Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
| Period | 4 Hours (H4) 2024.09.01 20:00 - 2025.08.31 23:59 (2024.09.01 - 2025.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 2605 | Ticks modelled | 4209 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1252.73 | Gross profit | 2045.87 | Gross loss | -793.14 |
| Profit factor | 2.58 | Expected payoff | 36.84 | ||
| Absolute drawdown | 80.28 | Maximal drawdown | 343.69 (15.37%) | Relative drawdown | 20.06% (230.74) |
| Total trades | 34 | Short positions (won %) | 17 (64.71%) | Long positions (won %) | 17 (64.71%) |
| Profit trades (% of total) | 22 (64.71%) | Loss trades (% of total) | 12 (35.29%) | ||
| Largest | profit trade | 150.69 | loss trade | -92.40 | |
| Average | profit trade | 92.99 | loss trade | -66.10 | |
| Maximum | consecutive wins (profit in money) | 5 (602.79) | consecutive losses (loss in money) | 2 (-179.83) | |
| Maximal | consecutive profit (count of wins) | 602.79 (5) | consecutive loss (count of losses) | -179.83 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.06 16:00 | buy | 1 | 0.10 | 0.66781 | 0.00000 | 0.00000 | ||
| 2 | 2024.09.06 16:00 | modify | 1 | 0.10 | 0.66781 | 0.65881 | 0.68281 | ||
| 3 | 2024.09.18 00:00 | buy | 2 | 0.10 | 0.67630 | 0.00000 | 0.00000 | ||
| 4 | 2024.09.18 00:00 | modify | 2 | 0.10 | 0.67630 | 0.67381 | 0.68281 | ||
| 5 | 2024.09.18 00:00 | modify | 1 | 0.10 | 0.66781 | 0.67381 | 0.68281 | ||
| 6 | 2024.09.19 04:00 | s/l | 1 | 0.10 | 0.67381 | 0.67381 | 0.68281 | 56.53 | 1056.53 |
| 7 | 2024.09.19 04:00 | s/l | 2 | 0.10 | 0.67381 | 0.67381 | 0.68281 | -25.70 | 1030.83 |
| 8 | 2024.09.25 16:00 | buy | 3 | 0.10 | 0.68392 | 0.00000 | 0.00000 | ||
| 9 | 2024.09.25 16:00 | modify | 3 | 0.10 | 0.68392 | 0.67492 | 0.69892 | ||
| 10 | 2024.09.26 16:00 | buy | 4 | 0.10 | 0.69021 | 0.00000 | 0.00000 | ||
| 11 | 2024.09.26 16:00 | modify | 4 | 0.10 | 0.69021 | 0.68617 | 0.69892 | ||
| 12 | 2024.09.26 16:00 | modify | 3 | 0.10 | 0.68392 | 0.68617 | 0.69892 | ||
| 13 | 2024.10.01 20:00 | s/l | 3 | 0.10 | 0.68617 | 0.68617 | 0.69892 | 20.90 | 1051.73 |
| 14 | 2024.10.01 20:00 | s/l | 4 | 0.10 | 0.68617 | 0.68617 | 0.69892 | -41.20 | 1010.52 |
| 15 | 2024.10.04 16:00 | buy | 5 | 0.10 | 0.67991 | 0.00000 | 0.00000 | ||
| 16 | 2024.10.04 16:00 | modify | 5 | 0.10 | 0.67991 | 0.67091 | 0.69491 | ||
| 17 | 2024.10.09 16:00 | s/l | 5 | 0.10 | 0.67091 | 0.67091 | 0.69491 | -90.80 | 919.72 |
| 18 | 2024.11.06 04:00 | buy | 6 | 0.10 | 0.65202 | 0.00000 | 0.00000 | ||
| 19 | 2024.11.06 04:00 | modify | 6 | 0.10 | 0.65202 | 0.64302 | 0.66702 | ||
