Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPNZD (Great Britan Pound vs New Zealand)
Period4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 20:00 (2024.01.01 - 2025.01.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; 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=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=50; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 test2613Ticks modelled79652Modelling qualityn/a
Mismatched charts errors2
Initial deposit1000.00Spread60
Total net profit1006.86Gross profit1132.50Gross loss-125.64
Profit factor9.01Expected payoff35.96
Absolute drawdown94.18Maximal drawdown151.65 (14.03%)Relative drawdown14.03% (151.65)
Total trades28Short positions (won %)16 (81.25%)Long positions (won %)12 (100.00%)
Profit trades (% of total)25 (89.29%)Loss trades (% of total)3 (10.71%)
Largestprofit trade84.07loss trade-80.92
Averageprofit trade45.30loss trade-41.88
Maximumconsecutive wins (profit in money)13 (574.62)consecutive losses (loss in money)2 (-44.72)
Maximalconsecutive profit (count of wins)574.62 (13)consecutive loss (count of losses)-80.92 (1)
Averageconsecutive wins13consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.02.28 04:00sell10.102.073950.000000.00000
22024.02.28 04:00modify10.102.073952.087952.05895
32024.03.05 08:40s/l10.102.087952.087952.05895-80.92919.08
42024.04.22 12:00buy20.102.085140.000000.00000
52024.04.22 12:00modify20.102.085142.071142.10014
62024.04.23 09:45buy30.102.092740.000000.00000
72024.04.23 09:45modify30.102.092742.088892.10014
82024.04.23 09:45buy40.102.092740.000000.00000
92024.04.23 09:45modify40.102.092742.088892.10014
102024.04.23 09:45modify20.102.085142.088892.10014
112024.04.23 14:50buy50.102.096540.000000.00000
122024.04.23 14:50modify50.102.096542.091142.10014
132024.04.23 14:50modify40.102.092742.091142.10014
142024.04.23 14:50modify30.102.092742.091142.10014
152024.04.23 14:50modify20.102.085142.091142.10014
162024.04.24 19:05t/p20.102.100142.091142.1001483.971003.05
172024.04.24 19:05t/p30.102.100142.091142.1001441.431044.48
182024.04.24 19:05t/p40.102.100142.091142.1001441.431085.90
192024.04.24 19:05t/p50.102.100142.091142.1001420.141106.04
202024.05.01 00:00sell60.102.124620.000000.00000
212024.05.01 00:00modify60.102.124622.138622.10962
222024.05.01 11:40sell70.102.117060.000000.00000
232024.05.01 11:40modify70.102.117062.120872.10962
242024.05.01 11:40sell80.102.117060.000000.00000
252024.05.01 11:40modify80.102.117062.120872.10962
262024.05.01 11:40modify60.102.124622.120872.10962
272024.05.01 20:20sell90.102.113130.000000.00000
282024.05.01 20:20modify90.102.113132.118622.10962
292024.05.01 20:20modify80.102.117062.118622.10962
302024.05.01 20:20modify70.102.117062.118622.10962
312024.05.01 20:20modify60.102.124622.118622.10962
322024.05.02 07:40t/p60.102.109622.118622.1096282.841188.88
332024.05.02 07:40t/p70.102.109622.118622.1096240.471229.35
342024.05.02 07:40t/p80.102.109622.118622.1096240.471269.82
352024.05.02 07:40t/p90.102.109622.118622.1096218.451288.27
362024.08.07 00:00buy100.102.123780.000000.00000
372024.08.07 00:00modify100.102.123782.109782.13878
382024.08.14 02:53buy110.102.131450.000000.00000
392024.08.14 02:53modify110.102.131452.127532.13878
402024.08.14 02:53buy120.102.131450.000000.00000
412024.08.14 02:53modify120.102.131452.127532.13878
422024.08.14 02:53modify100.102.123782.127532.13878
432024.08.14 03:06buy130.102.135120.000000.00000
442024.08.14 03:06modify130.102.135122.129782.13878
