Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.11.01 00:00 - 2025.10.31 23:59 (2024.11.01 - 2025.11.01) | ||||
| 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=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=45; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 2610 | Ticks modelled | 4220 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 510.54 | Gross profit | 864.65 | Gross loss | -354.12 |
| Profit factor | 2.44 | Expected payoff | 24.31 | ||
| Absolute drawdown | 122.04 | Maximal drawdown | 122.67 (7.77%) | Relative drawdown | 12.24% (122.49) |
| Total trades | 21 | Short positions (won %) | 16 (56.25%) | Long positions (won %) | 5 (60.00%) |
| Profit trades (% of total) | 12 (57.14%) | Loss trades (% of total) | 9 (42.86%) | ||
| Largest | profit trade | 101.52 | loss trade | -84.13 | |
| Average | profit trade | 72.05 | loss trade | -39.35 | |
| Maximum | consecutive wins (profit in money) | 4 (263.71) | consecutive losses (loss in money) | 3 (-63.35) | |
| Maximal | consecutive profit (count of wins) | 263.71 (4) | consecutive loss (count of losses) | -84.13 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.26 04:00 | buy | 1 | 0.10 | 99.826 | 0.000 | 0.000 | ||
| 2 | 2024.11.26 04:00 | modify | 1 | 0.10 | 99.826 | 98.526 | 101.326 | ||
| 3 | 2024.11.27 08:00 | s/l | 1 | 0.10 | 98.526 | 98.526 | 101.326 | -84.13 | 915.87 |
| 4 | 2025.01.10 20:00 | buy | 2 | 0.10 | 97.079 | 0.000 | 0.000 | ||
| 5 | 2025.01.10 20:00 | modify | 2 | 0.10 | 97.079 | 95.779 | 98.579 | ||
| 6 | 2025.01.23 20:00 | buy | 3 | 0.10 | 97.994 | 0.000 | 0.000 | ||
| 7 | 2025.01.23 20:00 | modify | 3 | 0.10 | 97.994 | 97.754 | 98.579 | ||
| 8 | 2025.01.23 20:00 | modify | 2 | 0.10 | 97.079 | 97.754 | 98.579 | ||
| 9 | 2025.01.24 04:00 | t/p | 2 | 0.10 | 98.579 | 97.754 | 98.579 | 101.52 | 1017.39 |
| 10 | 2025.01.24 04:00 | t/p | 3 | 0.10 | 98.579 | 97.754 | 98.579 | 38.28 | 1055.67 |
| 11 | 2025.01.27 16:00 | buy | 4 | 0.10 | 97.025 | 0.000 | 0.000 | ||
| 12 | 2025.01.27 16:00 | modify | 4 | 0.10 | 97.025 | 95.725 | 98.525 | ||
| 13 | 2025.01.31 00:00 | s/l | 4 | 0.10 | 95.725 | 95.725 | 98.525 | -82.66 | 973.01 |
| 14 | 2025.04.29 20:00 | buy | 5 | 0.10 | 90.871 | 0.000 | 0.000 | ||
| 15 | 2025.04.29 20:00 | modify | 5 | 0.10 | 90.871 | 89.571 | 92.371 | ||
| 16 | 2025.05.01 08:00 | t/p | 5 | 0.10 | 92.371 | 89.571 | 92.371 | 98.58 | 1071.60 |
| 17 | 2025.05.04 20:00 | sell | 6 | 0.10 | 93.262 | 0.000 | 0.000 | ||
| 18 | 2025.05.04 20:00 | modify | 6 | 0.10 | 93.262 | 94.562 | 91.762 | ||
| 19 | 2025.05.06 12:00 | sell | 7 | 0.10 | 92.272 | 0.000 | 0.000 | ||
| 20 | 2025.05.06 12:00 | modify | 7 | 0.10 | 92.272 | 92.512 | 91.762 | ||
| 21 | 2025.05.06 12:00 | modify | 6 | 0.10 | 93.262 | 92.512 | 91.762 | ||
| 22 | 2025.05.06 16:00 | s/l | 6 | 0.10 | 92.512 | 92.512 | 91.762 | 47.12 | 1118.72 |
| 23 | 2025.05.06 16:00 | s/l | 7 | 0.10 | 92.512 | 92.512 | 91.762 | -15.58 | 1103.14 |
| 24 | 2025.05.12 12:00 | sell | 8 | 0.10 | 94.564 | 0.000 | 0.000 | ||
| 25 | 2025.05.12 12:00 | modify | 8 | 0.10 | 94.564 | 95.864 | 93.064 | ||
| 26 | 2025.05.15 08:00 | sell | 9 | 0.10 | 93.645 | 0.000 | 0.000 | ||
| 27 | 2025.05.15 08:00 | modify | 9 | 0.10 | 93.645 | 93.889 | 93.064 | ||
| 28 | 2025.05.15 08:00 | modify | 8 | 0.10 | 94.564 | 93.889 | 93.064 | ||
