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=0; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=13; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 modelled157908Modelling qualityn/a
Mismatched charts errors1
Initial deposit1000.00Spread60
Total net profit957.53Gross profit3162.23Gross loss-2204.70
Profit factor1.43Expected payoff6.74
Absolute drawdown142.70Maximal drawdown446.36 (27.61%)Relative drawdown27.61% (446.36)
Total trades142Short positions (won %)67 (59.70%)Long positions (won %)75 (53.33%)
Profit trades (% of total)80 (56.34%)Loss trades (% of total)62 (43.66%)
Largestprofit trade87.76loss trade-91.69
Averageprofit trade39.53loss trade-35.56
Maximumconsecutive wins (profit in money)7 (355.02)consecutive losses (loss in money)4 (-152.60)
Maximalconsecutive profit (count of wins)355.02 (7)consecutive loss (count of losses)-177.28 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.03 13:00buy10.102.062250.000000.00000
22023.11.03 13:00modify10.102.062252.047252.07725
32023.11.03 17:20buy20.102.069150.000000.00000
42023.11.03 17:20modify20.102.069152.063002.07725
52023.11.03 17:20modify10.102.062252.063002.07725
62023.11.03 20:50s/l10.102.063002.063002.077254.391004.39
72023.11.03 20:50s/l20.102.063002.063002.07725-36.06968.33
82023.11.08 15:00sell30.102.071500.000000.00000
92023.11.08 15:00modify30.102.071502.086502.05650
102023.11.09 14:45sell40.102.064560.000000.00000
112023.11.09 14:45modify40.102.064562.070752.05650
122023.11.09 14:45modify30.102.071502.070752.05650
132023.11.09 19:20s/l30.102.070752.070752.056503.74972.07
142023.11.09 19:20s/l40.102.070752.070752.05650-36.31935.76
152023.11.13 14:00sell50.102.083640.000000.00000
162023.11.13 14:00modify50.102.083642.098642.06864
172023.11.15 02:15sell60.102.076680.000000.00000
182023.11.15 02:15modify60.102.076682.082892.06864
192023.11.15 02:15modify50.102.083642.082892.06864
202023.11.15 04:45sell70.102.073060.000000.00000
212023.11.15 04:45modify70.102.073062.078392.06864
222023.11.15 04:45modify60.102.076682.078392.06864
232023.11.15 04:45modify50.102.083642.078392.06864
242023.11.15 07:45t/p50.102.068642.078392.0686487.541023.31
252023.11.15 07:45t/p60.102.068642.078392.0686447.161070.47
262023.11.15 07:45t/p70.102.068642.078392.0686425.931096.40
272023.11.15 13:00buy80.102.063700.000000.00000
282023.11.15 13:00modify80.102.063702.048702.07870
292023.11.16 02:42buy90.102.074230.000000.00000
302023.11.16 02:42modify90.102.074232.068952.07870
312023.11.16 02:42modify80.102.063702.068952.07870
322023.11.16 02:52buy100.102.072730.000000.00000
332023.11.16 02:52modify100.102.072732.067452.07870
342023.11.16 02:55modify100.102.072732.068952.07870
352023.11.16 07:47buy110.102.070550.000000.00000
362023.11.16 07:47modify110.102.070552.064452.07870
372023.11.16 07:50s/l80.102.068952.068952.0787029.661126.05
382023.11.16 07:50s/l90.102.068952.068952.07870-30.961095.09
392023.11.16 07:50s/l100.102.068952.068952.07870-22.171072.92
402023.11.16 07:50close110.102.068342.064452.07870-12.951059.97
412023.11.20 15:00sell120.102.078060.000000.00000
422023.11.20 15:00modify120.102.078062.093062.06306
432023.11.20 20:45sell130.102.071250.000000.00000
442023.11.20 20:45modify130.102.071252.077312.06306
