Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)

SymbolGBPNZD (Great Britan Pound vs New Zealand)
Period4 Hours (H4) 2024.03.01 00:00 - 2025.02.28 20:00 (2024.03.01 - 2025.03.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; 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=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; 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 test2606Ticks modelled79439Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread60
Total net profit746.31Gross profit1023.92Gross loss-277.61
Profit factor3.69Expected payoff24.88
Absolute drawdown34.90Maximal drawdown142.44 (9.04%)Relative drawdown10.90% (133.69)
Total trades30Short positions (won %)22 (68.18%)Long positions (won %)8 (100.00%)
Profit trades (% of total)23 (76.67%)Loss trades (% of total)7 (23.33%)
Largestprofit trade85.79loss trade-87.42
Averageprofit trade44.52loss trade-39.66
Maximumconsecutive wins (profit in money)7 (357.03)consecutive losses (loss in money)2 (-36.17)
Maximalconsecutive profit (count of wins)357.03 (7)consecutive loss (count of losses)-87.42 (1)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.03.05 08:00sell10.102.085950.000000.00000
22024.03.05 08:00modify10.102.085952.100952.07095
32024.03.06 14:00sell20.102.080700.000000.00000
42024.03.06 14:00modify20.102.080702.084452.07095
52024.03.06 14:00modify10.102.085952.084452.07095
62024.03.06 17:00sell30.102.077410.000000.00000
72024.03.06 17:00modify30.102.077412.082202.07095
82024.03.06 17:00modify20.102.080702.082202.07095
92024.03.06 17:00modify10.102.085952.082202.07095
102024.03.06 22:55sell40.102.075930.000000.00000
112024.03.06 22:55modify40.102.075932.079952.07095
122024.03.06 22:55modify30.102.077412.079952.07095
132024.03.06 22:55modify20.102.080702.079952.07095
142024.03.06 22:55modify10.102.085952.079952.07095
152024.03.07 08:30t/p10.102.070952.079952.0709583.411083.41
162024.03.07 08:30t/p20.102.070952.079952.0709553.981137.39
172024.03.07 08:30t/p30.102.070952.079952.0709535.181172.57
182024.03.07 08:30t/p40.102.070952.079952.0709526.731199.30
192024.03.19 08:00sell50.102.097700.000000.00000
202024.03.19 08:00modify50.102.097702.112702.08270
212024.03.21 21:05sell60.102.092150.000000.00000
222024.03.21 21:05modify60.102.092152.096202.08270
232024.03.21 21:05modify50.102.097702.096202.08270
242024.03.22 01:20s/l50.102.096202.096202.082705.711205.01
252024.03.22 01:20s/l60.102.096202.096202.08270-23.711181.29
262024.03.28 12:00sell70.102.115440.000000.00000
272024.03.28 12:00modify70.102.115442.130442.10044
282024.03.29 11:45sell80.102.110150.000000.00000
292024.03.29 11:45modify80.102.110152.113942.10044
302024.03.29 11:45modify70.102.115442.113942.10044
312024.03.29 13:40s/l70.102.113942.113942.100448.001189.29
322024.03.29 13:40s/l80.102.113942.113942.10044-21.651167.64
332024.04.04 08:00buy90.102.098760.000000.00000
342024.04.04 08:00modify90.102.098762.083762.11376
352024.04.15 13:20buy100.102.104270.000000.00000
362024.04.15 13:20modify100.102.104272.100262.11376
372024.04.15 13:20modify90.102.098762.100262.11376
382024.04.15 18:40buy110.102.107280.000000.00000
392024.04.15 18:40modify110.102.107282.102512.11376
402024.04.15 18:40modify100.102.104272.102512.11376
412024.04.15 18:40modify90.102.098762.102512.11376
422024.04.15 19:30buy120.102.108520.000000.00000
432024.04.15 19:30modify120.102.108522.104762.11376
442024.04.15 19:30modify110.102.107282.104762.11376
452024.04.15 19:30modify100.102.104272.104762.11376
462024.04.15 19:30modify90.102.098762.104762.11376
472024.04.16 02:40t/p90.102.113762.104762.1137685.791253.43
482024.04.16 02:40t/p100.102.113762.104762.1137654.181307.60
492024.04.16 02:40t/p110.102.113762.104762.1137637.001344.60
502024.04.16 02:40t/p120.102.113762.104762.1137629.931374.53
512024.06.07 16:00sell130.102.082120.000000.00000
522024.06.07 16:00modify130.102.082122.097122.06712
