Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPNZD (Great Britan Pound vs New Zealand)
Period1 Hour (H1) 2024.01.01 22:00 - 2024.12.31 21:00 (2024.01.01 - 2025.01.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=10; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 test7219Ticks modelled157998Modelling qualityn/a
Mismatched charts errors2
Initial deposit1000.00Spread60
Total net profit313.91Gross profit410.41Gross loss-96.50
Profit factor4.25Expected payoff26.16
Absolute drawdown16.02Maximal drawdown126.55 (10.40%)Relative drawdown10.40% (126.55)
Total trades12Short positions (won %)9 (77.78%)Long positions (won %)3 (33.33%)
Profit trades (% of total)8 (66.67%)Loss trades (% of total)4 (33.33%)
Largestprofit trade84.04loss trade-39.63
Averageprofit trade51.30loss trade-24.13
Maximumconsecutive wins (profit in money)4 (203.65)consecutive losses (loss in money)2 (-79.26)
Maximalconsecutive profit (count of wins)203.65 (4)consecutive loss (count of losses)-79.26 (2)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.02.09 11:00buy10.102.053420.000000.00000
22024.02.09 11:00modify10.102.053422.046422.06842
32024.02.11 23:50buy20.102.059460.000000.00000
42024.02.11 23:50modify20.102.059462.054172.06842
52024.02.11 23:50buy30.102.059460.000000.00000
62024.02.11 23:50modify30.102.059462.057922.06842
72024.02.11 23:50modify10.102.053422.057922.06842
82024.02.11 23:52modify20.102.059462.057922.06842
92024.02.11 23:57s/l10.102.057922.057922.0684225.211025.21
102024.02.11 23:57s/l20.102.057922.057922.06842-8.621016.59
112024.02.11 23:57s/l30.102.057922.057922.06842-8.621007.97
122024.02.13 19:00sell40.102.079740.000000.00000
132024.02.13 19:00modify40.102.079742.086742.06474
142024.02.14 05:16sell50.102.073480.000000.00000
152024.02.14 05:16modify50.102.073482.078992.06474
162024.02.14 05:16sell60.102.073480.000000.00000
172024.02.14 05:16modify60.102.073482.075242.06474
182024.02.14 05:16modify40.102.079742.075242.06474
192024.02.14 05:20modify50.102.073482.075242.06474
202024.02.14 08:02t/p40.102.064742.075242.0647483.631091.60
212024.02.14 08:02t/p50.102.064742.075242.0647448.961140.56
222024.02.14 08:02t/p60.102.064742.075242.0647448.961189.52
232024.10.04 18:00sell70.102.130220.000000.00000
242024.10.04 18:00modify70.102.130222.137222.11522
252024.10.07 16:15s/l70.102.137222.137222.11522-39.631149.89
262024.12.10 18:00sell80.102.198720.000000.00000
272024.12.10 18:00modify80.102.198722.205722.18372
282024.12.11 05:20s/l80.102.205722.205722.18372-39.631110.26
292024.12.19 03:00sell90.102.237620.000000.00000
302024.12.19 03:00modify90.102.237622.244622.22262
312024.12.19 11:50sell100.102.231520.000000.00000
322024.12.19 11:50modify100.102.231522.236872.22262
332024.12.19 11:50sell110.102.231520.000000.00000
342024.12.19 11:50modify110.102.231522.233122.22262
352024.12.19 11:50modify90.102.237622.233122.22262
362024.12.19 11:52modify100.102.231522.233122.22262
372024.12.19 13:50sell120.102.226170.000000.00000
382024.12.19 13:50modify120.102.226172.229372.22262
392024.12.19 13:50modify110.102.231522.229372.22262
402024.12.19 13:50modify100.102.231522.229372.22262
412024.12.19 13:50modify90.102.237622.229372.22262
422024.12.19 15:40t/p90.102.222622.229372.2226284.041194.30
432024.12.19 15:40t/p100.102.222622.229372.2226249.861244.16
442024.12.19 15:40t/p110.102.222622.229372.2226249.861294.02
452024.12.19 15:40t/p120.102.222622.229372.2226219.891313.91