Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000)
Period4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 test2606Ticks modelled79506Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread60
Total net profit557.11Gross profit1607.16Gross loss-1050.05
Profit factor1.53Expected payoff7.24
Absolute drawdown197.36Maximal drawdown350.14 (3.34%)Relative drawdown3.34% (350.14)
Total trades77Short positions (won %)37 (59.46%)Long positions (won %)40 (42.50%)
Profit trades (% of total)39 (50.65%)Loss trades (% of total)38 (49.35%)
Largestprofit trade86.61loss trade-44.49
Averageprofit trade41.21loss trade-27.63
Maximumconsecutive wins (profit in money)8 (378.82)consecutive losses (loss in money)5 (-167.59)
Maximalconsecutive profit (count of wins)378.82 (8)consecutive loss (count of losses)-173.18 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.05 08:00sell10.102.135590.000000.00000
22023.09.05 08:00modify10.102.135592.142592.12159
32023.09.06 16:45sell20.102.129840.000000.00000
42023.09.06 16:45modify20.102.129842.132092.12159
52023.09.06 16:45modify10.102.135592.132092.12159
62023.09.06 17:40s/l10.102.132092.132092.1215921.4210021.42
72023.09.06 17:40s/l20.102.132092.132092.12159-13.9210007.50
82023.09.07 08:00buy30.102.119430.000000.00000
92023.09.07 08:00modify30.102.119432.112432.13343
102023.09.08 09:40s/l30.102.112432.112432.13343-43.709963.80
112023.09.20 12:00buy40.102.073800.000000.00000
122023.09.20 12:00modify40.102.073802.066802.08780
132023.09.20 19:30buy50.102.082430.000000.00000
142023.09.20 19:30modify50.102.082432.078002.08780
152023.09.20 19:30buy60.102.082430.000000.00000
162023.09.20 19:30modify60.102.082432.079402.08780
172023.09.20 19:30modify40.102.073802.079402.08780
182023.09.20 19:35modify50.102.082432.079402.08780
192023.09.20 21:40s/l40.102.079402.079402.0878034.649998.44
202023.09.20 21:40s/l50.102.079402.079402.08780-18.749979.70
212023.09.20 21:40s/l60.102.079402.079402.08780-18.749960.96
222023.09.22 08:00buy70.102.061090.000000.00000
232023.09.22 08:00modify70.102.061092.054092.07509
242023.09.22 09:40s/l70.102.054092.054092.07509-43.299917.67
252023.09.29 04:00buy80.102.036900.000000.00000
262023.09.29 04:00modify80.102.036902.029902.05090
272023.09.29 06:40s/l80.102.029902.029902.05090-43.299874.38
282023.10.03 08:00sell90.102.045270.000000.00000
292023.10.03 08:00modify90.102.045272.052272.03127
302023.10.04 01:40s/l90.102.052272.052272.03127-43.539830.84
312023.10.13 04:00sell100.102.062020.000000.00000
322023.10.13 04:00modify100.102.062022.069022.04802
332023.10.15 22:05sell110.102.056210.000000.00000
342023.10.15 22:05modify110.102.056212.058522.04802
352023.10.15 22:05modify100.102.062022.058522.04802
362023.10.15 22:40s/l100.102.058522.058522.0480221.669852.50
372023.10.15 22:40s/l110.102.058522.058522.04802-14.289838.22
382023.10.19 04:00sell120.102.081030.000000.00000
392023.10.19 04:00modify120.102.081032.088032.06703
402023.10.19 20:35sell130.102.075380.000000.00000
412023.10.19 20:35modify130.102.075382.077532.06703
422023.10.19 20:35modify120.102.081032.077532.06703
432023.10.19 21:40s/l120.102.077532.077532.0670321.659859.87
