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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1906Ticks modelled27502844Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread60
Total net profit596.95Gross profit906.77Gross loss-309.82
Profit factor2.93Expected payoff19.26
Absolute drawdown34.90Maximal drawdown158.59 (9.81%)Relative drawdown10.86% (133.69)
Total trades31Short positions (won %)23 (60.87%)Long positions (won %)8 (100.00%)
Profit trades (% of total)22 (70.97%)Loss trades (% of total)9 (29.03%)
Largestprofit trade85.79loss trade-87.42
Averageprofit trade41.22loss trade-34.42
Maximumconsecutive wins (profit in money)5 (216.82)consecutive losses (loss in money)2 (-35.42)
Maximalconsecutive profit (count of wins)216.82 (5)consecutive loss (count of losses)-87.42 (1)
Averageconsecutive wins3consecutive 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 13:50sell20.102.080650.000000.00000
42024.03.06 13:50modify20.102.080652.084452.07095
52024.03.06 13:50modify10.102.085952.084452.07095
62024.03.06 16:35sell30.102.077700.000000.00000
72024.03.06 16:35modify30.102.077702.082202.07095
82024.03.06 16:35modify20.102.080652.082202.07095
92024.03.06 16:35modify10.102.085952.082202.07095
102024.03.06 22:14sell40.102.076100.000000.00000
112024.03.06 22:14modify40.102.076102.079952.07095
122024.03.06 22:14modify30.102.077702.079952.07095
132024.03.06 22:14modify20.102.080652.079952.07095
142024.03.06 22:14modify10.102.085952.079952.07095
152024.03.07 08:00t/p10.102.070952.079952.0709583.411083.41
162024.03.07 08:00t/p20.102.070952.079952.0709553.701137.11
172024.03.07 08:00t/p30.102.070952.079952.0709536.841173.95
182024.03.07 08:00t/p40.102.070952.079952.0709527.701201.65
192024.03.19 08:00sell50.102.097700.000000.00000
202024.03.19 08:00modify50.102.097702.112702.08270
212024.03.21 21:38sell60.102.092440.000000.00000
222024.03.21 21:38modify60.102.092442.096202.08270
232024.03.21 21:38modify50.102.097702.096202.08270
242024.03.22 01:36s/l50.102.096202.096202.082705.711207.36
252024.03.22 01:36s/l60.102.096202.096202.08270-22.051185.30
262024.03.28 12:00sell70.102.115440.000000.00000
272024.03.28 12:00modify70.102.115442.130442.10044
282024.03.29 10:52sell80.102.110130.000000.00000
292024.03.29 10:52modify80.102.110132.113942.10044
302024.03.29 10:52modify70.102.115442.113942.10044
312024.03.29 13:26s/l70.102.113942.113942.100448.001193.30
322024.03.29 13:26s/l80.102.113942.113942.10044-21.761171.54
332024.04.04 08:00buy90.102.098760.000000.00000
342024.04.04 08:00modify90.102.098762.083762.11376
352024.04.15 13:05buy100.102.104070.000000.00000
362024.04.15 13:05modify100.102.104072.100262.11376
372024.04.15 13:05modify90.102.098762.100262.11376
382024.04.15 18:48buy110.102.107020.000000.00000
392024.04.15 18:48modify110.102.107022.102512.11376
402024.04.15 18:48modify100.102.104072.102512.11376
412024.04.15 18:48modify90.102.098762.102512.11376
422024.04.15 19:55buy120.102.108540.000000.00000
432024.04.15 19:55modify120.102.108542.104762.11376
442024.04.15 19:55modify110.102.107022.104762.11376
452024.04.15 19:55modify100.102.104072.104762.11376
462024.04.15 19:55modify90.102.098762.104762.11376
472024.04.16 02:12t/p90.102.113762.104762.1137685.791257.33
482024.04.16 02:12t/p100.102.113762.104762.1137655.321312.64
492024.04.16 02:12t/p110.102.113762.104762.1137638.491351.13
502024.04.16 02:12t/p120.102.113762.104762.1137629.811380.94
512024.06.07 16:00sell130.102.082120.000000.00000
522024.06.07 16:00modify130.102.082122.097122.06712
532024.06.10 20:59sell140.102.076820.000000.00000
542024.06.10 20:59modify140.102.076822.080622.06712
552024.06.10 20:59modify130.102.082122.080622.06712
562024.06.11 02:03s/l130.102.080622.080622.067127.421388.36
572024.06.11 02:03s/l140.102.080622.080622.06712-22.281366.08
582024.06.21 12:00buy150.102.062400.000000.00000
