Strategy Tester Report
Envelope 2.1
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 profit1659.60Gross profit1659.60Gross loss-0.00
Profit factorExpected payoff72.16
Absolute drawdown21.60Maximal drawdown321.60 (3.05%)Relative drawdown3.05% (321.60)
Total trades23Short positions (won %)23 (100.00%)Long positions (won %)0 (0.00%)
Profit trades (% of total)23 (100.00%)Loss trades (% of total)0 (0.00%)
Largestprofit trade122.00loss trade-0.00
Averageprofit trade72.16loss trade-0.00
Maximumconsecutive wins (profit in money)23 (1659.60)consecutive losses (loss in money)0 (-0.00)
Maximalconsecutive profit (count of wins)1659.60 (23)consecutive loss (count of losses)-0.00 (0)
Averageconsecutive wins23consecutive 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 10:45sell stop220.200.600000.610300.59767
812024.11.05 10:46sell220.200.600000.610300.59767
822024.11.05 12:00modify170.200.600700.610200.59693
832024.11.05 12:00modify180.200.600700.610200.59460
842024.11.05 12:00modify220.200.600000.610200.59767
852024.11.05 20:00modify170.200.600700.610100.59693
862024.11.05 20:00modify180.200.600700.610100.59460
872024.11.05 20:00modify220.200.600000.610100.59767
882024.11.05 23:00delete190.200.610300.600000.61263
892024.11.05 23:00delete210.200.610300.600000.61640
902024.11.05 23:00delete200.200.610300.600000.61407
912024.11.06 00:00modify170.200.600700.610000.59693
922024.11.06 00:00modify180.200.600700.610000.59460
932024.11.06 00:16modify220.200.600000.610000.59767
942024.11.06 01:00buy stop230.200.610000.599700.61233
952024.11.06 01:00buy stop240.200.610000.599700.61377
962024.11.06 01:00buy stop250.200.610000.599700.61610
972024.11.06 02:43t/p220.200.597670.610000.5976746.6010337.20
982024.11.06 02:58t/p170.200.596930.610000.5969375.4010412.60
992024.11.06 04:00modify180.200.600700.609900.59460
1002024.11.06 04:32modify180.200.600700.609800.59460
1012024.11.06 04:38t/p180.200.594600.609800.59460122.0010534.60
1022024.11.06 23:00delete230.200.610000.599700.61233
1032024.11.06 23:00delete240.200.610000.599700.61377
1042024.11.06 23:00delete250.200.610000.599700.61610
1052024.11.07 08:32buy stop260.200.609000.598700.61133
1062024.11.07 08:32buy stop270.200.609000.598700.61277
1072024.11.07 08:32buy stop280.200.609000.598700.61510
1082024.11.07 08:32sell stop290.200.598700.609000.59637
1092024.11.07 08:32sell stop300.200.598700.609000.59493
1102024.11.07 08:32sell stop310.200.598700.609000.59260
1112024.11.07 08:37sell290.200.598700.609000.59637
1122024.11.07 08:37sell300.200.598700.609000.59493
1132024.11.07 08:37sell310.200.598700.609000.59260
1142024.11.07 12:27modify290.200.598700.608900.59637
1152024.11.07 12:27modify300.200.598700.608900.59493
1162024.11.07 12:27modify310.200.598700.608900.59260
1172024.11.07 23:00delete260.200.609000.598700.61133
1182024.11.07 23:00delete270.200.609000.598700.61277
1192024.11.07 23:00delete280.200.609000.598700.61510
1202024.11.08 01:00buy stop320.200.608900.598700.61123
1212024.11.08 01:00buy stop330.200.608900.598700.61267
1222024.11.08 01:00buy stop340.200.608900.598700.61500
1232024.11.08 15:16modify290.200.598700.608800.59637
