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=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=80; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; 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=15; 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 test2613Ticks modelled79652Modelling qualityn/a
Mismatched charts errors1
Initial deposit1000.00Spread60
Total net profit446.70Gross profit557.52Gross loss-110.82
Profit factor5.03Expected payoff15.40
Absolute drawdown14.40Maximal drawdown75.14 (6.01%)Relative drawdown6.01% (75.14)
Total trades29Short positions (won %)22 (81.82%)Long positions (won %)7 (42.86%)
Profit trades (% of total)21 (72.41%)Loss trades (% of total)8 (27.59%)
Largestprofit trade55.64loss trade-44.92
Averageprofit trade26.55loss trade-13.85
Maximumconsecutive wins (profit in money)8 (262.73)consecutive losses (loss in money)2 (-54.56)
Maximalconsecutive profit (count of wins)262.73 (8)consecutive loss (count of losses)-54.56 (2)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.01.15 16:00sell10.102.054010.000000.00000
22024.01.15 16:00modify10.102.054012.062012.04401
32024.01.15 22:05sell20.102.048260.000000.00000
42024.01.15 22:05modify20.102.048262.050012.04401
52024.01.15 22:05modify10.102.054012.050012.04401
62024.01.15 22:20s/l10.102.050012.050012.0440122.421022.42
72024.01.15 22:20s/l20.102.050012.050012.04401-9.811012.61
82024.02.13 20:00sell30.102.078190.000000.00000
92024.02.13 20:00modify30.102.078192.086192.06819
102024.02.14 03:50sell40.102.075000.000000.00000
112024.02.14 03:50modify40.102.075002.076692.06819
122024.02.14 03:50modify30.102.078192.076692.06819
132024.02.14 06:40sell50.102.072590.000000.00000
142024.02.14 06:40modify50.102.072592.074192.06819
152024.02.14 06:40modify40.102.075002.074192.06819
162024.02.14 06:40modify30.102.078192.074192.06819
172024.02.14 07:30t/p30.102.068192.074192.0681955.631068.24
182024.02.14 07:30t/p40.102.068192.074192.0681938.171106.41
192024.02.14 07:30t/p50.102.068192.074192.0681924.661131.07
202024.02.28 20:00sell60.102.076680.000000.00000
212024.02.28 20:00modify60.102.076682.084682.06668
222024.02.29 04:15sell70.102.073610.000000.00000
232024.02.29 04:15modify70.102.073612.075182.06668
242024.02.29 04:15modify60.102.076682.075182.06668
252024.02.29 04:30s/l60.102.075182.075182.066687.171138.24
262024.02.29 04:30s/l70.102.075182.075182.06668-8.801129.44
272024.03.19 20:00sell80.102.101090.000000.00000
282024.03.19 20:00modify80.102.101092.109092.09109
292024.03.21 06:05sell90.102.097960.000000.00000
302024.03.21 06:05modify90.102.097962.099592.09109
312024.03.21 06:05modify80.102.101092.099592.09109
322024.03.21 06:40s/l80.102.099592.099592.091096.771136.21
332024.03.21 06:40s/l90.102.099592.099592.09109-9.131127.08
342024.04.04 16:00buy100.102.097560.000000.00000
352024.04.04 16:00modify100.102.097562.089562.10756
362024.04.05 04:20buy110.102.100850.000000.00000
372024.04.05 04:20modify110.102.100852.099062.10756
382024.04.05 04:20modify100.102.097562.099062.10756
392024.04.05 06:40s/l100.102.099062.099062.107568.371135.44
402024.04.05 06:40s/l110.102.099062.099062.10756-10.031125.41
412024.05.03 20:00buy120.102.087150.000000.00000
422024.05.03 20:00modify120.102.087152.079152.09715
432024.05.06 00:55buy130.102.090390.000000.00000
442024.05.06 00:55modify130.102.090392.088652.09715
452024.05.06 00:55modify120.102.087152.088652.09715
462024.05.06 01:40s/l120.102.088652.088652.097158.371133.78
472024.05.06 01:40s/l130.102.088652.088652.09715-9.751124.03
