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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 profit375.22Gross profit636.09Gross loss-260.87
Profit factor2.44Expected payoff12.51
Absolute drawdown7.79Maximal drawdown173.44 (1.65%)Relative drawdown1.65% (173.44)
Total trades30Short positions (won %)19 (63.16%)Long positions (won %)11 (27.27%)
Profit trades (% of total)15 (50.00%)Loss trades (% of total)15 (50.00%)
Largestprofit trade92.78loss trade-25.94
Averageprofit trade42.41loss trade-17.39
Maximumconsecutive wins (profit in money)4 (241.03)consecutive losses (loss in money)4 (-84.74)
Maximalconsecutive profit (count of wins)241.03 (4)consecutive loss (count of losses)-84.74 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.05 16:00sell10.102.138650.000000.00000
22023.09.05 16:00modify10.102.138652.142652.12365
32023.09.05 21:05sell20.102.133350.000000.00000
42023.09.05 21:05modify20.102.133352.134902.12365
52023.09.05 21:05modify10.102.138652.134902.12365
62023.09.05 21:06s/l10.102.134902.134902.1236523.1910023.19
72023.09.05 21:06s/l20.102.134902.134902.12365-9.5910013.60
82023.09.22 20:00buy30.102.053780.000000.00000
92023.09.22 20:00modify30.102.053782.049782.06878
102023.09.25 05:08buy40.102.059050.000000.00000
112023.09.25 05:08modify40.102.059052.057532.06878
122023.09.25 05:08modify30.102.053782.057532.06878
132023.09.25 05:19s/l30.102.057532.057532.0687822.7910036.39
142023.09.25 05:19s/l40.102.057532.057532.06878-9.4010026.99
152023.11.01 04:00sell50.102.091950.000000.00000
162023.11.01 04:00modify50.102.091952.095952.07695
172023.11.01 09:02sell60.102.086680.000000.00000
182023.11.01 09:02modify60.102.086682.088202.07695
192023.11.01 09:02modify50.102.091952.088202.07695
202023.11.01 09:20sell70.102.085940.000000.00000
212023.11.01 09:20modify70.102.085942.088202.07695
222023.11.01 12:08sell80.102.082200.000000.00000
232023.11.01 12:08modify80.102.082202.085952.07695
242023.11.01 12:08modify70.102.085942.085952.07695
252023.11.01 12:08modify60.102.086682.085952.07695
262023.11.01 12:08modify50.102.091952.085952.07695
272023.11.01 14:00t/p50.102.076952.085952.0769592.7810119.77
282023.11.01 14:00t/p60.102.076952.085952.0769560.1810179.95
292023.11.01 14:00t/p70.102.076952.085952.0769555.6010235.55
302023.11.01 14:00t/p80.102.076952.085952.0769532.4710268.02
312023.11.02 16:00buy90.102.069080.000000.00000
322023.11.02 16:00modify90.102.069082.065082.08408
332023.11.03 07:01s/l90.102.065082.065082.08408-25.1410242.88
342023.11.14 12:00sell100.102.093510.000000.00000
352023.11.14 12:00modify100.102.093512.097512.07851
362023.11.14 13:35sell110.102.088080.000000.00000
372023.11.14 13:35modify110.102.088082.089762.07851
382023.11.14 13:35modify100.102.093512.089762.07851
392023.11.14 13:35sell120.102.087480.000000.00000
402023.11.14 13:35modify120.102.087482.089762.07851
412023.11.14 13:36sell130.102.083660.000000.00000
422023.11.14 13:36modify130.102.083662.087512.07851
432023.11.14 13:36modify120.102.087482.087512.07851
442023.11.14 13:36modify110.102.088082.087512.07851
452023.11.14 13:36modify100.102.093512.087512.07851
462023.11.14 13:53s/l100.102.087512.087512.0785137.1210280.00
472023.11.14 13:53s/l110.102.087512.087512.078513.5310283.53
