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 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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 1262.19 | Gross profit | 2269.65 | Gross loss | -1007.46 |
| Profit factor | 2.25 | Expected payoff | 30.05 | ||
| Absolute drawdown | 547.01 | Maximal drawdown | 547.01 (54.70%) | Relative drawdown | 54.70% (547.01) |
| Total trades | 42 | Short positions (won %) | 16 (62.50%) | Long positions (won %) | 26 (73.08%) |
| Profit trades (% of total) | 29 (69.05%) | Loss trades (% of total) | 13 (30.95%) | ||
| Largest | profit trade | 106.77 | loss trade | -99.64 | |
| Average | profit trade | 78.26 | loss trade | -77.50 | |
| Maximum | consecutive wins (profit in money) | 10 (819.02) | consecutive losses (loss in money) | 6 (-497.54) | |
| Maximal | consecutive profit (count of wins) | 819.02 (10) | consecutive loss (count of losses) | -497.54 (6) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.04 16:00 | buy | 1 | 0.10 | 97.031 | 0.000 | 0.000 | ||
| 2 | 2024.09.04 16:00 | modify | 1 | 0.10 | 97.031 | 95.831 | 98.531 | ||
| 3 | 2024.09.06 08:00 | s/l | 1 | 0.10 | 95.831 | 95.831 | 98.531 | -80.27 | 919.73 |
| 4 | 2024.09.06 08:00 | buy | 2 | 0.10 | 96.017 | 0.000 | 0.000 | ||
| 5 | 2024.09.06 08:00 | modify | 2 | 0.10 | 96.017 | 94.817 | 97.517 | ||
| 6 | 2024.09.06 16:00 | s/l | 2 | 0.10 | 94.817 | 94.817 | 97.517 | -81.49 | 838.24 |
| 7 | 2024.09.06 16:00 | buy | 3 | 0.10 | 94.918 | 0.000 | 0.000 | ||
| 8 | 2024.09.06 16:00 | modify | 3 | 0.10 | 94.918 | 93.718 | 96.418 | ||
| 9 | 2024.09.11 08:00 | s/l | 3 | 0.10 | 93.718 | 93.718 | 96.418 | -80.58 | 757.66 |
| 10 | 2024.09.17 16:00 | sell | 4 | 0.10 | 95.747 | 0.000 | 0.000 | ||
| 11 | 2024.09.17 16:00 | modify | 4 | 0.10 | 95.747 | 96.947 | 94.247 | ||
| 12 | 2024.09.19 04:00 | s/l | 4 | 0.10 | 96.947 | 96.947 | 94.247 | -84.79 | 672.87 |
| 13 | 2024.09.23 04:00 | sell | 5 | 0.10 | 98.498 | 0.000 | 0.000 | ||
| 14 | 2024.09.23 04:00 | modify | 5 | 0.10 | 98.498 | 99.698 | 96.998 | ||
| 15 | 2024.09.26 16:00 | s/l | 5 | 0.10 | 99.698 | 99.698 | 96.998 | -85.62 | 587.25 |
| 16 | 2024.10.01 04:00 | sell | 6 | 0.10 | 99.762 | 0.000 | 0.000 | ||
| 17 | 2024.10.01 04:00 | modify | 6 | 0.10 | 99.762 | 100.962 | 98.262 | ||
| 18 | 2024.10.03 00:00 | s/l | 6 | 0.10 | 100.962 | 100.962 | 98.262 | -84.79 | 502.46 |
