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=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 test6521Ticks modelled28867108Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread60
Total net profit856.34Gross profit1477.87Gross loss-621.53
Profit factor2.38Expected payoff12.59
Absolute drawdown69.08Maximal drawdown239.85 (12.90%)Relative drawdown13.18% (238.87)
Total trades68Short positions (won %)30 (53.33%)Long positions (won %)38 (47.37%)
Profit trades (% of total)34 (50.00%)Loss trades (% of total)34 (50.00%)
Largestprofit trade81.85loss trade-29.75
Averageprofit trade43.47loss trade-18.28
Maximumconsecutive wins (profit in money)9 (462.95)consecutive losses (loss in money)7 (-143.78)
Maximalconsecutive profit (count of wins)462.95 (9)consecutive loss (count of losses)-143.78 (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 23:04s/l10.102.073372.073372.09237-29.30970.70
42023.11.08 17:00sell20.102.074780.000000.00000
52023.11.08 17:00modify20.102.074782.079782.06078
62023.11.08 20:02s/l20.102.079782.079782.06078-29.30941.40
72023.11.09 16:00buy30.102.065510.000000.00000
82023.11.09 16:00modify30.102.065512.060512.07951
92023.11.09 19:12buy40.102.071110.000000.00000
102023.11.09 19:12modify40.102.071112.066212.07951
112023.11.09 19:12modify30.102.065512.066212.07951
122023.11.09 20:48buy50.102.071880.000000.00000
132023.11.09 20:48modify50.102.071882.069012.07951
142023.11.09 20:48modify40.102.071112.069012.07951
152023.11.09 20:48modify30.102.065512.069012.07951
162023.11.09 21:07buy60.102.072510.000000.00000
172023.11.09 21:07modify60.102.072512.070412.07951
182023.11.09 21:07modify50.102.071882.070412.07951
192023.11.09 21:07modify40.102.071112.070412.07951
202023.11.09 21:07modify30.102.065512.070412.07951
212023.11.13 08:21t/p30.102.079512.070412.0795181.271022.67
222023.11.13 08:21t/p40.102.079512.070412.0795148.461071.13
232023.11.13 08:21t/p50.102.079512.070412.0795143.951115.09
242023.11.13 08:21t/p60.102.079512.070412.0795140.261155.35
252023.12.13 17:00buy70.102.045580.000000.00000
262023.12.13 17:00modify70.102.045582.040582.05958
272023.12.13 19:00s/l70.102.040582.040582.05958-29.291126.06
282023.12.20 14:00buy80.102.012190.000000.00000
292023.12.20 14:00modify80.102.012192.007192.02619
302023.12.20 17:36buy90.102.017820.000000.00000
312023.12.20 17:36modify90.102.017822.012892.02619
322023.12.20 17:36modify80.102.012192.012892.02619
332023.12.20 19:52buy100.102.018560.000000.00000
342023.12.20 19:52modify100.102.018562.015692.02619
352023.12.20 19:52modify90.102.017822.015692.02619
362023.12.20 19:52modify80.102.012192.015692.02619
372023.12.20 20:23buy110.102.019190.000000.00000
382023.12.20 20:23modify110.102.019192.017092.02619
392023.12.20 20:23modify100.102.018562.017092.02619
402023.12.20 20:23modify90.102.017822.017092.02619
412023.12.20 20:23modify80.102.012192.017092.02619
422023.12.21 07:28t/p80.102.026192.017092.0261980.901206.95
432023.12.21 07:28t/p90.102.026192.017092.0261947.921254.87
442023.12.21 07:28t/p100.102.026192.017092.0261943.581298.45
452023.12.21 07:28t/p110.102.026192.017092.0261939.891338.34
462024.01.22 18:00sell120.102.085340.000000.00000
