Strategy Tester Report
Envelope 2
SymbolNZDUSD (New Zealand Dollar vs US Dollar)
Period1 Hour (H1) 2024.10.03 00:00 - 2025.01.07 23:00 (2024.10.01 - 2025.01.08)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersEnvelopePeriod=144; EnvTimeFrame=240; EnvMaMethod=1; EnvelopeDeviation=0.85; TimeOpen=0; TimeClose=23; FirstTP=233; SecondTP=377; ThirdTP=610; Lots=0.1; MaximumRisk=0.02; DecreaseFactor=3; MaElineTSL=1;
Bars in test1692Ticks modelled6608232Modelling quality48.61%
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (36)
Total net profit1397.80Gross profit1397.80Gross loss-0.00
Profit factorExpected payoff77.66
Absolute drawdown21.60Maximal drawdown321.60 (3.07%)Relative drawdown3.07% (321.60)
Total trades18Short positions (won %)18 (100.00%)Long positions (won %)0 (0.00%)
Profit trades (% of total)18 (100.00%)Loss trades (% of total)0 (0.00%)
Largestprofit trade122.00loss trade-0.00
Averageprofit trade77.66loss trade-0.00
Maximumconsecutive wins (profit in money)18 (1397.80)consecutive losses (loss in money)0 (-0.00)
Maximalconsecutive profit (count of wins)1397.80 (18)consecutive loss (count of losses)-0.00 (0)
Averageconsecutive wins18consecutive losses0
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.10.03 01:00buy stop10.200.628900.618300.63123
22024.10.03 01:00buy stop20.200.628900.618300.63267
32024.10.03 01:00buy stop30.200.628900.618300.63500
42024.10.03 01:00sell stop40.200.618300.628900.61597
52024.10.03 01:00sell stop50.200.618300.628900.61453
62024.10.03 01:00sell stop60.200.618300.628900.61220
72024.10.03 23:00delete10.200.628900.618300.63123
82024.10.03 23:00delete20.200.628900.618300.63267
92024.10.03 23:00delete30.200.628900.618300.63500
102024.10.03 23:00delete40.200.618300.628900.61597
112024.10.03 23:00delete50.200.618300.628900.61453
122024.10.03 23:00delete60.200.618300.628900.61220
132024.10.04 01:00buy stop70.200.628700.618100.63103
142024.10.04 01:00buy stop80.200.628700.618100.63247
152024.10.04 01:00buy stop90.200.628700.618100.63480
162024.10.04 01:00sell stop100.200.618100.628700.61577
172024.10.04 01:00sell stop110.200.618100.628700.61433
182024.10.04 01:00sell stop120.200.618100.628700.61200
192024.10.04 15:31sell100.200.618100.628700.61577
202024.10.04 15:31sell110.200.618100.628700.61433
212024.10.04 15:31sell120.200.618100.628700.61200
222024.10.04 15:31modify100.200.618100.628600.61577
232024.10.04 15:31modify110.200.618100.628600.61433
242024.10.04 15:31modify120.200.618100.628600.61200
252024.10.04 15:32modify100.200.618100.628500.61577
262024.10.04 15:32modify110.200.618100.628500.61433
272024.10.04 15:32modify120.200.618100.628500.61200
282024.10.04 15:32t/p100.200.615770.628500.6157746.6010046.60
292024.10.04 16:00modify110.200.618100.628400.61433
302024.10.04 16:00modify120.200.618100.628400.61200
312024.10.04 20:00modify110.200.618100.628300.61433
322024.10.04 20:00modify120.200.618100.628300.61200
332024.10.04 23:00delete70.200.628700.618100.63103
342024.10.04 23:00delete80.200.628700.618100.63247
352024.10.04 23:00delete90.200.628700.618100.63480
362024.10.07 00:00modify110.200.618100.628200.61433
372024.10.07 00:00modify120.200.618100.628200.61200
382024.10.07 04:00modify110.200.618100.628100.61433
392024.10.07 04:00modify120.200.618100.628100.61200
402024.10.07 08:07modify110.200.618100.628000.61433
412024.10.07 08:07modify120.200.618100.628000.61200
422024.10.07 12:00modify110.200.618100.627900.61433
432024.10.07 12:00modify120.200.618100.627900.61200
442024.10.07 12:00t/p110.200.614330.627900.6143375.4010122.00
452024.10.07 16:00modify120.200.618100.627800.61200
462024.10.07 20:00modify120.200.618100.627600.61200
