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=2; 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=100; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=17; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 errors1
Initial deposit1000.00Spread60
Total net profit376.87Gross profit479.82Gross loss-102.95
Profit factor4.66Expected payoff18.84
Absolute drawdown19.97Maximal drawdown75.13 (6.58%)Relative drawdown6.58% (75.13)
Total trades20Short positions (won %)17 (82.35%)Long positions (won %)3 (33.33%)
Profit trades (% of total)15 (75.00%)Loss trades (% of total)5 (25.00%)
Largestprofit trade58.40loss trade-59.71
Averageprofit trade31.99loss trade-20.59
Maximumconsecutive wins (profit in money)6 (207.39)consecutive losses (loss in money)2 (-18.51)
Maximalconsecutive profit (count of wins)207.39 (6)consecutive loss (count of losses)-59.71 (1)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.02.13 20:00sell10.102.078190.000000.00000
22024.02.13 20:00modify10.102.078192.088192.06819
32024.02.14 05:33sell20.102.073430.000000.00000
42024.02.14 05:33modify20.102.073432.076192.06819
52024.02.14 05:33modify10.102.078192.076192.06819
62024.02.14 06:40sell30.102.072590.000000.00000
72024.02.14 06:40modify30.102.072592.074192.06819
82024.02.14 06:40modify20.102.073432.074192.06819
92024.02.14 06:40modify10.102.078192.074192.06819
102024.02.14 07:30t/p10.102.068192.074192.0681958.401058.40
112024.02.14 07:30t/p20.102.068192.074192.0681930.721089.12
122024.02.14 07:30t/p30.102.068192.074192.0681925.791114.91
132024.02.28 20:00sell40.102.076680.000000.00000
142024.02.28 20:00modify40.102.076682.086682.06668
152024.02.29 22:00sell50.102.072050.000000.00000
162024.02.29 22:00modify50.102.072052.074682.06668
172024.02.29 22:00modify40.102.076682.074682.06668
182024.02.29 22:40s/l40.102.074682.074682.0666811.061125.98
192024.02.29 22:40s/l50.102.074682.074682.06668-15.411110.57
202024.03.19 20:00sell60.102.101090.000000.00000
212024.03.19 20:00modify60.102.101092.111092.09109
222024.03.21 10:50sell70.102.096430.000000.00000
232024.03.21 10:50modify70.102.096432.099092.09109
242024.03.21 10:50modify60.102.101092.099092.09109
252024.03.21 12:40sell80.102.093590.000000.00000
262024.03.21 12:40modify80.102.093592.096592.09109
272024.03.21 12:40modify70.102.096432.096592.09109
282024.03.21 12:40modify60.102.101092.096592.09109
292024.03.21 12:55s/l60.102.096592.096592.0910925.511136.07
302024.03.21 12:55s/l70.102.096592.096592.09109-0.931135.14
312024.03.21 12:55s/l80.102.096592.096592.09109-17.581117.56
322024.05.03 20:00buy90.102.087150.000000.00000
332024.05.03 20:00modify90.102.087152.077152.09715
342024.05.06 04:15buy100.102.092740.000000.00000
352024.05.06 04:15modify100.102.092742.091152.09715
362024.05.06 04:15modify90.102.087152.091152.09715
372024.05.06 04:30s/l90.102.091152.091152.0971523.071140.63
382024.05.06 04:30s/l100.102.091152.091152.09715-9.321131.31
392024.07.16 20:00sell110.102.143660.000000.00000
402024.07.16 20:00modify110.102.143662.153662.13366
412024.07.16 23:30sell120.102.139040.000000.00000
422024.07.16 23:30modify120.102.139042.141662.13366
432024.07.16 23:30modify110.102.143662.141662.13366
442024.07.17 00:20sell130.102.136070.000000.00000
452024.07.17 00:20modify130.102.136072.139162.13366
462024.07.17 00:20modify120.102.139042.139162.13366
472024.07.17 00:20modify110.102.143662.139162.13366
482024.07.17 01:40t/p110.102.133662.139162.1336658.391189.70
492024.07.17 01:40t/p120.102.133662.139162.1336631.321221.02
502024.07.17 01:40t/p130.102.133662.139162.1336614.131235.15
512024.07.25 20:00sell140.102.182120.000000.00000
522024.07.25 20:00modify140.102.182122.192122.17212
532024.07.30 13:50sell150.102.177500.000000.00000
542024.07.30 13:50modify150.102.177502.180122.17212
552024.07.30 13:50modify140.102.182122.180122.17212
562024.07.30 14:40sell160.102.174520.000000.00000
572024.07.30 14:40modify160.102.174522.177622.17212
582024.07.30 14:40modify150.102.177502.177622.17212
592024.07.30 14:40modify140.102.182122.177622.17212
602024.07.30 21:40t/p140.102.172122.177622.1721257.951293.10
612024.07.30 21:40t/p150.102.172122.177622.1721231.531324.63
622024.07.30 21:40t/p160.102.172122.177622.1721214.061338.69
632024.07.31 20:00buy170.102.160000.000000.00000
642024.07.31 20:00modify170.102.160002.150002.17000
652024.08.01 07:40s/l170.102.150002.150002.17000-59.711278.98
662024.10.09 20:00sell180.102.156340.000000.00000
672024.10.09 20:00modify180.102.156342.166342.14634
682024.10.10 02:10sell190.102.150730.000000.00000
692024.10.10 02:10modify190.102.150732.152342.14634
702024.10.10 02:10modify180.102.156342.152342.14634
712024.10.10 02:55sell200.102.148760.000000.00000
722024.10.10 02:55modify200.102.148762.151842.14634
732024.10.10 02:55modify190.102.150732.151842.14634
742024.10.10 02:55modify180.102.156342.151842.14634
752024.10.10 05:15t/p180.102.146342.151842.1463457.961336.95
762024.10.10 05:15t/p190.102.146342.151842.1463425.731362.68
772024.10.10 05:15t/p200.102.146342.151842.1463414.191376.87