472024.01.22 18:00modify120.102.085342.090342.07134
482024.01.22 20:05s/l120.102.090342.090342.07134-29.301309.04
492024.01.26 14:00sell130.102.085070.000000.00000
502024.01.26 14:00modify130.102.085072.090072.07107
512024.01.29 07:37sell140.102.079470.000000.00000
522024.01.29 07:37modify140.102.079472.084372.07107
532024.01.29 07:37modify130.102.085072.084372.07107
542024.01.29 07:46sell150.102.078760.000000.00000
552024.01.29 07:46modify150.102.078762.081572.07107
562024.01.29 07:46modify140.102.079472.081572.07107
572024.01.29 07:46modify130.102.085072.081572.07107
582024.01.29 08:42sell160.102.078070.000000.00000
592024.01.29 08:42modify160.102.078072.080172.07107
602024.01.29 08:42modify150.102.078762.080172.07107
612024.01.29 08:42modify140.102.079472.080172.07107
622024.01.29 08:42modify130.102.085072.080172.07107
632024.01.29 20:15t/p130.102.071072.080172.0710781.841390.88
642024.01.29 20:15t/p140.102.071072.080172.0710749.231440.11
652024.01.29 20:15t/p150.102.071072.080172.0710745.071485.18
662024.01.29 20:15t/p160.102.071072.080172.0710741.031526.21
672024.02.13 19:00sell170.102.079740.000000.00000
682024.02.13 19:00modify170.102.079742.084742.06574
692024.02.14 05:12sell180.102.074140.000000.00000
702024.02.14 05:12modify180.102.074142.079042.06574
712024.02.14 05:12modify170.102.079742.079042.06574
722024.02.14 05:37sell190.102.073430.000000.00000
732024.02.14 05:37modify190.102.073432.076242.06574
742024.02.14 05:37modify180.102.074142.076242.06574
752024.02.14 05:37modify170.102.079742.076242.06574
762024.02.14 06:37sell200.102.072720.000000.00000
772024.02.14 06:37modify200.102.072722.074842.06574
782024.02.14 06:37modify190.102.073432.074842.06574
792024.02.14 06:37modify180.102.074142.074842.06574
802024.02.14 06:37modify170.102.079742.074842.06574
812024.02.14 07:36t/p170.102.065742.074842.0657481.841608.05
822024.02.14 07:36t/p180.102.065742.074842.0657449.241657.29
832024.02.14 07:36t/p190.102.065742.074842.0657445.071702.36
842024.02.14 07:36t/p200.102.065742.074842.0657440.911743.27
852024.02.15 15:00buy210.102.055780.000000.00000
862024.02.15 15:00modify210.102.055782.050782.06978
872024.02.15 16:45buy220.102.061420.000000.00000
882024.02.15 16:45modify220.102.061422.056482.06978
892024.02.15 16:45modify210.102.055782.056482.06978
902024.02.15 17:42buy230.102.062080.000000.00000
912024.02.15 17:42modify230.102.062082.059282.06978
922024.02.15 17:42modify220.102.061422.059282.06978
932024.02.15 17:42modify210.102.055782.059282.06978
942024.02.15 20:06buy240.102.062860.000000.00000
952024.02.15 20:06modify240.102.062862.060682.06978
962024.02.15 20:06modify230.102.062082.060682.06978
972024.02.15 20:06modify220.102.061422.060682.06978
982024.02.15 20:06modify210.102.055782.060682.06978
992024.02.15 22:12s/l210.102.060682.060682.0697828.721771.99
1002024.02.15 22:12s/l220.102.060682.060682.06978-4.341767.65
1012024.02.15 22:12s/l230.102.060682.060682.06978-8.211759.44
1022024.02.15 22:12s/l240.102.060682.060682.06978-12.781746.66
1032024.02.19 15:00buy250.102.050210.000000.00000
1042024.02.19 15:00modify250.102.050212.045212.06421
