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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test6521Ticks modelled28867108Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread60
Total net profit1232.52Gross profit3512.34Gross loss-2279.82
Profit factor1.54Expected payoff7.90
Absolute drawdown141.26Maximal drawdown408.71 (23.62%)Relative drawdown23.62% (408.71)
Total trades156Short positions (won %)77 (58.44%)Long positions (won %)79 (53.16%)
Profit trades (% of total)87 (55.77%)Loss trades (% of total)69 (44.23%)
Largestprofit trade87.75loss trade-91.67
Averageprofit trade40.37loss trade-33.04
Maximumconsecutive wins (profit in money)9 (422.43)consecutive losses (loss in money)4 (-150.58)
Maximalconsecutive profit (count of wins)422.43 (9)consecutive loss (count of losses)-177.24 (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 17:29buy20.102.069100.000000.00000
42023.11.03 17:29modify20.102.069102.063002.07725
52023.11.03 17:29modify10.102.062252.063002.07725
62023.11.03 20:57s/l10.102.063002.063002.077254.391004.39
72023.11.03 20:57s/l20.102.063002.063002.07725-35.77968.62
82023.11.08 15:00sell30.102.071500.000000.00000
92023.11.08 15:00modify30.102.071502.086502.05650
102023.11.09 14:34sell40.102.064750.000000.00000
112023.11.09 14:34modify40.102.064752.070752.05650
122023.11.09 14:34modify30.102.071502.070752.05650
132023.11.09 19:07s/l30.102.070752.070752.056503.74972.36
142023.11.09 19:07s/l40.102.070752.070752.05650-35.18937.18
152023.11.13 14:00sell50.102.083640.000000.00000
162023.11.13 14:00modify50.102.083642.098642.06864
172023.11.15 02:12sell60.102.076840.000000.00000
182023.11.15 02:12modify60.102.076842.082892.06864
192023.11.15 02:12modify50.102.083642.082892.06864
202023.11.15 02:52sell70.102.074540.000000.00000
212023.11.15 02:52modify70.102.074542.079892.06864
222023.11.15 02:52modify60.102.076842.079892.06864
232023.11.15 02:52modify50.102.083642.079892.06864
242023.11.15 04:32sell80.102.073070.000000.00000
252023.11.15 04:32modify80.102.073072.078392.06864
262023.11.15 04:32modify70.102.074542.078392.06864
272023.11.15 04:32modify60.102.076842.078392.06864
282023.11.15 04:32modify50.102.083642.078392.06864
292023.11.15 07:33t/p50.102.068642.078392.0686487.531024.72
302023.11.15 07:33t/p60.102.068642.078392.0686448.091072.81
312023.11.15 07:33t/p70.102.068642.078392.0686434.601107.41
322023.11.15 07:33t/p80.102.068642.078392.0686425.981133.39
332023.11.15 13:00buy90.102.063700.000000.00000
342023.11.15 13:00modify90.102.063702.048702.07870
352023.11.16 01:38buy100.102.070460.000000.00000
362023.11.16 01:38modify100.102.070462.064452.07870
372023.11.16 01:38modify90.102.063702.064452.07870
382023.11.16 01:50buy110.102.072910.000000.00000
392023.11.16 01:50modify110.102.072912.067452.07870
402023.11.16 01:50modify100.102.070462.067452.07870
412023.11.16 01:50modify90.102.063702.067452.07870
422023.11.16 01:52buy120.102.074460.000000.00000
432023.11.16 01:52modify120.102.074462.068952.07870
442023.11.16 01:52modify110.102.072912.068952.07870
452023.11.16 01:52modify100.102.070462.068952.07870
462023.11.16 01:52modify90.102.063702.068952.07870
472023.11.16 07:46s/l90.102.068952.068952.0787029.661163.04
482023.11.16 07:46s/l100.102.068952.068952.07870-8.861154.18
492023.11.16 07:46s/l110.102.068952.068952.07870-23.221130.96
502023.11.16 07:46s/l120.102.068952.068952.07870-32.311098.65
512023.11.20 15:00sell130.102.078060.000000.00000
522023.11.20 15:00modify130.102.078062.093062.06306
532023.11.20 20:56sell140.102.071310.000000.00000
542023.11.20 20:56modify140.102.071312.077312.06306
552023.11.20 20:56modify130.102.078062.077312.06306
