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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; 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 | 918.65 | Gross profit | 1486.63 | Gross loss | -567.99 |
| Profit factor | 2.62 | Expected payoff | 27.84 | ||
| Absolute drawdown | 149.40 | Maximal drawdown | 303.93 (15.08%) | Relative drawdown | 15.08% (303.93) |
| Total trades | 33 | Short positions (won %) | 17 (58.82%) | Long positions (won %) | 16 (68.75%) |
| Profit trades (% of total) | 21 (63.64%) | Loss trades (% of total) | 12 (36.36%) | ||
| Largest | profit trade | 101.81 | loss trade | -108.27 | |
| Average | profit trade | 70.79 | loss trade | -47.33 | |
| Maximum | consecutive wins (profit in money) | 10 (834.41) | consecutive losses (loss in money) | 2 (-61.72) | |
| Maximal | consecutive profit (count of wins) | 834.41 (10) | consecutive loss (count of losses) | -108.27 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.26 16:00 | buy | 1 | 0.10 | 99.259 | 0.000 | 0.000 | ||
| 2 | 2024.11.26 16:00 | modify | 1 | 0.10 | 99.259 | 97.859 | 100.759 | ||
| 3 | 2024.11.27 20:00 | s/l | 1 | 0.10 | 97.859 | 97.859 | 100.759 | -90.63 | 909.37 |
| 4 | 2024.12.02 16:00 | buy | 2 | 0.10 | 96.652 | 0.000 | 0.000 | ||
| 5 | 2024.12.02 16:00 | modify | 2 | 0.10 | 96.652 | 95.252 | 98.152 | ||
| 6 | 2024.12.16 08:00 | t/p | 2 | 0.10 | 98.152 | 95.252 | 98.152 | 101.52 | 1010.89 |
| 7 | 2024.12.18 20:00 | buy | 3 | 0.10 | 96.543 | 0.000 | 0.000 | ||
| 8 | 2024.12.18 20:00 | modify | 3 | 0.10 | 96.543 | 95.143 | 98.043 | ||
| 9 | 2024.12.19 12:00 | t/p | 3 | 0.10 | 98.043 | 95.143 | 98.043 | 98.30 | 1109.19 |
| 10 | 2025.01.06 12:00 | sell | 4 | 0.10 | 98.806 | 0.000 | 0.000 | ||
| 11 | 2025.01.06 12:00 | modify | 4 | 0.10 | 98.806 | 100.206 | 97.306 | ||
| 12 | 2025.01.10 16:00 | t/p | 4 | 0.10 | 97.306 | 100.206 | 97.306 | 92.68 | 1201.87 |
| 13 | 2025.01.20 16:00 | sell | 5 | 0.10 | 97.420 | 0.000 | 0.000 | ||
| 14 | 2025.01.20 16:00 | modify | 5 | 0.10 | 97.420 | 98.820 | 95.920 | ||
| 15 | 2025.01.30 16:00 | t/p | 5 | 0.10 | 95.920 | 98.820 | 95.920 | 87.94 | 1289.80 |
| 16 | 2025.02.06 20:00 | buy | 6 | 0.10 | 95.103 | 0.000 | 0.000 | ||
| 17 | 2025.02.06 20:00 | modify | 6 | 0.10 | 95.103 | 93.703 | 96.603 | ||
| 18 | 2025.02.12 04:00 | t/p | 6 | 0.10 | 96.603 | 93.703 | 96.603 | 98.59 | 1388.40 |
| 19 | 2025.03.04 16:00 | buy | 7 | 0.10 | 92.105 | 0.000 | 0.000 | ||
| 20 | 2025.03.04 16:00 | modify | 7 | 0.10 | 92.105 | 90.705 | 93.605 | ||