1052024.02.19 22:12s/l250.102.045212.045212.06421-29.301717.36
1062024.03.08 17:00sell260.102.079760.000000.00000
1072024.03.08 17:00modify260.102.079762.084762.06576
1082024.03.11 21:05sell270.102.074130.000000.00000
1092024.03.11 21:05modify270.102.074132.079062.06576
1102024.03.11 21:05modify260.102.079762.079062.06576
1112024.03.12 00:46s/l260.102.079062.079062.065763.671721.03
1122024.03.12 00:46s/l270.102.079062.079062.06576-29.121691.91
1132024.04.10 14:00sell280.102.095940.000000.00000
1142024.04.10 14:00modify280.102.095942.100942.08194
1152024.04.11 13:19sell290.102.090340.000000.00000
1162024.04.11 13:19modify290.102.090342.095242.08194
1172024.04.11 13:19modify280.102.095942.095242.08194
1182024.04.11 14:07s/l280.102.095242.095242.081943.441695.36
1192024.04.11 14:07s/l290.102.095242.095242.08194-28.731666.63
1202024.04.19 19:00buy300.102.101740.000000.00000
1212024.04.19 19:00modify300.102.101742.096742.11574
1222024.04.21 21:56s/l300.102.096742.096742.11574-29.311637.32
1232024.05.03 15:00buy310.102.086480.000000.00000
1242024.05.03 15:00modify310.102.086482.081482.10048
1252024.05.06 04:02buy320.102.092220.000000.00000
1262024.05.06 04:02modify320.102.092222.087182.10048
1272024.05.06 04:02modify310.102.086482.087182.10048
1282024.05.06 12:39s/l310.102.087182.087182.100483.731641.04
1292024.05.06 12:39s/l320.102.087182.087182.10048-29.541611.50
1302024.06.06 18:00buy330.102.062790.000000.00000
1312024.06.06 18:00modify330.102.062792.057792.07679
1322024.06.07 09:46buy340.102.068420.000000.00000
1332024.06.07 09:46modify340.102.068422.063492.07679
1342024.06.07 09:46modify330.102.062792.063492.07679
1352024.06.07 12:30buy350.102.069110.000000.00000
1362024.06.07 12:30modify350.102.069112.066292.07679
1372024.06.07 12:30modify340.102.068422.066292.07679
1382024.06.07 12:30modify330.102.062792.066292.07679
1392024.06.07 12:30buy360.102.069810.000000.00000
1402024.06.07 12:30modify360.102.069812.067692.07679
1412024.06.07 12:30modify350.102.069112.067692.07679
1422024.06.07 12:30modify340.102.068422.067692.07679
1432024.06.07 12:30modify330.102.062792.067692.07679
1442024.06.07 12:30s/l330.102.067692.067692.0767928.351639.85
1452024.06.07 12:30s/l340.102.067692.067692.07679-4.281635.57
1462024.06.07 12:30s/l350.102.067692.067692.07679-8.331627.24
1472024.06.07 12:30s/l360.102.067692.067692.07679-12.431614.81
1482024.06.07 17:00sell370.102.081560.000000.00000
1492024.06.07 17:00modify370.102.081562.086562.06756
1502024.06.10 21:04sell380.102.075860.000000.00000
1512024.06.10 21:04modify380.102.075862.080862.06756
1522024.06.10 21:04modify370.102.081562.080862.06756
1532024.06.10 21:14sell390.102.075240.000000.00000
1542024.06.10 21:14modify390.102.075242.078062.06756
1552024.06.10 21:14modify380.102.075862.078062.06756
1562024.06.10 21:14modify370.102.081562.078062.06756
1572024.06.10 21:14sell400.102.074530.000000.00000
1582024.06.10 21:14modify400.102.074532.076662.06756
1592024.06.10 21:14modify390.102.075242.076662.06756
1602024.06.10 21:14modify380.102.075862.076662.06756
1612024.06.10 21:14modify370.102.081562.076662.06756
1622024.06.10 21:17s/l370.102.076662.076662.0675628.501643.31
