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)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=50; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=14; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 test7221Ticks modelled157912Modelling qualityn/a
Mismatched charts errors1
Initial deposit1000.00Spread60
Total net profit747.12Gross profit1328.37Gross loss-581.25
Profit factor2.29Expected payoff13.11
Absolute drawdown69.07Maximal drawdown239.67 (13.05%)Relative drawdown13.05% (239.67)
Total trades57Short positions (won %)25 (52.00%)Long positions (won %)32 (50.00%)
Profit trades (% of total)29 (50.88%)Loss trades (% of total)28 (49.12%)
Largestprofit trade81.80loss trade-30.11
Averageprofit trade45.81loss trade-20.76
Maximumconsecutive wins (profit in money)8 (411.21)consecutive losses (loss in money)7 (-145.73)
Maximalconsecutive profit (count of wins)411.21 (8)consecutive loss (count of losses)-145.73 (7)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.01 15:00buy10.102.078370.000000.00000
22023.11.01 15:00modify10.102.078372.073372.09237
32023.11.01 23:15s/l10.102.073372.073372.09237-29.29970.71
42023.11.08 17:00sell20.102.074780.000000.00000
52023.11.08 17:00modify20.102.074782.079782.06078
62023.11.08 20:07s/l20.102.079782.079782.06078-29.29941.42
72023.11.09 16:00buy30.102.065510.000000.00000
82023.11.09 16:00modify30.102.065512.060512.07951
92023.11.09 19:20buy40.102.071110.000000.00000
102023.11.09 19:20modify40.102.071112.066212.07951
112023.11.09 19:20modify30.102.065512.066212.07951
122023.11.09 20:50buy50.102.072060.000000.00000
132023.11.09 20:50modify50.102.072062.069012.07951
142023.11.09 20:50modify40.102.071112.069012.07951
152023.11.09 20:50modify30.102.065512.069012.07951
162023.11.09 21:15buy60.102.072620.000000.00000
172023.11.09 21:15modify60.102.072622.070412.07951
182023.11.09 21:15modify50.102.072062.070412.07951
192023.11.09 21:15modify40.102.071112.070412.07951
202023.11.09 21:15modify30.102.065512.070412.07951
212023.11.13 08:20t/p30.102.079512.070412.0795181.241022.66
222023.11.13 08:20t/p40.102.079512.070412.0795148.451071.11
232023.11.13 08:20t/p50.102.079512.070412.0795142.881114.00
242023.11.13 08:20t/p60.102.079512.070412.0795139.601153.60
252023.12.13 17:00buy70.102.045580.000000.00000
262023.12.13 17:00modify70.102.045582.040582.05958
272023.12.13 19:10s/l70.102.040582.040582.05958-29.291124.31
282023.12.20 14:00buy80.102.012190.000000.00000
292023.12.20 14:00modify80.102.012192.007192.02619
302023.12.20 19:50buy90.102.018610.000000.00000
312023.12.20 19:50modify90.102.018612.015692.02619
322023.12.20 19:50modify80.102.012192.015692.02619
332023.12.20 20:05buy100.102.017810.000000.00000
342023.12.20 20:05modify100.102.017812.012892.02619
352023.12.20 20:07modify100.102.017812.015692.02619
362023.12.20 20:15buy110.102.019320.000000.00000
372023.12.20 20:15modify110.102.019322.017092.02619
382023.12.20 20:15modify90.102.018612.017092.02619
392023.12.20 20:15modify100.102.017812.017092.02619
402023.12.20 20:15modify80.102.012192.017092.02619
412023.12.21 07:20t/p80.102.026192.017092.0261980.871205.17
422023.12.21 07:20t/p90.102.026192.017092.0261943.271248.44
