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=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=150; 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=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=65; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 2610 | Ticks modelled | 4220 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 202.97 | Gross profit | 981.43 | Gross loss | -778.47 |
| Profit factor | 1.26 | Expected payoff | 7.81 | ||
| Absolute drawdown | 209.37 | Maximal drawdown | 264.88 (25.09%) | Relative drawdown | 25.09% (264.88) |
| Total trades | 26 | Short positions (won %) | 15 (53.33%) | Long positions (won %) | 11 (54.55%) |
| Profit trades (% of total) | 14 (53.85%) | Loss trades (% of total) | 12 (46.15%) | ||
| Largest | profit trade | 100.07 | loss trade | -103.74 | |
| Average | profit trade | 70.10 | loss trade | -64.87 | |
| Maximum | consecutive wins (profit in money) | 4 (263.82) | consecutive losses (loss in money) | 3 (-147.76) | |
| Maximal | consecutive profit (count of wins) | 263.82 (4) | consecutive loss (count of losses) | -147.76 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.10 20:00 | buy | 1 | 0.10 | 100.449 | 0.000 | 0.000 | ||
| 2 | 2024.11.10 20:00 | modify | 1 | 0.10 | 100.449 | 98.949 | 101.949 | ||
| 3 | 2024.11.11 04:00 | buy | 2 | 0.10 | 101.209 | 0.000 | 0.000 | ||
| 4 | 2024.11.11 04:00 | modify | 2 | 0.10 | 101.209 | 100.524 | 101.949 | ||
| 5 | 2024.11.11 04:00 | modify | 1 | 0.10 | 100.449 | 100.524 | 101.949 | ||
| 6 | 2024.11.12 08:00 | s/l | 1 | 0.10 | 100.524 | 100.524 | 101.949 | 5.46 | 1005.46 |
| 7 | 2024.11.12 08:00 | s/l | 2 | 0.10 | 100.524 | 100.524 | 101.949 | -44.21 | 961.25 |
| 8 | 2024.11.26 04:00 | buy | 3 | 0.10 | 99.826 | 0.000 | 0.000 | ||
| 9 | 2024.11.26 04:00 | modify | 3 | 0.10 | 99.826 | 98.326 | 101.326 | ||
| 10 | 2024.11.27 12:00 | s/l | 3 | 0.10 | 98.326 | 98.326 | 101.326 | -97.14 | 864.11 |
| 11 | 2025.01.10 20:00 | buy | 4 | 0.10 | 97.079 | 0.000 | 0.000 | ||
| 12 | 2025.01.10 20:00 | modify | 4 | 0.10 | 97.079 | 95.579 | 98.579 | ||
| 13 | 2025.01.22 20:00 | buy | 5 | 0.10 | 98.293 | 0.000 | 0.000 | ||
| 14 | 2025.01.22 20:00 | modify | 5 | 0.10 | 98.293 | 98.054 | 98.579 | ||
| 15 | 2025.01.22 20:00 | modify | 4 | 0.10 | 97.079 | 98.054 | 98.579 | ||
| 16 | 2025.01.23 00:00 | s/l | 4 | 0.10 | 98.054 | 98.054 | 98.579 | 67.15 | 931.27 |
| 17 | 2025.01.23 00:00 | s/l | 5 | 0.10 | 98.054 | 98.054 | 98.579 | -14.64 | 916.63 |
| 18 | 2025.01.27 16:00 | buy | 6 | 0.10 | 97.025 | 0.000 | 0.000 | ||
| 19 | 2025.01.27 16:00 | modify | 6 | 0.10 | 97.025 | 95.525 | 98.525 | ||
