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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1906Ticks modelled29514974Modelling quality99.90%
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit-195.31Gross profit1000.48Gross loss-1195.79
Profit factor0.84Expected payoff-2.33
Absolute drawdown256.08Maximal drawdown530.31 (5.16%)Relative drawdown5.16% (530.31)
Total trades84Short positions (won %)41 (46.34%)Long positions (won %)43 (30.23%)
Profit trades (% of total)32 (38.10%)Loss trades (% of total)52 (61.90%)
Largestprofit trade86.61loss trade-44.50
Averageprofit trade31.26loss trade-23.00
Maximumconsecutive wins (profit in money)5 (241.02)consecutive losses (loss in money)6 (-165.14)
Maximalconsecutive profit (count of wins)241.02 (5)consecutive loss (count of losses)-186.48 (5)
Averageconsecutive wins1consecutive 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 10:05sell20.102.129950.000000.00000
42023.09.06 10:05modify20.102.129952.132092.12159
52023.09.06 10:05modify10.102.135592.132092.12159
62023.09.06 11:44s/l10.102.132092.132092.1215921.4310021.43
72023.09.06 11:44s/l20.102.132092.132092.12159-13.2410008.19
82023.09.07 08:00buy30.102.119430.000000.00000
92023.09.07 08:00modify30.102.119432.112432.13343
102023.09.08 09:31s/l30.102.112432.112432.13343-43.709964.49
112023.09.20 12:00buy40.102.073800.000000.00000
122023.09.20 12:00modify40.102.073802.066802.08780
132023.09.20 18:01buy50.102.079400.000000.00000
142023.09.20 18:01modify50.102.079402.077302.08780
152023.09.20 18:01modify40.102.073802.077302.08780
162023.09.20 18:01s/l40.102.077302.077302.0878021.649986.13
172023.09.20 18:01s/l50.102.077302.077302.08780-12.999973.14
182023.09.22 08:00buy60.102.061090.000000.00000
192023.09.22 08:00modify60.102.061092.054092.07509
202023.09.22 09:13s/l60.102.054092.054092.07509-43.309929.84
212023.09.29 04:00buy70.102.036900.000000.00000
222023.09.29 04:00modify70.102.036902.029902.05090
232023.09.29 06:53s/l70.102.029902.029902.05090-43.299886.55
242023.10.03 08:00sell80.102.045270.000000.00000
252023.10.03 08:00modify80.102.045272.052272.03127
262023.10.04 01:19s/l80.102.052272.052272.03127-43.549843.00
272023.10.13 04:00sell90.102.062020.000000.00000
282023.10.13 04:00modify90.102.062022.069022.04802
292023.10.15 21:29sell100.102.053620.000000.00000
302023.10.15 21:29modify100.102.053622.057822.04802
312023.10.15 21:29sell110.102.053620.000000.00000
322023.10.15 21:29modify110.102.053622.056422.04802
332023.10.15 21:29modify90.102.062022.056422.04802
342023.10.15 21:29modify100.102.053622.056422.04802
352023.10.15 21:34s/l90.102.056422.056422.0480234.659877.65
362023.10.15 21:34s/l100.102.056422.056422.04802-17.329860.33
372023.10.15 21:34s/l110.102.056422.056422.04802-17.329843.01
382023.10.19 04:00sell120.102.081030.000000.00000
392023.10.19 04:00modify120.102.081032.088032.06703
402023.10.19 19:34sell130.102.075400.000000.00000
412023.10.19 19:34modify130.102.075402.077532.06703
422023.10.19 19:34modify120.102.081032.077532.06703
432023.10.19 21:34s/l120.102.077532.077532.0670321.659864.66
442023.10.19 21:34s/l130.102.077532.077532.06703-13.189851.48
452023.11.06 12:00sell140.102.077110.000000.00000
462023.11.06 12:00modify140.102.077112.084112.06311
472023.11.06 15:37sell150.102.071480.000000.00000
482023.11.06 15:37modify150.102.071482.073612.06311
492023.11.06 15:37modify140.102.077112.073612.06311
502023.11.06 16:15s/l140.102.073612.073612.0631121.659873.13
512023.11.06 16:15s/l150.102.073612.073612.06311-13.189859.95
522023.11.07 08:00sell160.102.080550.000000.00000
532023.11.07 08:00modify160.102.080552.087552.06655
542023.11.07 15:08sell170.102.074920.000000.00000
