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=2; RSIHelp="------------------------------------"; RSI_Period=7; 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=40; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; 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 profit329.59Gross profit659.27Gross loss-329.68
Profit factor2.00Expected payoff9.99
Absolute drawdown13.61Maximal drawdown199.80 (1.90%)Relative drawdown1.90% (199.80)
Total trades33Short positions (won %)22 (59.09%)Long positions (won %)11 (36.36%)
Profit trades (% of total)17 (51.52%)Loss trades (% of total)16 (48.48%)
Largestprofit trade86.32loss trade-25.93
Averageprofit trade38.78loss trade-20.60
Maximumconsecutive wins (profit in money)5 (215.88)consecutive losses (loss in money)7 (-174.52)
Maximalconsecutive profit (count of wins)215.88 (5)consecutive loss (count of losses)-174.52 (7)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.05 16:00sell10.102.138650.000000.00000
22023.09.05 16:00modify10.102.138652.142652.12465
32023.09.05 21:05sell20.102.133730.000000.00000
42023.09.05 21:05modify20.102.133732.135852.12465
52023.09.05 21:05modify10.102.138652.135852.12465
62023.09.05 21:07s/l10.102.135852.135852.1246517.3110017.31
72023.09.05 21:07s/l20.102.135852.135852.12465-13.1010004.21
82023.09.22 20:00buy30.102.053780.000000.00000
92023.09.22 20:00modify30.102.053782.049782.06778
102023.09.25 04:07buy40.102.058780.000000.00000
112023.09.25 04:07modify40.102.058782.056582.06778
122023.09.25 04:07modify30.102.053782.056582.06778
132023.09.25 04:26s/l30.102.056582.056582.0677816.9010021.11
142023.09.25 04:26s/l40.102.056582.056582.06778-13.6010007.51
152023.10.23 20:00sell50.102.093550.000000.00000
162023.10.23 20:00modify50.102.093552.097552.07955
172023.10.24 11:49sell60.102.088640.000000.00000
182023.10.24 11:49modify60.102.088642.090752.07955
192023.10.24 11:49modify50.102.093552.090752.07955
202023.10.24 14:00sell70.102.085130.000000.00000
212023.10.24 14:00modify70.102.085132.090052.07955
222023.10.24 14:00modify60.102.088642.090052.07955
232023.10.24 14:00modify50.102.093552.090052.07955
242023.10.24 14:13sell80.102.083040.000000.00000
252023.10.24 14:13modify80.102.083042.088652.07955
262023.10.24 14:13modify70.102.085132.088652.07955
272023.10.24 14:13modify60.102.088642.088652.07955
282023.10.24 14:13modify50.102.093552.088652.07955
292023.10.24 21:12t/p50.102.079552.088652.0795586.3210093.83
302023.10.24 21:12t/p60.102.079552.088652.0795556.1910150.02
312023.10.24 21:12t/p70.102.079552.088652.0795534.4910184.51
322023.10.24 21:12t/p80.102.079552.088652.0795521.5710206.08
332023.11.14 12:00sell90.102.093510.000000.00000
342023.11.14 12:00modify90.102.093512.097512.07951
352023.11.14 13:32sell100.102.088570.000000.00000
362023.11.14 13:32modify100.102.088572.090712.07951
372023.11.14 13:32modify90.102.093512.090712.07951
382023.11.14 13:33s/l90.102.090712.090712.0795117.3110223.39
392023.11.14 13:33s/l100.102.090712.090712.07951-13.2310210.16
402024.02.13 20:00sell110.102.078190.000000.00000
412024.02.13 20:00modify110.102.078192.082192.06419
422024.02.14 06:10sell120.102.073270.000000.00000
432024.02.14 06:10modify120.102.073272.075392.06419
442024.02.14 06:10modify110.102.078192.075392.06419
452024.02.14 07:00sell130.102.067650.000000.00000
462024.02.14 07:00modify130.102.067652.073292.06419
472024.02.14 07:00modify120.102.073272.073292.06419
482024.02.14 07:00modify110.102.078192.073292.06419
492024.02.14 08:13t/p110.102.064192.073292.0641986.3210296.47
502024.02.14 08:13t/p120.102.064192.073292.0641956.1410352.61
512024.02.14 08:13t/p130.102.064192.073292.0641921.3910374.00
522024.02.28 20:00sell140.102.076680.000000.00000
