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)
ModelEvery tick (the most precise method based on all available least timeframes)
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 test6518Ticks modelled28725606Modelling quality99.90%
Mismatched charts errors0
Initial deposit1000.00Spread60
Total net profit606.42Gross profit810.98Gross loss-204.55
Profit factor3.96Expected payoff17.84
Absolute drawdown51.55Maximal drawdown163.84 (14.73%)Relative drawdown14.73% (163.84)
Total trades34Short positions (won %)11 (54.55%)Long positions (won %)23 (52.17%)
Profit trades (% of total)18 (52.94%)Loss trades (% of total)16 (47.06%)
Largestprofit trade83.92loss trade-50.44
Averageprofit trade45.05loss trade-12.78
Maximumconsecutive wins (profit in money)5 (243.13)consecutive losses (loss in money)3 (-68.09)
Maximalconsecutive profit (count of wins)243.13 (5)consecutive loss (count of losses)-68.09 (3)
Averageconsecutive wins3consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.01.29 22:00buy10.102.072020.000000.00000
22024.01.29 22:00modify10.102.072022.063022.08702
32024.02.01 09:57buy20.102.078100.000000.00000
42024.02.01 09:57modify20.102.078102.072772.08702
52024.02.01 09:57modify10.102.072022.072772.08702
62024.02.01 12:02buy30.102.079530.000000.00000
72024.02.01 12:02modify30.102.079532.077272.08702
82024.02.01 12:02modify20.102.078102.077272.08702
92024.02.01 12:02modify10.102.072022.077272.08702
102024.02.01 12:09buy40.102.080270.000000.00000
112024.02.01 12:09modify40.102.080272.076522.08702
122024.02.01 12:09modify40.102.080272.077272.08702
132024.02.01 13:35s/l10.102.077272.077272.0870229.241029.24
142024.02.01 13:35s/l20.102.077272.077272.08702-4.651024.59
152024.02.01 13:35s/l30.102.077272.077272.08702-12.661011.93
162024.02.01 13:35s/l40.102.077272.077272.08702-16.80995.13
172024.03.10 23:00sell50.102.081770.000000.00000
182024.03.10 23:00modify50.102.081772.090772.06677
192024.03.11 15:36sell60.102.075760.000000.00000
202024.03.11 15:36modify60.102.075762.081022.06677
212024.03.11 15:36modify50.102.081772.081022.06677
222024.03.11 21:05sell70.102.074130.000000.00000
232024.03.11 21:05modify70.102.074132.076522.06677
242024.03.11 21:05modify60.102.075762.076522.06677
252024.03.11 21:05modify50.102.081772.076522.06677
262024.03.11 21:22s/l50.102.076522.076522.0667729.001024.13
272024.03.11 21:22s/l60.102.076522.076522.06677-4.261019.87
282024.03.11 21:22s/l70.102.076522.076522.06677-13.391006.48
292024.04.21 22:00buy80.102.100420.000000.00000
302024.04.21 22:00modify80.102.100422.091422.11542
312024.04.22 01:57s/l80.102.091422.091422.11542-50.44956.04
322024.04.30 23:00sell90.102.125160.000000.00000
332024.04.30 23:00modify90.102.125162.134162.11016
342024.05.01 03:20sell100.102.119160.000000.00000
352024.05.01 03:20modify100.102.119162.124412.11016
362024.05.01 03:20modify90.102.125162.124412.11016
372024.05.01 11:35sell110.102.117660.000000.00000
382024.05.01 11:35modify110.102.117662.119912.11016
392024.05.01 11:35modify100.102.119162.119912.11016
402024.05.01 11:35modify90.102.125162.119912.11016
412024.05.01 12:10sell120.102.116850.000000.00000
422024.05.01 12:10modify120.102.116852.120662.11016
432024.05.01 12:10modify120.102.116852.119912.11016
442024.05.02 06:59t/p90.102.110162.119912.1101682.401038.44
452024.05.02 06:59t/p100.102.110162.119912.1101649.191087.63
462024.05.02 06:59t/p110.102.110162.119912.1101640.791128.42
472024.05.02 06:59t/p120.102.110162.119912.1101636.251164.67
482024.05.09 23:00buy130.102.074950.000000.00000
492024.05.09 23:00modify130.102.074952.065952.08995
502024.05.10 02:28buy140.102.081030.000000.00000
512024.05.10 02:28modify140.102.081032.075702.08995
522024.05.10 02:28modify130.102.074952.075702.08995
532024.05.10 07:03buy150.102.082460.000000.00000
542024.05.10 07:03modify150.102.082462.080202.08995
552024.05.10 07:03modify140.102.081032.080202.08995
562024.05.10 07:03modify130.102.074952.080202.08995
572024.05.10 07:30buy160.102.083220.000000.00000
582024.05.10 07:30modify160.102.083222.079452.08995
592024.05.10 07:30modify160.102.083222.080202.08995
