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=1; 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=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 profit566.95Gross profit977.57Gross loss-410.63
Profit factor2.38Expected payoff12.60
Absolute drawdown71.00Maximal drawdown187.51 (12.08%)Relative drawdown14.22% (154.50)
Total trades45Short positions (won %)19 (78.95%)Long positions (won %)26 (50.00%)
Profit trades (% of total)28 (62.22%)Loss trades (% of total)17 (37.78%)
Largestprofit trade87.92loss trade-76.55
Averageprofit trade34.91loss trade-24.15
Maximumconsecutive wins (profit in money)5 (222.68)consecutive losses (loss in money)2 (-99.05)
Maximalconsecutive profit (count of wins)222.68 (5)consecutive loss (count of losses)-99.05 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.02 12:00buy10.102.068450.000000.00000
22023.11.02 12:00modify10.102.068452.055452.08345
32023.11.06 10:09buy20.102.073720.000000.00000
42023.11.06 10:09modify20.102.073722.069952.08345
52023.11.06 10:09modify10.102.068452.069952.08345
62023.11.06 10:54buy30.102.077520.000000.00000
72023.11.06 10:54modify30.102.077522.072202.08345
82023.11.06 10:54modify20.102.073722.072202.08345
92023.11.06 10:54modify10.102.068452.072202.08345
102023.11.06 15:30s/l10.102.072202.072202.0834521.231021.23
112023.11.06 15:30s/l20.102.072202.072202.08345-8.911012.32
122023.11.06 15:30s/l30.102.072202.072202.08345-31.19981.13
132023.11.15 08:00buy40.102.067160.000000.00000
142023.11.15 08:00modify40.102.067162.054162.08216
152023.11.16 01:50buy50.102.072430.000000.00000
162023.11.16 01:50modify50.102.072432.068662.08216
172023.11.16 01:50modify40.102.067162.068662.08216
182023.11.16 02:11buy60.102.076160.000000.00000
192023.11.16 02:11modify60.102.076162.070912.08216
202023.11.16 02:11modify50.102.072432.070912.08216
212023.11.16 02:11modify40.102.067162.070912.08216
222023.11.16 03:19s/l40.102.070912.070912.0821620.861001.99
232023.11.16 03:19s/l50.102.070912.070912.08216-8.91993.08
242023.11.16 03:19s/l60.102.070912.070912.08216-30.77962.31
252023.11.29 04:00buy70.102.053550.000000.00000
262023.11.29 04:00modify70.102.053552.040552.06855
272023.11.29 07:33buy80.102.058850.000000.00000
282023.11.29 07:33modify80.102.058852.055052.06855
292023.11.29 07:33modify70.102.053552.055052.06855
302023.11.29 09:33buy90.102.062550.000000.00000
312023.11.29 09:33modify90.102.062552.057302.06855
322023.11.29 09:33modify80.102.058852.057302.06855
332023.11.29 09:33modify70.102.053552.057302.06855
342023.11.29 15:43buy100.102.064840.000000.00000
352023.11.29 15:43modify100.102.064842.060302.06855
362023.11.29 15:43modify90.102.062552.060302.06855
372023.11.29 15:43modify80.102.058852.060302.06855
382023.11.29 15:43modify70.102.053552.060302.06855
392023.11.29 22:05s/l70.102.060302.060302.0685539.561001.87
402023.11.29 22:05s/l80.102.060302.060302.068558.501010.37
412023.11.29 22:05s/l90.102.060302.060302.06855-13.19997.18
422023.11.29 22:05s/l100.102.060302.060302.06855-26.61970.57
432023.12.14 04:00buy110.102.027290.000000.00000
442023.12.14 04:00modify110.102.027292.014292.04229
452023.12.14 08:05buy120.102.032580.000000.00000
462023.12.14 08:05modify120.102.032582.028792.04229
472023.12.14 08:05modify110.102.027292.028792.04229
482023.12.14 08:45buy130.102.036290.000000.00000
492023.12.14 08:45modify130.102.036292.031042.04229
502023.12.14 08:45modify120.102.032582.031042.04229
512023.12.14 08:45modify110.102.027292.031042.04229
522023.12.14 08:51buy140.102.038560.000000.00000
532023.12.14 08:51modify140.102.038562.034042.04229
