Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000)
Period4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (2023.11.01 - 2024.11.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 test2611Ticks modelled79645Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread60
Total net profit549.03Gross profit761.80Gross loss-212.77
Profit factor3.58Expected payoff23.87
Absolute drawdown49.30Maximal drawdown159.82 (13.04%)Relative drawdown13.04% (159.82)
Total trades23Short positions (won %)6 (33.33%)Long positions (won %)17 (82.35%)
Profit trades (% of total)16 (69.57%)Loss trades (% of total)7 (30.43%)
Largestprofit trade87.82loss trade-71.59
Averageprofit trade47.61loss trade-30.40
Maximumconsecutive wins (profit in money)5 (216.21)consecutive losses (loss in money)2 (-85.41)
Maximalconsecutive profit (count of wins)216.21 (5)consecutive loss (count of losses)-85.41 (2)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.15 08:00buy10.102.067160.000000.00000
22023.11.15 08:00modify10.102.067162.055162.08216
32023.11.16 02:30buy20.102.074810.000000.00000
42023.11.16 02:30modify20.102.074812.072412.08216
52023.11.16 02:30modify10.102.067162.072412.08216
62023.11.16 02:55s/l10.102.072412.072412.0821629.621029.62
72023.11.16 02:55s/l20.102.072412.072412.08216-14.051015.57
82023.12.14 04:00buy30.102.027290.000000.00000
92023.12.14 04:00modify30.102.027292.015292.04229
102023.12.14 12:20t/p30.102.042292.015292.0422987.821103.39
112023.12.20 08:00buy40.102.016120.000000.00000
122023.12.20 08:00modify40.102.016122.004122.03112
132023.12.20 21:40buy50.102.023740.000000.00000
142023.12.20 21:40modify50.102.023742.021372.03112
152023.12.20 21:40modify40.102.016122.021372.03112
162023.12.20 22:00s/l40.102.021372.021372.0311230.741134.13
172023.12.20 22:00s/l50.102.021372.021372.03112-13.871120.26
182024.01.17 16:00sell60.102.076660.000000.00000
192024.01.17 16:00modify60.102.076662.088662.06166
202024.01.18 01:50sell70.102.069050.000000.00000
212024.01.18 01:50modify70.102.069052.071412.06166
222024.01.18 01:50modify60.102.076662.071412.06166
232024.01.18 02:30s/l60.102.071412.071412.0616630.081150.34
242024.01.18 02:30s/l70.102.071412.071412.06166-13.821136.52
252024.02.28 04:00sell80.102.073950.000000.00000
262024.02.28 04:00modify80.102.073952.085952.05895
272024.03.05 06:20s/l80.102.085952.085952.05895-71.591064.93
282024.04.22 12:00buy90.102.085140.000000.00000
292024.04.22 12:00modify90.102.085142.073142.10014
302024.04.23 07:40buy100.102.093430.000000.00000
312024.04.23 07:40modify100.102.093432.088892.10014
322024.04.23 07:40modify90.102.085142.088892.10014
332024.04.23 09:45buy110.102.092740.000000.00000
342024.04.23 09:45modify110.102.092742.090392.10014
352024.04.23 09:50modify110.102.092742.088892.10014
362024.04.23 12:25buy120.102.097190.000000.00000
372024.04.23 12:25modify120.102.097192.090392.10014
382024.04.23 12:25modify100.102.093432.090392.10014
392024.04.23 12:25modify110.102.092742.090392.10014
402024.04.23 12:25modify90.102.085142.090392.10014
412024.04.24 19:05t/p90.102.100142.090392.1001487.071152.00
422024.04.24 19:05t/p100.102.100142.090392.1001438.921190.92
432024.04.24 19:05t/p110.102.100142.090392.1001442.961233.87
442024.04.24 19:05t/p120.102.100142.090392.1001416.901250.77
452024.05.03 16:00buy130.102.085100.000000.00000
462024.05.03 16:00modify130.102.085102.073102.10010
472024.05.06 04:15buy140.102.092740.000000.00000
482024.05.06 04:15modify140.102.092742.090352.10010
492024.05.06 04:15modify130.102.085102.090352.10010
502024.05.06 04:40s/l130.102.090352.090352.1001030.371281.14
512024.05.06 04:40s/l140.102.090352.090352.10010-13.991267.15
522024.06.07 16:00sell150.102.082120.000000.00000
532024.06.07 16:00modify150.102.082122.094122.06712
542024.06.10 21:40sell160.102.074390.000000.00000
552024.06.10 21:40modify160.102.074392.076872.06712
562024.06.10 21:40modify150.102.082122.076872.06712
572024.06.10 22:00s/l150.102.076872.076872.0671230.531297.68
582024.06.10 22:00s/l160.102.076872.076872.06712-14.521283.16
592024.08.01 16:00buy170.102.142490.000000.00000
602024.08.01 16:00modify170.102.142492.130492.15749
612024.08.02 20:40buy180.102.149990.000000.00000
622024.08.02 20:40modify180.102.149992.147742.15749
632024.08.02 20:40modify170.102.142492.147742.15749
642024.08.04 23:20buy190.102.150850.000000.00000
652024.08.04 23:20modify190.102.150852.146242.15749
662024.08.04 23:20modify180.102.149992.146242.15749
672024.08.04 23:20modify170.102.142492.146242.15749
682024.08.05 05:30t/p170.102.157492.146242.1574987.071370.23
692024.08.05 05:30t/p180.102.157492.146242.1574943.541413.76
702024.08.05 05:30t/p190.102.157492.146242.1574938.501452.26
712024.08.14 04:00sell200.102.137870.000000.00000
722024.08.14 04:00modify200.102.137872.149872.12287
732024.08.15 23:30s/l200.102.149872.149872.12287-70.931381.33
742024.08.29 04:00buy210.102.100800.000000.00000
752024.08.29 04:00modify210.102.100802.088802.11580
762024.09.02 06:40buy220.102.108550.000000.00000
772024.09.02 06:40modify220.102.108552.106052.11580
782024.09.02 06:40modify210.102.100802.106052.11580
792024.09.02 10:10buy230.102.109090.000000.00000
802024.09.02 10:10modify230.102.109092.104552.11580
812024.09.02 10:10modify220.102.108552.104552.11580
822024.09.02 10:10modify210.102.100802.104552.11580
832024.09.03 03:30t/p210.102.115802.104552.1158086.711468.04
842024.09.03 03:30t/p220.102.115802.104552.1158042.081510.12
852024.09.03 03:30t/p230.102.115802.104552.1158038.921549.03