Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1415)

SymbolGBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000)
Period4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 20:00 (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=7; 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=130; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; 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 test2613Ticks modelled79971Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00Spread60
Total net profit1341.79Gross profit2231.30Gross loss-889.51
Profit factor2.51Expected payoff17.43
Absolute drawdown63.53Maximal drawdown375.97 (3.47%)Relative drawdown3.47% (375.97)
Total trades77Short positions (won %)40 (80.00%)Long positions (won %)37 (56.76%)
Profit trades (% of total)53 (68.83%)Loss trades (% of total)24 (31.17%)
Largestprofit trade78.53loss trade-79.40
Averageprofit trade42.10loss trade-37.06
Maximumconsecutive wins (profit in money)8 (395.12)consecutive losses (loss in money)5 (-215.40)
Maximalconsecutive profit (count of wins)395.12 (8)consecutive loss (count of losses)-215.40 (5)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.05.02 12:00buy10.102.008650.000000.00000
22023.05.02 12:00modify10.102.008651.995652.02165
32023.05.03 19:20buy20.102.015310.000000.00000
42023.05.03 19:20modify20.102.015312.011902.02165
52023.05.03 19:20modify10.102.008652.011902.02165
62023.05.03 19:40buy30.102.017330.000000.00000
72023.05.03 19:40modify30.102.017332.013202.02165
82023.05.03 19:40modify20.102.015312.013202.02165
92023.05.03 19:40modify10.102.008652.013202.02165
102023.05.03 20:20buy40.102.016530.000000.00000
112023.05.03 20:20modify40.102.016532.012552.02165
122023.05.03 20:25modify40.102.016532.013202.02165
132023.05.03 22:30t/p10.102.021652.013202.0216578.2010078.20
142023.05.03 22:30t/p20.102.021652.013202.0216538.2910116.49
152023.05.03 22:30t/p30.102.021652.013202.0216526.0910142.58
162023.05.03 22:30t/p40.102.021652.013202.0216530.9210173.50
172023.05.08 16:00buy50.101.989770.000000.00000
182023.05.08 16:00modify50.101.989771.976772.00277
192023.05.09 06:33buy60.101.996400.000000.00000
202023.05.09 06:33modify60.101.996401.993022.00277
212023.05.09 06:33modify50.101.989771.993022.00277
222023.05.09 07:20s/l50.101.993021.993022.0027719.3310192.83
232023.05.09 07:20s/l60.101.993021.993022.00277-20.4110172.42
242023.05.12 08:00sell70.102.004090.000000.00000
252023.05.12 08:00modify70.102.004092.017091.99109
262023.05.17 06:50sell80.101.997420.000000.00000
272023.05.17 06:50modify80.101.997422.000841.99109
282023.05.17 06:50modify70.102.004092.000841.99109
292023.05.17 07:20sell90.101.995630.000000.00000
302023.05.17 07:20modify90.101.995631.999541.99109
312023.05.17 07:20modify80.101.997421.999541.99109
322023.05.17 07:20modify70.102.004091.999541.99109
332023.05.17 09:40t/p70.101.991091.999541.9910978.0110250.43
342023.05.17 09:40t/p80.101.991091.999541.9910938.2410288.67
352023.05.17 09:40t/p90.101.991091.999541.9910927.4210316.09
362023.06.05 16:00buy100.102.045680.000000.00000
372023.06.05 16:00modify100.102.045682.032682.05868
382023.06.07 11:50buy110.102.052230.000000.00000
392023.06.07 11:50modify110.102.052232.048932.05868
402023.06.07 11:50modify100.102.045682.048932.05868
412023.06.07 14:40t/p100.102.058682.048932.0586877.9110394.00
422023.06.07 14:40t/p110.102.058682.048932.0586838.9510432.95
432023.06.12 16:00buy120.102.042820.000000.00000
