Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolGBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000)
Period1 Hour (H1) 2023.05.01 00:00 - 2024.04.30 23:00 (2023.05.01 - 2024.05.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=11; 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=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; 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=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 test7235Ticks modelled158646Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00Spread60
Total net profit1463.11Gross profit1731.33Gross loss-268.22
Profit factor6.45Expected payoff28.14
Absolute drawdown58.75Maximal drawdown195.78 (1.89%)Relative drawdown1.89% (195.78)
Total trades52Short positions (won %)28 (75.00%)Long positions (won %)24 (83.33%)
Profit trades (% of total)41 (78.85%)Loss trades (% of total)11 (21.15%)
Largestprofit trade84.39loss trade-92.06
Averageprofit trade42.23loss trade-24.38
Maximumconsecutive wins (profit in money)19 (898.53)consecutive losses (loss in money)2 (-34.97)
Maximalconsecutive profit (count of wins)898.53 (19)consecutive loss (count of losses)-92.06 (1)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.02 14:00buy10.102.007860.000000.00000
22023.05.02 14:00modify10.102.007861.992862.02186
32023.05.03 16:07buy20.102.012880.000000.00000
42023.05.03 16:07modify20.102.012882.009962.02186
52023.05.03 16:07modify10.102.007862.009962.02186
62023.05.03 19:15buy30.102.015590.000000.00000
72023.05.03 19:15modify30.102.015592.011362.02186
82023.05.03 19:15modify20.102.012882.011362.02186
92023.05.03 19:15modify10.102.007862.011362.02186
102023.05.03 22:03buy40.102.018450.000000.00000
112023.05.03 22:03modify40.102.018452.012762.02186
122023.05.03 22:03modify30.102.015592.012762.02186
132023.05.03 22:03modify20.102.012882.012762.02186
142023.05.03 22:03modify10.102.007862.012762.02186
152023.05.03 22:20t/p10.102.021862.012762.0218684.2410084.24
162023.05.03 22:20t/p20.102.021862.012762.0218654.2210138.46
172023.05.03 22:20t/p30.102.021862.012762.0218637.8610176.32
182023.05.03 22:20t/p40.102.021862.012762.0218620.5910196.91
192023.05.03 23:00sell50.102.022020.000000.00000
202023.05.03 23:00modify50.102.022022.037022.00802
212023.05.04 01:45sell60.102.017030.000000.00000
222023.05.04 01:45modify60.102.017032.019922.00802
232023.05.04 01:45modify50.102.022022.019922.00802
242023.05.04 05:52sell70.102.014280.000000.00000
252023.05.04 05:52modify70.102.014282.018522.00802
262023.05.04 05:52modify60.102.017032.018522.00802
272023.05.04 05:52modify50.102.022022.018522.00802
282023.05.04 11:15t/p50.102.008022.018522.0080284.0410280.95
292023.05.04 11:15t/p60.102.008022.018522.0080254.4210335.37
302023.05.04 11:15t/p70.102.008022.018522.0080237.8110373.18
312023.05.08 12:00buy80.101.994650.000000.00000
322023.05.08 12:00modify80.101.994651.979652.00865
332023.05.11 01:20s/l80.101.979651.979652.00865-92.0610281.12
342023.05.12 15:00sell90.102.011900.000000.00000
352023.05.12 15:00modify90.102.011902.026901.99790
362023.05.14 21:30sell100.102.006900.000000.00000
372023.05.14 21:30modify100.102.006902.009801.99790