| 20 | 2024.11.07 08:00 | buy | 7 | 0.10 | 0.66254 | 0.00000 | 0.00000 | ||
| 21 | 2024.11.07 08:00 | modify | 7 | 0.10 | 0.66254 | 0.65727 | 0.66702 | ||
| 22 | 2024.11.07 08:00 | modify | 6 | 0.10 | 0.65202 | 0.65727 | 0.66702 | ||
| 23 | 2024.11.07 16:00 | t/p | 6 | 0.10 | 0.66702 | 0.65727 | 0.66702 | 149.20 | 1068.92 |
| 24 | 2024.11.07 16:00 | t/p | 7 | 0.10 | 0.66702 | 0.65727 | 0.66702 | 44.80 | 1113.72 |
| 25 | 2024.11.07 16:00 | sell | 8 | 0.10 | 0.66852 | 0.00000 | 0.00000 | ||
| 26 | 2024.11.07 16:00 | modify | 8 | 0.10 | 0.66852 | 0.67752 | 0.65352 | ||
| 27 | 2024.11.08 20:00 | sell | 9 | 0.10 | 0.65785 | 0.00000 | 0.00000 | ||
| 28 | 2024.11.08 20:00 | modify | 9 | 0.10 | 0.65785 | 0.66327 | 0.65352 | ||
| 29 | 2024.11.08 20:00 | modify | 8 | 0.10 | 0.66852 | 0.66327 | 0.65352 | ||
| 30 | 2024.11.12 20:00 | t/p | 8 | 0.10 | 0.65352 | 0.66327 | 0.65352 | 150.07 | 1263.79 |
| 31 | 2024.11.12 20:00 | t/p | 9 | 0.10 | 0.65352 | 0.66327 | 0.65352 | 43.34 | 1307.13 |
| 32 | 2024.12.02 16:00 | buy | 10 | 0.10 | 0.64496 | 0.00000 | 0.00000 | ||
| 33 | 2024.12.02 16:00 | modify | 10 | 0.10 | 0.64496 | 0.63596 | 0.65996 | ||
| 34 | 2024.12.11 08:00 | s/l | 10 | 0.10 | 0.63596 | 0.63596 | 0.65996 | -92.40 | 1214.73 |
| 35 | 2024.12.12 04:00 | sell | 11 | 0.10 | 0.64161 | 0.00000 | 0.00000 | ||
| 36 | 2024.12.12 04:00 | modify | 11 | 0.10 | 0.64161 | 0.65061 | 0.62661 | ||
| 37 | 2024.12.16 12:00 | sell | 12 | 0.10 | 0.63531 | 0.00000 | 0.00000 | ||
| 38 | 2024.12.16 12:00 | modify | 12 | 0.10 | 0.63531 | 0.63936 | 0.62661 | ||
| 39 | 2024.12.16 12:00 | modify | 11 | 0.10 | 0.64161 | 0.63936 | 0.62661 | ||
| 40 | 2024.12.18 20:00 | t/p | 11 | 0.10 | 0.62661 | 0.63936 | 0.62661 | 150.09 | 1364.82 |
| 41 | 2024.12.18 20:00 | t/p | 12 | 0.10 | 0.62661 | 0.63936 | 0.62661 | 87.04 | 1451.86 |
| 42 | 2025.01.06 12:00 | sell | 13 | 0.10 | 0.62851 | 0.00000 | 0.00000 | ||
| 43 | 2025.01.06 12:00 | modify | 13 | 0.10 | 0.62851 | 0.63751 | 0.61351 | ||
| 44 | 2025.01.08 12:00 | sell | 14 | 0.10 | 0.62002 | 0.00000 | 0.00000 | ||
| 45 | 2025.01.08 12:00 | modify | 14 | 0.10 | 0.62002 | 0.62251 | 0.61351 | ||
| 46 | 2025.01.08 12:00 | modify | 13 | 0.10 | 0.62851 | 0.62251 | 0.61351 | ||
| 47 | 2025.01.13 08:00 | t/p | 13 | 0.10 | 0.61351 | 0.62251 | 0.61351 | 150.15 | 1602.01 |
| 48 | 2025.01.13 08:00 | t/p | 14 | 0.10 | 0.61351 | 0.62251 | 0.61351 | 65.21 | 1667.22 |
| 49 | 2025.01.20 16:00 | sell | 15 | 0.10 | 0.62570 | 0.00000 | 0.00000 | ||
| 50 | 2025.01.20 16:00 | modify | 15 | 0.10 | 0.62570 | 0.63470 | 0.61070 | ||
| 51 | 2025.02.03 04:00 | t/p | 15 | 0.10 | 0.61070 | 0.63470 | 0.61070 | 150.30 | 1817.52 |
