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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test1912Ticks modelled28725606Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread60
Total net profit-20.66Gross profit121.83Gross loss-142.49
Profit factor0.86Expected payoff-0.86
Absolute drawdown45.48Maximal drawdown90.31 (8.64%)Relative drawdown8.64% (90.31)
Total trades24Short positions (won %)17 (52.94%)Long positions (won %)7 (42.86%)
Profit trades (% of total)12 (50.00%)Loss trades (% of total)12 (50.00%)
Largestprofit trade22.42loss trade-44.92
Averageprofit trade10.15loss trade-11.87
Maximumconsecutive wins (profit in money)2 (27.97)consecutive losses (loss in money)2 (-54.90)
Maximalconsecutive profit (count of wins)27.97 (2)consecutive loss (count of losses)-54.90 (2)
Averageconsecutive wins1consecutive 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 22:07sell20.102.050870.000000.00000
42024.01.15 22:07modify20.102.050872.052512.04401
52024.01.15 22:07modify10.102.054012.052512.04401
62024.01.15 22:25s/l10.102.052512.052512.044018.401008.40
72024.01.15 22:25s/l20.102.052512.052512.04401-9.19999.21
82024.02.13 20:00sell30.102.078190.000000.00000
92024.02.13 20:00modify30.102.078192.086192.06819
102024.02.13 22:25sell40.102.075000.000000.00000
112024.02.13 22:25modify40.102.075002.076692.06819
122024.02.13 22:25modify30.102.078192.076692.06819
132024.02.13 22:25s/l30.102.076692.076692.068198.401007.61
142024.02.13 22:25s/l40.102.076692.076692.06819-9.47998.14
152024.02.28 20:00sell50.102.076680.000000.00000
162024.02.28 20:00modify50.102.076682.084682.06668
172024.02.29 04:25sell60.102.073670.000000.00000
182024.02.29 04:25modify60.102.073672.075182.06668
192024.02.29 04:25modify50.102.076682.075182.06668
202024.02.29 04:28s/l50.102.075182.075182.066687.181005.32
212024.02.29 04:28s/l60.102.075182.075182.06668-8.46996.86
222024.03.19 20:00sell70.102.101090.000000.00000
232024.03.19 20:00modify70.102.101092.109092.09109
242024.03.21 03:31sell80.102.098090.000000.00000
252024.03.21 03:31modify80.102.098092.099592.09109
262024.03.21 03:31modify70.102.101092.099592.09109
272024.03.21 03:42s/l70.102.099592.099592.091096.771003.63
282024.03.21 03:42s/l80.102.099592.099592.09109-8.40995.23
292024.04.04 16:00buy90.102.097560.000000.00000
302024.04.04 16:00modify90.102.097562.089562.10756
312024.04.05 02:30buy100.102.100570.000000.00000
322024.04.05 02:30modify100.102.100572.099062.10756
332024.04.05 02:30modify90.102.097562.099062.10756
342024.04.05 06:30s/l90.102.099062.099062.107568.371003.59
352024.04.05 06:30s/l100.102.099062.099062.10756-8.46995.13
362024.05.03 20:00buy110.102.087150.000000.00000
372024.05.03 20:00modify110.102.087152.079152.09715
382024.05.06 00:22buy120.102.090200.000000.00000
392024.05.06 00:22modify120.102.090202.088652.09715
402024.05.06 00:22modify110.102.087152.088652.09715
412024.05.06 01:03s/l110.102.088652.088652.097158.371003.50
422024.05.06 01:03s/l120.102.088652.088652.09715-8.69994.81
432024.07.16 20:00sell130.102.143660.000000.00000
442024.07.16 20:00modify130.102.143662.151662.13366
452024.07.16 22:46sell140.102.140650.000000.00000
462024.07.16 22:46modify140.102.140652.142162.13366
472024.07.16 22:46modify130.102.143662.142162.13366
482024.07.16 22:46sell150.102.138050.000000.00000
492024.07.16 22:46modify150.102.138052.139662.13366
502024.07.16 22:46modify140.102.140652.139662.13366
512024.07.16 22:46modify130.102.143662.139662.13366
522024.07.16 22:46s/l130.102.139662.139662.1336622.421017.23
532024.07.16 22:46s/l140.102.139662.139662.133665.551022.78
542024.07.16 22:46s/l150.102.139662.139662.13366-9.021013.76
552024.07.25 16:00sell160.102.182790.000000.00000
562024.07.25 16:00modify160.102.182792.190792.17279
572024.07.25 21:06sell170.102.179510.000000.00000
582024.07.25 21:06modify170.102.179512.181292.17279
592024.07.25 21:06modify160.102.182792.181292.17279
602024.07.25 21:07s/l160.102.181292.181292.172798.401022.16
612024.07.25 21:07s/l170.102.181292.181292.17279-9.981012.18
622024.07.31 20:00buy180.102.160000.000000.00000
632024.07.31 20:00modify180.102.160002.152002.17000
642024.08.01 07:01s/l180.102.152002.152002.17000-44.92967.26
652024.08.07 16:00buy190.102.115430.000000.00000
662024.08.07 16:00modify190.102.115432.107432.12543
672024.08.07 22:03buy200.102.118430.000000.00000
682024.08.07 22:03modify200.102.118432.116932.12543
692024.08.07 22:03modify190.102.115432.116932.12543
702024.08.07 22:04s/l190.102.116932.116932.125438.40975.66
712024.08.07 22:04s/l200.102.116932.116932.12543-8.41967.25
722024.10.09 20:00sell210.102.156340.000000.00000
732024.10.09 20:00modify210.102.156342.164342.14634
742024.10.10 00:29sell220.102.153340.000000.00000
752024.10.10 00:29modify220.102.153342.154842.14634
762024.10.10 00:29modify210.102.156342.154842.14634
772024.10.10 00:34s/l210.102.154842.154842.146347.17974.42
782024.10.10 00:34s/l220.102.154842.154842.14634-8.41966.01
792024.12.06 16:00sell230.102.184410.000000.00000
802024.12.06 16:00modify230.102.184412.192412.17441
812024.12.08 22:06sell240.102.178790.000000.00000
822024.12.08 22:06modify240.102.178792.180412.17441
832024.12.08 22:06modify230.102.184412.180412.17441
842024.12.08 22:09s/l230.102.180412.180412.1744122.41988.42
852024.12.08 22:09s/l240.102.180412.180412.17441-9.08979.34