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 20:00 (2024.11.01 - 2025.11.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 79161 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 356.26 | Gross profit | 1102.96 | Gross loss | -746.71 |
| Profit factor | 1.48 | Expected payoff | 9.90 | ||
| Absolute drawdown | 268.68 | Maximal drawdown | 281.15 (27.77%) | Relative drawdown | 27.77% (281.15) |
| Total trades | 36 | Short positions (won %) | 26 (61.54%) | Long positions (won %) | 10 (50.00%) |
| Profit trades (% of total) | 21 (58.33%) | Loss trades (% of total) | 15 (41.67%) | ||
| Largest | profit trade | 98.59 | loss trade | -103.73 | |
| Average | profit trade | 52.52 | loss trade | -49.78 | |
| Maximum | consecutive wins (profit in money) | 7 (377.32) | consecutive losses (loss in money) | 3 (-124.92) | |
| Maximal | consecutive profit (count of wins) | 377.32 (7) | consecutive loss (count of losses) | -124.92 (3) | |
| Average | consecutive wins | 4 | 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 | 98.326 | 101.326 | ||
| 3 | 2024.11.27 09:30 | s/l | 1 | 0.10 | 98.326 | 98.326 | 101.326 | -97.13 | 902.87 |
| 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 | 95.579 | 98.579 | ||
| 6 | 2025.01.14 15:40 | buy | 3 | 0.10 | 97.987 | 0.000 | 0.000 | ||
| 7 | 2025.01.14 15:40 | modify | 3 | 0.10 | 97.987 | 97.754 | 98.579 | ||
| 8 | 2025.01.14 15:40 | modify | 2 | 0.10 | 97.079 | 97.754 | 98.579 | ||
| 9 | 2025.01.14 16:25 | buy | 4 | 0.10 | 97.843 | 0.000 | 0.000 | ||
| 10 | 2025.01.14 16:25 | modify | 4 | 0.10 | 97.843 | 97.154 | 98.579 | ||
| 11 | 2025.01.14 16:30 | s/l | 2 | 0.10 | 97.754 | 97.754 | 98.579 | 44.43 | 947.30 |
| 12 | 2025.01.14 16:30 | s/l | 3 | 0.10 | 97.754 | 97.754 | 98.579 | -15.13 | 932.17 |
| 13 | 2025.01.14 16:30 | close | 4 | 0.10 | 97.719 | 97.154 | 98.579 | -8.05 | 924.12 |
| 14 | 2025.01.27 16:00 | buy | 5 | 0.10 | 97.025 | 0.000 | 0.000 | ||
| 15 | 2025.01.27 16:00 | modify | 5 | 0.10 | 97.025 | 95.525 | 98.525 | ||
| 16 | 2025.02.02 22:00 | s/l | 5 | 0.10 | 95.525 | 95.525 | 98.525 | -95.66 | 828.46 |
| 17 | 2025.02.12 08:00 | sell | 6 | 0.10 | 96.637 | 0.000 | 0.000 | ||
| 18 | 2025.02.12 08:00 | modify | 6 | 0.10 | 96.637 | 98.137 | 95.137 | ||
| 19 | 2025.02.19 23:59 | sell | 7 | 0.10 | 95.884 | 0.000 | 0.000 | ||
