Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.05.01 00:00 - 2025.04.30 23:59 (2024.05.01 - 2025.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=30; 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=35; 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=23; 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 test | 2608 | Ticks modelled | 4216 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 376.97 | Gross profit | 1105.73 | Gross loss | -728.76 |
| Profit factor | 1.52 | Expected payoff | 10.77 | ||
| Absolute drawdown | 112.62 | Maximal drawdown | 258.28 (22.54%) | Relative drawdown | 22.54% (258.28) |
| Total trades | 35 | Short positions (won %) | 10 (60.00%) | Long positions (won %) | 25 (44.00%) |
| Profit trades (% of total) | 17 (48.57%) | Loss trades (% of total) | 18 (51.43%) | ||
| Largest | profit trade | 77.45 | loss trade | -53.32 | |
| Average | profit trade | 65.04 | loss trade | -40.49 | |
| Maximum | consecutive wins (profit in money) | 4 (275.21) | consecutive losses (loss in money) | 5 (-244.79) | |
| Maximal | consecutive profit (count of wins) | 275.21 (4) | consecutive loss (count of losses) | -244.79 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.05.02 00:00 | buy | 1 | 0.10 | 101.722 | 0.000 | 0.000 | ||
| 2 | 2024.05.02 00:00 | modify | 1 | 0.10 | 101.722 | 101.022 | 102.822 | ||
| 3 | 2024.05.02 12:00 | s/l | 1 | 0.10 | 101.022 | 101.022 | 102.822 | -48.17 | 951.83 |
| 4 | 2024.05.02 16:00 | buy | 2 | 0.10 | 100.704 | 0.000 | 0.000 | ||
| 5 | 2024.05.02 16:00 | modify | 2 | 0.10 | 100.704 | 100.004 | 101.804 | ||
| 6 | 2024.05.06 04:00 | t/p | 2 | 0.10 | 101.804 | 100.004 | 101.804 | 76.57 | 1028.40 |
| 7 | 2024.06.04 12:00 | buy | 3 | 0.10 | 102.867 | 0.000 | 0.000 | ||
| 8 | 2024.06.04 12:00 | modify | 3 | 0.10 | 102.867 | 102.167 | 103.967 | ||
| 9 | 2024.06.05 08:00 | t/p | 3 | 0.10 | 103.967 | 102.167 | 103.967 | 76.13 | 1104.54 |
| 10 | 2024.07.11 16:00 | buy | 4 | 0.10 | 107.449 | 0.000 | 0.000 | ||
| 11 | 2024.07.11 16:00 | modify | 4 | 0.10 | 107.449 | 106.749 | 108.549 | ||
| 12 | 2024.07.12 00:00 | s/l | 4 | 0.10 | 106.749 | 106.749 | 108.549 | -47.73 | 1056.81 |
| 13 | 2024.07.18 00:00 | buy | 5 | 0.10 | 104.807 | 0.000 | 0.000 | ||
| 14 | 2024.07.18 00:00 | modify | 5 | 0.10 | 104.807 | 104.107 | 105.907 | ||
| 15 | 2024.07.18 04:00 | buy | 6 | 0.10 | 105.416 | 0.000 | 0.000 | ||
| 16 | 2024.07.18 04:00 | modify | 6 | 0.10 | 105.416 | 105.192 | 105.907 | ||
