Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolGBPNZD (Great Britan Pound vs New Zealand)
Period1 Hour (H1) 2024.01.01 22:00 - 2024.12.31 21:00 (2024.01.01 - 2025.01.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=7; 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=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=22; 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 test7219Ticks modelled157994Modelling qualityn/a
Mismatched charts errors1
Initial deposit1000.00Spread60
Total net profit810.66Gross profit1055.50Gross loss-244.83
Profit factor4.31Expected payoff20.27
Absolute drawdown83.31Maximal drawdown143.20 (12.89%)Relative drawdown13.14% (138.69)
Total trades40Short positions (won %)15 (66.67%)Long positions (won %)25 (52.00%)
Profit trades (% of total)23 (57.50%)Loss trades (% of total)17 (42.50%)
Largestprofit trade83.99loss trade-50.44
Averageprofit trade45.89loss trade-14.40
Maximumconsecutive wins (profit in money)7 (373.89)consecutive losses (loss in money)3 (-69.68)
Maximalconsecutive profit (count of wins)373.89 (7)consecutive loss (count of losses)-69.68 (3)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.01.23 22:00buy10.102.077310.000000.00000
22024.01.23 22:00modify10.102.077312.068312.09231
32024.01.24 02:23buy20.102.083580.000000.00000
42024.01.24 02:23modify20.102.083582.078062.09231
52024.01.24 02:23modify10.102.077312.078062.09231
62024.01.24 07:50s/l10.102.078062.078062.092314.181004.18
72024.01.24 07:50s/l20.102.078062.078062.09231-30.92973.26
82024.01.29 22:00buy30.102.072020.000000.00000
92024.01.29 22:00modify30.102.072022.063022.08702
102024.02.01 09:50buy40.102.078290.000000.00000
112024.02.01 09:50modify40.102.078292.072772.08702
122024.02.01 09:50modify30.102.072022.072772.08702
132024.02.01 13:30buy50.102.080390.000000.00000
142024.02.01 13:30modify50.102.080392.076522.08702
152024.02.01 13:30modify40.102.078292.076522.08702
162024.02.01 13:30modify30.102.072022.076522.08702
172024.02.01 13:42buy60.102.079610.000000.00000
182024.02.01 13:42modify60.102.079612.077272.08702
192024.02.01 13:42modify50.102.080392.077272.08702
202024.02.01 13:42modify40.102.078292.077272.08702
212024.02.01 13:42modify30.102.072022.077272.08702
222024.02.01 13:50s/l30.102.077272.077272.0870229.241002.50
232024.02.01 13:50s/l40.102.077272.077272.08702-5.71996.79
242024.02.01 13:50s/l50.102.077272.077272.08702-17.48979.31
252024.02.01 13:50s/l60.102.077272.077272.08702-13.11966.20
262024.03.10 23:00sell70.102.081770.000000.00000
272024.03.10 23:00modify70.102.081772.090772.06677
282024.03.11 15:50sell80.102.075550.000000.00000
292024.03.11 15:50modify80.102.075552.081022.06677
302024.03.11 15:50modify70.102.081772.081022.06677
312024.03.12 08:40sell90.102.074130.000000.00000
322024.03.12 08:40modify90.102.074132.076522.06677
332024.03.12 08:40modify80.102.075552.076522.06677
342024.03.12 08:40modify70.102.081772.076522.06677
352024.03.12 10:02s/l70.102.076522.076522.0667728.59994.79
362024.03.12 10:02s/l80.102.076522.076522.06677-5.85988.94
372024.03.12 10:02s/l90.102.076522.076522.06677-13.39975.55
382024.04.21 22:00buy100.102.100420.000000.00000
392024.04.21 22:00modify100.102.100422.091422.11542
402024.04.22 01:45s/l100.102.091422.091422.11542-50.44925.10
412024.04.30 23:00sell110.102.125160.000000.00000