552023.11.07 15:08modify170.102.074922.077052.06655
562023.11.07 15:08modify160.102.080552.077052.06655
572023.11.07 17:24sell180.102.072120.000000.00000
582023.11.07 17:24modify180.102.072122.076352.06655
592023.11.07 17:24sell190.102.072120.000000.00000
602023.11.07 17:24modify190.102.072122.074952.06655
612023.11.07 17:24modify170.102.074922.074952.06655
622023.11.07 17:24modify160.102.080552.074952.06655
632023.11.07 17:24modify180.102.072122.074952.06655
642023.11.08 08:20t/p160.102.066552.074952.0665586.389946.33
652023.11.08 08:20t/p170.102.066552.074952.0665551.559997.88
662023.11.08 08:20t/p180.102.066552.074952.0665534.2310032.10
672023.11.08 08:20t/p190.102.066552.074952.0665534.2310066.33
682023.11.14 08:00sell200.102.094120.000000.00000
692023.11.14 08:00modify200.102.094122.101122.08012
702023.11.14 13:35sell210.102.088410.000000.00000
712023.11.14 13:35modify210.102.088412.090622.08012
722023.11.14 13:35modify200.102.094122.090622.08012
732023.11.14 13:35sell220.102.085700.000000.00000
742023.11.14 13:35modify220.102.085702.089922.08012
752023.11.14 13:35sell230.102.085700.000000.00000
762023.11.14 13:35modify230.102.085702.088522.08012
772023.11.14 13:35modify210.102.088412.088522.08012
782023.11.14 13:35modify200.102.094122.088522.08012
792023.11.14 13:35modify220.102.085702.088522.08012
802023.11.14 14:00s/l200.102.088522.088522.0801234.6410100.97
812023.11.14 14:00s/l210.102.088522.088522.08012-0.6810100.29
822023.11.14 14:00s/l220.102.088522.088522.08012-17.4510082.84
832023.11.14 14:00s/l230.102.088522.088522.08012-17.4510065.39
842023.11.15 04:00buy240.102.074430.000000.00000
852023.11.15 04:00modify240.102.074432.067432.08843
862023.11.15 07:35s/l240.102.067432.067432.08843-43.3010022.09
872023.11.20 08:00buy250.102.069000.000000.00000
882023.11.20 08:00modify250.102.069002.062002.08300
892023.11.20 14:21buy260.102.074620.000000.00000
902023.11.20 14:21modify260.102.074622.072502.08300
912023.11.20 14:21modify250.102.069002.072502.08300
922023.11.20 14:35buy270.102.077420.000000.00000
932023.11.20 14:35modify270.102.077422.073202.08300
942023.11.20 14:35buy280.102.077420.000000.00000
952023.11.20 14:35modify280.102.077422.074602.08300
962023.11.20 14:35modify260.102.074622.074602.08300
972023.11.20 14:35modify250.102.069002.074602.08300
982023.11.20 14:35modify270.102.077422.074602.08300
992023.11.20 14:45s/l250.102.074602.074602.0830034.6310056.72
1002023.11.20 14:45s/l260.102.074602.074602.08300-0.1210056.60
1012023.11.20 14:45s/l270.102.074602.074602.08300-17.4410039.16
1022023.11.20 14:45s/l280.102.074602.074602.08300-17.4410021.72
1032023.11.29 04:00buy290.102.053550.000000.00000
1042023.11.29 04:00modify290.102.053552.046552.06755
1052023.11.29 07:37buy300.102.059150.000000.00000
1062023.11.29 07:37modify300.102.059152.057052.06755
1072023.11.29 07:37modify290.102.053552.057052.06755
1082023.11.29 08:00buy310.102.061950.000000.00000
1092023.11.29 08:00modify310.102.061952.057752.06755
1102023.11.29 08:00buy320.102.061950.000000.00000
1112023.11.29 08:00modify320.102.061952.059152.06755
1122023.11.29 08:00modify300.102.059152.059152.06755
1132023.11.29 08:00modify290.102.053552.059152.06755
1142023.11.29 08:00modify310.102.061952.059152.06755
1152023.11.29 08:37s/l290.102.059152.059152.0675534.6310056.35
1162023.11.29 08:37s/l300.102.059152.059152.067550.0010056.35
1172023.11.29 08:37s/l310.102.059152.059152.06755-17.3210039.03
1182023.11.29 08:37s/l320.102.059152.059152.06755-17.3210021.71
1192023.12.05 04:00sell330.102.055700.000000.00000
1202023.12.05 04:00modify330.102.055702.062702.04170
1212023.12.05 08:01sell340.102.050100.000000.00000
1222023.12.05 08:01modify340.102.050102.052202.04170