| 19 | 2024.10.07 16:00 | buy | 7 | 0.10 | 100.154 | 0.000 | 0.000 | ||
| 20 | 2024.10.07 16:00 | modify | 7 | 0.10 | 100.154 | 98.954 | 101.654 | ||
| 21 | 2024.10.22 04:00 | buy | 8 | 0.10 | 100.909 | 0.000 | 0.000 | ||
| 22 | 2024.10.22 04:00 | modify | 8 | 0.10 | 100.909 | 100.304 | 101.654 | ||
| 23 | 2024.10.22 04:00 | modify | 7 | 0.10 | 100.154 | 100.304 | 101.654 | ||
| 24 | 2024.10.23 08:00 | t/p | 7 | 0.10 | 101.654 | 100.304 | 101.654 | 106.77 | 609.23 |
| 25 | 2024.10.23 08:00 | t/p | 8 | 0.10 | 101.654 | 100.304 | 101.654 | 50.90 | 660.13 |
| 26 | 2024.10.24 16:00 | buy | 9 | 0.10 | 100.697 | 0.000 | 0.000 | ||
| 27 | 2024.10.24 16:00 | modify | 9 | 0.10 | 100.697 | 99.497 | 102.197 | ||
| 28 | 2024.11.07 04:00 | t/p | 9 | 0.10 | 102.197 | 99.497 | 102.197 | 106.17 | 766.29 |
| 29 | 2024.11.07 04:00 | sell | 10 | 0.10 | 102.173 | 0.000 | 0.000 | ||
| 30 | 2024.11.07 04:00 | modify | 10 | 0.10 | 102.173 | 103.373 | 100.673 | ||
| 31 | 2024.11.08 16:00 | t/p | 10 | 0.10 | 100.673 | 103.373 | 100.673 | 101.03 | 867.33 |
| 32 | 2024.11.26 16:00 | buy | 11 | 0.10 | 99.259 | 0.000 | 0.000 | ||
| 33 | 2024.11.26 16:00 | modify | 11 | 0.10 | 99.259 | 98.059 | 100.759 | ||
| 34 | 2024.11.27 16:00 | s/l | 11 | 0.10 | 98.059 | 98.059 | 100.759 | -81.18 | 786.15 |
| 35 | 2024.11.29 04:00 | buy | 12 | 0.10 | 97.904 | 0.000 | 0.000 | ||
| 36 | 2024.11.29 04:00 | modify | 12 | 0.10 | 97.904 | 96.704 | 99.404 | ||
| 37 | 2024.12.02 16:00 | s/l | 12 | 0.10 | 96.704 | 96.704 | 99.404 | -81.18 | 704.96 |
| 38 | 2024.12.02 16:00 | buy | 13 | 0.10 | 96.652 | 0.000 | 0.000 | ||
| 39 | 2024.12.02 16:00 | modify | 13 | 0.10 | 96.652 | 95.452 | 98.152 | ||
| 40 | 2024.12.16 08:00 | t/p | 13 | 0.10 | 98.152 | 95.452 | 98.152 | 106.17 | 811.13 |
| 41 | 2024.12.18 20:00 | buy | 14 | 0.10 | 96.543 | 0.000 | 0.000 | ||
| 42 | 2024.12.18 20:00 | modify | 14 | 0.10 | 96.543 | 95.343 | 98.043 | ||
| 43 | 2024.12.19 12:00 | t/p | 14 | 0.10 | 98.043 | 95.343 | 98.043 | 102.78 | 913.91 |
| 44 | 2024.12.26 04:00 | sell | 15 | 0.10 | 98.338 | 0.000 | 0.000 | ||
| 45 | 2024.12.26 04:00 | modify | 15 | 0.10 | 98.338 | 99.538 | 96.838 | ||
| 46 | 2025.01.02 16:00 | sell | 16 | 0.10 | 97.579 | 0.000 | 0.000 | ||
| 47 | 2025.01.02 16:00 | modify | 16 | 0.10 | 97.579 | 98.188 | 96.838 | ||
| 48 | 2025.01.02 16:00 | modify | 15 | 0.10 | 98.338 | 98.188 | 96.838 | ||