| 20 | 2025.02.19 23:59 | modify | 7 | 0.10 | 95.884 | 96.562 | 95.137 | ||
| 21 | 2025.02.19 23:59 | modify | 6 | 0.10 | 96.637 | 96.562 | 95.137 | ||
| 22 | 2025.02.20 00:15 | sell | 8 | 0.10 | 95.727 | 0.000 | 0.000 | ||
| 23 | 2025.02.20 00:15 | modify | 8 | 0.10 | 95.727 | 95.962 | 95.137 | ||
| 24 | 2025.02.20 00:15 | modify | 7 | 0.10 | 95.884 | 95.962 | 95.137 | ||
| 25 | 2025.02.20 00:15 | modify | 6 | 0.10 | 96.637 | 95.962 | 95.137 | ||
| 26 | 2025.02.20 00:40 | s/l | 6 | 0.10 | 95.962 | 95.962 | 95.137 | 35.94 | 864.40 |
| 27 | 2025.02.20 00:40 | s/l | 7 | 0.10 | 95.962 | 95.962 | 95.137 | -7.44 | 856.97 |
| 28 | 2025.02.20 00:40 | s/l | 8 | 0.10 | 95.962 | 95.962 | 95.137 | -15.26 | 841.71 |
| 29 | 2025.04.04 20:00 | buy | 9 | 0.10 | 88.677 | 0.000 | 0.000 | ||
| 30 | 2025.04.04 20:00 | modify | 9 | 0.10 | 88.677 | 87.177 | 90.177 | ||
| 31 | 2025.04.06 21:00 | s/l | 9 | 0.10 | 87.177 | 87.177 | 90.177 | -97.43 | 744.28 |
| 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 | 89.371 | 92.371 | ||
| 34 | 2025.04.30 19:30 | buy | 11 | 0.10 | 91.621 | 0.000 | 0.000 | ||
| 35 | 2025.04.30 19:30 | modify | 11 | 0.10 | 91.621 | 90.946 | 92.371 | ||
| 36 | 2025.04.30 19:30 | modify | 10 | 0.10 | 90.871 | 90.946 | 92.371 | ||
| 37 | 2025.05.01 01:30 | buy | 12 | 0.10 | 91.783 | 0.000 | 0.000 | ||
| 38 | 2025.05.01 01:30 | modify | 12 | 0.10 | 91.783 | 91.546 | 92.371 | ||
| 39 | 2025.05.01 01:30 | modify | 11 | 0.10 | 91.621 | 91.546 | 92.371 | ||
| 40 | 2025.05.01 01:30 | modify | 10 | 0.10 | 90.871 | 91.546 | 92.371 | ||
| 41 | 2025.05.01 03:59 | buy | 13 | 0.10 | 92.091 | 0.000 | 0.000 | ||
| 42 | 2025.05.01 03:59 | modify | 13 | 0.10 | 92.091 | 91.846 | 92.371 | ||
| 43 | 2025.05.01 03:59 | modify | 12 | 0.10 | 91.783 | 91.846 | 92.371 | ||
| 44 | 2025.05.01 03:59 | modify | 11 | 0.10 | 91.621 | 91.846 | 92.371 | ||
| 45 | 2025.05.01 03:59 | modify | 10 | 0.10 | 90.871 | 91.846 | 92.371 | ||
| 46 | 2025.05.01 06:30 | t/p | 10 | 0.10 | 92.371 | 91.846 | 92.371 | 98.59 | 842.87 |
| 47 | 2025.05.01 06:30 | t/p | 11 | 0.10 | 92.371 | 91.846 | 92.371 | 49.59 | 892.46 |
| 48 | 2025.05.01 06:30 | t/p | 12 | 0.10 | 92.371 | 91.846 | 92.371 | 38.18 | 930.64 |
| 49 | 2025.05.01 06:30 | t/p | 13 | 0.10 | 92.371 | 91.846 | 92.371 | 18.18 | 948.82 |
| 50 | 2025.05.02 00:00 | sell | 14 | 0.10 | 92.850 | 0.000 | 0.000 | ||