1242024.11.08 15:16modify300.200.598700.608800.59493
1252024.11.08 15:16modify310.200.598700.608800.59260
1262024.11.08 15:23modify290.200.598700.608700.59637
1272024.11.08 15:23modify300.200.598700.608700.59493
1282024.11.08 15:23modify310.200.598700.608700.59260
1292024.11.08 18:18modify290.200.598700.608600.59637
1302024.11.08 18:18modify300.200.598700.608600.59493
1312024.11.08 18:18modify310.200.598700.608600.59260
1322024.11.08 18:58t/p290.200.596370.608600.5963746.6010581.20
1332024.11.08 20:00modify300.200.598700.608500.59493
1342024.11.08 20:00modify310.200.598700.608500.59260
1352024.11.08 23:00delete320.200.608900.598700.61123
1362024.11.08 23:00delete340.200.608900.598700.61500
1372024.11.08 23:00delete330.200.608900.598700.61267
1382024.11.11 00:00modify300.200.598700.608400.59493
1392024.11.11 00:00modify310.200.598700.608400.59260
1402024.11.11 04:00modify300.200.598700.608300.59493
1412024.11.11 04:00modify310.200.598700.608300.59260
1422024.11.11 12:00modify300.200.598700.608200.59493
1432024.11.11 12:00modify310.200.598700.608200.59260
1442024.11.11 16:00modify300.200.598700.608100.59493
1452024.11.11 16:00modify310.200.598700.608100.59260
1462024.11.11 20:00modify300.200.598700.608000.59493
1472024.11.11 20:00modify310.200.598700.608000.59260
1482024.11.12 00:00modify300.200.598700.607900.59493
1492024.11.12 00:00modify310.200.598700.607900.59260
1502024.11.12 04:00modify300.200.598700.607800.59493
1512024.11.12 04:00modify310.200.598700.607800.59260
1522024.11.12 08:00modify300.200.598700.607700.59493
1532024.11.12 08:00modify310.200.598700.607700.59260
1542024.11.12 10:22t/p300.200.594930.607700.5949375.4010656.60
1552024.11.12 12:00modify310.200.598700.607600.59260
1562024.11.12 12:03modify310.200.598700.607500.59260
1572024.11.12 16:00modify310.200.598700.607400.59260
1582024.11.12 18:41t/p310.200.592600.607400.59260122.0010778.60
1592024.11.27 09:38buy stop350.200.598000.587900.60033
1602024.11.27 09:38buy stop360.200.598000.587900.60177
1612024.11.27 09:38buy stop370.200.598000.587900.60410
1622024.11.27 09:38sell stop380.200.587900.598000.58557
1632024.11.27 09:38sell stop390.200.587900.598000.58413
1642024.11.27 09:38sell stop400.200.587900.598000.58180
1652024.11.27 09:39sell380.200.587900.598000.58557
1662024.11.27 09:39sell390.200.587900.598000.58413
1672024.11.27 09:39sell400.200.587900.598000.58180
1682024.11.27 23:00delete350.200.598000.587900.60033
1692024.11.27 23:00delete360.200.598000.587900.60177
1702024.11.27 23:00delete370.200.598000.587900.60410
1712024.11.28 01:00buy stop410.200.597800.587800.60013
1722024.11.28 01:00buy stop420.200.597800.587800.60157
1732024.11.28 01:00buy stop430.200.597800.587800.60390
1742024.11.28 23:00delete410.200.597800.587800.60013
1752024.11.28 23:00delete430.200.597800.587800.60390
1762024.11.28 23:00delete420.200.597800.587800.60157
1772024.11.29 01:00buy stop440.200.597500.587500.59983
1782024.11.29 01:00buy stop450.200.597500.587500.60127
1792024.11.29 01:00buy stop460.200.597500.587500.60360
1802024.11.29 23:00delete440.200.597500.587500.59983
1812024.11.29 23:00delete460.200.597500.587500.60360