452023.11.20 20:45modify120.102.078062.077312.06306
462023.11.20 22:15sell140.102.069030.000000.00000
472023.11.20 22:15modify140.102.069032.074312.06306
482023.11.20 22:15modify130.102.071252.074312.06306
492023.11.20 22:15modify120.102.078062.074312.06306
502023.11.21 01:20sell150.102.067280.000000.00000
512023.11.21 01:20modify150.102.067282.072812.06306
522023.11.21 01:20modify140.102.069032.072812.06306
532023.11.21 01:20modify130.102.071252.072812.06306
542023.11.21 01:20modify120.102.078062.072812.06306
552023.11.21 08:16t/p120.102.063062.072812.0630687.761147.74
562023.11.21 08:16t/p130.102.063062.072812.0630647.811195.55
572023.11.21 08:16t/p140.102.063062.072812.0630634.791230.34
582023.11.21 08:16t/p150.102.063062.072812.0630624.751255.09
592023.12.05 14:00sell160.102.058550.000000.00000
602023.12.05 14:00modify160.102.058552.073552.04355
612023.12.05 15:25sell170.102.051760.000000.00000
622023.12.05 15:25modify170.102.051762.057802.04355
632023.12.05 15:25modify160.102.058552.057802.04355
642023.12.05 15:37s/l160.102.057802.057802.043554.401259.49
652023.12.05 15:37s/l170.102.057802.057802.04355-35.421224.07
662023.12.07 14:00buy180.102.044560.000000.00000
672023.12.07 14:00modify180.102.044562.029562.05956
682023.12.11 01:50buy190.102.053590.000000.00000
692023.12.11 01:50modify190.102.053592.048312.05956
702023.12.11 01:50modify180.102.044562.048312.05956
712023.12.11 02:47buy200.102.051350.000000.00000
722023.12.11 02:47modify200.102.051352.045312.05956
732023.12.11 02:50modify200.102.051352.048312.05956
742023.12.11 08:20buy210.102.055150.000000.00000
752023.12.11 08:20modify210.102.055152.049812.05956
762023.12.11 08:20modify190.102.053592.049812.05956
772023.12.11 08:20modify200.102.051352.049812.05956
782023.12.11 08:20modify180.102.044562.049812.05956
792023.12.11 18:20s/l180.102.049812.049812.0595630.031254.10
802023.12.11 18:20s/l190.102.049812.049812.05956-22.171231.93
812023.12.11 18:20s/l200.102.049812.049812.05956-9.031222.90
822023.12.11 18:20s/l210.102.049812.049812.05956-31.311191.59
832023.12.12 14:00sell220.102.048820.000000.00000
842023.12.12 14:00modify220.102.048822.063822.03382
852023.12.13 19:05sell230.102.041870.000000.00000
862023.12.13 19:05modify230.102.041872.048072.03382
872023.12.13 19:05modify220.102.048822.048072.03382
882023.12.13 19:20t/p220.102.033822.048072.0338287.761279.35
892023.12.13 19:20t/p230.102.033822.048072.0338247.221326.57
902023.12.14 13:00sell240.102.047490.000000.00000
912023.12.14 13:00modify240.102.047492.062492.03249
922023.12.15 21:22sell250.102.040550.000000.00000
932023.12.15 21:22modify250.102.040552.046742.03249
942023.12.15 21:22modify240.102.047492.046742.03249
952023.12.18 00:27sell260.102.038210.000000.00000
962023.12.18 00:27modify260.102.038212.043742.03249
972023.12.18 00:27modify250.102.040552.043742.03249
982023.12.18 00:27modify240.102.047492.043742.03249
992023.12.18 02:03sell270.102.036790.000000.00000
1002023.12.18 02:03modify270.102.036792.042242.03249
1012023.12.18 02:03modify260.102.038212.042242.03249
1022023.12.18 02:03modify250.102.040552.042242.03249
1032023.12.18 02:03modify240.102.047492.042242.03249
1042023.12.18 06:32t/p240.102.032492.042242.0324987.541414.11
1052023.12.18 06:32t/p250.102.032492.042242.0324947.061461.18