| 51 | 2025.05.02 00:00 | modify | 14 | 0.10 | 92.850 | 94.350 | 91.350 | ||
| 52 | 2025.05.12 07:20 | s/l | 14 | 0.10 | 94.350 | 94.350 | 91.350 | -103.73 | 845.09 |
| 53 | 2025.05.12 12:00 | sell | 15 | 0.10 | 94.564 | 0.000 | 0.000 | ||
| 54 | 2025.05.12 12:00 | modify | 15 | 0.10 | 94.564 | 96.064 | 93.064 | ||
| 55 | 2025.05.15 06:00 | sell | 16 | 0.10 | 93.811 | 0.000 | 0.000 | ||
| 56 | 2025.05.15 06:00 | modify | 16 | 0.10 | 93.811 | 94.489 | 93.064 | ||
| 57 | 2025.05.15 06:00 | modify | 15 | 0.10 | 94.564 | 94.489 | 93.064 | ||
| 58 | 2025.05.15 07:59 | sell | 17 | 0.10 | 93.645 | 0.000 | 0.000 | ||
| 59 | 2025.05.15 07:59 | modify | 17 | 0.10 | 93.645 | 93.889 | 93.064 | ||
| 60 | 2025.05.15 07:59 | modify | 16 | 0.10 | 93.811 | 93.889 | 93.064 | ||
| 61 | 2025.05.15 07:59 | modify | 15 | 0.10 | 94.564 | 93.889 | 93.064 | ||
| 62 | 2025.05.15 15:05 | sell | 18 | 0.10 | 93.364 | 0.000 | 0.000 | ||
| 63 | 2025.05.15 15:05 | modify | 18 | 0.10 | 93.364 | 93.589 | 93.064 | ||
| 64 | 2025.05.15 15:05 | modify | 17 | 0.10 | 93.645 | 93.589 | 93.064 | ||
| 65 | 2025.05.15 15:05 | modify | 16 | 0.10 | 93.811 | 93.589 | 93.064 | ||
| 66 | 2025.05.15 15:05 | modify | 15 | 0.10 | 94.564 | 93.589 | 93.064 | ||
| 67 | 2025.05.16 00:30 | t/p | 15 | 0.10 | 93.064 | 93.589 | 93.064 | 92.69 | 937.78 |
| 68 | 2025.05.16 00:30 | t/p | 16 | 0.10 | 93.064 | 93.589 | 93.064 | 47.72 | 985.50 |
| 69 | 2025.05.16 00:30 | t/p | 17 | 0.10 | 93.064 | 93.589 | 93.064 | 36.94 | 1022.44 |
| 70 | 2025.05.16 00:30 | t/p | 18 | 0.10 | 93.064 | 93.589 | 93.064 | 18.69 | 1041.13 |
| 71 | 2025.06.06 20:00 | sell | 19 | 0.10 | 94.045 | 0.000 | 0.000 | ||
| 72 | 2025.06.06 20:00 | modify | 19 | 0.10 | 94.045 | 95.545 | 92.545 | ||
| 73 | 2025.06.12 07:50 | sell | 20 | 0.10 | 93.283 | 0.000 | 0.000 | ||
| 74 | 2025.06.12 07:50 | modify | 20 | 0.10 | 93.283 | 93.970 | 92.545 | ||
| 75 | 2025.06.12 07:50 | modify | 19 | 0.10 | 94.045 | 93.970 | 92.545 | ||
| 76 | 2025.06.13 00:40 | t/p | 19 | 0.10 | 92.545 | 93.970 | 92.545 | 91.89 | 1133.02 |
| 77 | 2025.06.13 00:40 | t/p | 20 | 0.10 | 92.545 | 93.970 | 92.545 | 47.13 | 1180.15 |
| 78 | 2025.07.03 20:00 | sell | 21 | 0.10 | 95.275 | 0.000 | 0.000 | ||
| 79 | 2025.07.03 20:00 | modify | 21 | 0.10 | 95.275 | 96.775 | 93.775 | ||
| 80 | 2025.07.06 21:05 | sell | 22 | 0.10 | 94.525 | 0.000 | 0.000 | ||
