Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.09.01 21:00 - 2025.08.31 23:59 (2024.09.01 - 2025.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 7199 | Ticks modelled | 13397 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1003.81 | Gross profit | 1603.63 | Gross loss | -599.81 |
| Profit factor | 2.67 | Expected payoff | 24.48 | ||
| Absolute drawdown | 15.08 | Maximal drawdown | 211.74 (13.61%) | Relative drawdown | 13.61% (211.74) |
| Total trades | 41 | Short positions (won %) | 16 (68.75%) | Long positions (won %) | 25 (72.00%) |
| Profit trades (% of total) | 29 (70.73%) | Loss trades (% of total) | 12 (29.27%) | ||
| Largest | profit trade | 98.43 | loss trade | -97.15 | |
| Average | profit trade | 55.30 | loss trade | -49.98 | |
| Maximum | consecutive wins (profit in money) | 7 (383.95) | consecutive losses (loss in money) | 2 (-94.54) | |
| Maximal | consecutive profit (count of wins) | 383.95 (7) | consecutive loss (count of losses) | -97.15 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.02 14:00 | sell | 1 | 0.10 | 99.625 | 0.000 | 0.000 | ||
| 2 | 2024.09.02 14:00 | modify | 1 | 0.10 | 99.625 | 100.825 | 98.225 | ||
| 3 | 2024.09.03 04:00 | sell | 2 | 0.10 | 98.838 | 0.000 | 0.000 | ||
| 4 | 2024.09.03 04:00 | modify | 2 | 0.10 | 98.838 | 99.275 | 98.225 | ||
| 5 | 2024.09.03 04:00 | modify | 1 | 0.10 | 99.625 | 99.275 | 98.225 | ||
| 6 | 2024.09.03 14:00 | t/p | 1 | 0.10 | 98.225 | 99.275 | 98.225 | 94.22 | 1094.22 |
| 7 | 2024.09.03 14:00 | t/p | 2 | 0.10 | 98.225 | 99.275 | 98.225 | 41.61 | 1135.83 |
| 8 | 2024.09.06 05:00 | buy | 3 | 0.10 | 96.297 | 0.000 | 0.000 | ||
| 9 | 2024.09.06 05:00 | modify | 3 | 0.10 | 96.297 | 95.097 | 97.697 | ||
| 10 | 2024.09.06 16:00 | s/l | 3 | 0.10 | 95.097 | 95.097 | 97.697 | -81.48 | 1054.35 |
| 11 | 2024.09.13 12:00 | buy | 4 | 0.10 | 94.346 | 0.000 | 0.000 | ||
| 12 | 2024.09.13 12:00 | modify | 4 | 0.10 | 94.346 | 93.146 | 95.746 | ||
| 13 | 2024.09.17 08:00 | buy | 5 | 0.10 | 95.138 | 0.000 | 0.000 | ||
| 14 | 2024.09.17 08:00 | modify | 5 | 0.10 | 95.138 | 94.696 | 95.746 | ||
| 15 | 2024.09.17 08:00 | modify | 4 | 0.10 | 94.346 | 94.696 | 95.746 | ||
| 16 | 2024.09.17 15:00 | t/p | 4 | 0.10 | 95.746 | 94.696 | 95.746 | 95.67 | 1150.03 |
| 17 | 2024.09.17 15:00 | t/p | 5 | 0.10 | 95.746 | 94.696 | 95.746 | 41.29 | 1191.32 |
| 18 | 2024.09.30 15:00 | sell | 6 | 0.10 | 99.220 | 0.000 | 0.000 | ||
| 19 | 2024.09.30 15:00 | modify | 6 | 0.10 | 99.220 | 100.420 | 97.820 | ||
| 20 | 2024.10.02 15:00 | s/l | 6 | 0.10 | 100.420 | 100.420 | 97.820 | -83.12 | 1108.20 |