602024.05.10 13:13s/l130.102.080202.080202.0899529.371194.03
612024.05.10 13:13s/l140.102.080202.080202.08995-4.651189.38
622024.05.10 13:13s/l150.102.080202.080202.08995-12.661176.72
632024.05.10 13:13s/l160.102.080202.080202.08995-16.921159.80
642024.05.16 22:00buy170.102.069720.000000.00000
652024.05.16 22:00modify170.102.069722.060722.08472
662024.05.20 08:20buy180.102.075730.000000.00000
672024.05.20 08:20modify180.102.075732.070472.08472
682024.05.20 08:20modify170.102.069722.070472.08472
692024.05.20 11:47buy190.102.077260.000000.00000
702024.05.20 11:47modify190.102.077262.074972.08472
712024.05.20 11:47modify180.102.075732.074972.08472
722024.05.20 11:47modify170.102.069722.074972.08472
732024.05.20 12:10buy200.102.077970.000000.00000
742024.05.20 12:10modify200.102.077972.074222.08472
752024.05.20 12:10modify200.102.077972.074972.08472
762024.05.21 02:13t/p170.102.084722.074972.0847283.921243.72
772024.05.21 02:13t/p180.102.084722.074972.0847250.321294.04
782024.05.21 02:13t/p190.102.084722.074972.0847241.751335.78
792024.05.21 02:13t/p200.102.084722.074972.0847237.781373.56
802024.06.16 22:00buy210.102.065920.000000.00000
812024.06.16 22:00modify210.102.065922.056922.08092
822024.06.17 05:41buy220.102.071930.000000.00000
832024.06.17 05:41modify220.102.071932.066672.08092
842024.06.17 05:41modify210.102.065922.066672.08092
852024.06.17 06:39buy230.102.073460.000000.00000
862024.06.17 06:39modify230.102.073462.071172.08092
872024.06.17 06:39modify220.102.071932.071172.08092
882024.06.17 06:39modify210.102.065922.071172.08092
892024.06.17 07:04s/l210.102.071172.071172.0809229.371402.93
902024.06.17 07:04s/l220.102.071172.071172.08092-4.261398.67
912024.06.17 07:04s/l230.102.071172.071172.08092-12.831385.84
922024.06.20 22:00buy240.102.068320.000000.00000
932024.06.20 22:00modify240.102.068322.059322.08332
942024.06.25 03:33buy250.102.074330.000000.00000
952024.06.25 03:33modify250.102.074332.069072.08332
962024.06.25 03:33modify240.102.068322.069072.08332
972024.06.25 13:54buy260.102.075850.000000.00000
982024.06.25 13:54modify260.102.075852.073572.08332
992024.06.25 13:54modify250.102.074332.073572.08332
1002024.06.25 13:54modify240.102.068322.073572.08332
1012024.06.25 14:14s/l240.102.073572.073572.0833229.311415.15
1022024.06.25 14:14s/l250.102.073572.073572.08332-4.251410.90
1032024.06.25 14:14s/l260.102.073572.073572.08332-12.771398.13
1042024.08.11 23:00sell270.102.126830.000000.00000
1052024.08.11 23:00modify270.102.126832.135832.11183
1062024.08.12 01:23sell280.102.120820.000000.00000
1072024.08.12 01:23modify280.102.120822.126082.11183
1082024.08.12 01:23modify270.102.126832.126082.11183
1092024.08.12 07:52sell290.102.119310.000000.00000
1102024.08.12 07:52modify290.102.119312.121582.11183
1112024.08.12 07:52modify280.102.120822.121582.11183
1122024.08.12 07:52modify270.102.126832.121582.11183
1132024.08.12 07:56sell300.102.118540.000000.00000
1142024.08.12 07:56modify300.102.118542.122332.11183
1152024.08.12 07:56modify300.102.118542.121582.11183
1162024.08.12 14:42s/l270.102.121582.121582.1118329.001427.13
1172024.08.12 14:42s/l280.102.121582.121582.11183-4.261422.87
1182024.08.12 14:42s/l290.102.121582.121582.11183-12.721410.15
1192024.08.12 14:42s/l300.102.121582.121582.11183-17.031393.12
1202024.09.24 23:00buy310.102.115060.000000.00000
1212024.09.24 23:00modify310.102.115062.106062.13006
1222024.09.25 12:35buy320.102.121080.000000.00000
1232024.09.25 12:35modify320.102.121082.115812.13006
1242024.09.25 12:35modify310.102.115062.115812.13006
1252024.09.25 12:59buy330.102.122630.000000.00000
1262024.09.25 12:59modify330.102.122632.120312.13006
1272024.09.25 12:59modify320.102.121082.120312.13006
1282024.09.25 12:59modify310.102.115062.120312.13006
1292024.09.25 13:48buy340.102.123310.000000.00000
1302024.09.25 13:48modify340.102.123312.119562.13006
1312024.09.25 13:48modify340.102.123312.120312.13006
1322024.09.26 01:26t/p310.102.130062.120312.1300683.881476.99
1332024.09.26 01:26t/p320.102.130062.120312.1300650.201527.19
1342024.09.26 01:26t/p330.102.130062.120312.1300641.521568.71
1352024.09.26 01:26t/p340.102.130062.120312.1300637.711606.42