452024.08.14 03:06modify120.102.131452.129782.13878
462024.08.14 03:06modify110.102.131452.129782.13878
472024.08.14 03:06modify100.102.123782.129782.13878
482024.08.14 03:33t/p100.102.138782.129782.1387883.821372.08
492024.08.14 03:33t/p110.102.138782.129782.1387841.071413.15
502024.08.14 03:33t/p120.102.138782.129782.1387841.071454.22
512024.08.14 03:33t/p130.102.138782.129782.1387820.511474.73
522024.08.14 04:00sell140.102.137870.000000.00000
532024.08.14 04:00modify140.102.137872.151872.12287
542024.08.19 04:20sell150.102.130130.000000.00000
552024.08.19 04:20modify150.102.130132.134122.12287
562024.08.19 04:20sell160.102.130130.000000.00000
572024.08.19 04:20modify160.102.130132.134122.12287
582024.08.19 04:20modify140.102.137872.134122.12287
592024.08.19 06:40s/l140.102.134122.134122.1228718.971493.70
602024.08.19 06:40s/l150.102.134122.134122.12287-22.361471.34
612024.08.19 06:40s/l160.102.134122.134122.12287-22.361448.98
622024.08.29 04:00buy170.102.100800.000000.00000
632024.08.29 04:00modify170.102.100802.086802.11580
642024.09.02 06:40buy180.102.108550.000000.00000
652024.09.02 06:40modify180.102.108552.104552.11580
662024.09.02 06:40buy190.102.108550.000000.00000
672024.09.02 06:40modify190.102.108552.104552.11580
682024.09.02 06:40modify170.102.100802.104552.11580
692024.09.03 00:50buy200.102.112100.000000.00000
702024.09.03 00:50modify200.102.112102.106802.11580
712024.09.03 00:50modify190.102.108552.106802.11580
722024.09.03 00:50modify180.102.108552.106802.11580
732024.09.03 00:50modify170.102.100802.106802.11580
742024.09.03 03:30t/p170.102.115802.106802.1158083.951532.93
752024.09.03 03:30t/p180.102.115802.106802.1158040.591573.52
762024.09.03 03:30t/p190.102.115802.106802.1158040.591614.10
772024.09.03 03:30t/p200.102.115802.106802.1158020.731634.83
782024.12.11 08:00sell210.102.207410.000000.00000
792024.12.11 08:00modify210.102.207412.221412.19241
802024.12.12 00:40sell220.102.199900.000000.00000
812024.12.12 00:40modify220.102.199902.203662.19241
822024.12.12 00:40sell230.102.199900.000000.00000
832024.12.12 00:40modify230.102.199902.203662.19241
842024.12.12 00:40modify210.102.207412.203662.19241
852024.12.12 09:40sell240.102.196040.000000.00000
862024.12.12 09:40modify240.102.196042.201412.19241
872024.12.12 09:40modify230.102.199902.201412.19241
882024.12.12 09:40modify220.102.199902.201412.19241
892024.12.12 09:40modify210.102.207412.201412.19241
902024.12.13 07:20t/p210.102.192412.201412.1924182.431717.26
912024.12.13 07:20t/p220.102.192412.201412.1924141.571758.83
922024.12.13 07:20t/p230.102.192412.201412.1924141.571800.40
932024.12.13 07:20t/p240.102.192412.201412.1924119.941820.34
942024.12.19 00:00sell250.102.237160.000000.00000
952024.12.19 00:00modify250.102.237162.251162.22216
962024.12.19 13:20sell260.102.229490.000000.00000
972024.12.19 13:20modify260.102.229492.233412.22216
982024.12.19 13:20sell270.102.229490.000000.00000
992024.12.19 13:20modify270.102.229492.233412.22216
1002024.12.19 13:20modify250.102.237162.233412.22216
1012024.12.19 14:20sell280.102.225780.000000.00000
1022024.12.19 14:20modify280.102.225782.231162.22216
1032024.12.19 14:20modify270.102.229492.231162.22216
1042024.12.19 14:20modify260.102.229492.231162.22216
1052024.12.19 14:20modify250.102.237162.231162.22216
1062024.12.19 15:30t/p250.102.222162.231162.2221684.071904.41
1072024.12.19 15:30t/p260.102.222162.231162.2221641.081945.49
1082024.12.19 15:30t/p270.102.222162.231162.2221641.081986.57
1092024.12.19 15:30t/p280.102.222162.231162.2221620.292006.86