| 17 | 2024.07.18 04:00 | modify | 5 | 0.10 | 104.807 | 105.192 | 105.907 | ||
| 18 | 2024.07.18 08:00 | s/l | 5 | 0.10 | 105.192 | 105.192 | 105.907 | 26.49 | 1083.30 |
| 19 | 2024.07.18 08:00 | s/l | 6 | 0.10 | 105.192 | 105.192 | 105.907 | -15.41 | 1067.89 |
| 20 | 2024.07.24 04:00 | buy | 7 | 0.10 | 102.278 | 0.000 | 0.000 | ||
| 21 | 2024.07.24 04:00 | modify | 7 | 0.10 | 102.278 | 101.578 | 103.378 | ||
| 22 | 2024.07.24 16:00 | s/l | 7 | 0.10 | 101.578 | 101.578 | 103.378 | -48.16 | 1019.73 |
| 23 | 2024.07.25 04:00 | buy | 8 | 0.10 | 99.830 | 0.000 | 0.000 | ||
| 24 | 2024.07.25 04:00 | modify | 8 | 0.10 | 99.830 | 99.130 | 100.930 | ||
| 25 | 2024.07.25 16:00 | t/p | 8 | 0.10 | 100.930 | 99.130 | 100.930 | 75.69 | 1095.42 |
| 26 | 2024.07.31 04:00 | buy | 9 | 0.10 | 99.801 | 0.000 | 0.000 | ||
| 27 | 2024.07.31 04:00 | modify | 9 | 0.10 | 99.801 | 99.101 | 100.901 | ||
| 28 | 2024.07.31 08:00 | s/l | 9 | 0.10 | 99.101 | 99.101 | 100.901 | -48.17 | 1047.25 |
| 29 | 2024.08.02 16:00 | buy | 10 | 0.10 | 95.917 | 0.000 | 0.000 | ||
| 30 | 2024.08.02 16:00 | modify | 10 | 0.10 | 95.917 | 95.217 | 97.017 | ||
| 31 | 2024.08.05 00:00 | s/l | 10 | 0.10 | 95.217 | 95.217 | 97.017 | -47.73 | 999.52 |
| 32 | 2024.08.07 04:00 | sell | 11 | 0.10 | 96.543 | 0.000 | 0.000 | ||
| 33 | 2024.08.07 04:00 | modify | 11 | 0.10 | 96.543 | 97.243 | 95.443 | ||
| 34 | 2024.08.08 00:00 | t/p | 11 | 0.10 | 95.443 | 97.243 | 95.443 | 72.54 | 1072.07 |
| 35 | 2024.08.15 16:00 | sell | 12 | 0.10 | 98.709 | 0.000 | 0.000 | ||
| 36 | 2024.08.15 16:00 | modify | 12 | 0.10 | 98.709 | 99.409 | 97.609 | ||
| 37 | 2024.08.19 08:00 | t/p | 12 | 0.10 | 97.609 | 99.409 | 97.609 | 73.59 | 1145.66 |
| 38 | 2024.09.03 16:00 | buy | 13 | 0.10 | 98.024 | 0.000 | 0.000 | ||
| 39 | 2024.09.03 16:00 | modify | 13 | 0.10 | 98.024 | 97.324 | 99.124 | ||
| 40 | 2024.09.04 04:00 | s/l | 13 | 0.10 | 97.324 | 97.324 | 99.124 | -47.73 | 1097.93 |
| 41 | 2024.09.05 00:00 | buy | 14 | 0.10 | 96.291 | 0.000 | 0.000 | ||
| 42 | 2024.09.05 00:00 | modify | 14 | 0.10 | 96.291 | 95.591 | 97.391 | ||
| 43 | 2024.09.06 08:00 | s/l | 14 | 0.10 | 95.591 | 95.591 | 97.391 | -47.72 | 1050.21 |
| 44 | 2024.09.06 16:00 | buy | 15 | 0.10 | 94.918 | 0.000 | 0.000 | ||
| 45 | 2024.09.06 16:00 | modify | 15 | 0.10 | 94.918 | 94.218 | 96.018 | ||
| 46 | 2024.09.11 04:00 | s/l | 15 | 0.10 | 94.218 | 94.218 | 96.018 | -46.84 | 1003.37 |
| 47 | 2024.09.19 04:00 | sell | 16 | 0.10 | 97.255 | 0.000 | 0.000 | ||
| 48 | 2024.09.19 04:00 | modify | 16 | 0.10 | 97.255 | 97.955 | 96.155 | ||
