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=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 modelled157321Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1108.35Gross profit1351.42Gross loss-243.07
Profit factor5.56Expected payoff27.71
Absolute drawdown80.35Maximal drawdown176.17 (1.57%)Relative drawdown1.57% (176.17)
Total trades40Short positions (won %)22 (72.73%)Long positions (won %)18 (83.33%)
Profit trades (% of total)31 (77.50%)Loss trades (% of total)9 (22.50%)
Largestprofit trade85.03loss trade-91.62
Averageprofit trade43.59loss trade-27.01
Maximumconsecutive wins (profit in money)19 (905.72)consecutive losses (loss in money)2 (-35.25)
Maximalconsecutive profit (count of wins)905.72 (19)consecutive loss (count of losses)-91.62 (1)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.11 14:00sell10.102.090360.000000.00000
22023.07.11 14:00modify10.102.090362.105362.07636
32023.07.11 14:50sell20.102.085420.000000.00000
42023.07.11 14:50modify20.102.085422.088262.07636
52023.07.11 14:50modify10.102.090362.088262.07636
62023.07.11 15:20s/l10.102.088262.088262.0763612.7810012.78
72023.07.11 15:20s/l20.102.088262.088262.07636-17.309995.48
82023.07.12 18:00buy30.102.060520.000000.00000
92023.07.12 18:00modify30.102.060522.045522.07452
102023.07.17 09:15buy40.102.065490.000000.00000
112023.07.17 09:15modify40.102.065492.062622.07452
122023.07.17 09:15modify30.102.060522.062622.07452
132023.07.17 20:23buy50.102.068340.000000.00000
142023.07.17 20:23modify50.102.068342.064022.07452
152023.07.17 20:23modify40.102.065492.064022.07452
162023.07.17 20:23modify30.102.060522.064022.07452
172023.07.17 21:20s/l30.102.064022.064022.0745219.8210015.30
182023.07.17 21:20s/l40.102.064022.064022.07452-8.9510006.35
192023.07.17 21:20s/l50.102.064022.064022.07452-26.309980.05
202023.07.21 20:00sell60.102.083390.000000.00000
212023.07.21 20:00modify60.102.083392.098392.06939
222023.07.24 07:25sell70.102.078400.000000.00000
232023.07.24 07:25modify70.102.078402.081292.06939
242023.07.24 07:25modify60.102.083392.081292.06939
252023.07.24 07:45sell80.102.075610.000000.00000
262023.07.24 07:45modify80.102.075612.079892.06939
272023.07.24 07:45modify70.102.078402.079892.06939
282023.07.24 07:45modify60.102.083392.079892.06939
292023.07.24 08:02sell90.102.072810.000000.00000
302023.07.24 08:02modify90.102.072812.077792.06939
312023.07.24 08:02modify80.102.075612.077792.06939
322023.07.24 08:02modify70.102.078402.077792.06939
332023.07.24 08:02modify60.102.083392.077792.06939
342023.07.24 08:46t/p60.102.069392.077792.0693985.0210065.07
352023.07.24 08:46t/p70.102.069392.077792.0693954.8610119.93
362023.07.24 08:46t/p80.102.069392.077792.0693937.8710157.80
372023.07.24 08:46t/p90.102.069392.077792.0693920.8210178.62
382023.07.31 19:00buy100.102.065820.000000.00000
392023.07.31 19:00modify100.102.065822.050822.07982
402023.08.01 02:59buy110.102.070830.000000.00000
412023.08.01 02:59modify110.102.070832.067922.07982
422023.08.01 02:59modify100.102.065822.067922.07982
432023.08.01 05:07buy120.102.073610.000000.00000
442023.08.01 05:07modify120.102.073612.069322.07982
452023.08.01 05:07modify110.102.070832.069322.07982
462023.08.01 05:07modify100.102.065822.069322.07982
