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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1901Ticks modelled30555712Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit714.41Gross profit1298.19Gross loss-583.78
Profit factor2.22Expected payoff12.32
Absolute drawdown53.76Maximal drawdown250.78 (2.46%)Relative drawdown2.46% (250.78)
Total trades58Short positions (won %)32 (65.62%)Long positions (won %)26 (53.85%)
Profit trades (% of total)35 (60.34%)Loss trades (% of total)23 (39.66%)
Largestprofit trade91.31loss trade-67.40
Averageprofit trade37.09loss trade-25.38
Maximumconsecutive wins (profit in money)6 (265.85)consecutive losses (loss in money)2 (-90.20)
Maximalconsecutive profit (count of wins)265.85 (6)consecutive loss (count of losses)-90.20 (2)
Averageconsecutive wins2consecutive losses2
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 04:06buy20.102.058860.000000.00000
42023.07.06 04:06modify20.102.058862.055002.06850
52023.07.06 04:06modify10.102.053502.055002.06850
62023.07.06 04:39s/l10.102.055002.055002.068507.9310007.93
72023.07.06 04:39s/l20.102.055002.055002.06850-23.509984.43
82023.07.11 12:00sell30.102.088390.000000.00000
92023.07.11 12:00modify30.102.088392.099392.07339
102023.07.12 00:34sell40.102.083060.000000.00000
112023.07.12 00:34modify40.102.083062.086892.07339
122023.07.12 00:34modify30.102.088392.086892.07339
132023.07.12 02:01s/l30.102.086892.086892.073398.919993.34
142023.07.12 02:01s/l40.102.086892.086892.07339-23.319970.03
152023.07.18 12:00sell50.102.086290.000000.00000
162023.07.18 12:00modify50.102.086292.097292.07129
172023.07.18 13:59sell60.102.081040.000000.00000
182023.07.18 13:59modify60.102.081042.084792.07129
192023.07.18 13:59modify50.102.086292.084792.07129
202023.07.18 14:58sell70.102.078770.000000.00000
212023.07.18 14:58modify70.102.078772.082542.07129
222023.07.18 14:58modify60.102.081042.082542.07129
232023.07.18 14:58modify50.102.086292.082542.07129
242023.07.18 15:58sell80.102.075040.000000.00000
252023.07.18 15:58modify80.102.075042.079542.07129
262023.07.18 15:58modify70.102.078772.079542.07129
272023.07.18 15:58modify60.102.081042.079542.07129
282023.07.18 15:58modify50.102.086292.079542.07129
292023.07.18 22:45t/p50.102.071292.079542.0712991.3110061.34
302023.07.18 22:45t/p60.102.071292.079542.0712959.3510120.69
312023.07.18 22:45t/p70.102.071292.079542.0712945.5310166.22
322023.07.18 22:45t/p80.102.071292.079542.0712922.8310189.05
332023.08.11 12:00sell90.102.117800.000000.00000
342023.08.11 12:00modify90.102.117802.128802.10280
352023.08.15 07:48s/l90.102.128802.128802.10280-67.4010121.64
362023.08.23 12:00buy100.102.129270.000000.00000
372023.08.23 12:00modify100.102.129272.118272.14427
382023.08.24 07:35buy110.102.134570.000000.00000
392023.08.24 07:35modify110.102.134572.130772.14427
402023.08.24 07:35modify100.102.129272.130772.14427
412023.08.24 13:47s/l100.102.130772.130772.144278.2410129.88
422023.08.24 13:47s/l110.102.130772.130772.14427-23.1310106.75
432023.09.05 12:00sell120.102.139350.000000.00000
442023.09.05 12:00modify120.102.139352.150352.12435
452023.09.05 21:06sell130.102.134080.000000.00000
462023.09.05 21:06modify130.102.134082.137852.12435
472023.09.05 21:06modify120.102.139352.137852.12435
482023.09.06 00:44s/l120.102.137852.137852.124358.9110115.66
492023.09.06 00:44s/l130.102.137852.137852.12435-23.1710092.49
