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=0; RSIHelp="------------------------------------"; RSI_Period=6; 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=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 568.46 | Gross profit | 1776.05 | Gross loss | -1207.59 |
| Profit factor | 1.47 | Expected payoff | 12.92 | ||
| Absolute drawdown | 43.09 | Maximal drawdown | 387.58 (20.98%) | Relative drawdown | 20.98% (387.58) |
| Total trades | 44 | Short positions (won %) | 21 (61.90%) | Long positions (won %) | 23 (56.52%) |
| Profit trades (% of total) | 26 (59.09%) | Loss trades (% of total) | 18 (40.91%) | ||
| Largest | profit trade | 96.21 | loss trade | -111.42 | |
| Average | profit trade | 68.31 | loss trade | -67.09 | |
| Maximum | consecutive wins (profit in money) | 5 (452.71) | consecutive losses (loss in money) | 3 (-140.11) | |
| Maximal | consecutive profit (count of wins) | 452.71 (5) | consecutive loss (count of losses) | -181.27 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.06 20:00 | sell | 1 | 0.10 | 101.665 | 0.000 | 0.000 | ||
| 2 | 2024.11.06 20:00 | modify | 1 | 0.10 | 101.665 | 103.065 | 100.265 | ||
| 3 | 2024.11.08 16:00 | sell | 2 | 0.10 | 100.599 | 0.000 | 0.000 | ||
| 4 | 2024.11.08 16:00 | modify | 2 | 0.10 | 100.599 | 101.175 | 100.265 | ||
| 5 | 2024.11.08 16:00 | modify | 1 | 0.10 | 101.665 | 101.175 | 100.265 | ||
| 6 | 2024.11.08 20:00 | t/p | 1 | 0.10 | 100.265 | 101.175 | 100.265 | 87.78 | 1087.78 |
| 7 | 2024.11.08 20:00 | t/p | 2 | 0.10 | 100.265 | 101.175 | 100.265 | 21.70 | 1109.48 |
| 8 | 2024.11.15 20:00 | buy | 3 | 0.10 | 99.589 | 0.000 | 0.000 | ||
| 9 | 2024.11.15 20:00 | modify | 3 | 0.10 | 99.589 | 98.189 | 100.989 | ||
| 10 | 2024.11.19 20:00 | t/p | 3 | 0.10 | 100.989 | 98.189 | 100.989 | 91.52 | 1200.99 |
| 11 | 2024.11.26 16:00 | buy | 4 | 0.10 | 99.259 | 0.000 | 0.000 | ||
| 12 | 2024.11.26 16:00 | modify | 4 | 0.10 | 99.259 | 97.859 | 100.659 | ||
| 13 | 2024.11.27 20:00 | s/l | 4 | 0.10 | 97.859 | 97.859 | 100.659 | -90.64 | 1110.36 |
| 14 | 2024.11.29 08:00 | buy | 5 | 0.10 | 97.774 | 0.000 | 0.000 | ||
| 15 | 2024.11.29 08:00 | modify | 5 | 0.10 | 97.774 | 96.374 | 99.174 | ||
| 16 | 2024.12.02 20:00 | s/l | 5 | 0.10 | 96.374 | 96.374 | 99.174 | -90.64 | 1019.72 |
| 17 | 2024.12.06 16:00 | buy | 6 | 0.10 | 95.788 | 0.000 | 0.000 | ||
| 18 | 2024.12.06 16:00 | modify | 6 | 0.10 | 95.788 | 94.388 | 97.188 | ||
