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=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 test1911Ticks modelled28867108Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread60
Total net profit600.73Gross profit1220.43Gross loss-619.70
Profit factor1.97Expected payoff10.54
Absolute drawdown62.65Maximal drawdown331.00 (19.15%)Relative drawdown19.15% (331.00)
Total trades57Short positions (won %)35 (60.00%)Long positions (won %)22 (59.09%)
Profit trades (% of total)34 (59.65%)Loss trades (% of total)23 (40.35%)
Largestprofit trade81.94loss trade-65.65
Averageprofit trade35.90loss trade-26.94
Maximumconsecutive wins (profit in money)5 (196.08)consecutive losses (loss in money)3 (-148.26)
Maximalconsecutive profit (count of wins)196.08 (5)consecutive loss (count of losses)-148.26 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.13 20:00sell10.102.086340.000000.00000
22023.11.13 20:00modify10.102.086342.097342.07234
32023.11.14 19:23sell20.102.081440.000000.00000
42023.11.14 19:23modify20.102.081442.084242.07234
52023.11.14 19:23modify10.102.086342.084242.07234
62023.11.15 01:47sell30.102.077940.000000.00000
72023.11.15 01:47modify30.102.077942.082142.07234
82023.11.15 01:47modify20.102.081442.082142.07234
92023.11.15 01:47modify10.102.086342.082142.07234
102023.11.15 02:45sell40.102.075070.000000.00000
112023.11.15 02:45modify40.102.075072.081442.07234
122023.11.15 02:45modify30.102.077942.081442.07234
132023.11.15 02:45modify20.102.081442.081442.07234
142023.11.15 02:45modify10.102.086342.081442.07234
152023.11.15 06:29t/p10.102.072342.081442.0723481.711081.71
162023.11.15 06:29t/p20.102.072342.081442.0723453.171134.88
172023.11.15 06:29t/p30.102.072342.081442.0723432.861167.74
182023.11.15 06:29t/p40.102.072342.081442.0723416.021183.76
192023.12.20 12:00buy50.102.011830.000000.00000
202023.12.20 12:00modify50.102.011832.000832.02583
212023.12.20 16:31buy60.102.016770.000000.00000
222023.12.20 16:31modify60.102.016772.013932.02583
232023.12.20 16:31modify50.102.011832.013932.02583
242023.12.20 17:10s/l50.102.013932.013932.0258312.321196.08
252023.12.20 17:10s/l60.102.013932.013932.02583-16.661179.42
262024.02.13 16:00sell70.102.078760.000000.00000
272024.02.13 16:00modify70.102.078762.089762.06476
282024.02.14 05:26sell80.102.073690.000000.00000
292024.02.14 05:26modify80.102.073692.076662.06476
302024.02.14 05:26modify70.102.078762.076662.06476
312024.02.14 07:00sell90.102.067490.000000.00000
322024.02.14 07:00modify90.102.067492.073862.06476
332024.02.14 07:00modify80.102.073692.073862.06476
342024.02.14 07:00modify70.102.078762.073862.06476
352024.02.14 08:12t/p70.102.064762.073862.0647681.921261.35
362024.02.14 08:12t/p80.102.064762.073862.0647652.401313.75
372024.02.14 08:12t/p90.102.064762.073862.0647616.021329.77
382024.02.20 12:00buy100.102.041530.000000.00000
392024.02.20 12:00modify100.102.041532.030532.05553
402024.02.20 14:36buy110.102.046430.000000.00000
412024.02.20 14:36modify110.102.046432.043632.05553
422024.02.20 14:36modify100.102.041532.043632.05553
432024.02.20 15:37buy120.102.049950.000000.00000
442024.02.20 15:37modify120.102.049952.045732.05553
452024.02.20 15:37modify110.102.046432.045732.05553
462024.02.20 15:37modify100.102.041532.045732.05553