502023.09.26 12:00buy140.102.043310.000000.00000
512023.09.26 12:00modify140.102.043312.032312.05831
522023.09.27 03:02buy150.102.048580.000000.00000
532023.09.27 03:02modify150.102.048582.044812.05831
542023.09.27 03:02modify140.102.043312.044812.05831
552023.09.27 08:48s/l140.102.044812.044812.058318.8310101.32
562023.09.27 08:48s/l150.102.044812.044812.05831-22.9410078.38
572023.10.12 16:00sell160.102.054990.000000.00000
582023.10.12 16:00modify160.102.054992.065992.03999
592023.10.13 08:55s/l160.102.065992.065992.03999-67.1610011.22
602023.11.13 20:00sell170.102.086340.000000.00000
612023.11.13 20:00modify170.102.086342.097342.07134
622023.11.14 19:31sell180.102.081000.000000.00000
632023.11.14 19:31modify180.102.081002.084842.07134
642023.11.14 19:31modify170.102.086342.084842.07134
652023.11.14 21:22sell190.102.078840.000000.00000
662023.11.14 21:22modify190.102.078842.082592.07134
672023.11.14 21:22modify180.102.081002.082592.07134
682023.11.14 21:22modify170.102.086342.082592.07134
692023.11.15 02:45sell200.102.075070.000000.00000
702023.11.15 02:45modify200.102.075072.079592.07134
712023.11.15 02:45modify190.102.078842.079592.07134
722023.11.15 02:45modify180.102.081002.079592.07134
732023.11.15 02:45modify170.102.086342.079592.07134
742023.11.15 07:00t/p170.102.071342.079592.0713490.8510102.07
752023.11.15 07:00t/p180.102.071342.079592.0713458.5710160.63
762023.11.15 07:00t/p190.102.071342.079592.0713445.4310206.06
772023.11.15 07:00t/p200.102.071342.079592.0713422.7010228.76
782023.12.20 12:00buy210.102.011830.000000.00000
792023.12.20 12:00modify210.102.011832.000832.02683
802023.12.20 16:32buy220.102.017100.000000.00000
812023.12.20 16:32modify220.102.017102.013332.02683
822023.12.20 16:32modify210.102.011832.013332.02683
832023.12.20 20:24buy230.102.019330.000000.00000
842023.12.20 20:24modify230.102.019332.015582.02683
852023.12.20 20:24modify220.102.017102.015582.02683
862023.12.20 20:24modify210.102.011832.015582.02683
872023.12.20 21:52buy240.102.023090.000000.00000
882023.12.20 21:52modify240.102.023092.018582.02683
892023.12.20 21:52modify230.102.019332.018582.02683
902023.12.20 21:52modify220.102.017102.018582.02683
912023.12.20 21:52modify210.102.011832.018582.02683
922023.12.21 09:06s/l210.102.018582.018582.0268340.1910268.95
932023.12.21 09:06s/l220.102.018582.018582.026838.1210277.06
942023.12.21 09:06s/l230.102.018582.018582.02683-5.4510271.61
952023.12.21 09:06s/l240.102.018582.018582.02683-28.3310243.28
962024.02.13 16:00sell250.102.078760.000000.00000
972024.02.13 16:00modify250.102.078762.089762.06376
982024.02.14 05:27sell260.102.073510.000000.00000
992024.02.14 05:27modify260.102.073512.077262.06376
1002024.02.14 05:27modify250.102.078762.077262.06376
1012024.02.14 07:00sell270.102.067490.000000.00000
1022024.02.14 07:00modify270.102.067492.072012.06376
1032024.02.14 07:00modify260.102.073512.072012.06376
1042024.02.14 07:00modify250.102.078762.072012.06376
1052024.02.14 09:41t/p250.102.063762.072012.0637691.0710334.35
1062024.02.14 09:41t/p260.102.063762.072012.0637659.3410393.69
1072024.02.14 09:41t/p270.102.063762.072012.0637622.7010416.39
1082024.02.20 12:00buy280.102.041530.000000.00000
1092024.02.20 12:00modify280.102.041532.030532.05653
1102024.02.20 14:37buy290.102.046800.000000.00000
1112024.02.20 14:37modify290.102.046802.043032.05653
