Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.09.01 20:00 - 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=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 2605 | Ticks modelled | 4209 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 203.33 | Gross profit | 533.32 | Gross loss | -329.98 |
| Profit factor | 1.62 | Expected payoff | 10.70 | ||
| Absolute drawdown | 208.43 | Maximal drawdown | 283.29 (26.36%) | Relative drawdown | 26.36% (283.29) |
| Total trades | 19 | Short positions (won %) | 14 (57.14%) | Long positions (won %) | 5 (20.00%) |
| Profit trades (% of total) | 9 (47.37%) | Loss trades (% of total) | 10 (52.63%) | ||
| Largest | profit trade | 101.83 | loss trade | -57.61 | |
| Average | profit trade | 59.26 | loss trade | -33.00 | |
| Maximum | consecutive wins (profit in money) | 4 (297.54) | consecutive losses (loss in money) | 5 (-230.81) | |
| Maximal | consecutive profit (count of wins) | 297.54 (4) | consecutive loss (count of losses) | -230.81 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.11 20:00 | sell | 1 | 0.10 | 100.722 | 0.000 | 0.000 | ||
| 2 | 2024.10.11 20:00 | modify | 1 | 0.10 | 100.722 | 101.522 | 99.222 | ||
| 3 | 2024.10.16 12:00 | sell | 2 | 0.10 | 99.728 | 0.000 | 0.000 | ||
| 4 | 2024.10.16 12:00 | modify | 2 | 0.10 | 99.728 | 99.897 | 99.222 | ||
| 5 | 2024.10.16 12:00 | modify | 1 | 0.10 | 100.722 | 99.897 | 99.222 | ||
| 6 | 2024.10.17 04:00 | s/l | 1 | 0.10 | 99.897 | 99.897 | 99.222 | 51.06 | 1051.06 |
| 7 | 2024.10.17 04:00 | s/l | 2 | 0.10 | 99.897 | 99.897 | 99.222 | -13.95 | 1037.11 |
| 8 | 2024.10.17 20:00 | sell | 3 | 0.10 | 100.571 | 0.000 | 0.000 | ||
| 9 | 2024.10.17 20:00 | modify | 3 | 0.10 | 100.571 | 101.371 | 99.071 | ||
| 10 | 2024.10.23 04:00 | s/l | 3 | 0.10 | 101.371 | 101.371 | 99.071 | -57.61 | 979.50 |
| 11 | 2024.11.26 04:00 | buy | 4 | 0.10 | 99.826 | 0.000 | 0.000 | ||
| 12 | 2024.11.26 04:00 | modify | 4 | 0.10 | 99.826 | 99.026 | 101.326 | ||
| 13 | 2024.11.26 20:00 | s/l | 4 | 0.10 | 99.026 | 99.026 | 101.326 | -54.32 | 925.18 |
| 14 | 2025.01.10 20:00 | buy | 5 | 0.10 | 97.079 | 0.000 | 0.000 | ||
| 15 | 2025.01.10 20:00 | modify | 5 | 0.10 | 97.079 | 96.279 | 98.579 | ||
| 16 | 2025.01.17 00:00 | s/l | 5 | 0.10 | 96.279 | 96.279 | 98.579 | -52.16 | 873.02 |
| 17 | 2025.01.27 16:00 | buy | 6 | 0.10 | 97.025 | 0.000 | 0.000 | ||
| 18 | 2025.01.27 16:00 | modify | 6 | 0.10 | 97.025 | 96.225 | 98.525 | ||
| 19 | 2025.01.30 04:00 | s/l | 6 | 0.10 | 96.225 | 96.225 | 98.525 | -52.78 | 820.25 |
| 20 | 2025.04.29 20:00 | buy | 7 | 0.10 | 90.871 | 0.000 | 0.000 | ||
| 21 | 2025.04.29 20:00 | modify | 7 | 0.10 | 90.871 | 90.071 | 92.371 | ||
| 22 | 2025.04.30 08:00 | buy | 8 | 0.10 | 91.333 | 0.000 | 0.000 | ||
| 23 | 2025.04.30 08:00 | modify | 8 | 0.10 | 91.333 | 90.946 | 92.371 | ||
| 24 | 2025.04.30 08:00 | modify | 7 | 0.10 | 90.871 | 90.946 | 92.371 | ||
| 25 | 2025.04.30 16:00 | s/l | 7 | 0.10 | 90.946 | 90.946 | 92.371 | 5.41 | 825.65 |
| 26 | 2025.04.30 16:00 | s/l | 8 | 0.10 | 90.946 | 90.946 | 92.371 | -26.27 | 799.38 |
