Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.09.01 20:00 - 2025.08.31 20:00 (2024.09.01 - 2025.09.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; 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=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; 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=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; 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 | 2605 | Ticks modelled | 79016 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 510.96 | Gross profit | 743.22 | Gross loss | -232.26 |
| Profit factor | 3.20 | Expected payoff | 18.92 | ||
| Absolute drawdown | 214.62 | Maximal drawdown | 244.97 (23.78%) | Relative drawdown | 23.78% (244.97) |
| Total trades | 27 | Short positions (won %) | 20 (70.00%) | Long positions (won %) | 7 (42.86%) |
| Profit trades (% of total) | 17 (62.96%) | Loss trades (% of total) | 10 (37.04%) | ||
| Largest | profit trade | 101.84 | loss trade | -54.32 | |
| Average | profit trade | 43.72 | loss trade | -23.23 | |
| Maximum | consecutive wins (profit in money) | 7 (441.75) | consecutive losses (loss in money) | 4 (-45.03) | |
| Maximal | consecutive profit (count of wins) | 441.75 (7) | consecutive loss (count of losses) | -81.42 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.11 20:00 | sell | 1 | 0.10 | 100.722 | 0.000 | 0.000 | ||
| 2 | 2024.10.11 20:00 | modify | 1 | 0.10 | 100.722 | 101.522 | 99.222 | ||
| 3 | 2024.10.13 21:15 | sell | 2 | 0.10 | 100.245 | 0.000 | 0.000 | ||
| 4 | 2024.10.13 21:15 | modify | 2 | 0.10 | 100.245 | 100.647 | 99.222 | ||
| 5 | 2024.10.13 21:15 | modify | 1 | 0.10 | 100.722 | 100.647 | 99.222 | ||
| 6 | 2024.10.13 23:05 | s/l | 1 | 0.10 | 100.647 | 100.647 | 99.222 | 5.10 | 1005.10 |
| 7 | 2024.10.13 23:05 | s/l | 2 | 0.10 | 100.647 | 100.647 | 99.222 | -27.29 | 977.81 |
| 8 | 2024.10.17 20:00 | sell | 3 | 0.10 | 100.571 | 0.000 | 0.000 | ||
| 9 | 2024.10.17 20:00 | modify | 3 | 0.10 | 100.571 | 101.371 | 99.071 | ||
| 10 | 2024.10.21 00:40 | sell | 4 | 0.10 | 100.109 | 0.000 | 0.000 | ||
| 11 | 2024.10.21 00:40 | modify | 4 | 0.10 | 100.109 | 100.496 | 99.071 | ||
| 12 | 2024.10.21 00:40 | modify | 3 | 0.10 | 100.571 | 100.496 | 99.071 | ||
| 13 | 2024.10.22 02:20 | s/l | 3 | 0.10 | 100.496 | 100.496 | 99.071 | 2.62 | 980.43 |
| 14 | 2024.10.22 02:20 | s/l | 4 | 0.10 | 100.496 | 100.496 | 99.071 | -27.10 | 953.34 |