| 81 | 2025.07.06 21:05 | modify | 22 | 0.10 | 94.525 | 95.200 | 93.775 | ||
| 82 | 2025.07.06 21:05 | modify | 21 | 0.10 | 95.275 | 95.200 | 93.775 | ||
| 83 | 2025.07.07 00:40 | sell | 23 | 0.10 | 94.349 | 0.000 | 0.000 | ||
| 84 | 2025.07.07 00:40 | modify | 23 | 0.10 | 94.349 | 94.600 | 93.775 | ||
| 85 | 2025.07.07 00:40 | modify | 22 | 0.10 | 94.525 | 94.600 | 93.775 | ||
| 86 | 2025.07.07 00:40 | modify | 21 | 0.10 | 95.275 | 94.600 | 93.775 | ||
| 87 | 2025.07.07 11:40 | s/l | 21 | 0.10 | 94.600 | 94.600 | 93.775 | 42.25 | 1222.41 |
| 88 | 2025.07.07 11:40 | s/l | 22 | 0.10 | 94.600 | 94.600 | 93.775 | -5.67 | 1216.74 |
| 89 | 2025.07.07 11:40 | s/l | 23 | 0.10 | 94.600 | 94.600 | 93.775 | -16.31 | 1200.43 |
| 90 | 2025.07.08 16:00 | sell | 24 | 0.10 | 95.767 | 0.000 | 0.000 | ||
| 91 | 2025.07.08 16:00 | modify | 24 | 0.10 | 95.767 | 97.267 | 94.267 | ||
| 92 | 2025.07.15 12:40 | s/l | 24 | 0.10 | 97.267 | 97.267 | 94.267 | -102.94 | 1097.49 |
| 93 | 2025.08.01 04:00 | sell | 25 | 0.10 | 96.906 | 0.000 | 0.000 | ||
| 94 | 2025.08.01 04:00 | modify | 25 | 0.10 | 96.906 | 98.406 | 95.406 | ||
| 95 | 2025.08.01 15:35 | sell | 26 | 0.10 | 95.685 | 0.000 | 0.000 | ||
| 96 | 2025.08.01 15:35 | modify | 26 | 0.10 | 95.685 | 95.931 | 95.406 | ||
| 97 | 2025.08.01 15:35 | modify | 25 | 0.10 | 96.906 | 95.931 | 95.406 | ||
| 98 | 2025.08.01 17:20 | t/p | 25 | 0.10 | 95.406 | 95.931 | 95.406 | 97.41 | 1194.90 |
| 99 | 2025.08.01 17:20 | t/p | 26 | 0.10 | 95.406 | 95.931 | 95.406 | 18.12 | 1213.02 |
| 100 | 2025.08.08 16:00 | sell | 27 | 0.10 | 96.400 | 0.000 | 0.000 | ||
| 101 | 2025.08.08 16:00 | modify | 27 | 0.10 | 96.400 | 97.900 | 94.900 | ||
| 102 | 2025.08.14 08:40 | sell | 28 | 0.10 | 95.630 | 0.000 | 0.000 | ||
| 103 | 2025.08.14 08:40 | modify | 28 | 0.10 | 95.630 | 96.325 | 94.900 | ||
| 104 | 2025.08.14 08:40 | modify | 27 | 0.10 | 96.400 | 96.325 | 94.900 | ||
| 105 | 2025.08.19 14:40 | sell | 29 | 0.10 | 95.498 | 0.000 | 0.000 | ||
| 106 | 2025.08.19 14:40 | modify | 29 | 0.10 | 95.498 | 95.725 | 94.900 | ||
| 107 | 2025.08.19 14:40 | modify | 28 | 0.10 | 95.630 | 95.725 | 94.900 | ||
| 108 | 2025.08.19 14:40 | modify | 27 | 0.10 | 96.400 | 95.725 | 94.900 | ||
| 109 | 2025.08.19 17:40 | sell | 30 | 0.10 | 95.196 | 0.000 | 0.000 | ||
