Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.11.01 00:00 - 2025.10.31 20:59 (2024.11.01 - 2025.11.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 7219 | Ticks modelled | 13438 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 433.36 | Gross profit | 1308.38 | Gross loss | -875.02 |
| Profit factor | 1.50 | Expected payoff | 10.32 | ||
| Absolute drawdown | 58.46 | Maximal drawdown | 428.44 (24.93%) | Relative drawdown | 24.93% (428.44) |
| Total trades | 42 | Short positions (won %) | 15 (53.33%) | Long positions (won %) | 27 (55.56%) |
| Profit trades (% of total) | 23 (54.76%) | Loss trades (% of total) | 19 (45.24%) | ||
| Largest | profit trade | 98.90 | loss trade | -108.28 | |
| Average | profit trade | 56.89 | loss trade | -46.05 | |
| Maximum | consecutive wins (profit in money) | 6 (407.52) | consecutive losses (loss in money) | 3 (-282.52) | |
| Maximal | consecutive profit (count of wins) | 407.52 (6) | consecutive loss (count of losses) | -282.52 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.15 20:00 | buy | 1 | 0.10 | 99.589 | 0.000 | 0.000 | ||
| 2 | 2024.11.15 20:00 | modify | 1 | 0.10 | 99.589 | 98.189 | 101.089 | ||
| 3 | 2024.11.18 13:00 | buy | 2 | 0.10 | 100.203 | 0.000 | 0.000 | ||
| 4 | 2024.11.18 13:00 | modify | 2 | 0.10 | 100.203 | 100.039 | 101.089 | ||
| 5 | 2024.11.18 13:00 | modify | 1 | 0.10 | 99.589 | 100.039 | 101.089 | ||
| 6 | 2024.11.18 15:00 | s/l | 1 | 0.10 | 100.039 | 100.039 | 101.089 | 29.52 | 1029.52 |
| 7 | 2024.11.18 15:00 | s/l | 2 | 0.10 | 100.039 | 100.039 | 101.089 | -10.65 | 1018.87 |
| 8 | 2024.11.19 22:00 | sell | 3 | 0.10 | 100.972 | 0.000 | 0.000 | ||
| 9 | 2024.11.19 22:00 | modify | 3 | 0.10 | 100.972 | 102.372 | 99.472 | ||
| 10 | 2024.11.22 00:00 | sell | 4 | 0.10 | 100.343 | 0.000 | 0.000 | ||
| 11 | 2024.11.22 00:00 | modify | 4 | 0.10 | 100.343 | 100.522 | 99.472 | ||
| 12 | 2024.11.22 00:00 | modify | 3 | 0.10 | 100.972 | 100.522 | 99.472 | ||
| 13 | 2024.11.22 01:00 | s/l | 3 | 0.10 | 100.522 | 100.522 | 99.472 | 25.29 | 1044.16 |
| 14 | 2024.11.22 01:00 | s/l | 4 | 0.10 | 100.522 | 100.522 | 99.472 | -11.62 | 1032.54 |
| 15 | 2024.11.26 19:00 | buy | 5 | 0.10 | 99.012 | 0.000 | 0.000 | ||
| 16 | 2024.11.26 19:00 | modify | 5 | 0.10 | 99.012 | 97.612 | 100.512 | ||
| 17 | 2024.11.29 02:00 | s/l | 5 | 0.10 | 97.612 | 97.612 | 100.512 | -89.47 | 943.07 |
| 18 | 2024.12.06 18:00 | buy | 6 | 0.10 | 95.681 | 0.000 | 0.000 | ||
