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=1; 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=60; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 profit894.84Gross profit1170.25Gross loss-275.40
Profit factor4.25Expected payoff21.83
Absolute drawdown32.97Maximal drawdown211.81 (14.25%)Relative drawdown14.25% (211.81)
Total trades41Short positions (won %)30 (80.00%)Long positions (won %)11 (54.55%)
Profit trades (% of total)30 (73.17%)Loss trades (% of total)11 (26.83%)
Largestprofit trade72.81loss trade-33.69
Averageprofit trade39.01loss trade-25.04
Maximumconsecutive wins (profit in money)11 (476.04)consecutive losses (loss in money)4 (-127.46)
Maximalconsecutive profit (count of wins)476.04 (11)consecutive loss (count of losses)-127.46 (4)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.01.17 16:00sell10.102.076660.000000.00000
22024.01.17 16:00modify10.102.076662.082662.06366
32024.01.18 01:40sell20.102.068820.000000.00000
42024.01.18 01:40modify20.102.068822.072762.06366
52024.01.18 01:40modify10.102.076662.072762.06366
62024.01.18 02:35sell30.102.071240.000000.00000
72024.01.18 02:35modify30.102.071242.076012.06366
82024.01.18 02:40s/l10.102.072762.072762.0636620.611020.61
92024.01.18 02:40s/l20.102.072762.072762.06366-22.06998.55
102024.01.18 02:40close30.102.073412.076012.06366-12.15986.40
112024.02.13 16:00sell40.102.078760.000000.00000
122024.02.13 16:00modify40.102.078762.084762.06576
132024.02.14 05:33sell50.102.073430.000000.00000
142024.02.14 05:33modify50.102.073432.078112.06576
152024.02.14 05:33modify40.102.078762.078112.06576
162024.02.14 07:10sell60.102.070860.000000.00000
172024.02.14 07:10modify60.102.070862.074862.06576
182024.02.14 07:10modify50.102.073432.074862.06576
192024.02.14 07:10modify40.102.078762.074862.06576
202024.02.14 07:40t/p40.102.065762.074862.0657672.401058.80
212024.02.14 07:40t/p50.102.065762.074862.0657642.951101.75
222024.02.14 07:40t/p60.102.065762.074862.0657628.561130.31
232024.02.28 04:00sell70.102.073950.000000.00000
242024.02.28 04:00modify70.102.073952.079952.06095
252024.02.28 16:30s/l70.102.079952.079952.06095-33.601096.71
262024.04.22 12:00buy80.102.085140.000000.00000
272024.04.22 12:00modify80.102.085142.079142.09814
282024.04.23 07:20buy90.102.090560.000000.00000
292024.04.23 07:20modify90.102.090562.085792.09814
302024.04.23 07:20modify80.102.085142.085792.09814
312024.04.23 07:50buy100.102.092950.000000.00000
322024.04.23 07:50modify100.102.092952.089042.09814
332024.04.23 07:50modify90.102.090562.089042.09814
342024.04.23 07:50modify80.102.085142.089042.09814
352024.04.23 11:20buy110.102.093630.000000.00000
362024.04.23 11:20modify110.102.093632.089692.09814
372024.04.23 11:20modify100.102.092952.089692.09814
382024.04.23 11:20modify90.102.090562.089692.09814
392024.04.23 11:20modify80.102.085142.089692.09814
402024.04.23 19:30t/p80.102.098142.089692.0981472.761169.47
412024.04.23 19:30t/p90.102.098142.089692.0981442.451211.92
422024.04.23 19:30t/p100.102.098142.089692.0981429.061240.98
432024.04.23 19:30t/p110.102.098142.089692.0981425.261266.24
442024.05.01 00:00sell120.102.124620.000000.00000
452024.05.01 00:00modify120.102.124622.130622.11162
462024.05.01 03:30sell130.102.119390.000000.00000
472024.05.01 03:30modify130.102.119392.123972.11162
482024.05.01 03:30modify120.102.124622.123972.11162
492024.05.01 12:40sell140.102.116010.000000.00000
502024.05.01 12:40modify140.102.116012.120072.11162
512024.05.01 12:40modify130.102.119392.120072.11162
522024.05.01 12:40modify120.102.124622.120072.11162
532024.05.01 13:20sell150.102.116700.000000.00000
542024.05.01 13:20modify150.102.116702.120722.11162
552024.05.01 13:25modify150.102.116702.120072.11162
562024.05.01 20:40t/p120.102.111622.120072.1116272.801339.04
572024.05.01 20:40t/p130.102.111622.120072.1116243.511382.55
582024.05.01 20:40t/p140.102.111622.120072.1116224.581407.13
592024.05.01 20:40t/p150.102.111622.120072.1116228.451435.58
602024.05.03 16:00buy160.102.085100.000000.00000
612024.05.03 16:00modify160.102.085102.079102.09810
622024.05.06 00:50buy170.102.090520.000000.00000
632024.05.06 00:50modify170.102.090522.085752.09810
642024.05.06 00:50modify160.102.085102.085752.09810
652024.05.06 14:40buy180.102.092980.000000.00000
662024.05.06 14:40modify180.102.092982.089002.09810
672024.05.06 14:40modify170.102.090522.089002.09810
682024.05.06 14:40modify160.102.085102.089002.09810
692024.05.06 17:40s/l160.102.089002.089002.0981021.811457.38
702024.05.06 17:40s/l170.102.089002.089002.09810-8.511448.87
712024.05.06 17:40s/l180.102.089002.089002.09810-22.281426.59
722024.06.07 16:00sell190.102.082120.000000.00000
