Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.07.01 00:00 - 2025.06.30 23:59 (2024.07.01 - 2025.07.01) | ||||
| 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=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=45; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 761.83 | Gross profit | 1513.08 | Gross loss | -751.26 |
| Profit factor | 2.01 | Expected payoff | 24.58 | ||
| Absolute drawdown | 172.77 | Maximal drawdown | 303.77 (26.40%) | Relative drawdown | 26.40% (303.77) |
| Total trades | 31 | Short positions (won %) | 13 (53.85%) | Long positions (won %) | 18 (66.67%) |
| Profit trades (% of total) | 19 (61.29%) | Loss trades (% of total) | 12 (38.71%) | ||
| Largest | profit trade | 106.15 | loss trade | -97.98 | |
| Average | profit trade | 79.64 | loss trade | -62.60 | |
| Maximum | consecutive wins (profit in money) | 6 (404.08) | consecutive losses (loss in money) | 4 (-222.44) | |
| Maximal | consecutive profit (count of wins) | 404.08 (6) | consecutive loss (count of losses) | -222.44 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.03 04:00 | sell | 1 | 0.10 | 107.919 | 0.000 | 0.000 | ||
| 2 | 2024.07.03 04:00 | modify | 1 | 0.10 | 107.919 | 109.219 | 106.419 | ||
| 3 | 2024.07.11 04:00 | s/l | 1 | 0.10 | 109.219 | 109.219 | 106.419 | -97.98 | 902.02 |
| 4 | 2024.07.11 04:00 | sell | 2 | 0.10 | 109.286 | 0.000 | 0.000 | ||
| 5 | 2024.07.11 04:00 | modify | 2 | 0.10 | 109.286 | 110.586 | 107.786 | ||
| 6 | 2024.07.11 16:00 | t/p | 2 | 0.10 | 107.786 | 110.586 | 107.786 | 103.75 | 1005.77 |
| 7 | 2024.07.11 16:00 | buy | 3 | 0.10 | 107.449 | 0.000 | 0.000 | ||
| 8 | 2024.07.11 16:00 | modify | 3 | 0.10 | 107.449 | 106.149 | 108.949 | ||
| 9 | 2024.07.17 08:00 | s/l | 3 | 0.10 | 106.149 | 106.149 | 108.949 | -89.35 | 916.42 |
| 10 | 2024.07.17 08:00 | buy | 4 | 0.10 | 105.815 | 0.000 | 0.000 | ||
| 11 | 2024.07.17 08:00 | modify | 4 | 0.10 | 105.815 | 104.515 | 107.315 | ||
| 12 | 2024.07.22 08:00 | s/l | 4 | 0.10 | 104.515 | 104.515 | 107.315 | -89.19 | 827.23 |
| 13 | 2024.07.30 08:00 | sell | 5 | 0.10 | 101.475 | 0.000 | 0.000 | ||
| 14 | 2024.07.30 08:00 | modify | 5 | 0.10 | 101.475 | 102.775 | 99.975 | ||
| 15 | 2024.07.31 00:00 | t/p | 5 | 0.10 | 99.975 | 102.775 | 99.975 | 102.94 | 930.17 |
| 16 | 2024.08.07 04:00 | sell | 6 | 0.10 | 96.543 | 0.000 | 0.000 | ||
| 17 | 2024.08.07 04:00 | modify | 6 | 0.10 | 96.543 | 97.843 | 95.043 | ||
| 18 | 2024.08.08 00:00 | t/p | 6 | 0.10 | 95.043 | 97.843 | 95.043 | 101.33 | 1031.51 |
| 19 | 2024.08.30 12:00 | sell | 7 | 0.10 | 98.859 | 0.000 | 0.000 | ||
| 20 | 2024.08.30 12:00 | modify | 7 | 0.10 | 98.859 | 100.159 | 97.359 | ||
| 21 | 2024.09.04 04:00 | t/p | 7 | 0.10 | 97.359 | 100.159 | 97.359 | 101.33 | 1132.84 |
| 22 | 2024.09.25 08:00 | sell | 8 | 0.10 | 98.994 | 0.000 | 0.000 | ||
| 23 | 2024.09.25 08:00 | modify | 8 | 0.10 | 98.994 | 100.294 | 97.494 | ||
| 24 | 2024.09.27 04:00 | s/l | 8 | 0.10 | 100.294 | 100.294 | 97.494 | -93.14 | 1039.70 |
| 25 | 2024.10.11 16:00 | sell | 9 | 0.10 | 100.735 | 0.000 | 0.000 | ||