| 49 | 2025.01.06 04:00 | s/l | 15 | 0.10 | 98.188 | 98.188 | 96.838 | 2.76 | 916.67 |
| 50 | 2025.01.06 04:00 | s/l | 16 | 0.10 | 98.188 | 98.188 | 96.838 | -43.00 | 873.67 |
| 51 | 2025.01.06 04:00 | sell | 17 | 0.10 | 98.141 | 0.000 | 0.000 | ||
| 52 | 2025.01.06 04:00 | modify | 17 | 0.10 | 98.141 | 99.341 | 96.641 | ||
| 53 | 2025.01.13 08:00 | t/p | 17 | 0.10 | 96.641 | 99.341 | 96.641 | 96.08 | 969.76 |
| 54 | 2025.01.16 04:00 | buy | 18 | 0.10 | 96.773 | 0.000 | 0.000 | ||
| 55 | 2025.01.16 04:00 | modify | 18 | 0.10 | 96.773 | 95.573 | 98.273 | ||
| 56 | 2025.01.22 00:00 | buy | 19 | 0.10 | 97.551 | 0.000 | 0.000 | ||
| 57 | 2025.01.22 00:00 | modify | 19 | 0.10 | 97.551 | 96.923 | 98.273 | ||
| 58 | 2025.01.22 00:00 | modify | 18 | 0.10 | 96.773 | 96.923 | 98.273 | ||
| 59 | 2025.01.22 20:00 | t/p | 18 | 0.10 | 98.273 | 96.923 | 98.273 | 103.09 | 1072.84 |
| 60 | 2025.01.22 20:00 | t/p | 19 | 0.10 | 98.273 | 96.923 | 98.273 | 49.03 | 1121.87 |
| 61 | 2025.01.22 20:00 | sell | 20 | 0.10 | 98.263 | 0.000 | 0.000 | ||
| 62 | 2025.01.22 20:00 | modify | 20 | 0.10 | 98.263 | 99.463 | 96.763 | ||
| 63 | 2025.01.29 12:00 | t/p | 20 | 0.10 | 96.763 | 99.463 | 96.763 | 96.08 | 1217.96 |
| 64 | 2025.02.06 20:00 | buy | 21 | 0.10 | 95.103 | 0.000 | 0.000 | ||
| 65 | 2025.02.06 20:00 | modify | 21 | 0.10 | 95.103 | 93.903 | 96.603 | ||
| 66 | 2025.02.12 04:00 | t/p | 21 | 0.10 | 96.603 | 93.903 | 96.603 | 103.10 | 1321.06 |
| 67 | 2025.03.04 16:00 | buy | 22 | 0.10 | 92.105 | 0.000 | 0.000 | ||
| 68 | 2025.03.04 16:00 | modify | 22 | 0.10 | 92.105 | 90.905 | 93.605 | ||
| 69 | 2025.03.05 00:00 | t/p | 22 | 0.10 | 93.605 | 90.905 | 93.605 | 102.18 | 1423.23 |
| 70 | 2025.03.17 16:00 | sell | 23 | 0.10 | 94.676 | 0.000 | 0.000 | ||
| 71 | 2025.03.17 16:00 | modify | 23 | 0.10 | 94.676 | 95.876 | 93.176 | ||
| 72 | 2025.03.20 08:00 | sell | 24 | 0.10 | 93.921 | 0.000 | 0.000 | ||
| 73 | 2025.03.20 08:00 | modify | 24 | 0.10 | 93.921 | 94.526 | 93.176 | ||
| 74 | 2025.03.20 08:00 | modify | 23 | 0.10 | 94.676 | 94.526 | 93.176 | ||
| 75 | 2025.03.21 16:00 | t/p | 23 | 0.10 | 93.176 | 94.526 | 93.176 | 96.91 | 1520.14 |
| 76 | 2025.03.21 16:00 | t/p | 24 | 0.10 | 93.176 | 94.526 | 93.176 | 49.76 | 1569.91 |
| 77 | 2025.03.24 16:00 | sell | 25 | 0.10 | 94.642 | 0.000 | 0.000 | ||