1822024.11.29 23:00delete450.200.597500.587500.60127
1832024.12.02 01:00buy stop470.200.597500.587400.59983
1842024.12.02 01:00buy stop480.200.597500.587400.60127
1852024.12.02 01:00buy stop490.200.597500.587400.60360
1862024.12.02 15:36modify380.200.587900.597300.58557
1872024.12.02 15:36modify390.200.587900.597300.58413
1882024.12.02 15:36modify400.200.587900.597300.58180
1892024.12.02 20:00modify380.200.587900.597200.58557
1902024.12.02 20:00modify390.200.587900.597200.58413
1912024.12.02 20:00modify400.200.587900.597200.58180
1922024.12.02 23:00delete470.200.597500.587400.59983
1932024.12.02 23:00delete490.200.597500.587400.60360
1942024.12.02 23:00delete480.200.597500.587400.60127
1952024.12.03 00:00modify380.200.587900.597100.58557
1962024.12.03 00:00modify390.200.587900.597100.58413
1972024.12.03 00:00modify400.200.587900.597100.58180
1982024.12.03 01:00buy stop500.200.597200.587100.59953
1992024.12.03 01:00buy stop510.200.597200.587100.60097
2002024.12.03 01:00buy stop520.200.597200.587100.60330
2012024.12.03 08:00modify380.200.587900.597000.58557
2022024.12.03 08:00modify390.200.587900.597000.58413
2032024.12.03 08:00modify400.200.587900.597000.58180
2042024.12.03 17:02modify380.200.587900.596900.58557
2052024.12.03 17:02modify390.200.587900.596900.58413
2062024.12.03 17:02modify400.200.587900.596900.58180
2072024.12.03 23:00delete500.200.597200.587100.59953
2082024.12.03 23:00delete520.200.597200.587100.60330
2092024.12.03 23:00delete510.200.597200.587100.60097
2102024.12.04 00:00modify380.200.587900.596800.58557
2112024.12.04 00:00modify390.200.587900.596800.58413
2122024.12.04 00:00modify400.200.587900.596800.58180
2132024.12.04 01:00buy stop530.200.596800.586800.59913
2142024.12.04 01:00buy stop540.200.596800.586800.60057
2152024.12.04 01:00buy stop550.200.596800.586800.60290
2162024.12.04 04:00modify380.200.587900.596700.58557
2172024.12.04 04:00modify390.200.587900.596700.58413
2182024.12.04 04:00modify400.200.587900.596700.58180
2192024.12.04 04:37t/p380.200.585570.596700.5855746.6010825.20
2202024.12.04 05:19t/p390.200.584130.596700.5841375.4010900.60
2212024.12.04 08:31modify400.200.587900.596600.58180
2222024.12.04 12:00modify400.200.587900.596500.58180
2232024.12.04 16:00modify400.200.587900.596400.58180
2242024.12.04 18:27sell stop560.200.586400.596500.58407
2252024.12.04 18:27sell560.200.586400.596500.58407
2262024.12.04 18:27sell stop570.200.586400.596500.58263
2272024.12.04 18:27sell570.200.586400.596500.58263
2282024.12.04 18:41modify560.200.586400.596400.58407
2292024.12.04 18:41modify570.200.586400.596400.58263
2302024.12.04 23:00delete530.200.596800.586800.59913
2312024.12.04 23:00delete550.200.596800.586800.60290
2322024.12.04 23:00delete540.200.596800.586800.60057
2332024.12.05 00:00modify400.200.587900.596300.58180
2342024.12.05 00:00modify560.200.586400.596300.58407
2352024.12.05 00:00modify570.200.586400.596300.58263
2362024.12.05 03:32buy stop580.200.596300.586200.59863
2372024.12.05 03:32buy stop590.200.596300.586200.60007
2382024.12.05 03:32buy stop600.200.596300.586200.60240
2392024.12.05 04:00modify400.200.587900.596200.58180
