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 | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; 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=140; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 | 1904 | Ticks modelled | 32511656 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 327.89 | Gross profit | 587.86 | Gross loss | -259.98 |
| Profit factor | 2.26 | Expected payoff | 16.39 | ||
| Absolute drawdown | 237.52 | Maximal drawdown | 256.80 (25.19%) | Relative drawdown | 25.19% (256.80) |
| Total trades | 20 | Short positions (won %) | 18 (72.22%) | Long positions (won %) | 2 (0.00%) |
| Profit trades (% of total) | 13 (65.00%) | Loss trades (% of total) | 7 (35.00%) | ||
| Largest | profit trade | 95.04 | loss trade | -94.75 | |
| Average | profit trade | 45.22 | loss trade | -37.14 | |
| Maximum | consecutive wins (profit in money) | 5 (259.32) | consecutive losses (loss in money) | 2 (-188.58) | |
| Maximal | consecutive profit (count of wins) | 259.32 (5) | consecutive loss (count of losses) | -188.58 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.04 12:00 | buy | 1 | 0.10 | 97.364 | 0.000 | 0.000 | ||
| 2 | 2024.09.04 12:00 | modify | 1 | 0.10 | 97.364 | 95.964 | 98.764 | ||
| 3 | 2024.09.06 05:25 | s/l | 1 | 0.10 | 95.964 | 95.964 | 98.764 | -93.82 | 906.18 |
| 4 | 2024.11.26 04:00 | buy | 2 | 0.10 | 99.826 | 0.000 | 0.000 | ||
| 5 | 2024.11.26 04:00 | modify | 2 | 0.10 | 99.826 | 98.426 | 101.226 | ||
| 6 | 2024.11.27 08:01 | s/l | 2 | 0.10 | 98.426 | 98.426 | 101.226 | -94.75 | 811.42 |
| 7 | 2025.02.12 08:00 | sell | 3 | 0.10 | 96.637 | 0.000 | 0.000 | ||
| 8 | 2025.02.12 08:00 | modify | 3 | 0.10 | 96.637 | 98.037 | 95.237 | ||
| 9 | 2025.02.13 14:06 | sell | 4 | 0.10 | 96.077 | 0.000 | 0.000 | ||
| 10 | 2025.02.13 14:06 | modify | 4 | 0.10 | 96.077 | 96.427 | 95.237 | ||
| 11 | 2025.02.13 14:06 | sell | 5 | 0.10 | 96.077 | 0.000 | 0.000 | ||
| 12 | 2025.02.13 14:06 | modify | 5 | 0.10 | 96.077 | 96.287 | 95.237 | ||
| 13 | 2025.02.13 14:06 | modify | 3 | 0.10 | 96.637 | 96.287 | 95.237 | ||
| 14 | 2025.02.13 14:06 | modify | 4 | 0.10 | 96.077 | 96.287 | 95.237 | ||
| 15 | 2025.02.13 14:59 | s/l | 3 | 0.10 | 96.287 | 96.287 | 95.237 | 21.29 | 832.72 |
| 16 | 2025.02.13 14:59 | s/l | 4 | 0.10 | 96.287 | 96.287 | 95.237 | -14.25 | 818.47 |
| 17 | 2025.02.13 14:59 | s/l | 5 | 0.10 | 96.287 | 96.287 | 95.237 | -14.25 | 804.22 |
