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 23:00 (2023.11.01 - 2024.11.01)
ModelControl points (a very crude method, the results must not be considered)
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 modelled157912Modelling qualityn/a
Mismatched charts errors2
Initial deposit1000.00Spread60
Total net profit823.57Gross profit1436.15Gross loss-612.58
Profit factor2.34Expected payoff14.71
Absolute drawdown144.67Maximal drawdown281.52 (23.98%)Relative drawdown23.98% (281.52)
Total trades56Short positions (won %)31 (64.52%)Long positions (won %)25 (60.00%)
Profit trades (% of total)35 (62.50%)Loss trades (% of total)21 (37.50%)
Largestprofit trade87.42loss trade-82.40
Averageprofit trade41.03loss trade-29.17
Maximumconsecutive wins (profit in money)12 (559.71)consecutive losses (loss in money)2 (-44.02)
Maximalconsecutive profit (count of wins)559.71 (12)consecutive loss (count of losses)-82.40 (1)
Averageconsecutive wins3consecutive 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 15:37s/l10.102.085112.085112.05611-82.40917.60
42023.11.13 22:00sell20.102.086380.000000.00000
52023.11.13 22:00modify20.102.086382.100382.07138
62023.11.14 21:20sell30.102.078600.000000.00000
72023.11.14 21:20modify30.102.078602.083382.07138
82023.11.14 21:20sell40.102.078600.000000.00000
92023.11.14 21:20modify40.102.078602.082632.07138
102023.11.14 21:20modify20.102.086382.082632.07138
112023.11.14 21:22modify30.102.078602.082632.07138
122023.11.15 07:15t/p20.102.071382.082632.0713887.381004.99
132023.11.15 07:15t/p30.102.071382.082632.0713842.051047.04
142023.11.15 07:15t/p40.102.071382.082632.0713842.051089.09
152023.11.16 20:00sell50.102.077540.000000.00000
162023.11.16 20:00modify50.102.077542.091542.06254
172023.11.20 04:26sell60.102.070030.000000.00000
182023.11.20 04:26modify60.102.070032.074542.06254
192023.11.20 04:26sell70.102.070030.000000.00000
202023.11.20 04:26modify70.102.070032.073792.06254
212023.11.20 04:26modify50.102.077542.073792.06254
222023.11.20 04:30modify60.102.070032.073792.06254
232023.11.20 14:15s/l50.102.073792.073792.0625421.511110.60
242023.11.20 14:15s/l60.102.073792.073792.06254-22.011088.59
252023.11.20 14:15s/l70.102.073792.073792.06254-22.011066.58
262023.11.30 20:00buy80.102.049680.000000.00000
272023.11.30 20:00modify80.102.049682.035682.06468
282023.12.05 03:55buy90.102.057210.000000.00000
292023.12.05 03:55modify90.102.057212.052682.06468
302023.12.05 03:55buy100.102.057210.000000.00000
312023.12.05 03:55modify100.102.057212.053432.06468
322023.12.05 03:55modify80.102.049682.053432.06468
332023.12.05 03:57modify90.102.057212.053432.06468
342023.12.05 05:20s/l80.102.053432.053432.0646820.821087.40
352023.12.05 05:20s/l90.102.053432.053432.06468-22.131065.27
362023.12.05 05:20s/l100.102.053432.053432.06468-22.131043.14
372023.12.20 21:00sell110.102.019630.000000.00000
382023.12.20 21:00modify110.102.019632.033632.00463
392023.12.21 16:27sell120.102.011930.000000.00000
402023.12.21 16:27modify120.102.011932.016632.00463
412023.12.21 16:27sell130.102.011930.000000.00000
422023.12.21 16:27modify130.102.011932.015882.00463