| 19 | 2024.12.09 16:00 | t/p | 6 | 0.10 | 97.188 | 94.388 | 97.188 | 91.22 | 1110.94 |
| 20 | 2024.12.09 16:00 | sell | 7 | 0.10 | 97.660 | 0.000 | 0.000 | ||
| 21 | 2024.12.09 16:00 | modify | 7 | 0.10 | 97.660 | 99.060 | 96.260 | ||
| 22 | 2024.12.11 08:00 | t/p | 7 | 0.10 | 96.260 | 99.060 | 96.260 | 89.34 | 1200.28 |
| 23 | 2024.12.19 00:00 | buy | 8 | 0.10 | 95.997 | 0.000 | 0.000 | ||
| 24 | 2024.12.19 00:00 | modify | 8 | 0.10 | 95.997 | 94.597 | 97.397 | ||
| 25 | 2024.12.19 08:00 | t/p | 8 | 0.10 | 97.397 | 94.597 | 97.397 | 90.93 | 1291.21 |
| 26 | 2025.01.06 12:00 | sell | 9 | 0.10 | 98.806 | 0.000 | 0.000 | ||
| 27 | 2025.01.06 12:00 | modify | 9 | 0.10 | 98.806 | 100.206 | 97.406 | ||
| 28 | 2025.01.10 16:00 | t/p | 9 | 0.10 | 97.406 | 100.206 | 97.406 | 86.19 | 1377.40 |
| 29 | 2025.01.10 16:00 | buy | 10 | 0.10 | 97.015 | 0.000 | 0.000 | ||
| 30 | 2025.01.10 16:00 | modify | 10 | 0.10 | 97.015 | 95.615 | 98.415 | ||
| 31 | 2025.01.24 04:00 | t/p | 10 | 0.10 | 98.415 | 95.615 | 98.415 | 95.03 | 1472.43 |
| 32 | 2025.01.27 12:00 | buy | 11 | 0.10 | 97.016 | 0.000 | 0.000 | ||
| 33 | 2025.01.27 12:00 | modify | 11 | 0.10 | 97.016 | 95.616 | 98.416 | ||
| 34 | 2025.01.31 00:00 | s/l | 11 | 0.10 | 95.616 | 95.616 | 98.416 | -89.17 | 1383.26 |
| 35 | 2025.02.12 00:00 | sell | 12 | 0.10 | 96.192 | 0.000 | 0.000 | ||
| 36 | 2025.02.12 00:00 | modify | 12 | 0.10 | 96.192 | 97.592 | 94.792 | ||
| 37 | 2025.02.21 20:00 | t/p | 12 | 0.10 | 94.792 | 97.592 | 94.792 | 82.25 | 1465.51 |
| 38 | 2025.02.28 04:00 | buy | 13 | 0.10 | 92.959 | 0.000 | 0.000 | ||
| 39 | 2025.02.28 04:00 | modify | 13 | 0.10 | 92.959 | 91.559 | 94.359 | ||
| 40 | 2025.02.28 16:00 | buy | 14 | 0.10 | 93.730 | 0.000 | 0.000 | ||
| 41 | 2025.02.28 16:00 | modify | 14 | 0.10 | 93.730 | 93.309 | 94.359 | ||
| 42 | 2025.02.28 16:00 | modify | 13 | 0.10 | 92.959 | 93.309 | 94.359 | ||
| 43 | 2025.02.28 20:00 | s/l | 13 | 0.10 | 93.309 | 93.309 | 94.359 | 22.73 | 1488.24 |
| 44 | 2025.02.28 20:00 | s/l | 14 | 0.10 | 93.309 | 93.309 | 94.359 | -27.35 | 1460.89 |
| 45 | 2025.03.17 08:00 | sell | 15 | 0.10 | 94.332 | 0.000 | 0.000 | ||
| 46 | 2025.03.17 08:00 | modify | 15 | 0.10 | 94.332 | 95.732 | 92.932 | ||
| 47 | 2025.03.18 12:00 | s/l | 15 | 0.10 | 95.732 | 95.732 | 92.932 | -91.71 | 1369.18 |
| 48 | 2025.03.20 12:00 | buy | 16 | 0.10 | 93.369 | 0.000 | 0.000 | ||
| 49 | 2025.03.20 12:00 | modify | 16 | 0.10 | 93.369 | 91.969 | 94.769 | ||
| 50 | 2025.03.24 00:00 | buy | 17 | 0.10 | 94.150 | 0.000 | 0.000 | ||