472024.02.20 17:45s/l100.102.045732.045732.0555324.641354.41
482024.02.20 17:45s/l110.102.045732.045732.05553-4.101350.31
492024.02.20 17:45s/l120.102.045732.045732.05553-24.751325.56
502024.02.28 12:00sell130.102.074210.000000.00000
512024.02.28 12:00modify130.102.074212.085212.06021
522024.03.01 15:05sell140.102.069310.000000.00000
532024.03.01 15:05modify140.102.069312.072112.06021
542024.03.01 15:05modify130.102.074212.072112.06021
552024.03.01 15:57s/l130.102.072112.072112.0602111.451337.00
562024.03.01 15:57s/l140.102.072112.072112.06021-16.431320.57
572024.03.15 16:00sell150.102.092030.000000.00000
582024.03.15 16:00modify150.102.092032.103032.07803
592024.03.19 16:58s/l150.102.103032.103032.07803-64.981255.59
602024.03.28 12:00sell160.102.115440.000000.00000
612024.03.28 12:00modify160.102.115442.126442.10144
622024.03.28 22:04sell170.102.110430.000000.00000
632024.03.28 22:04modify170.102.110432.113342.10144
642024.03.28 22:04modify160.102.115442.113342.10144
652024.03.28 23:12s/l160.102.113342.113342.1014412.321267.91
662024.03.28 23:12s/l170.102.113342.113342.10144-17.071250.84
672024.04.16 12:00sell180.102.113480.000000.00000
682024.04.16 12:00modify180.102.113482.124482.09948
692024.04.16 22:47sell190.102.108490.000000.00000
702024.04.16 22:47modify190.102.108492.111382.09948
712024.04.16 22:47modify180.102.113482.111382.09948
722024.04.17 01:53sell200.102.105080.000000.00000
732024.04.17 01:53modify200.102.105082.109282.09948
742024.04.17 01:53modify190.102.108492.109282.09948
752024.04.17 01:53modify180.102.113482.109282.09948
762024.04.17 06:00s/l180.102.109282.109282.0994824.421275.26
772024.04.17 06:00s/l190.102.109282.109282.09948-4.851270.42
782024.04.17 06:00s/l200.102.109282.109282.09948-24.641245.78
792024.04.22 12:00buy210.102.085140.000000.00000
802024.04.22 12:00modify210.102.085142.074142.09914
812024.04.23 07:04buy220.102.090080.000000.00000
822024.04.23 07:04modify220.102.090082.087242.09914
832024.04.23 07:04modify210.102.085142.087242.09914
842024.04.23 08:30buy230.102.093550.000000.00000
852024.04.23 08:30modify230.102.093552.089342.09914
862024.04.23 08:30modify220.102.090082.089342.09914
872024.04.23 08:30modify210.102.085142.089342.09914
882024.04.23 11:55buy240.102.096380.000000.00000
892024.04.23 11:55modify240.102.096382.090042.09914
902024.04.23 11:55modify230.102.093552.090042.09914
912024.04.23 11:55modify220.102.090082.090042.09914
922024.04.23 11:55modify210.102.085142.090042.09914
932024.04.24 13:01t/p210.102.099142.090042.0991481.371327.15
942024.04.24 13:01t/p220.102.099142.090042.0991452.771379.91
952024.04.24 13:01t/p230.102.099142.090042.0991432.421412.33
962024.04.24 13:01t/p240.102.099142.090042.0991415.821428.15
972024.05.03 16:00buy250.102.085100.000000.00000
982024.05.03 16:00modify250.102.085102.074102.09910
992024.05.06 00:21buy260.102.090000.000000.00000
1002024.05.06 00:21modify260.102.090002.087202.09910
1012024.05.06 00:21modify250.102.085102.087202.09910
1022024.05.06 12:39s/l250.102.087202.087202.0991011.951440.09
1032024.05.06 12:39s/l260.102.087202.087202.09910-16.431423.66
1042024.05.09 20:00buy270.102.075920.000000.00000
1052024.05.09 20:00modify270.102.075922.064922.08992
1062024.05.10 02:28buy280.102.080830.000000.00000
1072024.05.10 02:28modify280.102.080832.078022.08992