562023.11.20 22:05sell150.102.068960.000000.00000
572023.11.20 22:05modify150.102.068962.074312.06306
582023.11.20 22:05modify140.102.071312.074312.06306
592023.11.20 22:05modify130.102.078062.074312.06306
602023.11.21 01:29sell160.102.067410.000000.00000
612023.11.21 01:29modify160.102.067412.072812.06306
622023.11.21 01:29modify150.102.068962.072812.06306
632023.11.21 01:29modify140.102.071312.072812.06306
642023.11.21 01:29modify130.102.078062.072812.06306
652023.11.21 08:09t/p130.102.063062.072812.0630687.751186.41
662023.11.21 08:09t/p140.102.063062.072812.0630648.161234.57
672023.11.21 08:09t/p150.102.063062.072812.0630634.381268.95
682023.11.21 08:09t/p160.102.063062.072812.0630625.511294.46
692023.12.05 14:00sell170.102.058550.000000.00000
702023.12.05 14:00modify170.102.058552.073552.04355
712023.12.05 17:16sell180.102.051800.000000.00000
722023.12.05 17:16modify180.102.051802.057802.04355
732023.12.05 17:16modify170.102.058552.057802.04355
742023.12.06 00:48sell190.102.049550.000000.00000
752023.12.06 00:48modify190.102.049552.054802.04355
762023.12.06 00:48modify180.102.051802.054802.04355
772023.12.06 00:48modify170.102.058552.054802.04355
782023.12.06 01:29sell200.102.047900.000000.00000
792023.12.06 01:29modify200.102.047902.053302.04355
802023.12.06 01:29modify190.102.049552.053302.04355
812023.12.06 01:29modify180.102.051802.053302.04355
822023.12.06 01:29modify170.102.058552.053302.04355
832023.12.06 07:09t/p170.102.043552.053302.0435587.741382.20
842023.12.06 07:09t/p180.102.043552.053302.0435548.161430.36
852023.12.06 07:09t/p190.102.043552.053302.0435535.181465.54
862023.12.06 07:09t/p200.102.043552.053302.0435525.511491.05
872023.12.07 14:00buy210.102.044560.000000.00000
882023.12.07 14:00modify210.102.044562.029562.05956
892023.12.11 01:15buy220.102.051370.000000.00000
902023.12.11 01:15modify220.102.051372.045312.05956
912023.12.11 01:15modify210.102.044562.045312.05956
922023.12.11 01:33buy230.102.053560.000000.00000
932023.12.11 01:33modify230.102.053562.048312.05956
942023.12.11 01:33modify220.102.051372.048312.05956
952023.12.11 01:33modify210.102.044562.048312.05956
962023.12.11 08:14buy240.102.055070.000000.00000
972023.12.11 08:14modify240.102.055072.049812.05956
982023.12.11 08:14modify230.102.053562.049812.05956
992023.12.11 08:14modify220.102.051372.049812.05956
1002023.12.11 08:14modify210.102.044562.049812.05956
1012023.12.11 18:14s/l210.102.049812.049812.0595630.031521.08
1022023.12.11 18:14s/l220.102.049812.049812.05956-9.151511.93
1032023.12.11 18:14s/l230.102.049812.049812.05956-21.991489.94
1042023.12.11 18:14s/l240.102.049812.049812.05956-30.841459.10
1052023.12.12 14:00sell250.102.048820.000000.00000
1062023.12.12 14:00modify250.102.048822.063822.03382
1072023.12.13 19:00sell260.102.038300.000000.00000
1082023.12.13 19:00modify260.102.038302.043572.03382
1092023.12.13 19:00modify250.102.048822.043572.03382
1102023.12.13 19:00sell270.102.041800.000000.00000
1112023.12.13 19:00modify270.102.041802.048072.03382
1122023.12.13 19:00modify270.102.041802.043572.03382
1132023.12.13 19:00sell280.102.039670.000000.00000
1142023.12.13 19:00modify280.102.039672.045072.03382
1152023.12.13 19:00modify280.102.039672.043572.03382
1162023.12.13 19:20t/p250.102.033822.043572.0338287.741546.84
1172023.12.13 19:20t/p260.102.033822.043572.0338226.271573.11
1182023.12.13 19:20t/p270.102.033822.043572.0338246.801619.91
1192023.12.13 19:20t/p280.102.033822.043572.0338234.301654.21
1202023.12.14 13:00sell290.102.047490.000000.00000
1212023.12.14 13:00modify290.102.047492.062492.03249
1222023.12.15 16:13sell300.102.040740.000000.00000
1232023.12.15 16:13modify300.102.040742.046742.03249