442023.06.12 16:00modify120.102.042822.029822.05582
452023.06.13 02:30buy130.102.049570.000000.00000
462023.06.13 02:30modify130.102.049572.046072.05582
472023.06.13 02:30modify120.102.042822.046072.05582
482023.06.13 02:40buy140.102.050800.000000.00000
492023.06.13 02:40modify140.102.050802.046722.05582
502023.06.13 02:40modify130.102.049572.046722.05582
512023.06.13 02:40modify120.102.042822.046722.05582
522023.06.13 03:40s/l120.102.046722.046722.0558223.2510456.21
532023.06.13 03:40s/l130.102.046722.046722.05582-17.2110439.00
542023.06.13 03:40s/l140.102.046722.046722.05582-24.6410414.36
552023.06.23 12:00sell150.102.076480.000000.00000
562023.06.23 12:00modify150.102.076482.089482.06348
572023.06.23 15:20sell160.102.069750.000000.00000
582023.06.23 15:20modify160.102.069752.073232.06348
592023.06.23 15:20modify150.102.076482.073232.06348
602023.06.23 15:30sell170.102.067930.000000.00000
612023.06.23 15:30modify170.102.067932.071932.06348
622023.06.23 15:30modify160.102.069752.071932.06348
632023.06.23 15:30modify150.102.076482.071932.06348
642023.06.23 20:40sell180.102.068510.000000.00000
652023.06.23 20:40modify180.102.068512.072582.06348
662023.06.23 20:45modify180.102.068512.071932.06348
672023.06.26 03:40t/p150.102.063482.071932.0634878.3610492.71
682023.06.26 03:40t/p160.102.063482.071932.0634837.7110530.42
692023.06.26 03:40t/p170.102.063482.071932.0634826.7110557.12
702023.06.26 03:40t/p180.102.063482.071932.0634830.2210587.34
712023.07.04 12:00buy190.102.055310.000000.00000
722023.07.04 12:00modify190.102.055312.042312.06831
732023.07.06 12:30buy200.102.063200.000000.00000
742023.07.06 12:30modify200.102.063202.059212.06831
752023.07.06 12:30modify190.102.055312.059212.06831
762023.07.06 16:30t/p190.102.068312.059212.0683177.3110664.65
772023.07.06 16:30t/p200.102.068312.059212.0683130.8610695.51
782023.07.11 12:00sell210.102.088390.000000.00000
792023.07.11 12:00modify210.102.088392.101392.07539
802023.07.12 00:50sell220.102.081810.000000.00000
812023.07.12 00:50modify220.102.081812.085142.07539
822023.07.12 00:50modify210.102.088392.085142.07539
832023.07.12 02:05s/l210.102.085142.085142.0753919.4610714.96
842023.07.12 02:05s/l220.102.085142.085142.07539-20.1110694.85
852023.07.13 08:00buy230.102.051370.000000.00000
862023.07.13 08:00modify230.102.051372.038372.06437
872023.07.13 12:40buy240.102.058020.000000.00000
882023.07.13 12:40modify240.102.058022.054622.06437
892023.07.13 12:40modify230.102.051372.054622.06437
902023.07.13 12:55s/l230.102.054622.054622.0643719.6310714.48
912023.07.13 12:55s/l240.102.054622.054622.06437-20.5310693.95
922023.07.18 12:00sell250.102.086290.000000.00000
932023.07.18 12:00modify250.102.086292.099292.07329
942023.07.18 14:30sell260.102.079520.000000.00000
952023.07.18 14:30modify260.102.079522.083042.07329
962023.07.18 14:30modify250.102.086292.083042.07329
972023.07.18 14:55sell270.102.077580.000000.00000
982023.07.18 14:55modify270.102.077582.081742.07329
992023.07.18 14:55modify260.102.079522.081742.07329
1002023.07.18 14:55modify250.102.086292.081742.07329
1012023.07.18 22:30t/p250.102.073292.081742.0732978.5310772.48
1022023.07.18 22:30t/p260.102.073292.081742.0732937.6310810.11
1032023.07.18 22:30t/p270.102.073292.081742.0732925.9110836.02
1042023.08.11 12:00sell280.102.117800.000000.00000
1052023.08.11 12:00modify280.102.117802.130802.10480
1062023.08.15 08:20s/l280.102.130802.130802.10480-78.8710757.15