542023.12.14 08:51modify130.102.036292.034042.04229
552023.12.14 08:51modify120.102.032582.034042.04229
562023.12.14 08:51modify110.102.027292.034042.04229
572023.12.14 12:00t/p110.102.042292.034042.0422987.901058.47
582023.12.14 12:00t/p120.102.042292.034042.0422956.901115.37
592023.12.14 12:00t/p130.102.042292.034042.0422935.161150.53
602023.12.14 12:00t/p140.102.042292.034042.0422921.861172.39
612023.12.20 08:00buy150.102.016120.000000.00000
622023.12.20 08:00modify150.102.016122.003122.03112
632023.12.20 21:30buy160.102.021370.000000.00000
642023.12.20 21:30modify160.102.021372.017622.03112
652023.12.20 21:30modify150.102.016122.017622.03112
662023.12.21 07:10buy170.102.025120.000000.00000
672023.12.21 07:10modify170.102.025122.019872.03112
682023.12.21 07:10modify160.102.021372.019872.03112
692023.12.21 07:10modify150.102.016122.019872.03112
702023.12.21 08:38s/l150.102.019872.019872.0311220.861193.25
712023.12.21 08:38s/l160.102.019872.019872.03112-9.911183.33
722023.12.21 08:38s/l170.102.019872.019872.03112-30.771152.56
732024.01.17 16:00sell180.102.076660.000000.00000
742024.01.17 16:00modify180.102.076662.089662.06166
752024.01.17 22:09sell190.102.071390.000000.00000
762024.01.17 22:09modify190.102.071392.075162.06166
772024.01.17 22:09modify180.102.076662.075162.06166
782024.01.18 00:30s/l180.102.075162.075162.061668.131160.70
792024.01.18 00:30s/l190.102.075162.075162.06166-22.751137.95
802024.02.13 16:00sell200.102.078760.000000.00000
812024.02.13 16:00modify200.102.078762.091762.06376
822024.02.14 05:27sell210.102.073510.000000.00000
832024.02.14 05:27modify210.102.073512.077262.06376
842024.02.14 05:27modify200.102.078762.077262.06376
852024.02.14 07:00sell220.102.067490.000000.00000
862024.02.14 07:00modify220.102.067492.072012.06376
872024.02.14 07:00modify210.102.073512.072012.06376
882024.02.14 07:00modify200.102.078762.072012.06376
892024.02.14 09:41t/p200.102.063762.072012.0637687.701225.65
902024.02.14 09:41t/p210.102.063762.072012.0637657.141282.79
912024.02.14 09:41t/p220.102.063762.072012.0637621.861304.65
922024.02.28 04:00sell230.102.073950.000000.00000
932024.02.28 04:00modify230.102.073952.086952.05895
942024.03.01 15:06sell240.102.068700.000000.00000
952024.03.01 15:06modify240.102.068702.072452.05895
962024.03.01 15:06modify230.102.073952.072452.05895
972024.03.01 16:42s/l230.102.072452.072452.058957.921312.57
982024.03.01 16:42s/l240.102.072452.072452.05895-21.981290.59
992024.04.22 12:00buy250.102.085140.000000.00000
1002024.04.22 12:00modify250.102.085142.072142.10014
1012024.04.23 07:18buy260.102.090400.000000.00000
1022024.04.23 07:18modify260.102.090402.086642.10014
1032024.04.23 07:18modify250.102.085142.086642.10014
1042024.04.23 08:32buy270.102.094150.000000.00000
1052024.04.23 08:32modify270.102.094152.088892.10014
1062024.04.23 08:32modify260.102.090402.088892.10014
1072024.04.23 08:32modify250.102.085142.088892.10014
1082024.04.23 11:55buy280.102.096390.000000.00000
1092024.04.23 11:55modify280.102.096392.091892.10014
1102024.04.23 11:55modify270.102.094152.091892.10014
1112024.04.23 11:55modify260.102.090402.091892.10014
1122024.04.23 11:55modify250.102.085142.091892.10014
1132024.04.23 13:45s/l250.102.091892.091892.1001439.181329.77
1142024.04.23 13:45s/l260.102.091892.091892.100148.731338.50
1152024.04.23 13:45s/l270.102.091892.091892.10014-13.251325.25
1162024.04.23 13:45s/l280.102.091892.091892.10014-26.381298.87
1172024.05.01 00:00sell290.102.124620.000000.00000
1182024.05.01 00:00modify290.102.124622.137622.10962