| 51 | 2025.03.24 00:00 | modify | 17 | 0.10 | 94.150 | 93.719 | 94.769 | ||
| 52 | 2025.03.24 00:00 | modify | 16 | 0.10 | 93.369 | 93.719 | 94.769 | ||
| 53 | 2025.03.25 00:00 | t/p | 16 | 0.10 | 94.769 | 93.719 | 94.769 | 91.81 | 1460.99 |
| 54 | 2025.03.25 00:00 | t/p | 17 | 0.10 | 94.769 | 93.719 | 94.769 | 40.49 | 1501.49 |
| 55 | 2025.03.31 04:00 | buy | 18 | 0.10 | 93.559 | 0.000 | 0.000 | ||
| 56 | 2025.03.31 04:00 | modify | 18 | 0.10 | 93.559 | 92.159 | 94.959 | ||
| 57 | 2025.04.02 04:00 | buy | 19 | 0.10 | 94.347 | 0.000 | 0.000 | ||
| 58 | 2025.04.02 04:00 | modify | 19 | 0.10 | 94.347 | 93.909 | 94.959 | ||
| 59 | 2025.04.02 04:00 | modify | 18 | 0.10 | 93.559 | 93.909 | 94.959 | ||
| 60 | 2025.04.03 00:00 | s/l | 18 | 0.10 | 93.909 | 93.909 | 94.959 | 24.20 | 1525.68 |
| 61 | 2025.04.03 00:00 | s/l | 19 | 0.10 | 93.909 | 93.909 | 94.959 | -27.57 | 1498.11 |
| 62 | 2025.04.04 04:00 | buy | 20 | 0.10 | 91.128 | 0.000 | 0.000 | ||
| 63 | 2025.04.04 04:00 | modify | 20 | 0.10 | 91.128 | 89.728 | 92.528 | ||
| 64 | 2025.04.04 12:00 | s/l | 20 | 0.10 | 89.728 | 89.728 | 92.528 | -90.93 | 1407.18 |
| 65 | 2025.04.22 12:00 | buy | 21 | 0.10 | 89.720 | 0.000 | 0.000 | ||
| 66 | 2025.04.22 12:00 | modify | 21 | 0.10 | 89.720 | 88.320 | 91.120 | ||
| 67 | 2025.04.23 16:00 | t/p | 21 | 0.10 | 91.120 | 88.320 | 91.120 | 91.22 | 1498.41 |
| 68 | 2025.04.25 04:00 | sell | 22 | 0.10 | 92.137 | 0.000 | 0.000 | ||
| 69 | 2025.04.25 04:00 | modify | 22 | 0.10 | 92.137 | 93.537 | 90.737 | ||
| 70 | 2025.04.29 16:00 | t/p | 22 | 0.10 | 90.737 | 93.537 | 90.737 | 89.35 | 1587.76 |
| 71 | 2025.05.01 08:00 | sell | 23 | 0.10 | 92.178 | 0.000 | 0.000 | ||
| 72 | 2025.05.01 08:00 | modify | 23 | 0.10 | 92.178 | 93.578 | 90.778 | ||
| 73 | 2025.05.02 20:00 | s/l | 23 | 0.10 | 93.578 | 93.578 | 90.778 | -91.71 | 1496.05 |
| 74 | 2025.05.02 20:00 | sell | 24 | 0.10 | 93.481 | 0.000 | 0.000 | ||
| 75 | 2025.05.02 20:00 | modify | 24 | 0.10 | 93.481 | 94.881 | 92.081 | ||
| 76 | 2025.05.07 16:00 | sell | 25 | 0.10 | 92.686 | 0.000 | 0.000 | ||
| 77 | 2025.05.07 16:00 | modify | 25 | 0.10 | 92.686 | 93.131 | 92.081 | ||
| 78 | 2025.05.07 16:00 | modify | 24 | 0.10 | 93.481 | 93.131 | 92.081 | ||
| 79 | 2025.05.08 16:00 | s/l | 24 | 0.10 | 93.131 | 93.131 | 92.081 | 18.00 | 1514.05 |
| 80 | 2025.05.08 16:00 | s/l | 25 | 0.10 | 93.131 | 93.131 | 92.081 | -31.27 | 1482.78 |
| 81 | 2025.05.12 08:00 | sell | 26 | 0.10 | 94.736 | 0.000 | 0.000 | ||