1072023.08.23 12:00buy290.102.129270.000000.00000
1082023.08.23 12:00modify290.102.129272.116272.14227
1092023.08.24 08:05buy300.102.135810.000000.00000
1102023.08.24 08:05modify300.102.135812.132522.14227
1112023.08.24 08:05modify290.102.129272.132522.14227
1122023.08.24 08:40s/l290.102.132522.132522.1422718.7310775.88
1132023.08.24 08:40s/l300.102.132522.132522.14227-19.8710756.01
1142023.09.05 08:00sell310.102.135590.000000.00000
1152023.09.05 08:00modify310.102.135592.148592.12259
1162023.09.06 10:55sell320.102.128970.000000.00000
1172023.09.06 10:55modify320.102.128972.132342.12259
1182023.09.06 10:55modify310.102.135592.132342.12259
1192023.09.06 11:40s/l310.102.132342.132342.1225919.4610775.46
1202023.09.06 11:40s/l320.102.132342.132342.12259-20.3610755.10
1212023.09.14 16:00buy330.102.098080.000000.00000
1222023.09.14 16:00modify330.102.098082.085082.11108
1232023.09.19 08:40s/l330.102.085082.085082.11108-79.4010675.70
1242023.09.20 12:00buy340.102.073800.000000.00000
1252023.09.20 12:00modify340.102.073802.060802.08680
1262023.09.20 19:10buy350.102.080490.000000.00000
1272023.09.20 19:10modify350.102.080492.077052.08680
1282023.09.20 19:10modify340.102.073802.077052.08680
1292023.09.20 19:30buy360.102.082430.000000.00000
1302023.09.20 19:30modify360.102.082432.078352.08680
1312023.09.20 19:30modify350.102.080492.078352.08680
1322023.09.20 19:30modify340.102.073802.078352.08680
1332023.09.20 20:45buy370.102.081720.000000.00000
1342023.09.20 20:45modify370.102.081722.077702.08680
1352023.09.20 20:50modify370.102.081722.078352.08680
1362023.09.20 22:20s/l340.102.078352.078352.0868027.4810703.18
1372023.09.20 22:20s/l350.102.078352.078352.08680-12.9210690.26
1382023.09.20 22:20s/l360.102.078352.078352.08680-24.6410665.62
1392023.09.20 22:20s/l370.102.078352.078352.08680-20.3510645.27
1402023.09.22 08:00buy380.102.061090.000000.00000
1412023.09.22 08:00modify380.102.061092.048092.07409
1422023.09.25 12:40s/l380.102.048092.048092.07409-78.8010566.47
1432023.10.12 12:00sell390.102.051960.000000.00000
1442023.10.12 12:00modify390.102.051962.064962.03896
1452023.10.13 08:30s/l390.102.064962.064962.03896-78.6910487.78
1462023.10.23 16:00sell400.102.093680.000000.00000
1472023.10.23 16:00modify400.102.093682.106682.08068
1482023.10.24 12:30sell410.102.087170.000000.00000
1492023.10.24 12:30modify410.102.087172.090432.08068
1502023.10.24 12:30modify400.102.093682.090432.08068
1512023.10.24 13:40sell420.102.085160.000000.00000
1522023.10.24 13:40modify420.102.085162.089132.08068
1532023.10.24 13:40modify410.102.087172.089132.08068
1542023.10.24 13:40modify400.102.093682.089132.08068
1552023.10.24 15:35sell430.102.085880.000000.00000
1562023.10.24 15:35modify430.102.085882.089782.08068
1572023.10.24 15:40modify430.102.085882.089132.08068
1582023.10.24 20:40t/p400.102.080682.089132.0806878.3510566.12
1592023.10.24 20:40t/p410.102.080682.089132.0806839.2010605.32
1602023.10.24 20:40t/p420.102.080682.089132.0806827.0610632.38
1612023.10.24 20:40t/p430.102.080682.089132.0806831.4110663.79
1622023.11.02 08:00buy440.102.068800.000000.00000
1632023.11.02 08:00modify440.102.068802.055802.08180
1642023.11.06 10:50buy450.102.077390.000000.00000
1652023.11.06 10:50modify450.102.077392.073352.08180
1662023.11.06 10:50modify440.102.068802.073352.08180
1672023.11.06 12:55buy460.102.076830.000000.00000
1682023.11.06 12:55modify460.102.076832.072702.08180
1692023.11.06 12:55modify460.102.076832.073352.08180
