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)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=8; 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=110; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 test2611Ticks modelled79641Modelling qualityn/a
Mismatched charts errors1
Initial deposit1000.00Spread60
Total net profit899.50Gross profit1394.20Gross loss-494.70
Profit factor2.82Expected payoff17.99
Absolute drawdown62.64Maximal drawdown231.08 (13.33%)Relative drawdown13.33% (231.08)
Total trades50Short positions (won %)28 (60.71%)Long positions (won %)22 (81.82%)
Profit trades (% of total)35 (70.00%)Loss trades (% of total)15 (30.00%)
Largestprofit trade81.92loss trade-65.63
Averageprofit trade39.83loss trade-32.98
Maximumconsecutive wins (profit in money)10 (455.78)consecutive losses (loss in money)3 (-147.35)
Maximalconsecutive profit (count of wins)455.78 (10)consecutive loss (count of losses)-147.35 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.13 20:00sell10.102.086340.000000.00000
22023.11.13 20:00modify10.102.086342.097342.07234
32023.11.15 01:50sell20.102.077860.000000.00000
42023.11.15 01:50modify20.102.077862.082142.07234
52023.11.15 01:50modify10.102.086342.082142.07234
62023.11.15 06:40t/p10.102.072342.082142.0723481.691081.69
72023.11.15 06:40t/p20.102.072342.082142.0723432.381114.07
82023.12.20 12:00buy30.102.011830.000000.00000
92023.12.20 12:00modify30.102.011832.000832.02583
102023.12.20 18:25buy40.102.016810.000000.00000
112023.12.20 18:25modify40.102.016812.013932.02583
122023.12.20 18:25modify30.102.011832.013932.02583
132023.12.20 20:50buy50.102.020260.000000.00000
142023.12.20 20:50modify50.102.020262.016032.02583
152023.12.20 20:50modify40.102.016812.016032.02583
162023.12.20 20:50modify30.102.011832.016032.02583
172023.12.20 23:05buy60.102.023110.000000.00000
182023.12.20 23:05modify60.102.023112.016732.02583
192023.12.20 23:05modify50.102.020262.016732.02583
202023.12.20 23:05modify40.102.016812.016732.02583
212023.12.20 23:05modify30.102.011832.016732.02583
222023.12.21 07:05t/p30.102.025832.016732.0258380.991195.06
232023.12.21 07:05t/p40.102.025832.016732.0258351.791246.85
242023.12.21 07:05t/p50.102.025832.016732.0258331.551278.40
252023.12.21 07:05t/p60.102.025832.016732.0258314.841293.23
262024.02.13 16:00sell70.102.078760.000000.00000
272024.02.13 16:00modify70.102.078762.089762.06476
282024.02.14 05:53sell80.102.073670.000000.00000
292024.02.14 05:53modify80.102.073672.076662.06476
302024.02.14 05:53modify70.102.078762.076662.06476
312024.02.14 07:30sell90.102.067560.000000.00000
322024.02.14 07:30modify90.102.067562.073862.06476
332024.02.14 07:30modify80.102.073672.073862.06476
342024.02.14 07:30modify70.102.078762.073862.06476
352024.02.14 08:05t/p70.102.064762.073862.0647681.911375.14
362024.02.14 08:05t/p80.102.064762.073862.0647652.271427.41
372024.02.14 08:05t/p90.102.064762.073862.0647616.421443.83
382024.02.20 12:00buy100.102.041530.000000.00000
392024.02.20 12:00modify100.102.041532.030532.05553
402024.02.20 14:30buy110.102.046720.000000.00000
412024.02.20 14:30modify110.102.046722.043632.05553
422024.02.20 14:30modify100.102.041532.043632.05553
432024.02.21 02:20s/l100.102.043632.043632.0555311.951455.78
442024.02.21 02:20s/l110.102.043632.043632.05553-18.491437.29
452024.02.28 12:00sell120.102.074210.000000.00000
462024.02.28 12:00modify120.102.074212.085212.06021
472024.03.01 15:30sell130.102.069220.000000.00000
482024.03.01 15:30modify130.102.069222.072112.06021
492024.03.01 15:30modify120.102.074212.072112.06021
502024.03.01 16:30s/l120.102.072112.072112.0602111.451448.73
512024.03.01 16:30s/l130.102.072112.072112.06021-16.961431.77
522024.03.15 16:00sell140.102.092030.000000.00000
