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=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 test1906Ticks modelled27502844Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread60
Total net profit606.11Gross profit1049.64Gross loss-443.53
Profit factor2.37Expected payoff14.43
Absolute drawdown147.61Maximal drawdown213.43 (20.03%)Relative drawdown20.03% (213.43)
Total trades42Short positions (won %)22 (63.64%)Long positions (won %)20 (55.00%)
Profit trades (% of total)25 (59.52%)Loss trades (% of total)17 (40.48%)
Largestprofit trade85.70loss trade-34.85
Averageprofit trade41.99loss trade-26.09
Maximumconsecutive wins (profit in money)12 (555.24)consecutive losses (loss in money)4 (-98.78)
Maximalconsecutive profit (count of wins)555.24 (12)consecutive loss (count of losses)-98.78 (4)
Averageconsecutive wins4consecutive losses3
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 07:28sell20.102.095250.000000.00000
42024.03.21 07:28modify20.102.095252.099842.08784
52024.03.21 07:28modify10.102.102842.099842.08784
62024.03.21 07:35sell30.102.094570.000000.00000
72024.03.21 07:35modify30.102.094572.099092.08784
82024.03.21 07:35modify20.102.095252.099092.08784
92024.03.21 07:35modify10.102.102842.099092.08784
102024.03.21 08:02s/l10.102.099092.099092.0878419.711019.71
112024.03.21 08:02s/l20.102.099092.099092.08784-21.94997.77
122024.03.21 08:02s/l30.102.099092.099092.08784-25.82971.95
132024.04.04 04:00buy40.102.100160.000000.00000
142024.04.04 04:00modify40.102.100162.094162.11516
152024.04.09 00:37s/l40.102.094162.094162.11516-34.19937.76
162024.04.10 04:00buy50.102.087350.000000.00000
172024.04.10 04:00modify50.102.087352.081352.10235
182024.04.10 12:31buy60.102.094900.000000.00000
192024.04.10 12:31modify60.102.094902.090352.10235
202024.04.10 12:31modify50.102.087352.090352.10235
212024.04.10 12:31buy70.102.095600.000000.00000
222024.04.10 12:31modify70.102.095602.091102.10235
232024.04.10 12:31modify60.102.094902.091102.10235
242024.04.10 12:31modify50.102.087352.091102.10235
252024.04.10 12:40buy80.102.098630.000000.00000
262024.04.10 12:40modify80.102.098632.092602.10235
272024.04.10 12:40modify70.102.095602.092602.10235
282024.04.10 12:40modify60.102.094902.092602.10235
292024.04.10 12:40modify50.102.087352.092602.10235
302024.04.11 09:59s/l50.102.092602.092602.1023530.01967.78
312024.04.11 09:59s/l60.102.092602.092602.10235-13.08954.70
322024.04.11 09:59s/l70.102.092602.092602.10235-17.07937.63
332024.04.11 09:59s/l80.102.092602.092602.10235-34.36903.27
342024.04.16 04:00sell90.102.113390.000000.00000
352024.04.16 04:00modify90.102.113392.119392.09839
362024.04.16 13:14s/l90.102.119392.119392.09839-34.28868.99
372024.04.22 12:00buy100.102.085140.000000.00000
382024.04.22 12:00modify100.102.085142.079142.10014
392024.04.23 07:55buy110.102.092640.000000.00000
402024.04.23 07:55modify110.102.092642.088142.10014
412024.04.23 07:55modify100.102.085142.088142.10014
422024.04.23 07:58buy120.102.093390.000000.00000
432024.04.23 07:58modify120.102.093392.088892.10014
442024.04.23 07:58modify110.102.092642.088892.10014
452024.04.23 07:58modify100.102.085142.088892.10014
462024.04.23 11:55buy130.102.096390.000000.00000
472024.04.23 11:55modify130.102.096392.090392.10014
482024.04.23 11:55modify120.102.093392.090392.10014
492024.04.23 11:55modify110.102.092642.090392.10014
502024.04.23 11:55modify100.102.085142.090392.10014
512024.04.24 19:01t/p100.102.100142.090392.1001485.64954.63
