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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; 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=25; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=8; 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 profit593.98Gross profit951.74Gross loss-357.75
Profit factor2.66Expected payoff24.75
Absolute drawdown18.48Maximal drawdown288.05 (16.77%)Relative drawdown16.77% (288.05)
Total trades24Short positions (won %)15 (73.33%)Long positions (won %)9 (77.78%)
Profit trades (% of total)18 (75.00%)Loss trades (% of total)6 (25.00%)
Largestprofit trade88.00loss trade-83.44
Averageprofit trade52.87loss trade-59.63
Maximumconsecutive wins (profit in money)11 (592.11)consecutive losses (loss in money)3 (-248.35)
Maximalconsecutive profit (count of wins)592.11 (11)consecutive loss (count of losses)-248.35 (3)
Averageconsecutive wins6consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.12.13 05:00sell10.102.057740.000000.00000
22023.12.13 05:00modify10.102.057742.071742.04274
32023.12.13 13:55sell20.102.050190.000000.00000
42023.12.13 13:55modify20.102.050192.053992.04274
52023.12.13 13:55sell30.102.050190.000000.00000
62023.12.13 13:55modify30.102.050192.052492.04274
72023.12.13 13:55modify10.102.057742.052492.04274
82023.12.13 13:57modify20.102.050192.052492.04274
92023.12.13 14:10sell40.102.048650.000000.00000
102023.12.13 14:10modify40.102.048652.053992.04274
112023.12.13 14:13modify40.102.048652.052492.04274
122023.12.13 19:05t/p10.102.042742.052492.0427487.991087.99
132023.12.13 19:05t/p20.102.042742.052492.0427443.701131.69
142023.12.13 19:05t/p30.102.042742.052492.0427443.701175.39
152023.12.13 19:05t/p40.102.042742.052492.0427434.671210.06
162024.04.19 03:00sell50.102.114440.000000.00000
172024.04.19 03:00modify50.102.114442.128442.09944
182024.04.19 15:10sell60.102.106850.000000.00000
192024.04.19 15:10modify60.102.106852.110692.09944
202024.04.19 15:10sell70.102.106850.000000.00000
212024.04.19 15:10modify70.102.106852.109192.09944
222024.04.19 15:10modify50.102.114442.109192.09944
232024.04.19 15:12modify60.102.106852.109192.09944
242024.04.21 21:07t/p50.102.099442.109192.0994488.001298.06
252024.04.21 21:07t/p60.102.099442.109192.0994443.471341.53
262024.04.21 21:07t/p70.102.099442.109192.0994443.471385.00
272024.05.22 03:00buy80.102.072500.000000.00000
282024.05.22 03:00modify80.102.072502.058502.08750
292024.05.22 06:10buy90.102.080300.000000.00000
302024.05.22 06:10modify90.102.080302.076252.08750
312024.05.22 06:10buy100.102.080300.000000.00000
322024.05.22 06:10modify100.102.080302.077752.08750
332024.05.22 06:10modify80.102.072502.077752.08750
342024.05.22 06:13modify90.102.080302.077752.08750
352024.05.22 12:40buy110.102.081590.000000.00000
362024.05.22 12:40modify110.102.081592.076252.08750
372024.05.22 12:42modify110.102.081592.077752.08750
382024.05.22 17:50t/p80.102.087502.077752.0875087.981472.98
392024.05.22 17:50t/p90.102.087502.077752.0875042.231515.21
402024.05.22 17:50t/p100.102.087502.077752.0875042.231557.44
412024.05.22 17:50t/p110.102.087502.077752.0875034.671592.11
422024.07.10 03:00sell120.102.103340.000000.00000
432024.07.10 03:00modify120.102.103342.117342.08834
442024.07.11 17:45s/l120.102.117342.117342.08834-82.791509.32
452024.07.24 05:00sell130.102.177400.000000.00000
462024.07.24 05:00modify130.102.177402.191402.16240
472024.07.31 06:40sell140.102.169810.000000.00000
482024.07.31 06:40modify140.102.169812.173652.16240
492024.07.31 06:40sell150.102.169810.000000.00000
502024.07.31 06:40modify150.102.169812.172152.16240
512024.07.31 06:40modify130.102.177402.172152.16240
522024.07.31 06:42modify140.102.169812.172152.16240
532024.07.31 06:45sell160.102.168370.000000.00000
542024.07.31 06:45modify160.102.168372.173652.16240
552024.07.31 06:47modify160.102.168372.172152.16240
562024.07.31 13:45t/p130.102.162402.172152.1624086.461595.78
572024.07.31 13:45t/p140.102.162402.172152.1624043.471639.25
582024.07.31 13:45t/p150.102.162402.172152.1624043.471682.72
592024.07.31 13:45t/p160.102.162402.172152.1624035.021717.74
602024.08.05 06:00sell170.102.158850.000000.00000
612024.08.05 06:00modify170.102.158852.172852.14385
622024.08.05 06:02s/l170.102.172852.172852.14385-82.121635.62
632024.08.14 03:00sell180.102.130770.000000.00000
642024.08.14 03:00modify180.102.130772.144772.11577
652024.08.15 17:20s/l180.102.144772.144772.11577-82.791552.84
662024.09.03 05:00sell190.102.119920.000000.00000
672024.09.03 05:00modify190.102.119922.133922.10492
682024.09.09 08:50s/l190.102.133922.133922.10492-83.441469.40
692024.10.03 07:00buy200.102.110720.000000.00000
702024.10.03 07:00modify200.102.110722.096722.12572
712024.10.04 07:35buy210.102.119870.000000.00000
722024.10.04 07:35modify210.102.119872.114472.12572
732024.10.04 07:35modify200.102.110722.114472.12572
742024.10.04 12:45t/p200.102.125722.114472.1257287.611557.00
752024.10.04 12:45t/p210.102.125722.114472.1257234.311591.31
762024.10.16 07:00buy220.102.142580.000000.00000
772024.10.16 07:00modify220.102.142582.128582.15758
782024.10.18 05:32buy230.102.150100.000000.00000
792024.10.18 05:32modify230.102.150102.146332.15758
802024.10.18 05:32buy240.102.150100.000000.00000
812024.10.18 05:32modify240.102.150102.147832.15758
822024.10.18 05:32modify220.102.142582.147832.15758
832024.10.18 05:35modify230.102.150102.147832.15758
842024.10.18 05:50s/l220.102.147832.147832.1575829.291620.60
852024.10.18 05:50s/l230.102.147832.147832.15758-13.311607.29
862024.10.18 05:50s/l240.102.147832.147832.15758-13.311593.98