1632024.06.10 21:17s/l380.102.076662.076662.06756-4.691638.62
1642024.06.10 21:17s/l390.102.076662.076662.06756-8.331630.29
1652024.06.10 21:17s/l400.102.076662.076662.06756-12.491617.80
1662024.06.12 15:00buy410.102.066440.000000.00000
1672024.06.12 15:00modify410.102.066442.061442.08044
1682024.06.12 19:30buy420.102.072040.000000.00000
1692024.06.12 19:30modify420.102.072042.067142.08044
1702024.06.12 19:30modify410.102.066442.067142.08044
1712024.06.12 21:04s/l410.102.067142.067142.080444.101621.90
1722024.06.12 21:04s/l420.102.067142.067142.08044-28.721593.18
1732024.06.14 17:00buy430.102.066130.000000.00000
1742024.06.14 17:00modify430.102.066132.061132.08013
1752024.06.17 05:41buy440.102.071850.000000.00000
1762024.06.17 05:41modify440.102.071852.066832.08013
1772024.06.17 05:41modify430.102.066132.066832.08013
1782024.06.17 06:12buy450.102.072500.000000.00000
1792024.06.17 06:12modify450.102.072502.069632.08013
1802024.06.17 06:12modify440.102.071852.069632.08013
1812024.06.17 06:12modify430.102.066132.069632.08013
1822024.06.17 06:38buy460.102.073180.000000.00000
1832024.06.17 06:38modify460.102.073182.071032.08013
1842024.06.17 06:38modify450.102.072502.071032.08013
1852024.06.17 06:38modify440.102.071852.071032.08013
1862024.06.17 06:38modify430.102.066132.071032.08013
1872024.06.17 07:05s/l430.102.071032.071032.0801328.351621.53
1882024.06.17 07:05s/l440.102.071032.071032.08013-4.811616.72
1892024.06.17 07:05s/l450.102.071032.071032.08013-8.621608.10
1902024.06.17 07:05s/l460.102.071032.071032.08013-12.601595.50
1912024.06.28 15:00buy470.102.074910.000000.00000
1922024.06.28 15:00modify470.102.074912.069912.08891
1932024.07.01 11:09buy480.102.080510.000000.00000
1942024.07.01 11:09modify480.102.080512.075612.08891
1952024.07.01 11:09modify470.102.074912.075612.08891
1962024.07.01 12:23buy490.102.081230.000000.00000
1972024.07.01 12:23modify490.102.081232.078412.08891
1982024.07.01 12:23modify480.102.080512.078412.08891
1992024.07.01 12:23modify470.102.074912.078412.08891
2002024.07.01 12:41buy500.102.081910.000000.00000
2012024.07.01 12:41modify500.102.081912.079812.08891
2022024.07.01 12:41modify490.102.081232.079812.08891
2032024.07.01 12:41modify480.102.080512.079812.08891
2042024.07.01 12:41modify470.102.074912.079812.08891
2052024.07.01 21:04s/l470.102.079812.079812.0889128.351623.84
2062024.07.01 21:04s/l480.102.079812.079812.08891-4.101619.74
2072024.07.01 21:04s/l490.102.079812.079812.08891-8.321611.42
2082024.07.01 21:04s/l500.102.079812.079812.08891-12.301599.12
2092024.07.09 19:00buy510.102.087940.000000.00000
2102024.07.09 19:00modify510.102.087942.082942.10194
2112024.07.10 02:00buy520.102.093670.000000.00000
2122024.07.10 02:00modify520.102.093672.088642.10194
2132024.07.10 02:00modify510.102.087942.088642.10194
2142024.07.10 02:00buy530.102.094250.000000.00000
2152024.07.10 02:00modify530.102.094252.091442.10194
2162024.07.10 02:00modify520.102.093672.091442.10194
2172024.07.10 02:00modify510.102.087942.091442.10194
2182024.07.10 02:01buy540.102.095140.000000.00000
2192024.07.10 02:01modify540.102.095142.092842.10194
2202024.07.10 02:01modify530.102.094252.092842.10194