1062023.12.18 06:32t/p260.102.032492.042242.0324933.551494.73
1072023.12.18 06:32t/p270.102.032492.042242.0324925.221519.95
1082023.12.21 14:00buy280.102.018510.000000.00000
1092023.12.21 14:00modify280.102.018512.003512.03351
1102024.01.03 12:50buy290.102.025320.000000.00000
1112024.01.03 12:50modify290.102.025322.019262.03351
1122024.01.03 12:50modify280.102.018512.019262.03351
1132024.01.03 13:43buy300.102.027600.000000.00000
1142024.01.03 13:43modify300.102.027602.022262.03351
1152024.01.03 13:43modify290.102.025322.022262.03351
1162024.01.03 13:43modify280.102.018512.022262.03351
1172024.01.03 14:12buy310.102.029230.000000.00000
1182024.01.03 14:12modify310.102.029232.023762.03351
1192024.01.03 14:12modify300.102.027602.023762.03351
1202024.01.03 14:12modify290.102.025322.023762.03351
1212024.01.03 14:12modify280.102.018512.023762.03351
1222024.01.03 15:02s/l280.102.023762.023762.0335126.661546.61
1232024.01.03 15:02s/l290.102.023762.023762.03351-9.151537.46
1242024.01.03 15:02s/l300.102.023762.023762.03351-22.521514.94
1252024.01.03 15:02s/l310.102.023762.023762.03351-32.081482.86
1262024.01.04 14:00sell320.102.032500.000000.00000
1272024.01.04 14:00modify320.102.032502.047502.01750
1282024.01.10 20:15s/l320.102.047502.047502.01750-88.851394.01
1292024.01.11 14:00sell330.102.047340.000000.00000
1302024.01.11 14:00modify330.102.047342.062342.03234
1312024.01.12 12:27sell340.102.040470.000000.00000
1322024.01.12 12:27modify340.102.040472.046592.03234
1332024.01.12 12:27modify330.102.047342.046592.03234
1342024.01.12 13:50sell350.102.036740.000000.00000
1352024.01.12 13:50modify350.102.036742.042092.03234
1362024.01.12 13:50modify340.102.040472.042092.03234
1372024.01.12 13:50modify330.102.047342.042092.03234
1382024.01.12 14:27sell360.102.038200.000000.00000
1392024.01.12 14:27modify360.102.038202.043592.03234
1402024.01.12 14:30modify360.102.038202.042092.03234
1412024.01.12 19:37s/l330.102.042092.042092.0323430.571424.58
1422024.01.12 19:37s/l340.102.042092.042092.03234-9.501415.08
1432024.01.12 19:37s/l350.102.042092.042092.03234-31.381383.70
1442024.01.12 19:37s/l360.102.042092.042092.03234-22.821360.88
1452024.01.17 15:00sell370.102.075250.000000.00000
1462024.01.17 15:00modify370.102.075252.090252.06025
1472024.01.18 02:07sell380.102.068490.000000.00000
1482024.01.18 02:07modify380.102.068492.074502.06025
1492024.01.18 02:07modify370.102.075252.074502.06025
1502024.01.18 05:45s/l370.102.074502.074502.060253.741364.62
1512024.01.18 05:45s/l380.102.074502.074502.06025-35.251329.37
1522024.01.29 14:00buy390.102.076930.000000.00000
1532024.01.29 14:00modify390.102.076932.061932.09193
1542024.02.02 16:17buy400.102.083820.000000.00000
1552024.02.02 16:17modify400.102.083822.077682.09193
1562024.02.02 16:17modify390.102.076932.077682.09193
1572024.02.04 22:20s/l390.102.077682.077682.091932.161331.53
1582024.02.04 22:20s/l400.102.077682.077682.09193-36.011295.52
1592024.02.13 14:00sell410.102.077390.000000.00000
1602024.02.13 14:00modify410.102.077392.092392.06239
1612024.02.14 07:40sell420.102.066660.000000.00000
1622024.02.14 07:40modify420.102.066662.072142.06239
1632024.02.14 07:40modify410.102.077392.072142.06239
1642024.02.15 07:20t/p410.102.062392.072142.0623987.111382.62