| 15 | 2024.11.26 04:00 | buy | 5 | 0.10 | 99.826 | 0.000 | 0.000 | ||
| 16 | 2024.11.26 04:00 | modify | 5 | 0.10 | 99.826 | 99.026 | 101.326 | ||
| 17 | 2024.11.26 17:30 | s/l | 5 | 0.10 | 99.026 | 99.026 | 101.326 | -54.32 | 899.02 |
| 18 | 2025.01.10 20:00 | buy | 6 | 0.10 | 97.079 | 0.000 | 0.000 | ||
| 19 | 2025.01.10 20:00 | modify | 6 | 0.10 | 97.079 | 96.279 | 98.579 | ||
| 20 | 2025.01.13 22:40 | buy | 7 | 0.10 | 97.546 | 0.000 | 0.000 | ||
| 21 | 2025.01.13 22:40 | modify | 7 | 0.10 | 97.546 | 97.154 | 98.579 | ||
| 22 | 2025.01.13 22:40 | modify | 6 | 0.10 | 97.079 | 97.154 | 98.579 | ||
| 23 | 2025.01.14 01:05 | s/l | 6 | 0.10 | 97.154 | 97.154 | 98.579 | 5.70 | 904.72 |
| 24 | 2025.01.14 01:05 | s/l | 7 | 0.10 | 97.154 | 97.154 | 98.579 | -26.31 | 878.41 |
| 25 | 2025.01.27 16:00 | buy | 8 | 0.10 | 97.025 | 0.000 | 0.000 | ||
| 26 | 2025.01.27 16:00 | modify | 8 | 0.10 | 97.025 | 96.225 | 98.525 | ||
| 27 | 2025.01.28 03:40 | buy | 9 | 0.10 | 97.481 | 0.000 | 0.000 | ||
| 28 | 2025.01.28 03:40 | modify | 9 | 0.10 | 97.481 | 97.100 | 98.525 | ||
| 29 | 2025.01.28 03:40 | modify | 8 | 0.10 | 97.025 | 97.100 | 98.525 | ||
| 30 | 2025.01.28 10:40 | s/l | 8 | 0.10 | 97.100 | 97.100 | 98.525 | 5.40 | 883.81 |
| 31 | 2025.01.28 10:40 | s/l | 9 | 0.10 | 97.100 | 97.100 | 98.525 | -25.87 | 857.94 |
| 32 | 2025.04.29 20:00 | buy | 10 | 0.10 | 90.871 | 0.000 | 0.000 | ||
| 33 | 2025.04.29 20:00 | modify | 10 | 0.10 | 90.871 | 90.071 | 92.371 | ||
| 34 | 2025.04.30 07:55 | buy | 11 | 0.10 | 91.334 | 0.000 | 0.000 | ||
| 35 | 2025.04.30 07:55 | modify | 11 | 0.10 | 91.334 | 90.946 | 92.371 | ||
| 36 | 2025.04.30 07:55 | modify | 10 | 0.10 | 90.871 | 90.946 | 92.371 | ||
| 37 | 2025.04.30 12:40 | s/l | 10 | 0.10 | 90.946 | 90.946 | 92.371 | 5.41 | 863.34 |
| 38 | 2025.04.30 12:40 | s/l | 11 | 0.10 | 90.946 | 90.946 | 92.371 | -26.34 | 837.00 |
| 39 | 2025.06.06 20:00 | sell | 12 | 0.10 | 94.045 | 0.000 | 0.000 | ||
| 40 | 2025.06.06 20:00 | modify | 12 | 0.10 | 94.045 | 94.845 | 92.545 | ||
| 41 | 2025.06.12 03:55 | sell | 13 | 0.10 | 93.572 | 0.000 | 0.000 | ||
| 42 | 2025.06.12 03:55 | modify | 13 | 0.10 | 93.572 | 93.970 | 92.545 | ||
| 43 | 2025.06.12 03:55 | modify | 12 | 0.10 | 94.045 | 93.970 | 92.545 | ||
| 44 | 2025.06.13 00:20 | sell | 14 | 0.10 | 93.054 | 0.000 | 0.000 | ||
| 45 | 2025.06.13 00:20 | modify | 14 | 0.10 | 93.054 | 93.220 | 92.545 | ||
