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=1; 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=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=0; 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 modelled79644Modelling qualityn/a
Mismatched charts errors2
Initial deposit1000.00Spread60
Total net profit675.82Gross profit1027.01Gross loss-351.19
Profit factor2.92Expected payoff16.48
Absolute drawdown71.00Maximal drawdown187.65 (11.28%)Relative drawdown11.61% (135.72)
Total trades41Short positions (won %)19 (78.95%)Long positions (won %)22 (59.09%)
Profit trades (% of total)28 (68.29%)Loss trades (% of total)13 (31.71%)
Largestprofit trade87.95loss trade-76.57
Averageprofit trade36.68loss trade-27.01
Maximumconsecutive wins (profit in money)9 (402.25)consecutive losses (loss in money)2 (-99.18)
Maximalconsecutive profit (count of wins)402.25 (9)consecutive loss (count of losses)-99.18 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.02 12:00buy10.102.068450.000000.00000
22023.11.02 12:00modify10.102.068452.055452.08345
32023.11.06 11:35buy20.102.077530.000000.00000
42023.11.06 11:35modify20.102.077532.072202.08345
52023.11.06 11:35modify10.102.068452.072202.08345
62023.11.06 15:40s/l10.102.072202.072202.0834521.231021.23
72023.11.06 15:40s/l20.102.072202.072202.08345-31.25989.98
82023.11.15 08:00buy30.102.067160.000000.00000
92023.11.15 08:00modify30.102.067162.054162.08216
102023.11.16 01:30buy40.102.072610.000000.00000
112023.11.16 01:30modify40.102.072612.068662.08216
122023.11.16 01:30modify30.102.067162.068662.08216
132023.11.16 02:40buy50.102.076270.000000.00000
142023.11.16 02:40modify50.102.076272.070912.08216
152023.11.16 02:40modify40.102.072612.070912.08216
162023.11.16 02:40modify30.102.067162.070912.08216
172023.11.16 03:40s/l30.102.070912.070912.0821620.861010.84
182023.11.16 03:40s/l40.102.070912.070912.08216-9.971000.87
192023.11.16 03:40s/l50.102.070912.070912.08216-31.42969.45
202023.11.29 04:00buy60.102.053550.000000.00000
212023.11.29 04:00modify60.102.053552.040552.06855
222023.11.29 08:45buy70.102.058980.000000.00000
232023.11.29 08:45modify70.102.058982.055052.06855
242023.11.29 08:45modify60.102.053552.055052.06855
252023.11.29 09:50buy80.102.062700.000000.00000
262023.11.29 09:50modify80.102.062702.057302.06855
272023.11.29 09:50modify70.102.058982.057302.06855
282023.11.29 09:50modify60.102.053552.057302.06855
292023.11.29 15:40buy90.102.064860.000000.00000
302023.11.29 15:40modify90.102.064862.060302.06855
312023.11.29 15:40modify80.102.062702.060302.06855
322023.11.29 15:40modify70.102.058982.060302.06855
332023.11.29 15:40modify60.102.053552.060302.06855
342023.11.29 22:00s/l60.102.060302.060302.0685539.571009.02
352023.11.29 22:00s/l70.102.060302.060302.068557.741016.76
362023.11.29 22:00s/l80.102.060302.060302.06855-14.071002.69
372023.11.29 22:00s/l90.102.060302.060302.06855-26.73975.96
382023.12.14 04:00buy100.102.027290.000000.00000
392023.12.14 04:00modify100.102.027292.014292.04229
402023.12.14 09:35buy110.102.038830.000000.00000
412023.12.14 09:35modify110.102.038832.034042.04229
422023.12.14 09:35modify100.102.027292.034042.04229
432023.12.14 12:20t/p100.102.042292.034042.0422987.921063.88
