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=0; RSIHelp="------------------------------------"; RSI_Period=9; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=6; 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 modelled79505Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1010.36Gross profit1171.50Gross loss-161.14
Profit factor7.27Expected payoff28.07
Absolute drawdown28.19Maximal drawdown155.32 (1.49%)Relative drawdown1.49% (155.32)
Total trades36Short positions (won %)23 (82.61%)Long positions (won %)13 (69.23%)
Profit trades (% of total)28 (77.78%)Loss trades (% of total)8 (22.22%)
Largestprofit trade92.71loss trade-29.05
Averageprofit trade41.84loss trade-20.14
Maximumconsecutive wins (profit in money)11 (605.65)consecutive losses (loss in money)1 (-29.05)
Maximalconsecutive profit (count of wins)605.65 (11)consecutive loss (count of losses)-29.05 (1)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.10.13 04:00sell10.102.062020.000000.00000
22023.10.13 04:00modify10.102.062022.077022.04702
32023.10.16 01:05sell20.102.056700.000000.00000
42023.10.16 01:05modify20.102.056702.061272.04702
52023.10.16 01:05modify10.102.062022.061272.04702
62023.10.16 02:00sell30.102.053490.000000.00000
72023.10.16 02:00modify30.102.053492.056022.04702
82023.10.16 02:00modify20.102.056702.056022.04702
92023.10.16 02:00modify10.102.062022.056022.04702
102023.10.16 06:40s/l10.102.056022.056022.0470236.8510036.85
112023.10.16 06:40s/l20.102.056022.056022.047024.2010041.05
122023.10.16 06:40s/l30.102.056022.056022.04702-15.6410025.41
132023.11.14 04:00sell40.102.089160.000000.00000
142023.11.14 04:00modify40.102.089162.104162.07416
152023.11.14 17:40sell50.102.083850.000000.00000
162023.11.14 17:40modify50.102.083852.088412.07416
172023.11.14 17:40modify40.102.089162.088412.07416
182023.11.14 21:40sell60.102.078540.000000.00000
192023.11.14 21:40modify60.102.078542.083912.07416
202023.11.14 21:40modify50.102.083852.083912.07416
212023.11.14 21:40modify40.102.089162.083912.07416
222023.11.15 04:30t/p40.102.074162.083912.0741692.4810117.88
232023.11.15 04:30t/p50.102.074162.083912.0741659.6610177.54
242023.11.15 04:30t/p60.102.074162.083912.0741626.8410204.38
252023.11.29 04:00buy70.102.053550.000000.00000
262023.11.29 04:00modify70.102.053552.038552.06855
272023.11.29 08:05buy80.102.061920.000000.00000
282023.11.29 08:05modify80.102.061922.059552.06855
292023.11.29 08:05modify70.102.053552.059552.06855
302023.11.29 08:30s/l70.102.059552.059552.0685537.0710241.45
312023.11.29 08:30s/l80.102.059552.059552.06855-14.6510226.80
322024.02.28 04:00sell90.102.073950.000000.00000
332024.02.28 04:00modify90.102.073952.088952.05895
342024.03.03 22:05sell100.102.068500.000000.00000
352024.03.03 22:05modify100.102.068502.073202.05895
362024.03.03 22:05modify90.102.073952.073202.05895
372024.03.03 23:30s/l90.102.073202.073202.058953.7110230.50
382024.03.03 23:30s/l100.102.073202.073202.05895-29.0510201.45
392024.03.20 00:00sell110.102.102840.000000.00000
402024.03.20 00:00modify110.102.102842.117842.08784
412024.03.21 03:40sell120.102.097390.000000.00000
422024.03.21 03:40modify120.102.097392.102092.08784
432024.03.21 03:40modify110.102.102842.102092.08784
442024.03.21 07:40sell130.102.094370.000000.00000
452024.03.21 07:40modify130.102.094372.096842.08784
462024.03.21 07:40modify120.102.097392.096842.08784
472024.03.21 07:40modify110.102.102842.096842.08784
482024.03.21 07:59s/l110.102.096842.096842.0878436.3810237.83
492024.03.21 07:59s/l120.102.096842.096842.087843.4010241.23
502024.03.21 07:59s/l130.102.096842.096842.08784-15.2710225.96
512024.04.04 04:00buy140.102.100160.000000.00000
522024.04.04 04:00modify140.102.100162.085162.11516
532024.04.15 13:55buy150.102.105650.000000.00000
542024.04.15 13:55modify150.102.105652.100912.11516
552024.04.15 13:55modify140.102.100162.100912.11516
562024.04.15 19:30buy160.102.108520.000000.00000
572024.04.15 19:30modify160.102.108522.106162.11516
582024.04.15 19:30modify150.102.105652.106162.11516
592024.04.15 19:30modify140.102.100162.106162.11516
602024.04.15 21:05s/l140.102.106162.106162.1151633.4710259.43
612024.04.15 21:05s/l150.102.106162.106162.115163.1510262.58
622024.04.15 21:05s/l160.102.106162.106162.11516-14.5910247.99
632024.04.16 04:00sell170.102.113390.000000.00000