422024.04.30 23:00modify110.102.125162.134162.11016
432024.05.01 03:20sell120.102.119010.000000.00000
442024.05.01 03:20modify120.102.119012.124412.11016
452024.05.01 03:20modify110.102.125162.124412.11016
462024.05.01 11:45sell130.102.117460.000000.00000
472024.05.01 11:45modify130.102.117462.119912.11016
482024.05.01 11:45modify120.102.119012.119912.11016
492024.05.01 11:45modify110.102.125162.119912.11016
502024.05.01 12:15sell140.102.116710.000000.00000
512024.05.01 12:15modify140.102.116712.120662.11016
522024.05.01 12:17modify140.102.116712.119912.11016
532024.05.02 06:50t/p110.102.110162.119912.1101682.411007.51
542024.05.02 06:50t/p120.102.110162.119912.1101648.361055.87
552024.05.02 06:50t/p130.102.110162.119912.1101639.671095.54
562024.05.02 06:50t/p140.102.110162.119912.1101635.471131.01
572024.05.09 23:00buy150.102.074950.000000.00000
582024.05.09 23:00modify150.102.074952.065952.08995
592024.05.10 02:20buy160.102.081170.000000.00000
602024.05.10 02:20modify160.102.081172.075702.08995
612024.05.10 02:20modify150.102.074952.075702.08995
622024.05.10 07:32buy170.102.083240.000000.00000
632024.05.10 07:32modify170.102.083242.079452.08995
642024.05.10 07:32modify160.102.081172.079452.08995
652024.05.10 07:32modify150.102.074952.079452.08995
662024.05.10 07:47buy180.102.082570.000000.00000
672024.05.10 07:47modify180.102.082572.080202.08995
682024.05.10 07:47modify170.102.083242.080202.08995
692024.05.10 07:47modify160.102.081172.080202.08995
702024.05.10 07:47modify150.102.074952.080202.08995
712024.05.10 13:15s/l150.102.080202.080202.0899529.381160.39
722024.05.10 13:15s/l160.102.080202.080202.08995-5.441154.95
732024.05.10 13:15s/l170.102.080202.080202.08995-17.031137.92
742024.05.10 13:15s/l180.102.080202.080202.08995-13.281124.64
752024.05.16 22:00buy190.102.069720.000000.00000
762024.05.16 22:00modify190.102.069722.060722.08472
772024.05.20 09:57buy200.102.075770.000000.00000
782024.05.20 09:57modify200.102.075772.070472.08472
792024.05.20 09:57modify190.102.069722.070472.08472
802024.05.20 11:50buy210.102.077360.000000.00000
812024.05.20 11:50modify210.102.077362.074972.08472
822024.05.20 11:50modify200.102.075772.074972.08472
832024.05.20 11:50modify190.102.069722.074972.08472
842024.05.20 12:05buy220.102.078030.000000.00000
852024.05.20 12:05modify220.102.078032.074222.08472
862024.05.20 12:07modify220.102.078032.074972.08472
872024.05.21 02:20t/p190.102.084722.074972.0847283.921208.56
882024.05.21 02:20t/p200.102.084722.074972.0847250.101258.65
892024.05.21 02:20t/p210.102.084722.074972.0847241.201299.85
902024.05.21 02:20t/p220.102.084722.074972.0847237.441337.29
912024.06.16 22:00buy230.102.065920.000000.00000
922024.06.16 22:00modify230.102.065922.056922.08092
932024.06.17 05:50buy240.102.071960.000000.00000
942024.06.17 05:50modify240.102.071962.066672.08092
952024.06.17 05:50modify230.102.065922.066672.08092
962024.06.17 06:32buy250.102.073710.000000.00000
972024.06.17 06:32modify250.102.073712.071172.08092
982024.06.17 06:32modify240.102.071962.071172.08092
992024.06.17 06:32modify230.102.065922.071172.08092
1002024.06.17 07:15s/l230.102.071172.071172.0809229.381366.66
1012024.06.17 07:15s/l240.102.071172.071172.08092-4.431362.23
1022024.06.17 07:15s/l250.102.071172.071172.08092-14.231348.00
1032024.06.20 22:00buy260.102.068320.000000.00000
