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=0; RSIHelp="------------------------------------"; RSI_Period=9; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; 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=8; 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 errors2
Initial deposit1000.00Spread60
Total net profit864.99Gross profit945.23Gross loss-80.24
Profit factor11.78Expected payoff32.04
Absolute drawdown79.44Maximal drawdown163.12 (13.70%)Relative drawdown13.70% (163.12)
Total trades27Short positions (won %)14 (85.71%)Long positions (won %)13 (84.62%)
Profit trades (% of total)23 (85.19%)Loss trades (% of total)4 (14.81%)
Largestprofit trade84.04loss trade-22.14
Averageprofit trade41.10loss trade-20.06
Maximumconsecutive wins (profit in money)15 (700.40)consecutive losses (loss in money)1 (-22.14)
Maximalconsecutive profit (count of wins)700.40 (15)consecutive loss (count of losses)-22.14 (1)
Averageconsecutive wins6consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.02.28 04:00sell10.102.073950.000000.00000
22024.02.28 04:00modify10.102.073952.088952.05895
32024.03.03 22:05sell20.102.068500.000000.00000
42024.03.03 22:05modify20.102.068502.072452.05895
52024.03.03 22:05modify10.102.073952.072452.05895
62024.03.03 23:20s/l10.102.072452.072452.058956.761006.76
72024.03.03 23:20s/l20.102.072452.072452.05895-22.14984.62
82024.03.20 00:00sell30.102.102840.000000.00000
92024.03.20 00:00modify30.102.102842.117842.08784
102024.03.21 03:40sell40.102.097390.000000.00000
112024.03.21 03:40modify40.102.097392.101342.08784
122024.03.21 03:40modify30.102.102842.101342.08784
132024.03.21 12:40sell50.102.093590.000000.00000
142024.03.21 12:40modify50.102.093592.096842.08784
152024.03.21 12:40modify40.102.097392.096842.08784
162024.03.21 12:40modify30.102.102842.096842.08784
172024.03.21 12:55s/l30.102.096842.096842.0878432.381017.00
182024.03.21 12:55s/l40.102.096842.096842.087843.081020.08
192024.03.21 12:55s/l50.102.096842.096842.08784-18.211001.87
202024.04.04 04:00buy60.102.100160.000000.00000
212024.04.04 04:00modify60.102.100162.085162.11516
222024.04.15 13:55buy70.102.105650.000000.00000
232024.04.15 13:55modify70.102.105652.101662.11516
242024.04.15 13:55modify60.102.100162.101662.11516
252024.04.15 22:40buy80.102.109380.000000.00000
262024.04.15 22:40modify80.102.109382.106162.11516
272024.04.15 22:40modify70.102.105652.106162.11516
282024.04.15 22:40modify60.102.100162.106162.11516
292024.04.16 01:10buy90.102.110910.000000.00000
302024.04.16 01:10modify90.102.110912.105412.11516
312024.04.16 01:10modify80.102.109382.105412.11516
322024.04.16 01:10modify70.102.105652.105412.11516
332024.04.16 01:10modify60.102.100162.105412.11516
342024.04.16 10:20t/p60.102.115162.105412.1151683.691085.55
352024.04.16 10:20t/p70.102.115162.105412.1151653.241138.79
362024.04.16 10:20t/p80.102.115162.105412.1151632.351171.14
372024.04.16 10:20t/p90.102.115162.105412.1151623.811194.95
382024.05.01 00:00sell100.102.124620.000000.00000
392024.05.01 00:00modify100.102.124622.139622.10962
402024.05.01 03:59sell110.102.119230.000000.00000
412024.05.01 03:59modify110.102.119232.123122.10962
422024.05.01 03:59modify100.102.124622.123122.10962
432024.05.01 14:15sell120.102.113960.000000.00000
442024.05.01 14:15modify120.102.113962.119372.10962
452024.05.01 14:15modify110.102.119232.119372.10962
462024.05.01 14:15modify100.102.124622.119372.10962
472024.05.01 14:25sell130.102.115600.000000.00000