432023.12.21 07:20t/p100.102.026192.017092.0261947.961296.40
442023.12.21 07:20t/p110.102.026192.017092.0261939.111335.51
452024.01.22 18:00sell120.102.085340.000000.00000
462024.01.22 18:00modify120.102.085342.090342.07134
472024.01.22 20:15s/l120.102.090342.090342.07134-29.291306.22
482024.01.26 14:00sell130.102.085070.000000.00000
492024.01.26 14:00modify130.102.085072.090072.07107
502024.01.29 07:50sell140.102.078620.000000.00000
512024.01.29 07:50modify140.102.078622.081572.07107
522024.01.29 07:50modify130.102.085072.081572.07107
532024.01.29 08:10sell150.102.079450.000000.00000
542024.01.29 08:10modify150.102.079452.084372.07107
552024.01.29 08:12modify150.102.079452.081572.07107
562024.01.29 08:45sell160.102.077830.000000.00000
572024.01.29 08:45modify160.102.077832.080172.07107
582024.01.29 08:45modify140.102.078622.080172.07107
592024.01.29 08:45modify150.102.079452.080172.07107
602024.01.29 08:45modify130.102.085072.080172.07107
612024.01.29 20:16t/p130.102.071072.080172.0710781.791388.01
622024.01.29 20:16t/p140.102.071072.080172.0710744.231432.24
632024.01.29 20:16t/p150.102.071072.080172.0710749.091481.33
642024.01.29 20:16t/p160.102.071072.080172.0710739.601520.93
652024.02.13 19:00sell170.102.079740.000000.00000
662024.02.13 19:00modify170.102.079742.084742.06574
672024.02.14 05:10sell180.102.074130.000000.00000
682024.02.14 05:10modify180.102.074132.079042.06574
692024.02.14 05:10modify170.102.079742.079042.06574
702024.02.14 05:50sell190.102.073430.000000.00000
712024.02.14 05:50modify190.102.073432.076242.06574
722024.02.14 05:50modify180.102.074132.076242.06574
732024.02.14 05:50modify170.102.079742.076242.06574
742024.02.14 07:50t/p170.102.065742.076242.0657481.801602.73
752024.02.14 07:50t/p180.102.065742.076242.0657449.151651.88
762024.02.14 07:50t/p190.102.065742.076242.0657445.051696.93
772024.02.15 15:00buy200.102.055780.000000.00000
782024.02.15 15:00modify200.102.055782.050782.06978
792024.02.15 16:45buy210.102.061430.000000.00000
802024.02.15 16:45modify210.102.061432.056482.06978
812024.02.15 16:45modify200.102.055782.056482.06978
822024.02.15 17:45buy220.102.062310.000000.00000
832024.02.15 17:45modify220.102.062312.059282.06978
842024.02.15 17:45modify210.102.061432.059282.06978
852024.02.15 17:45modify200.102.055782.059282.06978
862024.02.15 22:20s/l200.102.059282.059282.0697820.501717.43
872024.02.15 22:20s/l210.102.059282.059282.06978-12.591704.84
882024.02.15 22:20s/l220.102.059282.059282.06978-17.741687.10
892024.02.19 15:00buy230.102.050210.000000.00000
902024.02.19 15:00modify230.102.050212.045212.06421
912024.02.19 22:02s/l230.102.045212.045212.06421-29.281657.82
922024.03.08 17:00sell240.102.079760.000000.00000
932024.03.08 17:00modify240.102.079762.084762.06576
942024.03.12 07:55sell250.102.072670.000000.00000
952024.03.12 07:55modify250.102.072672.074862.06576
962024.03.12 07:55modify240.102.079762.074862.06576
972024.03.12 08:10s/l240.102.074862.074862.0657628.271686.09
982024.03.12 08:10s/l250.102.074862.074862.06576-12.831673.26
992024.04.10 14:00sell260.102.095940.000000.00000
1002024.04.10 14:00modify260.102.095942.100942.08194
1012024.04.11 13:20sell270.102.090100.000000.00000
1022024.04.11 13:20modify270.102.090102.095242.08194