432023.12.21 16:27modify110.102.019632.015882.00463
442023.12.21 16:30modify120.102.011932.015882.00463
452023.12.21 16:50s/l110.102.015882.015882.0046321.301064.44
462023.12.21 16:50s/l120.102.015882.015882.00463-23.121041.32
472023.12.21 16:50s/l130.102.015882.015882.00463-23.121018.20
482023.12.27 20:00sell140.102.019620.000000.00000
492023.12.27 20:00modify140.102.019622.033622.00462
502023.12.28 02:03sell150.102.011820.000000.00000
512023.12.28 02:03modify150.102.011822.016622.00462
522023.12.28 02:03sell160.102.011820.000000.00000
532023.12.28 02:03modify160.102.011822.015872.00462
542023.12.28 02:03modify140.102.019622.015872.00462
552023.12.28 02:06modify150.102.011822.015872.00462
562023.12.28 02:50s/l140.102.015872.015872.0046221.291039.50
572023.12.28 02:50s/l150.102.015872.015872.00462-23.711015.79
582023.12.28 02:50s/l160.102.015872.015872.00462-23.71992.08
592024.01.23 22:00buy170.102.077310.000000.00000
602024.01.23 22:00modify170.102.077312.063312.09231
612024.01.26 09:15buy180.102.085030.000000.00000
622024.01.26 09:15modify180.102.085032.080312.09231
632024.01.26 09:15buy190.102.085030.000000.00000
642024.01.26 09:15modify190.102.085032.081062.09231
652024.01.26 09:15modify170.102.077312.081062.09231
662024.01.26 09:17modify180.102.085032.081062.09231
672024.01.28 22:02s/l170.102.081062.081062.0923120.081012.16
682024.01.28 22:02s/l180.102.081062.081062.09231-23.24988.92
692024.01.28 22:02s/l190.102.081062.081062.09231-23.24965.68
702024.02.06 22:00buy200.102.064950.000000.00000
712024.02.06 22:00modify200.102.064952.050952.07995
722024.02.08 16:15buy210.102.072510.000000.00000
732024.02.08 16:15modify210.102.072512.067952.07995
742024.02.08 16:15buy220.102.072510.000000.00000
752024.02.08 16:15modify220.102.072512.068702.07995
762024.02.08 16:15modify200.102.064952.068702.07995
772024.02.08 16:17modify210.102.072512.068702.07995
782024.02.08 22:03s/l200.102.068702.068702.0799520.44986.12
792024.02.08 22:03s/l210.102.068702.068702.07995-22.30963.82
802024.02.08 22:03s/l220.102.068702.068702.07995-22.30941.52
812024.03.20 23:00buy230.102.100100.000000.00000
822024.03.20 23:00modify230.102.100102.086102.11510
832024.03.27 22:16buy240.102.107850.000000.00000
842024.03.27 22:16modify240.102.107852.103102.11510
852024.03.27 22:16buy250.102.107850.000000.00000
862024.03.27 22:16modify250.102.107852.103852.11510
872024.03.27 22:16modify230.102.100102.103852.11510
882024.03.27 22:20modify240.102.107852.103852.11510
892024.03.28 08:15buy260.102.112190.000000.00000
902024.03.28 08:15modify260.102.112192.106102.11510
912024.03.28 08:15modify250.102.107852.106102.11510
922024.03.28 08:15modify240.102.107852.106102.11510
932024.03.28 08:15modify230.102.100102.106102.11510
942024.03.28 10:45t/p230.102.115102.106102.1151084.041025.56
952024.03.28 10:45t/p240.102.115102.106102.1151041.311066.87
962024.03.28 10:45t/p250.102.115102.106102.1151041.311108.17
972024.03.28 10:45t/p260.102.115102.106102.1151017.031125.20
982024.04.15 20:00sell270.102.108450.000000.00000
992024.04.15 20:00modify270.102.108452.122452.09345
1002024.04.19 20:40sell280.102.100930.000000.00000
1012024.04.19 20:40modify280.102.100932.105452.09345