642024.04.16 04:00modify170.102.113392.128392.09839
652024.04.16 06:05sell180.102.108080.000000.00000
662024.04.16 06:05modify180.102.108082.112642.09839
672024.04.16 06:05modify170.102.113392.112642.09839
682024.04.16 06:40s/l170.102.112642.112642.098394.6310252.62
692024.04.16 06:40s/l180.102.112642.112642.09839-28.1910224.43
702024.05.01 00:00sell190.102.124620.000000.00000
712024.05.01 00:00modify190.102.124622.139622.10962
722024.05.01 03:59sell200.102.119230.000000.00000
732024.05.01 03:59modify200.102.119232.123872.10962
742024.05.01 03:59modify190.102.124622.123872.10962
752024.05.01 12:50sell210.102.116240.000000.00000
762024.05.01 12:50modify210.102.116242.118622.10962
772024.05.01 12:50modify200.102.119232.118622.10962
782024.05.01 12:50modify190.102.124622.118622.10962
792024.05.01 14:15sell220.102.113960.000000.00000
802024.05.01 14:15modify220.102.113962.119372.10962
812024.05.01 14:15modify210.102.116242.119372.10962
822024.05.01 14:15modify200.102.119232.119372.10962
832024.05.01 14:15modify190.102.124622.119372.10962
842024.05.02 07:40t/p190.102.109622.119372.1096292.0110316.44
852024.05.02 07:40t/p200.102.109622.119372.1096258.7010375.14
862024.05.02 07:40t/p210.102.109622.119372.1096240.2210415.36
872024.05.02 07:40t/p220.102.109622.119372.1096226.1210441.47
882024.05.22 00:00sell230.102.085910.000000.00000
892024.05.22 00:00modify230.102.085912.100912.07091
902024.05.22 02:06sell240.102.077570.000000.00000
912024.05.22 02:06modify240.102.077572.079912.07091
922024.05.22 02:06modify230.102.085912.079912.07091
932024.05.22 02:33t/p230.102.070912.079912.0709192.7110534.18
942024.05.22 02:33t/p240.102.070912.079912.0709141.1610575.34
952024.08.02 04:00buy250.102.139720.000000.00000
962024.08.02 04:00modify250.102.139722.124722.15472
972024.08.02 14:45buy260.102.145170.000000.00000
982024.08.02 14:45modify260.102.145172.140472.15472
992024.08.02 14:45modify250.102.139722.140472.15472
1002024.08.02 19:55buy270.102.148150.000000.00000
1012024.08.02 19:55modify270.102.148152.145722.15472
1022024.08.02 19:55modify260.102.145172.145722.15472
1032024.08.02 19:55modify250.102.139722.145722.15472
1042024.08.05 01:30buy280.102.150230.000000.00000
1052024.08.05 01:30modify280.102.150232.144972.15472
1062024.08.05 01:30modify270.102.148152.144972.15472
1072024.08.05 01:30modify260.102.145172.144972.15472
1082024.08.05 01:30modify250.102.139722.144972.15472
1092024.08.05 04:30t/p250.102.154722.144972.1547292.2910667.63
1102024.08.05 04:30t/p260.102.154722.144972.1547258.6210726.26
1112024.08.05 04:30t/p270.102.154722.144972.1547240.2010766.46
1122024.08.05 04:30t/p280.102.154722.144972.1547227.7510794.21
1132024.08.07 04:00buy290.102.115210.000000.00000
1142024.08.07 04:00modify290.102.115212.100212.13021
1152024.08.08 13:33buy300.102.123600.000000.00000
1162024.08.08 13:33modify300.102.123602.121212.13021
1172024.08.08 13:33modify290.102.115212.121212.13021
1182024.08.08 14:20s/l290.102.121212.121212.1302135.8710830.08
1192024.08.08 14:20s/l300.102.121212.121212.13021-14.7710815.31
1202024.08.16 00:00sell310.102.150030.000000.00000
1212024.08.16 00:00modify310.102.150032.165032.13503
1222024.08.16 02:35sell320.102.144660.000000.00000
1232024.08.16 02:35modify320.102.144662.149282.13503
1242024.08.16 02:35modify310.102.150032.149282.13503
1252024.08.16 07:05sell330.102.139400.000000.00000
1262024.08.16 07:05modify330.102.139402.144782.13503
1272024.08.16 07:05modify320.102.144662.144782.13503
1282024.08.16 07:05modify310.102.150032.144782.13503
1292024.08.16 08:20sell340.102.141740.000000.00000
1302024.08.16 08:20modify340.102.141742.144032.13503
1312024.08.16 08:25modify340.102.141742.144782.13503
1322024.08.19 01:40t/p310.102.135032.144782.1350392.4910907.79
1332024.08.19 01:40t/p320.102.135032.144782.1350359.2910967.08
1342024.08.19 01:40t/p330.102.135032.144782.1350326.7810993.85
1352024.08.19 01:40t/p340.102.135032.144782.1350341.2511035.10
1362024.08.29 04:00buy350.102.100800.000000.00000
1372024.08.29 04:00modify350.102.100802.085802.11580
1382024.08.30 06:30buy360.102.106240.000000.00000
1392024.08.30 06:30modify360.102.106242.101552.11580
1402024.08.30 06:30modify350.102.100802.101552.11580
1412024.08.30 14:20s/l350.102.101552.101552.115804.2411039.34
1422024.08.30 14:20s/l360.102.101552.101552.11580-28.9811010.36