1032024.04.11 13:20modify260.102.095942.095242.08194
1042024.04.11 14:10s/l260.102.095242.095242.081943.441676.71
1052024.04.11 14:10s/l270.102.095242.095242.08194-30.111646.60
1062024.04.19 19:00buy280.102.101740.000000.00000
1072024.04.19 19:00modify280.102.101742.096742.11574
1082024.04.21 21:46s/l280.102.096742.096742.11574-29.281617.32
1092024.05.03 15:00buy290.102.086480.000000.00000
1102024.05.03 15:00modify290.102.086482.081482.10048
1112024.05.06 04:15buy300.102.092310.000000.00000
1122024.05.06 04:15modify300.102.092312.087182.10048
1132024.05.06 04:15modify290.102.086482.087182.10048
1142024.05.06 12:37s/l290.102.087182.087182.100483.731621.04
1152024.05.06 12:37s/l300.102.087182.087182.10048-30.051590.99
1162024.06.06 18:00buy310.102.062790.000000.00000
1172024.06.06 18:00modify310.102.062792.057792.07679
1182024.06.07 09:50buy320.102.068590.000000.00000
1192024.06.07 09:50modify320.102.068592.063492.07679
1202024.06.07 09:50modify310.102.062792.063492.07679
1212024.06.07 13:45t/p310.102.076792.063492.0767981.631672.62
1222024.06.07 13:45t/p320.102.076792.063492.0767948.031720.65
1232024.06.07 17:00sell330.102.081560.000000.00000
1242024.06.07 17:00modify330.102.081562.086562.06756
1252024.06.10 21:20sell340.102.074390.000000.00000
1262024.06.10 21:20modify340.102.074392.076662.06756
1272024.06.10 21:20modify330.102.081562.076662.06756
1282024.06.10 21:27s/l330.102.076662.076662.0675628.491749.14
1292024.06.10 21:27s/l340.102.076662.076662.06756-13.301735.84
1302024.06.12 15:00buy350.102.066440.000000.00000
1312024.06.12 15:00modify350.102.066442.061442.08044
1322024.06.12 19:32buy360.102.072110.000000.00000
1332024.06.12 19:32modify360.102.072112.067142.08044
1342024.06.12 19:32modify350.102.066442.067142.08044
1352024.06.12 21:07s/l350.102.067142.067142.080444.101739.94
1362024.06.12 21:07s/l360.102.067142.067142.08044-29.111710.83
1372024.06.14 17:00buy370.102.066130.000000.00000
1382024.06.14 17:00modify370.102.066132.061132.08013
1392024.06.17 05:50buy380.102.071960.000000.00000
1402024.06.17 05:50modify380.102.071962.066832.08013
1412024.06.17 05:50modify370.102.066132.066832.08013
1422024.06.17 06:15buy390.102.072510.000000.00000
1432024.06.17 06:15modify390.102.072512.069632.08013
1442024.06.17 06:15modify380.102.071962.069632.08013
1452024.06.17 06:15modify370.102.066132.069632.08013
1462024.06.17 07:07buy400.102.073170.000000.00000
1472024.06.17 07:07modify400.102.073172.071032.08013
1482024.06.17 07:07modify390.102.072512.071032.08013
1492024.06.17 07:07modify380.102.071962.071032.08013
1502024.06.17 07:07modify370.102.066132.071032.08013
1512024.06.17 07:15s/l370.102.071032.071032.0801328.331739.16
1522024.06.17 07:15s/l380.102.071032.071032.08013-5.451733.71
1532024.06.17 07:15s/l390.102.071032.071032.08013-8.671725.04
1542024.06.17 07:15s/l400.102.071032.071032.08013-12.541712.50
1552024.06.28 15:00buy410.102.074910.000000.00000
1562024.06.28 15:00modify410.102.074912.069912.08891
1572024.07.01 11:16buy420.102.080660.000000.00000
1582024.07.01 11:16modify420.102.080662.075612.08891
1592024.07.01 11:16modify410.102.074912.075612.08891
1602024.07.01 12:27buy430.102.081460.000000.00000
