Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000)
Period1 Hour (H1) 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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=80; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; 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=13; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 test7207Ticks modelled157687Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread60
Total net profit557.07Gross profit1250.63Gross loss-693.56
Profit factor1.80Expected payoff9.28
Absolute drawdown74.01Maximal drawdown219.39 (2.06%)Relative drawdown2.06% (219.39)
Total trades60Short positions (won %)25 (56.00%)Long positions (won %)35 (48.57%)
Profit trades (% of total)31 (51.67%)Loss trades (% of total)29 (48.33%)
Largestprofit trade80.16loss trade-50.66
Averageprofit trade40.34loss trade-23.92
Maximumconsecutive wins (profit in money)9 (403.93)consecutive losses (loss in money)4 (-87.72)
Maximalconsecutive profit (count of wins)403.93 (9)consecutive loss (count of losses)-99.57 (2)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.10.09 18:00buy10.102.033350.000000.00000
22023.10.09 18:00modify10.102.033352.025352.04635
32023.10.10 09:37buy20.102.040120.000000.00000
42023.10.10 09:37modify20.102.040122.036602.04635
52023.10.10 09:37modify10.102.033352.036602.04635
62023.10.10 09:50s/l10.102.036602.036602.0463519.6910019.69
72023.10.10 09:50s/l20.102.036602.036602.04635-21.779997.92
82023.10.25 19:00sell30.102.086270.000000.00000
92023.10.25 19:00modify30.102.086272.094272.07327
102023.10.27 08:25sell40.102.079640.000000.00000
112023.10.27 08:25modify40.102.079642.083022.07327
122023.10.27 08:25modify30.102.086272.083022.07327
132023.10.27 08:37sell50.102.079060.000000.00000
142023.10.27 08:37modify50.102.079062.081072.07327
152023.10.27 08:37modify40.102.079642.081072.07327
162023.10.27 08:37modify30.102.086272.081072.07327
172023.10.27 08:45s/l30.102.081072.081072.0732731.2310029.15
182023.10.27 08:45s/l40.102.081072.081072.07327-8.8410020.31
192023.10.27 08:45s/l50.102.081072.081072.07327-12.4310007.88
202023.11.01 15:00buy60.102.078370.000000.00000
212023.11.01 15:00modify60.102.078372.070372.09137
222023.11.02 00:59s/l60.102.070372.070372.09137-50.669957.22
232023.11.08 17:00sell70.102.074780.000000.00000
242023.11.08 17:00modify70.102.074782.082782.06178
252023.11.09 11:59sell80.102.068190.000000.00000
262023.11.09 11:59modify80.102.068192.071532.06178
272023.11.09 11:59modify70.102.074782.071532.06178
282023.11.09 12:02sell90.102.067490.000000.00000
292023.11.09 12:02modify90.102.067492.069582.06178
302023.11.09 12:02modify80.102.068192.069582.06178
312023.11.09 12:02modify70.102.074782.069582.06178
322023.11.09 12:20s/l70.102.069582.069582.0617831.469988.67
332023.11.09 12:20s/l80.102.069582.069582.06178-8.609980.07
342023.11.09 12:20s/l90.102.069582.069582.06178-12.939967.14
352023.11.09 16:00buy100.102.065510.000000.00000
362023.11.09 16:00modify100.102.065512.057512.07851
372023.11.09 20:50buy110.102.072060.000000.00000
382023.11.09 20:50modify110.102.072062.068762.07851
392023.11.09 20:50modify100.102.065512.068762.07851
402023.11.09 22:15buy120.102.072950.000000.00000
412023.11.09 22:15modify120.102.072952.070712.07851