472024.10.07 21:38t/p120.200.612000.627600.61200122.0010244.00
482024.11.04 05:12buy stop130.200.611000.600700.61333
492024.11.04 05:12buy stop140.200.611000.600700.61477
502024.11.04 05:12buy stop150.200.611000.600700.61710
512024.11.04 05:12sell stop160.200.600700.611000.59837
522024.11.04 05:12sell stop170.200.600700.611000.59693
532024.11.04 05:12sell stop180.200.600700.611000.59460
542024.11.04 05:18sell160.200.600700.611000.59837
552024.11.04 05:18sell170.200.600700.611000.59693
562024.11.04 05:18sell180.200.600700.611000.59460
572024.11.04 08:00modify160.200.600700.610900.59837
582024.11.04 08:00modify170.200.600700.610900.59693
592024.11.04 08:00modify180.200.600700.610900.59460
602024.11.04 12:00modify160.200.600700.610800.59837
612024.11.04 12:00modify170.200.600700.610800.59693
622024.11.04 12:00modify180.200.600700.610800.59460
632024.11.04 12:23t/p160.200.598370.610800.5983746.6010290.60
642024.11.04 16:00modify170.200.600700.610700.59693
652024.11.04 16:00modify180.200.600700.610700.59460
662024.11.04 20:00modify170.200.600700.610600.59693
672024.11.04 20:00modify180.200.600700.610600.59460
682024.11.04 23:00delete130.200.611000.600700.61333
692024.11.04 23:00delete140.200.611000.600700.61477
702024.11.04 23:00delete150.200.611000.600700.61710
712024.11.05 00:00modify170.200.600700.610500.59693
722024.11.05 00:00modify180.200.600700.610500.59460
732024.11.05 04:00modify170.200.600700.610400.59693
742024.11.05 04:00modify180.200.600700.610400.59460
752024.11.05 08:00modify170.200.600700.610300.59693
762024.11.05 08:00modify180.200.600700.610300.59460
772024.11.05 10:45buy stop190.200.610300.600000.61263
782024.11.05 10:45buy stop200.200.610300.600000.61407
792024.11.05 10:45buy stop210.200.610300.600000.61640
802024.11.05 12:00modify170.200.600700.610200.59693
812024.11.05 12:00modify180.200.600700.610200.59460
822024.11.05 20:00modify170.200.600700.610100.59693
832024.11.05 20:00modify180.200.600700.610100.59460
842024.11.05 23:00delete190.200.610300.600000.61263
852024.11.05 23:00delete200.200.610300.600000.61407
862024.11.05 23:00delete210.200.610300.600000.61640
872024.11.06 00:00modify170.200.600700.610000.59693
882024.11.06 00:00modify180.200.600700.610000.59460
892024.11.06 01:00buy stop220.200.610000.599700.61233
902024.11.06 01:00buy stop230.200.610000.599700.61377
912024.11.06 01:00buy stop240.200.610000.599700.61610
922024.11.06 02:58t/p170.200.596930.610000.5969375.4010366.00
932024.11.06 04:00modify180.200.600700.609900.59460
942024.11.06 04:32modify180.200.600700.609800.59460
952024.11.06 04:38t/p180.200.594600.609800.59460122.0010488.00
962024.11.06 23:00delete220.200.610000.599700.61233
972024.11.06 23:00delete230.200.610000.599700.61377
982024.11.06 23:00delete240.200.610000.599700.61610
992024.11.07 08:32buy stop250.200.609000.598700.61133
1002024.11.07 08:32buy stop260.200.609000.598700.61277
1012024.11.07 08:32buy stop270.200.609000.598700.61510
1022024.11.07 08:32sell stop280.200.598700.609000.59637
1032024.11.07 08:32sell stop290.200.598700.609000.59493
1042024.11.07 08:32sell stop300.200.598700.609000.59260
1052024.11.07 08:37sell280.200.598700.609000.59637
1062024.11.07 08:37sell290.200.598700.609000.59493
1072024.11.07 08:37sell300.200.598700.609000.59260
1082024.11.07 12:27modify280.200.598700.608900.59637
1092024.11.07 12:27modify290.200.598700.608900.59493
1102024.11.07 12:27modify300.200.598700.608900.59260
1112024.11.07 23:00delete250.200.609000.598700.61133
1122024.11.07 23:00delete260.200.609000.598700.61277
1132024.11.07 23:00delete270.200.609000.598700.61510
1142024.11.08 01:00buy stop310.200.608900.598700.61123