442023.12.14 12:20t/p110.102.042292.034042.0422920.281084.16
452023.12.20 08:00buy120.102.016120.000000.00000
462023.12.20 08:00modify120.102.016122.003122.03112
472023.12.20 21:20buy130.102.021490.000000.00000
482023.12.20 21:20modify130.102.021492.017622.03112
492023.12.20 21:20modify120.102.016122.017622.03112
502023.12.21 13:40s/l120.102.017622.017622.031127.671091.83
512023.12.21 13:40s/l130.102.017622.017622.03112-23.811068.01
522024.01.17 16:00sell140.102.076660.000000.00000
532024.01.17 16:00modify140.102.076662.089662.06166
542024.01.18 02:35sell150.102.071240.000000.00000
552024.01.18 02:35modify150.102.071242.075162.06166
562024.01.18 02:35modify140.102.076662.075162.06166
572024.01.18 07:06s/l140.102.075162.075162.061668.141076.16
582024.01.18 07:06s/l150.102.075162.075162.06166-22.981053.18
592024.02.13 16:00sell160.102.078760.000000.00000
602024.02.13 16:00modify160.102.078762.091762.06376
612024.02.14 05:33sell170.102.073430.000000.00000
622024.02.14 05:33modify170.102.073432.077262.06376
632024.02.14 05:33modify160.102.078762.077262.06376
642024.02.14 07:20sell180.102.069540.000000.00000
652024.02.14 07:20modify180.102.069542.075012.06376
662024.02.14 07:20modify170.102.073432.075012.06376
672024.02.14 07:20modify160.102.078762.075012.06376
682024.02.14 09:40t/p160.102.063762.075012.0637687.731140.91
692024.02.14 09:40t/p170.102.063762.075012.0637656.701197.61
702024.02.14 09:40t/p180.102.063762.075012.0637633.891231.50
712024.02.28 04:00sell190.102.073950.000000.00000
722024.02.28 04:00modify190.102.073952.086952.05895
732024.03.03 22:05sell200.102.068500.000000.00000
742024.03.03 22:05modify200.102.068502.072452.05895
752024.03.03 22:05modify190.102.073952.072452.05895
762024.03.03 23:20s/l190.102.072452.072452.058957.931239.43
772024.03.03 23:20s/l200.102.072452.072452.05895-23.161216.27
782024.04.22 12:00buy210.102.085140.000000.00000
792024.04.22 12:00modify210.102.085142.072142.10014
802024.04.23 07:20buy220.102.090560.000000.00000
812024.04.23 07:20modify220.102.090562.086642.10014
822024.04.23 07:20modify210.102.085142.086642.10014
832024.04.23 08:30buy230.102.094410.000000.00000
842024.04.23 08:30modify230.102.094412.088892.10014
852024.04.23 08:30modify220.102.090562.088892.10014
862024.04.23 08:30modify210.102.085142.088892.10014
872024.04.23 14:50buy240.102.096540.000000.00000
882024.04.23 14:50modify240.102.096542.091892.10014
892024.04.23 14:50modify230.102.094412.091892.10014
902024.04.23 14:50modify220.102.090562.091892.10014
912024.04.23 14:50modify210.102.085142.091892.10014
922024.04.24 19:05t/p210.102.100142.091892.1001487.171303.44
932024.04.24 19:05t/p220.102.100142.091892.1001455.781359.21
942024.04.24 19:05t/p230.102.100142.091892.1001433.221392.43
952024.04.24 19:05t/p240.102.100142.091892.1001420.731413.16
962024.05.01 00:00sell250.102.124620.000000.00000
972024.05.01 00:00modify250.102.124622.137622.10962
982024.05.01 03:59sell260.102.119230.000000.00000
992024.05.01 03:59modify260.102.119232.123122.10962
1002024.05.01 03:59modify250.102.124622.123122.10962
1012024.05.01 14:25sell270.102.115600.000000.00000
1022024.05.01 14:25modify270.102.115602.120872.10962