482024.07.16 20:00sell140.102.143660.000000.00000
492024.07.16 20:00modify140.102.143662.151662.13366
502024.07.16 23:20sell150.102.140460.000000.00000
512024.07.16 23:20modify150.102.140462.142162.13366
522024.07.16 23:20modify140.102.143662.142162.13366
532024.07.17 00:20sell160.102.136070.000000.00000
542024.07.17 00:20modify160.102.136072.139162.13366
552024.07.17 00:20modify150.102.140462.139162.13366
562024.07.17 00:20modify140.102.143662.139162.13366
572024.07.17 01:40t/p140.102.133662.139162.1336655.641179.67
582024.07.17 01:40t/p150.102.133662.139162.1336637.701217.37
592024.07.17 01:40t/p160.102.133662.139162.1336613.511230.88
602024.07.25 16:00sell170.102.182790.000000.00000
612024.07.25 16:00modify170.102.182792.190792.17279
622024.07.26 07:50sell180.102.179570.000000.00000
632024.07.26 07:50modify180.102.179572.181292.17279
642024.07.26 07:50modify170.102.182792.181292.17279
652024.07.26 08:05s/l170.102.181292.181292.172797.991238.87
662024.07.26 08:05s/l180.102.181292.181292.17279-9.641229.23
672024.07.31 20:00buy190.102.160000.000000.00000
682024.07.31 20:00modify190.102.160002.152002.17000
692024.08.01 07:10s/l190.102.152002.152002.17000-44.921184.31
702024.08.07 16:00buy200.102.115430.000000.00000
712024.08.07 16:00modify200.102.115432.107432.12543
722024.08.07 22:15buy210.102.118490.000000.00000
732024.08.07 22:15modify210.102.118492.116932.12543
742024.08.07 22:15modify200.102.115432.116932.12543
752024.08.07 22:30s/l200.102.116932.116932.125438.401192.71
762024.08.07 22:30s/l210.102.116932.116932.12543-8.741183.97
772024.10.09 20:00sell220.102.156340.000000.00000
782024.10.09 20:00modify220.102.156342.164342.14634
792024.10.10 00:40sell230.102.153050.000000.00000
802024.10.10 00:40modify230.102.153052.154842.14634
812024.10.10 00:40modify220.102.156342.154842.14634
822024.10.10 02:10sell240.102.150730.000000.00000
832024.10.10 02:10modify240.102.150732.152342.14634
842024.10.10 02:10modify230.102.153052.152342.14634
852024.10.10 02:10modify220.102.156342.152342.14634
862024.10.10 02:55sell250.102.148760.000000.00000
872024.10.10 02:55modify250.102.148762.151842.14634
882024.10.10 02:55modify240.102.150732.151842.14634
892024.10.10 02:55modify230.102.153052.151842.14634
902024.10.10 02:55modify220.102.156342.151842.14634
912024.10.10 05:15t/p220.102.146342.151842.1463454.811238.78
922024.10.10 05:15t/p230.102.146342.151842.1463437.611276.39
932024.10.10 05:15t/p240.102.146342.151842.1463424.611301.00
942024.10.10 05:15t/p250.102.146342.151842.1463413.571314.57
952024.12.06 16:00sell260.102.184410.000000.00000
962024.12.06 16:00modify260.102.184412.192412.17441
972024.12.09 08:30sell270.102.181370.000000.00000
982024.12.09 08:30modify270.102.181372.182912.17441
992024.12.09 08:30modify260.102.184412.182912.17441
1002024.12.09 09:10sell280.102.178850.000000.00000
1012024.12.09 09:10modify280.102.178852.180412.17441
1022024.12.09 09:10modify270.102.181372.180412.17441
1032024.12.09 09:10modify260.102.184412.180412.17441
1042024.12.09 12:55sell290.102.176660.000000.00000
1052024.12.09 12:55modify290.102.176662.179912.17441
1062024.12.09 12:55modify280.102.178852.179912.17441
1072024.12.09 12:55modify270.102.181372.179912.17441
1082024.12.09 12:55modify260.102.184412.179912.17441
1092024.12.09 13:40t/p260.102.174412.179912.1744155.631370.20
1102024.12.09 13:40t/p270.102.174412.179912.1744139.011409.21
1112024.12.09 13:40t/p280.102.174412.179912.1744124.881434.09
1122024.12.09 13:40t/p290.102.174412.179912.1744112.611446.70