1022024.04.19 20:40sell290.102.100930.000000.00000
1032024.04.19 20:40modify290.102.100932.104702.09345
1042024.04.19 20:40modify270.102.108452.104702.09345
1052024.04.19 20:42modify280.102.100932.104702.09345
1062024.04.21 21:46sell300.102.096220.000000.00000
1072024.04.21 21:46modify300.102.096222.102452.09345
1082024.04.21 21:46modify290.102.100932.102452.09345
1092024.04.21 21:46modify280.102.100932.102452.09345
1102024.04.21 21:46modify270.102.108452.102452.09345
1112024.04.22 01:20t/p270.102.093452.102452.0934586.291211.49
1122024.04.22 01:20t/p280.102.093452.102452.0934543.571255.06
1132024.04.22 01:20t/p290.102.093452.102452.0934543.571298.64
1142024.04.22 01:20t/p300.102.093452.102452.0934516.001314.64
1152024.04.30 23:00sell310.102.125160.000000.00000
1162024.04.30 23:00modify310.102.125162.139162.11016
1172024.05.01 11:45sell320.102.117460.000000.00000
1182024.05.01 11:45modify320.102.117462.122162.11016
1192024.05.01 11:45sell330.102.117460.000000.00000
1202024.05.01 11:45modify330.102.117462.121412.11016
1212024.05.01 11:45modify310.102.125162.121412.11016
1222024.05.01 11:47modify320.102.117462.121412.11016
1232024.05.01 19:15sell340.102.112920.000000.00000
1242024.05.01 19:15modify340.102.112922.119162.11016
1252024.05.01 19:15modify330.102.117462.119162.11016
1262024.05.01 19:15modify320.102.117462.119162.11016
1272024.05.01 19:15modify310.102.125162.119162.11016
1282024.05.02 06:50t/p310.102.110162.119162.1101686.941401.57
1292024.05.02 06:50t/p320.102.110162.119162.1101642.071443.65
1302024.05.02 06:50t/p330.102.110162.119162.1101642.071485.72
1312024.05.02 06:50t/p340.102.110162.119162.1101615.501501.22
1322024.07.11 23:00sell350.102.121290.000000.00000
1332024.07.11 23:00modify350.102.121292.135292.10629
1342024.07.15 19:15s/l350.102.135292.135292.10629-82.391418.84
1352024.07.16 23:00buy360.102.139270.000000.00000
1362024.07.16 23:00modify360.102.139272.125272.15427
1372024.07.19 01:15buy370.102.146860.000000.00000
1382024.07.19 01:15modify370.102.146862.142272.15427
1392024.07.19 01:15buy380.102.146860.000000.00000
1402024.07.19 01:15modify380.102.146862.143022.15427
1412024.07.19 01:15modify360.102.139272.143022.15427
1422024.07.19 01:17modify370.102.146862.143022.15427
1432024.07.19 06:45s/l360.102.143022.143022.1542720.081438.92
1442024.07.19 06:45s/l370.102.143022.143022.15427-22.471416.45
1452024.07.19 06:45s/l380.102.143022.143022.15427-22.471393.98
1462024.08.01 21:00buy390.102.142470.000000.00000
1472024.08.01 21:00modify390.102.142472.128472.15747
1482024.08.02 20:50buy400.102.149990.000000.00000
1492024.08.02 20:50modify400.102.149992.145472.15747
1502024.08.02 20:50buy410.102.149990.000000.00000
1512024.08.02 20:50modify410.102.149992.146222.15747
1522024.08.02 20:50modify390.102.142472.146222.15747
1532024.08.02 20:52modify400.102.149992.146222.15747
1542024.08.05 04:57buy420.102.154660.000000.00000
1552024.08.05 04:57modify420.102.154662.148472.15747
1562024.08.05 04:57modify410.102.149992.148472.15747
1572024.08.05 04:57modify400.102.149992.148472.15747
1582024.08.05 04:57modify390.102.142472.148472.15747