1032024.05.01 14:25modify260.102.119232.120872.10962
1042024.05.01 14:25modify250.102.124622.120872.10962
1052024.05.01 20:20sell280.102.113130.000000.00000
1062024.05.01 20:20modify280.102.113132.117872.10962
1072024.05.01 20:20modify270.102.115602.117872.10962
1082024.05.01 20:20modify260.102.119232.117872.10962
1092024.05.01 20:20modify250.102.124622.117872.10962
1102024.05.02 07:40t/p250.102.109622.117872.1096287.291500.45
1112024.05.02 07:40t/p260.102.109622.117872.1096255.691556.14
1122024.05.02 07:40t/p270.102.109622.117872.1096234.401590.55
1132024.05.02 07:40t/p280.102.109622.117872.1096219.921610.47
1142024.05.03 16:00buy290.102.085100.000000.00000
1152024.05.03 16:00modify290.102.085102.072102.10010
1162024.05.06 00:50buy300.102.090520.000000.00000
1172024.05.06 00:50modify300.102.090522.086602.10010
1182024.05.06 00:50modify290.102.085102.086602.10010
1192024.05.07 00:40s/l290.102.086602.086602.100108.041618.51
1202024.05.07 00:40s/l300.102.086602.086602.10010-23.351595.16
1212024.06.07 16:00sell310.102.082120.000000.00000
1222024.06.07 16:00modify310.102.082122.095122.06712
1232024.06.10 20:53sell320.102.076800.000000.00000
1242024.06.10 20:53modify320.102.076802.080622.06712
1252024.06.10 20:53modify310.102.082122.080622.06712
1262024.06.11 02:40s/l310.102.080622.080622.067128.361603.52
1272024.06.11 02:40s/l320.102.080622.080622.06712-22.611580.91
1282024.08.01 12:00buy330.102.152410.000000.00000
1292024.08.01 12:00modify330.102.152412.139412.16741
1302024.08.02 01:40s/l330.102.139412.139412.16741-76.571504.34
1312024.08.05 08:00sell340.102.158750.000000.00000
1322024.08.05 08:00modify340.102.158752.171752.14375
1332024.08.05 08:50sell350.102.153480.000000.00000
1342024.08.05 08:50modify350.102.153482.157252.14375
1352024.08.05 08:50modify340.102.158752.157252.14375
1362024.08.05 11:05sell360.102.147330.000000.00000
1372024.08.05 11:05modify360.102.147332.152002.14375
1382024.08.05 11:05modify350.102.153482.152002.14375
1392024.08.05 11:05modify340.102.158752.152002.14375
1402024.08.05 11:35sell370.102.149470.000000.00000
1412024.08.05 11:35modify370.102.149472.155002.14375
1422024.08.05 11:40modify370.102.149472.152002.14375
1432024.08.05 13:40t/p340.102.143752.152002.1437587.951592.29
1442024.08.05 13:40t/p350.102.143752.152002.1437557.051649.34
1452024.08.05 13:40t/p360.102.143752.152002.1437520.991670.33
1462024.08.05 13:40t/p370.102.143752.152002.1437533.541703.87
1472024.08.14 04:00sell380.102.137870.000000.00000
1482024.08.14 04:00modify380.102.137872.150872.12287
1492024.08.14 14:55sell390.102.132590.000000.00000
1502024.08.14 14:55modify390.102.132592.136372.12287
1512024.08.14 14:55modify380.102.137872.136372.12287
1522024.08.14 16:40s/l380.102.136372.136372.122878.801712.67
1532024.08.14 16:40s/l390.102.136372.136372.12287-22.161690.51
1542024.08.29 04:00buy400.102.100800.000000.00000
1552024.08.29 04:00modify400.102.100802.087802.11580
1562024.08.30 06:30buy410.102.106240.000000.00000
1572024.08.30 06:30modify410.102.106242.102302.11580
1582024.08.30 06:30modify400.102.100802.102302.11580
1592024.08.30 13:40s/l400.102.102302.102302.115808.421698.92
1602024.08.30 13:40s/l410.102.102302.102302.11580-23.101675.82