592024.06.21 12:00modify150.102.062402.047402.07740
602024.06.21 15:39buy160.102.067700.000000.00000
612024.06.21 15:39modify160.102.067702.063902.07740
622024.06.21 15:39modify150.102.062402.063902.07740
632024.06.24 12:08buy170.102.070650.000000.00000
642024.06.24 12:08modify170.102.070652.066152.07740
652024.06.24 12:08modify160.102.067702.066152.07740
662024.06.24 12:08modify150.102.062402.066152.07740
672024.06.24 21:31buy180.102.072160.000000.00000
682024.06.24 21:31modify180.102.072162.068402.07740
692024.06.24 21:31modify170.102.070652.068402.07740
702024.06.24 21:31modify160.102.067702.068402.07740
712024.06.24 21:31modify150.102.062402.068402.07740
722024.06.26 12:27t/p150.102.077402.068402.0774085.661451.74
732024.06.26 12:27t/p160.102.077402.068402.0774055.411507.16
742024.06.26 12:27t/p170.102.077402.068402.0774038.561545.71
752024.06.26 12:27t/p180.102.077402.068402.0774029.951575.66
762024.07.15 08:00sell190.102.130520.000000.00000
772024.07.15 08:00modify190.102.130522.145522.11552
782024.07.16 16:41s/l190.102.145522.145522.11552-86.271489.38
792024.07.25 12:00sell200.102.183210.000000.00000
802024.07.25 12:00modify200.102.183212.198212.16821
812024.07.30 13:10sell210.102.177940.000000.00000
822024.07.30 13:10modify210.102.177942.181712.16821
832024.07.30 13:10modify200.102.183212.181712.16821
842024.07.30 14:54sell220.102.174960.000000.00000
852024.07.30 14:54modify220.102.174962.179462.16821
862024.07.30 14:54modify210.102.177942.179462.16821
872024.07.30 14:54modify200.102.183212.179462.16821
882024.07.30 17:22sell230.102.173460.000000.00000
892024.07.30 17:22modify230.102.173462.177212.16821
902024.07.30 17:22modify220.102.174962.177212.16821
912024.07.30 17:22modify210.102.177942.177212.16821
922024.07.30 17:22modify200.102.183212.177212.16821
932024.07.31 01:30s/l200.102.177212.177212.1682131.991521.37
942024.07.31 01:30s/l210.102.177212.177212.168213.601524.97
952024.07.31 01:30s/l220.102.177212.177212.16821-13.421511.55
962024.07.31 01:30s/l230.102.177212.177212.16821-21.991489.55
972024.08.15 20:00sell240.102.146490.000000.00000
982024.08.15 20:00modify240.102.146492.161492.13149
992024.08.16 03:49sell250.102.141240.000000.00000
1002024.08.16 03:49modify250.102.141242.144992.13149
1012024.08.16 03:49modify240.102.146492.144992.13149
1022024.08.16 05:14sell260.102.138180.000000.00000
1032024.08.16 05:14modify260.102.138182.142742.13149
1042024.08.16 05:14modify250.102.141242.142742.13149
1052024.08.16 05:14modify240.102.146492.142742.13149
1062024.08.16 08:20s/l240.102.142742.142742.1314920.861510.41
1072024.08.16 08:20s/l250.102.142742.142742.13149-8.571501.84
1082024.08.16 08:20s/l260.102.142742.142742.13149-26.051475.79
1092024.10.29 16:00sell270.102.181520.000000.00000
1102024.10.29 16:00modify270.102.181522.196522.16652
1112024.10.30 07:40sell280.102.176240.000000.00000
1122024.10.30 07:40modify280.102.176242.180022.16652
1132024.10.30 07:40modify270.102.181522.180022.16652
1142024.10.30 08:12sell290.102.173270.000000.00000
1152024.10.30 08:12modify290.102.173272.177772.16652
1162024.10.30 08:12modify280.102.176242.177772.16652
1172024.10.30 08:12modify270.102.181522.177772.16652
1182024.10.30 08:20sell300.102.171660.000000.00000
1192024.10.30 08:20modify300.102.171662.175522.16652
1202024.10.30 08:20modify290.102.173272.175522.16652
1212024.10.30 08:20modify280.102.176242.175522.16652
1222024.10.30 08:20modify270.102.181522.175522.16652
1232024.10.30 10:29t/p270.102.166522.175522.1665285.131560.92
1242024.10.30 10:29t/p280.102.166522.175522.1665255.531616.45
1252024.10.30 10:29t/p290.102.166522.175522.1665238.561655.01
1262024.10.30 10:29t/p300.102.166522.175522.1665229.361684.37
1272025.02.26 12:00sell310.102.220190.000000.00000
1282025.02.26 12:00modify310.102.220192.235192.20519
1292025.02.27 14:35s/l310.102.235192.235192.20519-87.421596.95