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=0; RSIHelp="------------------------------------"; RSI_Period=9; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; 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=8; 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 profit536.90Gross profit672.18Gross loss-135.28
Profit factor4.97Expected payoff19.17
Absolute drawdown76.56Maximal drawdown150.60 (10.09%)Relative drawdown12.22% (143.20)
Total trades28Short positions (won %)18 (83.33%)Long positions (won %)10 (60.00%)
Profit trades (% of total)21 (75.00%)Loss trades (% of total)7 (25.00%)
Largestprofit trade84.04loss trade-21.18
Averageprofit trade32.01loss trade-19.33
Maximumconsecutive wins (profit in money)8 (342.52)consecutive losses (loss in money)1 (-21.18)
Maximalconsecutive profit (count of wins)342.52 (8)consecutive loss (count of losses)-21.18 (1)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.02.28 04:00sell10.102.073950.000000.00000
22024.02.28 04:00modify10.102.073952.088952.05895
32024.03.01 15:06sell20.102.068700.000000.00000
42024.03.01 15:06modify20.102.068702.072452.05895
52024.03.01 15:06modify10.102.073952.072452.05895
62024.03.01 16:42s/l10.102.072452.072452.058956.761006.76
72024.03.01 16:42s/l20.102.072452.072452.05895-21.01985.75
82024.03.20 00:00sell30.102.102840.000000.00000
92024.03.20 00:00modify30.102.102842.117842.08784
102024.03.21 03:38sell40.102.097470.000000.00000
112024.03.21 03:38modify40.102.097472.101342.08784
122024.03.21 03:38modify30.102.102842.101342.08784
132024.03.21 12:00sell50.102.093820.000000.00000
142024.03.21 12:00modify50.102.093822.096842.08784
152024.03.21 12:00modify40.102.097472.096842.08784
162024.03.21 12:00modify30.102.102842.096842.08784
172024.03.21 12:22s/l30.102.096842.096842.0878432.391018.14
182024.03.21 12:22s/l40.102.096842.096842.087843.531021.67
192024.03.21 12:22s/l50.102.096842.096842.08784-16.921004.75
202024.04.04 04:00buy60.102.100160.000000.00000
212024.04.04 04:00modify60.102.100162.085162.11516
222024.04.15 13:42buy70.102.105420.000000.00000
232024.04.15 13:42modify70.102.105422.101662.11516
242024.04.15 13:42modify60.102.100162.101662.11516
252024.04.15 20:01buy80.102.109190.000000.00000
262024.04.15 20:01modify80.102.109192.106162.11516
272024.04.15 20:01modify70.102.105422.106162.11516
282024.04.15 20:01modify60.102.100162.106162.11516
292024.04.15 21:05s/l60.102.106162.106162.1151633.311038.06
302024.04.15 21:05s/l70.102.106162.106162.115164.151042.21
312024.04.15 21:05s/l80.102.106162.106162.11516-16.971025.24
322024.04.16 04:00sell90.102.113390.000000.00000
332024.04.16 04:00modify90.102.113392.128392.09839
342024.04.16 06:07sell100.102.108120.000000.00000
352024.04.16 06:07modify100.102.108122.111892.09839
362024.04.16 06:07modify90.102.113392.111892.09839
372024.04.16 06:54s/l90.102.111892.111892.098398.411033.65
382024.04.16 06:54s/l100.102.111892.111892.09839-21.121012.53
392024.05.01 00:00sell110.102.124620.000000.00000
402024.05.01 00:00modify110.102.124622.139622.10962
412024.05.01 03:18sell120.102.119300.000000.00000
422024.05.01 03:18modify120.102.119302.123122.10962
432024.05.01 03:18modify110.102.124622.123122.10962
442024.05.01 13:23sell130.102.115620.000000.00000
452024.05.01 13:23modify130.102.115622.118622.10962
462024.05.01 13:23modify120.102.119302.118622.10962
472024.05.01 13:23modify110.102.124622.118622.10962
482024.05.01 14:00sell140.102.113960.000000.00000
