Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.03.01 00:00 - 2025.02.28 23:59 (2024.03.01 - 2025.03.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; 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=70; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=11; 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 | 2608 | Ticks modelled | 4216 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 901.20 | Gross profit | 1806.95 | Gross loss | -905.75 |
| Profit factor | 1.99 | Expected payoff | 20.48 | ||
| Absolute drawdown | 35.80 | Maximal drawdown | 194.02 (12.16%) | Relative drawdown | 12.77% (181.96) |
| Total trades | 44 | Short positions (won %) | 23 (60.87%) | Long positions (won %) | 21 (47.62%) |
| Profit trades (% of total) | 24 (54.55%) | Loss trades (% of total) | 20 (45.45%) | ||
| Largest | profit trade | 106.06 | loss trade | -50.65 | |
| Average | profit trade | 75.29 | loss trade | -45.29 | |
| Maximum | consecutive wins (profit in money) | 4 (348.67) | consecutive losses (loss in money) | 3 (-146.03) | |
| Maximal | consecutive profit (count of wins) | 348.67 (4) | consecutive loss (count of losses) | -146.03 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.05 08:00 | buy | 1 | 0.10 | 97.567 | 0.000 | 0.000 | ||
| 2 | 2024.03.05 08:00 | modify | 1 | 0.10 | 97.567 | 96.867 | 99.067 | ||
| 3 | 2024.03.20 20:00 | t/p | 1 | 0.10 | 99.067 | 96.867 | 99.067 | 106.06 | 1106.06 |
| 4 | 2024.03.22 08:00 | buy | 2 | 0.10 | 98.685 | 0.000 | 0.000 | ||
| 5 | 2024.03.22 08:00 | modify | 2 | 0.10 | 98.685 | 97.985 | 100.185 | ||
| 6 | 2024.04.04 00:00 | buy | 3 | 0.10 | 99.591 | 0.000 | 0.000 | ||
| 7 | 2024.04.04 00:00 | modify | 3 | 0.10 | 99.591 | 99.135 | 100.185 | ||
| 8 | 2024.04.04 00:00 | modify | 2 | 0.10 | 98.685 | 99.135 | 100.185 | ||
| 9 | 2024.04.04 12:00 | t/p | 2 | 0.10 | 100.185 | 99.135 | 100.185 | 105.42 | 1211.48 |
| 10 | 2024.04.04 12:00 | t/p | 3 | 0.10 | 100.185 | 99.135 | 100.185 | 40.12 | 1251.60 |
| 11 | 2024.04.09 08:00 | sell | 4 | 0.10 | 100.330 | 0.000 | 0.000 | ||
| 12 | 2024.04.09 08:00 | modify | 4 | 0.10 | 100.330 | 101.030 | 98.830 | ||
| 13 | 2024.04.12 16:00 | t/p | 4 | 0.10 | 98.830 | 101.030 | 98.830 | 97.08 | 1348.67 |
| 14 | 2024.04.16 04:00 | buy | 5 | 0.10 | 99.093 | 0.000 | 0.000 | ||
| 15 | 2024.04.16 04:00 | modify | 5 | 0.10 | 99.093 | 98.393 | 100.593 | ||
| 16 | 2024.04.19 04:00 | s/l | 5 | 0.10 | 98.393 | 98.393 | 100.593 | -45.72 | 1302.96 |
| 17 | 2024.04.19 04:00 | buy | 6 | 0.10 | 98.638 | 0.000 | 0.000 | ||