1232023.12.05 08:01modify330.102.055702.052202.04170
1242023.12.05 09:04s/l330.102.052202.052202.0417021.6510043.36
1252023.12.05 09:04s/l340.102.052202.052202.04170-12.9910030.37
1262023.12.06 04:00buy350.102.044890.000000.00000
1272023.12.06 04:00modify350.102.044892.037892.05889
1282023.12.06 09:34buy360.102.050500.000000.00000
1292023.12.06 09:34modify360.102.050502.048392.05889
1302023.12.06 09:34modify350.102.044892.048392.05889
1312023.12.06 11:03s/l350.102.048392.048392.0588921.6510052.02
1322023.12.06 11:03s/l360.102.048392.048392.05889-13.0510038.97
1332023.12.12 08:00buy370.102.041700.000000.00000
1342023.12.12 08:00modify370.102.041702.034702.05570
1352023.12.12 13:26buy380.102.047310.000000.00000
1362023.12.12 13:26modify380.102.047312.045202.05570
1372023.12.12 13:26modify370.102.041702.045202.05570
1382023.12.12 13:30s/l370.102.045202.045202.0557021.6510060.62
1392023.12.12 13:30s/l380.102.045202.045202.05570-13.0510047.57
1402023.12.13 04:00sell390.102.056090.000000.00000
1412023.12.13 04:00modify390.102.056092.063092.04209
1422023.12.13 13:52sell400.102.050480.000000.00000
1432023.12.13 13:52modify400.102.050482.052592.04209
1442023.12.13 13:52modify390.102.056092.052592.04209
1452023.12.13 14:35sell410.102.047620.000000.00000
1462023.12.13 14:35modify410.102.047622.051892.04209
1472023.12.13 14:35sell420.102.047620.000000.00000
1482023.12.13 14:35modify420.102.047622.050492.04209
1492023.12.13 14:35modify400.102.050482.050492.04209
1502023.12.13 14:35modify390.102.056092.050492.04209
1512023.12.13 14:35modify410.102.047622.050492.04209
1522023.12.13 19:00t/p390.102.042092.050492.0420986.6110134.18
1532023.12.13 19:00t/p400.102.042092.050492.0420951.9010186.08
1542023.12.13 19:00t/p410.102.042092.050492.0420934.2110220.29
1552023.12.13 19:00t/p420.102.042092.050492.0420934.2110254.50
1562023.12.18 04:00buy430.102.035230.000000.00000
1572023.12.18 04:00modify430.102.035232.028232.04923
1582023.12.18 09:40s/l430.102.028232.028232.04923-43.2910211.21
1592023.12.20 08:00buy440.102.016120.000000.00000
1602023.12.20 08:00modify440.102.016122.009122.03012
1612023.12.20 21:41buy450.102.021730.000000.00000
1622023.12.20 21:41modify450.102.021732.019622.03012
1632023.12.20 21:41modify440.102.016122.019622.03012
1642023.12.20 22:36buy460.102.024620.000000.00000
1652023.12.20 22:36modify460.102.024622.020322.03012
1662023.12.20 22:36buy470.102.024620.000000.00000
1672023.12.20 22:36modify470.102.024622.021722.03012
1682023.12.20 22:36modify450.102.021732.021722.03012
1692023.12.20 22:36modify440.102.016122.021722.03012
1702023.12.20 22:36modify460.102.024622.021722.03012
1712023.12.20 22:36s/l440.102.021722.021722.0301234.6410245.85
1722023.12.20 22:36s/l450.102.021722.021722.03012-0.0610245.79
1732023.12.20 22:36s/l460.102.021722.021722.03012-17.9310227.86
1742023.12.20 22:36s/l470.102.021722.021722.03012-17.9310209.93
1752024.01.15 08:00sell480.102.052520.000000.00000
1762024.01.15 08:00modify480.102.052522.059522.03852
1772024.01.16 16:01s/l480.102.059522.059522.03852-43.5410166.38
1782024.01.17 08:00sell490.102.068050.000000.00000
1792024.01.17 08:00modify490.102.068052.075052.05405
1802024.01.17 14:28s/l490.102.075052.075052.05405-43.3010123.08
1812024.01.30 08:00buy500.102.066030.000000.00000
1822024.01.30 08:00modify500.102.066032.059032.08003
1832024.01.30 13:15buy510.102.071650.000000.00000
1842024.01.30 13:15modify510.102.071652.069532.08003
1852024.01.30 13:15modify500.102.066032.069532.08003
1862024.01.30 13:25s/l500.102.069532.069532.0800321.6410144.72
1872024.01.30 13:25s/l510.102.069532.069532.08003-13.1210131.60
1882024.02.09 12:00buy520.102.054140.000000.00000