492024.05.01 14:00modify140.102.113962.119372.10962
502024.05.01 14:00modify130.102.115622.119372.10962
512024.05.01 14:00modify120.102.119302.119372.10962
522024.05.01 14:00modify110.102.124622.119372.10962
532024.05.02 07:01t/p110.102.109622.119372.1096282.821095.35
542024.05.02 07:01t/p120.102.109622.119372.1096253.011148.36
552024.05.02 07:01t/p130.102.109622.119372.1096232.391180.74
562024.05.02 07:01t/p140.102.109622.119372.1096223.091203.83
572024.05.22 00:00sell150.102.085910.000000.00000
582024.05.22 00:00modify150.102.085912.100912.07091
592024.05.22 02:00sell160.102.076910.000000.00000
602024.05.22 02:00modify160.102.076912.079912.07091
612024.05.22 02:00modify150.102.085912.079912.07091
622024.05.22 02:00sell170.102.075400.000000.00000
632024.05.22 02:00modify170.102.075402.080662.07091
642024.05.22 02:00modify160.102.076912.080662.07091
652024.05.22 02:00modify150.102.085912.080662.07091
662024.05.22 02:01t/p150.102.070912.080662.0709184.041287.87
672024.05.22 02:01t/p160.102.070912.080662.0709133.611321.48
682024.05.22 02:01t/p170.102.070912.080662.0709125.151346.63
692024.08.02 04:00buy180.102.139720.000000.00000
702024.08.02 04:00modify180.102.139722.124722.15472
712024.08.02 12:39buy190.102.144970.000000.00000
722024.08.02 12:39modify190.102.144972.141222.15472
732024.08.02 12:39modify180.102.139722.141222.15472
742024.08.02 12:53s/l180.102.141222.141222.154728.411355.04
752024.08.02 12:53s/l190.102.141222.141222.15472-21.001334.04
762024.08.07 04:00buy200.102.115210.000000.00000
772024.08.07 04:00modify200.102.115212.100212.13021
782024.08.08 13:01buy210.102.120530.000000.00000
792024.08.08 13:01modify210.102.120532.116712.13021
802024.08.08 13:01modify200.102.115212.116712.13021
812024.08.08 16:46buy220.102.124260.000000.00000
822024.08.08 16:46modify220.102.124262.121212.13021
832024.08.08 16:46modify210.102.120532.121212.13021
842024.08.08 16:46modify200.102.115212.121212.13021
852024.08.08 19:46s/l200.102.121212.121212.1302133.521367.56
862024.08.08 19:46s/l210.102.121212.121212.130213.811371.37
872024.08.08 19:46s/l220.102.121212.121212.13021-17.081354.29
882024.08.16 00:00sell230.102.150030.000000.00000
892024.08.16 00:00modify230.102.150032.165032.13503
902024.08.16 02:42sell240.102.144750.000000.00000
912024.08.16 02:42modify240.102.144752.148532.13503
922024.08.16 02:42modify230.102.150032.148532.13503
932024.08.16 03:51sell250.102.141020.000000.00000
942024.08.16 03:51modify250.102.141022.144032.13503
952024.08.16 03:51modify240.102.144752.144032.13503
962024.08.16 03:51modify230.102.150032.144032.13503
972024.08.16 05:12sell260.102.139490.000000.00000
982024.08.16 05:12modify260.102.139492.144782.13503
992024.08.16 05:12modify250.102.141022.144782.13503
1002024.08.16 05:12modify240.102.144752.144782.13503
1012024.08.16 05:12modify230.102.150032.144782.13503
1022024.08.19 01:31t/p230.102.135032.144782.1350383.641437.93
1032024.08.19 01:31t/p240.102.135032.144782.1350354.051491.98
1042024.08.19 01:31t/p250.102.135032.144782.1350333.151525.13
1052024.08.19 01:31t/p260.102.135032.144782.1350324.581549.71
1062024.08.29 04:00buy270.102.100800.000000.00000
1072024.08.29 04:00modify270.102.100802.085802.11580
1082024.08.30 06:19buy280.102.106080.000000.00000
1092024.08.30 06:19modify280.102.106082.102302.11580
1102024.08.30 06:19modify270.102.100802.102302.11580
1112024.08.30 13:58s/l270.102.102302.102302.115808.371558.08
1122024.08.30 13:58s/l280.102.102302.102302.11580-21.181536.90