| 18 | 2024.04.19 04:00 | modify | 6 | 0.10 | 98.638 | 97.938 | 100.138 | ||
| 19 | 2024.04.23 16:00 | t/p | 6 | 0.10 | 100.138 | 97.938 | 100.138 | 101.97 | 1404.92 |
| 20 | 2024.04.24 04:00 | sell | 7 | 0.10 | 100.859 | 0.000 | 0.000 | ||
| 21 | 2024.04.24 04:00 | modify | 7 | 0.10 | 100.859 | 101.559 | 99.359 | ||
| 22 | 2024.04.25 08:00 | s/l | 7 | 0.10 | 101.559 | 101.559 | 99.359 | -49.80 | 1355.12 |
| 23 | 2024.04.26 08:00 | sell | 8 | 0.10 | 102.527 | 0.000 | 0.000 | ||
| 24 | 2024.04.26 08:00 | modify | 8 | 0.10 | 102.527 | 103.227 | 101.027 | ||
| 25 | 2024.04.28 20:00 | s/l | 8 | 0.10 | 103.227 | 103.227 | 101.027 | -47.27 | 1307.85 |
| 26 | 2024.05.10 08:00 | sell | 9 | 0.10 | 102.924 | 0.000 | 0.000 | ||
| 27 | 2024.05.10 08:00 | modify | 9 | 0.10 | 102.924 | 103.624 | 101.424 | ||
| 28 | 2024.05.14 16:00 | s/l | 9 | 0.10 | 103.624 | 103.624 | 101.424 | -48.96 | 1258.89 |
| 29 | 2024.05.28 04:00 | sell | 10 | 0.10 | 104.525 | 0.000 | 0.000 | ||
| 30 | 2024.05.28 04:00 | modify | 10 | 0.10 | 104.525 | 105.225 | 103.025 | ||
| 31 | 2024.06.04 08:00 | sell | 11 | 0.10 | 103.526 | 0.000 | 0.000 | ||
| 32 | 2024.06.04 08:00 | modify | 11 | 0.10 | 103.526 | 103.925 | 103.025 | ||
| 33 | 2024.06.04 08:00 | modify | 10 | 0.10 | 104.525 | 103.925 | 103.025 | ||
| 34 | 2024.06.04 12:00 | t/p | 10 | 0.10 | 103.025 | 103.925 | 103.025 | 95.38 | 1354.27 |
| 35 | 2024.06.04 12:00 | t/p | 11 | 0.10 | 103.025 | 103.925 | 103.025 | 33.83 | 1388.10 |
| 36 | 2024.06.26 04:00 | sell | 12 | 0.10 | 106.641 | 0.000 | 0.000 | ||
| 37 | 2024.06.26 04:00 | modify | 12 | 0.10 | 106.641 | 107.341 | 105.141 | ||
| 38 | 2024.06.28 16:00 | s/l | 12 | 0.10 | 107.341 | 107.341 | 105.141 | -50.65 | 1337.45 |
| 39 | 2024.07.17 08:00 | buy | 13 | 0.10 | 105.815 | 0.000 | 0.000 | ||
| 40 | 2024.07.17 08:00 | modify | 13 | 0.10 | 105.815 | 105.115 | 107.315 | ||
| 41 | 2024.07.17 20:00 | s/l | 13 | 0.10 | 105.115 | 105.115 | 107.315 | -47.28 | 1290.17 |
| 42 | 2024.07.22 04:00 | buy | 14 | 0.10 | 105.084 | 0.000 | 0.000 | ||
| 43 | 2024.07.22 04:00 | modify | 14 | 0.10 | 105.084 | 104.384 | 106.584 | ||
| 44 | 2024.07.22 08:00 | s/l | 14 | 0.10 | 104.384 | 104.384 | 106.584 | -47.29 | 1242.88 |
| 45 | 2024.07.30 08:00 | sell | 15 | 0.10 | 101.475 | 0.000 | 0.000 | ||
| 46 | 2024.07.30 08:00 | modify | 15 | 0.10 | 101.475 | 102.175 | 99.975 | ||
| 47 | 2024.07.31 00:00 | t/p | 15 | 0.10 | 99.975 | 102.175 | 99.975 | 100.45 | 1343.33 |
| 48 | 2024.08.07 04:00 | sell | 16 | 0.10 | 96.543 | 0.000 | 0.000 | ||