| 46 | 2025.06.13 00:20 | modify | 13 | 0.10 | 93.572 | 93.220 | 92.545 | ||
| 47 | 2025.06.13 00:20 | modify | 12 | 0.10 | 94.045 | 93.220 | 92.545 | ||
| 48 | 2025.06.13 00:40 | t/p | 12 | 0.10 | 92.545 | 93.220 | 92.545 | 96.06 | 933.07 |
| 49 | 2025.06.13 00:40 | t/p | 13 | 0.10 | 92.545 | 93.220 | 92.545 | 68.90 | 1001.97 |
| 50 | 2025.06.13 00:40 | t/p | 14 | 0.10 | 92.545 | 93.220 | 92.545 | 34.56 | 1036.53 |
| 51 | 2025.07.03 20:00 | sell | 15 | 0.10 | 95.275 | 0.000 | 0.000 | ||
| 52 | 2025.07.03 20:00 | modify | 15 | 0.10 | 95.275 | 96.075 | 93.775 | ||
| 53 | 2025.07.04 06:30 | sell | 16 | 0.10 | 94.806 | 0.000 | 0.000 | ||
| 54 | 2025.07.04 06:30 | modify | 16 | 0.10 | 94.806 | 95.200 | 93.775 | ||
| 55 | 2025.07.04 06:30 | modify | 15 | 0.10 | 95.275 | 95.200 | 93.775 | ||
| 56 | 2025.07.07 00:40 | sell | 17 | 0.10 | 94.349 | 0.000 | 0.000 | ||
| 57 | 2025.07.07 00:40 | modify | 17 | 0.10 | 94.349 | 94.825 | 93.775 | ||
| 58 | 2025.07.07 00:40 | modify | 16 | 0.10 | 94.806 | 94.825 | 93.775 | ||
| 59 | 2025.07.07 00:40 | modify | 15 | 0.10 | 95.275 | 94.825 | 93.775 | ||
| 60 | 2025.07.07 01:20 | sell | 18 | 0.10 | 94.293 | 0.000 | 0.000 | ||
| 61 | 2025.07.07 01:20 | modify | 18 | 0.10 | 94.293 | 94.450 | 93.775 | ||
| 62 | 2025.07.07 01:20 | modify | 17 | 0.10 | 94.349 | 94.450 | 93.775 | ||
| 63 | 2025.07.07 01:20 | modify | 16 | 0.10 | 94.806 | 94.450 | 93.775 | ||
| 64 | 2025.07.07 01:20 | modify | 15 | 0.10 | 95.275 | 94.450 | 93.775 | ||
| 65 | 2025.07.07 02:30 | s/l | 15 | 0.10 | 94.450 | 94.450 | 93.775 | 54.36 | 1090.89 |
| 66 | 2025.07.07 02:30 | s/l | 16 | 0.10 | 94.450 | 94.450 | 93.775 | 23.34 | 1114.24 |
| 67 | 2025.07.07 02:30 | s/l | 17 | 0.10 | 94.450 | 94.450 | 93.775 | -6.86 | 1107.38 |
| 68 | 2025.07.07 02:30 | s/l | 18 | 0.10 | 94.450 | 94.450 | 93.775 | -10.66 | 1096.72 |
| 69 | 2025.07.11 08:00 | sell | 19 | 0.10 | 96.702 | 0.000 | 0.000 | ||
| 70 | 2025.07.11 08:00 | modify | 19 | 0.10 | 96.702 | 97.502 | 95.202 | ||
| 71 | 2025.07.17 06:30 | sell | 20 | 0.10 | 96.244 | 0.000 | 0.000 | ||
| 72 | 2025.07.17 06:30 | modify | 20 | 0.10 | 96.244 | 96.627 | 95.202 | ||
| 73 | 2025.07.17 06:30 | modify | 19 | 0.10 | 96.702 | 96.627 | 95.202 | ||
| 74 | 2025.07.18 00:40 | s/l | 19 | 0.10 | 96.627 | 96.627 | 95.202 | -0.69 | 1096.03 |
| 75 | 2025.07.18 00:40 | s/l | 20 | 0.10 | 96.627 | 96.627 | 95.202 | -26.83 | 1069.21 |
