Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000)
Period1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:59 (2023.11.01 - 2024.11.01)
ModelOpen prices only (only for Expert Advisors that explicitly control bar opening)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=20; 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 test7221Ticks modelled13442Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread60
Total net profit713.84Gross profit1304.98Gross loss-591.13
Profit factor2.21Expected payoff21.00
Absolute drawdown141.19Maximal drawdown404.23 (30.60%)Relative drawdown30.60% (404.23)
Total trades34Short positions (won %)18 (66.67%)Long positions (won %)16 (62.50%)
Profit trades (% of total)22 (64.71%)Loss trades (% of total)12 (35.29%)
Largestprofit trade87.47loss trade-86.11
Averageprofit trade59.32loss trade-49.26
Maximumconsecutive wins (profit in money)10 (625.37)consecutive losses (loss in money)3 (-130.82)
Maximalconsecutive profit (count of wins)625.37 (10)consecutive loss (count of losses)-130.82 (3)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.09 22:00sell10.102.071110.000000.00000
22023.11.09 22:00modify10.102.071112.085112.05611
32023.11.13 16:00s/l10.102.085112.085112.05611-82.45917.55
42023.11.13 22:00sell20.102.086380.000000.00000
52023.11.13 22:00modify20.102.086382.100382.07138
62023.11.14 22:00sell30.102.078710.000000.00000
72023.11.14 22:00modify30.102.078712.083382.07138
82023.11.14 22:00sell40.102.078710.000000.00000
92023.11.14 22:00modify40.102.078712.082632.07138
102023.11.14 22:00modify20.102.086382.082632.07138
112023.11.14 23:00modify30.102.078712.082632.07138
122023.11.15 08:00t/p20.102.071382.082632.0713887.421004.98
132023.11.15 08:00t/p30.102.071382.082632.0713842.711047.69
142023.11.15 08:00t/p40.102.071382.082632.0713842.711090.40
152023.11.16 20:00sell50.102.077540.000000.00000
162023.11.16 20:00modify50.102.077542.091542.06254
172023.11.20 22:00sell60.102.070030.000000.00000
182023.11.20 22:00modify60.102.070032.074542.06254
192023.11.20 22:00sell70.102.070030.000000.00000
202023.11.20 22:00modify70.102.070032.073792.06254
212023.11.20 22:00modify50.102.077542.073792.06254
222023.11.20 23:00modify60.102.070032.073792.06254
232023.11.21 09:00t/p50.102.062542.073792.0625487.211177.61
242023.11.21 09:00t/p60.102.062542.073792.0625443.661221.27
252023.11.21 09:00t/p70.102.062542.073792.0625443.661264.93
262023.11.30 20:00buy80.102.049680.000000.00000
272023.11.30 20:00modify80.102.049682.035682.06468
282023.12.13 20:00s/l80.102.035682.035682.06468-86.111178.83
292023.12.20 21:00sell90.102.019630.000000.00000
302023.12.20 21:00modify90.102.019632.033632.00463
312023.12.26 10:00sell100.102.012050.000000.00000
322023.12.26 10:00modify100.102.012052.016632.00463
332023.12.26 10:00sell110.102.012050.000000.00000
342023.12.26 10:00modify110.102.012052.015882.00463
352023.12.26 10:00modify90.102.019632.015882.00463
362023.12.26 11:00modify100.102.012052.015882.00463
372023.12.27 14:00s/l90.102.015882.015882.0046320.431199.26
382023.12.27 14:00s/l100.102.015882.015882.00463-22.661176.60
392023.12.27 14:00s/l110.102.015882.015882.00463-22.661153.94
402023.12.27 20:00sell120.102.019620.000000.00000
412023.12.27 20:00modify120.102.019622.033622.00462
422024.01.04 11:00s/l120.102.033622.033622.00462-84.191069.76
432024.01.23 22:00buy130.102.077310.000000.00000
442024.01.23 22:00modify130.102.077312.063312.09231
452024.01.26 18:00buy140.102.085070.000000.00000
462024.01.26 18:00modify140.102.085072.080312.09231
472024.01.26 18:00buy150.102.085070.000000.00000
482024.01.26 18:00modify150.102.085072.081062.09231
492024.01.26 18:00modify130.102.077312.081062.09231