442023.10.19 21:40s/l130.102.077532.077532.06703-13.309846.57
452023.11.06 12:00sell140.102.077110.000000.00000
462023.11.06 12:00modify140.102.077112.084112.06311
472023.11.06 15:50sell150.102.071250.000000.00000
482023.11.06 15:50modify150.102.071252.073612.06311
492023.11.06 15:50modify140.102.077112.073612.06311
502023.11.06 16:30s/l140.102.073612.073612.0631121.659868.22
512023.11.06 16:30s/l150.102.073612.073612.06311-14.609853.62
522023.11.07 08:00sell160.102.080550.000000.00000
532023.11.07 08:00modify160.102.080552.087552.06655
542023.11.07 17:55sell170.102.072140.000000.00000
552023.11.07 17:55modify170.102.072142.076352.06655
562023.11.07 17:55sell180.102.072140.000000.00000
572023.11.07 17:55modify180.102.072142.074952.06655
582023.11.07 17:55modify160.102.080552.074952.06655
592023.11.07 18:00modify170.102.072142.074952.06655
602023.11.08 08:40t/p160.102.066552.074952.0665586.379939.99
612023.11.08 08:40t/p170.102.066552.074952.0665534.359974.34
622023.11.08 08:40t/p180.102.066552.074952.0665534.3510008.68
632023.11.14 08:00sell190.102.094120.000000.00000
642023.11.14 08:00modify190.102.094122.101122.08012
652023.11.14 15:30sell200.102.085440.000000.00000
662023.11.14 15:30modify200.102.085442.089922.08012
672023.11.14 15:30sell210.102.085440.000000.00000
682023.11.14 15:30modify210.102.085442.088522.08012
692023.11.14 15:30modify190.102.094122.088522.08012
702023.11.14 15:35modify200.102.085442.088522.08012
712023.11.14 19:40t/p190.102.080122.088522.0801286.6110095.29
722023.11.14 19:40t/p200.102.080122.088522.0801232.9110128.20
732023.11.14 19:40t/p210.102.080122.088522.0801232.9110161.11
742023.11.15 04:00buy220.102.074430.000000.00000
752023.11.15 04:00modify220.102.074432.067432.08843
762023.11.15 07:40s/l220.102.067432.067432.08843-43.2910117.82
772023.11.20 08:00buy230.102.069000.000000.00000
782023.11.20 08:00modify230.102.069002.062002.08300
792023.11.20 14:20buy240.102.074620.000000.00000
802023.11.20 14:20modify240.102.074622.072502.08300
812023.11.20 14:20modify230.102.069002.072502.08300
822023.11.20 20:30s/l230.102.072502.072502.0830021.6410139.46
832023.11.20 20:30s/l240.102.072502.072502.08300-13.1110126.35
842023.11.29 04:00buy250.102.053550.000000.00000
852023.11.29 04:00modify250.102.053552.046552.06755
862023.11.29 09:10buy260.102.059210.000000.00000
872023.11.29 09:10modify260.102.059212.057052.06755
882023.11.29 09:10modify250.102.053552.057052.06755
892023.11.29 11:55buy270.102.062200.000000.00000
902023.11.29 11:55modify270.102.062202.057752.06755
912023.11.29 11:55buy280.102.062200.000000.00000
922023.11.29 11:55modify280.102.062202.059152.06755
932023.11.29 11:55modify260.102.059212.059152.06755
942023.11.29 11:55modify250.102.053552.059152.06755
952023.11.29 11:59modify270.102.062202.059152.06755
962023.11.29 15:05s/l250.102.059152.059152.0675534.6310160.98
972023.11.29 15:05s/l260.102.059152.059152.06755-0.3710160.61
982023.11.29 15:05s/l270.102.059152.059152.06755-18.8610141.75
992023.11.29 15:05s/l280.102.059152.059152.06755-18.8610122.89
1002023.12.05 04:00sell290.102.055700.000000.00000
1012023.12.05 04:00modify290.102.055702.062702.04170
