Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2025.01.01 20:00 - 2025.12.31 23:59 (2025.01.01 - 2026.01.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; 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=35; 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=45; 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=0; 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 | 2611 | Ticks modelled | 4221 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 712.76 | Gross profit | 979.83 | Gross loss | -267.06 |
| Profit factor | 3.67 | Expected payoff | 30.99 | ||
| Absolute drawdown | 38.33 | Maximal drawdown | 126.10 (7.36%) | Relative drawdown | 8.85% (102.67) |
| Total trades | 23 | Short positions (won %) | 18 (61.11%) | Long positions (won %) | 5 (80.00%) |
| Profit trades (% of total) | 15 (65.22%) | Loss trades (% of total) | 8 (34.78%) | ||
| Largest | profit trade | 95.84 | loss trade | -79.40 | |
| Average | profit trade | 65.32 | loss trade | -33.38 | |
| Maximum | consecutive wins (profit in money) | 5 (353.68) | consecutive losses (loss in money) | 3 (-47.81) | |
| Maximal | consecutive profit (count of wins) | 353.68 (5) | consecutive loss (count of losses) | -79.40 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.01.10 20:00 | buy | 1 | 0.10 | 97.079 | 0.000 | 0.000 | ||
| 2 | 2025.01.10 20:00 | modify | 1 | 0.10 | 97.079 | 95.879 | 98.579 | ||
| 3 | 2025.01.23 20:00 | buy | 2 | 0.10 | 97.994 | 0.000 | 0.000 | ||
| 4 | 2025.01.23 20:00 | modify | 2 | 0.10 | 97.994 | 97.754 | 98.579 | ||
| 5 | 2025.01.23 20:00 | modify | 1 | 0.10 | 97.079 | 97.754 | 98.579 | ||
| 6 | 2025.01.24 04:00 | t/p | 1 | 0.10 | 98.579 | 97.754 | 98.579 | 95.84 | 1095.84 |
| 7 | 2025.01.24 04:00 | t/p | 2 | 0.10 | 98.579 | 97.754 | 98.579 | 37.11 | 1132.95 |
| 8 | 2025.01.27 16:00 | buy | 3 | 0.10 | 97.025 | 0.000 | 0.000 | ||
| 9 | 2025.01.27 16:00 | modify | 3 | 0.10 | 97.025 | 95.825 | 98.525 | ||
| 10 | 2025.01.31 00:00 | s/l | 3 | 0.10 | 95.825 | 95.825 | 98.525 | -75.63 | 1057.33 |
| 11 | 2025.04.29 20:00 | buy | 4 | 0.10 | 90.871 | 0.000 | 0.000 | ||
| 12 | 2025.04.29 20:00 | modify | 4 | 0.10 | 90.871 | 89.671 | 92.371 | ||
| 13 | 2025.05.01 08:00 | t/p | 4 | 0.10 | 92.371 | 89.671 | 92.371 | 95.22 | 1152.55 |
| 14 | 2025.05.12 12:00 | sell | 5 | 0.10 | 94.564 | 0.000 | 0.000 | ||
| 15 | 2025.05.12 12:00 | modify | 5 | 0.10 | 94.564 | 95.764 | 93.064 | ||
| 16 | 2025.05.15 08:00 | sell | 6 | 0.10 | 93.645 | 0.000 | 0.000 | ||