1242023.12.15 16:13modify290.102.047492.046742.03249
1252023.12.17 22:23sell310.102.038310.000000.00000
1262023.12.17 22:23modify310.102.038312.043742.03249
1272023.12.17 22:23modify300.102.040742.043742.03249
1282023.12.17 22:23modify290.102.047492.043742.03249
1292023.12.17 22:38s/l290.102.043742.043742.0324921.771675.99
1302023.12.17 22:38s/l300.102.043742.043742.03249-17.601658.39
1312023.12.17 22:38s/l310.102.043742.043742.03249-31.851626.54
1322023.12.21 14:00buy320.102.018510.000000.00000
1332023.12.21 14:00modify320.102.018512.003512.03351
1342024.01.03 12:58buy330.102.025260.000000.00000
1352024.01.03 12:58modify330.102.025262.019262.03351
1362024.01.03 12:58modify320.102.018512.019262.03351
1372024.01.03 13:49buy340.102.027510.000000.00000
1382024.01.03 13:49modify340.102.027512.022262.03351
1392024.01.03 13:49modify330.102.025262.022262.03351
1402024.01.03 13:49modify320.102.018512.022262.03351
1412024.01.03 13:57buy350.102.029040.000000.00000
1422024.01.03 13:57modify350.102.029042.023762.03351
1432024.01.03 13:57modify340.102.027512.023762.03351
1442024.01.03 13:57modify330.102.025262.023762.03351
1452024.01.03 13:57modify320.102.018512.023762.03351
1462024.01.03 15:00s/l320.102.023762.023762.0335126.661653.20
1472024.01.03 15:00s/l330.102.023762.023762.03351-8.801644.40
1482024.01.03 15:00s/l340.102.023762.023762.03351-21.991622.41
1492024.01.03 15:00s/l350.102.023762.023762.03351-30.961591.45
1502024.01.04 14:00sell360.102.032500.000000.00000
1512024.01.04 14:00modify360.102.032502.047502.01750
1522024.01.10 20:14s/l360.102.047502.047502.01750-88.831502.62
1532024.01.11 14:00sell370.102.047340.000000.00000
1542024.01.11 14:00modify370.102.047342.062342.03234
1552024.01.12 11:58sell380.102.040570.000000.00000
1562024.01.12 11:58modify380.102.040572.046592.03234
1572024.01.12 11:58modify370.102.047342.046592.03234
1582024.01.12 13:30sell390.102.038340.000000.00000
1592024.01.12 13:30modify390.102.038342.043592.03234
1602024.01.12 13:30modify380.102.040572.043592.03234
1612024.01.12 13:30modify370.102.047342.043592.03234
1622024.01.12 13:38sell400.102.036840.000000.00000
1632024.01.12 13:38modify400.102.036842.042092.03234
1642024.01.12 13:38modify390.102.038342.042092.03234
1652024.01.12 13:38modify380.102.040572.042092.03234
1662024.01.12 13:38modify370.102.047342.042092.03234
1672024.01.12 19:31s/l370.102.042092.042092.0323430.571533.19
1682024.01.12 19:31s/l380.102.042092.042092.03234-8.921524.27
1692024.01.12 19:31s/l390.102.042092.042092.03234-22.001502.27
1702024.01.12 19:31s/l400.102.042092.042092.03234-30.791471.48
1712024.01.17 15:00sell410.102.075250.000000.00000
1722024.01.17 15:00modify410.102.075252.090252.06025
1732024.01.18 02:15sell420.102.068490.000000.00000
1742024.01.18 02:15modify420.102.068492.074502.06025
1752024.01.18 02:15modify410.102.075252.074502.06025
1762024.01.18 05:46s/l410.102.074502.074502.060253.741475.22
1772024.01.18 05:46s/l420.102.074502.074502.06025-35.251439.97
1782024.01.29 14:00buy430.102.076930.000000.00000
1792024.01.29 14:00modify430.102.076932.061932.09193
1802024.02.02 15:26buy440.102.083690.000000.00000
1812024.02.02 15:26modify440.102.083692.077682.09193
1822024.02.02 15:26modify430.102.076932.077682.09193
1832024.02.04 22:26s/l430.102.077682.077682.091932.151442.12
1842024.02.04 22:26s/l440.102.077682.077682.09193-35.241406.88
1852024.02.13 14:00sell450.102.077390.000000.00000
1862024.02.13 14:00modify450.102.077392.092392.06239
1872024.02.14 07:00sell460.102.068350.000000.00000
1882024.02.14 07:00modify460.102.068352.073642.06239
1892024.02.14 07:00modify450.102.077392.073642.06239
1902024.02.14 07:00sell470.102.066880.000000.00000