1702023.11.06 13:35buy470.102.075500.000000.00000
1712023.11.06 13:35modify470.102.075502.072052.08180
1722023.11.06 13:40modify470.102.075502.073352.08180
1732023.11.06 15:30s/l440.102.073352.073352.0818026.8810690.68
1742023.11.06 15:30s/l450.102.073352.073352.08180-24.3910666.29
1752023.11.06 15:30s/l460.102.073352.073352.08180-21.0110645.28
1762023.11.06 15:30s/l470.102.073352.073352.08180-12.9810632.30
1772023.11.13 20:00sell480.102.086340.000000.00000
1782023.11.13 20:00modify480.102.086342.099342.07334
1792023.11.14 20:35sell490.102.079800.000000.00000
1802023.11.14 20:35modify490.102.079802.083092.07334
1812023.11.14 20:35modify480.102.086342.083092.07334
1822023.11.14 21:40sell500.102.078540.000000.00000
1832023.11.14 21:40modify500.102.078542.082442.07334
1842023.11.14 21:40modify490.102.079802.082442.07334
1852023.11.14 21:40modify480.102.086342.082442.07334
1862023.11.15 01:50sell510.102.077860.000000.00000
1872023.11.15 01:50modify510.102.077862.081792.07334
1882023.11.15 01:50modify500.102.078542.081792.07334
1892023.11.15 01:50modify490.102.079802.081792.07334
1902023.11.15 01:50modify480.102.086342.081792.07334
1912023.11.15 04:40t/p480.102.073342.081792.0733478.1810710.48
1922023.11.15 04:40t/p490.102.073342.081792.0733438.8510749.32
1932023.11.15 04:40t/p500.102.073342.081792.0733431.2410780.56
1942023.11.15 04:40t/p510.102.073342.081792.0733427.3110807.87
1952023.11.15 20:00buy520.102.062100.000000.00000
1962023.11.15 20:00modify520.102.062102.049102.07510
1972023.11.16 01:20buy530.102.070580.000000.00000
1982023.11.16 01:20modify530.102.070582.066652.07510
1992023.11.16 01:20modify520.102.062102.066652.07510
2002023.11.16 02:40t/p520.102.075102.066652.0751077.6110885.47
2012023.11.16 02:40t/p530.102.075102.066652.0751027.2910912.76
2022023.12.20 08:00buy540.102.016120.000000.00000
2032023.12.20 08:00modify540.102.016122.003122.02912
2042023.12.20 21:55buy550.102.022810.000000.00000
2052023.12.20 21:55modify550.102.022812.019372.02912
2062023.12.20 21:55modify540.102.016122.019372.02912
2072023.12.20 22:40buy560.102.024640.000000.00000
2082023.12.20 22:40modify560.102.024642.020672.02912
2092023.12.20 22:40modify550.102.022812.020672.02912
2102023.12.20 22:40modify540.102.016122.020672.02912
2112023.12.20 23:40s/l540.102.020672.020672.0291227.4710940.23
2122023.12.20 23:40s/l550.102.020672.020672.02912-12.9310927.30
2132023.12.20 23:40s/l560.102.020672.020672.02912-23.9810903.32
2142024.01.15 12:00sell570.102.054800.000000.00000
2152024.01.15 12:00modify570.102.054802.067802.04180
2162024.01.15 22:05sell580.102.048260.000000.00000
2172024.01.15 22:05modify580.102.048262.051552.04180
2182024.01.15 22:05modify570.102.054802.051552.04180
2192024.01.15 22:30s/l570.102.051552.051552.0418019.6310922.95
2202024.01.15 22:30s/l580.102.051552.051552.04180-19.8710903.08
2212024.01.17 08:00sell590.102.068050.000000.00000
2222024.01.17 08:00modify590.102.068052.081052.05505
2232024.01.19 02:40s/l590.102.081052.081052.05505-79.2210823.86
2242024.02.13 16:00sell600.102.078760.000000.00000
2252024.02.13 16:00modify600.102.078762.091762.06576
2262024.02.14 07:10sell610.102.070860.000000.00000
2272024.02.14 07:10modify610.102.070862.074862.06576
2282024.02.14 07:10modify600.102.078762.074862.06576
2292024.02.14 07:40t/p600.102.065762.074862.0657678.3510902.21
2302024.02.14 07:40t/p610.102.065762.074862.0657630.8010933.01
2312024.02.19 08:00buy620.102.052750.000000.00000