2212024.07.10 02:01modify520.102.093672.092842.10194
2222024.07.10 02:01modify510.102.087942.092842.10194
2232024.07.10 02:23t/p510.102.101942.092842.1019481.681680.80
2242024.07.10 02:23t/p520.102.101942.092842.1019448.471729.27
2252024.07.10 02:23t/p530.102.101942.092842.1019445.071774.34
2262024.07.10 02:23t/p540.102.101942.092842.1019439.851814.19
2272024.07.15 19:00sell550.102.133690.000000.00000
2282024.07.15 19:00modify550.102.133692.138692.11969
2292024.07.16 01:43s/l550.102.138692.138692.11969-29.531784.66
2302024.07.30 16:00buy560.102.175760.000000.00000
2312024.07.30 16:00modify560.102.175762.170762.18976
2322024.07.31 01:37s/l560.102.170762.170762.18976-29.671754.99
2332024.08.15 19:00sell570.102.146880.000000.00000
2342024.08.15 19:00modify570.102.146882.151882.13288
2352024.08.16 03:49sell580.102.141270.000000.00000
2362024.08.16 03:49modify580.102.141272.146182.13288
2372024.08.16 03:49modify570.102.146882.146182.13288
2382024.08.16 04:40sell590.102.140560.000000.00000
2392024.08.16 04:40modify590.102.140562.143382.13288
2402024.08.16 04:40modify580.102.141272.143382.13288
2412024.08.16 04:40modify570.102.146882.143382.13288
2422024.08.16 05:11sell600.102.139730.000000.00000
2432024.08.16 05:11modify600.102.139732.141982.13288
2442024.08.16 05:11modify590.102.140562.141982.13288
2452024.08.16 05:11modify580.102.141272.141982.13288
2462024.08.16 05:11modify570.102.146882.141982.13288
2472024.08.16 07:14s/l570.102.141982.141982.1328828.511783.50
2482024.08.16 07:14s/l580.102.141982.141982.13288-4.161779.34
2492024.08.16 07:14s/l590.102.141982.141982.13288-8.321771.02
2502024.08.16 07:14s/l600.102.141982.141982.13288-13.191757.83
2512024.09.24 15:00buy610.102.118710.000000.00000
2522024.09.24 15:00modify610.102.118712.113712.13271
2532024.09.24 23:16s/l610.102.113712.113712.13271-29.301728.53
2542024.10.04 18:00sell620.102.130220.000000.00000
2552024.10.04 18:00modify620.102.130222.135222.11622
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2592024.10.25 03:14s/l630.102.161872.161872.14287-29.541669.46
2602024.10.25 19:00sell640.102.168810.000000.00000
2612024.10.25 19:00modify640.102.168812.173812.15481
2622024.10.29 08:27s/l640.102.173812.173812.15481-29.751639.71
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2652024.10.30 07:55sell660.102.175580.000000.00000
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2672024.10.30 07:55modify650.102.181242.180542.16724
2682024.10.30 08:01sell670.102.174900.000000.00000
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2702024.10.30 08:01modify660.102.175582.177742.16724
2712024.10.30 08:01modify650.102.181242.177742.16724
2722024.10.30 08:03sell680.102.174230.000000.00000
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2742024.10.30 08:03modify670.102.174902.176342.16724
2752024.10.30 08:03modify660.102.175582.176342.16724
2762024.10.30 08:03modify650.102.181242.176342.16724
2772024.10.30 10:25t/p650.102.167242.176342.1672481.851721.56
2782024.10.30 10:25t/p660.102.167242.176342.1672448.891770.45
2792024.10.30 10:25t/p670.102.167242.176342.1672444.911815.36
2802024.10.30 10:25t/p680.102.167242.176342.1672440.981856.34