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 20:00 (2024.09.01 - 2025.09.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1904 | Ticks modelled | 32511656 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 608.57 | Gross profit | 833.38 | Gross loss | -224.81 |
| Profit factor | 3.71 | Expected payoff | 20.99 | ||
| Absolute drawdown | 211.35 | Maximal drawdown | 241.09 (23.41%) | Relative drawdown | 23.41% (241.09) |
| Total trades | 29 | Short positions (won %) | 22 (77.27%) | Long positions (won %) | 7 (42.86%) |
| Profit trades (% of total) | 20 (68.97%) | Loss trades (% of total) | 9 (31.03%) | ||
| Largest | profit trade | 101.85 | loss trade | -54.33 | |
| Average | profit trade | 41.67 | loss trade | -24.98 | |
| Maximum | consecutive wins (profit in money) | 8 (485.32) | consecutive losses (loss in money) | 2 (-80.69) | |
| Maximal | consecutive profit (count of wins) | 485.32 (8) | consecutive loss (count of losses) | -80.69 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | 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 | 2024.10.13 21:06 | sell | 2 | 0.10 | 100.266 | 0.000 | 0.000 | ||
| 4 | 2024.10.13 21:06 | modify | 2 | 0.10 | 100.266 | 100.647 | 99.222 | ||
| 5 | 2024.10.13 21:06 | modify | 1 | 0.10 | 100.722 | 100.647 | 99.222 | ||
| 6 | 2024.10.13 23:00 | s/l | 1 | 0.10 | 100.647 | 100.647 | 99.222 | 5.09 | 1005.09 |
| 7 | 2024.10.13 23:00 | s/l | 2 | 0.10 | 100.647 | 100.647 | 99.222 | -25.87 | 979.22 |
| 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 | 2024.10.21 00:47 | sell | 4 | 0.10 | 100.120 | 0.000 | 0.000 | ||
| 11 | 2024.10.21 00:47 | modify | 4 | 0.10 | 100.120 | 100.496 | 99.071 | ||
| 12 | 2024.10.21 00:47 | modify | 3 | 0.10 | 100.571 | 100.496 | 99.071 | ||
| 13 | 2024.10.22 02:01 | s/l | 3 | 0.10 | 100.496 | 100.496 | 99.071 | 2.61 | 981.83 |
| 14 | 2024.10.22 02:01 | s/l | 4 | 0.10 | 100.496 | 100.496 | 99.071 | -26.36 | 955.48 |
| 15 | 2024.11.26 04:00 | buy | 5 | 0.10 | 99.826 | 0.000 | 0.000 | ||
| 16 | 2024.11.26 04:00 | modify | 5 | 0.10 | 99.826 | 99.026 | 101.326 | ||
| 17 | 2024.11.26 17:06 | s/l | 5 | 0.10 | 99.026 | 99.026 | 101.326 | -54.33 | 901.15 |
| 18 | 2025.01.10 20:00 | buy | 6 | 0.10 | 97.079 | 0.000 | 0.000 | ||
| 19 | 2025.01.10 20:00 | modify | 6 | 0.10 | 97.079 | 96.279 | 98.579 | ||
| 20 | 2025.01.13 22:48 | buy | 7 | 0.10 | 97.545 | 0.000 | 0.000 | ||
| 21 | 2025.01.13 22:48 | modify | 7 | 0.10 | 97.545 | 97.154 | 98.579 | ||
| 22 | 2025.01.13 22:48 | modify | 6 | 0.10 | 97.079 | 97.154 | 98.579 | ||