| 21 | 2025.03.05 00:00 | t/p | 7 | 0.10 | 93.605 | 90.705 | 93.605 | 97.71 | 1486.11 |
| 22 | 2025.03.17 16:00 | sell | 8 | 0.10 | 94.676 | 0.000 | 0.000 | ||
| 23 | 2025.03.17 16:00 | modify | 8 | 0.10 | 94.676 | 96.076 | 93.176 | ||
| 24 | 2025.03.20 08:00 | sell | 9 | 0.10 | 93.921 | 0.000 | 0.000 | ||
| 25 | 2025.03.20 08:00 | modify | 9 | 0.10 | 93.921 | 94.526 | 93.176 | ||
| 26 | 2025.03.20 08:00 | modify | 8 | 0.10 | 94.676 | 94.526 | 93.176 | ||
| 27 | 2025.03.21 16:00 | t/p | 8 | 0.10 | 93.176 | 94.526 | 93.176 | 92.68 | 1578.79 |
| 28 | 2025.03.21 16:00 | t/p | 9 | 0.10 | 93.176 | 94.526 | 93.176 | 47.59 | 1626.38 |
| 29 | 2025.03.24 16:00 | sell | 10 | 0.10 | 94.642 | 0.000 | 0.000 | ||
| 30 | 2025.03.24 16:00 | modify | 10 | 0.10 | 94.642 | 96.042 | 93.142 | ||
| 31 | 2025.03.31 16:00 | t/p | 10 | 0.10 | 93.142 | 96.042 | 93.142 | 91.88 | 1718.26 |
| 32 | 2025.04.01 12:00 | buy | 11 | 0.10 | 93.265 | 0.000 | 0.000 | ||
| 33 | 2025.04.01 12:00 | modify | 11 | 0.10 | 93.265 | 91.865 | 94.765 | ||
| 34 | 2025.04.02 00:00 | buy | 12 | 0.10 | 94.192 | 0.000 | 0.000 | ||
| 35 | 2025.04.02 00:00 | modify | 12 | 0.10 | 94.192 | 93.640 | 94.765 | ||
| 36 | 2025.04.02 00:00 | modify | 11 | 0.10 | 93.265 | 93.640 | 94.765 | ||
| 37 | 2025.04.03 00:00 | s/l | 11 | 0.10 | 93.640 | 93.640 | 94.765 | 25.52 | 1743.78 |
| 38 | 2025.04.03 00:00 | s/l | 12 | 0.10 | 93.640 | 93.640 | 94.765 | -34.97 | 1708.81 |
| 39 | 2025.04.22 12:00 | buy | 13 | 0.10 | 89.720 | 0.000 | 0.000 | ||
| 40 | 2025.04.22 12:00 | modify | 13 | 0.10 | 89.720 | 88.320 | 91.220 | ||
| 41 | 2025.04.23 16:00 | t/p | 13 | 0.10 | 91.220 | 88.320 | 91.220 | 97.71 | 1806.53 |
| 42 | 2025.04.29 16:00 | buy | 14 | 0.10 | 90.866 | 0.000 | 0.000 | ||
| 43 | 2025.04.29 16:00 | modify | 14 | 0.10 | 90.866 | 89.466 | 92.366 | ||
| 44 | 2025.05.01 04:00 | buy | 15 | 0.10 | 92.092 | 0.000 | 0.000 | ||
| 45 | 2025.05.01 04:00 | modify | 15 | 0.10 | 92.092 | 91.466 | 92.366 | ||
| 46 | 2025.05.01 04:00 | modify | 14 | 0.10 | 90.866 | 91.466 | 92.366 | ||
| 47 | 2025.05.01 08:00 | t/p | 14 | 0.10 | 92.366 | 91.466 | 92.366 | 98.58 | 1905.11 |
| 48 | 2025.05.01 08:00 | t/p | 15 | 0.10 | 92.366 | 91.466 | 92.366 | 17.79 | 1922.90 |
| 49 | 2025.05.02 20:00 | sell | 16 | 0.10 | 93.481 | 0.000 | 0.000 | ||
| 50 | 2025.05.02 20:00 | modify | 16 | 0.10 | 93.481 | 94.881 | 91.981 | ||
| 51 | 2025.05.06 08:00 | sell | 17 | 0.10 | 92.564 | 0.000 | 0.000 | ||
| 52 | 2025.05.06 08:00 | modify | 17 | 0.10 | 92.564 | 93.106 | 91.981 | ||