| 82 | 2025.05.12 08:00 | modify | 26 | 0.10 | 94.736 | 96.136 | 93.336 | ||
| 83 | 2025.05.15 16:00 | t/p | 26 | 0.10 | 93.336 | 96.136 | 93.336 | 86.98 | 1569.76 |
| 84 | 2025.05.29 00:00 | sell | 27 | 0.10 | 93.585 | 0.000 | 0.000 | ||
| 85 | 2025.05.29 00:00 | modify | 27 | 0.10 | 93.585 | 94.985 | 92.185 | ||
| 86 | 2025.05.30 16:00 | t/p | 27 | 0.10 | 92.185 | 94.985 | 92.185 | 90.14 | 1659.90 |
| 87 | 2025.06.10 04:00 | sell | 28 | 0.10 | 94.544 | 0.000 | 0.000 | ||
| 88 | 2025.06.10 04:00 | modify | 28 | 0.10 | 94.544 | 95.944 | 93.144 | ||
| 89 | 2025.06.12 00:00 | sell | 29 | 0.10 | 93.843 | 0.000 | 0.000 | ||
| 90 | 2025.06.12 00:00 | modify | 29 | 0.10 | 93.843 | 94.474 | 93.144 | ||
| 91 | 2025.06.12 00:00 | modify | 28 | 0.10 | 94.544 | 94.474 | 93.144 | ||
| 92 | 2025.06.13 04:00 | t/p | 28 | 0.10 | 93.144 | 94.474 | 93.144 | 86.98 | 1746.88 |
| 93 | 2025.06.13 04:00 | t/p | 29 | 0.10 | 93.144 | 94.474 | 93.144 | 44.60 | 1791.48 |
| 94 | 2025.07.03 16:00 | sell | 30 | 0.10 | 95.284 | 0.000 | 0.000 | ||
| 95 | 2025.07.03 16:00 | modify | 30 | 0.10 | 95.284 | 96.684 | 93.884 | ||
| 96 | 2025.07.11 04:00 | s/l | 30 | 0.10 | 96.684 | 96.684 | 93.884 | -97.23 | 1694.25 |
| 97 | 2025.07.11 04:00 | sell | 31 | 0.10 | 96.776 | 0.000 | 0.000 | ||
| 98 | 2025.07.11 04:00 | modify | 31 | 0.10 | 96.776 | 98.176 | 95.376 | ||
| 99 | 2025.07.17 12:00 | sell | 32 | 0.10 | 96.073 | 0.000 | 0.000 | ||
| 100 | 2025.07.17 12:00 | modify | 32 | 0.10 | 96.073 | 96.706 | 95.376 | ||
| 101 | 2025.07.17 12:00 | modify | 31 | 0.10 | 96.776 | 96.706 | 95.376 | ||
| 102 | 2025.07.18 04:00 | s/l | 31 | 0.10 | 96.706 | 96.706 | 95.376 | -0.98 | 1693.27 |
| 103 | 2025.07.18 04:00 | s/l | 32 | 0.10 | 96.706 | 96.706 | 95.376 | -41.90 | 1651.37 |
| 104 | 2025.07.22 12:00 | buy | 33 | 0.10 | 95.988 | 0.000 | 0.000 | ||
| 105 | 2025.07.22 12:00 | modify | 33 | 0.10 | 95.988 | 94.588 | 97.388 | ||
| 106 | 2025.07.28 16:00 | buy | 34 | 0.10 | 96.784 | 0.000 | 0.000 | ||
| 107 | 2025.07.28 16:00 | modify | 34 | 0.10 | 96.784 | 96.338 | 97.388 | ||
| 108 | 2025.07.28 16:00 | modify | 33 | 0.10 | 95.988 | 96.338 | 97.388 | ||
| 109 | 2025.07.29 16:00 | buy | 35 | 0.10 | 96.712 | 0.000 | 0.000 | ||
| 110 | 2025.07.29 16:00 | modify | 35 | 0.10 | 96.712 | 96.058 | 97.388 | ||
| 111 | 2025.07.29 20:00 | modify | 35 | 0.10 | 96.712 | 96.338 | 97.388 | ||
| 112 | 2025.07.30 04:00 | s/l | 33 | 0.10 | 96.338 | 96.338 | 97.388 | 25.09 | 1676.46 |