2402024.12.05 04:00modify560.200.586400.596200.58407
2412024.12.05 04:00modify570.200.586400.596200.58263
2422024.12.05 12:00modify400.200.587900.596100.58180
2432024.12.05 12:00modify560.200.586400.596100.58407
2442024.12.05 12:00modify570.200.586400.596100.58263
2452024.12.05 16:00modify400.200.587900.596000.58180
2462024.12.05 16:23modify560.200.586400.596000.58407
2472024.12.05 16:23modify570.200.586400.596000.58263
2482024.12.05 23:00delete580.200.596300.586200.59863
2492024.12.05 23:00delete600.200.596300.586200.60240
2502024.12.05 23:00delete590.200.596300.586200.60007
2512024.12.06 01:00buy stop610.200.596000.585900.59833
2522024.12.06 01:00buy stop620.200.596000.585900.59977
2532024.12.06 01:00buy stop630.200.596000.585900.60210
2542024.12.06 03:53modify400.200.587900.595900.58180
2552024.12.06 03:53modify560.200.586400.595900.58407
2562024.12.06 03:53modify570.200.586400.595900.58263
2572024.12.06 08:00modify400.200.587900.595800.58180
2582024.12.06 08:00modify560.200.586400.595800.58407
2592024.12.06 08:00modify570.200.586400.595800.58263
2602024.12.06 12:00modify400.200.587900.595700.58180
2612024.12.06 12:00modify560.200.586400.595700.58407
2622024.12.06 12:00modify570.200.586400.595700.58263
2632024.12.06 15:31t/p560.200.584070.595700.5840746.6010947.20
2642024.12.06 15:32sell stop640.200.585700.595700.58337
2652024.12.06 16:08sell640.200.585700.595700.58337
2662024.12.06 17:11modify400.200.587900.595600.58180
2672024.12.06 17:11modify570.200.586400.595600.58263
2682024.12.06 17:11modify640.200.585700.595600.58337
2692024.12.06 17:38t/p640.200.583370.595600.5833746.6010993.80
2702024.12.06 19:03t/p570.200.582630.595600.5826375.4011069.20
2712024.12.06 20:00modify400.200.587900.595500.58180
2722024.12.06 23:00delete610.200.596000.585900.59833
2732024.12.06 23:00delete630.200.596000.585900.60210
2742024.12.06 23:00delete620.200.596000.585900.59977
2752024.12.09 00:00modify400.200.587900.595400.58180
2762024.12.09 04:00modify400.200.587900.595300.58180
2772024.12.09 05:42t/p400.200.581800.595300.58180122.0011191.20
2782024.12.09 10:50buy stop650.200.595200.585200.59753
2792024.12.09 10:50buy stop660.200.595200.585200.59897
2802024.12.09 10:50buy stop670.200.595200.585200.60130
2812024.12.09 10:50sell stop680.200.585200.595200.58287
2822024.12.09 10:50sell680.200.585200.595200.58287
2832024.12.09 10:50sell stop690.200.585200.595200.58143
2842024.12.09 10:50sell690.200.585200.595200.58143
2852024.12.09 10:50sell stop700.200.585200.595200.57910
2862024.12.09 10:50sell700.200.585200.595200.57910
2872024.12.09 23:00delete650.200.595200.585200.59753
2882024.12.09 23:00delete660.200.595200.585200.59897
2892024.12.09 23:00delete670.200.595200.585200.60130
2902024.12.10 01:00buy stop710.200.595100.585000.59743
2912024.12.10 01:00buy stop720.200.595100.585000.59887
2922024.12.10 01:00buy stop730.200.595100.585000.60120
2932024.12.10 02:08modify680.200.585200.595000.58287
2942024.12.10 02:08modify690.200.585200.595000.58143
2952024.12.10 02:08modify700.200.585200.595000.57910
2962024.12.10 04:41modify680.200.585200.594900.58287
2972024.12.10 04:41modify690.200.585200.594900.58143
