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=1; 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=60; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 profit534.05Gross profit896.50Gross loss-362.44
Profit factor2.47Expected payoff12.72
Absolute drawdown43.80Maximal drawdown210.71 (16.71%)Relative drawdown16.71% (210.71)
Total trades42Short positions (won %)31 (70.97%)Long positions (won %)11 (27.27%)
Profit trades (% of total)25 (59.52%)Loss trades (% of total)17 (40.48%)
Largestprofit trade72.81loss trade-33.70
Averageprofit trade35.86loss trade-21.32
Maximumconsecutive wins (profit in money)8 (337.79)consecutive losses (loss in money)4 (-127.35)
Maximalconsecutive profit (count of wins)337.79 (8)consecutive loss (count of losses)-127.35 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.01.17 16:00sell10.102.076660.000000.00000
22024.01.17 16:00modify10.102.076662.082662.06366
32024.01.17 22:11sell20.102.071440.000000.00000
42024.01.17 22:11modify20.102.071442.076012.06366
52024.01.17 22:11modify10.102.076662.076012.06366
62024.01.18 00:30s/l10.102.076012.076012.063662.411002.41
72024.01.18 00:30s/l20.102.076012.076012.06366-26.83975.58
82024.02.13 16:00sell30.102.078760.000000.00000
92024.02.13 16:00modify30.102.078762.084762.06576
102024.02.14 05:27sell40.102.073550.000000.00000
112024.02.14 05:27modify40.102.073552.078112.06576
122024.02.14 05:27modify30.102.078762.078112.06576
132024.02.14 07:36t/p30.102.065762.078112.0657672.391047.97
142024.02.14 07:36t/p40.102.065762.078112.0657643.621091.59
152024.02.28 04:00sell50.102.073950.000000.00000
162024.02.28 04:00modify50.102.073952.079952.06095
172024.02.28 16:15s/l50.102.079952.079952.06095-33.601057.99
182024.04.22 12:00buy60.102.085140.000000.00000
192024.04.22 12:00modify60.102.085142.079142.09814
202024.04.23 07:18buy70.102.090340.000000.00000
212024.04.23 07:18modify70.102.090342.085792.09814
222024.04.23 07:18modify60.102.085142.085792.09814
232024.04.23 07:56buy80.102.092950.000000.00000
242024.04.23 07:56modify80.102.092952.089042.09814
252024.04.23 07:56modify70.102.090342.089042.09814
262024.04.23 07:56modify60.102.085142.089042.09814
272024.04.23 08:30buy90.102.093600.000000.00000
282024.04.23 08:30modify90.102.093602.089692.09814
292024.04.23 08:30modify80.102.092952.089692.09814
302024.04.23 08:30modify70.102.090342.089692.09814
312024.04.23 08:30modify60.102.085142.089692.09814
322024.04.23 10:46s/l60.102.089692.089692.0981425.441083.42
332024.04.23 10:46s/l70.102.089692.089692.09814-3.641079.78
342024.04.23 10:46s/l80.102.089692.089692.09814-18.261061.52
352024.04.23 10:46s/l90.102.089692.089692.09814-21.901039.62
362024.05.01 00:00sell100.102.124620.000000.00000
372024.05.01 00:00modify100.102.124622.130622.11162
382024.05.01 03:18sell110.102.119300.000000.00000
392024.05.01 03:18modify110.102.119302.123972.11162
402024.05.01 03:18modify100.102.124622.123972.11162
412024.05.01 12:11sell120.102.116760.000000.00000
422024.05.01 12:11modify120.102.116762.120722.11162
432024.05.01 12:11modify110.102.119302.120722.11162
442024.05.01 12:11modify100.102.124622.120722.11162
452024.05.01 12:15sell130.102.116130.000000.00000
462024.05.01 12:15modify130.102.116132.120072.11162
472024.05.01 12:15modify120.102.116762.120072.11162
482024.05.01 12:15modify110.102.119302.120072.11162