1022023.12.06 00:55sell300.102.049910.000000.00000
1032023.12.06 00:55modify300.102.049912.052202.04170
1042023.12.06 00:55modify290.102.055702.052202.04170
1052023.12.06 07:40t/p290.102.041702.052202.0417086.3710209.26
1062023.12.06 07:40t/p300.102.041702.052202.0417050.7810260.04
1072023.12.12 08:00buy310.102.041700.000000.00000
1082023.12.12 08:00modify310.102.041702.034702.05570
1092023.12.12 17:30buy320.102.050220.000000.00000
1102023.12.12 17:30modify320.102.050222.045902.05570
1112023.12.12 17:30buy330.102.050220.000000.00000
1122023.12.12 17:30modify330.102.050222.047302.05570
1132023.12.12 17:30modify310.102.041702.047302.05570
1142023.12.12 17:35modify320.102.050222.047302.05570
1152023.12.12 22:00s/l310.102.047302.047302.0557034.6310294.67
1162023.12.12 22:00s/l320.102.047302.047302.05570-18.0610276.61
1172023.12.12 22:00s/l330.102.047302.047302.05570-18.0610258.55
1182023.12.13 04:00sell340.102.056090.000000.00000
1192023.12.13 04:00modify340.102.056092.063092.04209
1202023.12.13 13:50sell350.102.050240.000000.00000
1212023.12.13 13:50modify350.102.050242.052592.04209
1222023.12.13 13:50modify340.102.056092.052592.04209
1232023.12.13 14:20sell360.102.047600.000000.00000
1242023.12.13 14:20modify360.102.047602.051892.04209
1252023.12.13 14:20sell370.102.047600.000000.00000
1262023.12.13 14:20modify370.102.047602.050492.04209
1272023.12.13 14:20modify350.102.050242.050492.04209
1282023.12.13 14:20modify340.102.056092.050492.04209
1292023.12.13 14:26modify360.102.047602.050492.04209
1302023.12.13 19:20t/p340.102.042092.050492.0420986.6010345.15
1312023.12.13 19:20t/p350.102.042092.050492.0420950.4110395.56
1322023.12.13 19:20t/p360.102.042092.050492.0420934.0810429.64
1332023.12.13 19:20t/p370.102.042092.050492.0420934.0810463.72
1342023.12.18 04:00buy380.102.035230.000000.00000
1352023.12.18 04:00modify380.102.035232.028232.04923
1362023.12.18 09:40s/l380.102.028232.028232.04923-43.2910420.43
1372023.12.20 08:00buy390.102.016120.000000.00000
1382023.12.20 08:00modify390.102.016122.009122.03012
1392023.12.20 22:40buy400.102.024640.000000.00000
1402023.12.20 22:40modify400.102.024642.020322.03012
1412023.12.20 22:40buy410.102.024640.000000.00000
1422023.12.20 22:40modify410.102.024642.021722.03012
1432023.12.20 22:40modify390.102.016122.021722.03012
1442023.12.20 22:45modify400.102.024642.021722.03012
1452023.12.20 22:55s/l390.102.021722.021722.0301234.6310455.06
1462023.12.20 22:55s/l400.102.021722.021722.03012-18.0610437.00
1472023.12.20 22:55s/l410.102.021722.021722.03012-18.0610418.94
1482024.01.15 08:00sell420.102.052520.000000.00000
1492024.01.15 08:00modify420.102.052522.059522.03852
1502024.01.16 16:20s/l420.102.059522.059522.03852-43.5310375.40
1512024.01.17 08:00sell430.102.068050.000000.00000
1522024.01.17 08:00modify430.102.068052.075052.05405
1532024.01.17 14:30s/l430.102.075052.075052.05405-43.3010332.10
1542024.01.30 08:00buy440.102.066030.000000.00000
1552024.01.30 08:00modify440.102.066032.059032.08003
1562024.01.30 13:40buy450.102.071690.000000.00000
1572024.01.30 13:40modify450.102.071692.069532.08003
1582024.01.30 13:40modify440.102.066032.069532.08003
