Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000)
Period1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:00 (2023.11.01 - 2024.11.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; 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=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=20; 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 test6521Ticks modelled28867108Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread60
Total net profit515.89Gross profit919.08Gross loss-403.19
Profit factor2.28Expected payoff13.23
Absolute drawdown140.88Maximal drawdown226.10 (20.83%)Relative drawdown20.83% (226.10)
Total trades39Short positions (won %)25 (52.00%)Long positions (won %)14 (71.43%)
Profit trades (% of total)23 (58.97%)Loss trades (% of total)16 (41.03%)
Largestprofit trade87.41loss trade-82.37
Averageprofit trade39.96loss trade-25.20
Maximumconsecutive wins (profit in money)12 (566.30)consecutive losses (loss in money)3 (-55.82)
Maximalconsecutive profit (count of wins)566.30 (12)consecutive loss (count of losses)-82.37 (1)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.16 20:00sell10.102.077540.000000.00000
22023.11.16 20:00modify10.102.077542.091542.06254
32023.11.20 04:13sell20.102.070040.000000.00000
42023.11.20 04:13modify20.102.070042.074542.06254
52023.11.20 04:13sell30.102.070040.000000.00000
62023.11.20 04:13modify30.102.070042.073792.06254
72023.11.20 04:13modify10.102.077542.073792.06254
82023.11.20 04:13modify20.102.070042.073792.06254
92023.11.20 14:20s/l10.102.073792.073792.0625421.501021.50
102023.11.20 14:20s/l20.102.073792.073792.06254-21.95999.55
112023.11.20 14:20s/l30.102.073792.073792.06254-21.95977.60
122023.11.30 20:00buy40.102.049680.000000.00000
132023.11.30 20:00modify40.102.049682.035682.06468
142023.12.05 03:41buy50.102.057180.000000.00000
152023.12.05 03:41modify50.102.057182.052682.06468
162023.12.05 03:41buy60.102.057180.000000.00000
172023.12.05 03:41modify60.102.057182.053432.06468
182023.12.05 03:41modify40.102.049682.053432.06468
192023.12.05 03:41modify50.102.057182.053432.06468
202023.12.05 05:03s/l40.102.053432.053432.0646820.82998.42
212023.12.05 05:03s/l50.102.053432.053432.06468-21.94976.48
222023.12.05 05:03s/l60.102.053432.053432.06468-21.94954.54
232023.12.20 21:00sell70.102.019630.000000.00000
242023.12.20 21:00modify70.102.019632.033632.00463
252023.12.21 16:10sell80.102.012130.000000.00000
262023.12.21 16:10modify80.102.012132.016632.00463
272023.12.21 16:10sell90.102.012130.000000.00000
282023.12.21 16:10modify90.102.012132.015882.00463
292023.12.21 16:10modify70.102.019632.015882.00463
302023.12.21 16:10modify80.102.012132.015882.00463
312023.12.21 16:53s/l70.102.015882.015882.0046321.29975.83
322023.12.21 16:53s/l80.102.015882.015882.00463-21.95953.88
332023.12.21 16:53s/l90.102.015882.015882.00463-21.95931.93
342023.12.27 20:00sell100.102.019620.000000.00000
352023.12.27 20:00modify100.102.019622.033622.00462
362023.12.28 02:02sell110.102.012000.000000.00000
372023.12.28 02:02modify110.102.012002.016622.00462
382023.12.28 02:02sell120.102.012000.000000.00000
392023.12.28 02:02modify120.102.012002.015872.00462
402023.12.28 02:02modify100.102.019622.015872.00462
412023.12.28 02:02modify110.102.012002.015872.00462
422023.12.28 02:58s/l100.102.015872.015872.0046221.29953.23
432023.12.28 02:58s/l110.102.015872.015872.00462-22.65930.58
442023.12.28 02:58s/l120.102.015872.015872.00462-22.65907.93
452024.03.20 23:00buy130.102.100100.000000.00000
462024.03.20 23:00modify130.102.100102.086102.11510
472024.03.27 22:01buy140.102.107610.000000.00000
482024.03.27 22:01modify140.102.107612.103102.11510
492024.03.27 22:01buy150.102.107610.000000.00000
502024.03.27 22:01modify150.102.107612.103852.11510
512024.03.27 22:01modify130.102.100102.103852.11510
522024.03.27 22:01modify140.102.107612.103852.11510
532024.03.28 08:05buy160.102.112100.000000.00000
542024.03.28 08:05modify160.102.112102.106102.11510
552024.03.28 08:05modify150.102.107612.106102.11510
562024.03.28 08:05modify140.102.107612.106102.11510
572024.03.28 08:05modify130.102.100102.106102.11510
582024.03.28 10:36t/p130.102.115102.106102.1151084.02991.95
592024.03.28 10:36t/p140.102.115102.106102.1151042.701034.65
602024.03.28 10:36t/p150.102.115102.106102.1151042.701077.34
612024.03.28 10:36t/p160.102.115102.106102.1151017.551094.89
622024.04.15 20:00sell170.102.108450.000000.00000
632024.04.15 20:00modify170.102.108452.122452.09345
642024.04.19 17:45sell180.102.100910.000000.00000
652024.04.19 17:45modify180.102.100912.105452.09345
662024.04.19 17:45sell190.102.100910.000000.00000
672024.04.19 17:45modify190.102.100912.104702.09345
682024.04.19 17:45modify170.102.108452.104702.09345