| 19 | 2024.12.06 18:00 | modify | 6 | 0.10 | 95.681 | 94.281 | 97.181 | ||
| 20 | 2024.12.09 08:00 | buy | 7 | 0.10 | 96.599 | 0.000 | 0.000 | ||
| 21 | 2024.12.09 08:00 | modify | 7 | 0.10 | 96.599 | 96.356 | 97.181 | ||
| 22 | 2024.12.09 08:00 | modify | 6 | 0.10 | 95.681 | 96.356 | 97.181 | ||
| 23 | 2024.12.09 13:00 | t/p | 6 | 0.10 | 97.181 | 96.356 | 97.181 | 97.72 | 1040.79 |
| 24 | 2024.12.09 13:00 | t/p | 7 | 0.10 | 97.181 | 96.356 | 97.181 | 37.80 | 1078.59 |
| 25 | 2024.12.09 15:00 | sell | 8 | 0.10 | 97.498 | 0.000 | 0.000 | ||
| 26 | 2024.12.09 15:00 | modify | 8 | 0.10 | 97.498 | 98.898 | 95.998 | ||
| 27 | 2024.12.10 04:00 | sell | 9 | 0.10 | 96.576 | 0.000 | 0.000 | ||
| 28 | 2024.12.10 04:00 | modify | 9 | 0.10 | 96.576 | 96.823 | 95.998 | ||
| 29 | 2024.12.10 04:00 | modify | 8 | 0.10 | 97.498 | 96.823 | 95.998 | ||
| 30 | 2024.12.10 08:00 | s/l | 8 | 0.10 | 96.823 | 96.823 | 95.998 | 43.05 | 1121.64 |
| 31 | 2024.12.10 08:00 | s/l | 9 | 0.10 | 96.823 | 96.823 | 95.998 | -16.05 | 1105.59 |
| 32 | 2024.12.19 17:00 | sell | 10 | 0.10 | 98.580 | 0.000 | 0.000 | ||
| 33 | 2024.12.19 17:00 | modify | 10 | 0.10 | 98.580 | 99.980 | 97.080 | ||
| 34 | 2024.12.20 02:00 | sell | 11 | 0.10 | 97.973 | 0.000 | 0.000 | ||
| 35 | 2024.12.20 02:00 | modify | 11 | 0.10 | 97.973 | 98.130 | 97.080 | ||
| 36 | 2024.12.20 02:00 | modify | 10 | 0.10 | 98.580 | 98.130 | 97.080 | ||
| 37 | 2024.12.23 10:00 | s/l | 10 | 0.10 | 98.130 | 98.130 | 97.080 | 27.65 | 1133.24 |
| 38 | 2024.12.23 10:00 | s/l | 11 | 0.10 | 98.130 | 98.130 | 97.080 | -10.98 | 1122.27 |
| 39 | 2024.12.30 23:00 | buy | 12 | 0.10 | 97.561 | 0.000 | 0.000 | ||
| 40 | 2024.12.30 23:00 | modify | 12 | 0.10 | 97.561 | 96.161 | 99.061 | ||
| 41 | 2025.01.06 17:00 | buy | 13 | 0.10 | 98.479 | 0.000 | 0.000 | ||
| 42 | 2025.01.06 17:00 | modify | 13 | 0.10 | 98.479 | 98.236 | 99.061 | ||
| 43 | 2025.01.06 17:00 | modify | 12 | 0.10 | 97.561 | 98.236 | 99.061 | ||
| 44 | 2025.01.06 19:00 | s/l | 12 | 0.10 | 98.236 | 98.236 | 99.061 | 45.89 | 1168.16 |
| 45 | 2025.01.06 19:00 | s/l | 13 | 0.10 | 98.236 | 98.236 | 99.061 | -15.79 | 1152.37 |
| 46 | 2025.01.16 23:00 | buy | 14 | 0.10 | 96.393 | 0.000 | 0.000 | ||
| 47 | 2025.01.16 23:00 | modify | 14 | 0.10 | 96.393 | 94.993 | 97.893 | ||
| 48 | 2025.01.20 19:00 | buy | 15 | 0.10 | 97.523 | 0.000 | 0.000 | ||
| 49 | 2025.01.20 19:00 | modify | 15 | 0.10 | 97.523 | 96.918 | 97.893 | ||
| 50 | 2025.01.20 19:00 | modify | 14 | 0.10 | 96.393 | 96.918 | 97.893 | ||