1592024.01.30 14:20s/l440.102.069532.069532.0800321.6510353.75
1602024.01.30 14:20s/l450.102.069532.069532.08003-13.3510340.40
1612024.02.09 12:00buy460.102.054140.000000.00000
1622024.02.09 12:00modify460.102.054142.047142.06814
1632024.02.12 01:53buy470.102.059870.000000.00000
1642024.02.12 01:53modify470.102.059872.057642.06814
1652024.02.12 01:53modify460.102.054142.057642.06814
1662024.02.12 02:40s/l460.102.057642.057642.0681421.2510361.65
1672024.02.12 02:40s/l470.102.057642.057642.06814-13.7910347.86
1682024.02.13 08:00sell480.102.071330.000000.00000
1692024.02.13 08:00modify480.102.071332.078332.05733
1702024.02.13 13:40s/l480.102.078332.078332.05733-43.3010304.56
1712024.02.14 08:00buy490.102.065770.000000.00000
1722024.02.14 08:00modify490.102.065772.058772.07977
1732024.02.15 11:30s/l490.102.058772.058772.07977-44.4910260.07
1742024.02.20 12:00buy500.102.041530.000000.00000
1752024.02.20 12:00modify500.102.041532.034532.05553
1762024.02.20 14:55buy510.102.047250.000000.00000
1772024.02.20 14:55modify510.102.047252.045032.05553
1782024.02.20 14:55modify500.102.041532.045032.05553
1792024.02.20 19:40s/l500.102.045032.045032.0555321.6410281.71
1802024.02.20 19:40s/l510.102.045032.045032.05553-13.7310267.98
1812024.02.28 04:00sell520.102.073950.000000.00000
1822024.02.28 04:00modify520.102.073952.080952.05995
1832024.02.28 16:40s/l520.102.080952.080952.05995-43.3110224.67
1842024.03.07 04:00buy530.102.073710.000000.00000
1852024.03.07 04:00modify530.102.073712.066712.08771
1862024.03.07 13:40s/l530.102.066712.066712.08771-43.3010181.37
1872024.03.15 04:00sell540.102.087350.000000.00000
1882024.03.15 04:00modify540.102.087352.094352.07335
1892024.03.18 18:53s/l540.102.094352.094352.07335-43.5310137.84
1902024.03.28 12:00sell550.102.115440.000000.00000
1912024.03.28 12:00modify550.102.115442.122442.10144
1922024.03.29 10:50sell560.102.109810.000000.00000
1932024.03.29 10:50modify560.102.109812.111942.10144
1942024.03.29 10:50modify550.102.115442.111942.10144
1952024.03.29 12:40s/l550.102.111942.111942.1014421.4210159.26
1962024.03.29 12:40s/l560.102.111942.111942.10144-13.1810146.08
1972024.04.16 04:00sell570.102.113390.000000.00000
1982024.04.16 04:00modify570.102.113392.120392.09939
1992024.04.16 06:15sell580.102.107670.000000.00000
2002024.04.16 06:15modify580.102.107672.109892.09939
2012024.04.16 06:15modify570.102.113392.109892.09939
2022024.04.16 06:20s/l570.102.109892.109892.0993921.6510167.73
2032024.04.16 06:20s/l580.102.109892.109892.09939-13.7310154.00
2042024.04.22 12:00buy590.102.085140.000000.00000
2052024.04.22 12:00modify590.102.085142.078142.09914
2062024.04.23 11:05buy600.102.090990.000000.00000
2072024.04.23 11:05modify600.102.090992.088642.09914
2082024.04.23 11:05modify590.102.085142.088642.09914
2092024.04.23 11:20buy610.102.093630.000000.00000
2102024.04.23 11:20modify610.102.093632.089342.09914
2112024.04.23 11:20buy620.102.093630.000000.00000
2122024.04.23 11:20modify620.102.093632.090742.09914
2132024.04.23 11:20modify600.102.090992.090742.09914
2142024.04.23 11:20modify590.102.085142.090742.09914
2152024.04.23 11:25modify610.102.093632.090742.09914
