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)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 test2606Ticks modelled79506Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread60
Total net profit488.34Gross profit618.30Gross loss-129.96
Profit factor4.76Expected payoff16.84
Absolute drawdown26.78Maximal drawdown159.37 (1.54%)Relative drawdown1.54% (159.37)
Total trades29Short positions (won %)7 (57.14%)Long positions (won %)22 (63.64%)
Profit trades (% of total)18 (62.07%)Loss trades (% of total)11 (37.93%)
Largestprofit trade61.80loss trade-21.81
Averageprofit trade34.35loss trade-11.81
Maximumconsecutive wins (profit in money)7 (283.02)consecutive losses (loss in money)3 (-47.29)
Maximalconsecutive profit (count of wins)283.02 (7)consecutive loss (count of losses)-47.29 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.09.22 12:00buy10.102.052740.000000.00000
22023.09.22 12:00modify10.102.052742.041742.06274
32023.09.25 02:30buy20.102.057740.000000.00000
42023.09.25 02:30modify20.102.057742.054242.06274
52023.09.25 02:30modify10.102.052742.054242.06274
62023.09.25 03:59buy30.102.058270.000000.00000
72023.09.25 03:59modify30.102.058272.056742.06274
82023.09.25 03:59modify20.102.057742.056742.06274
92023.09.25 03:59modify10.102.052742.056742.06274
102023.09.25 04:40s/l10.102.056742.056742.0627424.3210024.32
112023.09.25 04:40s/l20.102.056742.056742.06274-6.1810018.14
122023.09.25 04:40s/l30.102.056742.056742.06274-9.4510008.69
132023.11.15 12:00buy40.102.064480.000000.00000
142023.11.15 12:00modify40.102.064482.053482.07448
152023.11.16 02:40t/p40.102.074482.053482.0744860.5910069.28
162023.11.29 04:00buy50.102.053550.000000.00000
172023.11.29 04:00modify50.102.053552.042552.06355
182023.11.29 07:20buy60.102.058570.000000.00000
192023.11.29 07:20modify60.102.058572.055052.06355
202023.11.29 07:20modify50.102.053552.055052.06355
212023.11.29 07:30buy70.102.060180.000000.00000
222023.11.29 07:30modify70.102.060182.057052.06355
232023.11.29 07:30modify60.102.058572.057052.06355
242023.11.29 07:30modify50.102.053552.057052.06355
252023.11.29 09:10buy80.102.059210.000000.00000
262023.11.29 09:10modify80.102.059212.057552.06355
272023.11.29 09:15modify80.102.059212.057052.06355
282023.11.29 15:40t/p50.102.063552.057052.0635561.7910131.07
292023.11.29 15:40t/p60.102.063552.057052.0635530.7810161.85
302023.11.29 15:40t/p70.102.063552.057052.0635520.8310182.68
312023.11.29 15:40t/p80.102.063552.057052.0635526.8210209.50
322023.12.14 04:00buy90.102.027290.000000.00000
332023.12.14 04:00modify90.102.027292.016292.03729
342023.12.14 08:30t/p90.102.037292.016292.0372961.7910271.29
352023.12.20 08:00buy100.102.016120.000000.00000
362023.12.20 08:00modify100.102.016122.005122.02612
372023.12.20 21:55buy110.102.022810.000000.00000
382023.12.20 21:55modify110.102.022812.019622.02612
392023.12.20 21:55modify100.102.016122.019622.02612
402023.12.20 22:10buy120.102.021240.000000.00000
412023.12.20 22:10modify120.102.021242.017622.02612
422023.12.20 22:15modify120.102.021242.019622.02612
432023.12.20 23:55buy130.102.021880.000000.00000
442023.12.20 23:55modify130.102.021882.020122.02612
452023.12.20 23:59modify130.102.021882.019622.02612
462023.12.21 00:40s/l100.102.019622.019622.0261220.4210291.71
472023.12.21 00:40s/l110.102.019622.019622.02612-20.9110270.80
482023.12.21 00:40s/l120.102.019622.019622.02612-11.2110259.59