| 76 | 2025.08.01 04:00 | sell | 21 | 0.10 | 96.906 | 0.000 | 0.000 | ||
| 77 | 2025.08.01 04:00 | modify | 21 | 0.10 | 96.906 | 97.706 | 95.406 | ||
| 78 | 2025.08.01 12:40 | sell | 22 | 0.10 | 96.453 | 0.000 | 0.000 | ||
| 79 | 2025.08.01 12:40 | modify | 22 | 0.10 | 96.453 | 96.831 | 95.406 | ||
| 80 | 2025.08.01 12:40 | modify | 21 | 0.10 | 96.906 | 96.831 | 95.406 | ||
| 81 | 2025.08.01 13:30 | sell | 23 | 0.10 | 95.913 | 0.000 | 0.000 | ||
| 82 | 2025.08.01 13:30 | modify | 23 | 0.10 | 95.913 | 96.081 | 95.406 | ||
| 83 | 2025.08.01 13:30 | modify | 22 | 0.10 | 96.453 | 96.081 | 95.406 | ||
| 84 | 2025.08.01 13:30 | modify | 21 | 0.10 | 96.906 | 96.081 | 95.406 | ||
| 85 | 2025.08.01 17:20 | t/p | 21 | 0.10 | 95.406 | 96.081 | 95.406 | 101.84 | 1171.05 |
| 86 | 2025.08.01 17:20 | t/p | 22 | 0.10 | 95.406 | 96.081 | 95.406 | 71.09 | 1242.14 |
| 87 | 2025.08.01 17:20 | t/p | 23 | 0.10 | 95.406 | 96.081 | 95.406 | 34.42 | 1276.56 |
| 88 | 2025.08.08 16:00 | sell | 24 | 0.10 | 96.400 | 0.000 | 0.000 | ||
| 89 | 2025.08.08 16:00 | modify | 24 | 0.10 | 96.400 | 97.200 | 94.900 | ||
| 90 | 2025.08.14 01:15 | sell | 25 | 0.10 | 95.948 | 0.000 | 0.000 | ||
| 91 | 2025.08.14 01:15 | modify | 25 | 0.10 | 95.948 | 96.325 | 94.900 | ||
| 92 | 2025.08.14 01:15 | modify | 24 | 0.10 | 96.400 | 96.325 | 94.900 | ||
| 93 | 2025.08.19 14:40 | sell | 26 | 0.10 | 95.498 | 0.000 | 0.000 | ||
| 94 | 2025.08.19 14:40 | modify | 26 | 0.10 | 95.498 | 95.950 | 94.900 | ||
| 95 | 2025.08.19 14:40 | modify | 25 | 0.10 | 95.948 | 95.950 | 94.900 | ||
| 96 | 2025.08.19 14:40 | modify | 24 | 0.10 | 96.400 | 95.950 | 94.900 | ||
| 97 | 2025.08.19 15:40 | sell | 27 | 0.10 | 95.401 | 0.000 | 0.000 | ||
| 98 | 2025.08.19 15:40 | modify | 27 | 0.10 | 95.401 | 95.575 | 94.900 | ||
| 99 | 2025.08.19 15:40 | modify | 26 | 0.10 | 95.498 | 95.575 | 94.900 | ||
| 100 | 2025.08.19 15:40 | modify | 25 | 0.10 | 95.948 | 95.575 | 94.900 | ||
| 101 | 2025.08.19 15:40 | modify | 24 | 0.10 | 96.400 | 95.575 | 94.900 | ||
| 102 | 2025.08.20 02:40 | t/p | 24 | 0.10 | 94.900 | 95.575 | 94.900 | 93.59 | 1370.15 |
| 103 | 2025.08.20 02:40 | t/p | 25 | 0.10 | 94.900 | 95.575 | 94.900 | 67.85 | 1438.00 |
| 104 | 2025.08.20 02:40 | t/p | 26 | 0.10 | 94.900 | 95.575 | 94.900 | 39.77 | 1477.77 |
| 105 | 2025.08.20 02:40 | t/p | 27 | 0.10 | 94.900 | 95.575 | 94.900 | 33.18 | 1510.96 |