522024.04.24 19:01t/p110.102.100142.090392.1001442.82997.45
532024.04.24 19:01t/p120.102.100142.090392.1001438.541035.98
542024.04.24 19:01t/p130.102.100142.090392.1001421.421057.40
552024.05.01 00:00sell140.102.124620.000000.00000
562024.05.01 00:00modify140.102.124622.130622.10962
572024.05.01 11:47sell150.102.117090.000000.00000
582024.05.01 11:47modify150.102.117092.121622.10962
592024.05.01 11:47modify140.102.124622.121622.10962
602024.05.01 12:15sell160.102.116220.000000.00000
612024.05.01 12:15modify160.102.116222.120872.10962
622024.05.01 12:15modify150.102.117092.120872.10962
632024.05.01 12:15modify140.102.124622.120872.10962
642024.05.01 18:50sell170.102.113320.000000.00000
652024.05.01 18:50modify170.102.113322.119372.10962
662024.05.01 18:50modify160.102.116222.119372.10962
672024.05.01 18:50modify150.102.117092.119372.10962
682024.05.01 18:50modify140.102.124622.119372.10962
692024.05.02 07:01t/p140.102.109622.119372.1096283.981141.38
702024.05.02 07:01t/p150.102.109622.119372.1096240.961182.34
712024.05.02 07:01t/p160.102.109622.119372.1096235.991218.34
722024.05.02 07:01t/p170.102.109622.119372.1096219.421237.76
732024.05.22 00:00sell180.102.085910.000000.00000
742024.05.22 00:00modify180.102.085912.091912.07091
752024.05.22 02:00sell190.102.078210.000000.00000
762024.05.22 02:00modify190.102.078212.082912.07091
772024.05.22 02:00modify180.102.085912.082912.07091
782024.05.22 02:00sell200.102.077560.000000.00000
792024.05.22 02:00modify200.102.077562.082162.07091
802024.05.22 02:00modify190.102.078212.082162.07091
812024.05.22 02:00modify180.102.085912.082162.07091
822024.05.22 02:00sell210.102.074600.000000.00000
832024.05.22 02:00modify210.102.074602.080662.07091
842024.05.22 02:00modify200.102.077562.080662.07091
852024.05.22 02:00modify190.102.078212.080662.07091
862024.05.22 02:00modify180.102.085912.080662.07091
872024.05.22 02:01t/p180.102.070912.080662.0709185.701323.46
882024.05.22 02:01t/p190.102.070912.080662.0709141.711365.17
892024.05.22 02:01t/p200.102.070912.080662.0709137.991403.16
902024.05.22 02:01t/p210.102.070912.080662.0709121.081424.24
912024.07.15 08:00sell220.102.130520.000000.00000
922024.07.15 08:00modify220.102.130522.136522.11552
932024.07.16 00:19s/l220.102.136522.136522.11552-34.851389.38
942024.07.22 12:00sell230.102.155950.000000.00000
952024.07.22 12:00modify230.102.155952.161952.14095
962024.07.22 14:22s/l230.102.161952.161952.14095-34.291355.09
972024.08.02 04:00buy240.102.139720.000000.00000
982024.08.02 04:00modify240.102.139722.133722.15472
992024.08.02 14:12buy250.102.147240.000000.00000
1002024.08.02 14:12modify250.102.147242.142722.15472
1012024.08.02 14:12modify240.102.139722.142722.15472
1022024.08.02 17:55buy260.102.147970.000000.00000
1032024.08.02 17:55modify260.102.147972.143472.15472
1042024.08.02 17:55modify250.102.147242.143472.15472
1052024.08.02 17:55modify240.102.139722.143472.15472
1062024.08.04 22:03buy270.102.151040.000000.00000
1072024.08.04 22:03modify270.102.151042.144972.15472
1082024.08.04 22:03modify260.102.147972.144972.15472
1092024.08.04 22:03modify250.102.147242.144972.15472
1102024.08.04 22:03modify240.102.139722.144972.15472
1112024.08.05 04:26t/p240.102.154722.144972.1547285.631440.72
1122024.08.05 04:26t/p250.102.154722.144972.1547242.711483.43
1132024.08.05 04:26t/p260.102.154722.144972.1547238.541521.97
1142024.08.05 04:26t/p270.102.154722.144972.1547221.021542.98