| 52 | 2025.02.03 16:00 | sell | 16 | 0.10 | 0.61944 | 0.00000 | 0.00000 | ||
| 53 | 2025.02.03 16:00 | modify | 16 | 0.10 | 0.61944 | 0.62844 | 0.60444 | ||
| 54 | 2025.02.05 12:00 | s/l | 16 | 0.10 | 0.62844 | 0.62844 | 0.60444 | -89.96 | 1727.57 |
| 55 | 2025.02.14 16:00 | sell | 17 | 0.10 | 0.63618 | 0.00000 | 0.00000 | ||
| 56 | 2025.02.14 16:00 | modify | 17 | 0.10 | 0.63618 | 0.64518 | 0.62118 | ||
| 57 | 2025.02.27 16:00 | sell | 18 | 0.10 | 0.62551 | 0.00000 | 0.00000 | ||
| 58 | 2025.02.27 16:00 | modify | 18 | 0.10 | 0.62551 | 0.63093 | 0.62118 | ||
| 59 | 2025.02.27 16:00 | modify | 17 | 0.10 | 0.63618 | 0.63093 | 0.62118 | ||
| 60 | 2025.02.28 08:00 | t/p | 17 | 0.10 | 0.62118 | 0.63093 | 0.62118 | 150.30 | 1877.87 |
| 61 | 2025.02.28 08:00 | t/p | 18 | 0.10 | 0.62118 | 0.63093 | 0.62118 | 43.32 | 1921.19 |
| 62 | 2025.03.05 16:00 | sell | 19 | 0.10 | 0.63051 | 0.00000 | 0.00000 | ||
| 63 | 2025.03.05 16:00 | modify | 19 | 0.10 | 0.63051 | 0.63951 | 0.61551 | ||
| 64 | 2025.04.04 12:00 | t/p | 19 | 0.10 | 0.61551 | 0.63951 | 0.61551 | 150.69 | 2071.89 |
| 65 | 2025.04.07 16:00 | buy | 20 | 0.10 | 0.59817 | 0.00000 | 0.00000 | ||
| 66 | 2025.04.07 16:00 | modify | 20 | 0.10 | 0.59817 | 0.58917 | 0.61317 | ||
| 67 | 2025.04.09 20:00 | t/p | 20 | 0.10 | 0.61317 | 0.58917 | 0.61317 | 149.47 | 2221.35 |
| 68 | 2025.04.11 04:00 | sell | 21 | 0.10 | 0.62421 | 0.00000 | 0.00000 | ||
| 69 | 2025.04.11 04:00 | modify | 21 | 0.10 | 0.62421 | 0.63321 | 0.60921 | ||
| 70 | 2025.04.14 08:00 | s/l | 21 | 0.10 | 0.63321 | 0.63321 | 0.60921 | -89.98 | 2131.37 |
| 71 | 2025.04.14 08:00 | sell | 22 | 0.10 | 0.63244 | 0.00000 | 0.00000 | ||
| 72 | 2025.04.14 08:00 | modify | 22 | 0.10 | 0.63244 | 0.64144 | 0.61744 | ||
| 73 | 2025.04.21 04:00 | s/l | 22 | 0.10 | 0.64144 | 0.64144 | 0.61744 | -89.85 | 2041.53 |
| 74 | 2025.04.21 04:00 | sell | 23 | 0.10 | 0.64242 | 0.00000 | 0.00000 | ||
| 75 | 2025.04.21 04:00 | modify | 23 | 0.10 | 0.64242 | 0.65142 | 0.62742 | ||
| 76 | 2025.04.22 20:00 | sell | 24 | 0.10 | 0.63629 | 0.00000 | 0.00000 | ||
| 77 | 2025.04.22 20:00 | modify | 24 | 0.10 | 0.63629 | 0.64017 | 0.62742 | ||
| 78 | 2025.04.22 20:00 | modify | 23 | 0.10 | 0.64242 | 0.64017 | 0.62742 | ||
| 79 | 2025.04.23 04:00 | s/l | 23 | 0.10 | 0.64017 | 0.64017 | 0.62742 | 22.54 | 2064.07 |
| 80 | 2025.04.23 04:00 | s/l | 24 | 0.10 | 0.64017 | 0.64017 | 0.62742 | -38.78 | 2025.29 |
| 81 | 2025.05.02 16:00 | sell | 25 | 0.10 | 0.64446 | 0.00000 | 0.00000 | ||
| 82 | 2025.05.02 16:00 | modify | 25 | 0.10 | 0.64446 | 0.65346 | 0.62946 | ||
| 83 | 2025.05.26 04:00 | s/l | 25 | 0.10 | 0.65346 | 0.65346 | 0.62946 | -89.52 | 1935.77 |