| 29 | 2025.05.16 04:00 | t/p | 8 | 0.10 | 93.064 | 93.889 | 93.064 | 92.66 | 1195.80 |
| 30 | 2025.05.16 04:00 | t/p | 9 | 0.10 | 93.064 | 93.889 | 93.064 | 36.93 | 1232.73 |
| 31 | 2025.06.06 20:00 | sell | 10 | 0.10 | 94.045 | 0.000 | 0.000 | ||
| 32 | 2025.06.06 20:00 | modify | 10 | 0.10 | 94.045 | 95.345 | 92.545 | ||
| 33 | 2025.06.13 04:00 | t/p | 10 | 0.10 | 92.545 | 95.345 | 92.545 | 91.87 | 1324.60 |
| 34 | 2025.07.03 20:00 | sell | 11 | 0.10 | 95.275 | 0.000 | 0.000 | ||
| 35 | 2025.07.03 20:00 | modify | 11 | 0.10 | 95.275 | 96.575 | 93.775 | ||
| 36 | 2025.07.07 04:00 | sell | 12 | 0.10 | 94.365 | 0.000 | 0.000 | ||
| 37 | 2025.07.07 04:00 | modify | 12 | 0.10 | 94.365 | 94.600 | 93.775 | ||
| 38 | 2025.07.07 04:00 | modify | 11 | 0.10 | 95.275 | 94.600 | 93.775 | ||
| 39 | 2025.07.07 12:00 | s/l | 11 | 0.10 | 94.600 | 94.600 | 93.775 | 42.25 | 1366.85 |
| 40 | 2025.07.07 12:00 | s/l | 12 | 0.10 | 94.600 | 94.600 | 93.775 | -15.26 | 1351.59 |
| 41 | 2025.07.11 08:00 | sell | 13 | 0.10 | 96.702 | 0.000 | 0.000 | ||
| 42 | 2025.07.11 08:00 | modify | 13 | 0.10 | 96.702 | 98.002 | 95.202 | ||
| 43 | 2025.07.22 16:00 | sell | 14 | 0.10 | 95.945 | 0.000 | 0.000 | ||
| 44 | 2025.07.22 16:00 | modify | 14 | 0.10 | 95.945 | 96.627 | 95.202 | ||
| 45 | 2025.07.22 16:00 | modify | 13 | 0.10 | 96.702 | 96.627 | 95.202 | ||
| 46 | 2025.07.23 08:00 | s/l | 13 | 0.10 | 96.627 | 96.627 | 95.202 | -3.02 | 1348.57 |
| 47 | 2025.07.23 08:00 | s/l | 14 | 0.10 | 96.627 | 96.627 | 95.202 | -45.07 | 1303.50 |
| 48 | 2025.08.01 04:00 | sell | 15 | 0.10 | 96.906 | 0.000 | 0.000 | ||
| 49 | 2025.08.01 04:00 | modify | 15 | 0.10 | 96.906 | 98.206 | 95.406 | ||
| 50 | 2025.08.01 20:00 | t/p | 15 | 0.10 | 95.406 | 98.206 | 95.406 | 97.40 | 1400.90 |
| 51 | 2025.08.08 16:00 | sell | 16 | 0.10 | 96.400 | 0.000 | 0.000 | ||
| 52 | 2025.08.08 16:00 | modify | 16 | 0.10 | 96.400 | 97.700 | 94.900 | ||
| 53 | 2025.08.19 16:00 | sell | 17 | 0.10 | 95.404 | 0.000 | 0.000 | ||
| 54 | 2025.08.19 16:00 | modify | 17 | 0.10 | 95.404 | 95.650 | 94.900 | ||
| 55 | 2025.08.19 16:00 | modify | 16 | 0.10 | 96.400 | 95.650 | 94.900 | ||
| 56 | 2025.08.20 04:00 | t/p | 16 | 0.10 | 94.900 | 95.650 | 94.900 | 89.50 | 1490.41 |
| 57 | 2025.08.20 04:00 | t/p | 17 | 0.10 | 94.900 | 95.650 | 94.900 | 31.93 | 1522.34 |
| 58 | 2025.09.12 08:00 | sell | 18 | 0.10 | 98.215 | 0.000 | 0.000 | ||
| 59 | 2025.09.12 08:00 | modify | 18 | 0.10 | 98.215 | 99.515 | 96.715 | ||
| 60 | 2025.09.22 08:00 | sell | 19 | 0.10 | 97.460 | 0.000 | 0.000 | ||
| 61 | 2025.09.22 08:00 | modify | 19 | 0.10 | 97.460 | 98.140 | 96.715 | ||
| 62 | 2025.09.22 08:00 | modify | 18 | 0.10 | 98.215 | 98.140 | 96.715 | ||
| 63 | 2025.09.24 16:00 | s/l | 18 | 0.10 | 98.140 | 98.140 | 96.715 | -3.02 | 1519.32 |
| 64 | 2025.09.24 16:00 | s/l | 19 | 0.10 | 98.140 | 98.140 | 96.715 | -45.73 | 1473.60 |
| 65 | 2025.10.09 00:00 | sell | 20 | 0.10 | 100.550 | 0.000 | 0.000 | ||
| 66 | 2025.10.09 00:00 | modify | 20 | 0.10 | 100.550 | 101.850 | 99.050 | ||
| 67 | 2025.10.10 16:00 | t/p | 20 | 0.10 | 99.050 | 101.850 | 99.050 | 96.60 | 1570.20 |
| 68 | 2025.10.27 04:00 | sell | 21 | 0.10 | 99.954 | 0.000 | 0.000 | ||
| 69 | 2025.10.27 04:00 | modify | 21 | 0.10 | 99.954 | 101.254 | 98.454 | ||
| 70 | 2025.10.31 23:59 | close at stop | 21 | 0.10 | 100.800 | 101.254 | 98.454 | -59.66 | 1510.54 |