422023.11.09 22:15modify110.102.072062.070712.07851
432023.11.09 22:15modify100.102.065512.070712.07851
442023.11.09 22:20buy130.102.073510.000000.00000
452023.11.09 22:20modify130.102.073512.070712.07851
462023.11.13 08:15t/p100.102.078512.070712.0785179.5810046.72
472023.11.13 08:15t/p110.102.078512.070712.0785139.0810085.80
482023.11.13 08:15t/p120.102.078512.070712.0785133.5810119.38
492023.11.13 08:15t/p130.102.078512.070712.0785130.1210149.51
502023.12.13 17:00buy140.102.045580.000000.00000
512023.12.13 17:00modify140.102.045582.037582.05858
522023.12.13 19:15s/l140.102.037582.037582.05858-49.4610100.05
532023.12.20 13:00buy150.102.011870.000000.00000
542023.12.20 13:00modify150.102.011872.003872.02487
552023.12.20 19:50buy160.102.018610.000000.00000
562023.12.20 19:50modify160.102.018612.015122.02487
572023.12.20 19:50modify150.102.011872.015122.02487
582023.12.20 20:25buy170.102.019830.000000.00000
592023.12.20 20:25modify170.102.019832.017072.02487
602023.12.20 20:25modify160.102.018612.017072.02487
612023.12.20 20:25modify150.102.011872.017072.02487
622023.12.21 07:15t/p150.102.024872.017072.0248779.1710179.22
632023.12.21 07:15t/p160.102.024872.017072.0248737.5010216.72
642023.12.21 07:15t/p170.102.024872.017072.0248729.9610246.68
652024.01.22 18:00sell180.102.085340.000000.00000
662024.01.22 18:00modify180.102.085342.093342.07234
672024.01.22 21:20s/l180.102.093342.093342.07234-49.4710197.21
682024.01.26 14:00sell190.102.085070.000000.00000
692024.01.26 14:00modify190.102.085072.093072.07207
702024.01.29 08:25sell200.102.078400.000000.00000
712024.01.29 08:25modify200.102.078402.081822.07207
722024.01.29 08:25modify190.102.085072.081822.07207
732024.01.29 08:45sell210.102.077830.000000.00000
742024.01.29 08:45modify210.102.077832.079872.07207
752024.01.29 08:45modify200.102.078402.079872.07207
762024.01.29 08:45modify190.102.085072.079872.07207
772024.01.29 08:55sell220.102.077170.000000.00000
782024.01.29 08:55modify220.102.077172.079872.07207
792024.01.29 20:10t/p190.102.072072.079872.0720780.1610277.36
802024.01.29 20:10t/p200.102.072072.079872.0720739.1410316.50
812024.01.29 20:10t/p210.102.072072.079872.0720735.6210352.12
822024.01.29 20:10t/p220.102.072072.079872.0720731.5410383.66
832024.02.13 19:00sell230.102.079740.000000.00000
842024.02.13 19:00modify230.102.079742.087742.06674
852024.02.14 06:20sell240.102.073160.000000.00000
862024.02.14 06:20modify240.102.073162.076492.06674
872024.02.14 06:20modify230.102.079742.076492.06674
882024.02.14 06:50sell250.102.072320.000000.00000
892024.02.14 06:50modify250.102.072322.074542.06674
902024.02.14 06:50modify240.102.073162.074542.06674
912024.02.14 06:50modify230.102.079742.074542.06674
922024.02.14 06:59sell260.102.071750.000000.00000
932024.02.14 06:59modify260.102.071752.074542.06674
942024.02.14 07:20t/p230.102.066742.074542.0667480.1610463.82
952024.02.14 07:20t/p240.102.066742.074542.0667439.7010503.52
962024.02.14 07:20t/p250.102.066742.074542.0667434.5010538.02
972024.02.14 07:20t/p260.102.066742.074542.0667430.9810569.00
982024.02.15 15:00buy270.102.055780.000000.00000
992024.02.15 15:00modify270.102.055782.047782.06878
1002024.02.15 17:45buy280.102.062310.000000.00000
1012024.02.15 17:45modify280.102.062312.059032.06878