| 20 | 2025.02.02 20:00 | s/l | 6 | 0.10 | 95.525 | 95.525 | 98.525 | -95.67 | 820.96 |
| 21 | 2025.02.12 08:00 | sell | 7 | 0.10 | 96.637 | 0.000 | 0.000 | ||
| 22 | 2025.02.12 08:00 | modify | 7 | 0.10 | 96.637 | 98.137 | 95.137 | ||
| 23 | 2025.02.20 00:00 | sell | 8 | 0.10 | 95.883 | 0.000 | 0.000 | ||
| 24 | 2025.02.20 00:00 | modify | 8 | 0.10 | 95.883 | 96.562 | 95.137 | ||
| 25 | 2025.02.20 00:00 | modify | 7 | 0.10 | 96.637 | 96.562 | 95.137 | ||
| 26 | 2025.02.21 20:00 | t/p | 7 | 0.10 | 95.137 | 96.562 | 95.137 | 88.75 | 909.71 |
| 27 | 2025.02.21 20:00 | t/p | 8 | 0.10 | 95.137 | 96.562 | 95.137 | 47.66 | 957.37 |
| 28 | 2025.04.04 20:00 | buy | 9 | 0.10 | 88.677 | 0.000 | 0.000 | ||
| 29 | 2025.04.04 20:00 | modify | 9 | 0.10 | 88.677 | 87.177 | 90.177 | ||
| 30 | 2025.04.06 20:00 | s/l | 9 | 0.10 | 87.177 | 87.177 | 90.177 | -97.43 | 859.94 |
| 31 | 2025.04.06 20:00 | buy | 10 | 0.10 | 87.174 | 0.000 | 0.000 | ||
| 32 | 2025.04.06 20:00 | modify | 10 | 0.10 | 87.174 | 85.674 | 88.674 | ||
| 33 | 2025.04.07 12:00 | t/p | 10 | 0.10 | 88.674 | 85.674 | 88.674 | 97.72 | 957.66 |
| 34 | 2025.04.29 20:00 | buy | 11 | 0.10 | 90.871 | 0.000 | 0.000 | ||
| 35 | 2025.04.29 20:00 | modify | 11 | 0.10 | 90.871 | 89.371 | 92.371 | ||
| 36 | 2025.05.01 04:00 | buy | 12 | 0.10 | 92.092 | 0.000 | 0.000 | ||
| 37 | 2025.05.01 04:00 | modify | 12 | 0.10 | 92.092 | 91.846 | 92.371 | ||
| 38 | 2025.05.01 04:00 | modify | 11 | 0.10 | 90.871 | 91.846 | 92.371 | ||
| 39 | 2025.05.01 08:00 | t/p | 11 | 0.10 | 92.371 | 91.846 | 92.371 | 98.60 | 1056.27 |
| 40 | 2025.05.01 08:00 | t/p | 12 | 0.10 | 92.371 | 91.846 | 92.371 | 18.12 | 1074.39 |
| 41 | 2025.05.02 00:00 | sell | 13 | 0.10 | 92.850 | 0.000 | 0.000 | ||
| 42 | 2025.05.02 00:00 | modify | 13 | 0.10 | 92.850 | 94.350 | 91.350 | ||
| 43 | 2025.05.12 08:00 | s/l | 13 | 0.10 | 94.350 | 94.350 | 91.350 | -103.74 | 970.65 |
| 44 | 2025.05.12 12:00 | sell | 14 | 0.10 | 94.564 | 0.000 | 0.000 | ||
| 45 | 2025.05.12 12:00 | modify | 14 | 0.10 | 94.564 | 96.064 | 93.064 | ||
| 46 | 2025.05.15 08:00 | sell | 15 | 0.10 | 93.645 | 0.000 | 0.000 | ||
| 47 | 2025.05.15 08:00 | modify | 15 | 0.10 | 93.645 | 93.889 | 93.064 | ||
| 48 | 2025.05.15 08:00 | modify | 14 | 0.10 | 94.564 | 93.889 | 93.064 | ||
| 49 | 2025.05.16 04:00 | t/p | 14 | 0.10 | 93.064 | 93.889 | 93.064 | 92.70 | 1063.35 |
| 50 | 2025.05.16 04:00 | t/p | 15 | 0.10 | 93.064 | 93.889 | 93.064 | 36.95 | 1100.30 |
| 51 | 2025.06.06 20:00 | sell | 16 | 0.10 | 94.045 | 0.000 | 0.000 | ||
| 52 | 2025.06.06 20:00 | modify | 16 | 0.10 | 94.045 | 95.545 | 92.545 | ||