| 53 | 2025.05.06 08:00 | modify | 16 | 0.10 | 93.481 | 93.106 | 91.981 | ||
| 54 | 2025.05.06 12:00 | sell | 18 | 0.10 | 92.272 | 0.000 | 0.000 | ||
| 55 | 2025.05.06 12:00 | modify | 18 | 0.10 | 92.272 | 92.881 | 91.981 | ||
| 56 | 2025.05.06 12:00 | modify | 17 | 0.10 | 92.564 | 92.881 | 91.981 | ||
| 57 | 2025.05.06 12:00 | modify | 16 | 0.10 | 93.481 | 92.881 | 91.981 | ||
| 58 | 2025.05.07 00:00 | s/l | 16 | 0.10 | 92.881 | 92.881 | 91.981 | 36.59 | 1959.49 |
| 59 | 2025.05.07 00:00 | s/l | 17 | 0.10 | 92.881 | 92.881 | 91.981 | -21.38 | 1938.11 |
| 60 | 2025.05.07 00:00 | s/l | 18 | 0.10 | 92.881 | 92.881 | 91.981 | -40.34 | 1897.77 |
| 61 | 2025.06.04 12:00 | sell | 19 | 0.10 | 93.532 | 0.000 | 0.000 | ||
| 62 | 2025.06.04 12:00 | modify | 19 | 0.10 | 93.532 | 94.932 | 92.032 | ||
| 63 | 2025.06.04 20:00 | sell | 20 | 0.10 | 92.760 | 0.000 | 0.000 | ||
| 64 | 2025.06.04 20:00 | modify | 20 | 0.10 | 92.760 | 93.382 | 92.032 | ||
| 65 | 2025.06.04 20:00 | modify | 19 | 0.10 | 93.532 | 93.382 | 92.032 | ||
| 66 | 2025.06.05 00:00 | sell | 21 | 0.10 | 92.611 | 0.000 | 0.000 | ||
| 67 | 2025.06.05 00:00 | modify | 21 | 0.10 | 92.611 | 93.157 | 92.032 | ||
| 68 | 2025.06.05 00:00 | modify | 20 | 0.10 | 92.760 | 93.157 | 92.032 | ||
| 69 | 2025.06.05 00:00 | modify | 19 | 0.10 | 93.532 | 93.157 | 92.032 | ||
| 70 | 2025.06.05 08:00 | s/l | 19 | 0.10 | 93.157 | 93.157 | 92.032 | 21.98 | 1919.76 |
| 71 | 2025.06.05 08:00 | s/l | 20 | 0.10 | 93.157 | 93.157 | 92.032 | -28.15 | 1891.61 |
| 72 | 2025.06.05 08:00 | s/l | 21 | 0.10 | 93.157 | 93.157 | 92.032 | -35.46 | 1856.15 |
| 73 | 2025.06.06 16:00 | sell | 22 | 0.10 | 94.093 | 0.000 | 0.000 | ||
| 74 | 2025.06.06 16:00 | modify | 22 | 0.10 | 94.093 | 95.493 | 92.593 | ||
| 75 | 2025.06.13 04:00 | t/p | 22 | 0.10 | 92.593 | 95.493 | 92.593 | 91.89 | 1948.04 |
| 76 | 2025.06.16 20:00 | sell | 23 | 0.10 | 94.486 | 0.000 | 0.000 | ||
| 77 | 2025.06.16 20:00 | modify | 23 | 0.10 | 94.486 | 95.886 | 92.986 | ||
| 78 | 2025.07.08 12:00 | s/l | 23 | 0.10 | 95.886 | 95.886 | 92.986 | -108.27 | 1839.77 |
| 79 | 2025.07.11 16:00 | sell | 24 | 0.10 | 96.873 | 0.000 | 0.000 | ||
| 80 | 2025.07.11 16:00 | modify | 24 | 0.10 | 96.873 | 98.273 | 95.373 | ||
| 81 | 2025.07.21 20:00 | sell | 25 | 0.10 | 96.121 | 0.000 | 0.000 | ||
| 82 | 2025.07.21 20:00 | modify | 25 | 0.10 | 96.121 | 96.723 | 95.373 | ||
| 83 | 2025.07.21 20:00 | modify | 24 | 0.10 | 96.873 | 96.723 | 95.373 | ||
| 84 | 2025.07.22 12:00 | sell | 26 | 0.10 | 95.958 | 0.000 | 0.000 | ||