472023.08.01 07:15buy130.102.076480.000000.00000
482023.08.01 07:15modify130.102.076482.071422.07982
492023.08.01 07:15modify120.102.073612.071422.07982
502023.08.01 07:15modify110.102.070832.071422.07982
512023.08.01 07:15modify100.102.065822.071422.07982
522023.08.01 07:50t/p100.102.079822.071422.0798284.9310263.55
532023.08.01 07:50t/p110.102.079822.071422.0798254.7310318.28
542023.08.01 07:50t/p120.102.079822.071422.0798237.8110356.09
552023.08.01 07:50t/p130.102.079822.071422.0798220.3410376.43
562023.11.13 15:00sell140.102.083940.000000.00000
572023.11.13 15:00modify140.102.083942.098942.06994
582023.11.14 21:27sell150.102.078850.000000.00000
592023.11.14 21:27modify150.102.078852.081842.06994
602023.11.14 21:27modify140.102.083942.081842.06994
612023.11.15 02:40sell160.102.075980.000000.00000
622023.11.15 02:40modify160.102.075982.080442.06994
632023.11.15 02:40modify150.102.078852.080442.06994
642023.11.15 02:40modify140.102.083942.080442.06994
652023.11.15 04:40sell170.102.073370.000000.00000
662023.11.15 04:40modify170.102.073372.078342.06994
672023.11.15 04:40modify160.102.075982.078342.06994
682023.11.15 04:40modify150.102.078852.078342.06994
692023.11.15 04:40modify140.102.083942.078342.06994
702023.11.15 07:20t/p140.102.069942.078342.0699484.8110461.24
712023.11.15 07:20t/p150.102.069942.078342.0699454.0410515.28
722023.11.15 07:20t/p160.102.069942.078342.0699436.7810552.06
732023.11.15 07:20t/p170.102.069942.078342.0699420.8910572.95
742023.11.15 18:00buy180.102.060860.000000.00000
752023.11.15 18:00modify180.102.060862.045862.07486
762023.11.16 01:40buy190.102.071480.000000.00000
772023.11.16 01:40modify190.102.071482.066462.07486
782023.11.16 01:40modify180.102.060862.066462.07486
792023.11.16 02:20t/p180.102.074862.066462.0748684.3410657.28
802023.11.16 02:20t/p190.102.074862.066462.0748620.5710677.85
812023.12.20 12:00buy200.102.011830.000000.00000
822023.12.20 12:00modify200.102.011831.996832.02583
832023.12.20 17:20buy210.102.016770.000000.00000
842023.12.20 17:20modify210.102.016772.013932.02583
852023.12.20 17:20modify200.102.011832.013932.02583
862023.12.20 20:35buy220.102.019540.000000.00000
872023.12.20 20:35modify220.102.019542.015332.02583
882023.12.20 20:35modify210.102.016772.015332.02583
892023.12.20 20:35modify200.102.011832.015332.02583
902023.12.20 22:15buy230.102.022540.000000.00000
912023.12.20 22:15modify230.102.022542.017432.02583
922023.12.20 22:15modify220.102.019542.017432.02583
932023.12.20 22:15modify210.102.016772.017432.02583
942023.12.20 22:15modify200.102.011832.017432.02583
952023.12.21 07:20t/p200.102.025832.017432.0258384.3410762.19
962023.12.21 07:20t/p210.102.025832.017432.0258354.2710816.46
972023.12.21 07:20t/p220.102.025832.017432.0258337.4010853.85
982023.12.21 07:20t/p230.102.025832.017432.0258319.1410872.99
992024.01.17 16:00sell240.102.076660.000000.00000
1002024.01.17 16:00modify240.102.076662.091662.06266
1012024.01.17 21:50sell250.102.071560.000000.00000
1022024.01.17 21:50modify250.102.071562.074562.06266
1032024.01.17 21:50modify240.102.076662.074562.06266
1042024.01.17 23:16s/l240.102.074562.074562.0626612.7810885.77
1052024.01.17 23:16s/l250.102.074562.074562.06266-18.2710867.50