| 78 | 2025.03.24 16:00 | modify | 25 | 0.10 | 94.642 | 95.842 | 93.142 | ||
| 79 | 2025.03.31 16:00 | t/p | 25 | 0.10 | 93.142 | 95.842 | 93.142 | 96.08 | 1665.99 |
| 80 | 2025.04.01 12:00 | buy | 26 | 0.10 | 93.265 | 0.000 | 0.000 | ||
| 81 | 2025.04.01 12:00 | modify | 26 | 0.10 | 93.265 | 92.065 | 94.765 | ||
| 82 | 2025.04.02 00:00 | buy | 27 | 0.10 | 94.192 | 0.000 | 0.000 | ||
| 83 | 2025.04.02 00:00 | modify | 27 | 0.10 | 94.192 | 93.640 | 94.765 | ||
| 84 | 2025.04.02 00:00 | modify | 26 | 0.10 | 93.265 | 93.640 | 94.765 | ||
| 85 | 2025.04.03 00:00 | s/l | 26 | 0.10 | 93.640 | 93.640 | 94.765 | 26.70 | 1692.69 |
| 86 | 2025.04.03 00:00 | s/l | 27 | 0.10 | 93.640 | 93.640 | 94.765 | -36.56 | 1656.13 |
| 87 | 2025.04.22 12:00 | buy | 28 | 0.10 | 89.720 | 0.000 | 0.000 | ||
| 88 | 2025.04.22 12:00 | modify | 28 | 0.10 | 89.720 | 88.520 | 91.220 | ||
| 89 | 2025.04.23 16:00 | t/p | 28 | 0.10 | 91.220 | 88.520 | 91.220 | 102.18 | 1758.31 |
| 90 | 2025.04.29 16:00 | buy | 29 | 0.10 | 90.866 | 0.000 | 0.000 | ||
| 91 | 2025.04.29 16:00 | modify | 29 | 0.10 | 90.866 | 89.666 | 92.366 | ||
| 92 | 2025.05.01 04:00 | buy | 30 | 0.10 | 92.092 | 0.000 | 0.000 | ||
| 93 | 2025.05.01 04:00 | modify | 30 | 0.10 | 92.092 | 91.466 | 92.366 | ||
| 94 | 2025.05.01 04:00 | modify | 29 | 0.10 | 90.866 | 91.466 | 92.366 | ||
| 95 | 2025.05.01 08:00 | t/p | 29 | 0.10 | 92.366 | 91.466 | 92.366 | 103.10 | 1861.40 |
| 96 | 2025.05.01 08:00 | t/p | 30 | 0.10 | 92.366 | 91.466 | 92.366 | 18.61 | 1880.01 |
| 97 | 2025.05.02 04:00 | sell | 31 | 0.10 | 93.205 | 0.000 | 0.000 | ||
| 98 | 2025.05.02 04:00 | modify | 31 | 0.10 | 93.205 | 94.405 | 91.705 | ||
| 99 | 2025.05.12 08:00 | s/l | 31 | 0.10 | 94.405 | 94.405 | 91.705 | -88.09 | 1791.92 |
| 100 | 2025.05.15 08:00 | buy | 32 | 0.10 | 93.675 | 0.000 | 0.000 | ||
| 101 | 2025.05.15 08:00 | modify | 32 | 0.10 | 93.675 | 92.475 | 95.175 | ||
| 102 | 2025.05.21 20:00 | s/l | 32 | 0.10 | 92.475 | 92.475 | 95.175 | -80.26 | 1711.66 |
| 103 | 2025.06.03 08:00 | buy | 33 | 0.10 | 92.277 | 0.000 | 0.000 | ||
| 104 | 2025.06.03 08:00 | modify | 33 | 0.10 | 92.277 | 91.077 | 93.777 | ||
| 105 | 2025.06.05 08:00 | buy | 34 | 0.10 | 93.203 | 0.000 | 0.000 | ||
| 106 | 2025.06.05 08:00 | modify | 34 | 0.10 | 93.203 | 92.652 | 93.777 | ||
| 107 | 2025.06.05 08:00 | modify | 33 | 0.10 | 92.277 | 92.652 | 93.777 | ||