| 21 | 2024.10.04 06:00 | buy | 7 | 0.10 | 100.054 | 0.000 | 0.000 | ||
| 22 | 2024.10.04 06:00 | modify | 7 | 0.10 | 100.054 | 98.854 | 101.454 | ||
| 23 | 2024.10.07 05:00 | buy | 8 | 0.10 | 101.118 | 0.000 | 0.000 | ||
| 24 | 2024.10.07 05:00 | modify | 8 | 0.10 | 101.118 | 100.684 | 101.454 | ||
| 25 | 2024.10.07 05:00 | modify | 7 | 0.10 | 100.054 | 100.684 | 101.454 | ||
| 26 | 2024.10.07 08:00 | s/l | 7 | 0.10 | 100.684 | 100.684 | 101.454 | 43.08 | 1151.28 |
| 27 | 2024.10.07 08:00 | s/l | 8 | 0.10 | 100.684 | 100.684 | 101.454 | -29.47 | 1121.81 |
| 28 | 2024.10.15 09:00 | buy | 9 | 0.10 | 100.192 | 0.000 | 0.000 | ||
| 29 | 2024.10.15 09:00 | modify | 9 | 0.10 | 100.192 | 98.992 | 101.592 | ||
| 30 | 2024.10.22 04:00 | buy | 10 | 0.10 | 100.909 | 0.000 | 0.000 | ||
| 31 | 2024.10.22 04:00 | modify | 10 | 0.10 | 100.909 | 100.682 | 101.592 | ||
| 32 | 2024.10.22 04:00 | modify | 9 | 0.10 | 100.192 | 100.682 | 101.592 | ||
| 33 | 2024.10.22 17:00 | buy | 11 | 0.10 | 100.982 | 0.000 | 0.000 | ||
| 34 | 2024.10.22 17:00 | modify | 11 | 0.10 | 100.982 | 100.542 | 101.592 | ||
| 35 | 2024.10.22 17:00 | modify | 10 | 0.10 | 100.909 | 100.542 | 101.592 | ||
| 36 | 2024.10.22 17:00 | modify | 9 | 0.10 | 100.192 | 100.542 | 101.592 | ||
| 37 | 2024.10.23 06:00 | t/p | 9 | 0.10 | 101.592 | 100.542 | 101.592 | 97.50 | 1219.31 |
| 38 | 2024.10.23 06:00 | t/p | 10 | 0.10 | 101.592 | 100.542 | 101.592 | 46.68 | 1265.99 |
| 39 | 2024.10.23 06:00 | t/p | 11 | 0.10 | 101.592 | 100.542 | 101.592 | 41.72 | 1307.70 |
| 40 | 2024.10.29 02:00 | buy | 12 | 0.10 | 100.648 | 0.000 | 0.000 | ||
| 41 | 2024.10.29 02:00 | modify | 12 | 0.10 | 100.648 | 99.448 | 102.048 | ||
| 42 | 2024.11.06 13:00 | buy | 13 | 0.10 | 101.425 | 0.000 | 0.000 | ||
| 43 | 2024.11.06 13:00 | modify | 13 | 0.10 | 101.425 | 100.998 | 102.048 | ||
| 44 | 2024.11.06 13:00 | modify | 12 | 0.10 | 100.648 | 100.998 | 102.048 | ||
| 45 | 2024.11.07 02:00 | buy | 14 | 0.10 | 101.721 | 0.000 | 0.000 | ||
| 46 | 2024.11.07 02:00 | modify | 14 | 0.10 | 101.721 | 101.278 | 102.048 | ||
| 47 | 2024.11.07 02:00 | modify | 13 | 0.10 | 101.425 | 101.278 | 102.048 | ||
| 48 | 2024.11.07 02:00 | modify | 12 | 0.10 | 100.648 | 101.278 | 102.048 | ||
| 49 | 2024.11.07 03:00 | t/p | 12 | 0.10 | 102.048 | 101.278 | 102.048 | 98.43 | 1406.14 |
| 50 | 2024.11.07 03:00 | t/p | 13 | 0.10 | 102.048 | 101.278 | 102.048 | 43.22 | 1449.36 |
| 51 | 2024.11.07 03:00 | t/p | 14 | 0.10 | 102.048 | 101.278 | 102.048 | 22.21 | 1471.57 |
| 52 | 2024.11.15 11:00 | buy | 15 | 0.10 | 100.528 | 0.000 | 0.000 | ||