| 113 | 2025.07.30 04:00 | s/l | 34 | 0.10 | 96.338 | 96.338 | 97.388 | -28.37 | 1648.08 |
| 114 | 2025.07.30 04:00 | s/l | 35 | 0.10 | 96.338 | 96.338 | 97.388 | -24.00 | 1624.09 |
| 115 | 2025.07.30 08:00 | buy | 36 | 0.10 | 96.317 | 0.000 | 0.000 | ||
| 116 | 2025.07.30 08:00 | modify | 36 | 0.10 | 96.317 | 94.917 | 97.717 | ||
| 117 | 2025.08.04 20:00 | s/l | 36 | 0.10 | 94.917 | 94.917 | 97.717 | -89.46 | 1534.62 |
| 118 | 2025.08.14 08:00 | buy | 37 | 0.10 | 95.767 | 0.000 | 0.000 | ||
| 119 | 2025.08.14 08:00 | modify | 37 | 0.10 | 95.767 | 94.367 | 97.167 | ||
| 120 | 2025.09.01 12:00 | buy | 38 | 0.10 | 96.476 | 0.000 | 0.000 | ||
| 121 | 2025.09.01 12:00 | modify | 38 | 0.10 | 96.476 | 95.837 | 97.167 | ||
| 122 | 2025.09.01 12:00 | modify | 37 | 0.10 | 95.767 | 95.837 | 97.167 | ||
| 123 | 2025.09.03 16:00 | t/p | 37 | 0.10 | 97.167 | 95.837 | 97.167 | 96.21 | 1630.83 |
| 124 | 2025.09.03 16:00 | t/p | 38 | 0.10 | 97.167 | 95.837 | 97.167 | 45.47 | 1676.30 |
| 125 | 2025.09.10 16:00 | sell | 39 | 0.10 | 97.635 | 0.000 | 0.000 | ||
| 126 | 2025.09.10 16:00 | modify | 39 | 0.10 | 97.635 | 99.035 | 96.235 | ||
| 127 | 2025.10.06 04:00 | s/l | 39 | 0.10 | 99.035 | 99.035 | 96.235 | -111.42 | 1564.87 |
| 128 | 2025.10.07 20:00 | sell | 40 | 0.10 | 99.945 | 0.000 | 0.000 | ||
| 129 | 2025.10.07 20:00 | modify | 40 | 0.10 | 99.945 | 101.345 | 98.545 | ||
| 130 | 2025.10.10 16:00 | t/p | 40 | 0.10 | 98.545 | 101.345 | 98.545 | 86.98 | 1651.85 |
| 131 | 2025.10.10 16:00 | buy | 41 | 0.10 | 98.687 | 0.000 | 0.000 | ||
| 132 | 2025.10.10 16:00 | modify | 41 | 0.10 | 98.687 | 97.287 | 100.087 | ||
| 133 | 2025.10.16 20:00 | s/l | 41 | 0.10 | 97.287 | 97.287 | 100.087 | -89.17 | 1562.68 |
| 134 | 2025.10.17 04:00 | buy | 42 | 0.10 | 97.040 | 0.000 | 0.000 | ||
| 135 | 2025.10.17 04:00 | modify | 42 | 0.10 | 97.040 | 95.640 | 98.440 | ||
| 136 | 2025.10.20 04:00 | t/p | 42 | 0.10 | 98.440 | 95.640 | 98.440 | 91.22 | 1653.90 |
| 137 | 2025.10.23 12:00 | sell | 43 | 0.10 | 99.258 | 0.000 | 0.000 | ||
| 138 | 2025.10.23 12:00 | modify | 43 | 0.10 | 99.258 | 100.658 | 97.858 | ||
| 139 | 2025.10.29 08:00 | s/l | 43 | 0.10 | 100.658 | 100.658 | 97.858 | -94.07 | 1559.83 |
| 140 | 2025.10.30 08:00 | sell | 44 | 0.10 | 100.945 | 0.000 | 0.000 | ||
| 141 | 2025.10.30 08:00 | modify | 44 | 0.10 | 100.945 | 102.345 | 99.545 | ||
| 142 | 2025.10.31 23:59 | close at stop | 44 | 0.10 | 100.800 | 102.345 | 99.545 | 8.63 | 1568.46 |