1022024.02.15 17:45modify270.102.055782.059032.06878
1032024.02.15 20:10buy290.102.063120.000000.00000
1042024.02.15 20:10modify290.102.063122.060982.06878
1052024.02.15 20:10modify280.102.062312.060982.06878
1062024.02.15 20:10modify270.102.055782.060982.06878
1072024.02.15 20:23buy300.102.063630.000000.00000
1082024.02.15 20:23modify300.102.063632.060982.06878
1092024.02.15 22:10s/l270.102.060982.060982.0687832.1410601.14
1102024.02.15 22:10s/l280.102.060982.060982.06878-8.2310592.91
1112024.02.15 22:10s/l290.102.060982.060982.06878-13.2410579.67
1122024.02.15 22:10s/l300.102.060982.060982.06878-16.3910563.28
1132024.02.19 15:00buy310.102.050210.000000.00000
1142024.02.19 15:00modify310.102.050212.042212.06321
1152024.02.20 11:26s/l310.102.042212.042212.06321-49.8610513.42
1162024.02.20 13:00buy320.102.041540.000000.00000
1172024.02.20 13:00modify320.102.041542.033542.05454
1182024.02.20 15:10buy330.102.048070.000000.00000
1192024.02.20 15:10modify330.102.048072.044792.05454
1202024.02.20 15:10modify320.102.041542.044792.05454
1212024.02.20 15:15buy340.102.048870.000000.00000
1222024.02.20 15:15modify340.102.048872.046742.05454
1232024.02.20 15:15modify330.102.048072.046742.05454
1242024.02.20 15:15modify320.102.041542.046742.05454
1252024.02.20 15:25buy350.102.049400.000000.00000
1262024.02.20 15:25modify350.102.049402.046742.05454
1272024.02.20 16:50s/l320.102.046742.046742.0545432.1410545.56
1282024.02.20 16:50s/l330.102.046742.046742.05454-8.2310537.33
1292024.02.20 16:50s/l340.102.046742.046742.05454-13.1710524.16
1302024.02.20 16:50s/l350.102.046742.046742.05454-16.4510507.71
1312024.03.08 17:00sell360.102.079760.000000.00000
1322024.03.08 17:00modify360.102.079762.087762.06676
1332024.03.12 07:50sell370.102.072340.000000.00000
1342024.03.12 07:50modify370.102.072342.074562.06676
1352024.03.12 07:50modify360.102.079762.074562.06676
1362024.03.12 08:10s/l360.102.074562.074562.0667631.6810539.39
1372024.03.12 08:10s/l370.102.074562.074562.06676-13.7310525.66
1382024.04.08 13:00buy380.102.096920.000000.00000
1392024.04.08 13:00modify380.102.096922.088922.10992
1402024.04.10 00:20s/l380.102.088922.088922.10992-50.2610475.40
1412024.04.10 14:00sell390.102.095940.000000.00000
1422024.04.10 14:00modify390.102.095942.103942.08294
1432024.04.12 02:02sell400.102.089250.000000.00000
1442024.04.12 02:02modify400.102.089252.092692.08294
1452024.04.12 02:02modify390.102.095942.092692.08294
1462024.04.12 05:20s/l390.102.092692.092692.0829419.1710494.57
1472024.04.12 05:20s/l400.102.092692.092692.08294-21.2710473.30
1482024.04.19 19:00buy410.102.101740.000000.00000
1492024.04.19 19:00modify410.102.101742.093742.11474
1502024.04.22 01:15s/l410.102.093742.093742.11474-49.8610423.44
1512024.05.03 15:00buy420.102.086480.000000.00000
1522024.05.03 15:00modify420.102.086482.078482.09948
1532024.05.06 14:50buy430.102.092980.000000.00000
1542024.05.06 14:50modify430.102.092982.089732.09948
1552024.05.06 14:50modify420.102.086482.089732.09948
1562024.05.06 16:20s/l420.102.089732.089732.0994819.6910443.13
1572024.05.06 16:20s/l430.102.089732.089732.09948-20.1010423.03
1582024.06.06 18:00buy440.102.062790.000000.00000
1592024.06.06 18:00modify440.102.062792.054792.07579