| 49 | 2024.08.07 04:00 | modify | 16 | 0.10 | 96.543 | 97.243 | 95.043 | ||
| 50 | 2024.08.08 00:00 | t/p | 16 | 0.10 | 95.043 | 97.243 | 95.043 | 98.77 | 1442.09 |
| 51 | 2024.08.16 08:00 | sell | 17 | 0.10 | 98.830 | 0.000 | 0.000 | ||
| 52 | 2024.08.16 08:00 | modify | 17 | 0.10 | 98.830 | 99.530 | 97.330 | ||
| 53 | 2024.08.19 08:00 | t/p | 17 | 0.10 | 97.330 | 99.530 | 97.330 | 100.45 | 1542.54 |
| 54 | 2024.08.26 08:00 | buy | 18 | 0.10 | 97.501 | 0.000 | 0.000 | ||
| 55 | 2024.08.26 08:00 | modify | 18 | 0.10 | 97.501 | 96.801 | 99.001 | ||
| 56 | 2024.08.27 04:00 | buy | 19 | 0.10 | 98.279 | 0.000 | 0.000 | ||
| 57 | 2024.08.27 04:00 | modify | 19 | 0.10 | 98.279 | 97.801 | 99.001 | ||
| 58 | 2024.08.27 04:00 | modify | 18 | 0.10 | 97.501 | 97.801 | 99.001 | ||
| 59 | 2024.08.27 16:00 | s/l | 18 | 0.10 | 97.801 | 97.801 | 99.001 | 20.58 | 1563.12 |
| 60 | 2024.08.27 16:00 | s/l | 19 | 0.10 | 97.801 | 97.801 | 99.001 | -32.29 | 1530.83 |
| 61 | 2024.09.06 08:00 | buy | 20 | 0.10 | 96.017 | 0.000 | 0.000 | ||
| 62 | 2024.09.06 08:00 | modify | 20 | 0.10 | 96.017 | 95.317 | 97.517 | ||
| 63 | 2024.09.06 16:00 | s/l | 20 | 0.10 | 95.317 | 95.317 | 97.517 | -47.29 | 1483.54 |
| 64 | 2024.09.11 04:00 | buy | 21 | 0.10 | 94.077 | 0.000 | 0.000 | ||
| 65 | 2024.09.11 04:00 | modify | 21 | 0.10 | 94.077 | 93.377 | 95.577 | ||
| 66 | 2024.09.12 08:00 | t/p | 21 | 0.10 | 95.577 | 93.377 | 95.577 | 102.27 | 1585.82 |
| 67 | 2024.09.19 04:00 | sell | 22 | 0.10 | 97.255 | 0.000 | 0.000 | ||
| 68 | 2024.09.19 04:00 | modify | 22 | 0.10 | 97.255 | 97.955 | 95.755 | ||
| 69 | 2024.09.20 12:00 | s/l | 22 | 0.10 | 97.955 | 97.955 | 95.755 | -48.11 | 1537.70 |
| 70 | 2024.09.23 04:00 | sell | 23 | 0.10 | 98.498 | 0.000 | 0.000 | ||
| 71 | 2024.09.23 04:00 | modify | 23 | 0.10 | 98.498 | 99.198 | 96.998 | ||
| 72 | 2024.09.25 12:00 | s/l | 23 | 0.10 | 99.198 | 99.198 | 96.998 | -48.96 | 1488.74 |
| 73 | 2024.10.01 04:00 | sell | 24 | 0.10 | 99.762 | 0.000 | 0.000 | ||
| 74 | 2024.10.01 04:00 | modify | 24 | 0.10 | 99.762 | 100.462 | 98.262 | ||
| 75 | 2024.10.02 16:00 | s/l | 24 | 0.10 | 100.462 | 100.462 | 98.262 | -48.11 | 1440.63 |
| 76 | 2024.10.15 08:00 | buy | 25 | 0.10 | 100.131 | 0.000 | 0.000 | ||
| 77 | 2024.10.15 08:00 | modify | 25 | 0.10 | 100.131 | 99.431 | 101.631 | ||
| 78 | 2024.10.22 04:00 | buy | 26 | 0.10 | 100.909 | 0.000 | 0.000 | ||
| 79 | 2024.10.22 04:00 | modify | 26 | 0.10 | 100.909 | 100.431 | 101.631 | ||
| 80 | 2024.10.22 04:00 | modify | 25 | 0.10 | 100.131 | 100.431 | 101.631 | ||
