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=0; RSIHelp="------------------------------------"; RSI_Period=8; 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=110; 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=50; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; 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 modelled79333Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00Spread60
Total net profit935.95Gross profit1433.40Gross loss-497.44
Profit factor2.88Expected payoff18.72
Absolute drawdown53.90Maximal drawdown205.50 (1.94%)Relative drawdown1.94% (205.50)
Total trades50Short positions (won %)25 (64.00%)Long positions (won %)25 (68.00%)
Profit trades (% of total)33 (66.00%)Loss trades (% of total)17 (34.00%)
Largestprofit trade91.33loss trade-67.42
Averageprofit trade43.44loss trade-29.26
Maximumconsecutive wins (profit in money)5 (237.60)consecutive losses (loss in money)2 (-90.79)
Maximalconsecutive profit (count of wins)237.60 (5)consecutive loss (count of losses)-90.79 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.07.04 16:00buy10.102.053500.000000.00000
22023.07.04 16:00modify10.102.053502.042502.06850
32023.07.06 13:55buy20.102.064890.000000.00000
42023.07.06 13:55modify20.102.064892.060252.06850
52023.07.06 13:55modify10.102.053502.060252.06850
62023.07.06 16:40t/p10.102.068502.060252.0685090.1210090.12
72023.07.06 16:40t/p20.102.068502.060252.0685021.9810112.10
82023.07.11 12:00sell30.102.088390.000000.00000
92023.07.11 12:00modify30.102.088392.099392.07339
102023.07.12 01:35sell40.102.082860.000000.00000
112023.07.12 01:35modify40.102.082862.086892.07339
122023.07.12 01:35modify30.102.088392.086892.07339
132023.07.12 02:05s/l30.102.086892.086892.073398.9110121.01
142023.07.12 02:05s/l40.102.086892.086892.07339-24.5410096.47
152023.07.18 12:00sell50.102.086290.000000.00000
162023.07.18 12:00modify50.102.086292.097292.07129
172023.07.18 13:40sell60.102.080890.000000.00000
182023.07.18 13:40modify60.102.080892.084792.07129
192023.07.18 13:40modify50.102.086292.084792.07129
202023.07.18 15:40sell70.102.074850.000000.00000
212023.07.18 15:40modify70.102.074852.079542.07129
222023.07.18 15:40modify60.102.080892.079542.07129
232023.07.18 15:40modify50.102.086292.079542.07129
242023.07.18 22:30t/p50.102.071292.079542.0712991.3310187.80
252023.07.18 22:30t/p60.102.071292.079542.0712958.4510246.25
262023.07.18 22:30t/p70.102.071292.079542.0712921.6810267.93
272023.08.11 12:00sell80.102.117800.000000.00000
282023.08.11 12:00modify80.102.117802.128802.10280
292023.08.15 07:40s/l80.102.128802.128802.10280-67.4210200.50
302023.08.23 12:00buy90.102.129270.000000.00000
312023.08.23 12:00modify90.102.129272.118272.14427
322023.08.24 07:40buy100.102.134610.000000.00000
332023.08.24 07:40modify100.102.134612.130772.14427
342023.08.24 07:40modify90.102.129272.130772.14427
352023.08.24 14:00s/l90.102.130772.130772.144278.2410208.74
362023.08.24 14:00s/l100.102.130772.130772.14427-23.3710185.37
372023.09.05 12:00sell110.102.139350.000000.00000
382023.09.05 12:00modify110.102.139352.150352.12435
392023.09.06 09:50sell120.102.131670.000000.00000
402023.09.06 09:50modify120.102.131672.135602.12435
412023.09.06 09:50modify110.102.139352.135602.12435
422023.09.06 15:35sell130.102.127920.000000.00000
432023.09.06 15:35modify130.102.127922.132602.12435
442023.09.06 15:35modify120.102.131672.132602.12435
452023.09.06 15:35modify110.102.139352.132602.12435
462023.09.07 06:20t/p110.102.124352.132602.1243590.4410275.81
472023.09.07 06:20t/p120.102.124352.132602.1243543.9110319.72
482023.09.07 06:20t/p130.102.124352.132602.1243521.0810340.80
492023.09.26 12:00buy140.102.043310.000000.00000
502023.09.26 12:00modify140.102.043312.032312.05831
512023.09.27 05:45buy150.102.048580.000000.00000