1602024.06.07 13:40t/p440.102.075792.054792.0757979.9710503.00
1612024.06.07 17:00sell450.102.081560.000000.00000
1622024.06.07 17:00modify450.102.081562.089562.06856
1632024.06.10 21:20sell460.102.074390.000000.00000
1642024.06.10 21:20modify460.102.074392.076362.06856
1652024.06.10 21:20modify450.102.081562.076362.06856
1662024.06.10 21:27s/l450.102.076362.076362.0685631.9310534.92
1672024.06.10 21:27s/l460.102.076362.076362.06856-12.1810522.74
1682024.06.12 15:00buy470.102.066440.000000.00000
1692024.06.12 15:00modify470.102.066442.058442.07944
1702024.06.13 02:20buy480.102.072990.000000.00000
1712024.06.13 02:20modify480.102.072992.069692.07944
1722024.06.13 02:20modify470.102.066442.069692.07944
1732024.06.13 04:02s/l470.102.069692.069692.0794418.9010541.64
1742024.06.13 04:02s/l480.102.069692.069692.07944-20.4010521.24
1752024.06.14 17:00buy490.102.066130.000000.00000
1762024.06.14 17:00modify490.102.066132.058132.07913
1772024.06.17 06:27buy500.102.072880.000000.00000
1782024.06.17 06:27modify500.102.072882.069382.07913
1792024.06.17 06:27modify490.102.066132.069382.07913
1802024.06.17 09:20s/l490.102.069382.069382.0791319.6910540.93
1812024.06.17 09:20s/l500.102.069382.069382.07913-21.6410519.29
1822024.06.28 15:00buy510.102.074910.000000.00000
1832024.06.28 15:00modify510.102.074912.066912.08791
1842024.07.01 12:20buy520.102.081560.000000.00000
1852024.07.01 12:20modify520.102.081562.078162.08791
1862024.07.01 12:20modify510.102.074912.078162.08791
1872024.07.01 12:42buy530.102.082140.000000.00000
1882024.07.01 12:42modify530.102.082142.080112.08791
1892024.07.01 12:42modify520.102.081562.080112.08791
1902024.07.01 12:42modify510.102.074912.080112.08791
1912024.07.01 13:37s/l510.102.080112.080112.0879131.7510551.04
1922024.07.01 13:37s/l520.102.080112.080112.08791-8.9610542.08
1932024.07.01 13:37s/l530.102.080112.080112.08791-12.5510529.53
1942024.07.09 19:00buy540.102.087940.000000.00000
1952024.07.09 19:00modify540.102.087942.079942.10094
1962024.07.10 02:10buy550.102.094710.000000.00000
1972024.07.10 02:10modify550.102.094712.091192.10094
1982024.07.10 02:10modify540.102.087942.091192.10094
1992024.07.10 02:20t/p540.102.100942.091192.1009479.9710609.50
2002024.07.10 02:20t/p550.102.100942.091192.1009438.5210648.02
2012024.07.15 19:00sell560.102.133690.000000.00000
2022024.07.15 19:00modify560.102.133692.141692.12069
2032024.07.16 02:32s/l560.102.141692.141692.12069-49.7110598.31
2042024.07.30 16:00buy570.102.175760.000000.00000
2052024.07.30 16:00modify570.102.175762.167762.18876
2062024.07.31 01:50s/l570.102.167762.167762.18876-49.8610548.45
2072024.08.15 19:00sell580.102.146880.000000.00000
2082024.08.15 19:00modify580.102.146882.154882.13388
2092024.08.16 04:59sell590.102.140110.000000.00000
2102024.08.16 04:59modify590.102.140112.143632.13388
2112024.08.16 04:59modify580.102.146882.143632.13388
2122024.08.16 06:50sell600.102.139480.000000.00000
2132024.08.16 06:50modify600.102.139482.141682.13388
2142024.08.16 06:50modify590.102.140112.141682.13388
2152024.08.16 06:50modify580.102.146882.141682.13388
2162024.08.16 07:20s/l580.102.141682.141682.1338831.9310580.38
2172024.08.16 07:20s/l590.102.141682.141682.13388-9.7110570.67
2182024.08.16 07:20s/l600.102.141682.141682.13388-13.6010557.07