1652024.02.15 07:20t/p420.102.062392.072142.0623924.381407.01
1662024.02.19 14:00buy430.102.050130.000000.00000
1672024.02.19 14:00modify430.102.050132.035132.06513
1682024.02.26 09:20buy440.102.057020.000000.00000
1692024.02.26 09:20modify440.102.057022.050882.06513
1702024.02.26 09:20modify430.102.050132.050882.06513
1712024.02.27 01:42buy450.102.059230.000000.00000
1722024.02.27 01:42modify450.102.059232.053882.06513
1732024.02.27 01:42modify440.102.057022.053882.06513
1742024.02.27 01:42modify430.102.050132.053882.06513
1752024.02.27 12:50s/l430.102.053882.053882.0651319.001426.00
1762024.02.27 12:50s/l440.102.053882.053882.06513-18.781407.22
1772024.02.27 12:50s/l450.102.053882.053882.06513-31.371375.85
1782024.02.28 15:00sell460.102.076880.000000.00000
1792024.02.28 15:00modify460.102.076882.091882.06188
1802024.03.01 16:20sell470.102.069950.000000.00000
1812024.03.01 16:20modify470.102.069952.076132.06188
1822024.03.01 16:20modify460.102.076882.076132.06188
1832024.03.04 01:45s/l460.102.076132.076132.061883.301379.15
1842024.03.04 01:45s/l470.102.076132.076132.06188-36.471342.68
1852024.03.06 13:00buy480.102.083470.000000.00000
1862024.03.06 13:00modify480.102.083472.068472.09847
1872024.03.07 13:20s/l480.102.068472.068472.09847-89.071253.60
1882024.03.25 13:00sell490.102.105350.000000.00000
1892024.03.25 13:00modify490.102.105352.120352.09035
1902024.04.04 04:20sell500.102.098510.000000.00000
1912024.04.04 04:20modify500.102.098512.104602.09035
1922024.04.04 04:20modify490.102.105352.104602.09035
1932024.04.04 06:15sell510.102.096340.000000.00000
1942024.04.04 06:15modify510.102.096342.101602.09035
1952024.04.04 06:15modify500.102.098512.101602.09035
1962024.04.04 06:15modify490.102.105352.101602.09035
1972024.04.04 10:20sell520.102.094570.000000.00000
1982024.04.04 10:20modify520.102.094572.100102.09035
1992024.04.04 10:20modify510.102.096342.100102.09035
2002024.04.04 10:20modify500.102.098512.100102.09035
2012024.04.04 10:20modify490.102.105352.100102.09035
2022024.04.05 01:50s/l490.102.100102.100102.0903527.951281.55
2032024.04.05 01:50s/l500.102.100102.100102.09035-9.551272.00
2042024.04.05 01:50s/l510.102.100102.100102.09035-22.281249.72
2052024.04.05 01:50s/l520.102.100102.100102.09035-32.661217.07
2062024.04.09 13:00buy530.102.093590.000000.00000
2072024.04.09 13:00modify530.102.093592.078592.10859
2082024.04.15 07:35buy540.102.100420.000000.00000
2092024.04.15 07:35modify540.102.100422.094342.10859
2102024.04.15 07:35modify530.102.093592.094342.10859
2112024.04.15 08:20buy550.102.102690.000000.00000
2122024.04.15 08:20modify550.102.102692.097342.10859
2132024.04.15 08:20modify540.102.100422.097342.10859
2142024.04.15 08:20modify530.102.093592.097342.10859
2152024.04.15 13:15buy560.102.104090.000000.00000
2162024.04.15 13:15modify560.102.104092.098842.10859
2172024.04.15 13:15modify550.102.102692.098842.10859
2182024.04.15 13:15modify540.102.100422.098842.10859
2192024.04.15 13:15modify530.102.093592.098842.10859
2202024.04.15 20:10t/p530.102.108592.098842.1085985.721302.78
2212024.04.15 20:10t/p540.102.108592.098842.1085947.911350.69
2222024.04.15 20:10t/p550.102.108592.098842.1085934.601385.29
2232024.04.15 20:10t/p560.102.108592.098842.1085926.391411.68