| 49 | 2024.09.20 12:00 | s/l | 16 | 0.10 | 97.955 | 97.955 | 96.155 | -49.19 | 954.18 |
| 50 | 2024.10.02 16:00 | sell | 17 | 0.10 | 100.694 | 0.000 | 0.000 | ||
| 51 | 2024.10.02 16:00 | modify | 17 | 0.10 | 100.694 | 101.394 | 99.594 | ||
| 52 | 2024.10.07 00:00 | s/l | 17 | 0.10 | 101.394 | 101.394 | 99.594 | -53.32 | 900.87 |
| 53 | 2024.10.08 04:00 | buy | 18 | 0.10 | 99.617 | 0.000 | 0.000 | ||
| 54 | 2024.10.08 04:00 | modify | 18 | 0.10 | 99.617 | 98.917 | 100.717 | ||
| 55 | 2024.10.10 08:00 | t/p | 18 | 0.10 | 100.717 | 98.917 | 100.717 | 77.45 | 978.32 |
| 56 | 2024.11.08 20:00 | buy | 19 | 0.10 | 100.472 | 0.000 | 0.000 | ||
| 57 | 2024.11.08 20:00 | modify | 19 | 0.10 | 100.472 | 99.772 | 101.572 | ||
| 58 | 2024.11.14 16:00 | buy | 20 | 0.10 | 101.099 | 0.000 | 0.000 | ||
| 59 | 2024.11.14 16:00 | modify | 20 | 0.10 | 101.099 | 100.857 | 101.572 | ||
| 60 | 2024.11.14 16:00 | modify | 19 | 0.10 | 100.472 | 100.857 | 101.572 | ||
| 61 | 2024.11.14 20:00 | s/l | 19 | 0.10 | 100.857 | 100.857 | 101.572 | 29.14 | 1007.46 |
| 62 | 2024.11.14 20:00 | s/l | 20 | 0.10 | 100.857 | 100.857 | 101.572 | -16.65 | 990.81 |
| 63 | 2024.12.09 16:00 | sell | 21 | 0.10 | 97.660 | 0.000 | 0.000 | ||
| 64 | 2024.12.09 16:00 | modify | 21 | 0.10 | 97.660 | 98.360 | 96.560 | ||
| 65 | 2024.12.10 04:00 | t/p | 21 | 0.10 | 96.560 | 98.360 | 96.560 | 74.62 | 1065.44 |
| 66 | 2024.12.19 00:00 | buy | 22 | 0.10 | 95.997 | 0.000 | 0.000 | ||
| 67 | 2024.12.19 00:00 | modify | 22 | 0.10 | 95.997 | 95.297 | 97.097 | ||
| 68 | 2024.12.19 08:00 | t/p | 22 | 0.10 | 97.097 | 95.297 | 97.097 | 75.69 | 1141.13 |
| 69 | 2024.12.19 16:00 | sell | 23 | 0.10 | 98.620 | 0.000 | 0.000 | ||
| 70 | 2024.12.19 16:00 | modify | 23 | 0.10 | 98.620 | 99.320 | 97.520 | ||
| 71 | 2024.12.19 20:00 | sell | 24 | 0.10 | 98.266 | 0.000 | 0.000 | ||
| 72 | 2024.12.19 20:00 | modify | 24 | 0.10 | 98.266 | 98.565 | 97.520 | ||
| 73 | 2024.12.19 20:00 | modify | 23 | 0.10 | 98.620 | 98.565 | 97.520 | ||
| 74 | 2024.12.20 16:00 | t/p | 23 | 0.10 | 97.520 | 98.565 | 97.520 | 74.62 | 1215.75 |
| 75 | 2024.12.20 16:00 | t/p | 24 | 0.10 | 97.520 | 98.565 | 97.520 | 50.27 | 1266.03 |
| 76 | 2025.01.27 12:00 | buy | 25 | 0.10 | 97.016 | 0.000 | 0.000 | ||
| 77 | 2025.01.27 12:00 | modify | 25 | 0.10 | 97.016 | 96.316 | 98.116 | ||
| 78 | 2025.01.30 04:00 | s/l | 25 | 0.10 | 96.316 | 96.316 | 98.116 | -45.96 | 1220.07 |
| 79 | 2025.02.03 04:00 | buy | 26 | 0.10 | 94.943 | 0.000 | 0.000 | ||