| 23 | 2025.01.14 01:30 | s/l | 6 | 0.10 | 97.154 | 97.154 | 98.579 | 5.71 | 906.86 |
| 24 | 2025.01.14 01:30 | s/l | 7 | 0.10 | 97.154 | 97.154 | 98.579 | -26.24 | 880.62 |
| 25 | 2025.01.27 16:00 | buy | 8 | 0.10 | 97.025 | 0.000 | 0.000 | ||
| 26 | 2025.01.27 16:00 | modify | 8 | 0.10 | 97.025 | 96.225 | 98.525 | ||
| 27 | 2025.01.28 01:15 | buy | 9 | 0.10 | 97.475 | 0.000 | 0.000 | ||
| 28 | 2025.01.28 01:15 | modify | 9 | 0.10 | 97.475 | 97.100 | 98.525 | ||
| 29 | 2025.01.28 01:15 | modify | 8 | 0.10 | 97.025 | 97.100 | 98.525 | ||
| 30 | 2025.01.28 10:40 | s/l | 8 | 0.10 | 97.100 | 97.100 | 98.525 | 5.40 | 886.02 |
| 31 | 2025.01.28 10:40 | s/l | 9 | 0.10 | 97.100 | 97.100 | 98.525 | -25.47 | 860.55 |
| 32 | 2025.04.29 20:00 | buy | 10 | 0.10 | 90.871 | 0.000 | 0.000 | ||
| 33 | 2025.04.29 20:00 | modify | 10 | 0.10 | 90.871 | 90.071 | 92.371 | ||
| 34 | 2025.04.30 04:14 | buy | 11 | 0.10 | 91.324 | 0.000 | 0.000 | ||
| 35 | 2025.04.30 04:14 | modify | 11 | 0.10 | 91.324 | 90.946 | 92.371 | ||
| 36 | 2025.04.30 04:14 | modify | 10 | 0.10 | 90.871 | 90.946 | 92.371 | ||
| 37 | 2025.04.30 12:45 | s/l | 10 | 0.10 | 90.946 | 90.946 | 92.371 | 5.40 | 865.94 |
| 38 | 2025.04.30 12:45 | s/l | 11 | 0.10 | 90.946 | 90.946 | 92.371 | -25.67 | 840.27 |
| 39 | 2025.06.06 20:00 | sell | 12 | 0.10 | 94.045 | 0.000 | 0.000 | ||
| 40 | 2025.06.06 20:00 | modify | 12 | 0.10 | 94.045 | 94.845 | 92.545 | ||
| 41 | 2025.06.12 01:15 | sell | 13 | 0.10 | 93.592 | 0.000 | 0.000 | ||
| 42 | 2025.06.12 01:15 | modify | 13 | 0.10 | 93.592 | 93.970 | 92.545 | ||
| 43 | 2025.06.12 01:15 | modify | 12 | 0.10 | 94.045 | 93.970 | 92.545 | ||
| 44 | 2025.06.13 00:03 | sell | 14 | 0.10 | 93.140 | 0.000 | 0.000 | ||
| 45 | 2025.06.13 00:03 | modify | 14 | 0.10 | 93.140 | 93.595 | 92.545 | ||
| 46 | 2025.06.13 00:03 | modify | 13 | 0.10 | 93.592 | 93.595 | 92.545 | ||
| 47 | 2025.06.13 00:03 | modify | 12 | 0.10 | 94.045 | 93.595 | 92.545 | ||
| 48 | 2025.06.13 00:04 | sell | 15 | 0.10 | 93.070 | 0.000 | 0.000 | ||
| 49 | 2025.06.13 00:04 | modify | 15 | 0.10 | 93.070 | 93.220 | 92.545 | ||
| 50 | 2025.06.13 00:04 | modify | 14 | 0.10 | 93.140 | 93.220 | 92.545 | ||
| 51 | 2025.06.13 00:04 | modify | 13 | 0.10 | 93.592 | 93.220 | 92.545 | ||
| 52 | 2025.06.13 00:04 | modify | 12 | 0.10 | 94.045 | 93.220 | 92.545 | ||
| 53 | 2025.06.13 00:39 | t/p | 12 | 0.10 | 92.545 | 93.220 | 92.545 | 96.08 | 936.36 |
| 54 | 2025.06.13 00:39 | t/p | 13 | 0.10 | 92.545 | 93.220 | 92.545 | 70.27 | 1006.63 |
