Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000)
Period4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (2023.11.01 - 2024.11.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 test1911Ticks modelled28867108Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread60
Total net profit733.31Gross profit920.80Gross loss-187.49
Profit factor4.91Expected payoff24.44
Absolute drawdown49.27Maximal drawdown159.74 (12.43%)Relative drawdown12.43% (159.74)
Total trades30Short positions (won %)7 (42.86%)Long positions (won %)23 (82.61%)
Profit trades (% of total)22 (73.33%)Loss trades (% of total)8 (26.67%)
Largestprofit trade87.77loss trade-71.55
Averageprofit trade41.85loss trade-23.44
Maximumconsecutive wins (profit in money)5 (218.78)consecutive losses (loss in money)2 (-84.78)
Maximalconsecutive profit (count of wins)218.78 (5)consecutive loss (count of losses)-84.78 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.15 08:00buy10.102.067160.000000.00000
22023.11.15 08:00modify10.102.067162.055162.08216
32023.11.16 02:11buy20.102.074690.000000.00000
42023.11.16 02:11modify20.102.074692.072412.08216
52023.11.16 02:11modify10.102.067162.072412.08216
62023.11.16 02:13buy30.102.075420.000000.00000
72023.11.16 02:13modify30.102.075422.070912.08216
82023.11.16 02:13modify20.102.074692.070912.08216
92023.11.16 02:13modify10.102.067162.070912.08216
102023.11.16 03:19s/l10.102.070912.070912.0821620.821020.82
112023.11.16 03:19s/l20.102.070912.070912.08216-22.12998.70
122023.11.16 03:19s/l30.102.070912.070912.08216-26.40972.30
132023.12.14 04:00buy40.102.027290.000000.00000
142023.12.14 04:00modify40.102.027292.015292.04229
152023.12.14 08:40buy50.102.034820.000000.00000
162023.12.14 08:40modify50.102.034822.032542.04229
172023.12.14 08:40modify40.102.027292.032542.04229
182023.12.14 08:40buy60.102.035590.000000.00000
192023.12.14 08:40modify60.102.035592.031042.04229
202023.12.14 08:40modify50.102.034822.031042.04229
212023.12.14 08:40modify40.102.027292.031042.04229
222023.12.14 08:56buy70.102.039320.000000.00000
232023.12.14 08:56modify70.102.039322.032542.04229
242023.12.14 08:56modify60.102.035592.032542.04229
252023.12.14 08:56modify50.102.034822.032542.04229
262023.12.14 08:56modify40.102.027292.032542.04229
272023.12.14 12:00t/p40.102.042292.032542.0422987.771060.07
282023.12.14 12:00t/p50.102.042292.032542.0422943.711103.78
292023.12.14 12:00t/p60.102.042292.032542.0422939.201142.98
302023.12.14 12:00t/p70.102.042292.032542.0422917.381160.36
312023.12.20 08:00buy80.102.016120.000000.00000
322023.12.20 08:00modify80.102.016122.004122.03112
332023.12.20 21:56buy90.102.023640.000000.00000
342023.12.20 21:56modify90.102.023642.021372.03112
352023.12.20 21:56modify80.102.016122.021372.03112
362023.12.20 22:04s/l80.102.021372.021372.0311230.721191.08
372023.12.20 22:04s/l90.102.021372.021372.03112-13.281177.80
382024.01.17 16:00sell100.102.076660.000000.00000
392024.01.17 16:00modify100.102.076662.088662.06166
402024.01.18 01:36sell110.102.069150.000000.00000
412024.01.18 01:36modify110.102.069152.071412.06166
422024.01.18 01:36modify100.102.076662.071412.06166
432024.01.18 01:41s/l100.102.071412.071412.0616630.071207.87
442024.01.18 01:41s/l110.102.071412.071412.06166-13.231194.64
452024.02.28 04:00sell120.102.073950.000000.00000
462024.02.28 04:00modify120.102.073952.085952.05895
472024.03.05 06:19s/l120.102.085952.085952.05895-71.551123.09
482024.04.22 12:00buy130.102.085140.000000.00000
492024.04.22 12:00modify130.102.085142.073142.10014
502024.04.23 07:55buy140.102.092640.000000.00000
512024.04.23 07:55modify140.102.092642.090392.10014
522024.04.23 07:55modify130.102.085142.090392.10014
532024.04.23 07:58buy150.102.093390.000000.00000