382023.05.14 21:30modify90.102.011902.009801.99790
392023.05.14 22:00s/l90.102.009802.009801.9979012.6910293.81
402023.05.14 22:00s/l100.102.009802.009801.99790-17.5110276.30
412023.06.05 13:00buy110.102.043860.000000.00000
422023.06.05 13:00modify110.102.043862.028862.05786
432023.06.05 19:59buy120.102.048830.000000.00000
442023.06.05 19:59modify120.102.048832.045962.05786
452023.06.05 19:59modify110.102.043862.045962.05786
462023.06.05 21:15s/l110.102.045962.045962.0578612.6810288.98
472023.06.05 21:15s/l120.102.045962.045962.05786-17.3310271.65
482023.06.23 12:00sell130.102.076480.000000.00000
492023.06.23 12:00modify130.102.076482.091482.06248
502023.06.23 13:20sell140.102.071520.000000.00000
512023.06.23 13:20modify140.102.071522.074382.06248
522023.06.23 13:20modify130.102.076482.074382.06248
532023.06.23 13:45s/l130.102.074382.074382.0624812.6910284.34
542023.06.23 13:45s/l140.102.074382.074382.06248-17.2710267.07
552023.07.11 14:00sell150.102.090360.000000.00000
562023.07.11 14:00modify150.102.090362.105362.07636
572023.07.11 14:50sell160.102.085420.000000.00000
582023.07.11 14:50modify160.102.085422.088262.07636
592023.07.11 14:50modify150.102.090362.088262.07636
602023.07.11 15:20s/l150.102.088262.088262.0763612.6810279.75
612023.07.11 15:20s/l160.102.088262.088262.07636-17.1510262.60
622023.07.12 18:00buy170.102.060520.000000.00000
632023.07.12 18:00modify170.102.060522.045522.07452
642023.07.17 09:15buy180.102.065490.000000.00000
652023.07.17 09:15modify180.102.065492.062622.07452
662023.07.17 09:15modify170.102.060522.062622.07452
672023.07.17 20:23buy190.102.068340.000000.00000
682023.07.17 20:23modify190.102.068342.064022.07452
692023.07.17 20:23modify180.102.065492.064022.07452
702023.07.17 20:23modify170.102.060522.064022.07452
712023.07.17 21:20s/l170.102.064022.064022.0745219.6410282.24
722023.07.17 21:20s/l180.102.064022.064022.07452-8.8810273.36
732023.07.17 21:20s/l190.102.064022.064022.07452-26.0910247.27
742023.07.21 20:00sell200.102.083390.000000.00000
752023.07.21 20:00modify200.102.083392.098392.06939
762023.07.24 07:25sell210.102.078400.000000.00000
772023.07.24 07:25modify210.102.078402.081292.06939
782023.07.24 07:25modify200.102.083392.081292.06939
792023.07.24 07:45sell220.102.075610.000000.00000
802023.07.24 07:45modify220.102.075612.079892.06939
812023.07.24 07:45modify210.102.078402.079892.06939
822023.07.24 07:45modify200.102.083392.079892.06939
832023.07.24 08:02sell230.102.072810.000000.00000
842023.07.24 08:02modify230.102.072812.078492.06939
852023.07.24 08:02modify220.102.075612.078492.06939
862023.07.24 08:02modify210.102.078402.078492.06939
872023.07.24 08:02modify200.102.083392.078492.06939
882023.07.24 08:46t/p200.102.069392.078492.0693984.3910331.65
892023.07.24 08:46t/p210.102.069392.078492.0693954.4210386.07
902023.07.24 08:46t/p220.102.069392.078492.0693937.5710423.64
912023.07.24 08:46t/p230.102.069392.078492.0693920.6610444.30
922023.07.31 19:00buy240.102.065820.000000.00000
932023.07.31 19:00modify240.102.065822.050822.07982
942023.08.01 02:59buy250.102.070830.000000.00000
952023.08.01 02:59modify250.102.070832.067922.07982