| 55 | 2025.06.13 00:39 | t/p | 14 | 0.10 | 92.545 | 93.220 | 92.545 | 40.41 | 1047.04 |
| 56 | 2025.06.13 00:39 | t/p | 15 | 0.10 | 92.545 | 93.220 | 92.545 | 35.65 | 1082.69 |
| 57 | 2025.07.03 20:00 | sell | 16 | 0.10 | 95.275 | 0.000 | 0.000 | ||
| 58 | 2025.07.03 20:00 | modify | 16 | 0.10 | 95.275 | 96.075 | 93.775 | ||
| 59 | 2025.07.04 04:27 | sell | 17 | 0.10 | 94.822 | 0.000 | 0.000 | ||
| 60 | 2025.07.04 04:27 | modify | 17 | 0.10 | 94.822 | 95.200 | 93.775 | ||
| 61 | 2025.07.04 04:27 | modify | 16 | 0.10 | 95.275 | 95.200 | 93.775 | ||
| 62 | 2025.07.07 00:43 | sell | 18 | 0.10 | 94.374 | 0.000 | 0.000 | ||
| 63 | 2025.07.07 00:43 | modify | 18 | 0.10 | 94.374 | 94.825 | 93.775 | ||
| 64 | 2025.07.07 00:43 | modify | 17 | 0.10 | 94.822 | 94.825 | 93.775 | ||
| 65 | 2025.07.07 00:43 | modify | 16 | 0.10 | 95.275 | 94.825 | 93.775 | ||
| 66 | 2025.07.07 01:12 | sell | 19 | 0.10 | 94.299 | 0.000 | 0.000 | ||
| 67 | 2025.07.07 01:12 | modify | 19 | 0.10 | 94.299 | 94.450 | 93.775 | ||
| 68 | 2025.07.07 01:12 | modify | 18 | 0.10 | 94.374 | 94.450 | 93.775 | ||
| 69 | 2025.07.07 01:12 | modify | 17 | 0.10 | 94.822 | 94.450 | 93.775 | ||
| 70 | 2025.07.07 01:12 | modify | 16 | 0.10 | 95.275 | 94.450 | 93.775 | ||
| 71 | 2025.07.07 02:16 | s/l | 16 | 0.10 | 94.450 | 94.450 | 93.775 | 54.37 | 1137.06 |
| 72 | 2025.07.07 02:16 | s/l | 17 | 0.10 | 94.450 | 94.450 | 93.775 | 24.43 | 1161.50 |
| 73 | 2025.07.07 02:16 | s/l | 18 | 0.10 | 94.450 | 94.450 | 93.775 | -5.16 | 1156.34 |
| 74 | 2025.07.07 02:16 | s/l | 19 | 0.10 | 94.450 | 94.450 | 93.775 | -10.25 | 1146.09 |
| 75 | 2025.07.11 08:00 | sell | 20 | 0.10 | 96.702 | 0.000 | 0.000 | ||
| 76 | 2025.07.11 08:00 | modify | 20 | 0.10 | 96.702 | 97.502 | 95.202 | ||
| 77 | 2025.07.16 15:16 | sell | 21 | 0.10 | 96.252 | 0.000 | 0.000 | ||
| 78 | 2025.07.16 15:16 | modify | 21 | 0.10 | 96.252 | 96.627 | 95.202 | ||
| 79 | 2025.07.16 15:16 | modify | 20 | 0.10 | 96.702 | 96.627 | 95.202 | ||
| 80 | 2025.07.16 15:55 | s/l | 20 | 0.10 | 96.627 | 96.627 | 95.202 | 2.62 | 1148.71 |
| 81 | 2025.07.16 15:55 | s/l | 21 | 0.10 | 96.627 | 96.627 | 95.202 | -25.46 | 1123.25 |
| 82 | 2025.08.01 04:00 | sell | 22 | 0.10 | 96.906 | 0.000 | 0.000 | ||
| 83 | 2025.08.01 04:00 | modify | 22 | 0.10 | 96.906 | 97.706 | 95.406 | ||
| 84 | 2025.08.01 12:30 | sell | 23 | 0.10 | 96.453 | 0.000 | 0.000 | ||
| 85 | 2025.08.01 12:30 | modify | 23 | 0.10 | 96.453 | 96.831 | 95.406 | ||
| 86 | 2025.08.01 12:30 | modify | 22 | 0.10 | 96.906 | 96.831 | 95.406 | ||
