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 20:59 (2023.07.01 - 2024.07.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=11; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; 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 test7191Ticks modelled13381Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit553.89Gross profit855.75Gross loss-301.86
Profit factor2.83Expected payoff22.16
Absolute drawdown77.04Maximal drawdown169.30 (1.59%)Relative drawdown1.59% (169.30)
Total trades25Short positions (won %)12 (58.33%)Long positions (won %)13 (76.92%)
Profit trades (% of total)17 (68.00%)Loss trades (% of total)8 (32.00%)
Largestprofit trade85.03loss trade-92.45
Averageprofit trade50.34loss trade-37.73
Maximumconsecutive wins (profit in money)8 (552.01)consecutive losses (loss in money)2 (-35.73)
Maximalconsecutive profit (count of wins)552.01 (8)consecutive loss (count of losses)-92.45 (1)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.11 14:00sell10.102.090360.000000.00000
22023.07.11 14:00modify10.102.090362.105362.07636
32023.07.12 01:00sell20.102.082380.000000.00000
42023.07.12 01:00modify20.102.082382.086862.07636
52023.07.12 01:00modify10.102.090362.086862.07636
62023.07.12 03:00s/l10.102.086862.086862.0763621.0910021.09
72023.07.12 03:00s/l20.102.086862.086862.07636-27.289993.81
82023.07.12 18:00buy30.102.060520.000000.00000
92023.07.12 18:00modify30.102.060522.045522.07452
102023.07.17 20:00buy40.102.065480.000000.00000
112023.07.17 20:00modify40.102.065482.062622.07452
122023.07.17 20:00modify30.102.060522.062622.07452
132023.07.18 00:00buy50.102.068380.000000.00000
142023.07.18 00:00modify50.102.068382.064022.07452
152023.07.18 00:00modify40.102.065482.064022.07452
162023.07.18 00:00modify30.102.060522.064022.07452
172023.07.18 02:00s/l30.102.064022.064022.0745219.5210013.33
182023.07.18 02:00s/l40.102.064022.064022.07452-9.1910004.14
192023.07.18 02:00s/l50.102.064022.064022.07452-26.549977.60
202023.07.21 20:00sell60.102.083390.000000.00000
212023.07.21 20:00modify60.102.083392.098392.06939
222023.07.24 09:00t/p60.102.069392.098392.0693985.0310062.63
232023.07.31 19:00buy70.102.065820.000000.00000
242023.07.31 19:00modify70.102.065822.050822.07982
252023.08.01 03:00buy80.102.070800.000000.00000
262023.08.01 03:00modify80.102.070802.067922.07982
272023.08.01 03:00modify70.102.065822.067922.07982
282023.08.01 08:00t/p70.102.079822.067922.0798284.9310147.56
292023.08.01 08:00t/p80.102.079822.067922.0798254.9110202.47
302023.11.13 15:00sell90.102.083940.000000.00000
312023.11.13 15:00modify90.102.083942.098942.06994
322023.11.15 08:00t/p90.102.069942.098942.0699484.8110287.28
332023.11.15 18:00buy100.102.060860.000000.00000
342023.11.15 18:00modify100.102.060862.045862.07486
352023.11.16 03:00t/p100.102.074862.045862.0748684.3510371.63
362023.12.20 12:00buy110.102.011830.000000.00000
372023.12.20 12:00modify110.102.011831.996832.02583
382023.12.20 18:00buy120.102.016850.000000.00000
392023.12.20 18:00modify120.102.016852.013932.02583
402023.12.20 18:00modify110.102.011832.013932.02583
412023.12.21 03:00buy130.102.022570.000000.00000
422023.12.21 03:00modify130.102.022572.017432.02583
432023.12.21 03:00modify120.102.016852.017432.02583
442023.12.21 03:00modify110.102.011832.017432.02583
452023.12.21 08:00t/p110.102.025832.017432.0258384.3510455.97
462023.12.21 08:00t/p120.102.025832.017432.0258353.7910509.76
472023.12.21 08:00t/p130.102.025832.017432.0258319.8510529.61
482024.01.17 16:00sell140.102.076660.000000.00000
492024.01.17 16:00modify140.102.076662.091662.06266
502024.01.22 21:00s/l140.102.091662.091662.06266-92.4510437.16
512024.02.13 14:00sell150.102.077390.000000.00000
522024.02.13 14:00modify150.102.077392.092392.06339
532024.02.14 10:00t/p150.102.063392.092392.0633985.0310522.19
542024.03.15 20:00sell160.102.093360.000000.00000
552024.03.15 20:00modify160.102.093362.108362.07936
562024.03.18 04:00sell170.102.088380.000000.00000
572024.03.18 04:00modify170.102.088382.091262.07936
582024.03.18 04:00modify160.102.093362.091262.07936
592024.03.18 07:00s/l160.102.091262.091262.0793612.5710534.76
602024.03.18 07:00s/l170.102.091262.091262.07936-17.5410517.22
612024.03.28 13:00sell180.102.116100.000000.00000
622024.03.28 13:00modify180.102.116102.131102.10210
632024.03.29 17:00sell190.102.111080.000000.00000
642024.03.29 17:00modify190.102.111082.114002.10210
652024.03.29 17:00modify180.102.116102.114002.10210
662024.04.01 15:00s/l180.102.114002.114002.1021012.3410529.56
672024.04.01 15:00s/l190.102.114002.114002.10210-18.0010511.56
682024.04.22 12:00buy200.102.085140.000000.00000
692024.04.22 12:00modify200.102.085142.070142.09914
702024.04.23 08:00buy210.102.092990.000000.00000
712024.04.23 08:00modify210.102.092992.088642.09914
722024.04.23 08:00modify200.102.085142.088642.09914
732024.04.23 15:00buy220.102.095810.000000.00000
742024.04.23 15:00modify220.102.095812.090742.09914
752024.04.23 15:00modify210.102.092992.090742.09914
762024.04.23 15:00modify200.102.085142.090742.09914
772024.04.24 14:00t/p200.102.099142.090742.0991484.6310596.19
782024.04.24 14:00t/p210.102.099142.090742.0991437.1410633.33
792024.04.24 14:00t/p220.102.099142.090742.0991419.9710653.30
802024.05.02 19:00buy230.102.101580.000000.00000
812024.05.02 19:00modify230.102.101582.086582.11558
822024.05.03 14:00s/l230.102.086582.086582.11558-91.6210561.69
832024.06.07 13:00sell240.102.074790.000000.00000
842024.06.07 13:00modify240.102.074792.089792.06079
852024.06.12 13:00sell250.102.069640.000000.00000
862024.06.12 13:00modify250.102.069642.072692.06079
872024.06.12 13:00modify240.102.074792.072692.06079
882024.06.13 03:00s/l240.102.072692.072692.0607911.4510573.14
892024.06.13 03:00s/l250.102.072692.072692.06079-19.2410553.89