| 53 | 2024.11.15 11:00 | modify | 15 | 0.10 | 100.528 | 99.328 | 101.928 | ||
| 54 | 2024.11.20 00:00 | buy | 16 | 0.10 | 101.233 | 0.000 | 0.000 | ||
| 55 | 2024.11.20 00:00 | modify | 16 | 0.10 | 101.233 | 101.018 | 101.928 | ||
| 56 | 2024.11.20 00:00 | modify | 15 | 0.10 | 100.528 | 101.018 | 101.928 | ||
| 57 | 2024.11.20 15:00 | s/l | 15 | 0.10 | 101.018 | 101.018 | 101.928 | 34.19 | 1505.76 |
| 58 | 2024.11.20 15:00 | s/l | 16 | 0.10 | 101.018 | 101.018 | 101.928 | -14.60 | 1491.16 |
| 59 | 2024.11.27 13:00 | buy | 17 | 0.10 | 98.221 | 0.000 | 0.000 | ||
| 60 | 2024.11.27 13:00 | modify | 17 | 0.10 | 98.221 | 97.021 | 99.621 | ||
| 61 | 2024.12.02 15:00 | s/l | 17 | 0.10 | 97.021 | 97.021 | 99.621 | -79.94 | 1411.22 |
| 62 | 2024.12.26 04:00 | sell | 18 | 0.10 | 98.338 | 0.000 | 0.000 | ||
| 63 | 2024.12.26 04:00 | modify | 18 | 0.10 | 98.338 | 99.538 | 96.938 | ||
| 64 | 2024.12.30 21:00 | sell | 19 | 0.10 | 97.556 | 0.000 | 0.000 | ||
| 65 | 2024.12.30 21:00 | modify | 19 | 0.10 | 97.556 | 97.988 | 96.938 | ||
| 66 | 2024.12.30 21:00 | modify | 18 | 0.10 | 98.338 | 97.988 | 96.938 | ||
| 67 | 2024.12.31 03:00 | sell | 20 | 0.10 | 97.285 | 0.000 | 0.000 | ||
| 68 | 2024.12.31 03:00 | modify | 20 | 0.10 | 97.285 | 97.708 | 96.938 | ||
| 69 | 2024.12.31 03:00 | modify | 19 | 0.10 | 97.556 | 97.708 | 96.938 | ||
| 70 | 2024.12.31 03:00 | modify | 18 | 0.10 | 98.338 | 97.708 | 96.938 | ||
| 71 | 2025.01.02 00:00 | s/l | 18 | 0.10 | 97.708 | 97.708 | 96.938 | 36.99 | 1448.22 |
| 72 | 2025.01.02 00:00 | s/l | 19 | 0.10 | 97.708 | 97.708 | 96.938 | -14.45 | 1433.77 |
| 73 | 2025.01.02 00:00 | s/l | 20 | 0.10 | 97.708 | 97.708 | 96.938 | -32.02 | 1401.75 |
| 74 | 2025.01.22 13:00 | sell | 21 | 0.10 | 97.933 | 0.000 | 0.000 | ||
| 75 | 2025.01.22 13:00 | modify | 21 | 0.10 | 97.933 | 99.133 | 96.533 | ||
| 76 | 2025.01.28 10:00 | sell | 22 | 0.10 | 97.207 | 0.000 | 0.000 | ||
| 77 | 2025.01.28 10:00 | modify | 22 | 0.10 | 97.207 | 97.443 | 96.533 | ||
| 78 | 2025.01.28 10:00 | modify | 21 | 0.10 | 97.933 | 97.443 | 96.533 | ||
| 79 | 2025.01.29 05:00 | sell | 23 | 0.10 | 96.858 | 0.000 | 0.000 | ||
| 80 | 2025.01.29 05:00 | modify | 23 | 0.10 | 96.858 | 97.303 | 96.533 | ||
| 81 | 2025.01.29 05:00 | modify | 22 | 0.10 | 97.207 | 97.303 | 96.533 | ||
| 82 | 2025.01.29 05:00 | modify | 21 | 0.10 | 97.933 | 97.303 | 96.533 | ||
| 83 | 2025.01.29 14:00 | t/p | 21 | 0.10 | 96.533 | 97.303 | 96.533 | 89.27 | 1491.03 |
| 84 | 2025.01.29 14:00 | t/p | 22 | 0.10 | 96.533 | 97.303 | 96.533 | 44.93 | 1535.96 |
| 85 | 2025.01.29 14:00 | t/p | 23 | 0.10 | 96.533 | 97.303 | 96.533 | 22.07 | 1558.03 |