1152024.08.07 04:00buy280.102.115210.000000.00000
1162024.08.07 04:00modify280.102.115212.109212.13021
1172024.08.08 13:23buy290.102.122710.000000.00000
1182024.08.08 13:23modify290.102.122712.118212.13021
1192024.08.08 13:23modify280.102.115212.118212.13021
1202024.08.08 13:58buy300.102.123490.000000.00000
1212024.08.08 13:58modify300.102.123492.118962.13021
1222024.08.08 13:58modify290.102.122712.118962.13021
1232024.08.08 13:58modify280.102.115212.118962.13021
1242024.08.08 14:36s/l280.102.118962.118962.1302121.451564.44
1252024.08.08 14:36s/l290.102.118962.118962.13021-21.401543.04
1262024.08.08 14:36s/l300.102.118962.118962.13021-25.851517.19
1272024.08.16 00:00sell310.102.150030.000000.00000
1282024.08.16 00:00modify310.102.150032.156032.13503
1292024.08.16 03:17sell320.102.142530.000000.00000
1302024.08.16 03:17modify320.102.142532.147032.13503
1312024.08.16 03:17modify310.102.150032.147032.13503
1322024.08.16 03:38sell330.102.141710.000000.00000
1332024.08.16 03:38modify330.102.141712.146282.13503
1342024.08.16 03:38modify320.102.142532.146282.13503
1352024.08.16 03:38modify310.102.150032.146282.13503
1362024.08.16 05:12sell340.102.138740.000000.00000
1372024.08.16 05:12modify340.102.138742.144782.13503
1382024.08.16 05:12modify330.102.141712.144782.13503
1392024.08.16 05:12modify320.102.142532.144782.13503
1402024.08.16 05:12modify310.102.150032.144782.13503
1412024.08.19 01:31t/p310.102.135032.144782.1350385.131602.31
1422024.08.19 01:31t/p320.102.135032.144782.1350342.281644.59
1432024.08.19 01:31t/p330.102.135032.144782.1350337.601682.19
1442024.08.19 01:31t/p340.102.135032.144782.1350320.631702.82
1452024.08.29 04:00buy350.102.100800.000000.00000
1462024.08.29 04:00modify350.102.100802.094802.11580
1472024.09.02 06:54buy360.102.108300.000000.00000
1482024.09.02 06:54modify360.102.108302.103802.11580
1492024.09.02 06:54modify350.102.100802.103802.11580
1502024.09.02 07:15buy370.102.109120.000000.00000
1512024.09.02 07:15modify370.102.109122.104552.11580
1522024.09.02 07:15modify360.102.108302.104552.11580
1532024.09.02 07:15modify350.102.100802.104552.11580
1542024.09.02 14:30buy380.102.112060.000000.00000
1552024.09.02 14:30modify380.102.112062.106052.11580
1562024.09.02 14:30modify370.102.109122.106052.11580
1572024.09.02 14:30modify360.102.108302.106052.11580
1582024.09.02 14:30modify350.102.100802.106052.11580
1592024.09.02 21:04s/l350.102.106052.106052.1158030.001732.81
1602024.09.02 21:04s/l360.102.106052.106052.11580-12.841719.97
1612024.09.02 21:04s/l370.102.106052.106052.11580-17.521702.45
1622024.09.02 21:04s/l380.102.106052.106052.11580-34.291668.16
1632024.10.09 12:00sell390.102.155250.000000.00000
1642024.10.09 12:00modify390.102.155252.161252.14025
1652024.10.10 02:34sell400.102.147720.000000.00000
1662024.10.10 02:34modify400.102.147722.152252.14025
1672024.10.10 02:34modify390.102.155252.152252.14025
1682024.10.10 03:13sell410.102.146970.000000.00000
1692024.10.10 03:13modify410.102.146972.151502.14025
1702024.10.10 03:13modify400.102.147722.151502.14025
1712024.10.10 03:13modify390.102.155252.151502.14025
1722024.10.10 07:38s/l390.102.151502.151502.1402519.711687.87
1732024.10.10 07:38s/l400.102.151502.151502.14025-21.601666.27
1742024.10.10 07:38s/l410.102.151502.151502.14025-25.881640.39
1752024.12.18 12:00sell420.102.217580.000000.00000
1762024.12.18 12:00modify420.102.217582.223582.20258
1772024.12.18 19:00s/l420.102.223582.223582.20258-34.281606.11