| 53 | 2025.06.13 04:00 | t/p | 16 | 0.10 | 92.545 | 95.545 | 92.545 | 91.91 | 1192.21 |
| 54 | 2025.07.03 20:00 | sell | 17 | 0.10 | 95.275 | 0.000 | 0.000 | ||
| 55 | 2025.07.03 20:00 | modify | 17 | 0.10 | 95.275 | 96.775 | 93.775 | ||
| 56 | 2025.07.07 04:00 | sell | 18 | 0.10 | 94.365 | 0.000 | 0.000 | ||
| 57 | 2025.07.07 04:00 | modify | 18 | 0.10 | 94.365 | 94.600 | 93.775 | ||
| 58 | 2025.07.07 04:00 | modify | 17 | 0.10 | 95.275 | 94.600 | 93.775 | ||
| 59 | 2025.07.07 12:00 | s/l | 17 | 0.10 | 94.600 | 94.600 | 93.775 | 42.26 | 1234.47 |
| 60 | 2025.07.07 12:00 | s/l | 18 | 0.10 | 94.600 | 94.600 | 93.775 | -15.26 | 1219.21 |
| 61 | 2025.07.08 16:00 | sell | 19 | 0.10 | 95.767 | 0.000 | 0.000 | ||
| 62 | 2025.07.08 16:00 | modify | 19 | 0.10 | 95.767 | 97.267 | 94.267 | ||
| 63 | 2025.07.15 16:00 | s/l | 19 | 0.10 | 97.267 | 97.267 | 94.267 | -102.94 | 1116.27 |
| 64 | 2025.08.01 04:00 | sell | 20 | 0.10 | 96.906 | 0.000 | 0.000 | ||
| 65 | 2025.08.01 04:00 | modify | 20 | 0.10 | 96.906 | 98.406 | 95.406 | ||
| 66 | 2025.08.01 20:00 | t/p | 20 | 0.10 | 95.406 | 98.406 | 95.406 | 97.43 | 1213.70 |
| 67 | 2025.08.03 20:00 | buy | 21 | 0.10 | 95.141 | 0.000 | 0.000 | ||
| 68 | 2025.08.03 20:00 | modify | 21 | 0.10 | 95.141 | 93.641 | 96.641 | ||
| 69 | 2025.08.12 04:00 | t/p | 21 | 0.10 | 96.641 | 93.641 | 96.641 | 100.07 | 1313.77 |
| 70 | 2025.09.12 08:00 | sell | 22 | 0.10 | 98.215 | 0.000 | 0.000 | ||
| 71 | 2025.09.12 08:00 | modify | 22 | 0.10 | 98.215 | 99.715 | 96.715 | ||
| 72 | 2025.09.22 08:00 | sell | 23 | 0.10 | 97.460 | 0.000 | 0.000 | ||
| 73 | 2025.09.22 08:00 | modify | 23 | 0.10 | 97.460 | 98.140 | 96.715 | ||
| 74 | 2025.09.22 08:00 | modify | 22 | 0.10 | 98.215 | 98.140 | 96.715 | ||
| 75 | 2025.09.24 16:00 | s/l | 22 | 0.10 | 98.140 | 98.140 | 96.715 | -3.02 | 1310.75 |
| 76 | 2025.09.24 16:00 | s/l | 23 | 0.10 | 98.140 | 98.140 | 96.715 | -45.75 | 1265.01 |
| 77 | 2025.10.06 08:00 | sell | 24 | 0.10 | 99.080 | 0.000 | 0.000 | ||
| 78 | 2025.10.06 08:00 | modify | 24 | 0.10 | 99.080 | 100.580 | 97.580 | ||
| 79 | 2025.10.08 16:00 | s/l | 24 | 0.10 | 100.580 | 100.580 | 97.580 | -99.00 | 1166.01 |
| 80 | 2025.10.09 00:00 | sell | 25 | 0.10 | 100.550 | 0.000 | 0.000 | ||
| 81 | 2025.10.09 00:00 | modify | 25 | 0.10 | 100.550 | 102.050 | 99.050 | ||
| 82 | 2025.10.10 16:00 | t/p | 25 | 0.10 | 99.050 | 102.050 | 99.050 | 96.64 | 1262.65 |
| 83 | 2025.10.27 04:00 | sell | 26 | 0.10 | 99.954 | 0.000 | 0.000 | ||
| 84 | 2025.10.27 04:00 | modify | 26 | 0.10 | 99.954 | 101.454 | 98.454 | ||
| 85 | 2025.10.31 23:59 | close at stop | 26 | 0.10 | 100.800 | 101.454 | 98.454 | -59.68 | 1202.97 |