| 86 | 2025.02.06 16:00 | buy | 24 | 0.10 | 95.284 | 0.000 | 0.000 | ||
| 87 | 2025.02.06 16:00 | modify | 24 | 0.10 | 95.284 | 94.084 | 96.684 | ||
| 88 | 2025.02.11 20:00 | buy | 25 | 0.10 | 95.998 | 0.000 | 0.000 | ||
| 89 | 2025.02.11 20:00 | modify | 25 | 0.10 | 95.998 | 95.774 | 96.684 | ||
| 90 | 2025.02.11 20:00 | modify | 24 | 0.10 | 95.284 | 95.774 | 96.684 | ||
| 91 | 2025.02.12 02:00 | t/p | 24 | 0.10 | 96.684 | 95.774 | 96.684 | 96.28 | 1654.31 |
| 92 | 2025.02.12 02:00 | t/p | 25 | 0.10 | 96.684 | 95.774 | 96.684 | 46.88 | 1701.19 |
| 93 | 2025.04.30 07:00 | sell | 26 | 0.10 | 91.398 | 0.000 | 0.000 | ||
| 94 | 2025.04.30 07:00 | modify | 26 | 0.10 | 91.398 | 92.598 | 89.998 | ||
| 95 | 2025.05.01 15:00 | s/l | 26 | 0.10 | 92.598 | 92.598 | 89.998 | -83.96 | 1617.23 |
| 96 | 2025.05.12 09:00 | sell | 27 | 0.10 | 94.706 | 0.000 | 0.000 | ||
| 97 | 2025.05.12 09:00 | modify | 27 | 0.10 | 94.706 | 95.906 | 93.306 | ||
| 98 | 2025.05.15 08:00 | sell | 28 | 0.10 | 93.645 | 0.000 | 0.000 | ||
| 99 | 2025.05.15 08:00 | modify | 28 | 0.10 | 93.645 | 94.076 | 93.306 | ||
| 100 | 2025.05.15 08:00 | modify | 27 | 0.10 | 94.706 | 94.076 | 93.306 | ||
| 101 | 2025.05.15 15:00 | t/p | 27 | 0.10 | 93.306 | 94.076 | 93.306 | 90.92 | 1708.16 |
| 102 | 2025.05.15 15:00 | t/p | 28 | 0.10 | 93.306 | 94.076 | 93.306 | 23.02 | 1731.18 |
| 103 | 2025.05.27 03:00 | buy | 29 | 0.10 | 92.310 | 0.000 | 0.000 | ||
| 104 | 2025.05.27 03:00 | modify | 29 | 0.10 | 92.310 | 91.110 | 93.710 | ||
| 105 | 2025.05.28 03:00 | buy | 30 | 0.10 | 93.104 | 0.000 | 0.000 | ||
| 106 | 2025.05.28 03:00 | modify | 30 | 0.10 | 93.104 | 92.660 | 93.710 | ||
| 107 | 2025.05.28 03:00 | modify | 29 | 0.10 | 92.310 | 92.660 | 93.710 | ||
| 108 | 2025.05.29 01:00 | t/p | 29 | 0.10 | 93.710 | 92.660 | 93.710 | 96.29 | 1827.46 |
| 109 | 2025.05.29 01:00 | t/p | 30 | 0.10 | 93.710 | 92.660 | 93.710 | 42.07 | 1869.53 |
| 110 | 2025.06.16 16:00 | sell | 31 | 0.10 | 94.191 | 0.000 | 0.000 | ||
| 111 | 2025.06.16 16:00 | modify | 31 | 0.10 | 94.191 | 95.391 | 92.791 | ||
| 112 | 2025.07.03 17:00 | s/l | 31 | 0.10 | 95.391 | 95.391 | 92.791 | -97.15 | 1772.39 |
| 113 | 2025.07.04 09:00 | buy | 32 | 0.10 | 94.691 | 0.000 | 0.000 | ||
| 114 | 2025.07.04 09:00 | modify | 32 | 0.10 | 94.691 | 93.491 | 96.091 | ||
| 115 | 2025.07.08 11:00 | buy | 33 | 0.10 | 95.769 | 0.000 | 0.000 | ||
| 116 | 2025.07.08 11:00 | modify | 33 | 0.10 | 95.769 | 95.321 | 96.091 | ||
| 117 | 2025.07.08 11:00 | modify | 32 | 0.10 | 94.691 | 95.321 | 96.091 | ||
| 118 | 2025.07.09 05:00 | t/p | 32 | 0.10 | 96.091 | 95.321 | 96.091 | 95.98 | 1868.37 |