962023.08.01 02:59modify240.102.065822.067922.07982
972023.08.01 05:07buy260.102.073610.000000.00000
982023.08.01 05:07modify260.102.073612.069322.07982
992023.08.01 05:07modify250.102.070832.069322.07982
1002023.08.01 05:07modify240.102.065822.069322.07982
1012023.08.01 07:15buy270.102.076480.000000.00000
1022023.08.01 07:15modify270.102.076482.070722.07982
1032023.08.01 07:15modify260.102.073612.070722.07982
1042023.08.01 07:15modify250.102.070832.070722.07982
1052023.08.01 07:15modify240.102.065822.070722.07982
1062023.08.01 07:50t/p240.102.079822.070722.0798284.2410528.55
1072023.08.01 07:50t/p250.102.079822.070722.0798254.2810582.83
1082023.08.01 07:50t/p260.102.079822.070722.0798237.5010620.33
1092023.08.01 07:50t/p270.102.079822.070722.0798220.1710640.50
1102023.11.13 15:00sell280.102.083940.000000.00000
1112023.11.13 15:00modify280.102.083942.098942.06994
1122023.11.14 21:27sell290.102.078850.000000.00000
1132023.11.14 21:27modify290.102.078852.081842.06994
1142023.11.14 21:27modify280.102.083942.081842.06994
1152023.11.15 02:40sell300.102.075980.000000.00000
1162023.11.15 02:40modify300.102.075982.080442.06994
1172023.11.15 02:40modify290.102.078852.080442.06994
1182023.11.15 02:40modify280.102.083942.080442.06994
1192023.11.15 04:40sell310.102.073370.000000.00000
1202023.11.15 04:40modify310.102.073372.079042.06994
1212023.11.15 04:40modify300.102.075982.079042.06994
1222023.11.15 04:40modify290.102.078852.079042.06994
1232023.11.15 04:40modify280.102.083942.079042.06994
1242023.11.15 07:20t/p280.102.069942.079042.0699484.2210724.72
1252023.11.15 07:20t/p290.102.069942.079042.0699453.6510778.36
1262023.11.15 07:20t/p300.102.069942.079042.0699436.4910814.85
1272023.11.15 07:20t/p310.102.069942.079042.0699420.7210835.57
1282023.11.15 18:00buy320.102.060860.000000.00000
1292023.11.15 18:00modify320.102.060862.045862.07486
1302023.11.16 01:40buy330.102.071480.000000.00000
1312023.11.16 01:40modify330.102.071482.065762.07486
1322023.11.16 01:40modify320.102.060862.065762.07486
1332023.11.16 02:20t/p320.102.074862.065762.0748683.6510919.22
1342023.11.16 02:20t/p330.102.074862.065762.0748620.4110939.63
1352023.12.20 12:00buy340.102.011830.000000.00000
1362023.12.20 12:00modify340.102.011831.996832.02583
1372023.12.20 17:20buy350.102.016770.000000.00000
1382023.12.20 17:20modify350.102.016772.013932.02583
1392023.12.20 17:20modify340.102.011832.013932.02583
1402023.12.20 20:35buy360.102.019540.000000.00000
1412023.12.20 20:35modify360.102.019542.015332.02583
1422023.12.20 20:35modify350.102.016772.015332.02583
1432023.12.20 20:35modify340.102.011832.015332.02583
1442023.12.20 22:15buy370.102.022540.000000.00000
1452023.12.20 22:15modify370.102.022542.016732.02583
1462023.12.20 22:15modify360.102.019542.016732.02583
1472023.12.20 22:15modify350.102.016772.016732.02583
1482023.12.20 22:15modify340.102.011832.016732.02583
1492023.12.21 07:20t/p340.102.025832.016732.0258383.6411023.26
1502023.12.21 07:20t/p350.102.025832.016732.0258353.8111077.07
1512023.12.21 07:20t/p360.102.025832.016732.0258337.0911114.16
1522023.12.21 07:20t/p370.102.025832.016732.0258318.9711133.12
1532024.01.17 16:00sell380.102.076660.000000.00000
