Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPNZD (Great Britan Pound vs New Zealand)
Period4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 20:00 (2024.01.01 - 2025.01.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 test1912Ticks modelled28725606Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread60
Total net profit200.71Gross profit501.34Gross loss-300.63
Profit factor1.67Expected payoff7.72
Absolute drawdown93.10Maximal drawdown177.30 (13.05%)Relative drawdown14.00% (151.65)
Total trades26Short positions (won %)15 (46.67%)Long positions (won %)11 (54.55%)
Profit trades (% of total)13 (50.00%)Loss trades (% of total)13 (50.00%)
Largestprofit trade83.98loss trade-80.94
Averageprofit trade38.56loss trade-23.13
Maximumconsecutive wins (profit in money)9 (393.35)consecutive losses (loss in money)3 (-46.27)
Maximalconsecutive profit (count of wins)393.35 (9)consecutive loss (count of losses)-80.94 (1)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.02.28 04:00sell10.102.073950.000000.00000
22024.02.28 04:00modify10.102.073952.087952.05895
32024.03.05 08:22s/l10.102.087952.087952.05895-80.94919.06
42024.04.22 12:00buy20.102.085140.000000.00000
52024.04.22 12:00modify20.102.085142.071142.10014
62024.04.23 07:55buy30.102.092640.000000.00000
72024.04.23 07:55modify30.102.092642.088892.10014
82024.04.23 07:55buy40.102.092640.000000.00000
92024.04.23 07:55modify40.102.092642.088892.10014
102024.04.23 07:55modify20.102.085142.088892.10014
112024.04.23 11:55buy50.102.096390.000000.00000
122024.04.23 11:55modify50.102.096392.091142.10014
132024.04.23 11:55modify40.102.092642.091142.10014
142024.04.23 11:55modify30.102.092642.091142.10014
152024.04.23 11:55modify20.102.085142.091142.10014
162024.04.24 19:01t/p20.102.100142.091142.1001483.981003.04
172024.04.24 19:01t/p30.102.100142.091142.1001441.991045.03
182024.04.24 19:01t/p40.102.100142.091142.1001441.991087.01
192024.04.24 19:01t/p50.102.100142.091142.1001420.981107.99
202024.05.01 00:00sell60.102.124620.000000.00000
212024.05.01 00:00modify60.102.124622.138622.10962
222024.05.01 11:47sell70.102.117090.000000.00000
232024.05.01 11:47modify70.102.117092.120872.10962
242024.05.01 11:47sell80.102.117090.000000.00000
252024.05.01 11:47modify80.102.117092.120872.10962
262024.05.01 11:47modify60.102.124622.120872.10962
272024.05.01 18:50sell90.102.113320.000000.00000
282024.05.01 18:50modify90.102.113322.118622.10962
292024.05.01 18:50modify80.102.117092.118622.10962
302024.05.01 18:50modify70.102.117092.118622.10962
312024.05.01 18:50modify60.102.124622.118622.10962
322024.05.02 07:01t/p60.102.109622.118622.1096282.851190.84
332024.05.02 07:01t/p70.102.109622.118622.1096240.641231.48
342024.05.02 07:01t/p80.102.109622.118622.1096240.641272.12
352024.05.02 07:01t/p90.102.109622.118622.1096219.511291.63
362024.08.07 00:00buy100.102.123780.000000.00000
372024.08.07 00:00modify100.102.123782.109782.13878
382024.08.14 02:00buy110.102.131360.000000.00000
392024.08.14 02:00modify110.102.131362.127532.13878
402024.08.14 02:00buy120.102.131360.000000.00000
412024.08.14 02:00modify120.102.131362.127532.13878
422024.08.14 02:00modify100.102.123782.127532.13878
432024.08.14 02:00s/l100.102.127532.127532.1387820.781312.40
442024.08.14 02:00s/l110.102.127532.127532.13878-21.471290.93
452024.08.14 02:00s/l120.102.127532.127532.13878-21.471269.46
462024.08.14 04:00sell130.102.137870.000000.00000
472024.08.14 04:00modify130.102.137872.151872.12287
482024.08.14 06:00sell140.102.130360.000000.00000
492024.08.14 06:00modify140.102.130362.134122.12287
502024.08.14 06:00sell150.102.130360.000000.00000
512024.08.14 06:00modify150.102.130362.134122.12287
522024.08.14 06:00modify130.102.137872.134122.12287
532024.08.14 06:01s/l130.102.134122.134122.1228721.021290.48
542024.08.14 06:01s/l140.102.134122.134122.12287-21.081269.40
552024.08.14 06:01s/l150.102.134122.134122.12287-21.081248.32
562024.08.29 04:00buy160.102.100800.000000.00000
572024.08.29 04:00modify160.102.100802.086802.11580
582024.09.02 06:54buy170.102.108300.000000.00000
592024.09.02 06:54modify170.102.108302.104552.11580
602024.09.02 06:54buy180.102.108300.000000.00000
612024.09.02 06:54modify180.102.108302.104552.11580
622024.09.02 06:54modify160.102.100802.104552.11580
632024.09.02 14:30buy190.102.112060.000000.00000
642024.09.02 14:30modify190.102.112062.106802.11580
652024.09.02 14:30modify180.102.108302.106802.11580
662024.09.02 14:30modify170.102.108302.106802.11580
672024.09.02 14:30modify160.102.100802.106802.11580
682024.09.02 21:04s/l160.102.106802.106802.1158033.561281.89
692024.09.02 21:04s/l170.102.106802.106802.11580-8.401273.49
702024.09.02 21:04s/l180.102.106802.106802.11580-8.401265.09
712024.09.02 21:04s/l190.102.106802.106802.11580-29.471235.62
722024.12.11 08:00sell200.102.207410.000000.00000
732024.12.11 08:00modify200.102.207412.221412.19241
742024.12.12 00:32sell210.102.199910.000000.00000
752024.12.12 00:32modify210.102.199912.203662.19241
762024.12.12 00:32sell220.102.199910.000000.00000
772024.12.12 00:32modify220.102.199912.203662.19241
782024.12.12 00:32modify200.102.207412.203662.19241
792024.12.12 00:42s/l200.102.203662.203662.1924119.791255.41
802024.12.12 00:42s/l210.102.203662.203662.19241-21.011234.40
812024.12.12 00:42s/l220.102.203662.203662.19241-21.011213.39
822024.12.19 00:00sell230.102.237160.000000.00000
832024.12.19 00:00modify230.102.237162.251162.22216
842024.12.19 12:00sell240.102.225900.000000.00000
852024.12.19 12:00modify240.102.225902.231162.22216
862024.12.19 12:00modify230.102.237162.231162.22216
872024.12.19 12:34sell250.102.229660.000000.00000
882024.12.19 12:34modify250.102.229662.233412.22216
892024.12.19 12:34sell260.102.229660.000000.00000
902024.12.19 12:34modify260.102.229662.233412.22216
912024.12.19 12:34modify260.102.229662.231162.22216
922024.12.19 12:34modify250.102.229662.231162.22216
932024.12.19 12:45s/l230.102.231162.231162.2221633.621247.01
942024.12.19 12:45s/l240.102.231162.231162.22216-29.481217.53
952024.12.19 12:45s/l250.102.231162.231162.22216-8.411209.12
962024.12.19 12:45s/l260.102.231162.231162.22216-8.411200.71