1892024.02.09 12:00modify520.102.054142.047142.06814
1902024.02.12 01:49buy530.102.059740.000000.00000
1912024.02.12 01:49modify530.102.059742.057642.06814
1922024.02.12 01:49modify520.102.054142.057642.06814
1932024.02.12 02:52s/l520.102.057642.057642.0681421.2410152.84
1942024.02.12 02:52s/l530.102.057642.057642.06814-12.9910139.85
1952024.02.13 08:00sell540.102.071330.000000.00000
1962024.02.13 08:00modify540.102.071332.078332.05733
1972024.02.13 13:48s/l540.102.078332.078332.05733-43.3010096.55
1982024.02.14 08:00buy550.102.065770.000000.00000
1992024.02.14 08:00modify550.102.065772.058772.07977
2002024.02.15 11:31s/l550.102.058772.058772.07977-44.5010052.05
2012024.02.20 12:00buy560.102.041530.000000.00000
2022024.02.20 12:00modify560.102.041532.034532.05553
2032024.02.20 14:41buy570.102.047150.000000.00000
2042024.02.20 14:41modify570.102.047152.045032.05553
2052024.02.20 14:41modify560.102.041532.045032.05553
2062024.02.20 15:37buy580.102.049950.000000.00000
2072024.02.20 15:37modify580.102.049952.045732.05553
2082024.02.20 15:37buy590.102.049950.000000.00000
2092024.02.20 15:37modify590.102.049952.047132.05553
2102024.02.20 15:37modify570.102.047152.047132.05553
2112024.02.20 15:37modify560.102.041532.047132.05553
2122024.02.20 15:37modify580.102.049952.047132.05553
2132024.02.20 16:46s/l560.102.047132.047132.0555334.6410086.69
2142024.02.20 16:46s/l570.102.047132.047132.05553-0.1210086.57
2152024.02.20 16:46s/l580.102.047132.047132.05553-17.4410069.13
2162024.02.20 16:46s/l590.102.047132.047132.05553-17.4410051.69
2172024.02.28 04:00sell600.102.073950.000000.00000
2182024.02.28 04:00modify600.102.073952.080952.05995
2192024.02.28 16:31s/l600.102.080952.080952.05995-43.3110008.38
2202024.03.07 04:00buy610.102.073710.000000.00000
2212024.03.07 04:00modify610.102.073712.066712.08771
2222024.03.07 13:35s/l610.102.066712.066712.08771-43.299965.09
2232024.03.15 04:00sell620.102.087350.000000.00000
2242024.03.15 04:00modify620.102.087352.094352.07335
2252024.03.18 18:59s/l620.102.094352.094352.07335-43.549921.55
2262024.03.28 12:00sell630.102.115440.000000.00000
2272024.03.28 12:00modify630.102.115442.122442.10144
2282024.03.29 10:59sell640.102.109840.000000.00000
2292024.03.29 10:59modify640.102.109842.111942.10144
2302024.03.29 10:59modify630.102.115442.111942.10144
2312024.03.29 12:16s/l630.102.111942.111942.1014421.429942.97
2322024.03.29 12:16s/l640.102.111942.111942.10144-12.999929.98
2332024.04.16 04:00sell650.102.113390.000000.00000
2342024.04.16 04:00modify650.102.113392.120392.09939
2352024.04.16 06:08sell660.102.107790.000000.00000
2362024.04.16 06:08modify660.102.107792.109892.09939
2372024.04.16 06:08modify650.102.113392.109892.09939
2382024.04.16 06:16s/l650.102.109892.109892.0993921.669951.64
2392024.04.16 06:16s/l660.102.109892.109892.09939-12.999938.65
2402024.04.22 12:00buy670.102.085140.000000.00000
2412024.04.22 12:00modify670.102.085142.078142.09914
2422024.04.23 07:30buy680.102.090810.000000.00000
2432024.04.23 07:30modify680.102.090812.088642.09914
2442024.04.23 07:30modify670.102.085142.088642.09914
2452024.04.23 08:30buy690.102.093550.000000.00000
2462024.04.23 08:30modify690.102.093552.089342.09914
2472024.04.23 08:30buy700.102.093550.000000.00000
2482024.04.23 08:30modify700.102.093552.090742.09914
2492024.04.23 08:30modify680.102.090812.090742.09914
2502024.04.23 08:30modify670.102.085142.090742.09914
2512024.04.23 08:30modify690.102.093552.090742.09914
2522024.04.23 10:28s/l670.102.090742.090742.0991434.239972.88
2532024.04.23 10:28s/l680.102.090742.090742.09914-0.439972.45
2542024.04.23 10:28s/l690.102.090742.090742.09914-17.389955.07
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