| 17 | 2025.05.15 08:00 | modify | 6 | 0.10 | 93.645 | 93.889 | 93.064 | ||
| 18 | 2025.05.15 08:00 | modify | 5 | 0.10 | 94.564 | 93.889 | 93.064 | ||
| 19 | 2025.05.16 04:00 | t/p | 5 | 0.10 | 93.064 | 93.889 | 93.064 | 90.84 | 1243.39 |
| 20 | 2025.05.16 04:00 | t/p | 6 | 0.10 | 93.064 | 93.889 | 93.064 | 36.09 | 1279.48 |
| 21 | 2025.06.06 20:00 | sell | 7 | 0.10 | 94.045 | 0.000 | 0.000 | ||
| 22 | 2025.06.06 20:00 | modify | 7 | 0.10 | 94.045 | 95.245 | 92.545 | ||
| 23 | 2025.06.13 04:00 | t/p | 7 | 0.10 | 92.545 | 95.245 | 92.545 | 90.15 | 1369.64 |
| 24 | 2025.07.03 20:00 | sell | 8 | 0.10 | 95.275 | 0.000 | 0.000 | ||
| 25 | 2025.07.03 20:00 | modify | 8 | 0.10 | 95.275 | 96.475 | 93.775 | ||
| 26 | 2025.07.07 04:00 | sell | 9 | 0.10 | 94.365 | 0.000 | 0.000 | ||
| 27 | 2025.07.07 04:00 | modify | 9 | 0.10 | 94.365 | 94.600 | 93.775 | ||
| 28 | 2025.07.07 04:00 | modify | 8 | 0.10 | 95.275 | 94.600 | 93.775 | ||
| 29 | 2025.07.07 12:00 | s/l | 8 | 0.10 | 94.600 | 94.600 | 93.775 | 41.37 | 1411.00 |
| 30 | 2025.07.07 12:00 | s/l | 9 | 0.10 | 94.600 | 94.600 | 93.775 | -14.88 | 1396.12 |
| 31 | 2025.07.11 08:00 | sell | 10 | 0.10 | 96.702 | 0.000 | 0.000 | ||
| 32 | 2025.07.11 08:00 | modify | 10 | 0.10 | 96.702 | 97.902 | 95.202 | ||
| 33 | 2025.07.21 16:00 | sell | 11 | 0.10 | 96.162 | 0.000 | 0.000 | ||
| 34 | 2025.07.21 16:00 | modify | 11 | 0.10 | 96.162 | 96.627 | 95.202 | ||
| 35 | 2025.07.21 16:00 | modify | 10 | 0.10 | 96.702 | 96.627 | 95.202 | ||
| 36 | 2025.07.23 08:00 | s/l | 10 | 0.10 | 96.627 | 96.627 | 95.202 | -2.12 | 1394.01 |
| 37 | 2025.07.23 08:00 | s/l | 11 | 0.10 | 96.627 | 96.627 | 95.202 | -30.81 | 1363.19 |
| 38 | 2025.08.01 04:00 | sell | 12 | 0.10 | 96.906 | 0.000 | 0.000 | ||
| 39 | 2025.08.01 04:00 | modify | 12 | 0.10 | 96.906 | 98.106 | 95.406 | ||
| 40 | 2025.08.01 20:00 | t/p | 12 | 0.10 | 95.406 | 98.106 | 95.406 | 94.96 | 1458.15 |
| 41 | 2025.08.08 16:00 | sell | 13 | 0.10 | 96.400 | 0.000 | 0.000 | ||
| 42 | 2025.08.08 16:00 | modify | 13 | 0.10 | 96.400 | 97.600 | 94.900 | ||
| 43 | 2025.08.19 16:00 | sell | 14 | 0.10 | 95.404 | 0.000 | 0.000 | ||
| 44 | 2025.08.19 16:00 | modify | 14 | 0.10 | 95.404 | 95.650 | 94.900 | ||
| 45 | 2025.08.19 16:00 | modify | 13 | 0.10 | 96.400 | 95.650 | 94.900 | ||
| 46 | 2025.08.20 04:00 | t/p | 13 | 0.10 | 94.900 | 95.650 | 94.900 | 88.10 | 1546.25 |
| 47 | 2025.08.20 04:00 | t/p | 14 | 0.10 | 94.900 | 95.650 | 94.900 | 31.22 | 1577.48 |