492024.05.01 12:15modify100.102.124622.120072.11162
502024.05.01 20:47t/p100.102.111622.120072.1116272.811112.43
512024.05.01 20:47t/p110.102.111622.120072.1116243.021155.45
522024.05.01 20:47t/p120.102.111622.120072.1116228.791184.24
532024.05.01 20:47t/p130.102.111622.120072.1116225.261209.50
542024.05.03 16:00buy140.102.085100.000000.00000
552024.05.03 16:00modify140.102.085102.079102.09810
562024.05.06 00:22buy150.102.090330.000000.00000
572024.05.06 00:22modify150.102.090332.085752.09810
582024.05.06 00:22modify140.102.085102.085752.09810
592024.05.06 14:58buy160.102.092920.000000.00000
602024.05.06 14:58modify160.102.092922.089002.09810
612024.05.06 14:58modify150.102.090332.089002.09810
622024.05.06 14:58modify140.102.085102.089002.09810
632024.05.06 17:55s/l140.102.089002.089002.0981021.811231.31
642024.05.06 17:55s/l150.102.089002.089002.09810-7.441223.87
652024.05.06 17:55s/l160.102.089002.089002.09810-21.951201.92
662024.06.07 16:00sell170.102.082120.000000.00000
672024.06.07 16:00modify170.102.082122.088122.06912
682024.06.10 20:59sell180.102.076820.000000.00000
692024.06.10 20:59modify180.102.076822.081472.06912
702024.06.10 20:59modify170.102.082122.081472.06912
712024.06.11 03:40s/l170.102.081472.081472.069122.821204.74
722024.06.11 03:40s/l180.102.081472.081472.06912-26.461178.28
732024.07.10 12:00sell190.102.106900.000000.00000
742024.07.10 12:00modify190.102.106902.112902.09390
752024.07.10 18:06s/l190.102.112902.112902.09390-33.601144.68
762024.07.31 16:00buy200.102.159470.000000.00000
772024.07.31 16:00modify200.102.159472.153472.17247
782024.08.01 06:43s/l200.102.153472.153472.17247-33.701110.98
792024.08.01 08:00buy210.102.151000.000000.00000
802024.08.01 08:00modify210.102.151002.145002.16400
812024.08.01 13:59s/l210.102.145002.145002.16400-33.591077.39
822024.08.05 08:00sell220.102.158750.000000.00000
832024.08.05 08:00modify220.102.158752.164752.14575
842024.08.05 08:55sell230.102.153540.000000.00000
852024.08.05 08:55modify230.102.153542.158102.14575
862024.08.05 08:55modify220.102.158752.158102.14575
872024.08.05 09:24sell240.102.150930.000000.00000
882024.08.05 09:24modify240.102.150932.154852.14575
892024.08.05 09:24modify230.102.153542.154852.14575
902024.08.05 09:24modify220.102.158752.154852.14575
912024.08.05 09:30sell250.102.150250.000000.00000
922024.08.05 09:30modify250.102.150252.154202.14575
932024.08.05 09:30modify240.102.150932.154202.14575
942024.08.05 09:30modify230.102.153542.154202.14575
952024.08.05 09:30modify220.102.158752.154202.14575
962024.08.05 13:44t/p220.102.145752.154202.1457572.811150.20
972024.08.05 13:44t/p230.102.145752.154202.1457543.631193.83
982024.08.05 13:44t/p240.102.145752.154202.1457529.011222.84
992024.08.05 13:44t/p250.102.145752.154202.1457525.201248.04
1002024.08.14 04:00sell260.102.137870.000000.00000
1012024.08.14 04:00modify260.102.137872.143872.12487
1022024.08.14 06:00sell270.102.132560.000000.00000
1032024.08.14 06:00modify270.102.132562.137222.12487
1042024.08.14 06:00modify260.102.137872.137222.12487
1052024.08.14 06:00sell280.102.129950.000000.00000
1062024.08.14 06:00modify280.102.129952.133972.12487
1072024.08.14 06:00modify270.102.132562.133972.12487
1082024.08.14 06:00modify260.102.137872.133972.12487
1092024.08.14 06:00s/l260.102.133972.133972.1248721.841269.88