| 18 | 2025.05.02 08:00 | sell | 6 | 0.10 | 93.097 | 0.000 | 0.000 | ||
| 19 | 2025.05.02 08:00 | modify | 6 | 0.10 | 93.097 | 94.497 | 91.697 | ||
| 20 | 2025.05.06 07:36 | sell | 7 | 0.10 | 92.537 | 0.000 | 0.000 | ||
| 21 | 2025.05.06 07:36 | modify | 7 | 0.10 | 92.537 | 92.887 | 91.697 | ||
| 22 | 2025.05.06 07:36 | sell | 8 | 0.10 | 92.537 | 0.000 | 0.000 | ||
| 23 | 2025.05.06 07:36 | modify | 8 | 0.10 | 92.537 | 92.747 | 91.697 | ||
| 24 | 2025.05.06 07:36 | modify | 6 | 0.10 | 93.097 | 92.747 | 91.697 | ||
| 25 | 2025.05.06 07:36 | modify | 7 | 0.10 | 92.537 | 92.747 | 91.697 | ||
| 26 | 2025.05.06 12:58 | sell | 9 | 0.10 | 92.187 | 0.000 | 0.000 | ||
| 27 | 2025.05.06 12:58 | modify | 9 | 0.10 | 92.187 | 92.397 | 91.697 | ||
| 28 | 2025.05.06 12:58 | modify | 8 | 0.10 | 92.537 | 92.397 | 91.697 | ||
| 29 | 2025.05.06 12:58 | modify | 7 | 0.10 | 92.537 | 92.397 | 91.697 | ||
| 30 | 2025.05.06 12:58 | modify | 6 | 0.10 | 93.097 | 92.397 | 91.697 | ||
| 31 | 2025.05.06 14:15 | s/l | 6 | 0.10 | 92.397 | 92.397 | 91.697 | 45.87 | 850.09 |
| 32 | 2025.05.06 14:15 | s/l | 7 | 0.10 | 92.397 | 92.397 | 91.697 | 9.51 | 859.60 |
| 33 | 2025.05.06 14:15 | s/l | 8 | 0.10 | 92.397 | 92.397 | 91.697 | 9.51 | 869.11 |
| 34 | 2025.05.06 14:15 | s/l | 9 | 0.10 | 92.397 | 92.397 | 91.697 | -14.26 | 854.85 |
| 35 | 2025.05.12 12:00 | sell | 10 | 0.10 | 94.564 | 0.000 | 0.000 | ||
| 36 | 2025.05.12 12:00 | modify | 10 | 0.10 | 94.564 | 95.964 | 93.164 | ||
| 37 | 2025.05.15 04:33 | sell | 11 | 0.10 | 94.003 | 0.000 | 0.000 | ||
| 38 | 2025.05.15 04:33 | modify | 11 | 0.10 | 94.003 | 94.354 | 93.164 | ||
| 39 | 2025.05.15 04:33 | sell | 12 | 0.10 | 94.003 | 0.000 | 0.000 | ||
| 40 | 2025.05.15 04:33 | modify | 12 | 0.10 | 94.003 | 94.214 | 93.164 | ||
| 41 | 2025.05.15 04:33 | modify | 10 | 0.10 | 94.564 | 94.214 | 93.164 | ||
| 42 | 2025.05.15 04:33 | modify | 11 | 0.10 | 94.003 | 94.214 | 93.164 | ||
| 43 | 2025.05.15 07:42 | sell | 13 | 0.10 | 93.653 | 0.000 | 0.000 | ||
| 44 | 2025.05.15 07:42 | modify | 13 | 0.10 | 93.653 | 93.864 | 93.164 | ||
| 45 | 2025.05.15 07:42 | modify | 12 | 0.10 | 94.003 | 93.864 | 93.164 | ||
| 46 | 2025.05.15 07:42 | modify | 11 | 0.10 | 94.003 | 93.864 | 93.164 | ||
| 47 | 2025.05.15 07:42 | modify | 10 | 0.10 | 94.564 | 93.864 | 93.164 | ||
| 48 | 2025.05.15 16:19 | t/p | 10 | 0.10 | 93.164 | 93.864 | 93.164 | 90.91 | 945.76 |
| 49 | 2025.05.15 16:19 | t/p | 11 | 0.10 | 93.164 | 93.864 | 93.164 | 56.96 | 1002.72 |