| 119 | 2025.07.09 05:00 | t/p | 33 | 0.10 | 96.091 | 95.321 | 96.091 | 22.17 | 1890.54 |
| 120 | 2025.07.21 08:00 | buy | 34 | 0.10 | 96.425 | 0.000 | 0.000 | ||
| 121 | 2025.07.21 08:00 | modify | 34 | 0.10 | 96.425 | 95.225 | 97.825 | ||
| 122 | 2025.07.28 03:00 | buy | 35 | 0.10 | 97.217 | 0.000 | 0.000 | ||
| 123 | 2025.07.28 03:00 | modify | 35 | 0.10 | 97.217 | 96.775 | 97.825 | ||
| 124 | 2025.07.28 03:00 | modify | 34 | 0.10 | 96.425 | 96.775 | 97.825 | ||
| 125 | 2025.07.28 08:00 | s/l | 34 | 0.10 | 96.775 | 96.775 | 97.825 | 25.91 | 1916.44 |
| 126 | 2025.07.28 08:00 | s/l | 35 | 0.10 | 96.775 | 96.775 | 97.825 | -30.01 | 1886.43 |
| 127 | 2025.07.30 10:00 | buy | 36 | 0.10 | 96.252 | 0.000 | 0.000 | ||
| 128 | 2025.07.30 10:00 | modify | 36 | 0.10 | 96.252 | 95.052 | 97.652 | ||
| 129 | 2025.08.01 01:00 | buy | 37 | 0.10 | 96.963 | 0.000 | 0.000 | ||
| 130 | 2025.08.01 01:00 | modify | 37 | 0.10 | 96.963 | 96.742 | 97.652 | ||
| 131 | 2025.08.01 01:00 | modify | 36 | 0.10 | 96.252 | 96.742 | 97.652 | ||
| 132 | 2025.08.01 02:00 | buy | 38 | 0.10 | 97.031 | 0.000 | 0.000 | ||
| 133 | 2025.08.01 02:00 | modify | 38 | 0.10 | 97.031 | 96.602 | 97.652 | ||
| 134 | 2025.08.01 02:00 | modify | 37 | 0.10 | 96.963 | 96.602 | 97.652 | ||
| 135 | 2025.08.01 02:00 | modify | 36 | 0.10 | 96.252 | 96.602 | 97.652 | ||
| 136 | 2025.08.01 10:00 | s/l | 36 | 0.10 | 96.602 | 96.602 | 97.652 | 25.00 | 1911.43 |
| 137 | 2025.08.01 10:00 | s/l | 37 | 0.10 | 96.602 | 96.602 | 97.652 | -24.51 | 1886.92 |
| 138 | 2025.08.01 10:00 | s/l | 38 | 0.10 | 96.602 | 96.602 | 97.652 | -29.12 | 1857.80 |
| 139 | 2025.08.06 12:00 | sell | 39 | 0.10 | 95.969 | 0.000 | 0.000 | ||
| 140 | 2025.08.06 12:00 | modify | 39 | 0.10 | 95.969 | 97.169 | 94.569 | ||
| 141 | 2025.08.19 19:00 | sell | 40 | 0.10 | 95.170 | 0.000 | 0.000 | ||
| 142 | 2025.08.19 19:00 | modify | 40 | 0.10 | 95.170 | 95.619 | 94.569 | ||
| 143 | 2025.08.19 19:00 | modify | 39 | 0.10 | 95.969 | 95.619 | 94.569 | ||
| 144 | 2025.08.20 04:00 | sell | 41 | 0.10 | 94.901 | 0.000 | 0.000 | ||
| 145 | 2025.08.20 04:00 | modify | 41 | 0.10 | 94.901 | 95.339 | 94.569 | ||
| 146 | 2025.08.20 04:00 | modify | 40 | 0.10 | 95.170 | 95.339 | 94.569 | ||
| 147 | 2025.08.20 04:00 | modify | 39 | 0.10 | 95.969 | 95.339 | 94.569 | ||
| 148 | 2025.08.20 15:00 | t/p | 39 | 0.10 | 94.569 | 95.339 | 94.569 | 83.50 | 1941.30 |
| 149 | 2025.08.20 15:00 | t/p | 40 | 0.10 | 94.569 | 95.339 | 94.569 | 39.97 | 1981.27 |
| 150 | 2025.08.20 15:00 | t/p | 41 | 0.10 | 94.569 | 95.339 | 94.569 | 22.54 | 2003.81 |