| 84 | 2025.05.27 08:00 | buy | 26 | 0.10 | 0.64496 | 0.00000 | 0.00000 | ||
| 85 | 2025.05.27 08:00 | modify | 26 | 0.10 | 0.64496 | 0.63596 | 0.65996 | ||
| 86 | 2025.06.05 12:00 | buy | 27 | 0.10 | 0.65116 | 0.00000 | 0.00000 | ||
| 87 | 2025.06.05 12:00 | modify | 27 | 0.10 | 0.65116 | 0.64721 | 0.65996 | ||
| 88 | 2025.06.05 12:00 | modify | 26 | 0.10 | 0.64496 | 0.64721 | 0.65996 | ||
| 89 | 2025.06.13 04:00 | s/l | 26 | 0.10 | 0.64721 | 0.64721 | 0.65996 | 17.43 | 1953.20 |
| 90 | 2025.06.13 04:00 | s/l | 27 | 0.10 | 0.64721 | 0.64721 | 0.65996 | -41.64 | 1911.56 |
| 91 | 2025.06.23 04:00 | buy | 28 | 0.10 | 0.64057 | 0.00000 | 0.00000 | ||
| 92 | 2025.06.23 04:00 | modify | 28 | 0.10 | 0.64057 | 0.63157 | 0.65557 | ||
| 93 | 2025.06.24 12:00 | buy | 29 | 0.10 | 0.65113 | 0.00000 | 0.00000 | ||
| 94 | 2025.06.24 12:00 | modify | 29 | 0.10 | 0.65113 | 0.64582 | 0.65557 | ||
| 95 | 2025.06.24 12:00 | modify | 28 | 0.10 | 0.64057 | 0.64582 | 0.65557 | ||
| 96 | 2025.06.26 16:00 | t/p | 28 | 0.10 | 0.65557 | 0.64582 | 0.65557 | 148.66 | 2060.22 |
| 97 | 2025.06.26 16:00 | t/p | 29 | 0.10 | 0.65557 | 0.64582 | 0.65557 | 43.33 | 2103.56 |
| 98 | 2025.07.17 08:00 | buy | 30 | 0.10 | 0.64673 | 0.00000 | 0.00000 | ||
| 99 | 2025.07.17 08:00 | modify | 30 | 0.10 | 0.64673 | 0.63773 | 0.66173 | ||
| 100 | 2025.07.18 16:00 | buy | 31 | 0.10 | 0.65285 | 0.00000 | 0.00000 | ||
| 101 | 2025.07.18 16:00 | modify | 31 | 0.10 | 0.65285 | 0.64898 | 0.66173 | ||
| 102 | 2025.07.18 16:00 | modify | 30 | 0.10 | 0.64673 | 0.64898 | 0.66173 | ||
| 103 | 2025.07.24 04:00 | t/p | 30 | 0.10 | 0.66173 | 0.64898 | 0.66173 | 148.13 | 2251.69 |
| 104 | 2025.07.24 04:00 | t/p | 31 | 0.10 | 0.66173 | 0.64898 | 0.66173 | 87.20 | 2338.89 |
| 105 | 2025.07.30 16:00 | buy | 32 | 0.10 | 0.64533 | 0.00000 | 0.00000 | ||
| 106 | 2025.07.30 16:00 | modify | 32 | 0.10 | 0.64533 | 0.63633 | 0.66033 | ||
| 107 | 2025.08.07 04:00 | buy | 33 | 0.10 | 0.65138 | 0.00000 | 0.00000 | ||
| 108 | 2025.08.07 04:00 | modify | 33 | 0.10 | 0.65138 | 0.64758 | 0.66033 | ||
| 109 | 2025.08.07 04:00 | modify | 32 | 0.10 | 0.64533 | 0.64758 | 0.66033 | ||
| 110 | 2025.08.19 16:00 | s/l | 32 | 0.10 | 0.64758 | 0.64758 | 0.66033 | 17.16 | 2356.05 |
| 111 | 2025.08.19 16:00 | s/l | 33 | 0.10 | 0.64758 | 0.64758 | 0.66033 | -40.67 | 2315.38 |
| 112 | 2025.08.22 16:00 | sell | 34 | 0.10 | 0.64829 | 0.00000 | 0.00000 | ||
| 113 | 2025.08.22 16:00 | modify | 34 | 0.10 | 0.64829 | 0.65729 | 0.63329 | ||
| 114 | 2025.08.31 23:59 | close at stop | 34 | 0.10 | 0.65457 | 0.65729 | 0.63329 | -62.65 | 2252.73 |