| 81 | 2024.10.23 08:00 | t/p | 25 | 0.10 | 101.631 | 100.431 | 101.631 | 103.85 | 1544.48 |
| 82 | 2024.10.23 08:00 | t/p | 26 | 0.10 | 101.631 | 100.431 | 101.631 | 49.09 | 1593.57 |
| 83 | 2024.10.29 04:00 | buy | 27 | 0.10 | 100.483 | 0.000 | 0.000 | ||
| 84 | 2024.10.29 04:00 | modify | 27 | 0.10 | 100.483 | 99.783 | 101.983 | ||
| 85 | 2024.10.31 16:00 | s/l | 27 | 0.10 | 99.783 | 99.783 | 101.983 | -46.03 | 1547.54 |
| 86 | 2024.11.07 04:00 | sell | 28 | 0.10 | 102.173 | 0.000 | 0.000 | ||
| 87 | 2024.11.07 04:00 | modify | 28 | 0.10 | 102.173 | 102.873 | 100.673 | ||
| 88 | 2024.11.08 16:00 | t/p | 28 | 0.10 | 100.673 | 102.873 | 100.673 | 100.46 | 1647.99 |
| 89 | 2024.11.20 08:00 | sell | 29 | 0.10 | 101.495 | 0.000 | 0.000 | ||
| 90 | 2024.11.20 08:00 | modify | 29 | 0.10 | 101.495 | 102.195 | 99.995 | ||
| 91 | 2024.11.21 12:00 | sell | 30 | 0.10 | 100.725 | 0.000 | 0.000 | ||
| 92 | 2024.11.21 12:00 | modify | 30 | 0.10 | 100.725 | 101.195 | 99.995 | ||
| 93 | 2024.11.21 12:00 | modify | 29 | 0.10 | 101.495 | 101.195 | 99.995 | ||
| 94 | 2024.11.25 12:00 | sell | 31 | 0.10 | 100.500 | 0.000 | 0.000 | ||
| 95 | 2024.11.25 12:00 | modify | 31 | 0.10 | 100.500 | 100.895 | 99.995 | ||
| 96 | 2024.11.25 12:00 | modify | 30 | 0.10 | 100.725 | 100.895 | 99.995 | ||
| 97 | 2024.11.25 12:00 | modify | 29 | 0.10 | 101.495 | 100.895 | 99.995 | ||
| 98 | 2024.11.26 00:00 | t/p | 29 | 0.10 | 99.995 | 100.895 | 99.995 | 96.22 | 1744.22 |
| 99 | 2024.11.26 00:00 | t/p | 30 | 0.10 | 99.995 | 100.895 | 99.995 | 46.76 | 1790.97 |
| 100 | 2024.11.26 00:00 | t/p | 31 | 0.10 | 99.995 | 100.895 | 99.995 | 33.26 | 1824.23 |
| 101 | 2024.11.29 04:00 | buy | 32 | 0.10 | 97.904 | 0.000 | 0.000 | ||
| 102 | 2024.11.29 04:00 | modify | 32 | 0.10 | 97.904 | 97.204 | 99.404 | ||
| 103 | 2024.12.02 16:00 | s/l | 32 | 0.10 | 97.204 | 97.204 | 99.404 | -46.98 | 1777.25 |
| 104 | 2024.12.12 04:00 | sell | 33 | 0.10 | 97.757 | 0.000 | 0.000 | ||
| 105 | 2024.12.12 04:00 | modify | 33 | 0.10 | 97.757 | 98.457 | 96.257 | ||
| 106 | 2024.12.18 08:00 | sell | 34 | 0.10 | 96.979 | 0.000 | 0.000 | ||
| 107 | 2024.12.18 08:00 | modify | 34 | 0.10 | 96.979 | 97.457 | 96.257 | ||
| 108 | 2024.12.18 08:00 | modify | 33 | 0.10 | 97.757 | 97.457 | 96.257 | ||
| 109 | 2024.12.19 00:00 | t/p | 33 | 0.10 | 96.257 | 97.457 | 96.257 | 95.39 | 1872.64 |
| 110 | 2024.12.19 00:00 | t/p | 34 | 0.10 | 96.257 | 97.457 | 96.257 | 46.23 | 1918.87 |
| 111 | 2024.12.26 04:00 | sell | 35 | 0.10 | 98.338 | 0.000 | 0.000 | ||