| 51 | 2025.01.21 02:00 | s/l | 14 | 0.10 | 96.918 | 96.918 | 97.893 | 34.99 | 1187.36 |
| 52 | 2025.01.21 02:00 | s/l | 15 | 0.10 | 96.918 | 96.918 | 97.893 | -39.00 | 1148.36 |
| 53 | 2025.01.22 19:00 | sell | 16 | 0.10 | 98.295 | 0.000 | 0.000 | ||
| 54 | 2025.01.22 19:00 | modify | 16 | 0.10 | 98.295 | 99.695 | 96.795 | ||
| 55 | 2025.01.27 17:00 | t/p | 16 | 0.10 | 96.795 | 99.695 | 96.795 | 93.48 | 1241.84 |
| 56 | 2025.01.27 18:00 | buy | 17 | 0.10 | 96.873 | 0.000 | 0.000 | ||
| 57 | 2025.01.27 18:00 | modify | 17 | 0.10 | 96.873 | 95.473 | 98.373 | ||
| 58 | 2025.01.28 08:00 | buy | 18 | 0.10 | 97.473 | 0.000 | 0.000 | ||
| 59 | 2025.01.28 08:00 | modify | 18 | 0.10 | 97.473 | 97.323 | 98.373 | ||
| 60 | 2025.01.28 08:00 | modify | 17 | 0.10 | 96.873 | 97.323 | 98.373 | ||
| 61 | 2025.01.28 09:00 | s/l | 17 | 0.10 | 97.323 | 97.323 | 98.373 | 29.52 | 1271.36 |
| 62 | 2025.01.28 09:00 | s/l | 18 | 0.10 | 97.323 | 97.323 | 98.373 | -9.74 | 1261.62 |
| 63 | 2025.02.06 16:00 | buy | 19 | 0.10 | 95.284 | 0.000 | 0.000 | ||
| 64 | 2025.02.06 16:00 | modify | 19 | 0.10 | 95.284 | 93.884 | 96.784 | ||
| 65 | 2025.02.12 03:00 | t/p | 19 | 0.10 | 96.784 | 93.884 | 96.784 | 98.60 | 1360.22 |
| 66 | 2025.02.21 21:00 | buy | 20 | 0.10 | 94.846 | 0.000 | 0.000 | ||
| 67 | 2025.02.21 21:00 | modify | 20 | 0.10 | 94.846 | 93.446 | 96.346 | ||
| 68 | 2025.02.27 21:00 | s/l | 20 | 0.10 | 93.446 | 93.446 | 96.346 | -89.17 | 1271.05 |
| 69 | 2025.03.03 22:00 | buy | 21 | 0.10 | 92.949 | 0.000 | 0.000 | ||
| 70 | 2025.03.03 22:00 | modify | 21 | 0.10 | 92.949 | 91.549 | 94.449 | ||
| 71 | 2025.03.06 01:00 | t/p | 21 | 0.10 | 94.449 | 91.549 | 94.449 | 98.90 | 1369.95 |
| 72 | 2025.03.17 20:00 | sell | 22 | 0.10 | 95.253 | 0.000 | 0.000 | ||
| 73 | 2025.03.17 20:00 | modify | 22 | 0.10 | 95.253 | 96.653 | 93.753 | ||
| 74 | 2025.03.19 19:00 | sell | 23 | 0.10 | 94.626 | 0.000 | 0.000 | ||
| 75 | 2025.03.19 19:00 | modify | 23 | 0.10 | 94.626 | 94.803 | 93.753 | ||
| 76 | 2025.03.19 19:00 | modify | 22 | 0.10 | 95.253 | 94.803 | 93.753 | ||
| 77 | 2025.03.20 10:00 | t/p | 22 | 0.10 | 93.753 | 94.803 | 93.753 | 93.49 | 1463.44 |
| 78 | 2025.03.20 10:00 | t/p | 23 | 0.10 | 93.753 | 94.803 | 93.753 | 54.33 | 1517.77 |
| 79 | 2025.03.21 15:00 | buy | 24 | 0.10 | 93.470 | 0.000 | 0.000 | ||
| 80 | 2025.03.21 15:00 | modify | 24 | 0.10 | 93.470 | 92.070 | 94.970 | ||
| 81 | 2025.03.24 14:00 | buy | 25 | 0.10 | 94.382 | 0.000 | 0.000 | ||