| 48 | 2025.09.12 08:00 | sell | 15 | 0.10 | 98.215 | 0.000 | 0.000 | ||
| 49 | 2025.09.12 08:00 | modify | 15 | 0.10 | 98.215 | 99.415 | 96.715 | ||
| 50 | 2025.09.17 12:00 | sell | 16 | 0.10 | 97.687 | 0.000 | 0.000 | ||
| 51 | 2025.09.17 12:00 | modify | 16 | 0.10 | 97.687 | 98.140 | 96.715 | ||
| 52 | 2025.09.17 12:00 | modify | 15 | 0.10 | 98.215 | 98.140 | 96.715 | ||
| 53 | 2025.09.24 16:00 | s/l | 15 | 0.10 | 98.140 | 98.140 | 96.715 | -2.12 | 1575.36 |
| 54 | 2025.09.24 16:00 | s/l | 16 | 0.10 | 98.140 | 98.140 | 96.715 | -33.49 | 1541.87 |
| 55 | 2025.10.09 00:00 | sell | 17 | 0.10 | 100.550 | 0.000 | 0.000 | ||
| 56 | 2025.10.09 00:00 | modify | 17 | 0.10 | 100.550 | 101.750 | 99.050 | ||
| 57 | 2025.10.10 12:00 | sell | 18 | 0.10 | 100.005 | 0.000 | 0.000 | ||
| 58 | 2025.10.10 12:00 | modify | 18 | 0.10 | 100.005 | 100.475 | 99.050 | ||
| 59 | 2025.10.10 12:00 | modify | 17 | 0.10 | 100.550 | 100.475 | 99.050 | ||
| 60 | 2025.10.10 16:00 | t/p | 17 | 0.10 | 99.050 | 100.475 | 99.050 | 94.28 | 1636.16 |
| 61 | 2025.10.10 16:00 | t/p | 18 | 0.10 | 99.050 | 100.475 | 99.050 | 60.46 | 1696.62 |
| 62 | 2025.10.27 04:00 | sell | 19 | 0.10 | 99.954 | 0.000 | 0.000 | ||
| 63 | 2025.10.27 04:00 | modify | 19 | 0.10 | 99.954 | 101.154 | 98.454 | ||
| 64 | 2025.10.30 12:00 | s/l | 19 | 0.10 | 101.154 | 101.154 | 98.454 | -79.40 | 1617.21 |
| 65 | 2025.12.09 20:00 | sell | 20 | 0.10 | 104.126 | 0.000 | 0.000 | ||
| 66 | 2025.12.09 20:00 | modify | 20 | 0.10 | 104.126 | 105.326 | 102.626 | ||
| 67 | 2025.12.12 00:00 | sell | 21 | 0.10 | 103.599 | 0.000 | 0.000 | ||
| 68 | 2025.12.12 00:00 | modify | 21 | 0.10 | 103.599 | 104.051 | 102.626 | ||
| 69 | 2025.12.12 00:00 | modify | 20 | 0.10 | 104.126 | 104.051 | 102.626 | ||
| 70 | 2025.12.12 12:00 | s/l | 20 | 0.10 | 104.051 | 104.051 | 102.626 | 1.32 | 1618.53 |
| 71 | 2025.12.12 12:00 | s/l | 21 | 0.10 | 104.051 | 104.051 | 102.626 | -28.62 | 1589.91 |
| 72 | 2025.12.17 00:00 | buy | 22 | 0.10 | 102.683 | 0.000 | 0.000 | ||
| 73 | 2025.12.17 00:00 | modify | 22 | 0.10 | 102.683 | 101.483 | 104.183 | ||
| 74 | 2025.12.19 16:00 | t/p | 22 | 0.10 | 104.183 | 101.483 | 104.183 | 95.22 | 1685.13 |
| 75 | 2025.12.26 20:00 | sell | 23 | 0.10 | 105.030 | 0.000 | 0.000 | ||
| 76 | 2025.12.26 20:00 | modify | 23 | 0.10 | 105.030 | 106.230 | 103.530 | ||
| 77 | 2025.12.31 23:59 | close at stop | 23 | 0.10 | 104.561 | 106.230 | 103.530 | 27.63 | 1712.76 |