1102024.08.14 06:00s/l270.102.133972.133972.12487-7.891261.99
1112024.08.14 06:00s/l280.102.133972.133972.12487-22.511239.48
1122024.08.29 04:00buy290.102.100800.000000.00000
1132024.08.29 04:00modify290.102.100802.094802.11380
1142024.08.30 06:19buy300.102.106020.000000.00000
1152024.08.30 06:19modify300.102.106022.101452.11380
1162024.08.30 06:19modify290.102.100802.101452.11380
1172024.08.30 14:04s/l290.102.101452.101452.113803.611243.09
1182024.08.30 14:04s/l300.102.101452.101452.11380-25.591217.50
1192024.10.09 16:00sell310.102.156490.000000.00000
1202024.10.09 16:00modify310.102.156492.162492.14349
1212024.10.10 01:36sell320.102.151290.000000.00000
1222024.10.10 01:36modify320.102.151292.155842.14349
1232024.10.10 01:36modify310.102.156492.155842.14349
1242024.10.10 02:34sell330.102.148400.000000.00000
1252024.10.10 02:34modify330.102.148402.152592.14349
1262024.10.10 02:34modify320.102.151292.152592.14349
1272024.10.10 02:34modify310.102.156492.152592.14349
1282024.10.10 02:34sell340.102.148010.000000.00000
1292024.10.10 02:34modify340.102.148012.151942.14349
1302024.10.10 02:34modify330.102.148402.151942.14349
1312024.10.10 02:34modify320.102.151292.151942.14349
1322024.10.10 02:34modify310.102.156492.151942.14349
1332024.10.10 07:44s/l310.102.151942.151942.1434924.251241.75
1342024.10.10 07:44s/l320.102.151942.151942.14349-3.641238.11
1352024.10.10 07:44s/l330.102.151942.151942.14349-19.831218.28
1362024.10.10 07:44s/l340.102.151942.151942.14349-22.011196.27
1372024.12.11 08:00sell350.102.207410.000000.00000
1382024.12.11 08:00modify350.102.207412.213412.19441
1392024.12.11 13:30sell360.102.202120.000000.00000
1402024.12.11 13:30modify360.102.202122.206762.19441
1412024.12.11 13:30modify350.102.207412.206762.19441
1422024.12.12 01:09sell370.102.199600.000000.00000
1432024.12.12 01:09modify370.102.199602.203512.19441
1442024.12.12 01:09modify360.102.202122.203512.19441
1452024.12.12 01:09modify350.102.207412.203512.19441
1462024.12.12 01:20sell380.102.198960.000000.00000
1472024.12.12 01:20modify380.102.198962.202862.19441
1482024.12.12 01:20modify370.102.199602.202862.19441
1492024.12.12 01:20modify360.102.202122.202862.19441
1502024.12.12 01:20modify350.102.207412.202862.19441
1512024.12.12 15:48t/p350.102.194412.202862.1944171.581267.84
1522024.12.12 15:48t/p360.102.194412.202862.1944141.951309.79
1532024.12.12 15:48t/p370.102.194412.202862.1944129.071338.86
1542024.12.12 15:48t/p380.102.194412.202862.1944125.491364.35
1552024.12.19 00:00sell390.102.237160.000000.00000
1562024.12.19 00:00modify390.102.237162.243162.22416
1572024.12.19 11:56sell400.102.231950.000000.00000
1582024.12.19 11:56modify400.102.231952.236512.22416
1592024.12.19 11:56modify390.102.237162.236512.22416
1602024.12.19 12:00sell410.102.228570.000000.00000
1612024.12.19 12:00modify410.102.228572.232612.22416
1622024.12.19 12:00modify400.102.231952.232612.22416
1632024.12.19 12:00modify390.102.237162.232612.22416
1642024.12.19 12:02sell420.102.229260.000000.00000
1652024.12.19 12:02modify420.102.229262.233262.22416
1662024.12.19 12:02modify420.102.229262.232612.22416
1672024.12.19 14:50t/p390.102.224162.232612.2241672.811437.16
1682024.12.19 14:50t/p400.102.224162.232612.2241643.631480.79
1692024.12.19 14:50t/p410.102.224162.232612.2241624.701505.49
1702024.12.19 14:50t/p420.102.224162.232612.2241628.561534.05