692024.04.19 17:45modify180.102.100912.104702.09345
702024.04.21 21:56sell200.102.096220.000000.00000
712024.04.21 21:56modify200.102.096222.102452.09345
722024.04.21 21:56modify190.102.100912.102452.09345
732024.04.21 21:56modify180.102.100912.102452.09345
742024.04.21 21:56modify170.102.108452.102452.09345
752024.04.22 01:07t/p170.102.093452.102452.0934586.271181.16
762024.04.22 01:07t/p180.102.093452.102452.0934543.451224.61
772024.04.22 01:07t/p190.102.093452.102452.0934543.451268.06
782024.04.22 01:07t/p200.102.093452.102452.0934515.991284.06
792024.04.30 23:00sell210.102.125160.000000.00000
802024.04.30 23:00modify210.102.125162.139162.11016
812024.05.01 11:35sell220.102.117660.000000.00000
822024.05.01 11:35modify220.102.117662.122162.11016
832024.05.01 11:35sell230.102.117660.000000.00000
842024.05.01 11:35modify230.102.117662.121412.11016
852024.05.01 11:35modify210.102.125162.121412.11016
862024.05.01 11:35modify220.102.117662.121412.11016
872024.05.01 18:51sell240.102.113140.000000.00000
882024.05.01 18:51modify240.102.113142.119162.11016
892024.05.01 18:51modify230.102.117662.119162.11016
902024.05.01 18:51modify220.102.117662.119162.11016
912024.05.01 18:51modify210.102.125162.119162.11016
922024.05.02 06:59t/p210.102.110162.119162.1101686.921370.97
932024.05.02 06:59t/p220.102.110162.119162.1101643.231414.21
942024.05.02 06:59t/p230.102.110162.119162.1101643.231457.44
952024.05.02 06:59t/p240.102.110162.119162.1101616.781474.22
962024.07.11 23:00sell250.102.121290.000000.00000
972024.07.11 23:00modify250.102.121292.135292.10629
982024.07.15 19:06s/l250.102.135292.135292.10629-82.371391.86
992024.07.16 23:00buy260.102.139270.000000.00000
1002024.07.16 23:00modify260.102.139272.125272.15427
1012024.07.19 01:04buy270.102.146790.000000.00000
1022024.07.19 01:04modify270.102.146792.142272.15427
1032024.07.19 01:04buy280.102.146790.000000.00000
1042024.07.19 01:04modify280.102.146792.143022.15427
1052024.07.19 01:04modify260.102.139272.143022.15427
1062024.07.19 01:04modify270.102.146792.143022.15427
1072024.07.19 06:34s/l260.102.143022.143022.1542720.071411.93
1082024.07.19 06:34s/l270.102.143022.143022.15427-22.061389.87
1092024.07.19 06:34s/l280.102.143022.143022.15427-22.061367.81
1102024.09.18 20:00sell290.102.129950.000000.00000
1112024.09.18 20:00modify290.102.129952.143952.11495
1122024.09.19 02:25sell300.102.122450.000000.00000
1132024.09.19 02:25modify300.102.122452.126952.11495
1142024.09.19 02:25sell310.102.122450.000000.00000
1152024.09.19 02:25modify310.102.122452.126202.11495
1162024.09.19 02:25modify290.102.129952.126202.11495
1172024.09.19 02:25modify300.102.122452.126202.11495
1182024.09.19 04:15s/l290.102.126202.126202.1149521.291389.10
1192024.09.19 04:15s/l300.102.126202.126202.11495-21.951367.15
1202024.09.19 04:15s/l310.102.126202.126202.11495-21.951345.20
1212024.10.08 20:00buy320.102.135450.000000.00000
1222024.10.08 20:00modify320.102.135452.121452.15045
1232024.10.09 01:04buy330.102.142960.000000.00000
1242024.10.09 01:04modify330.102.142962.138452.15045
1252024.10.09 01:04buy340.102.142960.000000.00000
1262024.10.09 01:04modify340.102.142962.139202.15045
1272024.10.09 01:04modify320.102.135452.139202.15045
1282024.10.09 01:04modify330.102.142962.139202.15045
1292024.10.09 01:09buy350.102.147510.000000.00000
1302024.10.09 01:09modify350.102.147512.141452.15045
1312024.10.09 01:09modify340.102.142962.141452.15045
1322024.10.09 01:09modify330.102.142962.141452.15045
1332024.10.09 01:09modify320.102.135452.141452.15045
1342024.10.09 03:48t/p320.102.150452.141452.1504587.411432.61
1352024.10.09 03:48t/p330.102.150452.141452.1504543.831476.44
1362024.10.09 03:48t/p340.102.150452.141452.1504543.831520.27
1372024.10.09 03:48t/p350.102.150452.141452.1504517.201537.47
1382024.10.15 22:00sell360.102.154920.000000.00000
1392024.10.15 22:00modify360.102.154922.168922.13992
1402024.10.16 06:00sell370.102.147360.000000.00000
1412024.10.16 06:00modify370.102.147362.151922.13992
1422024.10.16 06:00sell380.102.147360.000000.00000
1432024.10.16 06:00modify380.102.147362.151172.13992
1442024.10.16 06:00modify360.102.154922.151172.13992
1452024.10.16 06:00modify370.102.147362.151172.13992
1462024.10.16 06:35sell390.102.142840.000000.00000
1472024.10.16 06:35modify390.102.142842.148922.13992
1482024.10.16 06:35modify380.102.147362.148922.13992
1492024.10.16 06:35modify370.102.147362.148922.13992
1502024.10.16 06:35modify360.102.154922.148922.13992
1512024.10.17 12:30s/l360.102.148922.148922.1399234.251571.71
1522024.10.17 12:30s/l370.102.148922.148922.13992-9.791561.93
1532024.10.17 12:30s/l380.102.148922.148922.13992-9.791552.14
1542024.10.17 12:30s/l390.102.148922.148922.13992-36.251515.89