01 03:59sell550.102.119230.000000.00000
2072024.05.01 03:59modify550.102.119232.123122.10962
2082024.05.01 03:59modify540.102.124622.123122.10962
2092024.05.01 04:06sell560.102.118550.000000.00000
2102024.05.01 04:06modify560.102.118552.120122.10962
2112024.05.01 04:06modify550.102.119232.120122.10962
2122024.05.01 04:06modify540.102.124622.120122.10962
2132024.05.01 04:53s/l540.102.120122.120122.1096227.3611085.05
2142024.05.01 04:53s/l550.102.120122.120122.10962-5.4211079.63
2152024.05.01 04:53s/l560.102.120122.120122.10962-9.5511070.08
2162024.05.03 16:00buy570.102.085100.000000.00000
2172024.05.03 16:00modify570.102.085102.072102.10010
2182024.05.06 00:50buy580.102.090520.000000.00000
2192024.05.06 00:50modify580.102.090522.086602.10010
2202024.05.06 00:50modify570.102.085102.086602.10010
2212024.05.06 03:50buy590.102.091230.000000.00000
2222024.05.06 03:50modify590.102.091232.089602.10010
2232024.05.06 03:50modify580.102.090522.089602.10010
2242024.05.06 03:50modify570.102.085102.089602.10010
2252024.05.06 05:40s/l570.102.089602.089602.1001027.0611097.14
2262024.05.06 05:40s/l580.102.089602.089602.10010-5.5911091.55
2272024.05.06 05:40s/l590.102.089602.089602.10010-9.9111081.64
2282024.06.07 16:00sell600.102.082120.000000.00000
2292024.06.07 16:00modify600.102.082122.095122.06712
2302024.06.10 20:53sell610.102.076800.000000.00000
2312024.06.10 20:53modify610.102.076802.080622.06712
2322024.06.10 20:53modify600.102.082122.080622.06712
2332024.06.10 21:20sell620.102.076010.000000.00000
2342024.06.10 21:20modify620.102.076012.077622.06712
2352024.06.10 21:20modify610.102.076802.077622.06712
2362024.06.10 21:20modify600.102.082122.077622.06712
2372024.06.10 23:40s/l600.102.077622.077622.0671227.1511108.79
2382024.06.10 23:40s/l610.102.077622.077622.06712-4.9911103.80
2392024.06.10 23:40s/l620.102.077622.077622.06712-9.7911094.01