492023.12.21 00:40s/l130.102.019622.019622.02612-15.1710244.42
502024.02.28 04:00sell140.102.073950.000000.00000
512024.02.28 04:00modify140.102.073952.084952.06395
522024.03.03 22:00sell150.102.068870.000000.00000
532024.03.03 22:00modify150.102.068872.072452.06395
542024.03.03 22:00modify140.102.073952.072452.06395
552024.03.03 22:15sell160.102.068290.000000.00000
562024.03.03 22:15modify160.102.068292.069952.06395
572024.03.03 22:15modify150.102.068872.069952.06395
582024.03.03 22:15modify140.102.073952.069952.06395
592024.03.03 22:20s/l140.102.069952.069952.0639523.7910268.21
602024.03.03 22:20s/l150.102.069952.069952.06395-6.6710261.54
612024.03.03 22:20s/l160.102.069952.069952.06395-10.2610251.28
622024.05.03 16:00buy170.102.085100.000000.00000
632024.05.03 16:00modify170.102.085102.074102.09510
642024.05.06 00:40buy180.102.090790.000000.00000
652024.05.06 00:40modify180.102.090792.089102.09510
662024.05.06 00:40modify170.102.085102.089102.09510
672024.05.06 00:55buy190.102.090390.000000.00000
682024.05.06 00:55modify190.102.090392.086602.09510
692024.05.06 01:00modify190.102.090392.089102.09510
702024.05.06 01:30s/l170.102.089102.089102.0951024.3210275.60
712024.05.06 01:30s/l180.102.089102.089102.09510-10.4410265.16
722024.05.06 01:30s/l190.102.089102.089102.09510-7.9710257.19
732024.08.01 16:00buy200.102.142490.000000.00000
742024.08.01 16:00modify200.102.142492.131492.15249
752024.08.02 17:30buy210.102.147630.000000.00000
762024.08.02 17:30modify210.102.147632.143992.15249
772024.08.02 17:30modify200.102.142492.143992.15249
782024.08.02 18:20buy220.102.148270.000000.00000
792024.08.02 18:20modify220.102.148272.146492.15249
802024.08.02 18:20modify210.102.147632.146492.15249
812024.08.02 18:20modify200.102.142492.146492.15249
822024.08.02 18:40buy230.102.149200.000000.00000
832024.08.02 18:40modify230.102.149202.145992.15249
842024.08.02 18:40modify220.102.148272.145992.15249
852024.08.02 18:40modify210.102.147632.145992.15249
862024.08.02 18:40modify200.102.142492.145992.15249
872024.08.04 22:40t/p200.102.152492.145992.1524961.3910318.58
882024.08.04 22:40t/p210.102.152492.145992.1524930.0310348.61
892024.08.04 22:40t/p220.102.152492.145992.1524926.0810374.69
902024.08.04 22:40t/p230.102.152492.145992.1524920.3310395.02
912024.08.05 08:00sell240.102.158750.000000.00000
922024.08.05 08:00modify240.102.158752.169752.14875
932024.08.05 08:50sell250.102.153480.000000.00000
942024.08.05 08:50modify250.102.153482.157252.14875
952024.08.05 08:50modify240.102.158752.157252.14875
962024.08.05 09:40t/p240.102.148752.157252.1487561.8010456.82
972024.08.05 09:40t/p250.102.148752.157252.1487529.2310486.05
982024.08.14 04:00sell260.102.137870.000000.00000
992024.08.14 04:00modify260.102.137872.148872.12787
1002024.08.14 06:20sell270.102.132270.000000.00000
1012024.08.14 06:20modify270.102.132272.133872.12787
1022024.08.14 06:20modify260.102.137872.133872.12787
1032024.08.14 07:20s/l260.102.133872.133872.1278724.7210510.77
1042024.08.14 07:20s/l270.102.133872.133872.12787-9.8910500.88
1052024.08.29 04:00buy280.102.100800.000000.00000
1062024.08.29 04:00modify280.102.100802.089802.11080
1072024.08.29 14:15buy290.102.105830.000000.00000
1082024.08.29 14:15modify290.102.105832.102302.11080
1092024.08.29 14:15modify280.102.100802.102302.11080
1102024.08.29 14:40s/l280.102.102302.102302.110809.2710510.15
1112024.08.29 14:40s/l290.102.102302.102302.11080-21.8110488.34