1152024.11.08 01:00buy stop320.200.608900.598700.61267
1162024.11.08 01:00buy stop330.200.608900.598700.61500
1172024.11.08 15:16modify280.200.598700.608800.59637
1182024.11.08 15:16modify290.200.598700.608800.59493
1192024.11.08 15:16modify300.200.598700.608800.59260
1202024.11.08 15:23modify280.200.598700.608700.59637
1212024.11.08 15:23modify290.200.598700.608700.59493
1222024.11.08 15:23modify300.200.598700.608700.59260
1232024.11.08 18:18modify280.200.598700.608600.59637
1242024.11.08 18:18modify290.200.598700.608600.59493
1252024.11.08 18:18modify300.200.598700.608600.59260
1262024.11.08 18:58t/p280.200.596370.608600.5963746.6010534.60
1272024.11.08 20:00modify290.200.598700.608500.59493
1282024.11.08 20:00modify300.200.598700.608500.59260
1292024.11.08 23:00delete310.200.608900.598700.61123
1302024.11.08 23:00delete320.200.608900.598700.61267
1312024.11.08 23:00delete330.200.608900.598700.61500
1322024.11.11 00:00modify290.200.598700.608400.59493
1332024.11.11 00:00modify300.200.598700.608400.59260
1342024.11.11 04:00modify290.200.598700.608300.59493
1352024.11.11 04:00modify300.200.598700.608300.59260
1362024.11.11 12:00modify290.200.598700.608200.59493
1372024.11.11 12:00modify300.200.598700.608200.59260
1382024.11.11 16:00modify290.200.598700.608100.59493
1392024.11.11 16:00modify300.200.598700.608100.59260
1402024.11.11 20:00modify290.200.598700.608000.59493
1412024.11.11 20:00modify300.200.598700.608000.59260
1422024.11.12 00:00modify290.200.598700.607900.59493
1432024.11.12 00:00modify300.200.598700.607900.59260
1442024.11.12 04:00modify290.200.598700.607800.59493
1452024.11.12 04:00modify300.200.598700.607800.59260
1462024.11.12 08:00modify290.200.598700.607700.59493
1472024.11.12 08:00modify300.200.598700.607700.59260
1482024.11.12 10:22t/p290.200.594930.607700.5949375.4010610.00
1492024.11.12 12:00modify300.200.598700.607600.59260
1502024.11.12 12:03modify300.200.598700.607500.59260
1512024.11.12 16:00modify300.200.598700.607400.59260
1522024.11.12 18:41t/p300.200.592600.607400.59260122.0010732.00
1532024.11.27 09:38buy stop340.200.598000.587900.60033
1542024.11.27 09:38buy stop350.200.598000.587900.60177
1552024.11.27 09:38buy stop360.200.598000.587900.60410
1562024.11.27 09:38sell stop370.200.587900.598000.58557
1572024.11.27 09:38sell stop380.200.587900.598000.58413
1582024.11.27 09:38sell stop390.200.587900.598000.58180
1592024.11.27 09:39sell370.200.587900.598000.58557
1602024.11.27 09:39sell380.200.587900.598000.58413
1612024.11.27 09:39sell390.200.587900.598000.58180
1622024.11.27 23:00delete340.200.598000.587900.60033
1632024.11.27 23:00delete350.200.598000.587900.60177
1642024.11.27 23:00delete360.200.598000.587900.60410
1652024.11.28 01:00buy stop400.200.597800.587800.60013
1662024.11.28 01:00buy stop410.200.597800.587800.60157
1672024.11.28 01:00buy stop420.200.597800.587800.60390
1682024.11.28 23:00delete400.200.597800.587800.60013
1692024.11.28 23:00delete410.200.597800.587800.60157
1702024.11.28 23:00delete420.200.597800.587800.60390
1712024.11.29 01:00buy stop430.200.597500.587500.59983
1722024.11.29 01:00buy stop440.200.597500.587500.60127
1732024.11.29 01:00buy stop450.200.597500.587500.60360
1742024.11.29 23:00delete430.200.597500.587500.59983
1752024.11.29 23:00delete440.200.597500.587500.60127
1762024.11.29 23:00delete450.200.597500.587500.60360
1772024.12.02 01:00buy stop460.200.597500.587400.59983
1782024.12.02 01:00buy stop470.200.597500.587400.60127
1792024.12.02 01:00buy stop480.200.597500.587400.60360
1802024.12.02 15:36modify370.200.587900.597300.58557
1812024.12.02 15:36modify380.200.587900.597300.58413
1822024.12.02 15:36modify390.200.587900.597300.58180