502024.01.26 19:00modify140.102.085072.081062.09231
512024.01.28 23:00s/l130.102.081062.081062.0923120.091089.84
522024.01.28 23:00s/l140.102.081062.081062.09231-23.481066.36
532024.01.28 23:00s/l150.102.081062.081062.09231-23.481042.88
542024.02.06 22:00buy160.102.064950.000000.00000
552024.02.06 22:00modify160.102.064952.050952.07995
562024.02.09 10:00s/l160.102.050952.050952.07995-83.86959.02
572024.03.20 23:00buy170.102.100100.000000.00000
582024.03.20 23:00modify170.102.100102.086102.11510
592024.03.28 11:00t/p170.102.115102.086102.1151084.101043.12
602024.04.15 20:00sell180.102.108450.000000.00000
612024.04.15 20:00modify180.102.108452.122452.09345
622024.04.22 02:00t/p180.102.093452.122452.0934586.341129.46
632024.04.30 23:00sell190.102.125160.000000.00000
642024.04.30 23:00modify190.102.125162.139162.11016
652024.05.02 07:00t/p190.102.110162.139162.1101687.001216.46
662024.07.11 23:00sell200.102.121290.000000.00000
672024.07.11 23:00modify200.102.121292.135292.10629
682024.07.15 20:00s/l200.102.135292.135292.10629-82.441134.02
692024.07.16 23:00buy210.102.139270.000000.00000
702024.07.16 23:00modify210.102.139272.125272.15427
712024.07.19 13:00buy220.102.146830.000000.00000
722024.07.19 13:00modify220.102.146832.142272.15427
732024.07.19 13:00buy230.102.146830.000000.00000
742024.07.19 13:00modify230.102.146832.143022.15427
752024.07.19 13:00modify210.102.139272.143022.15427
762024.07.19 14:00modify220.102.146832.143022.15427
772024.07.22 05:00t/p210.102.154272.143022.1542785.601219.62
782024.07.22 05:00t/p220.102.154272.143022.1542743.201262.81
792024.07.22 05:00t/p230.102.154272.143022.1542743.201306.01
802024.08.01 21:00buy240.102.142470.000000.00000
812024.08.01 21:00modify240.102.142472.128472.15747
822024.08.05 02:00buy250.102.150240.000000.00000
832024.08.05 02:00modify250.102.150242.145472.15747
842024.08.05 02:00buy260.102.150240.000000.00000
852024.08.05 02:00modify260.102.150242.146222.15747
862024.08.05 02:00modify240.102.142472.146222.15747
872024.08.05 03:00modify250.102.150242.146222.15747
882024.08.05 06:00t/p240.102.157472.146222.1574787.091393.10
892024.08.05 06:00t/p250.102.157472.146222.1574742.331435.43
902024.08.05 06:00t/p260.102.157472.146222.1574742.331477.76
912024.09.18 20:00sell270.102.129950.000000.00000
922024.09.18 20:00modify270.102.129952.143952.11495
932024.09.25 00:00t/p270.102.114952.143952.1149586.341564.10
942024.09.25 21:00sell280.102.123390.000000.00000
952024.09.25 21:00modify280.102.123392.137392.10839
962024.09.27 15:00t/p280.102.108392.137392.1083986.991651.08
972024.10.08 20:00buy290.102.135450.000000.00000
982024.10.08 20:00modify290.102.135452.121452.15045
992024.10.09 04:00t/p290.102.150452.121452.1504587.471738.55
1002024.10.10 21:00buy300.102.142530.000000.00000
1012024.10.10 21:00modify300.102.142532.128532.15753
1022024.10.15 16:00buy310.102.150080.000000.00000
1032024.10.15 16:00modify310.102.150082.145532.15753
1042024.10.15 16:00buy320.102.150080.000000.00000
1052024.10.15 16:00modify320.102.150082.146282.15753
1062024.10.15 16:00modify300.102.142532.146282.15753
1072024.10.15 17:00modify310.102.150082.146282.15753
1082024.10.15 22:00s/l300.102.146282.146282.1575320.841759.39
1092024.10.15 22:00s/l310.102.146282.146282.15753-22.251737.14
1102024.10.15 22:00s/l320.102.146282.146282.15753-22.251714.89
1112024.10.15 22:00sell330.102.154920.000000.00000
1122024.10.15 22:00modify330.102.154922.168922.13992
1132024.10.17 11:00sell340.102.142890.000000.00000
1142024.10.17 11:00modify340.102.142892.148922.13992
1152024.10.17 11:00modify330.102.154922.148922.13992
1162024.10.17 13:00s/l330.102.148922.148922.1399234.281749.16
1172024.10.17 13:00s/l340.102.148922.148922.13992-35.321713.84