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=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=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; 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=13; 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 profit798.50Gross profit1137.36Gross loss-338.85
Profit factor3.36Expected payoff21.01
Absolute drawdown128.69Maximal drawdown191.84 (18.04%)Relative drawdown18.04% (191.84)
Total trades38Short positions (won %)19 (63.16%)Long positions (won %)19 (73.68%)
Profit trades (% of total)26 (68.42%)Loss trades (% of total)12 (31.58%)
Largestprofit trade85.70loss trade-34.93
Averageprofit trade43.74loss trade-28.24
Maximumconsecutive wins (profit in money)10 (489.73)consecutive losses (loss in money)4 (-99.85)
Maximalconsecutive profit (count of wins)489.73 (10)consecutive loss (count of losses)-99.85 (4)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.03.20 00:00sell10.102.102840.000000.00000
22024.03.20 00:00modify10.102.102842.108842.08784
32024.03.21 07:40sell20.102.094370.000000.00000
42024.03.21 07:40modify20.102.094372.099092.08784
52024.03.21 07:40modify10.102.102842.099092.08784
62024.03.21 08:30s/l10.102.099092.099092.0878419.711019.71
72024.03.21 08:30s/l20.102.099092.099092.08784-26.97992.74
82024.04.04 04:00buy30.102.100160.000000.00000
92024.04.04 04:00modify30.102.100162.094162.11516
102024.04.09 00:40s/l30.102.094162.094162.11516-34.19958.55
112024.04.10 04:00buy40.102.087350.000000.00000
122024.04.10 04:00modify40.102.087352.081352.10235
132024.04.10 13:15buy50.102.098730.000000.00000
142024.04.10 13:15modify50.102.098732.092602.10235
152024.04.10 13:15modify40.102.087352.092602.10235
162024.04.10 21:45buy60.102.095640.000000.00000
172024.04.10 21:45modify60.102.095642.091102.10235
182024.04.10 21:50modify60.102.095642.092602.10235
192024.04.11 06:45buy70.102.094940.000000.00000
202024.04.11 06:45modify70.102.094942.090352.10235
212024.04.11 06:50modify70.102.094942.092602.10235
222024.04.11 09:40s/l40.102.092602.092602.1023530.01988.57
232024.04.11 09:40s/l50.102.092602.092602.10235-34.93953.64
242024.04.11 09:40s/l60.102.092602.092602.10235-17.30936.34
252024.04.11 09:40s/l70.102.092602.092602.10235-13.35922.99
262024.04.16 04:00sell80.102.113390.000000.00000
272024.04.16 04:00modify80.102.113392.119392.09839
282024.04.16 13:30s/l80.102.119392.119392.09839-34.28888.71
292024.04.22 12:00buy90.102.085140.000000.00000
302024.04.22 12:00modify90.102.085142.079142.10014
312024.04.23 07:40buy100.102.093430.000000.00000
322024.04.23 07:40modify100.102.093432.088892.10014
332024.04.23 07:40modify90.102.085142.088892.10014
342024.04.23 09:45buy110.102.092740.000000.00000
352024.04.23 09:45modify110.102.092742.088142.10014
362024.04.23 09:50modify110.102.092742.088892.10014
372024.04.23 14:50buy120.102.096540.000000.00000
382024.04.23 14:50modify120.102.096542.090392.10014
392024.04.23 14:50modify100.102.093432.090392.10014
402024.04.23 14:50modify110.102.092742.090392.10014
412024.04.23 14:50modify90.102.085142.090392.10014
422024.04.24 19:05t/p90.102.100142.090392.1001485.64974.35
432024.04.24 19:05t/p100.102.100142.090392.1001438.311012.65
442024.04.24 19:05t/p110.102.100142.090392.1001442.251054.90
452024.04.24 19:05t/p120.102.100142.090392.1001420.571075.47
462024.05.01 00:00sell130.102.124620.000000.00000
472024.05.01 00:00modify130.102.124622.130622.10962
482024.05.01 11:40sell140.102.117060.000000.00000
492024.05.01 11:40modify140.102.117062.121622.10962
502024.05.01 11:40modify130.102.124622.121622.10962
512024.05.01 12:50sell150.102.116240.000000.00000
522024.05.01 12:50modify150.102.116242.120872.10962
532024.05.01 12:50modify140.102.117062.120872.10962
542024.05.01 12:50modify130.102.124622.120872.10962
552024.05.01 20:20sell160.102.113130.000000.00000
562024.05.01 20:20modify160.102.113132.119372.10962
572024.05.01 20:20modify150.102.116242.119372.10962
582024.05.01 20:20modify140.102.117062.119372.10962
592024.05.01 20:20modify130.102.124622.119372.10962
602024.05.02 07:40t/p130.102.109622.119372.1096283.981159.45
612024.05.02 07:40t/p140.102.109622.119372.1096240.791200.24
622024.05.02 07:40t/p150.102.109622.119372.1096236.111236.35
632024.05.02 07:40t/p160.102.109622.119372.1096218.341254.69
642024.05.22 00:00sell170.102.085910.000000.00000
652024.05.22 00:00modify170.102.085912.091912.07091
662024.05.22 02:06sell180.102.077570.000000.00000
672024.05.22 02:06modify180.102.077572.082162.07091
682024.05.22 02:06modify170.102.085912.082162.07091