| 85 | 2025.07.22 12:00 | modify | 26 | 0.10 | 95.958 | 96.498 | 95.373 | ||
| 86 | 2025.07.22 12:00 | modify | 25 | 0.10 | 96.121 | 96.498 | 95.373 | ||
| 87 | 2025.07.22 12:00 | modify | 24 | 0.10 | 96.873 | 96.498 | 95.373 | ||
| 88 | 2025.07.23 04:00 | s/l | 24 | 0.10 | 96.498 | 96.498 | 95.373 | 16.46 | 1856.24 |
| 89 | 2025.07.23 04:00 | s/l | 25 | 0.10 | 96.498 | 96.498 | 95.373 | -26.06 | 1830.18 |
| 90 | 2025.07.23 04:00 | s/l | 26 | 0.10 | 96.498 | 96.498 | 95.373 | -35.86 | 1794.32 |
| 91 | 2025.08.01 16:00 | buy | 27 | 0.10 | 95.759 | 0.000 | 0.000 | ||
| 92 | 2025.08.01 16:00 | modify | 27 | 0.10 | 95.759 | 94.359 | 97.259 | ||
| 93 | 2025.08.13 00:00 | buy | 28 | 0.10 | 96.519 | 0.000 | 0.000 | ||
| 94 | 2025.08.13 00:00 | modify | 28 | 0.10 | 96.519 | 95.909 | 97.259 | ||
| 95 | 2025.08.13 00:00 | modify | 27 | 0.10 | 95.759 | 95.909 | 97.259 | ||
| 96 | 2025.08.13 08:00 | buy | 29 | 0.10 | 96.665 | 0.000 | 0.000 | ||
| 97 | 2025.08.13 08:00 | modify | 29 | 0.10 | 96.665 | 96.134 | 97.259 | ||
| 98 | 2025.08.13 08:00 | modify | 28 | 0.10 | 96.519 | 96.134 | 97.259 | ||
| 99 | 2025.08.13 08:00 | modify | 27 | 0.10 | 95.759 | 96.134 | 97.259 | ||
| 100 | 2025.08.14 04:00 | s/l | 27 | 0.10 | 96.134 | 96.134 | 97.259 | 28.17 | 1822.49 |
| 101 | 2025.08.14 04:00 | s/l | 28 | 0.10 | 96.134 | 96.134 | 97.259 | -24.12 | 1798.37 |
| 102 | 2025.08.14 04:00 | s/l | 29 | 0.10 | 96.134 | 96.134 | 97.259 | -33.60 | 1764.77 |
| 103 | 2025.08.19 16:00 | buy | 30 | 0.10 | 95.434 | 0.000 | 0.000 | ||
| 104 | 2025.08.19 16:00 | modify | 30 | 0.10 | 95.434 | 94.034 | 96.934 | ||
| 105 | 2025.08.29 20:00 | buy | 31 | 0.10 | 96.212 | 0.000 | 0.000 | ||
| 106 | 2025.08.29 20:00 | modify | 31 | 0.10 | 96.212 | 95.584 | 96.934 | ||
| 107 | 2025.08.29 20:00 | modify | 30 | 0.10 | 95.434 | 95.584 | 96.934 | ||
| 108 | 2025.09.03 04:00 | t/p | 30 | 0.10 | 96.934 | 95.584 | 96.934 | 101.81 | 1866.58 |
| 109 | 2025.09.03 04:00 | t/p | 31 | 0.10 | 96.934 | 95.584 | 96.934 | 47.77 | 1914.35 |
| 110 | 2025.10.07 20:00 | sell | 32 | 0.10 | 99.945 | 0.000 | 0.000 | ||
| 111 | 2025.10.07 20:00 | modify | 32 | 0.10 | 99.945 | 101.345 | 98.445 | ||
| 112 | 2025.10.10 16:00 | t/p | 32 | 0.10 | 98.445 | 101.345 | 98.445 | 93.46 | 2007.81 |
| 113 | 2025.10.10 16:00 | buy | 33 | 0.10 | 98.687 | 0.000 | 0.000 | ||
| 114 | 2025.10.10 16:00 | modify | 33 | 0.10 | 98.687 | 97.287 | 100.187 | ||
| 115 | 2025.10.16 20:00 | s/l | 33 | 0.10 | 97.287 | 97.287 | 100.187 | -89.16 | 1918.65 |