1192024.05.01 03:18sell300.102.119300.000000.00000
1202024.05.01 03:18modify300.102.119302.123122.10962
1212024.05.01 03:18modify290.102.124622.123122.10962
1222024.05.01 13:23sell310.102.115620.000000.00000
1232024.05.01 13:23modify310.102.115622.120872.10962
1242024.05.01 13:23modify300.102.119302.120872.10962
1252024.05.01 13:23modify290.102.124622.120872.10962
1262024.05.01 18:50sell320.102.113320.000000.00000
1272024.05.01 18:50modify320.102.113322.117872.10962
1282024.05.01 18:50modify310.102.115622.117872.10962
1292024.05.01 18:50modify300.102.119302.117872.10962
1302024.05.01 18:50modify290.102.124622.117872.10962
1312024.05.02 07:01t/p290.102.109622.117872.1096287.261386.13
1322024.05.02 07:01t/p300.102.109622.117872.1096256.071442.20
1332024.05.02 07:01t/p310.102.109622.117872.1096234.501476.71
1342024.05.02 07:01t/p320.102.109622.117872.1096221.021497.73
1352024.05.03 16:00buy330.102.085100.000000.00000
1362024.05.03 16:00modify330.102.085102.072102.10010
1372024.05.06 00:23buy340.102.090370.000000.00000
1382024.05.06 00:23modify340.102.090372.086602.10010
1392024.05.06 00:23modify330.102.085102.086602.10010
1402024.05.07 00:55s/l330.102.086602.086602.100108.041505.77
1412024.05.07 00:55s/l340.102.086602.086602.10010-22.471483.30
1422024.06.07 16:00sell350.102.082120.000000.00000
1432024.06.07 16:00modify350.102.082122.095122.06712
1442024.06.10 20:59sell360.102.076820.000000.00000
1452024.06.10 20:59modify360.102.076822.080622.06712
1462024.06.10 20:59modify350.102.082122.080622.06712
1472024.06.11 02:03s/l350.102.080622.080622.067128.351491.65
1482024.06.11 02:03s/l360.102.080622.080622.06712-22.501469.15
1492024.08.01 12:00buy370.102.152410.000000.00000
1502024.08.01 12:00modify370.102.152412.139412.16741
1512024.08.02 01:40s/l370.102.139412.139412.16741-76.551392.60
1522024.08.05 08:00sell380.102.158750.000000.00000
1532024.08.05 08:00modify380.102.158752.171752.14375
1542024.08.05 08:55sell390.102.153450.000000.00000
1552024.08.05 08:55modify390.102.153452.157252.14375
1562024.08.05 08:55modify380.102.158752.157252.14375
1572024.08.05 09:30sell400.102.149710.000000.00000
1582024.08.05 09:30modify400.102.149712.155002.14375
1592024.08.05 09:30modify390.102.153452.155002.14375
1602024.08.05 09:30modify380.102.158752.155002.14375
1612024.08.05 10:01sell410.102.147490.000000.00000
1622024.08.05 10:01modify410.102.147492.152002.14375
1632024.08.05 10:01modify400.102.149712.152002.14375
1642024.08.05 10:01modify390.102.153452.152002.14375
1652024.08.05 10:01modify380.102.158752.152002.14375
1662024.08.05 13:45t/p380.102.143752.152002.1437587.921480.52
1672024.08.05 13:45t/p390.102.143752.152002.1437556.851537.37
1682024.08.05 13:45t/p400.102.143752.152002.1437534.931572.30
1692024.08.05 13:45t/p410.102.143752.152002.1437521.921594.22
1702024.08.14 04:00sell420.102.137870.000000.00000
1712024.08.14 04:00modify420.102.137872.150872.12287
1722024.08.14 06:00sell430.102.132560.000000.00000
1732024.08.14 06:00modify430.102.132562.136372.12287
1742024.08.14 06:00modify420.102.137872.136372.12287
1752024.08.14 07:33s/l420.102.136372.136372.122878.791603.01
1762024.08.14 07:33s/l430.102.136372.136372.12287-22.331580.68
1772024.08.29 04:00buy440.102.100800.000000.00000
1782024.08.29 04:00modify440.102.100802.087802.11580
1792024.08.30 06:19buy450.102.106080.000000.00000
1802024.08.30 06:19modify450.102.106082.102302.11580
1812024.08.30 06:19modify440.102.100802.102302.11580
1822024.08.30 13:58s/l440.102.102302.102302.115808.421589.10
1832024.08.30 13:58s/l450.102.102302.102302.11580-22.151566.95