1062024.02.13 14:00sell260.102.077390.000000.00000
1072024.02.13 14:00modify260.102.077392.092392.06339
1082024.02.14 06:50sell270.102.072320.000000.00000
1092024.02.14 06:50modify270.102.072322.075292.06339
1102024.02.14 06:50modify260.102.077392.075292.06339
1112024.02.14 07:40sell280.102.066660.000000.00000
1122024.02.14 07:40modify280.102.066662.071792.06339
1132024.02.14 07:40modify270.102.072322.071792.06339
1142024.02.14 07:40modify260.102.077392.071792.06339
1152024.02.14 09:45t/p260.102.063392.071792.0633985.0310952.53
1162024.02.14 09:45t/p270.102.063392.071792.0633954.3811006.91
1172024.02.14 09:45t/p280.102.063392.071792.0633919.9111026.82
1182024.03.15 20:00sell290.102.093360.000000.00000
1192024.03.15 20:00modify290.102.093362.108362.07936
1202024.03.18 03:20sell300.102.088410.000000.00000
1212024.03.18 03:20modify300.102.088412.091262.07936
1222024.03.18 03:20modify290.102.093362.091262.07936
1232024.03.18 06:40s/l290.102.091262.091262.0793612.5711039.39
1242024.03.18 06:40s/l300.102.091262.091262.07936-17.3511022.04
1252024.03.28 13:00sell310.102.116100.000000.00000
1262024.03.28 13:00modify310.102.116102.131102.10210
1272024.03.28 15:55sell320.102.111030.000000.00000
1282024.03.28 15:55modify320.102.111032.114002.10210
1292024.03.28 15:55modify310.102.116102.114002.10210
1302024.03.28 20:32s/l310.102.114002.114002.1021012.7811034.82
1312024.03.28 20:32s/l320.102.114002.114002.10210-18.0911016.73
1322024.04.22 12:00buy330.102.085140.000000.00000
1332024.04.22 12:00modify330.102.085142.070142.09914
1342024.04.23 07:25buy340.102.090220.000000.00000
1352024.04.23 07:25modify340.102.090222.087242.09914
1362024.04.23 07:25modify330.102.085142.087242.09914
1372024.04.23 07:55buy350.102.093110.000000.00000
1382024.04.23 07:55modify350.102.093112.088642.09914
1392024.04.23 07:55modify340.102.090222.088642.09914
1402024.04.23 07:55modify330.102.085142.088642.09914
1412024.04.23 11:40buy360.102.095810.000000.00000
1422024.04.23 11:40modify360.102.095812.090742.09914
1432024.04.23 11:40modify350.102.093112.090742.09914
1442024.04.23 11:40modify340.102.090222.090742.09914
1452024.04.23 11:40modify330.102.085142.090742.09914
1462024.04.24 13:02t/p330.102.099142.090742.0991484.6211101.35
1472024.04.24 13:02t/p340.102.099142.090742.0991454.0011155.35
1482024.04.24 13:02t/p350.102.099142.090742.0991436.4011191.75
1492024.04.24 13:02t/p360.102.099142.090742.0991419.9711211.73
1502024.05.02 19:00buy370.102.101580.000000.00000
1512024.05.02 19:00modify370.102.101582.086582.11558
1522024.05.03 13:15s/l370.102.086582.086582.11558-91.6211120.11
1532024.06.07 13:00sell380.102.074790.000000.00000
1542024.06.07 13:00modify380.102.074792.089792.06079
1552024.06.12 14:26sell390.102.066860.000000.00000
1562024.06.12 14:26modify390.102.066862.071292.06079
1572024.06.12 14:26modify380.102.074792.071292.06079
1582024.06.12 15:30sell400.102.064100.000000.00000
1592024.06.12 15:30modify400.102.064102.069192.06079
1602024.06.12 15:30modify390.102.066862.069192.06079
1612024.06.12 15:30modify380.102.074792.069192.06079
1622024.06.12 18:20s/l380.102.069192.069192.0607933.4411153.54
1632024.06.12 18:20s/l390.102.069192.069192.06079-14.1911139.35
1642024.06.12 18:20s/l400.102.069192.069192.06079-31.0011108.35