| 87 | 2025.08.01 13:32 | sell | 24 | 0.10 | 96.005 | 0.000 | 0.000 | ||
| 88 | 2025.08.01 13:32 | modify | 24 | 0.10 | 96.005 | 96.456 | 95.406 | ||
| 89 | 2025.08.01 13:32 | modify | 23 | 0.10 | 96.453 | 96.456 | 95.406 | ||
| 90 | 2025.08.01 13:32 | modify | 22 | 0.10 | 96.906 | 96.456 | 95.406 | ||
| 91 | 2025.08.01 13:43 | sell | 25 | 0.10 | 95.929 | 0.000 | 0.000 | ||
| 92 | 2025.08.01 13:43 | modify | 25 | 0.10 | 95.929 | 96.081 | 95.406 | ||
| 93 | 2025.08.01 13:43 | modify | 24 | 0.10 | 96.005 | 96.081 | 95.406 | ||
| 94 | 2025.08.01 13:43 | modify | 23 | 0.10 | 96.453 | 96.081 | 95.406 | ||
| 95 | 2025.08.01 13:43 | modify | 22 | 0.10 | 96.906 | 96.081 | 95.406 | ||
| 96 | 2025.08.01 17:01 | t/p | 22 | 0.10 | 95.406 | 96.081 | 95.406 | 101.85 | 1225.10 |
| 97 | 2025.08.01 17:01 | t/p | 23 | 0.10 | 95.406 | 96.081 | 95.406 | 71.09 | 1296.19 |
| 98 | 2025.08.01 17:01 | t/p | 24 | 0.10 | 95.406 | 96.081 | 95.406 | 40.67 | 1336.86 |
| 99 | 2025.08.01 17:01 | t/p | 25 | 0.10 | 95.406 | 96.081 | 95.406 | 35.51 | 1372.37 |
| 100 | 2025.08.08 16:00 | sell | 26 | 0.10 | 96.400 | 0.000 | 0.000 | ||
| 101 | 2025.08.08 16:00 | modify | 26 | 0.10 | 96.400 | 97.200 | 94.900 | ||
| 102 | 2025.08.14 01:21 | sell | 27 | 0.10 | 95.950 | 0.000 | 0.000 | ||
| 103 | 2025.08.14 01:21 | modify | 27 | 0.10 | 95.950 | 96.325 | 94.900 | ||
| 104 | 2025.08.14 01:21 | modify | 26 | 0.10 | 96.400 | 96.325 | 94.900 | ||
| 105 | 2025.08.19 14:44 | sell | 28 | 0.10 | 95.498 | 0.000 | 0.000 | ||
| 106 | 2025.08.19 14:44 | modify | 28 | 0.10 | 95.498 | 95.950 | 94.900 | ||
| 107 | 2025.08.19 14:44 | modify | 27 | 0.10 | 95.950 | 95.950 | 94.900 | ||
| 108 | 2025.08.19 14:44 | modify | 26 | 0.10 | 96.400 | 95.950 | 94.900 | ||
| 109 | 2025.08.19 15:51 | sell | 29 | 0.10 | 95.425 | 0.000 | 0.000 | ||
| 110 | 2025.08.19 15:51 | modify | 29 | 0.10 | 95.425 | 95.575 | 94.900 | ||
| 111 | 2025.08.19 15:51 | modify | 28 | 0.10 | 95.498 | 95.575 | 94.900 | ||
| 112 | 2025.08.19 15:51 | modify | 27 | 0.10 | 95.950 | 95.575 | 94.900 | ||
| 113 | 2025.08.19 15:51 | modify | 26 | 0.10 | 96.400 | 95.575 | 94.900 | ||
| 114 | 2025.08.20 02:24 | t/p | 26 | 0.10 | 94.900 | 95.575 | 94.900 | 93.60 | 1465.97 |
| 115 | 2025.08.20 02:24 | t/p | 27 | 0.10 | 94.900 | 95.575 | 94.900 | 68.00 | 1533.97 |
| 116 | 2025.08.20 02:24 | t/p | 28 | 0.10 | 94.900 | 95.575 | 94.900 | 39.77 | 1573.75 |
| 117 | 2025.08.20 02:24 | t/p | 29 | 0.10 | 94.900 | 95.575 | 94.900 | 34.82 | 1608.57 |