542024.04.23 07:58modify150.102.093392.088892.10014
552024.04.23 07:58modify140.102.092642.088892.10014
562024.04.23 07:58modify130.102.085142.088892.10014
572024.04.23 11:59buy160.102.097160.000000.00000
582024.04.23 11:59modify160.102.097162.090392.10014
592024.04.23 11:59modify150.102.093392.090392.10014
602024.04.23 11:59modify140.102.092642.090392.10014
612024.04.23 11:59modify130.102.085142.090392.10014
622024.04.24 19:01t/p130.102.100142.090392.1001487.031210.12
632024.04.24 19:01t/p140.102.100142.090392.1001443.521253.64
642024.04.24 19:01t/p150.102.100142.090392.1001439.131292.76
652024.04.24 19:01t/p160.102.100142.090392.1001417.071309.83
662024.05.03 16:00buy170.102.085100.000000.00000
672024.05.03 16:00modify170.102.085102.073102.10010
682024.05.06 04:25buy180.102.092740.000000.00000
692024.05.06 04:25modify180.102.092742.090352.10010
702024.05.06 04:25modify170.102.085102.090352.10010
712024.05.06 04:56s/l170.102.090352.090352.1001030.351340.18
722024.05.06 04:56s/l180.102.090352.090352.10010-13.991326.19
732024.06.07 16:00sell190.102.082120.000000.00000
742024.06.07 16:00modify190.102.082122.094122.06712
752024.06.10 21:14sell200.102.074530.000000.00000
762024.06.10 21:14modify200.102.074532.076872.06712
772024.06.10 21:14modify190.102.082122.076872.06712
782024.06.10 21:20s/l190.102.076872.076872.0671230.511356.70
792024.06.10 21:20s/l200.102.076872.076872.06712-13.701343.00
802024.08.01 16:00buy210.102.142490.000000.00000
812024.08.01 16:00modify210.102.142492.130492.15749
822024.08.02 20:51buy220.102.149990.000000.00000
832024.08.02 20:51modify220.102.149992.147742.15749
842024.08.02 20:51modify210.102.142492.147742.15749
852024.08.04 22:01buy230.102.150760.000000.00000
862024.08.04 22:01modify230.102.150762.146242.15749
872024.08.04 22:01modify220.102.149992.146242.15749
882024.08.04 22:01modify210.102.142492.146242.15749
892024.08.05 04:20buy240.102.154550.000000.00000
902024.08.05 04:20modify240.102.154552.147742.15749
912024.08.05 04:20modify230.102.150762.147742.15749
922024.08.05 04:20modify220.102.149992.147742.15749
932024.08.05 04:20modify210.102.142492.147742.15749
942024.08.05 05:22t/p210.102.157492.147742.1574987.041430.04
952024.08.05 05:22t/p220.102.157492.147742.1574943.521473.55
962024.08.05 05:22t/p230.102.157492.147742.1574939.021512.57
972024.08.05 05:22t/p240.102.157492.147742.1574917.211529.78
982024.08.14 04:00sell250.102.137870.000000.00000
992024.08.14 04:00modify250.102.137872.149872.12287
1002024.08.14 06:00sell260.102.130360.000000.00000
1012024.08.14 06:00modify260.102.130362.132622.12287
1022024.08.14 06:00modify250.102.137872.132622.12287
1032024.08.14 06:00s/l250.102.132622.132622.1228730.741560.52
1042024.08.14 06:00s/l260.102.132622.132622.12287-13.221547.30
1052024.08.29 04:00buy270.102.100800.000000.00000
1062024.08.29 04:00modify270.102.100802.088802.11580
1072024.09.02 06:54buy280.102.108300.000000.00000
1082024.09.02 06:54modify280.102.108302.106052.11580
1092024.09.02 06:54modify270.102.100802.106052.11580
1102024.09.02 07:15buy290.102.109120.000000.00000
1112024.09.02 07:15modify290.102.109122.104552.11580
1122024.09.02 07:15modify280.102.108302.104552.11580
1132024.09.02 07:15modify270.102.100802.104552.11580
1142024.09.03 01:40buy300.102.112880.000000.00000
1152024.09.03 01:40modify300.102.112882.106052.11580
1162024.09.03 01:40modify290.102.109122.106052.11580
1172024.09.03 01:40modify280.102.108302.106052.11580
1182024.09.03 01:40modify270.102.100802.106052.11580
1192024.09.03 03:27t/p270.102.115802.106052.1158086.671633.97
1202024.09.03 03:27t/p280.102.115802.106052.1158043.531677.49
1212024.09.03 03:27t/p290.102.115802.106052.1158038.731716.22
1222024.09.03 03:27t/p300.102.115802.106052.1158017.091733.31