692024.05.22 02:33t/p170.102.070912.082162.0709185.701340.39
702024.05.22 02:33t/p180.102.070912.082162.0709138.051378.44
712024.07.15 08:00sell190.102.130520.000000.00000
722024.07.15 08:00modify190.102.130522.136522.11552
732024.07.16 00:30s/l190.102.136522.136522.11552-34.851343.59
742024.07.22 12:00sell200.102.155950.000000.00000
752024.07.22 12:00modify200.102.155952.161952.14095
762024.07.22 14:05s/l200.102.161952.161952.14095-34.291309.30
772024.08.02 04:00buy210.102.139720.000000.00000
782024.08.02 04:00modify210.102.139722.133722.15472
792024.08.02 14:15buy220.102.147470.000000.00000
802024.08.02 14:15modify220.102.147472.142722.15472
812024.08.02 14:15modify210.102.139722.142722.15472
822024.08.02 19:55buy230.102.148150.000000.00000
832024.08.02 19:55modify230.102.148152.143472.15472
842024.08.02 19:55modify220.102.147472.143472.15472
852024.08.02 19:55modify210.102.139722.143472.15472
862024.08.05 01:40buy240.102.151020.000000.00000
872024.08.05 01:40modify240.102.151022.144972.15472
882024.08.05 01:40modify230.102.148152.144972.15472
892024.08.05 01:40modify220.102.147472.144972.15472
902024.08.05 01:40modify210.102.139722.144972.15472
912024.08.05 04:30t/p210.102.154722.144972.1547285.631394.93
922024.08.05 04:30t/p220.102.154722.144972.1547241.401436.33
932024.08.05 04:30t/p230.102.154722.144972.1547237.521473.84
942024.08.05 04:30t/p240.102.154722.144972.1547221.121494.96
952024.08.07 04:00buy250.102.115210.000000.00000
962024.08.07 04:00modify250.102.115212.109212.13021
972024.08.08 13:33buy260.102.123600.000000.00000
982024.08.08 13:33modify260.102.123602.118962.13021
992024.08.08 13:33modify250.102.115212.118962.13021
1002024.08.08 14:40s/l250.102.118962.118962.1302121.451516.42
1012024.08.08 14:40s/l260.102.118962.118962.13021-26.481489.94
1022024.08.16 00:00sell270.102.150030.000000.00000
1032024.08.16 00:00modify270.102.150032.156032.13503
1042024.08.16 03:30sell280.102.142380.000000.00000
1052024.08.16 03:30modify280.102.142382.147032.13503
1062024.08.16 03:30modify270.102.150032.147032.13503
1072024.08.16 06:00sell290.102.138680.000000.00000
1082024.08.16 06:00modify290.102.138682.144782.13503
1092024.08.16 06:00modify280.102.142382.144782.13503
1102024.08.16 06:00modify270.102.150032.144782.13503
1112024.08.16 08:20sell300.102.141740.000000.00000
1122024.08.16 08:20modify300.102.141742.146282.13503
1132024.08.16 08:25modify300.102.141742.144782.13503
1142024.08.19 01:40t/p270.102.135032.144782.1350385.131575.06
1152024.08.19 01:40t/p280.102.135032.144782.1350341.421616.48
1162024.08.19 01:40t/p290.102.135032.144782.1350320.281636.76
1172024.08.19 01:40t/p300.102.135032.144782.1350337.771674.53
1182024.08.29 04:00buy310.102.100800.000000.00000
1192024.08.29 04:00modify310.102.100802.094802.11580
1202024.09.02 06:40buy320.102.108550.000000.00000
1212024.09.02 06:40modify320.102.108552.103802.11580
1222024.09.02 06:40modify310.102.100802.103802.11580
1232024.09.02 10:10buy330.102.109090.000000.00000
1242024.09.02 10:10modify330.102.109092.104552.11580
1252024.09.02 10:10modify320.102.108552.104552.11580
1262024.09.02 10:10modify310.102.100802.104552.11580
1272024.09.03 00:50buy340.102.112100.000000.00000
1282024.09.03 00:50modify340.102.112102.106052.11580
1292024.09.03 00:50modify330.102.109092.106052.11580
1302024.09.03 00:50modify320.102.108552.106052.11580
1312024.09.03 00:50modify310.102.100802.106052.11580
1322024.09.03 03:30t/p310.102.115802.106052.1158085.651760.18
1332024.09.03 03:30t/p320.102.115802.106052.1158041.401801.58
1342024.09.03 03:30t/p330.102.115802.106052.1158038.321839.89
1352024.09.03 03:30t/p340.102.115802.106052.1158021.121861.01
1362024.10.09 12:00sell350.102.155250.000000.00000
1372024.10.09 12:00modify350.102.155252.161252.14025
1382024.10.10 02:50sell360.102.147730.000000.00000
1392024.10.10 02:50modify360.102.147732.152252.14025
1402024.10.10 02:50modify350.102.155252.152252.14025
1412024.10.10 04:30sell370.102.146880.000000.00000
1422024.10.10 04:30modify370.102.146882.151502.14025
1432024.10.10 04:30modify360.102.147732.151502.14025
1442024.10.10 04:30modify350.102.155252.151502.14025
1452024.10.10 07:30s/l350.102.151502.151502.1402519.711880.72
1462024.10.10 07:30s/l360.102.151502.151502.14025-21.541859.18
1472024.10.10 07:30s/l370.102.151502.151502.14025-26.401832.78
1482024.12.18 12:00sell380.102.217580.000000.00000
1492024.12.18 12:00modify380.102.217582.223582.20258
1502024.12.18 19:40s/l380.102.223582.223582.20258-34.281798.50