1122024.02.20 14:37modify280.102.041532.043032.05653
1132024.02.20 15:16buy300.102.049030.000000.00000
1142024.02.20 15:16modify300.102.049032.045282.05653
1152024.02.20 15:16modify290.102.046802.045282.05653
1162024.02.20 15:16modify280.102.041532.045282.05653
1172024.02.20 19:16s/l280.102.045282.045282.0565322.8110439.20
1182024.02.20 19:16s/l290.102.045282.045282.05653-9.2510429.95
1192024.02.20 19:16s/l300.102.045282.045282.05653-22.8210407.13
1202024.02.28 12:00sell310.102.074210.000000.00000
1212024.02.28 12:00modify310.102.074212.085212.05921
1222024.03.01 15:05sell320.102.068960.000000.00000
1232024.03.01 15:05modify320.102.068962.072712.05921
1242024.03.01 15:05modify310.102.074212.072712.05921
1252024.03.01 16:43s/l310.102.072712.072712.059218.2410415.37
1262024.03.01 16:43s/l320.102.072712.072712.05921-22.8210392.55
1272024.03.15 16:00sell330.102.092030.000000.00000
1282024.03.15 16:00modify330.102.092032.103032.07703
1292024.03.19 16:58s/l330.102.103032.103032.07703-67.3810325.17
1302024.03.28 12:00sell340.102.115440.000000.00000
1312024.03.28 12:00modify340.102.115442.126442.10044
1322024.03.29 10:52sell350.102.110130.000000.00000
1332024.03.29 10:52modify350.102.110132.113942.10044
1342024.03.29 10:52modify340.102.115442.113942.10044
1352024.03.29 13:26s/l340.102.113942.113942.100448.9110334.08
1362024.03.29 13:26s/l350.102.113942.113942.10044-23.1810310.90
1372024.04.16 12:00sell360.102.113480.000000.00000
1382024.04.16 12:00modify360.102.113482.124482.09848
1392024.04.16 22:47sell370.102.108180.000000.00000
1402024.04.16 22:47modify370.102.108182.111982.09848
1412024.04.16 22:47modify360.102.113482.111982.09848
1422024.04.17 01:21sell380.102.105900.000000.00000
1432024.04.17 01:21modify380.102.105902.109732.09848
1442024.04.17 01:21modify370.102.108182.109732.09848
1452024.04.17 01:21modify360.102.113482.109732.09848
1462024.04.17 06:00s/l360.102.109732.109732.0984822.6010333.49
1472024.04.17 06:00s/l370.102.109732.109732.09848-9.6510323.84
1482024.04.17 06:00s/l380.102.109732.109732.09848-23.3010300.54
1492024.04.22 12:00buy390.102.085140.000000.00000
1502024.04.22 12:00modify390.102.085142.074142.10014
1512024.04.23 07:18buy400.102.090400.000000.00000
1522024.04.23 07:18modify400.102.090402.086642.10014
1532024.04.23 07:18modify390.102.085142.086642.10014
1542024.04.23 07:55buy410.102.092640.000000.00000
1552024.04.23 07:55modify410.102.092642.088892.10014
1562024.04.23 07:55modify400.102.090402.088892.10014
1572024.04.23 07:55modify390.102.085142.088892.10014
1582024.04.23 11:55buy420.102.096390.000000.00000
1592024.04.23 11:55modify420.102.096392.091892.10014
1602024.04.23 11:55modify410.102.092642.091892.10014
1612024.04.23 11:55modify400.102.090402.091892.10014
1622024.04.23 11:55modify390.102.085142.091892.10014
1632024.04.23 13:45s/l390.102.091892.091892.1001440.7710341.32
1642024.04.23 13:45s/l400.102.091892.091892.100149.0710350.39
1652024.04.23 13:45s/l410.102.091892.091892.10014-4.5610345.83
1662024.04.23 13:45s/l420.102.091892.091892.10014-27.3810318.45
1672024.05.03 16:00buy430.102.085100.000000.00000
1682024.05.03 16:00modify430.102.085102.074102.10010
1692024.05.06 00:23buy440.102.090370.000000.00000
1702024.05.06 00:23modify440.102.090372.086602.10010
1712024.05.06 00:23modify430.102.085102.086602.10010
1722024.05.06 04:25buy450.102.092740.000000.00000