532024.03.15 16:00modify140.102.092032.103032.07803
542024.03.19 16:40s/l140.102.103032.103032.07803-64.981366.79
552024.03.28 12:00sell150.102.115440.000000.00000
562024.03.28 12:00modify150.102.115442.126442.10144
572024.03.28 22:05sell160.102.110430.000000.00000
582024.03.28 22:05modify160.102.110432.113342.10144
592024.03.28 22:05modify150.102.115442.113342.10144
602024.03.28 23:20s/l150.102.113342.113342.1014412.321379.11
612024.03.28 23:20s/l160.102.113342.113342.10144-17.071362.04
622024.04.16 12:00sell170.102.113480.000000.00000
632024.04.16 12:00modify170.102.113482.124482.09948
642024.04.16 23:25sell180.102.108520.000000.00000
652024.04.16 23:25modify180.102.108522.111382.09948
662024.04.16 23:25modify170.102.113482.111382.09948
672024.04.17 01:40sell190.102.104990.000000.00000
682024.04.17 01:40modify190.102.104992.109282.09948
692024.04.17 01:40modify180.102.108522.109282.09948
702024.04.17 01:40modify170.102.113482.109282.09948
712024.04.17 06:30s/l170.102.109282.109282.0994824.421386.47
722024.04.17 06:30s/l180.102.109282.109282.09948-4.681381.79
732024.04.17 06:30s/l190.102.109282.109282.09948-25.171356.62
742024.04.22 12:00buy200.102.085140.000000.00000
752024.04.22 12:00modify200.102.085142.074142.09914
762024.04.23 11:20buy210.102.093630.000000.00000
772024.04.23 11:20modify210.102.093632.089342.09914
782024.04.23 11:20modify200.102.085142.089342.09914
792024.04.23 14:50buy220.102.096540.000000.00000
802024.04.23 14:50modify220.102.096542.090042.09914
812024.04.23 14:50modify210.102.093632.090042.09914
822024.04.23 14:50modify200.102.085142.090042.09914
832024.04.24 13:15t/p200.102.099142.090042.0991481.371437.99
842024.04.24 13:15t/p210.102.099142.090042.0991431.951469.94
852024.04.24 13:15t/p220.102.099142.090042.0991414.881484.81
862024.05.03 16:00buy230.102.085100.000000.00000
872024.05.03 16:00modify230.102.085102.074102.09910
882024.05.06 07:30buy240.102.090090.000000.00000
892024.05.06 07:30modify240.102.090092.087202.09910
902024.05.06 07:30modify230.102.085102.087202.09910
912024.05.06 12:15s/l230.102.087202.087202.0991011.951496.76
922024.05.06 12:15s/l240.102.087202.087202.09910-16.951479.81
932024.05.09 20:00buy250.102.075920.000000.00000
942024.05.09 20:00modify250.102.075922.064922.08992
952024.05.10 02:50buy260.102.080870.000000.00000
962024.05.10 02:50modify260.102.080872.078022.08992
972024.05.10 02:50modify250.102.075922.078022.08992
982024.05.10 04:30s/l250.102.078022.078022.0899211.941491.74
992024.05.10 04:30s/l260.102.078022.078022.08992-16.721475.02
1002024.05.21 16:00sell270.102.085010.000000.00000
1012024.05.21 16:00modify270.102.085012.096012.07101
1022024.05.22 02:33t/p270.102.071012.096012.0710181.921556.94
1032024.06.07 16:00sell280.102.082120.000000.00000
1042024.06.07 16:00modify280.102.082122.093122.06812
1052024.06.10 23:45sell290.102.076970.000000.00000
1062024.06.10 23:45modify290.102.076972.080022.06812
1072024.06.10 23:45modify280.102.082122.080022.06812
1082024.06.11 01:40s/l280.102.080022.080022.0681211.881568.83
1092024.06.11 01:40s/l290.102.080022.080022.06812-18.111550.72
1102024.06.21 12:00buy300.102.062400.000000.00000
1112024.06.21 12:00modify300.102.062402.051402.07640
1122024.06.21 16:15buy310.102.067360.000000.00000
1132024.06.21 16:15modify310.102.067362.064502.07640
1142024.06.21 16:15modify300.102.062402.064502.07640
1152024.06.24 15:20buy320.102.070940.000000.00000
1162024.06.24 15:20modify320.102.070942.066602.07640
1172024.06.24 15:20modify310.102.067362.066602.07640
1182024.06.24 15:20modify300.102.062402.066602.07640
1192024.06.25 02:40buy330.102.073710.000000.00000
1202024.06.25 02:40modify330.102.073712.067302.07640
1212024.06.25 02:40modify320.102.070942.067302.07640
1222024.06.25 02:40modify310.102.067362.067302.07640