1542024.01.17 16:00modify380.102.076662.091662.06266
1552024.01.17 21:50sell390.102.071560.000000.00000
1562024.01.17 21:50modify390.102.071562.074562.06266
1572024.01.17 21:50modify380.102.076662.074562.06266
1582024.01.17 23:16s/l380.102.074562.074562.0626612.6811145.80
1592024.01.17 23:16s/l390.102.074562.074562.06266-18.1211127.68
1602024.01.22 21:00sell400.102.091710.000000.00000
1612024.01.22 21:00modify400.102.091712.106712.07771
1622024.01.23 02:50sell410.102.086520.000000.00000
1632024.01.23 02:50modify410.102.086522.089612.07771
1642024.01.23 02:50modify400.102.091712.089612.07771
1652024.01.23 03:20s/l400.102.089612.089612.0777112.5211140.20
1662024.01.23 03:20s/l410.102.089612.089612.07771-18.6611121.54
1672024.02.13 14:00sell420.102.077390.000000.00000
1682024.02.13 14:00modify420.102.077392.092392.06339
1692024.02.14 06:50sell430.102.072320.000000.00000
1702024.02.14 06:50modify430.102.072322.075292.06339
1712024.02.14 06:50modify420.102.077392.075292.06339
1722024.02.14 07:40sell440.102.066660.000000.00000
1732024.02.14 07:40modify440.102.066662.072492.06339
1742024.02.14 07:40modify430.102.072322.072492.06339
1752024.02.14 07:40modify420.102.077392.072492.06339
1762024.02.14 09:45t/p420.102.063392.072492.0633984.3911205.92
1772024.02.14 09:45t/p430.102.063392.072492.0633953.9411259.86
1782024.02.14 09:45t/p440.102.063392.072492.0633919.7511279.61
1792024.03.15 20:00sell450.102.093360.000000.00000
1802024.03.15 20:00modify450.102.093362.108362.07936
1812024.03.18 03:20sell460.102.088410.000000.00000
1822024.03.18 03:20modify460.102.088412.091262.07936
1832024.03.18 03:20modify450.102.093362.091262.07936
1842024.03.18 06:40s/l450.102.091262.091262.0793612.5111292.12
1852024.03.18 06:40s/l460.102.091262.091262.07936-17.2111274.91
1862024.03.28 13:00sell470.102.116100.000000.00000
1872024.03.28 13:00modify470.102.116102.131102.10210
1882024.03.28 15:55sell480.102.111030.000000.00000
1892024.03.28 15:55modify480.102.111032.114002.10210
1902024.03.28 15:55modify470.102.116102.114002.10210
1912024.03.28 20:32s/l470.102.114002.114002.1021012.6911287.60
1922024.03.28 20:32s/l480.102.114002.114002.10210-17.9411269.66
1932024.04.22 12:00buy490.102.085140.000000.00000
1942024.04.22 12:00modify490.102.085142.070142.09914
1952024.04.23 07:25buy500.102.090220.000000.00000
1962024.04.23 07:25modify500.102.090222.087242.09914
1972024.04.23 07:25modify490.102.085142.087242.09914
1982024.04.23 07:55buy510.102.093110.000000.00000
1992024.04.23 07:55modify510.102.093112.088642.09914
2002024.04.23 07:55modify500.102.090222.088642.09914
2012024.04.23 07:55modify490.102.085142.088642.09914
2022024.04.23 11:40buy520.102.095810.000000.00000
2032024.04.23 11:40modify520.102.095812.090042.09914
2042024.04.23 11:40modify510.102.093112.090042.09914
2052024.04.23 11:40modify500.102.090222.090042.09914
2062024.04.23 11:40modify490.102.085142.090042.09914
2072024.04.24 13:02t/p490.102.099142.090042.0991483.9411353.60
2082024.04.24 13:02t/p500.102.099142.090042.0991453.5711407.17
2092024.04.24 13:02t/p510.102.099142.090042.0991436.1211443.30
2102024.04.24 13:02t/p520.102.099142.090042.0991419.8111463.11