| 26 | 2024.10.11 16:00 | modify | 9 | 0.10 | 100.735 | 102.035 | 99.235 | ||
| 27 | 2024.10.31 08:00 | sell | 10 | 0.10 | 100.121 | 0.000 | 0.000 | ||
| 28 | 2024.10.31 08:00 | modify | 10 | 0.10 | 100.121 | 100.585 | 99.235 | ||
| 29 | 2024.10.31 08:00 | modify | 9 | 0.10 | 100.735 | 100.585 | 99.235 | ||
| 30 | 2024.11.01 16:00 | s/l | 9 | 0.10 | 100.585 | 100.585 | 99.235 | -6.55 | 1033.15 |
| 31 | 2024.11.01 16:00 | s/l | 10 | 0.10 | 100.585 | 100.585 | 99.235 | -32.91 | 1000.25 |
| 32 | 2024.11.29 04:00 | buy | 11 | 0.10 | 97.904 | 0.000 | 0.000 | ||
| 33 | 2024.11.29 04:00 | modify | 11 | 0.10 | 97.904 | 96.604 | 99.404 | ||
| 34 | 2024.12.02 16:00 | s/l | 11 | 0.10 | 96.604 | 96.604 | 99.404 | -89.85 | 910.40 |
| 35 | 2024.12.02 16:00 | buy | 12 | 0.10 | 96.652 | 0.000 | 0.000 | ||
| 36 | 2024.12.02 16:00 | modify | 12 | 0.10 | 96.652 | 95.352 | 98.152 | ||
| 37 | 2024.12.11 20:00 | buy | 13 | 0.10 | 97.267 | 0.000 | 0.000 | ||
| 38 | 2024.12.11 20:00 | modify | 13 | 0.10 | 97.267 | 96.802 | 98.152 | ||
| 39 | 2024.12.11 20:00 | modify | 12 | 0.10 | 96.652 | 96.802 | 98.152 | ||
| 40 | 2024.12.16 08:00 | t/p | 12 | 0.10 | 98.152 | 96.802 | 98.152 | 106.15 | 1016.55 |
| 41 | 2024.12.16 08:00 | t/p | 13 | 0.10 | 98.152 | 96.802 | 98.152 | 62.09 | 1078.64 |
| 42 | 2024.12.18 20:00 | buy | 14 | 0.10 | 96.543 | 0.000 | 0.000 | ||
| 43 | 2024.12.18 20:00 | modify | 14 | 0.10 | 96.543 | 95.243 | 98.043 | ||
| 44 | 2024.12.19 12:00 | t/p | 14 | 0.10 | 98.043 | 95.243 | 98.043 | 104.35 | 1183.00 |
| 45 | 2024.12.26 04:00 | sell | 15 | 0.10 | 98.338 | 0.000 | 0.000 | ||
| 46 | 2024.12.26 04:00 | modify | 15 | 0.10 | 98.338 | 99.638 | 96.838 | ||
| 47 | 2025.01.10 20:00 | t/p | 15 | 0.10 | 96.838 | 99.638 | 96.838 | 91.67 | 1274.66 |
| 48 | 2025.01.20 16:00 | sell | 16 | 0.10 | 97.420 | 0.000 | 0.000 | ||
| 49 | 2025.01.20 16:00 | modify | 16 | 0.10 | 97.420 | 98.720 | 95.920 | ||
| 50 | 2025.01.24 16:00 | s/l | 16 | 0.10 | 98.720 | 98.720 | 95.920 | -94.75 | 1179.91 |
| 51 | 2025.02.11 16:00 | sell | 17 | 0.10 | 95.885 | 0.000 | 0.000 | ||
| 52 | 2025.02.11 16:00 | modify | 17 | 0.10 | 95.885 | 97.185 | 94.385 | ||
| 53 | 2025.02.12 20:00 | s/l | 17 | 0.10 | 97.185 | 97.185 | 94.385 | -90.73 | 1089.18 |
| 54 | 2025.03.25 12:00 | sell | 18 | 0.10 | 94.875 | 0.000 | 0.000 | ||
| 55 | 2025.03.25 12:00 | modify | 18 | 0.10 | 94.875 | 96.175 | 93.375 | ||
| 56 | 2025.03.31 08:00 | t/p | 18 | 0.10 | 93.375 | 96.175 | 93.375 | 98.92 | 1188.10 |
| 57 | 2025.04.01 12:00 | buy | 19 | 0.10 | 93.265 | 0.000 | 0.000 | ||
| 58 | 2025.04.01 12:00 | modify | 19 | 0.10 | 93.265 | 91.965 | 94.765 | ||
| 59 | 2025.04.02 00:00 | buy | 20 | 0.10 | 94.192 | 0.000 | 0.000 | ||
| 60 | 2025.04.02 00:00 | modify | 20 | 0.10 | 94.192 | 93.940 | 94.765 | ||
| 61 | 2025.04.02 00:00 | modify | 19 | 0.10 | 93.265 | 93.940 | 94.765 | ||
| 62 | 2025.04.02 16:00 | s/l | 19 | 0.10 | 93.940 | 93.940 | 94.765 | 46.89 | 1234.99 |
| 63 | 2025.04.02 16:00 | s/l | 20 | 0.10 | 93.940 | 93.940 | 94.765 | -17.45 | 1217.54 |