2322024.02.19 08:00modify620.102.052752.039752.06575
2332024.02.20 12:15s/l620.102.039752.039752.06575-78.8110854.20
2342024.03.05 08:00sell630.102.085950.000000.00000
2352024.03.05 08:00modify630.102.085952.098952.07295
2362024.03.06 14:40sell640.102.079260.000000.00000
2372024.03.06 14:40modify640.102.079262.082702.07295
2382024.03.06 14:40modify630.102.085952.082702.07295
2392024.03.06 14:53sell650.102.078120.000000.00000
2402024.03.06 14:53modify650.102.078122.082052.07295
2412024.03.06 14:53modify640.102.079262.082052.07295
2422024.03.06 14:53modify630.102.085952.082052.07295
2432024.03.06 17:00sell660.102.077410.000000.00000
2442024.03.06 17:00modify660.102.077412.081402.07295
2452024.03.06 17:00modify650.102.078122.081402.07295
2462024.03.06 17:00modify640.102.079262.081402.07295
2472024.03.06 17:00modify630.102.085952.081402.07295
2482024.03.07 04:30t/p630.102.072952.081402.0729577.8210932.02
2492024.03.07 04:30t/p640.102.072952.081402.0729537.5910969.61
2502024.03.07 04:30t/p650.102.072952.081402.0729530.7111000.31
2512024.03.07 04:30t/p660.102.072952.081402.0729526.4211026.73
2522024.03.15 12:00sell670.102.091040.000000.00000
2532024.03.15 12:00modify670.102.091042.104042.07804
2542024.03.20 00:20s/l670.102.104042.104042.07804-79.0410947.68
2552024.03.28 12:00sell680.102.115440.000000.00000
2562024.03.28 12:00modify680.102.115442.128442.10244
2572024.03.29 11:05sell690.102.108800.000000.00000
2582024.03.29 11:05modify690.102.108802.112192.10244
2592024.03.29 11:05modify680.102.115442.112192.10244
2602024.03.29 12:40s/l680.102.112192.112192.1024419.4610967.14
2612024.03.29 12:40s/l690.102.112192.112192.10244-20.4710946.67
2622024.04.15 20:00sell700.102.108450.000000.00000
2632024.04.15 20:00modify700.102.108452.121452.09545
2642024.04.19 17:20sell710.102.101690.000000.00000
2652024.04.19 17:20modify710.102.101692.105202.09545
2662024.04.19 17:20modify700.102.108452.105202.09545
2672024.04.19 17:50sell720.102.099750.000000.00000
2682024.04.19 17:50modify720.102.099752.103902.09545
2692024.04.19 17:50modify710.102.101692.103902.09545
2702024.04.19 17:50modify700.102.108452.103902.09545
2712024.04.22 00:40t/p700.102.095452.103902.0954577.3011023.97
2722024.04.22 00:40t/p710.102.095452.103902.0954537.5211061.48
2732024.04.22 00:40t/p720.102.095452.103902.0954525.8011087.28
2742024.04.22 12:00buy730.102.085140.000000.00000
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2762024.04.23 07:50buy740.102.092950.000000.00000
2772024.04.23 07:50modify740.102.092952.089042.09814
2782024.04.23 07:50modify730.102.085142.089042.09814
2792024.04.23 11:10buy750.102.091650.000000.00000
2802024.04.23 11:10modify750.102.091652.088392.09814
2812024.04.23 11:15modify750.102.091652.089042.09814
2822024.04.23 11:20buy760.102.093630.000000.00000
2832024.04.23 11:20modify760.102.093632.089692.09814
2842024.04.23 11:20modify740.102.092952.089692.09814
2852024.04.23 11:20modify750.102.091652.089692.09814
2862024.04.23 11:20modify730.102.085142.089692.09814
2872024.04.23 19:30t/p730.102.098142.089692.0981478.2111165.49
2882024.04.23 19:30t/p740.102.098142.089692.0981431.3411196.83
2892024.04.23 19:30t/p750.102.098142.089692.0981439.1911236.02
2902024.04.23 19:30t/p760.102.098142.089692.0981427.2411263.26
2912024.04.30 20:00sell770.102.120440.000000.00000
2922024.04.30 20:00modify770.102.120442.133442.10744
2932024.04.30 23:40t/p770.102.107442.133442.1074478.5311341.79