| 108 | 2025.06.05 20:00 | t/p | 33 | 0.10 | 93.777 | 92.652 | 93.777 | 103.10 | 1814.76 |
| 109 | 2025.06.05 20:00 | t/p | 34 | 0.10 | 93.777 | 92.652 | 93.777 | 38.98 | 1853.74 |
| 110 | 2025.06.06 16:00 | sell | 35 | 0.10 | 94.093 | 0.000 | 0.000 | ||
| 111 | 2025.06.06 16:00 | modify | 35 | 0.10 | 94.093 | 95.293 | 92.593 | ||
| 112 | 2025.06.13 04:00 | t/p | 35 | 0.10 | 92.593 | 95.293 | 92.593 | 96.08 | 1949.82 |
| 113 | 2025.06.13 04:00 | buy | 36 | 0.10 | 93.031 | 0.000 | 0.000 | ||
| 114 | 2025.06.13 04:00 | modify | 36 | 0.10 | 93.031 | 91.831 | 94.531 | ||
| 115 | 2025.06.16 20:00 | t/p | 36 | 0.10 | 94.531 | 91.831 | 94.531 | 102.18 | 2052.00 |
| 116 | 2025.06.16 20:00 | sell | 37 | 0.10 | 94.486 | 0.000 | 0.000 | ||
| 117 | 2025.06.16 20:00 | modify | 37 | 0.10 | 94.486 | 95.686 | 92.986 | ||
| 118 | 2025.07.08 08:00 | s/l | 37 | 0.10 | 95.686 | 95.686 | 92.986 | -99.64 | 1952.36 |
| 119 | 2025.07.11 04:00 | sell | 38 | 0.10 | 96.776 | 0.000 | 0.000 | ||
| 120 | 2025.07.11 04:00 | modify | 38 | 0.10 | 96.776 | 97.976 | 95.276 | ||
| 121 | 2025.08.01 20:00 | t/p | 38 | 0.10 | 95.276 | 97.976 | 95.276 | 84.53 | 2036.89 |
| 122 | 2025.08.08 12:00 | sell | 39 | 0.10 | 96.406 | 0.000 | 0.000 | ||
| 123 | 2025.08.08 12:00 | modify | 39 | 0.10 | 96.406 | 97.606 | 94.906 | ||
| 124 | 2025.08.20 04:00 | t/p | 39 | 0.10 | 94.906 | 97.606 | 94.906 | 93.61 | 2130.50 |
| 125 | 2025.08.20 04:00 | buy | 40 | 0.10 | 94.931 | 0.000 | 0.000 | ||
| 126 | 2025.08.20 04:00 | modify | 40 | 0.10 | 94.931 | 93.731 | 96.431 | ||
| 127 | 2025.08.26 00:00 | buy | 41 | 0.10 | 95.837 | 0.000 | 0.000 | ||
| 128 | 2025.08.26 00:00 | modify | 41 | 0.10 | 95.837 | 95.306 | 96.431 | ||
| 129 | 2025.08.26 00:00 | modify | 40 | 0.10 | 94.931 | 95.306 | 96.431 | ||
| 130 | 2025.08.29 08:00 | buy | 42 | 0.10 | 96.148 | 0.000 | 0.000 | ||
| 131 | 2025.08.29 08:00 | modify | 42 | 0.10 | 96.148 | 95.531 | 96.431 | ||
| 132 | 2025.08.29 08:00 | modify | 41 | 0.10 | 95.837 | 95.531 | 96.431 | ||
| 133 | 2025.08.29 08:00 | modify | 40 | 0.10 | 94.931 | 95.531 | 96.431 | ||
| 134 | 2025.08.31 23:59 | close at stop | 42 | 0.10 | 96.261 | 95.531 | 96.431 | 7.67 | 2138.17 |
| 135 | 2025.08.31 23:59 | close at stop | 41 | 0.10 | 96.261 | 95.531 | 96.431 | 30.32 | 2168.50 |
| 136 | 2025.08.31 23:59 | close at stop | 40 | 0.10 | 96.261 | 95.531 | 96.431 | 93.69 | 2262.19 |