482024.05.01 14:25modify130.102.115602.118622.10962
492024.05.01 14:30modify130.102.115602.119372.10962
502024.05.02 07:40t/p100.102.109622.119372.1096282.811277.76
512024.05.02 07:40t/p110.102.109622.119372.1096252.611330.36
522024.05.02 07:40t/p120.102.109622.119372.1096223.081353.44
532024.05.02 07:40t/p130.102.109622.119372.1096232.271385.71
542024.05.22 00:00sell140.102.085910.000000.00000
552024.05.22 00:00modify140.102.085912.100912.07091
562024.05.22 02:33t/p140.102.070912.100912.0709184.041469.75
572024.08.02 04:00buy150.102.139720.000000.00000
582024.08.02 04:00modify150.102.139722.124722.15472
592024.08.02 14:45buy160.102.145170.000000.00000
602024.08.02 14:45modify160.102.145172.141222.15472
612024.08.02 14:45modify150.102.139722.141222.15472
622024.08.02 18:30buy170.102.148740.000000.00000
632024.08.02 18:30modify170.102.148742.145722.15472
642024.08.02 18:30modify160.102.145172.145722.15472
652024.08.02 18:30modify150.102.139722.145722.15472
662024.08.05 01:30buy180.102.150230.000000.00000
672024.08.05 01:30modify180.102.150232.144972.15472
682024.08.05 01:30modify170.102.148742.144972.15472
692024.08.05 01:30modify160.102.145172.144972.15472
702024.08.05 01:30modify150.102.139722.144972.15472
712024.08.05 04:30t/p150.102.154722.144972.1547283.991553.74
722024.08.05 04:30t/p160.102.154722.144972.1547253.461607.20
732024.08.05 04:30t/p170.102.154722.144972.1547233.461640.65
742024.08.05 04:30t/p180.102.154722.144972.1547225.151665.80
752024.08.07 04:00buy190.102.115210.000000.00000
762024.08.07 04:00modify190.102.115212.100212.13021
772024.08.08 14:35buy200.102.120680.000000.00000
782024.08.08 14:35modify200.102.120682.116712.13021
792024.08.08 14:35modify190.102.115212.116712.13021
802024.08.08 17:25buy210.102.124390.000000.00000
812024.08.08 17:25modify210.102.124392.121212.13021
822024.08.08 17:25modify200.102.120682.121212.13021
832024.08.08 17:25modify190.102.115212.121212.13021
842024.08.08 19:05s/l190.102.121212.121212.1302133.501699.30
852024.08.08 19:05s/l200.102.121212.121212.130212.971702.27
862024.08.08 19:05s/l210.102.121212.121212.13021-17.821684.45
872024.08.16 00:00sell220.102.150030.000000.00000
882024.08.16 00:00modify220.102.150032.165032.13503
892024.08.16 02:35sell230.102.144660.000000.00000
902024.08.16 02:35modify230.102.144662.148532.13503
912024.08.16 02:35modify220.102.150032.148532.13503
922024.08.16 03:40sell240.102.140990.000000.00000
932024.08.16 03:40modify240.102.140992.144032.13503
942024.08.16 03:40modify230.102.144662.144032.13503
952024.08.16 03:40modify220.102.150032.144032.13503
962024.08.16 07:05sell250.102.139400.000000.00000
972024.08.16 07:05modify250.102.139402.144782.13503
982024.08.16 07:05modify240.102.140992.144782.13503
992024.08.16 07:05modify230.102.144662.144782.13503
1002024.08.16 07:05modify220.102.150032.144782.13503
1012024.08.19 01:40t/p220.102.135032.144782.1350383.631768.08
1022024.08.19 01:40t/p230.102.135032.144782.1350353.551821.63
1032024.08.19 01:40t/p240.102.135032.144782.1350332.981854.61
1042024.08.19 01:40t/p250.102.135032.144782.1350324.081878.69
1052024.08.29 04:00buy260.102.100800.000000.00000
1062024.08.29 04:00modify260.102.100802.085802.11580
1072024.08.30 06:30buy270.102.106240.000000.00000
1082024.08.30 06:30modify270.102.106242.102302.11580
1092024.08.30 06:30modify260.102.100802.102302.11580
1102024.08.30 13:40s/l260.102.102302.102302.115808.371887.06
1112024.08.30 13:40s/l270.102.102302.102302.11580-22.071864.99