2242024.04.16 14:00sell570.102.119160.000000.00000
2252024.04.16 14:00modify570.102.119162.134162.10416
2262024.04.16 16:02sell580.102.112150.000000.00000
2272024.04.16 16:02modify580.102.112152.118412.10416
2282024.04.16 16:02modify570.102.119162.118412.10416
2292024.04.16 22:32s/l570.102.118412.118412.104164.401416.08
2302024.04.16 22:32s/l580.102.118412.118412.10416-36.721379.36
2312024.04.25 13:00sell590.102.104220.000000.00000
2322024.04.25 13:00modify590.102.104222.119222.08922
2332024.04.26 00:15sell600.102.097270.000000.00000
2342024.04.26 00:15modify600.102.097272.103472.08922
2352024.04.26 00:15modify590.102.104222.103472.08922
2362024.04.26 01:50sell610.102.095190.000000.00000
2372024.04.26 01:50modify610.102.095192.100472.08922
2382024.04.26 01:50modify600.102.097272.100472.08922
2392024.04.26 01:50modify590.102.104222.100472.08922
2402024.04.26 08:40s/l590.102.100472.100472.0892221.771401.13
2412024.04.26 08:40s/l600.102.100472.100472.08922-18.771382.36
2422024.04.26 08:40s/l610.102.100472.100472.08922-30.971351.39
2432024.04.30 13:00sell620.102.115410.000000.00000
2442024.04.30 13:00modify620.102.115412.130412.10041
2452024.05.02 08:15sell630.102.108540.000000.00000
2462024.05.02 08:15modify630.102.108542.114662.10041
2472024.05.02 08:15modify620.102.115412.114662.10041
2482024.05.02 14:20sell640.102.106210.000000.00000
2492024.05.02 14:20modify640.102.106212.111662.10041
2502024.05.02 14:20modify630.102.108542.111662.10041
2512024.05.02 14:20modify620.102.115412.111662.10041
2522024.05.02 14:50sell650.102.104860.000000.00000
2532024.05.02 14:50modify650.102.104862.110162.10041
2542024.05.02 14:50modify640.102.106212.110162.10041
2552024.05.02 14:50modify630.102.108542.110162.10041
2562024.05.02 14:50modify620.102.115412.110162.10041
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5392024.10.24 13:00sell1360.102.153650.000000.00000
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5412024.10.25 16:50s/l1360.102.168652.168652.13865-88.201807.12
5422024.10.28 14:00buy1370.102.166440.000000.00000
5432024.10.28 14:00modify1370.102.166442.151442.18144
5442024.10.29 08:15buy1380.102.173320.000000.00000
5452024.10.29 08:15modify1380.102.173322.167192.18144
5462024.10.29 08:15modify1370.102.166442.167192.18144
5472024.10.29 12:35buy1390.102.177060.000000.00000
5482024.10.29 12:35modify1390.102.177062.171692.18144
5492024.10.29 12:35modify1380.102.173322.171692.18144
5502024.10.29 12:35modify1370.102.166442.171692.18144
5512024.10.29 15:50t/p1370.102.181442.171692.1814487.591894.70
5522024.10.29 15:50t/p1380.102.181442.171692.1814447.621942.32
5532024.10.29 15:50t/p1390.102.181442.171692.1814425.691968.01
5542024.10.30 13:00buy1400.102.167590.000000.00000
5552024.10.30 13:00modify1400.102.167592.152592.18259
5562024.10.30 14:37buy1410.102.178310.000000.00000
5572024.10.30 14:37modify1410.102.178312.172842.18259
5582024.10.30 14:37modify1400.102.167592.172842.18259
5592024.10.30 15:05buy1420.102.174410.000000.00000
5602024.10.30 15:05modify1420.102.174412.168342.18259
5612024.10.30 15:07modify1420.102.174412.172842.18259
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5632024.10.30 16:46s/l1410.102.172842.172842.18259-32.071966.73
5642024.10.30 16:46s/l1420.102.172842.172842.18259-9.201957.53