| 64 | 2025.04.22 08:00 | buy | 21 | 0.10 | 90.045 | 0.000 | 0.000 | ||
| 65 | 2025.04.22 08:00 | modify | 21 | 0.10 | 90.045 | 88.745 | 91.545 | ||
| 66 | 2025.04.23 08:00 | buy | 22 | 0.10 | 90.959 | 0.000 | 0.000 | ||
| 67 | 2025.04.23 08:00 | modify | 22 | 0.10 | 90.959 | 90.720 | 91.545 | ||
| 68 | 2025.04.23 08:00 | modify | 21 | 0.10 | 90.045 | 90.720 | 91.545 | ||
| 69 | 2025.04.23 16:00 | s/l | 21 | 0.10 | 90.720 | 90.720 | 91.545 | 46.90 | 1264.45 |
| 70 | 2025.04.23 16:00 | s/l | 22 | 0.10 | 90.720 | 90.720 | 91.545 | -16.55 | 1247.90 |
| 71 | 2025.04.29 16:00 | buy | 23 | 0.10 | 90.866 | 0.000 | 0.000 | ||
| 72 | 2025.04.29 16:00 | modify | 23 | 0.10 | 90.866 | 89.566 | 92.366 | ||
| 73 | 2025.05.01 08:00 | t/p | 23 | 0.10 | 92.366 | 89.566 | 92.366 | 104.52 | 1352.41 |
| 74 | 2025.05.20 08:00 | buy | 24 | 0.10 | 92.616 | 0.000 | 0.000 | ||
| 75 | 2025.05.20 08:00 | modify | 24 | 0.10 | 92.616 | 91.316 | 94.116 | ||
| 76 | 2025.05.29 00:00 | buy | 25 | 0.10 | 93.615 | 0.000 | 0.000 | ||
| 77 | 2025.05.29 00:00 | modify | 25 | 0.10 | 93.615 | 93.141 | 94.116 | ||
| 78 | 2025.05.29 00:00 | modify | 24 | 0.10 | 92.616 | 93.141 | 94.116 | ||
| 79 | 2025.05.29 16:00 | s/l | 24 | 0.10 | 93.141 | 93.141 | 94.116 | 38.15 | 1390.57 |
| 80 | 2025.05.29 16:00 | s/l | 25 | 0.10 | 93.141 | 93.141 | 94.116 | -32.82 | 1357.75 |
| 81 | 2025.06.03 08:00 | buy | 26 | 0.10 | 92.277 | 0.000 | 0.000 | ||
| 82 | 2025.06.03 08:00 | modify | 26 | 0.10 | 92.277 | 90.977 | 93.777 | ||
| 83 | 2025.06.05 08:00 | buy | 27 | 0.10 | 93.203 | 0.000 | 0.000 | ||
| 84 | 2025.06.05 08:00 | modify | 27 | 0.10 | 93.203 | 92.952 | 93.777 | ||
| 85 | 2025.06.05 08:00 | modify | 26 | 0.10 | 92.277 | 92.952 | 93.777 | ||
| 86 | 2025.06.05 12:00 | buy | 28 | 0.10 | 93.272 | 0.000 | 0.000 | ||
| 87 | 2025.06.05 12:00 | modify | 28 | 0.10 | 93.272 | 92.802 | 93.777 | ||
| 88 | 2025.06.05 12:00 | modify | 27 | 0.10 | 93.203 | 92.802 | 93.777 | ||
| 89 | 2025.06.05 12:00 | modify | 26 | 0.10 | 92.277 | 92.802 | 93.777 | ||
| 90 | 2025.06.05 20:00 | t/p | 26 | 0.10 | 93.777 | 92.802 | 93.777 | 104.52 | 1462.26 |
| 91 | 2025.06.05 20:00 | t/p | 27 | 0.10 | 93.777 | 92.802 | 93.777 | 39.75 | 1502.01 |
| 92 | 2025.06.05 20:00 | t/p | 28 | 0.10 | 93.777 | 92.802 | 93.777 | 34.97 | 1536.98 |
| 93 | 2025.06.06 16:00 | sell | 29 | 0.10 | 94.093 | 0.000 | 0.000 | ||
| 94 | 2025.06.06 16:00 | modify | 29 | 0.10 | 94.093 | 95.393 | 92.593 | ||
| 95 | 2025.06.13 04:00 | t/p | 29 | 0.10 | 92.593 | 95.393 | 92.593 | 98.11 | 1635.09 |
| 96 | 2025.06.13 04:00 | buy | 30 | 0.10 | 93.031 | 0.000 | 0.000 | ||
| 97 | 2025.06.13 04:00 | modify | 30 | 0.10 | 93.031 | 91.731 | 94.531 | ||
| 98 | 2025.06.16 20:00 | t/p | 30 | 0.10 | 94.531 | 91.731 | 94.531 | 104.02 | 1739.12 |
| 99 | 2025.06.30 04:00 | buy | 31 | 0.10 | 94.240 | 0.000 | 0.000 | ||
| 100 | 2025.06.30 04:00 | modify | 31 | 0.10 | 94.240 | 92.940 | 95.740 | ||
| 101 | 2025.06.30 23:59 | close at stop | 31 | 0.10 | 94.568 | 92.940 | 95.740 | 22.71 | 1761.83 |