| 80 | 2025.02.03 04:00 | modify | 26 | 0.10 | 94.943 | 94.243 | 96.043 | ||
| 81 | 2025.02.04 00:00 | t/p | 26 | 0.10 | 96.043 | 94.243 | 96.043 | 76.13 | 1296.20 |
| 82 | 2025.02.12 04:00 | sell | 27 | 0.10 | 96.777 | 0.000 | 0.000 | ||
| 83 | 2025.02.12 04:00 | modify | 27 | 0.10 | 96.777 | 97.477 | 95.677 | ||
| 84 | 2025.02.17 12:00 | sell | 28 | 0.10 | 96.447 | 0.000 | 0.000 | ||
| 85 | 2025.02.17 12:00 | modify | 28 | 0.10 | 96.447 | 96.722 | 95.677 | ||
| 86 | 2025.02.17 12:00 | modify | 27 | 0.10 | 96.777 | 96.722 | 95.677 | ||
| 87 | 2025.02.18 04:00 | s/l | 27 | 0.10 | 96.722 | 96.722 | 95.677 | -2.43 | 1293.77 |
| 88 | 2025.02.18 04:00 | s/l | 28 | 0.10 | 96.722 | 96.722 | 95.677 | -19.96 | 1273.81 |
| 89 | 2025.03.04 16:00 | buy | 29 | 0.10 | 92.105 | 0.000 | 0.000 | ||
| 90 | 2025.03.04 16:00 | modify | 29 | 0.10 | 92.105 | 91.405 | 93.205 | ||
| 91 | 2025.03.04 20:00 | t/p | 29 | 0.10 | 93.205 | 91.405 | 93.205 | 75.69 | 1349.50 |
| 92 | 2025.03.20 12:00 | buy | 30 | 0.10 | 93.369 | 0.000 | 0.000 | ||
| 93 | 2025.03.20 12:00 | modify | 30 | 0.10 | 93.369 | 92.669 | 94.469 | ||
| 94 | 2025.03.24 00:00 | buy | 31 | 0.10 | 94.150 | 0.000 | 0.000 | ||
| 95 | 2025.03.24 00:00 | modify | 31 | 0.10 | 94.150 | 93.754 | 94.469 | ||
| 96 | 2025.03.24 00:00 | modify | 30 | 0.10 | 93.369 | 93.754 | 94.469 | ||
| 97 | 2025.03.24 16:00 | t/p | 30 | 0.10 | 94.469 | 93.754 | 94.469 | 76.57 | 1426.08 |
| 98 | 2025.03.24 16:00 | t/p | 31 | 0.10 | 94.469 | 93.754 | 94.469 | 21.95 | 1448.03 |
| 99 | 2025.04.03 00:00 | buy | 32 | 0.10 | 92.657 | 0.000 | 0.000 | ||
| 100 | 2025.04.03 00:00 | modify | 32 | 0.10 | 92.657 | 91.957 | 93.757 | ||
| 101 | 2025.04.04 04:00 | s/l | 32 | 0.10 | 91.957 | 91.957 | 93.757 | -47.73 | 1400.30 |
| 102 | 2025.04.04 04:00 | buy | 33 | 0.10 | 91.128 | 0.000 | 0.000 | ||
| 103 | 2025.04.04 04:00 | modify | 33 | 0.10 | 91.128 | 90.428 | 92.228 | ||
| 104 | 2025.04.04 12:00 | s/l | 33 | 0.10 | 90.428 | 90.428 | 92.228 | -48.17 | 1352.13 |
| 105 | 2025.04.08 20:00 | buy | 34 | 0.10 | 87.235 | 0.000 | 0.000 | ||
| 106 | 2025.04.08 20:00 | modify | 34 | 0.10 | 87.235 | 86.535 | 88.335 | ||
| 107 | 2025.04.09 00:00 | s/l | 34 | 0.10 | 86.535 | 86.535 | 88.335 | -47.72 | 1304.41 |
| 108 | 2025.04.09 20:00 | sell | 35 | 0.10 | 90.904 | 0.000 | 0.000 | ||
| 109 | 2025.04.09 20:00 | modify | 35 | 0.10 | 90.904 | 91.604 | 89.804 | ||
| 110 | 2025.04.10 04:00 | t/p | 35 | 0.10 | 89.804 | 91.604 | 89.804 | 72.55 | 1376.97 |