| 82 | 2025.03.24 14:00 | modify | 25 | 0.10 | 94.382 | 94.145 | 94.970 | ||
| 83 | 2025.03.24 14:00 | modify | 24 | 0.10 | 93.470 | 94.145 | 94.970 | ||
| 84 | 2025.03.26 02:00 | buy | 26 | 0.10 | 94.605 | 0.000 | 0.000 | ||
| 85 | 2025.03.26 02:00 | modify | 26 | 0.10 | 94.605 | 93.995 | 94.970 | ||
| 86 | 2025.03.26 02:00 | modify | 25 | 0.10 | 94.382 | 93.995 | 94.970 | ||
| 87 | 2025.03.26 02:00 | modify | 24 | 0.10 | 93.470 | 93.995 | 94.970 | ||
| 88 | 2025.03.26 05:00 | t/p | 24 | 0.10 | 94.970 | 93.995 | 94.970 | 98.31 | 1616.08 |
| 89 | 2025.03.26 05:00 | t/p | 25 | 0.10 | 94.970 | 93.995 | 94.970 | 38.79 | 1654.87 |
| 90 | 2025.03.26 05:00 | t/p | 26 | 0.10 | 94.970 | 93.995 | 94.970 | 23.71 | 1678.58 |
| 91 | 2025.04.04 16:00 | buy | 27 | 0.10 | 88.198 | 0.000 | 0.000 | ||
| 92 | 2025.04.04 16:00 | modify | 27 | 0.10 | 88.198 | 86.798 | 89.698 | ||
| 93 | 2025.04.06 23:00 | s/l | 27 | 0.10 | 86.798 | 86.798 | 89.698 | -90.94 | 1587.64 |
| 94 | 2025.04.09 21:00 | sell | 28 | 0.10 | 90.789 | 0.000 | 0.000 | ||
| 95 | 2025.04.09 21:00 | modify | 28 | 0.10 | 90.789 | 92.189 | 89.289 | ||
| 96 | 2025.04.10 10:00 | sell | 29 | 0.10 | 89.888 | 0.000 | 0.000 | ||
| 97 | 2025.04.10 10:00 | modify | 29 | 0.10 | 89.888 | 90.114 | 89.289 | ||
| 98 | 2025.04.10 10:00 | modify | 28 | 0.10 | 90.789 | 90.114 | 89.289 | ||
| 99 | 2025.04.10 11:00 | s/l | 28 | 0.10 | 90.114 | 90.114 | 89.289 | 41.47 | 1629.11 |
| 100 | 2025.04.10 11:00 | s/l | 29 | 0.10 | 90.114 | 90.114 | 89.289 | -14.68 | 1614.43 |
| 101 | 2025.04.11 19:00 | sell | 30 | 0.10 | 90.348 | 0.000 | 0.000 | ||
| 102 | 2025.04.11 19:00 | modify | 30 | 0.10 | 90.348 | 91.748 | 88.848 | ||
| 103 | 2025.04.25 04:00 | s/l | 30 | 0.10 | 91.748 | 91.748 | 88.848 | -101.97 | 1512.46 |
| 104 | 2025.04.29 16:00 | buy | 31 | 0.10 | 90.866 | 0.000 | 0.000 | ||
| 105 | 2025.04.29 16:00 | modify | 31 | 0.10 | 90.866 | 89.466 | 92.366 | ||
| 106 | 2025.05.01 07:00 | t/p | 31 | 0.10 | 92.366 | 89.466 | 92.366 | 98.60 | 1611.06 |
| 107 | 2025.05.15 17:00 | buy | 32 | 0.10 | 93.271 | 0.000 | 0.000 | ||
| 108 | 2025.05.15 17:00 | modify | 32 | 0.10 | 93.271 | 91.871 | 94.771 | ||
| 109 | 2025.05.23 12:00 | s/l | 32 | 0.10 | 91.871 | 91.871 | 94.771 | -88.59 | 1522.47 |
| 110 | 2025.06.16 16:00 | sell | 33 | 0.10 | 94.191 | 0.000 | 0.000 | ||
| 111 | 2025.06.16 16:00 | modify | 33 | 0.10 | 94.191 | 95.591 | 92.691 | ||
| 112 | 2025.07.08 05:00 | s/l | 33 | 0.10 | 95.591 | 95.591 | 92.691 | -108.28 | 1414.19 |