522023.09.27 05:45modify150.102.048582.044812.05831
532023.09.27 05:45modify140.102.043312.044812.05831
542023.09.27 08:40s/l140.102.044812.044812.058318.8310349.63
552023.09.27 08:40s/l150.102.044812.044812.05831-22.9510326.68
562023.10.12 16:00sell160.102.054990.000000.00000
572023.10.12 16:00modify160.102.054992.065992.03999
582023.10.13 08:40s/l160.102.065992.065992.03999-67.1910259.49
592023.11.13 20:00sell170.102.086340.000000.00000
602023.11.13 20:00modify170.102.086342.097342.07134
612023.11.14 22:00sell180.102.078710.000000.00000
622023.11.14 22:00modify180.102.078712.082592.07134
632023.11.14 22:00modify170.102.086342.082592.07134
642023.11.15 07:20t/p170.102.071342.082592.0713490.8810350.36
652023.11.15 07:20t/p180.102.071342.082592.0713444.6510395.01
662023.12.20 12:00buy190.102.011830.000000.00000
672023.12.20 12:00modify190.102.011832.000832.02683
682023.12.20 16:50buy200.102.017320.000000.00000
692023.12.20 16:50modify200.102.017322.013332.02683
702023.12.20 16:50modify190.102.011832.013332.02683
712023.12.20 21:50buy210.102.023360.000000.00000
722023.12.20 21:50modify210.102.023362.018582.02683
732023.12.20 21:50modify200.102.017322.018582.02683
742023.12.20 21:50modify190.102.011832.018582.02683
752023.12.21 09:05s/l190.102.018582.018582.0268340.2010435.21
762023.12.21 09:05s/l200.102.018582.018582.026836.7810441.98
772023.12.21 09:05s/l210.102.018582.018582.02683-29.9810412.00
782024.02.13 16:00sell220.102.078760.000000.00000
792024.02.13 16:00modify220.102.078762.089762.06376
802024.02.14 05:33sell230.102.073430.000000.00000
812024.02.14 05:33modify230.102.073432.077262.06376
822024.02.14 05:33modify220.102.078762.077262.06376
832024.02.14 09:40t/p220.102.063762.077262.0637691.1010503.10
842024.02.14 09:40t/p230.102.063762.077262.0637658.8710561.97
852024.02.20 12:00buy240.102.041530.000000.00000
862024.02.20 12:00modify240.102.041532.030532.05653
872024.02.20 16:05buy250.102.049260.000000.00000
882024.02.20 16:05modify250.102.049262.045282.05653
892024.02.20 16:05modify240.102.041532.045282.05653
902024.02.20 17:35buy260.102.046900.000000.00000
912024.02.20 17:35modify260.102.046902.043032.05653
922024.02.20 17:40modify260.102.046902.045282.05653
932024.02.20 19:40s/l240.102.045282.045282.0565322.8210584.79
942024.02.20 19:40s/l250.102.045282.045282.05653-24.2310560.56
952024.02.20 19:40s/l260.102.045282.045282.05653-9.8610550.70
962024.02.28 12:00sell270.102.074210.000000.00000
972024.02.28 12:00modify270.102.074212.085212.05921
982024.03.03 22:00sell280.102.068870.000000.00000
992024.03.03 22:00modify280.102.068872.072712.05921
1002024.03.03 22:00modify270.102.074212.072712.05921
1012024.03.03 23:20s/l270.102.072712.072712.059218.2410558.94
1022024.03.03 23:20s/l280.102.072712.072712.05921-23.3810535.56
1032024.03.15 16:00sell290.102.092030.000000.00000
1042024.03.15 16:00modify290.102.092032.103032.07703
1052024.03.19 16:40s/l290.102.103032.103032.07703-67.4110468.15
1062024.03.28 12:00sell300.102.115440.000000.00000
1072024.03.28 12:00modify300.102.115442.126442.10044
1082024.03.29 11:45sell310.102.110150.000000.00000
1092024.03.29 11:45modify310.102.110152.113942.10044
1102024.03.29 11:45modify300.102.115442.113942.10044
1112024.03.29 13:40s/l300.102.113942.113942.100448.9110477.06
1122024.03.29 13:40s/l310.102.113942.113942.10044-23.0710453.99
1132024.04.16 12:00sell320.102.113480.000000.00000
1142024.04.16 12:00modify320.102.113482.124482.09848
1152024.04.17 03:00sell330.102.105950.000000.00000
1162024.04.17 03:00modify330.102.105952.109732.09848
1172024.04.17 03:00modify320.102.113482.109732.09848
1182024.04.17 06:30s/l320.102.109732.109732.0984822.6110476.60
1192024.04.17 06:30s/l330.102.109732.109732.09848-23.0110453.59
1202024.04.22 12:00buy340.102.085140.000000.00000