1592024.08.05 05:20t/p390.102.157472.148472.1574787.041481.02
1602024.08.05 05:20t/p400.102.157472.148472.1574743.411524.42
1612024.08.05 05:20t/p410.102.157472.148472.1574743.411567.83
1622024.08.05 05:20t/p420.102.157472.148472.1574716.451584.28
1632024.09.18 20:00sell430.102.129950.000000.00000
1642024.09.18 20:00modify430.102.129952.143952.11495
1652024.09.19 02:30sell440.102.122240.000000.00000
1662024.09.19 02:30modify440.102.122242.126952.11495
1672024.09.19 02:30sell450.102.122240.000000.00000
1682024.09.19 02:30modify450.102.122242.126202.11495
1692024.09.19 02:30modify430.102.129952.126202.11495
1702024.09.19 02:32modify440.102.122242.126202.11495
1712024.09.19 04:20s/l430.102.126202.126202.1149521.291605.57
1722024.09.19 04:20s/l440.102.126202.126202.11495-23.181582.39
1732024.09.19 04:20s/l450.102.126202.126202.11495-23.181559.21
1742024.09.25 21:00sell460.102.123390.000000.00000
1752024.09.25 21:00modify460.102.123392.137392.10839
1762024.09.27 12:20sell470.102.115730.000000.00000
1772024.09.27 12:20modify470.102.115732.120392.10839
1782024.09.27 12:20sell480.102.115730.000000.00000
1792024.09.27 12:20modify480.102.115732.119642.10839
1802024.09.27 12:20modify460.102.123392.119642.10839
1812024.09.27 12:22modify470.102.115732.119642.10839
1822024.09.27 12:50sell490.102.111180.000000.00000
1832024.09.27 12:50modify490.102.111182.117392.10839
1842024.09.27 12:50modify480.102.115732.117392.10839
1852024.09.27 12:50modify470.102.115732.117392.10839
1862024.09.27 12:50modify460.102.123392.117392.10839
1872024.09.27 14:10t/p460.102.108392.117392.1083986.941646.15
1882024.09.27 14:10t/p470.102.108392.117392.1083942.961689.11
1892024.09.27 14:10t/p480.102.108392.117392.1083942.961732.07
1902024.09.27 14:10t/p490.102.108392.117392.1083916.331748.40
1912024.10.08 20:00buy500.102.135450.000000.00000
1922024.10.08 20:00modify500.102.135452.121452.15045
1932024.10.09 01:50buy510.102.147690.000000.00000
1942024.10.09 01:50modify510.102.147692.141452.15045
1952024.10.09 01:50modify500.102.135452.141452.15045
1962024.10.09 03:45t/p500.102.150452.141452.1504587.421835.82
1972024.10.09 03:45t/p510.102.150452.141452.1504516.151851.97
1982024.10.10 21:00buy520.102.142530.000000.00000
1992024.10.10 21:00modify520.102.142532.128532.15753
2002024.10.15 08:17buy530.102.150220.000000.00000
2012024.10.15 08:17modify530.102.150222.145532.15753
2022024.10.15 08:17buy540.102.150220.000000.00000
2032024.10.15 08:17modify540.102.150222.146282.15753
2042024.10.15 08:17modify520.102.142532.146282.15753
2052024.10.15 08:20modify530.102.150222.146282.15753
2062024.10.15 09:15s/l520.102.146282.146282.1575320.831872.79
2072024.10.15 09:15s/l530.102.146282.146282.15753-23.061849.73
2082024.10.15 09:15s/l540.102.146282.146282.15753-23.061826.67
2092024.10.15 22:00sell550.102.154920.000000.00000
2102024.10.15 22:00modify550.102.154922.168922.13992
2112024.10.16 07:05sell560.102.142650.000000.00000
2122024.10.16 07:05modify560.102.142652.148922.13992
2132024.10.16 07:05modify550.102.154922.148922.13992
2142024.10.17 12:50s/l550.102.148922.148922.1399234.261860.93
2152024.10.17 12:50s/l560.102.148922.148922.13992-37.361823.57