| 27 | 2025.05.04 20:00 | sell | 9 | 0.10 | 93.262 | 0.000 | 0.000 | ||
| 28 | 2025.05.04 20:00 | modify | 9 | 0.10 | 93.262 | 94.062 | 91.762 | ||
| 29 | 2025.05.06 12:00 | sell | 10 | 0.10 | 92.272 | 0.000 | 0.000 | ||
| 30 | 2025.05.06 12:00 | modify | 10 | 0.10 | 92.272 | 92.437 | 91.762 | ||
| 31 | 2025.05.06 12:00 | modify | 9 | 0.10 | 93.262 | 92.437 | 91.762 | ||
| 32 | 2025.05.06 16:00 | s/l | 9 | 0.10 | 92.437 | 92.437 | 91.762 | 54.36 | 853.74 |
| 33 | 2025.05.06 16:00 | s/l | 10 | 0.10 | 92.437 | 92.437 | 91.762 | -11.20 | 842.54 |
| 34 | 2025.06.06 20:00 | sell | 11 | 0.10 | 94.045 | 0.000 | 0.000 | ||
| 35 | 2025.06.06 20:00 | modify | 11 | 0.10 | 94.045 | 94.845 | 92.545 | ||
| 36 | 2025.06.13 04:00 | t/p | 11 | 0.10 | 92.545 | 94.845 | 92.545 | 96.05 | 938.60 |
| 37 | 2025.07.03 20:00 | sell | 12 | 0.10 | 95.275 | 0.000 | 0.000 | ||
| 38 | 2025.07.03 20:00 | modify | 12 | 0.10 | 95.275 | 96.075 | 93.775 | ||
| 39 | 2025.07.07 04:00 | sell | 13 | 0.10 | 94.365 | 0.000 | 0.000 | ||
| 40 | 2025.07.07 04:00 | modify | 13 | 0.10 | 94.365 | 94.825 | 93.775 | ||
| 41 | 2025.07.07 04:00 | modify | 12 | 0.10 | 95.275 | 94.825 | 93.775 | ||
| 42 | 2025.07.07 16:00 | s/l | 12 | 0.10 | 94.825 | 94.825 | 93.775 | 28.89 | 967.49 |
| 43 | 2025.07.07 16:00 | s/l | 13 | 0.10 | 94.825 | 94.825 | 93.775 | -31.23 | 936.26 |
| 44 | 2025.07.11 08:00 | sell | 14 | 0.10 | 96.702 | 0.000 | 0.000 | ||
| 45 | 2025.07.11 08:00 | modify | 14 | 0.10 | 96.702 | 97.502 | 95.202 | ||
| 46 | 2025.07.21 12:00 | sell | 15 | 0.10 | 96.249 | 0.000 | 0.000 | ||
| 47 | 2025.07.21 12:00 | modify | 15 | 0.10 | 96.249 | 96.627 | 95.202 | ||
| 48 | 2025.07.21 12:00 | modify | 14 | 0.10 | 96.702 | 96.627 | 95.202 | ||
| 49 | 2025.07.23 08:00 | s/l | 14 | 0.10 | 96.627 | 96.627 | 95.202 | -3.16 | 933.10 |
| 50 | 2025.07.23 08:00 | s/l | 15 | 0.10 | 96.627 | 96.627 | 95.202 | -27.31 | 905.79 |
| 51 | 2025.08.01 04:00 | sell | 16 | 0.10 | 96.906 | 0.000 | 0.000 | ||
| 52 | 2025.08.01 04:00 | modify | 16 | 0.10 | 96.906 | 97.706 | 95.406 | ||
| 53 | 2025.08.01 20:00 | t/p | 16 | 0.10 | 95.406 | 97.706 | 95.406 | 101.83 | 1007.62 |
| 54 | 2025.08.08 16:00 | sell | 17 | 0.10 | 96.400 | 0.000 | 0.000 | ||
| 55 | 2025.08.08 16:00 | modify | 17 | 0.10 | 96.400 | 97.200 | 94.900 | ||
| 56 | 2025.08.18 16:00 | sell | 18 | 0.10 | 95.937 | 0.000 | 0.000 | ||
| 57 | 2025.08.18 16:00 | modify | 18 | 0.10 | 95.937 | 96.325 | 94.900 | ||
| 58 | 2025.08.18 16:00 | modify | 17 | 0.10 | 96.400 | 96.325 | 94.900 | ||
| 59 | 2025.08.19 16:00 | sell | 19 | 0.10 | 95.404 | 0.000 | 0.000 | ||
| 60 | 2025.08.19 16:00 | modify | 19 | 0.10 | 95.404 | 95.575 | 94.900 | ||
| 61 | 2025.08.19 16:00 | modify | 18 | 0.10 | 95.937 | 95.575 | 94.900 | ||
| 62 | 2025.08.19 16:00 | modify | 17 | 0.10 | 96.400 | 95.575 | 94.900 | ||
| 63 | 2025.08.20 04:00 | t/p | 17 | 0.10 | 94.900 | 95.575 | 94.900 | 93.58 | 1101.20 |
| 64 | 2025.08.20 04:00 | t/p | 18 | 0.10 | 94.900 | 95.575 | 94.900 | 68.75 | 1169.95 |
| 65 | 2025.08.20 04:00 | t/p | 19 | 0.10 | 94.900 | 95.575 | 94.900 | 33.38 | 1203.33 |