1732024.05.06 04:25modify450.102.092742.088852.10010
1742024.05.06 04:25modify440.102.090372.088852.10010
1752024.05.06 04:25modify430.102.085102.088852.10010
1762024.05.06 06:33s/l430.102.088852.088852.1001022.5110340.96
1772024.05.06 06:33s/l440.102.088852.088852.10010-9.2510331.71
1782024.05.06 06:33s/l450.102.088852.088852.10010-23.6710308.04
1792024.05.09 20:00buy460.102.075920.000000.00000
1802024.05.09 20:00modify460.102.075922.064922.09092
1812024.05.10 02:30buy470.102.081180.000000.00000
1822024.05.10 02:30modify470.102.081182.077422.09092
1832024.05.10 02:30modify460.102.075922.077422.09092
1842024.05.10 05:12s/l460.102.077422.077422.090928.8210316.86
1852024.05.10 05:12s/l470.102.077422.077422.09092-22.8810293.98
1862024.05.21 16:00sell480.102.085010.000000.00000
1872024.05.21 16:00modify480.102.085012.096012.07001
1882024.05.22 02:00sell490.102.079570.000000.00000
1892024.05.22 02:00modify490.102.079572.083512.07001
1902024.05.22 02:00modify480.102.085012.083512.07001
1912024.05.22 02:00sell500.102.077300.000000.00000
1922024.05.22 02:00modify500.102.077302.081262.07001
1932024.05.22 02:00modify490.102.079572.081262.07001
1942024.05.22 02:00modify480.102.085012.081262.07001
1952024.05.22 02:00sell510.102.073640.000000.00000
1962024.05.22 02:00modify510.102.073642.078262.07001
1972024.05.22 02:00modify500.102.077302.078262.07001
1982024.05.22 02:00modify490.102.079572.078262.07001
1992024.05.22 02:00modify480.102.085012.078262.07001
2002024.05.22 02:02t/p480.102.070012.078262.0700191.0610385.04
2012024.05.22 02:02t/p490.102.070012.078262.0700158.1710443.21
2022024.05.22 02:02t/p500.102.070012.078262.0700144.3610487.57
2032024.05.22 02:02t/p510.102.070012.078262.0700122.0910509.66
2042024.06.07 16:00sell520.102.082120.000000.00000
2052024.06.07 16:00modify520.102.082122.093122.06712
2062024.06.10 20:59sell530.102.076820.000000.00000
2072024.06.10 20:59modify530.102.076822.080622.06712
2082024.06.10 20:59modify520.102.082122.080622.06712
2092024.06.10 21:14sell540.102.074530.000000.00000
2102024.06.10 21:14modify540.102.074532.078372.06712
2112024.06.10 21:14modify530.102.076822.078372.06712
2122024.06.10 21:14modify520.102.082122.078372.06712
2132024.06.11 01:08s/l520.102.078372.078372.0671222.3810532.04
2142024.06.11 01:08s/l530.102.078372.078372.06712-9.6510522.38
2152024.06.11 01:08s/l540.102.078372.078372.06712-23.5810498.80
2162024.06.21 12:00buy550.102.062400.000000.00000
2172024.06.21 12:00modify550.102.062402.051402.07740
2182024.06.21 15:39buy560.102.067700.000000.00000
2192024.06.21 15:39modify560.102.067702.063902.07740
2202024.06.21 15:39modify550.102.062402.063902.07740
2212024.06.24 12:00buy570.102.069910.000000.00000
2222024.06.24 12:00modify570.102.069912.066152.07740
2232024.06.24 12:00modify560.102.067702.066152.07740
2242024.06.24 12:00modify550.102.062402.066152.07740
2252024.06.25 02:46buy580.102.073710.000000.00000
2262024.06.25 02:46modify580.102.073712.069152.07740
2272024.06.25 02:46modify570.102.069912.069152.07740
2282024.06.25 02:46modify560.102.067702.069152.07740
2292024.06.25 02:46modify550.102.062402.069152.07740
2302024.06.26 12:27t/p550.102.077402.069152.0774090.3710589.17
2312024.06.26 12:27t/p560.102.077402.069152.0774058.1210647.28
2322024.06.26 12:27t/p570.102.077402.069152.0774044.9710692.26
2332024.06.26 12:27t/p580.102.077402.069152.0774022.1510714.41