482023.11.14 13:53s/l120.102.087512.087512.07851-0.1810283.35
492023.11.14 13:53s/l130.102.087512.087512.07851-23.8110259.54
502024.01.15 16:00sell140.102.054010.000000.00000
512024.01.15 16:00modify140.102.054012.058012.03901
522024.01.15 22:09sell150.102.048690.000000.00000
532024.01.15 22:09modify150.102.048692.050262.03901
542024.01.15 22:09modify140.102.054012.050262.03901
552024.01.15 22:09s/l140.102.050262.050262.0390123.2010282.74
562024.01.15 22:09s/l150.102.050262.050262.03901-9.7110273.03
572024.02.13 20:00sell160.102.078190.000000.00000
582024.02.13 20:00modify160.102.078192.082192.06319
592024.02.14 06:36sell170.102.072940.000000.00000
602024.02.14 06:36modify170.102.072942.074442.06319
612024.02.14 06:36modify160.102.078192.074442.06319
622024.02.14 06:55sell180.102.072190.000000.00000
632024.02.14 06:55modify180.102.072192.074442.06319
642024.02.14 07:00sell190.102.068350.000000.00000
652024.02.14 07:00modify190.102.068352.072192.06319
662024.02.14 07:00modify180.102.072192.072192.06319
672024.02.14 07:00modify170.102.072942.072192.06319
682024.02.14 07:00modify160.102.078192.072192.06319
692024.02.14 09:46t/p160.102.063192.072192.0631992.5510365.58
702024.02.14 09:46t/p170.102.063192.072192.0631960.3110425.89
712024.02.14 09:46t/p180.102.063192.072192.0631955.6710481.56
722024.02.14 09:46t/p190.102.063192.072192.0631931.9210513.48
732024.02.28 08:00sell200.102.072220.000000.00000
742024.02.28 08:00modify200.102.072222.076222.05722
752024.02.28 14:24s/l200.102.076222.076222.05722-24.7410488.74
762024.02.28 20:00sell210.102.076680.000000.00000
772024.02.28 20:00modify210.102.076682.080682.06168
782024.02.29 09:55s/l210.102.080682.080682.06168-25.4410463.30
792024.04.16 08:00sell220.102.112240.000000.00000
802024.04.16 08:00modify220.102.112242.116242.09724
812024.04.16 10:03s/l220.102.116242.116242.09724-24.7410438.56
822024.05.03 20:00buy230.102.087150.000000.00000
832024.05.03 20:00modify230.102.087152.083152.10215
842024.05.06 04:07buy240.102.092410.000000.00000
852024.05.06 04:07modify240.102.092412.090902.10215
862024.05.06 04:07modify230.102.087152.090902.10215
872024.05.06 04:36s/l230.102.090902.090902.1021522.7910461.35
882024.05.06 04:36s/l240.102.090902.090902.10215-9.3410452.01
892024.07.31 12:00buy250.102.168470.000000.00000
902024.07.31 12:00modify250.102.168472.164472.18347
912024.07.31 12:30s/l250.102.164472.164472.18347-24.7310427.28
922024.07.31 20:00buy260.102.160000.000000.00000
932024.07.31 20:00modify260.102.160002.156002.17500
942024.08.01 06:19s/l260.102.156002.156002.17500-25.9410401.34
952024.08.01 12:00buy270.102.152410.000000.00000
962024.08.01 12:00modify270.102.152412.148412.16741
972024.08.01 12:30s/l270.102.148412.148412.16741-24.7310376.61
982024.08.07 16:00buy280.102.115430.000000.00000
992024.08.07 16:00modify280.102.115432.111432.13043
1002024.08.08 13:01buy290.102.120690.000000.00000
1012024.08.08 13:01modify290.102.120692.119182.13043
1022024.08.08 13:01modify280.102.115432.119182.13043
1032024.08.08 13:05buy300.102.121450.000000.00000
1042024.08.08 13:05modify300.102.121452.119182.13043
1052024.08.08 13:09s/l280.102.119182.119182.1304321.9910398.60
1062024.08.08 13:09s/l290.102.119182.119182.13043-9.3410389.26
1072024.08.08 13:09s/l300.102.119182.119182.13043-14.0410375.22