| 112 | 2024.12.26 04:00 | modify | 35 | 0.10 | 98.338 | 99.038 | 96.838 | ||
| 113 | 2025.01.02 16:00 | sell | 36 | 0.10 | 97.579 | 0.000 | 0.000 | ||
| 114 | 2025.01.02 16:00 | modify | 36 | 0.10 | 97.579 | 98.038 | 96.838 | ||
| 115 | 2025.01.02 16:00 | modify | 35 | 0.10 | 98.338 | 98.038 | 96.838 | ||
| 116 | 2025.01.02 20:00 | s/l | 35 | 0.10 | 98.038 | 98.038 | 96.838 | 14.35 | 1933.22 |
| 117 | 2025.01.02 20:00 | s/l | 36 | 0.10 | 98.038 | 98.038 | 96.838 | -30.99 | 1902.23 |
| 118 | 2025.01.06 04:00 | sell | 37 | 0.10 | 98.141 | 0.000 | 0.000 | ||
| 119 | 2025.01.06 04:00 | modify | 37 | 0.10 | 98.141 | 98.841 | 96.641 | ||
| 120 | 2025.01.06 12:00 | s/l | 37 | 0.10 | 98.841 | 98.841 | 96.641 | -47.27 | 1854.96 |
| 121 | 2025.01.07 04:00 | sell | 38 | 0.10 | 98.997 | 0.000 | 0.000 | ||
| 122 | 2025.01.07 04:00 | modify | 38 | 0.10 | 98.997 | 99.697 | 97.497 | ||
| 123 | 2025.01.10 16:00 | t/p | 38 | 0.10 | 97.497 | 99.697 | 97.497 | 97.07 | 1952.02 |
| 124 | 2025.01.16 04:00 | buy | 39 | 0.10 | 96.773 | 0.000 | 0.000 | ||
| 125 | 2025.01.16 04:00 | modify | 39 | 0.10 | 96.773 | 96.073 | 98.273 | ||
| 126 | 2025.01.17 16:00 | s/l | 39 | 0.10 | 96.073 | 96.073 | 98.273 | -46.98 | 1905.05 |
| 127 | 2025.01.30 08:00 | buy | 40 | 0.10 | 96.171 | 0.000 | 0.000 | ||
| 128 | 2025.01.30 08:00 | modify | 40 | 0.10 | 96.171 | 95.471 | 97.671 | ||
| 129 | 2025.02.02 20:00 | s/l | 40 | 0.10 | 95.471 | 95.471 | 97.671 | -46.98 | 1858.07 |
| 130 | 2025.02.03 04:00 | buy | 41 | 0.10 | 94.943 | 0.000 | 0.000 | ||
| 131 | 2025.02.03 04:00 | modify | 41 | 0.10 | 94.943 | 94.243 | 96.443 | ||
| 132 | 2025.02.04 00:00 | t/p | 41 | 0.10 | 96.443 | 94.243 | 96.443 | 101.65 | 1959.73 |
| 133 | 2025.02.27 04:00 | buy | 42 | 0.10 | 93.929 | 0.000 | 0.000 | ||
| 134 | 2025.02.27 04:00 | modify | 42 | 0.10 | 93.929 | 93.229 | 95.429 | ||
| 135 | 2025.02.28 04:00 | s/l | 42 | 0.10 | 93.229 | 93.229 | 95.429 | -46.98 | 1912.75 |
| 136 | 2025.02.28 04:00 | buy | 43 | 0.10 | 92.959 | 0.000 | 0.000 | ||
| 137 | 2025.02.28 04:00 | modify | 43 | 0.10 | 92.959 | 92.259 | 94.459 | ||
| 138 | 2025.02.28 16:00 | buy | 44 | 0.10 | 93.730 | 0.000 | 0.000 | ||
| 139 | 2025.02.28 16:00 | modify | 44 | 0.10 | 93.730 | 93.259 | 94.459 | ||
| 140 | 2025.02.28 16:00 | modify | 43 | 0.10 | 92.959 | 93.259 | 94.459 | ||
| 141 | 2025.02.28 20:00 | s/l | 43 | 0.10 | 93.259 | 93.259 | 94.459 | 20.27 | 1933.02 |
| 142 | 2025.02.28 20:00 | s/l | 44 | 0.10 | 93.259 | 93.259 | 94.459 | -31.82 | 1901.20 |