2982024.12.10 04:41modify700.200.585200.594900.57910
2992024.12.10 05:33t/p680.200.582870.594900.5828746.6011237.80
3002024.12.10 08:00modify690.200.585200.594800.58143
3012024.12.10 08:00modify700.200.585200.594800.57910
3022024.12.10 12:00modify690.200.585200.594700.58143
3032024.12.10 12:00modify700.200.585200.594700.57910
3042024.12.10 16:00modify690.200.585200.594600.58143
3052024.12.10 16:00modify700.200.585200.594600.57910
3062024.12.10 16:38t/p690.200.581430.594600.5814375.4011313.20
3072024.12.10 20:00modify700.200.585200.594400.57910
3082024.12.10 23:00delete710.200.595100.585000.59743
3092024.12.10 23:00delete730.200.595100.585000.60120
3102024.12.10 23:00delete720.200.595100.585000.59887
3112024.12.11 00:00modify700.200.585200.594300.57910
3122024.12.11 04:00modify700.200.585200.594200.57910
3132024.12.11 07:28t/p700.200.579100.594200.57910122.0011435.20
3142025.01.06 13:31buy stop740.200.576700.567000.57903
3152025.01.06 13:31buy stop750.200.576700.567000.58047
3162025.01.06 13:31buy stop760.200.576700.567000.58280
3172025.01.06 13:31sell stop770.200.567000.576700.56467
3182025.01.06 13:31sell stop780.200.567000.576700.56323
3192025.01.06 13:31sell stop790.200.567000.576700.56090
3202025.01.06 13:31sell770.200.567000.576700.56467
3212025.01.06 13:31sell780.200.567000.576700.56323
3222025.01.06 13:31sell790.200.567000.576700.56090
3232025.01.06 16:16modify770.200.567000.576600.56467
3242025.01.06 16:16modify780.200.567000.576600.56323
3252025.01.06 16:16modify790.200.567000.576600.56090
3262025.01.06 16:16t/p770.200.564670.576600.5646746.6011481.80
3272025.01.06 20:00modify780.200.567000.576500.56323
3282025.01.06 20:00modify790.200.567000.576500.56090
3292025.01.06 23:00delete740.200.576700.567000.57903
3302025.01.06 23:00delete750.200.576700.567000.58047
3312025.01.06 23:00delete760.200.576700.567000.58280
3322025.01.07 00:00modify780.200.567000.576400.56323
3332025.01.07 00:00modify790.200.567000.576400.56090
3342025.01.07 04:00modify780.200.567000.576300.56323
3352025.01.07 04:00modify790.200.567000.576300.56090
3362025.01.07 07:42buy stop800.200.576400.566600.57873
3372025.01.07 07:42buy stop810.200.576400.566600.58017
3382025.01.07 07:42buy stop820.200.576400.566600.58250
3392025.01.07 07:42sell stop830.200.566600.576400.56427
3402025.01.07 07:42sell830.200.566600.576400.56427
3412025.01.07 08:23modify830.200.566600.576300.56427
3422025.01.07 16:00modify780.200.567000.576200.56323
3432025.01.07 16:00modify790.200.567000.576200.56090
3442025.01.07 16:06modify830.200.566600.576200.56427
3452025.01.07 18:30t/p830.200.564270.576200.5642746.6011528.40
3462025.01.07 18:52modify780.200.567000.576100.56323
3472025.01.07 18:52modify790.200.567000.576100.56090
3482025.01.07 22:35modify780.200.567000.576000.56323
3492025.01.07 22:35modify790.200.567000.576000.56090
3502025.01.07 23:00delete800.200.576400.566600.57873
3512025.01.07 23:00delete820.200.576400.566600.58250
3522025.01.07 23:00delete810.200.576400.566600.58017
3532025.01.07 23:59close at stop790.200.563720.576000.5609065.6011594.00
3542025.01.07 23:59close at stop780.200.563720.576000.5632365.6011659.60