| 110 | 2025.08.19 17:40 | modify | 30 | 0.10 | 95.196 | 95.425 | 94.900 | ||
| 111 | 2025.08.19 17:40 | modify | 29 | 0.10 | 95.498 | 95.425 | 94.900 | ||
| 112 | 2025.08.19 17:40 | modify | 28 | 0.10 | 95.630 | 95.425 | 94.900 | ||
| 113 | 2025.08.19 17:40 | modify | 27 | 0.10 | 96.400 | 95.425 | 94.900 | ||
| 114 | 2025.08.20 02:40 | t/p | 27 | 0.10 | 94.900 | 95.425 | 94.900 | 89.52 | 1302.54 |
| 115 | 2025.08.20 02:40 | t/p | 28 | 0.10 | 94.900 | 95.425 | 94.900 | 44.26 | 1346.80 |
| 116 | 2025.08.20 02:40 | t/p | 29 | 0.10 | 94.900 | 95.425 | 94.900 | 38.04 | 1384.84 |
| 117 | 2025.08.20 02:40 | t/p | 30 | 0.10 | 94.900 | 95.425 | 94.900 | 18.43 | 1403.27 |
| 118 | 2025.09.12 08:00 | sell | 31 | 0.10 | 98.215 | 0.000 | 0.000 | ||
| 119 | 2025.09.12 08:00 | modify | 31 | 0.10 | 98.215 | 99.715 | 96.715 | ||
| 120 | 2025.09.17 16:40 | sell | 32 | 0.10 | 97.464 | 0.000 | 0.000 | ||
| 121 | 2025.09.17 16:40 | modify | 32 | 0.10 | 97.464 | 98.140 | 96.715 | ||
| 122 | 2025.09.17 16:40 | modify | 31 | 0.10 | 98.215 | 98.140 | 96.715 | ||
| 123 | 2025.09.19 04:40 | sell | 33 | 0.10 | 97.306 | 0.000 | 0.000 | ||
| 124 | 2025.09.19 04:40 | modify | 33 | 0.10 | 97.306 | 97.540 | 96.715 | ||
| 125 | 2025.09.19 04:40 | modify | 32 | 0.10 | 97.464 | 97.540 | 96.715 | ||
| 126 | 2025.09.19 04:40 | modify | 31 | 0.10 | 98.215 | 97.540 | 96.715 | ||
| 127 | 2025.09.19 06:40 | s/l | 31 | 0.10 | 97.540 | 97.540 | 96.715 | 38.32 | 1441.59 |
| 128 | 2025.09.19 06:40 | s/l | 32 | 0.10 | 97.540 | 97.540 | 96.715 | -8.09 | 1433.49 |
| 129 | 2025.09.19 06:40 | s/l | 33 | 0.10 | 97.540 | 97.540 | 96.715 | -15.20 | 1418.29 |
| 130 | 2025.10.06 08:00 | sell | 34 | 0.10 | 99.080 | 0.000 | 0.000 | ||
| 131 | 2025.10.06 08:00 | modify | 34 | 0.10 | 99.080 | 100.580 | 97.580 | ||
| 132 | 2025.10.08 15:40 | s/l | 34 | 0.10 | 100.580 | 100.580 | 97.580 | -99.00 | 1319.30 |
| 133 | 2025.10.09 00:00 | sell | 35 | 0.10 | 100.550 | 0.000 | 0.000 | ||
| 134 | 2025.10.09 00:00 | modify | 35 | 0.10 | 100.550 | 102.050 | 99.050 | ||
| 135 | 2025.10.10 15:20 | t/p | 35 | 0.10 | 99.050 | 102.050 | 99.050 | 96.63 | 1415.93 |
| 136 | 2025.10.27 04:00 | sell | 36 | 0.10 | 99.954 | 0.000 | 0.000 | ||
| 137 | 2025.10.27 04:00 | modify | 36 | 0.10 | 99.954 | 101.454 | 98.454 | ||
| 138 | 2025.10.31 23:59 | close at stop | 36 | 0.10 | 100.800 | 101.454 | 98.454 | -59.67 | 1356.26 |