1612024.07.01 12:27modify430.102.081462.078412.08891
1622024.07.01 12:27modify420.102.080662.078412.08891
1632024.07.01 12:27modify410.102.074912.078412.08891
1642024.07.01 14:10buy440.102.082130.000000.00000
1652024.07.01 14:10modify440.102.082132.079812.08891
1662024.07.01 14:10modify430.102.081462.079812.08891
1672024.07.01 14:10modify420.102.080662.079812.08891
1682024.07.01 14:10modify410.102.074912.079812.08891
1692024.07.01 21:00s/l410.102.079812.079812.0889128.331740.82
1702024.07.01 21:00s/l420.102.079812.079812.08891-4.981735.84
1712024.07.01 21:00s/l430.102.079812.079812.08891-9.661726.18
1722024.07.01 21:00s/l440.102.079812.079812.08891-13.591712.59
1732024.07.09 19:00buy450.102.087940.000000.00000
1742024.07.09 19:00modify450.102.087942.082942.10194
1752024.07.10 02:20t/p450.102.101942.082942.1019481.631794.22
1762024.07.15 19:00sell460.102.133690.000000.00000
1772024.07.15 19:00modify460.102.133692.138692.11969
1782024.07.16 01:45s/l460.102.138692.138692.11969-29.521764.70
1792024.07.30 16:00buy470.102.175760.000000.00000
1802024.07.30 16:00modify470.102.175762.170762.18976
1812024.07.31 01:50s/l470.102.170762.170762.18976-29.651735.05
1822024.08.15 19:00sell480.102.146880.000000.00000
1832024.08.15 19:00modify480.102.146882.151882.13288
1842024.08.16 03:50sell490.102.140990.000000.00000
1852024.08.16 03:50modify490.102.140992.146182.13288
1862024.08.16 03:50modify480.102.146882.146182.13288
1872024.08.16 04:40sell500.102.140440.000000.00000
1882024.08.16 04:40modify500.102.140442.143382.13288
1892024.08.16 04:40modify490.102.140992.143382.13288
1902024.08.16 04:40modify480.102.146882.143382.13288
1912024.08.16 05:05sell510.102.139780.000000.00000
1922024.08.16 05:05modify510.102.139782.141982.13288
1932024.08.16 05:05modify500.102.140442.141982.13288
1942024.08.16 05:05modify490.102.140992.141982.13288
1952024.08.16 05:05modify480.102.146882.141982.13288
1962024.08.16 07:20s/l480.102.141982.141982.1328828.491763.54
1972024.08.16 07:20s/l490.102.141982.141982.13288-5.801757.74
1982024.08.16 07:20s/l500.102.141982.141982.13288-9.021748.72
1992024.08.16 07:20s/l510.102.141982.141982.13288-12.881735.84
2002024.09.24 15:00buy520.102.118710.000000.00000
2012024.09.24 15:00modify520.102.118712.113712.13271
2022024.09.24 23:20s/l520.102.113712.113712.13271-29.291706.55
2032024.10.04 18:00sell530.102.130220.000000.00000
2042024.10.04 18:00modify530.102.130222.135222.11622
2052024.10.07 14:40s/l530.102.135222.135222.11622-29.511677.04
2062024.10.24 15:00sell540.102.156870.000000.00000
2072024.10.24 15:00modify540.102.156872.161872.14287
2082024.10.25 03:20s/l540.102.161872.161872.14287-29.511647.53
2092024.10.25 19:00sell550.102.168810.000000.00000
2102024.10.25 19:00modify550.102.168812.173812.15481
2112024.10.29 08:20s/l550.102.173812.173812.15481-29.731617.80
2122024.10.29 17:00sell560.102.181240.000000.00000
2132024.10.29 17:00modify560.102.181242.186242.16724
2142024.10.30 07:50sell570.102.175350.000000.00000
2152024.10.30 07:50modify570.102.175352.180542.16724
2162024.10.30 07:50modify560.102.181242.180542.16724
2172024.10.30 10:20t/p560.102.167242.180542.1672481.801699.60
2182024.10.30 10:20t/p570.102.167242.180542.1672447.521747.12