| 50 | 2025.05.15 16:19 | t/p | 12 | 0.10 | 93.164 | 93.864 | 93.164 | 56.96 | 1059.68 |
| 51 | 2025.05.15 16:19 | t/p | 13 | 0.10 | 93.164 | 93.864 | 93.164 | 33.20 | 1092.88 |
| 52 | 2025.07.11 08:00 | sell | 14 | 0.10 | 96.702 | 0.000 | 0.000 | ||
| 53 | 2025.07.11 08:00 | modify | 14 | 0.10 | 96.702 | 98.102 | 95.302 | ||
| 54 | 2025.07.16 15:17 | sell | 15 | 0.10 | 96.141 | 0.000 | 0.000 | ||
| 55 | 2025.07.16 15:17 | modify | 15 | 0.10 | 96.141 | 96.492 | 95.302 | ||
| 56 | 2025.07.16 15:17 | sell | 16 | 0.10 | 96.141 | 0.000 | 0.000 | ||
| 57 | 2025.07.16 15:17 | modify | 16 | 0.10 | 96.141 | 96.352 | 95.302 | ||
| 58 | 2025.07.16 15:17 | modify | 14 | 0.10 | 96.702 | 96.352 | 95.302 | ||
| 59 | 2025.07.16 15:17 | modify | 15 | 0.10 | 96.141 | 96.352 | 95.302 | ||
| 60 | 2025.07.16 15:18 | s/l | 14 | 0.10 | 96.352 | 96.352 | 95.302 | 21.28 | 1114.17 |
| 61 | 2025.07.16 15:18 | s/l | 15 | 0.10 | 96.352 | 96.352 | 95.302 | -14.32 | 1099.85 |
| 62 | 2025.07.16 15:18 | s/l | 16 | 0.10 | 96.352 | 96.352 | 95.302 | -14.32 | 1085.53 |
| 63 | 2025.08.01 04:00 | sell | 17 | 0.10 | 96.906 | 0.000 | 0.000 | ||
| 64 | 2025.08.01 04:00 | modify | 17 | 0.10 | 96.906 | 98.306 | 95.506 | ||
| 65 | 2025.08.01 12:48 | sell | 18 | 0.10 | 96.346 | 0.000 | 0.000 | ||
| 66 | 2025.08.01 12:48 | modify | 18 | 0.10 | 96.346 | 96.696 | 95.506 | ||
| 67 | 2025.08.01 12:48 | sell | 19 | 0.10 | 96.346 | 0.000 | 0.000 | ||
| 68 | 2025.08.01 12:48 | modify | 19 | 0.10 | 96.346 | 96.556 | 95.506 | ||
| 69 | 2025.08.01 12:48 | modify | 17 | 0.10 | 96.906 | 96.556 | 95.506 | ||
| 70 | 2025.08.01 12:48 | modify | 18 | 0.10 | 96.346 | 96.556 | 95.506 | ||
| 71 | 2025.08.01 13:32 | sell | 20 | 0.10 | 95.996 | 0.000 | 0.000 | ||
| 72 | 2025.08.01 13:32 | modify | 20 | 0.10 | 95.996 | 96.206 | 95.506 | ||
| 73 | 2025.08.01 13:32 | modify | 19 | 0.10 | 96.346 | 96.206 | 95.506 | ||
| 74 | 2025.08.01 13:32 | modify | 18 | 0.10 | 96.346 | 96.206 | 95.506 | ||
| 75 | 2025.08.01 13:32 | modify | 17 | 0.10 | 96.906 | 96.206 | 95.506 | ||
| 76 | 2025.08.01 16:56 | t/p | 17 | 0.10 | 95.506 | 96.206 | 95.506 | 95.04 | 1180.57 |
| 77 | 2025.08.01 16:56 | t/p | 18 | 0.10 | 95.506 | 96.206 | 95.506 | 57.03 | 1237.60 |
| 78 | 2025.08.01 16:56 | t/p | 19 | 0.10 | 95.506 | 96.206 | 95.506 | 57.03 | 1294.63 |
| 79 | 2025.08.01 16:56 | t/p | 20 | 0.10 | 95.506 | 96.206 | 95.506 | 33.26 | 1327.89 |