1912024.02.14 07:00modify470.102.066882.072142.06239
1922024.02.14 07:00modify460.102.068352.072142.06239
1932024.02.14 07:00modify450.102.077392.072142.06239
1942024.02.15 07:00t/p450.102.062392.072142.0623987.101493.97
1952024.02.15 07:00t/p460.102.062392.072142.0623934.291528.27
1962024.02.15 07:00t/p470.102.062392.072142.0623925.671553.94
1972024.02.19 14:00buy480.102.050130.000000.00000
1982024.02.19 14:00modify480.102.050132.035132.06513
1992024.02.26 09:20buy490.102.056920.000000.00000
2002024.02.26 09:20modify490.102.056922.050882.06513
2012024.02.26 09:20modify480.102.050132.050882.06513
2022024.02.27 00:07buy500.102.059150.000000.00000
2032024.02.27 00:07modify500.102.059152.053882.06513
2042024.02.27 00:07modify490.102.056922.053882.06513
2052024.02.27 00:07modify480.102.050132.053882.06513
2062024.02.27 02:24buy510.102.060710.000000.00000
2072024.02.27 02:24modify510.102.060712.055382.06513
2082024.02.27 02:24modify500.102.059152.055382.06513
2092024.02.27 02:24modify490.102.056922.055382.06513
2102024.02.27 02:24modify480.102.050132.055382.06513
2112024.02.27 08:00s/l480.102.055382.055382.0651327.791581.73
2122024.02.27 08:00s/l490.102.055382.055382.06513-9.391572.33
2132024.02.27 08:00s/l500.102.055382.055382.06513-22.101550.23
2142024.02.27 08:00s/l510.102.055382.055382.06513-31.241518.99
2152024.02.28 15:00sell520.102.076880.000000.00000
2162024.02.28 15:00modify520.102.076882.091882.06188
2172024.03.01 15:00sell530.102.070110.000000.00000
2182024.03.01 15:00modify530.102.070112.076132.06188
2192024.03.01 15:00modify520.102.076882.076132.06188
2202024.03.01 15:11sell540.102.067880.000000.00000
2212024.03.01 15:11modify540.102.067882.073132.06188
2222024.03.01 15:11modify530.102.070112.073132.06188
2232024.03.01 15:11modify520.102.076882.073132.06188
2242024.03.01 16:58s/l520.102.073132.073132.0618821.121540.11
2252024.03.01 16:58s/l530.102.073132.073132.06188-17.711522.40
2262024.03.01 16:58s/l540.102.073132.073132.06188-30.791491.61
2272024.03.06 13:00buy550.102.083470.000000.00000
2282024.03.06 13:00modify550.102.083472.068472.09847
2292024.03.07 13:21s/l550.102.068472.068472.09847-89.061402.55
2302024.03.25 13:00sell560.102.105350.000000.00000
2312024.03.25 13:00modify560.102.105352.120352.09035
2322024.04.04 04:25sell570.102.098600.000000.00000
2332024.04.04 04:25modify570.102.098602.104602.09035
2342024.04.04 04:25modify560.102.105352.104602.09035
2352024.04.04 06:06sell580.102.096350.000000.00000
2362024.04.04 06:06modify580.102.096352.101602.09035
2372024.04.04 06:06modify570.102.098602.101602.09035
2382024.04.04 06:06modify560.102.105352.101602.09035
2392024.04.04 10:27sell590.102.094850.000000.00000
2402024.04.04 10:27modify590.102.094852.100102.09035
2412024.04.04 10:27modify580.102.096352.100102.09035
2422024.04.04 10:27modify570.102.098602.100102.09035
2432024.04.04 10:27modify560.102.105352.100102.09035
2442024.04.05 01:53s/l560.102.100102.100102.0903527.941430.48
2452024.04.05 01:53s/l570.102.100102.100102.09035-9.021421.46
2462024.04.05 01:53s/l580.102.100102.100102.09035-22.211399.26
2472024.04.05 01:53s/l590.102.100102.100102.09035-31.011368.25
2482024.04.09 13:00buy600.102.093590.000000.00000
2492024.04.09 13:00modify600.102.093592.078592.10859
2502024.04.15 07:14buy610.102.100350.000000.00000
2512024.04.15 07:14modify610.102.100352.094342.10859
2522024.04.15 07:14modify600.102.093592.094342.10859
2532024.04.15 08:04buy620.102.102600.000000.00000
2542024.04.15 08:04modify620.102.102602.097342.10859
2552024.04.15 08:04modify610.102.100352.097342.10859
2562024.04.15 08:04modify600.102.093592.097342.10859
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