1082024.05.10 02:28modify270.102.075922.078022.08992
1092024.05.10 04:17s/l270.102.078022.078022.0899211.951435.61
1102024.05.10 04:17s/l280.102.078022.078022.08992-16.491419.12
1112024.05.21 16:00sell290.102.085010.000000.00000
1122024.05.21 16:00modify290.102.085012.096012.07101
1132024.05.22 02:00sell300.102.076500.000000.00000
1142024.05.22 02:00modify300.102.076502.080812.07101
1152024.05.22 02:00modify290.102.085012.080812.07101
1162024.05.22 02:00sell310.102.073640.000000.00000
1172024.05.22 02:00modify310.102.073642.080112.07101
1182024.05.22 02:00modify300.102.076502.080112.07101
1192024.05.22 02:00modify290.102.085012.080112.07101
1202024.05.22 02:01t/p290.102.071012.080112.0710181.931501.05
1212024.05.22 02:01t/p300.102.071012.080112.0710132.211533.26
1222024.05.22 02:01t/p310.102.071012.080112.0710115.431548.69
1232024.06.07 16:00sell320.102.082120.000000.00000
1242024.06.07 16:00modify320.102.082122.093122.06812
1252024.06.10 20:55sell330.102.077220.000000.00000
1262024.06.10 20:55modify330.102.077222.080022.06812
1272024.06.10 20:55modify320.102.082122.080022.06812
1282024.06.11 01:32s/l320.102.080022.080022.0681211.881560.57
1292024.06.11 01:32s/l330.102.080022.080022.06812-16.661543.91
1302024.06.21 12:00buy340.102.062400.000000.00000
1312024.06.21 12:00modify340.102.062402.051402.07640
1322024.06.21 15:37buy350.102.067310.000000.00000
1332024.06.21 15:37modify350.102.067312.064502.07640
1342024.06.21 15:37modify340.102.062402.064502.07640
1352024.06.24 12:11buy360.102.070810.000000.00000
1362024.06.24 12:11modify360.102.070812.066602.07640
1372024.06.24 12:11modify350.102.067312.066602.07640
1382024.06.24 12:11modify340.102.062402.066602.07640
1392024.06.25 02:45buy370.102.073620.000000.00000
1402024.06.25 02:45modify370.102.073622.067302.07640
1412024.06.25 02:45modify360.102.070812.067302.07640
1422024.06.25 02:45modify350.102.067312.067302.07640
1432024.06.25 02:45modify340.102.062402.067302.07640
1442024.06.26 10:15t/p340.102.076402.067302.0764081.011624.92
1452024.06.26 10:15t/p350.102.076402.067302.0764052.211677.13
1462024.06.26 10:15t/p360.102.076402.067302.0764032.051709.18
1472024.06.26 10:15t/p370.102.076402.067302.0764015.941725.12
1482024.07.10 12:00sell380.102.106900.000000.00000
1492024.07.10 12:00modify380.102.106902.117902.09290
1502024.07.11 17:41s/l380.102.117902.117902.09290-65.211659.91
1512024.07.16 16:00sell390.102.143680.000000.00000
1522024.07.16 16:00modify390.102.143682.154682.12968
1532024.07.16 22:46sell400.102.138540.000000.00000
1542024.07.16 22:46modify400.102.138542.141582.12968
1552024.07.16 22:46modify390.102.143682.141582.12968
1562024.07.16 22:47s/l390.102.141582.141582.1296812.321672.23
1572024.07.16 22:47s/l400.102.141582.141582.12968-17.841654.39
1582024.07.22 12:00sell410.102.155950.000000.00000
1592024.07.22 12:00modify410.102.155952.166952.14195
1602024.07.23 01:05s/l410.102.166952.166952.14195-64.771589.62
1612024.07.31 16:00buy420.102.159470.000000.00000
1622024.07.31 16:00modify420.102.159472.148472.17347
1632024.08.01 09:12s/l420.102.148472.148472.17347-65.651523.97
1642024.08.15 20:00sell430.102.146490.000000.00000
1652024.08.15 20:00modify430.102.146492.157492.13249
1662024.08.16 03:42sell440.102.141480.000000.00000
