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=1; RSIHelp="------------------------------------"; RSI_Period=11; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 profit357.34Gross profit560.75Gross loss-203.41
Profit factor2.76Expected payoff21.02
Absolute drawdown65.75Maximal drawdown219.22 (2.07%)Relative drawdown2.07% (219.22)
Total trades17Short positions (won %)11 (72.73%)Long positions (won %)6 (66.67%)
Profit trades (% of total)12 (70.59%)Loss trades (% of total)5 (29.41%)
Largestprofit trade86.31loss trade-80.82
Averageprofit trade46.73loss trade-40.68
Maximumconsecutive wins (profit in money)11 (513.86)consecutive losses (loss in money)4 (-184.74)
Maximalconsecutive profit (count of wins)513.86 (11)consecutive loss (count of losses)-184.74 (4)
Averageconsecutive wins6consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.13 22:00sell10.102.086380.000000.00000
22023.11.13 22:00modify10.102.086382.099382.07238
32023.11.14 18:50sell20.102.081900.000000.00000
42023.11.14 18:50modify20.102.081902.084982.07238
52023.11.14 18:50modify10.102.086382.084982.07238
62023.11.14 22:07sell30.102.077980.000000.00000
72023.11.14 22:07modify30.102.077982.082182.07238
82023.11.14 22:07modify20.102.081902.082182.07238
92023.11.14 22:07modify10.102.086382.082182.07238
102023.11.15 02:20sell40.102.075690.000000.00000
112023.11.15 02:20modify40.102.075692.078682.07238
122023.11.15 02:20modify30.102.077982.078682.07238
132023.11.15 02:20modify20.102.081902.078682.07238
142023.11.15 02:20modify10.102.086382.078682.07238
152023.11.15 06:20t/p10.102.072382.078682.0723886.0610086.06
162023.11.15 06:20t/p20.102.072382.078682.0723858.6110144.67
172023.11.15 06:20t/p30.102.072382.078682.0723834.3810179.05
182023.11.15 06:20t/p40.102.072382.078682.0723820.4610199.51
192023.11.15 18:00buy50.102.060860.000000.00000
202023.11.15 18:00modify50.102.060862.047862.07486
212023.11.16 01:20buy60.102.069520.000000.00000
222023.11.16 01:20modify60.102.069522.065062.07486
232023.11.16 01:20modify50.102.060862.065062.07486
242023.11.16 01:40buy70.102.071480.000000.00000
252023.11.16 01:40modify70.102.071482.068562.07486
262023.11.16 01:40modify60.102.069522.068562.07486
272023.11.16 01:40modify50.102.060862.068562.07486
282023.11.16 02:20t/p50.102.074862.068562.0748685.3110284.82
292023.11.16 02:20t/p60.102.074862.068562.0748633.0010317.82
302023.11.16 02:20t/p70.102.074862.068562.0748620.8910338.71
312024.02.13 14:00sell80.102.077390.000000.00000
322024.02.13 14:00modify80.102.077392.090392.06339
332024.02.14 06:20sell90.102.073160.000000.00000
342024.02.14 06:20modify90.102.073162.075992.06339
352024.02.14 06:20modify80.102.077392.075992.06339
362024.02.14 07:40sell100.102.066660.000000.00000
372024.02.14 07:40modify100.102.066662.069692.06339
382024.02.14 07:40modify90.102.073162.069692.06339
392024.02.14 07:40modify80.102.077392.069692.06339
402024.02.14 09:45t/p80.102.063392.069692.0633986.3110425.01
412024.02.14 09:45t/p90.102.063392.069692.0633960.3910485.40
422024.02.14 09:45t/p100.102.063392.069692.0633920.2110505.61
432024.05.03 13:00buy110.102.088320.000000.00000
442024.05.03 13:00modify110.102.088322.075322.10232
452024.05.06 04:20buy120.102.092740.000000.00000
462024.05.06 04:20modify120.102.092742.089722.10232
472024.05.06 04:20modify110.102.088322.089722.10232
482024.05.06 05:50s/l110.102.089722.089722.102328.2510513.86
492024.05.06 05:50s/l120.102.089722.089722.10232-18.6710495.19
502024.06.07 13:00sell130.102.074790.000000.00000
512024.06.07 13:00modify130.102.074792.087792.06079
522024.06.12 13:45sell140.102.066330.000000.00000
532024.06.12 13:45modify140.102.066332.070592.06079
542024.06.12 13:45modify130.102.074792.070592.06079
552024.06.12 15:30sell150.102.064100.000000.00000
562024.06.12 15:30modify150.102.064102.067092.06079
572024.06.12 15:30modify140.102.066332.067092.06079
582024.06.12 15:30modify130.102.074792.067092.06079
592024.06.12 16:32s/l130.102.067092.067092.0607946.8910542.08
602024.06.12 16:32s/l140.102.067092.067092.06079-4.7010537.38
612024.06.12 16:32s/l150.102.067092.067092.06079-18.4810518.90
622024.07.22 14:00sell160.102.160330.000000.00000
632024.07.22 14:00modify160.102.160332.173332.14633
642024.07.24 02:20s/l160.102.173332.173332.14633-80.8210438.08
652024.07.30 22:00buy170.102.173600.000000.00000
662024.07.30 22:00modify170.102.173602.160602.18760
672024.07.31 13:45s/l170.102.160602.160602.18760-80.7410357.34