1832024.12.02 20:00modify370.200.587900.597200.58557
1842024.12.02 20:00modify380.200.587900.597200.58413
1852024.12.02 20:00modify390.200.587900.597200.58180
1862024.12.02 23:00delete460.200.597500.587400.59983
1872024.12.02 23:00delete470.200.597500.587400.60127
1882024.12.02 23:00delete480.200.597500.587400.60360
1892024.12.03 00:00modify370.200.587900.597100.58557
1902024.12.03 00:00modify380.200.587900.597100.58413
1912024.12.03 00:00modify390.200.587900.597100.58180
1922024.12.03 01:00buy stop490.200.597200.587100.59953
1932024.12.03 01:00buy stop500.200.597200.587100.60097
1942024.12.03 01:00buy stop510.200.597200.587100.60330
1952024.12.03 08:00modify370.200.587900.597000.58557
1962024.12.03 08:00modify380.200.587900.597000.58413
1972024.12.03 08:00modify390.200.587900.597000.58180
1982024.12.03 17:02modify370.200.587900.596900.58557
1992024.12.03 17:02modify380.200.587900.596900.58413
2002024.12.03 17:02modify390.200.587900.596900.58180
2012024.12.03 23:00delete490.200.597200.587100.59953
2022024.12.03 23:00delete500.200.597200.587100.60097
2032024.12.03 23:00delete510.200.597200.587100.60330
2042024.12.04 00:00modify370.200.587900.596800.58557
2052024.12.04 00:00modify380.200.587900.596800.58413
2062024.12.04 00:00modify390.200.587900.596800.58180
2072024.12.04 01:00buy stop520.200.596800.586800.59913
2082024.12.04 01:00buy stop530.200.596800.586800.60057
2092024.12.04 01:00buy stop540.200.596800.586800.60290
2102024.12.04 04:00modify370.200.587900.596700.58557
2112024.12.04 04:00modify380.200.587900.596700.58413
2122024.12.04 04:00modify390.200.587900.596700.58180
2132024.12.04 04:37t/p370.200.585570.596700.5855746.6010778.60
2142024.12.04 05:19t/p380.200.584130.596700.5841375.4010854.00
2152024.12.04 08:31modify390.200.587900.596600.58180
2162024.12.04 12:00modify390.200.587900.596500.58180
2172024.12.04 16:00modify390.200.587900.596400.58180
2182024.12.04 23:00delete520.200.596800.586800.59913
2192024.12.04 23:00delete530.200.596800.586800.60057
2202024.12.04 23:00delete540.200.596800.586800.60290
2212024.12.05 00:00modify390.200.587900.596300.58180
2222024.12.05 03:32buy stop550.200.596300.586200.59863
2232024.12.05 03:32buy stop560.200.596300.586200.60007
2242024.12.05 03:32buy stop570.200.596300.586200.60240
2252024.12.05 04:00modify390.200.587900.596200.58180
2262024.12.05 12:00modify390.200.587900.596100.58180
2272024.12.05 16:00modify390.200.587900.596000.58180
2282024.12.05 23:00delete550.200.596300.586200.59863
2292024.12.05 23:00delete560.200.596300.586200.60007
2302024.12.05 23:00delete570.200.596300.586200.60240
2312024.12.06 01:00buy stop580.200.596000.585900.59833
2322024.12.06 01:00buy stop590.200.596000.585900.59977
2332024.12.06 01:00buy stop600.200.596000.585900.60210
2342024.12.06 03:53modify390.200.587900.595900.58180
2352024.12.06 08:00modify390.200.587900.595800.58180
2362024.12.06 12:00modify390.200.587900.595700.58180
2372024.12.06 17:11modify390.200.587900.595600.58180
2382024.12.06 20:00modify390.200.587900.595500.58180
2392024.12.06 23:00delete580.200.596000.585900.59833
2402024.12.06 23:00delete590.200.596000.585900.59977
2412024.12.06 23:00delete600.200.596000.585900.60210
2422024.12.09 00:00modify390.200.587900.595400.58180
2432024.12.09 04:00modify390.200.587900.595300.58180
2442024.12.09 05:42t/p390.200.581800.595300.58180122.0010976.00
2452024.12.09 10:50buy stop610.200.595200.585200.59753
2462024.12.09 10:50buy stop620.200.595200.585200.59897
2472024.12.09 10:50buy stop630.200.595200.585200.60130
2482024.12.09 10:50sell stop640.200.585200.595200.58287
2492024.12.09 10:50sell640.200.585200.595200.58287