532024.02.28 20:00modify140.102.076682.080682.06268
542024.02.29 09:55s/l140.102.080682.080682.06268-25.4210348.58
552024.03.07 12:00buy150.102.071490.000000.00000
562024.03.07 12:00modify150.102.071492.067492.08549
572024.03.07 13:29s/l150.102.067492.067492.08549-24.7310323.85
582024.03.19 20:00sell160.102.101090.000000.00000
592024.03.19 20:00modify160.102.101092.105092.08709
602024.03.20 00:08s/l160.102.105092.105092.08709-24.9610298.89
612024.04.04 16:00buy170.102.097560.000000.00000
622024.04.04 16:00modify170.102.097562.093562.11156
632024.04.05 12:36buy180.102.102470.000000.00000
642024.04.05 12:36modify180.102.102472.100362.11156
652024.04.05 12:36modify170.102.097562.100362.11156
662024.04.05 12:38s/l170.102.100362.100362.1115616.9110315.80
672024.04.05 12:38s/l180.102.100362.100362.11156-13.0410302.76
682024.05.03 20:00buy190.102.087150.000000.00000
692024.05.03 20:00modify190.102.087152.083152.10115
702024.05.06 04:02buy200.102.092220.000000.00000
712024.05.06 04:02modify200.102.092222.089952.10115
722024.05.06 04:02modify190.102.087152.089952.10115
732024.05.06 05:37s/l190.102.089952.089952.1011516.9010319.66
742024.05.06 05:37s/l200.102.089952.089952.10115-14.0310305.63
752024.05.21 12:00sell210.102.083560.000000.00000
762024.05.21 12:00modify210.102.083562.087562.06956
772024.05.22 02:00sell220.102.078370.000000.00000
782024.05.22 02:00modify220.102.078372.080762.06956
792024.05.22 02:00modify210.102.083562.080762.06956
802024.05.22 02:00sell230.102.074900.000000.00000
812024.05.22 02:00modify230.102.074902.080062.06956
822024.05.22 02:00modify220.102.078372.080062.06956
832024.05.22 02:00modify210.102.083562.080062.06956
842024.05.22 02:01sell240.102.073060.000000.00000
852024.05.22 02:01modify240.102.073062.078662.06956
862024.05.22 02:01modify230.102.074902.078662.06956
872024.05.22 02:01modify220.102.078372.078662.06956
882024.05.22 02:01modify210.102.083562.078662.06956
892024.05.22 02:02t/p210.102.069562.078662.0695686.3210391.94
902024.05.22 02:02t/p220.102.069562.078662.0695654.4610446.40
912024.05.22 02:02t/p230.102.069562.078662.0695633.0110479.41
922024.05.22 02:02t/p240.102.069562.078662.0695621.6410501.05
932024.07.15 12:00sell250.102.130090.000000.00000
942024.07.15 12:00modify250.102.130092.134092.11609
952024.07.15 17:30s/l250.102.134092.134092.11609-24.7210476.33
962024.07.16 20:00sell260.102.143660.000000.00000
972024.07.16 20:00modify260.102.143662.147662.12966
982024.07.16 22:45s/l260.102.147662.147662.12966-24.7310451.60
992024.07.23 12:00sell270.102.165360.000000.00000
1002024.07.23 12:00modify270.102.165362.169362.15136
1012024.07.23 14:38s/l270.102.169362.169362.15136-24.7210426.88
1022024.07.24 16:00sell280.102.173410.000000.00000
1032024.07.24 16:00modify280.102.173412.177412.15941
1042024.07.24 18:56s/l280.102.177412.177412.15941-24.7310402.15
1052024.07.25 16:00sell290.102.182790.000000.00000
1062024.07.25 16:00modify290.102.182792.186792.16879
1072024.07.26 19:58s/l290.102.186792.186792.16879-24.9610377.19
1082024.07.31 20:00buy300.102.160000.000000.00000
1092024.07.31 20:00modify300.102.160002.156002.17400
1102024.08.01 06:19s/l300.102.156002.156002.17400-25.9310351.26
1112024.08.01 12:00buy310.102.152410.000000.00000
1122024.08.01 12:00modify310.102.152412.148412.16641
1132024.08.01 12:30s/l310.102.148412.148412.16641-24.7310326.53
1142024.08.07 12:00buy320.102.115250.000000.00000
1152024.08.07 12:00modify320.102.115252.111252.12925
1162024.08.08 13:01buy330.102.120160.000000.00000
1172024.08.08 13:01modify330.102.120162.118052.12925
1182024.08.08 13:01modify320.102.115252.118052.12925
1192024.08.08 14:38s/l320.102.118052.118052.1292516.1010342.63
1202024.08.08 14:38s/l330.102.118052.118052.12925-13.0410329.59