2162024.04.24 13:15t/p590.102.099142.090742.0991485.7810239.78
2172024.04.24 13:15t/p600.102.099142.090742.0991450.0010289.78
2182024.04.24 13:15t/p610.102.099142.090742.0991433.6810323.46
2192024.04.24 13:15t/p620.102.099142.090742.0991433.6810357.14
2202024.04.30 08:00sell630.102.111500.000000.00000
2212024.04.30 08:00modify630.102.111502.118502.09750
2222024.04.30 13:40s/l630.102.118502.118502.09750-43.3010313.84
2232024.07.10 08:00sell640.102.105850.000000.00000
2242024.07.10 08:00modify640.102.105852.112852.09185
2252024.07.10 18:20s/l640.102.112852.112852.09185-43.3010270.54
2262024.07.31 08:00buy650.102.167680.000000.00000
2272024.07.31 08:00modify650.102.167682.160682.18168
2282024.07.31 13:40s/l650.102.160682.160682.18168-43.2910227.25
2292024.08.01 08:00buy660.102.151000.000000.00000
2302024.08.01 08:00modify660.102.151002.144002.16500
2312024.08.01 14:15s/l660.102.144002.144002.16500-43.2910183.96
2322024.08.02 04:00buy670.102.139720.000000.00000
2332024.08.02 04:00modify670.102.139722.132722.15372
2342024.08.02 16:30buy680.102.145320.000000.00000
2352024.08.02 16:30modify680.102.145322.143222.15372
2362024.08.02 16:30modify670.102.139722.143222.15372
2372024.08.02 17:50buy690.102.148320.000000.00000
2382024.08.02 17:50modify690.102.148322.143922.15372
2392024.08.02 17:50buy700.102.148320.000000.00000
2402024.08.02 17:50modify700.102.148322.145322.15372
2412024.08.02 17:50modify680.102.145322.145322.15372
2422024.08.02 17:50modify670.102.139722.145322.15372
2432024.08.02 17:55modify690.102.148322.145322.15372
2442024.08.05 04:30t/p670.102.153722.145322.1537286.1910270.15
2452024.08.05 04:30t/p680.102.153722.145322.1537251.5510321.70
2462024.08.05 04:30t/p690.102.153722.145322.1537233.0010354.70
2472024.08.05 04:30t/p700.102.153722.145322.1537233.0010387.70
2482024.08.05 08:00sell710.102.158750.000000.00000
2492024.08.05 08:00modify710.102.158752.165752.14475
2502024.08.05 10:10sell720.102.150150.000000.00000
2512024.08.05 10:10modify720.102.150152.154552.14475
2522024.08.05 10:10sell730.102.150150.000000.00000
2532024.08.05 10:10modify730.102.150152.153152.14475
2542024.08.05 10:10modify710.102.158752.153152.14475
2552024.08.05 10:15modify720.102.150152.153152.14475
2562024.08.05 13:40t/p710.102.144752.153152.1447586.6110474.31
2572024.08.05 13:40t/p720.102.144752.153152.1447533.4110507.72
2582024.08.05 13:40t/p730.102.144752.153152.1447533.4110541.13
2592024.08.14 04:00sell740.102.137870.000000.00000
2602024.08.14 04:00modify740.102.137872.144872.12387
2612024.08.14 06:20sell750.102.132270.000000.00000
2622024.08.14 06:20modify750.102.132272.134372.12387
2632024.08.14 06:20modify740.102.137872.134372.12387
2642024.08.14 07:30s/l740.102.134372.134372.1238721.6510562.78
2652024.08.14 07:30s/l750.102.134372.134372.12387-12.9910549.79
2662024.08.29 04:00buy760.102.100800.000000.00000
2672024.08.29 04:00modify760.102.100802.093802.11480
2682024.08.30 07:20buy770.102.106550.000000.00000
2692024.08.30 07:20modify770.102.106552.104302.11480
2702024.08.30 07:20modify760.102.100802.104302.11480
2712024.08.30 08:40s/l760.102.104302.104302.1148021.2410571.03
2722024.08.30 08:40s/l770.102.104302.104302.11480-13.9210557.11