| 113 | 2025.07.16 17:00 | buy | 34 | 0.10 | 96.631 | 0.000 | 0.000 | ||
| 114 | 2025.07.16 17:00 | modify | 34 | 0.10 | 96.631 | 95.231 | 98.131 | ||
| 115 | 2025.08.01 18:00 | s/l | 34 | 0.10 | 95.231 | 95.231 | 98.131 | -85.65 | 1328.54 |
| 116 | 2025.09.05 16:00 | buy | 35 | 0.10 | 96.475 | 0.000 | 0.000 | ||
| 117 | 2025.09.05 16:00 | modify | 35 | 0.10 | 96.475 | 95.075 | 97.975 | ||
| 118 | 2025.09.08 11:00 | buy | 36 | 0.10 | 97.383 | 0.000 | 0.000 | ||
| 119 | 2025.09.08 11:00 | modify | 36 | 0.10 | 97.383 | 97.150 | 97.975 | ||
| 120 | 2025.09.08 11:00 | modify | 35 | 0.10 | 96.475 | 97.150 | 97.975 | ||
| 121 | 2025.09.08 21:00 | s/l | 35 | 0.10 | 97.150 | 97.150 | 97.975 | 44.13 | 1372.67 |
| 122 | 2025.09.08 21:00 | s/l | 36 | 0.10 | 97.150 | 97.150 | 97.975 | -15.14 | 1357.53 |
| 123 | 2025.10.07 20:00 | sell | 37 | 0.10 | 99.945 | 0.000 | 0.000 | ||
| 124 | 2025.10.07 20:00 | modify | 37 | 0.10 | 99.945 | 101.345 | 98.445 | ||
| 125 | 2025.10.10 16:00 | t/p | 37 | 0.10 | 98.445 | 101.345 | 98.445 | 93.49 | 1451.02 |
| 126 | 2025.10.10 18:00 | buy | 38 | 0.10 | 98.565 | 0.000 | 0.000 | ||
| 127 | 2025.10.10 18:00 | modify | 38 | 0.10 | 98.565 | 97.165 | 100.065 | ||
| 128 | 2025.10.13 22:00 | buy | 39 | 0.10 | 99.193 | 0.000 | 0.000 | ||
| 129 | 2025.10.13 22:00 | modify | 39 | 0.10 | 99.193 | 99.015 | 100.065 | ||
| 130 | 2025.10.13 22:00 | modify | 38 | 0.10 | 98.565 | 99.015 | 100.065 | ||
| 131 | 2025.10.14 04:00 | s/l | 38 | 0.10 | 99.015 | 99.015 | 100.065 | 29.82 | 1480.84 |
| 132 | 2025.10.14 04:00 | s/l | 39 | 0.10 | 99.015 | 99.015 | 100.065 | -11.27 | 1469.57 |
| 133 | 2025.10.16 20:00 | buy | 40 | 0.10 | 97.555 | 0.000 | 0.000 | ||
| 134 | 2025.10.16 20:00 | modify | 40 | 0.10 | 97.555 | 96.155 | 99.055 | ||
| 135 | 2025.10.19 23:00 | buy | 41 | 0.10 | 98.164 | 0.000 | 0.000 | ||
| 136 | 2025.10.19 23:00 | modify | 41 | 0.10 | 98.164 | 98.005 | 99.055 | ||
| 137 | 2025.10.19 23:00 | modify | 40 | 0.10 | 97.555 | 98.005 | 99.055 | ||
| 138 | 2025.10.20 01:00 | s/l | 40 | 0.10 | 98.005 | 98.005 | 99.055 | 29.82 | 1499.39 |
| 139 | 2025.10.20 01:00 | s/l | 41 | 0.10 | 98.005 | 98.005 | 99.055 | -10.04 | 1489.35 |
| 140 | 2025.10.26 23:00 | sell | 42 | 0.10 | 100.023 | 0.000 | 0.000 | ||
| 141 | 2025.10.26 23:00 | modify | 42 | 0.10 | 100.023 | 101.423 | 98.523 | ||
| 142 | 2025.10.31 20:59 | close at stop | 42 | 0.10 | 100.800 | 101.423 | 98.523 | -55.99 | 1433.36 |