1232024.06.25 02:40modify300.102.062402.067302.07640
1242024.06.26 10:30t/p300.102.076402.067302.0764080.991631.71
1252024.06.26 10:30t/p310.102.076402.067302.0764051.901683.60
1262024.06.26 10:30t/p320.102.076402.067302.0764031.271714.88
1272024.06.26 10:30t/p330.102.076402.067302.0764015.411730.28
1282024.07.10 12:00sell340.102.106900.000000.00000
1292024.07.10 12:00modify340.102.106902.117902.09290
1302024.07.11 17:40s/l340.102.117902.117902.09290-65.191665.10
1312024.07.16 16:00sell350.102.143680.000000.00000
1322024.07.16 16:00modify350.102.143682.154682.12968
1332024.07.16 22:55sell360.102.138690.000000.00000
1342024.07.16 22:55modify360.102.138692.141582.12968
1352024.07.16 22:55modify350.102.143682.141582.12968
1362024.07.16 23:05s/l350.102.141582.141582.1296812.321677.42
1372024.07.16 23:05s/l360.102.141582.141582.12968-16.961660.46
1382024.07.22 12:00sell370.102.155950.000000.00000
1392024.07.22 12:00modify370.102.155952.166952.14195
1402024.07.23 01:05s/l370.102.166952.166952.14195-64.761595.70
1412024.07.31 16:00buy380.102.159470.000000.00000
1422024.07.31 16:00modify380.102.159472.148472.17347
1432024.08.01 09:20s/l380.102.148472.148472.17347-65.631530.06
1442024.08.15 20:00sell390.102.146490.000000.00000
1452024.08.15 20:00modify390.102.146492.157492.13249
1462024.08.16 03:50sell400.102.141340.000000.00000
1472024.08.16 03:50modify400.102.141342.144392.13249
1482024.08.16 03:50modify390.102.146492.144392.13249
1492024.08.16 16:05sell410.102.137940.000000.00000
1502024.08.16 16:05modify410.102.137942.142292.13249
1512024.08.16 16:05modify400.102.141342.142292.13249
1522024.08.16 16:05modify390.102.146492.142292.13249
1532024.08.19 03:40t/p390.102.132492.142292.1324981.691611.76
1542024.08.19 03:40t/p400.102.132492.142292.1324951.701663.46
1552024.08.19 03:40t/p410.102.132492.142292.1324931.751695.21
1562024.08.20 12:00buy420.102.118200.000000.00000
1572024.08.20 12:00modify420.102.118202.107202.13220
1582024.08.21 11:55buy430.102.123200.000000.00000
1592024.08.21 11:55modify430.102.123202.120302.13220
1602024.08.21 11:55modify420.102.118202.120302.13220
1612024.08.21 16:55buy440.102.126680.000000.00000
1622024.08.21 16:55modify440.102.126682.122402.13220
1632024.08.21 16:55modify430.102.123202.122402.13220
1642024.08.21 16:55modify420.102.118202.122402.13220
1652024.08.22 09:20buy450.102.129650.000000.00000
1662024.08.22 09:20modify450.102.129652.123102.13220
1672024.08.22 09:20modify440.102.126682.123102.13220
1682024.08.22 09:20modify430.102.123202.123102.13220
1692024.08.22 09:20modify420.102.118202.123102.13220
1702024.08.22 11:40t/p420.102.132202.123102.1322080.611775.82
1712024.08.22 11:40t/p430.102.132202.123102.1322051.671827.49
1722024.08.22 11:40t/p440.102.132202.123102.1322031.261858.75
1732024.08.22 11:40t/p450.102.132202.123102.1322014.961873.71
1742024.10.09 12:00sell460.102.155250.000000.00000
1752024.10.09 12:00modify460.102.155252.166252.14125
1762024.10.10 01:55sell470.102.150070.000000.00000
1772024.10.10 01:55modify470.102.150072.153152.14125
1782024.10.10 01:55modify460.102.155252.153152.14125
1792024.10.10 07:40s/l460.102.153152.153152.1412511.661885.37
1802024.10.10 07:40s/l470.102.153152.153152.14125-18.071867.30
1812024.10.25 20:00sell480.102.168890.000000.00000
1822024.10.25 20:00modify480.102.168892.179892.15489
1832024.10.29 15:20s/l480.102.179892.179892.15489-64.971802.34
1842024.10.29 16:00sell490.102.181520.000000.00000
1852024.10.29 16:00modify490.102.181522.192522.16752
1862024.10.30 09:25sell500.102.170120.000000.00000
1872024.10.30 09:25modify500.102.170122.176622.16752
1882024.10.30 09:25modify490.102.181522.176622.16752
1892024.10.30 10:40t/p490.102.167522.176622.1675281.911884.25
1902024.10.30 10:40t/p500.102.167522.176622.1675215.251899.50