532024.06.10 20:53sell140.102.076800.000000.00000
542024.06.10 20:53modify140.102.076802.080622.06712
552024.06.10 20:53modify130.102.082122.080622.06712
562024.06.11 02:40s/l130.102.080622.080622.067127.421381.95
572024.06.11 02:40s/l140.102.080622.080622.06712-22.391359.56
582024.06.21 12:00buy150.102.062400.000000.00000
592024.06.21 12:00modify150.102.062402.047402.07740
602024.06.21 15:40buy160.102.067910.000000.00000
612024.06.21 15:40modify160.102.067912.063902.07740
622024.06.21 15:40modify150.102.062402.063902.07740
632024.06.24 12:25buy170.102.070790.000000.00000
642024.06.24 12:25modify170.102.070792.066152.07740
652024.06.24 12:25modify160.102.067912.066152.07740
662024.06.24 12:25modify150.102.062402.066152.07740
672024.06.24 21:50buy180.102.072160.000000.00000
682024.06.24 21:50modify180.102.072162.068402.07740
692024.06.24 21:50modify170.102.070792.068402.07740
702024.06.24 21:50modify160.102.067912.068402.07740
712024.06.24 21:50modify150.102.062402.068402.07740
722024.06.26 12:40t/p150.102.077402.068402.0774085.661445.22
732024.06.26 12:40t/p160.102.077402.068402.0774054.211499.44
742024.06.26 12:40t/p170.102.077402.068402.0774037.771537.20
752024.06.26 12:40t/p180.102.077402.068402.0774029.951567.15
762024.07.15 08:00sell190.102.130520.000000.00000
772024.07.15 08:00modify190.102.130522.145522.11552
782024.07.16 16:40s/l190.102.145522.145522.11552-86.271480.87
792024.07.25 12:00sell200.102.183210.000000.00000
802024.07.25 12:00modify200.102.183212.198212.16821
812024.07.30 14:50sell210.102.174960.000000.00000
822024.07.30 14:50modify210.102.174962.179462.16821
832024.07.30 14:50modify200.102.183212.179462.16821
842024.07.30 17:40sell220.102.173330.000000.00000
852024.07.30 17:40modify220.102.173332.177212.16821
862024.07.30 17:40modify210.102.174962.177212.16821
872024.07.30 17:40modify200.102.183212.177212.16821
882024.07.31 01:05s/l200.102.177212.177212.1682131.991512.86
892024.07.31 01:05s/l210.102.177212.177212.16821-13.421499.44
902024.07.31 01:05s/l220.102.177212.177212.16821-22.741476.70
912024.08.15 20:00sell230.102.146490.000000.00000
922024.08.15 20:00modify230.102.146492.161492.13149
932024.08.16 03:40sell240.102.140990.000000.00000
942024.08.16 03:40modify240.102.140992.144992.13149
952024.08.16 03:40modify230.102.146492.144992.13149
962024.08.16 15:40sell250.102.138140.000000.00000
972024.08.16 15:40modify250.102.138142.142742.13149
982024.08.16 15:40modify240.102.140992.142742.13149
992024.08.16 15:40modify230.102.146492.142742.13149
1002024.08.18 22:50sell260.102.136660.000000.00000
1012024.08.18 22:50modify260.102.136662.140492.13149
1022024.08.18 22:50modify250.102.138142.140492.13149
1032024.08.18 22:50modify240.102.140992.140492.13149
1042024.08.18 22:50modify230.102.146492.140492.13149
1052024.08.19 03:40t/p230.102.131492.140492.1314984.561561.26
1062024.08.19 03:40t/p240.102.131492.140492.1314953.711614.97
1072024.08.19 03:40t/p250.102.131492.140492.1314937.431652.39
1082024.08.19 03:40t/p260.102.131492.140492.1314928.971681.36
1092024.10.29 16:00sell270.102.181520.000000.00000
1102024.10.29 16:00modify270.102.181522.196522.16652
1112024.10.30 08:20sell280.102.173240.000000.00000
1122024.10.30 08:20modify280.102.173242.177772.16652
1132024.10.30 08:20modify270.102.181522.177772.16652
1142024.10.30 08:30sell290.102.171570.000000.00000
1152024.10.30 08:30modify290.102.171572.175522.16652
1162024.10.30 08:30modify280.102.173242.175522.16652
1172024.10.30 08:30modify270.102.181522.175522.16652
1182024.10.30 10:40t/p270.102.166522.175522.1665285.131766.49
1192024.10.30 10:40t/p280.102.166522.175522.1665238.391804.88
1202024.10.30 10:40t/p290.102.166522.175522.1665228.851833.73
1212025.02.26 12:00sell300.102.220190.000000.00000
1222025.02.26 12:00modify300.102.220192.235192.20519
1232025.02.27 14:30s/l300.102.235192.235192.20519-87.421746.31