2502024.12.09 10:50sell stop650.200.585200.595200.58143
2512024.12.09 10:50sell650.200.585200.595200.58143
2522024.12.09 10:50sell stop660.200.585200.595200.57910
2532024.12.09 10:50sell660.200.585200.595200.57910
2542024.12.09 23:00delete610.200.595200.585200.59753
2552024.12.09 23:00delete620.200.595200.585200.59897
2562024.12.09 23:00delete630.200.595200.585200.60130
2572024.12.10 01:00buy stop670.200.595100.585000.59743
2582024.12.10 01:00buy stop680.200.595100.585000.59887
2592024.12.10 01:00buy stop690.200.595100.585000.60120
2602024.12.10 02:08modify640.200.585200.595000.58287
2612024.12.10 02:08modify650.200.585200.595000.58143
2622024.12.10 02:08modify660.200.585200.595000.57910
2632024.12.10 04:41modify640.200.585200.594900.58287
2642024.12.10 04:41modify650.200.585200.594900.58143
2652024.12.10 04:41modify660.200.585200.594900.57910
2662024.12.10 05:33t/p640.200.582870.594900.5828746.6011022.60
2672024.12.10 08:00modify650.200.585200.594800.58143
2682024.12.10 08:00modify660.200.585200.594800.57910
2692024.12.10 12:00modify650.200.585200.594700.58143
2702024.12.10 12:00modify660.200.585200.594700.57910
2712024.12.10 16:00modify650.200.585200.594600.58143
2722024.12.10 16:00modify660.200.585200.594600.57910
2732024.12.10 16:38t/p650.200.581430.594600.5814375.4011098.00
2742024.12.10 20:00modify660.200.585200.594400.57910
2752024.12.10 23:00delete670.200.595100.585000.59743
2762024.12.10 23:00delete680.200.595100.585000.59887
2772024.12.10 23:00delete690.200.595100.585000.60120
2782024.12.11 00:00modify660.200.585200.594300.57910
2792024.12.11 04:00modify660.200.585200.594200.57910
2802024.12.11 07:28t/p660.200.579100.594200.57910122.0011220.00
2812025.01.06 13:31buy stop700.200.576700.567000.57903
2822025.01.06 13:31buy stop710.200.576700.567000.58047
2832025.01.06 13:31buy stop720.200.576700.567000.58280
2842025.01.06 13:31sell stop730.200.567000.576700.56467
2852025.01.06 13:31sell stop740.200.567000.576700.56323
2862025.01.06 13:31sell stop750.200.567000.576700.56090
2872025.01.06 13:31sell730.200.567000.576700.56467
2882025.01.06 13:31sell740.200.567000.576700.56323
2892025.01.06 13:31sell750.200.567000.576700.56090
2902025.01.06 16:16modify730.200.567000.576600.56467
2912025.01.06 16:16modify740.200.567000.576600.56323
2922025.01.06 16:16modify750.200.567000.576600.56090
2932025.01.06 16:16t/p730.200.564670.576600.5646746.6011266.60
2942025.01.06 20:00modify740.200.567000.576500.56323
2952025.01.06 20:00modify750.200.567000.576500.56090
2962025.01.06 23:00delete700.200.576700.567000.57903
2972025.01.06 23:00delete710.200.576700.567000.58047
2982025.01.06 23:00delete720.200.576700.567000.58280
2992025.01.07 00:00modify740.200.567000.576400.56323
3002025.01.07 00:00modify750.200.567000.576400.56090
3012025.01.07 04:00modify740.200.567000.576300.56323
3022025.01.07 04:00modify750.200.567000.576300.56090
3032025.01.07 07:42buy stop760.200.576400.566600.57873
3042025.01.07 07:42buy stop770.200.576400.566600.58017
3052025.01.07 07:42buy stop780.200.576400.566600.58250
3062025.01.07 16:00modify740.200.567000.576200.56323
3072025.01.07 16:00modify750.200.567000.576200.56090
3082025.01.07 18:52modify740.200.567000.576100.56323
3092025.01.07 18:52modify750.200.567000.576100.56090
3102025.01.07 22:35modify740.200.567000.576000.56323
3112025.01.07 22:35modify750.200.567000.576000.56090
3122025.01.07 23:00delete760.200.576400.566600.57873
3132025.01.07 23:00delete770.200.576400.566600.58017
3142025.01.07 23:00delete780.200.576400.566600.58250
3152025.01.07 23:59close at stop750.200.563720.576000.5609065.6011332.20
3162025.01.07 23:59close at stop740.200.563720.576000.5632365.6011397.80