1042024.06.20 22:00modify260.102.068322.059322.08332
1052024.06.25 03:32buy270.102.074370.000000.00000
1062024.06.25 03:32modify270.102.074372.069072.08332
1072024.06.25 03:32modify260.102.068322.069072.08332
1082024.06.25 14:20buy280.102.075910.000000.00000
1092024.06.25 14:20modify280.102.075912.073572.08332
1102024.06.25 14:20modify270.102.074372.073572.08332
1112024.06.25 14:20modify260.102.068322.073572.08332
1122024.06.25 14:50s/l260.102.073572.073572.0833229.301377.30
1132024.06.25 14:50s/l270.102.073572.073572.08332-4.491372.81
1142024.06.25 14:50s/l280.102.073572.073572.08332-13.111359.70
1152024.07.09 22:00buy290.102.087360.000000.00000
1162024.07.09 22:00modify290.102.087362.078362.10236
1172024.07.10 02:20t/p290.102.102362.078362.1023683.991443.69
1182024.08.11 23:00sell300.102.126830.000000.00000
1192024.08.11 23:00modify300.102.126832.135832.11183
1202024.08.12 01:20sell310.102.120820.000000.00000
1212024.08.12 01:20modify310.102.120822.126082.11183
1222024.08.12 01:20modify300.102.126832.126082.11183
1232024.08.12 08:10sell320.102.118420.000000.00000
1242024.08.12 08:10modify320.102.118422.122332.11183
1252024.08.12 08:10modify310.102.120822.122332.11183
1262024.08.12 08:10modify300.102.126832.122332.11183
1272024.08.12 12:57sell330.102.119090.000000.00000
1282024.08.12 12:57modify330.102.119092.121582.11183
1292024.08.12 12:57modify320.102.118422.121582.11183
1302024.08.12 12:57modify310.102.120822.121582.11183
1312024.08.12 12:57modify300.102.126832.121582.11183
1322024.08.12 14:45s/l300.102.121582.121582.1118329.001472.69
1332024.08.12 14:45s/l310.102.121582.121582.11183-4.261468.43
1342024.08.12 14:45s/l320.102.121582.121582.11183-17.711450.72
1352024.08.12 14:45s/l330.102.121582.121582.11183-13.951436.77
1362024.09.24 23:00buy340.102.115060.000000.00000
1372024.09.24 23:00modify340.102.115062.106062.13006
1382024.09.25 12:50buy350.102.122630.000000.00000
1392024.09.25 12:50modify350.102.122632.120312.13006
1402024.09.25 12:50modify340.102.115062.120312.13006
1412024.09.25 13:32buy360.102.123490.000000.00000
1422024.09.25 13:32modify360.102.123492.119562.13006
1432024.09.25 13:35modify360.102.123492.120312.13006
1442024.09.26 01:20t/p340.102.130062.120312.1300683.891520.66
1452024.09.26 01:20t/p350.102.130062.120312.1300641.521562.17
1462024.09.26 01:20t/p360.102.130062.120312.1300636.701598.87
1472024.12.18 22:00sell370.102.234460.000000.00000
1482024.12.18 22:00modify370.102.234462.243462.21946
1492024.12.19 12:37sell380.102.228350.000000.00000
1502024.12.19 12:37modify380.102.228352.233712.21946
1512024.12.19 12:37modify370.102.234462.233712.21946
1522024.12.19 13:50sell390.102.226170.000000.00000
1532024.12.19 13:50modify390.102.226172.229962.21946
1542024.12.19 13:50modify380.102.228352.229962.21946
1552024.12.19 13:50modify370.102.234462.229962.21946
1562024.12.19 14:10sell400.102.226880.000000.00000
1572024.12.19 14:10modify400.102.226882.229212.21946
1582024.12.19 14:10modify390.102.226172.229212.21946
1592024.12.19 14:10modify380.102.228352.229212.21946
1602024.12.19 14:10modify370.102.234462.229212.21946
1612024.12.19 17:10t/p370.102.219462.229212.2194682.811681.68
1622024.12.19 17:10t/p380.102.219462.229212.2194649.811731.49
1632024.12.19 17:10t/p390.102.219462.229212.2194637.601769.09
1642024.12.19 17:10t/p400.102.219462.229212.2194641.571810.66