732024.06.07 16:00modify190.102.082122.088122.06912
742024.06.10 20:53sell200.102.076800.000000.00000
752024.06.10 20:53modify200.102.076802.081472.06912
762024.06.10 20:53modify190.102.082122.081472.06912
772024.06.11 03:40s/l190.102.081472.081472.069122.821429.41
782024.06.11 03:40s/l200.102.081472.081472.06912-26.561402.85
792024.07.10 12:00sell210.102.106900.000000.00000
802024.07.10 12:00modify210.102.106902.112902.09390
812024.07.10 18:20s/l210.102.112902.112902.09390-33.611369.24
822024.07.31 16:00buy220.102.159470.000000.00000
832024.07.31 16:00modify220.102.159472.153472.17247
842024.08.01 06:40s/l220.102.153472.153472.17247-33.691335.55
852024.08.01 08:00buy230.102.151000.000000.00000
862024.08.01 08:00modify230.102.151002.145002.16400
872024.08.01 13:33s/l230.102.145002.145002.16400-33.601301.95
882024.08.05 08:00sell240.102.158750.000000.00000
892024.08.05 08:00modify240.102.158752.164752.14575
902024.08.05 08:50sell250.102.153480.000000.00000
912024.08.05 08:50modify250.102.153482.158102.14575
922024.08.05 08:50modify240.102.158752.158102.14575
932024.08.05 10:10sell260.102.150150.000000.00000
942024.08.05 10:10modify260.102.150152.154202.14575
952024.08.05 10:10modify250.102.153482.154202.14575
962024.08.05 10:10modify240.102.158752.154202.14575
972024.08.05 13:40t/p240.102.145752.154202.1457572.811374.76
982024.08.05 13:40t/p250.102.145752.154202.1457543.291418.05
992024.08.05 13:40t/p260.102.145752.154202.1457524.651442.70
1002024.08.14 04:00sell270.102.137870.000000.00000
1012024.08.14 04:00modify270.102.137872.143872.12487
1022024.08.14 06:33sell280.102.129950.000000.00000
1032024.08.14 06:33modify280.102.129952.133972.12487
1042024.08.14 06:33modify270.102.137872.133972.12487
1052024.08.14 07:20s/l270.102.133972.133972.1248721.841464.54
1062024.08.14 07:20s/l280.102.133972.133972.12487-22.521442.02
1072024.08.29 04:00buy290.102.100800.000000.00000
1082024.08.29 04:00modify290.102.100802.094802.11380
1092024.08.30 06:30buy300.102.106240.000000.00000
1102024.08.30 06:30modify300.102.106242.101452.11380
1112024.08.30 06:30modify290.102.100802.101452.11380
1122024.08.30 14:20s/l290.102.101452.101452.113803.611445.63
1132024.08.30 14:20s/l300.102.101452.101452.11380-26.821418.81
1142024.10.09 16:00sell310.102.156490.000000.00000
1152024.10.09 16:00modify310.102.156492.162492.14349
1162024.10.10 01:30sell320.102.151220.000000.00000
1172024.10.10 01:30modify320.102.151222.155842.14349
1182024.10.10 01:30modify310.102.156492.155842.14349
1192024.10.10 12:30sell330.102.147820.000000.00000
1202024.10.10 12:30modify330.102.147822.151942.14349
1212024.10.10 12:30modify320.102.151222.151942.14349
1222024.10.10 12:30modify310.102.156492.151942.14349
1232024.10.10 13:10sell340.102.148540.000000.00000
1242024.10.10 13:10modify340.102.148542.152592.14349
1252024.10.10 13:15modify340.102.148542.151942.14349
1262024.10.10 20:40t/p310.102.143492.151942.1434971.571490.38
1272024.10.10 20:40t/p320.102.143492.151942.1434943.291533.67
1282024.10.10 20:40t/p330.102.143492.151942.1434924.251557.92
1292024.10.10 20:40t/p340.102.143492.151942.1434928.281586.20
1302024.12.11 08:00sell350.102.207410.000000.00000
1312024.12.11 08:00modify350.102.207412.213412.19441
1322024.12.11 16:30sell360.102.202070.000000.00000
1332024.12.11 16:30modify360.102.202072.206762.19441
1342024.12.11 16:30modify350.102.207412.206762.19441
1352024.12.12 02:00sell370.102.198730.000000.00000
1362024.12.12 02:00modify370.102.198732.202862.19441
1372024.12.12 02:00modify360.102.202072.202862.19441
1382024.12.12 02:00modify350.102.207412.202862.19441
1392024.12.12 02:35sell380.102.199470.000000.00000
1402024.12.12 02:35modify380.102.199472.203512.19441
1412024.12.12 02:40modify380.102.199472.202862.19441
1422024.12.12 15:40t/p350.102.194412.202862.1944171.581657.78
1432024.12.12 15:40t/p360.102.194412.202862.1944141.671699.44
1442024.12.12 15:40t/p370.102.194412.202862.1944124.201723.64
1452024.12.12 15:40t/p380.102.194412.202862.1944128.341751.98
1462024.12.19 00:00sell390.102.237160.000000.00000
1472024.12.19 00:00modify390.102.237162.243162.22416
1482024.12.19 11:50sell400.102.231760.000000.00000
1492024.12.19 11:50modify400.102.231762.236512.22416
1502024.12.19 11:50modify390.102.237162.236512.22416
1512024.12.19 12:20sell410.102.229070.000000.00000
1522024.12.19 12:20modify410.102.229072.233262.22416
1532024.12.19 12:20modify400.102.231762.233262.22416
1542024.12.19 12:20modify390.102.237162.233262.22416
1552024.12.19 14:40t/p390.102.224162.233262.2241672.801824.78
1562024.12.19 14:40t/p400.102.224162.233262.2241642.561867.34
1572024.12.19 14:40t/p410.102.224162.233262.2241627.501894.84