1672024.08.16 03:42modify440.102.141482.144392.13249
1682024.08.16 03:42modify430.102.146492.144392.13249
1692024.08.16 05:14sell450.102.138080.000000.00000
1702024.08.16 05:14modify450.102.138082.142292.13249
1712024.08.16 05:14modify440.102.141482.142292.13249
1722024.08.16 05:14modify430.102.146492.142292.13249
1732024.08.16 07:52s/l430.102.142292.142292.1324924.431548.40
1742024.08.16 07:52s/l440.102.142292.142292.13249-4.751543.65
1752024.08.16 07:52s/l450.102.142292.142292.13249-24.701518.95
1762024.08.20 12:00buy460.102.118200.000000.00000
1772024.08.20 12:00modify460.102.118202.107202.13220
1782024.08.21 10:02buy470.102.123100.000000.00000
1792024.08.21 10:02modify470.102.123102.120302.13220
1802024.08.21 10:02modify460.102.118202.120302.13220
1812024.08.21 16:48buy480.102.126630.000000.00000
1822024.08.21 16:48modify480.102.126632.122402.13220
1832024.08.21 16:48modify470.102.123102.122402.13220
1842024.08.21 16:48modify460.102.118202.122402.13220
1852024.08.22 02:29buy490.102.129400.000000.00000
1862024.08.22 02:29modify490.102.129402.123102.13220
1872024.08.22 02:29modify480.102.126632.123102.13220
1882024.08.22 02:29modify470.102.123102.123102.13220
1892024.08.22 02:29modify460.102.118202.123102.13220
1902024.08.22 07:56s/l460.102.123102.123102.1322027.241546.19
1912024.08.22 07:56s/l470.102.123102.123102.13220-1.121545.07
1922024.08.22 07:56s/l480.102.123102.123102.13220-21.831523.24
1932024.08.22 07:56s/l490.102.123102.123102.13220-36.961486.28
1942024.10.09 12:00sell500.102.155250.000000.00000
1952024.10.09 12:00modify500.102.155252.166252.14125
1962024.10.10 01:43sell510.102.150340.000000.00000
1972024.10.10 01:43modify510.102.150342.153152.14125
1982024.10.10 01:43modify500.102.155252.153152.14125
1992024.10.10 03:16sell520.102.146850.000000.00000
2002024.10.10 03:16modify520.102.146852.151052.14125
2012024.10.10 03:16modify510.102.150342.151052.14125
2022024.10.10 03:16modify500.102.155252.151052.14125
2032024.10.10 07:35s/l500.102.151052.151052.1412523.981510.26
2042024.10.10 07:35s/l510.102.151052.151052.14125-4.171506.09
2052024.10.10 07:35s/l520.102.151052.151052.14125-24.651481.44
2062024.10.25 20:00sell530.102.168890.000000.00000
2072024.10.25 20:00modify530.102.168892.179892.15489
2082024.10.29 15:11s/l530.102.179892.179892.15489-65.001416.45
2092024.10.29 16:00sell540.102.181520.000000.00000
2102024.10.29 16:00modify540.102.181522.192522.16752
2112024.10.30 07:36sell550.102.176600.000000.00000
2122024.10.30 07:36modify550.102.176602.179422.16752
2132024.10.30 07:36modify540.102.181522.179422.16752
2142024.10.30 08:13sell560.102.173100.000000.00000
2152024.10.30 08:13modify560.102.173102.177322.16752
2162024.10.30 08:13modify550.102.176602.177322.16752
2172024.10.30 08:13modify540.102.181522.177322.16752
2182024.10.30 08:53sell570.102.170300.000000.00000
2192024.10.30 08:53modify570.102.170302.176622.16752
2202024.10.30 08:53modify560.102.173102.176622.16752
2212024.10.30 08:53modify550.102.176602.176622.16752
2222024.10.30 08:53modify540.102.181522.176622.16752
2232024.10.30 10:23t/p540.102.167522.176622.1675281.941498.39
2242024.10.30 10:23t/p550.102.167522.176622.1675253.281551.67
2252024.10.30 10:23t/p560.102.167522.176622.1675232.751584.42
2262024.10.30 10:23t/p570.102.167522.176622.1675216.311600.73