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=3; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; 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=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 profit105.35Gross profit259.85Gross loss-154.49
Profit factor1.68Expected payoff7.02
Absolute drawdown20.36Maximal drawdown152.86 (12.50%)Relative drawdown12.50% (152.86)
Total trades15Short positions (won %)11 (72.73%)Long positions (won %)4 (25.00%)
Profit trades (% of total)9 (60.00%)Loss trades (% of total)6 (40.00%)
Largestprofit trade87.75loss trade-42.17
Averageprofit trade28.87loss trade-25.75
Maximumconsecutive wins (profit in money)4 (169.85)consecutive losses (loss in money)3 (-105.27)
Maximalconsecutive profit (count of wins)169.85 (4)consecutive loss (count of losses)-105.27 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.14 12:00sell10.102.093510.000000.00000
22023.11.14 12:00modify10.102.093512.100512.07851
32023.11.14 13:32sell20.102.088790.000000.00000
42023.11.14 13:32modify20.102.088792.092762.07851
52023.11.14 13:32modify10.102.093512.092762.07851
62023.11.14 13:36sell30.102.085250.000000.00000
72023.11.14 13:36modify30.102.085252.087512.07851
82023.11.14 13:36modify20.102.088792.087512.07851
92023.11.14 13:36modify10.102.093512.087512.07851
102023.11.14 13:53s/l10.102.087512.087512.0785135.191035.19
112023.11.14 13:53s/l20.102.087512.087512.078517.511042.70
122023.11.14 13:53s/l30.102.087512.087512.07851-13.261029.44
132024.02.13 20:00sell40.102.078190.000000.00000
142024.02.13 20:00modify40.102.078192.085192.06319
152024.02.14 05:26sell50.102.073690.000000.00000
162024.02.14 05:26modify50.102.073692.077442.06319
172024.02.14 05:26modify40.102.078192.077442.06319
182024.02.14 07:00sell60.102.066050.000000.00000
192024.02.14 07:00modify60.102.066052.072192.06319
202024.02.14 07:00modify50.102.073692.072192.06319
212024.02.14 07:00modify40.102.078192.072192.06319
222024.02.14 09:46t/p40.102.063192.072192.0631987.751117.19
232024.02.14 09:46t/p50.102.063192.072192.0631961.581178.77
242024.02.14 09:46t/p60.102.063192.072192.0631916.771195.54
252024.02.28 20:00sell70.102.076680.000000.00000
262024.02.28 20:00modify70.102.076682.083682.06168
272024.02.29 22:05sell80.102.072050.000000.00000
282024.02.29 22:05modify80.102.072052.075932.06168
292024.02.29 22:05modify70.102.076682.075932.06168
302024.02.29 23:39s/l70.102.075932.075932.061683.741199.29
312024.02.29 23:39s/l80.102.075932.075932.06168-22.761176.53
322024.05.03 20:00buy90.102.087150.000000.00000
332024.05.03 20:00modify90.102.087152.080152.10215
342024.05.06 04:01buy100.102.091660.000000.00000
352024.05.06 04:01modify100.102.091662.087902.10215
362024.05.06 04:01modify90.102.087152.087902.10215
372024.05.06 10:31s/l90.102.087902.087902.102154.031180.55
382024.05.06 10:31s/l100.102.087902.087902.10215-22.051158.50
392024.07.31 20:00buy110.102.160000.000000.00000
402024.07.31 20:00modify110.102.160002.153002.17500
412024.08.01 06:48s/l110.102.153002.153002.17500-42.171116.33
422024.08.01 12:00buy120.102.152410.000000.00000
432024.08.01 12:00modify120.102.152412.145412.16741
442024.08.01 13:59s/l120.102.145412.145412.16741-41.051075.28
452024.10.09 20:00sell130.102.156340.000000.00000
462024.10.09 20:00modify130.102.156342.163342.14134
472024.10.10 01:30sell140.102.151830.000000.00000
482024.10.10 01:30modify140.102.151832.155592.14134
492024.10.10 01:30modify130.102.156342.155592.14134
502024.10.10 02:34sell150.102.148090.000000.00000
512024.10.10 02:34modify150.102.148092.150342.14134
522024.10.10 02:34modify140.102.151832.150342.14134
532024.10.10 02:34modify130.102.156342.150342.14134
542024.10.10 07:03s/l130.102.150342.150342.1413434.531109.81
552024.10.10 07:03s/l140.102.150342.150342.141348.741118.55
562024.10.10 07:03s/l150.102.150342.150342.14134-13.201105.35