1212024.04.22 12:00modify340.102.085142.074142.10014
1222024.04.23 07:20buy350.102.090560.000000.00000
1232024.04.23 07:20modify350.102.090562.086642.10014
1242024.04.23 07:20modify340.102.085142.086642.10014
1252024.04.23 09:45buy360.102.092740.000000.00000
1262024.04.23 09:45modify360.102.092742.088892.10014
1272024.04.23 09:45modify350.102.090562.088892.10014
1282024.04.23 09:45modify340.102.085142.088892.10014
1292024.04.23 14:50buy370.102.096540.000000.00000
1302024.04.23 14:50modify370.102.096542.091892.10014
1312024.04.23 14:50modify360.102.092742.091892.10014
1322024.04.23 14:50modify350.102.090562.091892.10014
1332024.04.23 14:50modify340.102.085142.091892.10014
1342024.04.24 19:05t/p340.102.100142.091892.1001490.7010544.29
1352024.04.24 19:05t/p350.102.100142.091892.1001458.0110602.30
1362024.04.24 19:05t/p360.102.100142.091892.1001444.7410647.05
1372024.04.24 19:05t/p370.102.100142.091892.1001421.6110668.66
1382024.05.03 16:00buy380.102.085100.000000.00000
1392024.05.03 16:00modify380.102.085102.074102.10010
1402024.05.06 00:50buy390.102.090520.000000.00000
1412024.05.06 00:50modify390.102.090522.086602.10010
1422024.05.06 00:50modify380.102.085102.086602.10010
1432024.05.06 04:15buy400.102.092740.000000.00000
1442024.05.06 04:15modify400.102.092742.088852.10010
1452024.05.06 04:15modify390.102.090522.088852.10010
1462024.05.06 04:15modify380.102.085102.088852.10010
1472024.05.06 06:40s/l380.102.088852.088852.1001022.5310691.19
1482024.05.06 06:40s/l390.102.088852.088852.10010-10.1610681.03
1492024.05.06 06:40s/l400.102.088852.088852.10010-23.6810657.35
1502024.05.09 20:00buy410.102.075920.000000.00000
1512024.05.09 20:00modify410.102.075922.064922.09092
1522024.05.10 02:40buy420.102.081190.000000.00000
1532024.05.10 02:40modify420.102.081192.077422.09092
1542024.05.10 02:40modify410.102.075922.077422.09092
1552024.05.10 05:05s/l410.102.077422.077422.090928.8310666.18
1562024.05.10 05:05s/l420.102.077422.077422.09092-22.9510643.23
1572024.05.21 16:00sell430.102.085010.000000.00000
1582024.05.21 16:00modify430.102.085012.096012.07001
1592024.05.22 02:33t/p430.102.070012.096012.0700191.1010734.33
1602024.06.07 16:00sell440.102.082120.000000.00000
1612024.06.07 16:00modify440.102.082122.093122.06712
1622024.06.10 20:53sell450.102.076800.000000.00000
1632024.06.10 20:53modify450.102.076802.080622.06712
1642024.06.10 20:53modify440.102.082122.080622.06712
1652024.06.10 21:40sell460.102.074390.000000.00000
1662024.06.10 21:40modify460.102.074392.078372.06712
1672024.06.10 21:40modify450.102.076802.078372.06712
1682024.06.10 21:40modify440.102.082122.078372.06712
1692024.06.11 01:20s/l440.102.078372.078372.0671222.3910756.72
1702024.06.11 01:20s/l450.102.078372.078372.06712-9.7810746.94
1712024.06.11 01:20s/l460.102.078372.078372.06712-24.4510722.49
1722024.06.21 12:00buy470.102.062400.000000.00000
1732024.06.21 12:00modify470.102.062402.051402.07740
1742024.06.21 15:40buy480.102.067910.000000.00000
1752024.06.21 15:40modify480.102.067912.063902.07740
1762024.06.21 15:40modify470.102.062402.063902.07740
1772024.06.24 12:55buy490.102.070070.000000.00000
1782024.06.24 12:55modify490.102.070072.066152.07740
1792024.06.24 12:55modify480.102.067912.066152.07740
1802024.06.24 12:55modify470.102.062402.066152.07740
1812024.06.25 02:40buy500.102.073710.000000.00000
1822024.06.25 02:40modify500.102.073712.069152.07740
1832024.06.25 02:40modify490.102.070072.069152.07740
1842024.06.25 02:40modify480.102.067912.069152.07740
1852024.06.25 02:40modify470.102.062402.069152.07740
1862024.06.26 12:40t/p470.102.077402.069152.0774090.4110812.89
1872024.06.26 12:40t/p480.102.077402.069152.0774056.8810869.77
1882024.06.26 12:40t/p490.102.077402.069152.0774044.0210913.79
1892024.06.26 12:40t/p500.102.077402.069152.0774022.1610935.95