Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2025.01.01 22:00 - 2025.12.31 21:59 (2025.01.01 - 2026.01.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=150; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=14; 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 | 7224 | Ticks modelled | 13447 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 423.72 | Gross profit | 1180.21 | Gross loss | -756.49 |
| Profit factor | 1.56 | Expected payoff | 10.09 | ||
| Absolute drawdown | 13.93 | Maximal drawdown | 408.99 (27.30%) | Relative drawdown | 27.30% (408.99) |
| Total trades | 42 | Short positions (won %) | 15 (66.67%) | Long positions (won %) | 27 (51.85%) |
| Profit trades (% of total) | 24 (57.14%) | Loss trades (% of total) | 18 (42.86%) | ||
| Largest | profit trade | 82.62 | loss trade | -110.07 | |
| Average | profit trade | 49.18 | loss trade | -42.03 | |
| Maximum | consecutive wins (profit in money) | 5 (259.76) | consecutive losses (loss in money) | 3 (-217.35) | |
| Maximal | consecutive profit (count of wins) | 259.76 (5) | consecutive loss (count of losses) | -217.35 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.01.16 23:00 | buy | 1 | 0.10 | 96.393 | 0.000 | 0.000 | ||
| 2 | 2025.01.16 23:00 | modify | 1 | 0.10 | 96.393 | 94.893 | 97.693 | ||
| 3 | 2025.01.20 13:00 | buy | 2 | 0.10 | 97.111 | 0.000 | 0.000 | ||
| 4 | 2025.01.20 13:00 | modify | 2 | 0.10 | 97.111 | 96.848 | 97.693 | ||
| 5 | 2025.01.20 13:00 | buy | 3 | 0.10 | 97.111 | 0.000 | 0.000 | ||
| 6 | 2025.01.20 13:00 | modify | 3 | 0.10 | 97.111 | 96.913 | 97.693 | ||
| 7 | 2025.01.20 13:00 | modify | 1 | 0.10 | 96.393 | 96.913 | 97.693 | ||
| 8 | 2025.01.20 14:00 | t/p | 1 | 0.10 | 97.693 | 96.913 | 97.693 | 82.44 | 1082.44 |
| 9 | 2025.01.20 14:00 | t/p | 2 | 0.10 | 97.693 | 96.848 | 97.693 | 36.85 | 1119.29 |
| 10 | 2025.01.20 14:00 | t/p | 3 | 0.10 | 97.693 | 96.913 | 97.693 | 36.85 | 1156.14 |
| 11 | 2025.01.22 19:00 | sell | 4 | 0.10 | 98.295 | 0.000 | 0.000 | ||
| 12 | 2025.01.22 19:00 | modify | 4 | 0.10 | 98.295 | 99.795 | 96.995 | ||
| 13 | 2025.01.27 11:00 | t/p | 4 | 0.10 | 96.995 | 99.795 | 96.995 | 78.87 | 1235.01 |
| 14 | 2025.01.27 18:00 | buy | 5 | 0.10 | 96.873 | 0.000 | 0.000 | ||
| 15 | 2025.01.27 18:00 | modify | 5 | 0.10 | 96.873 | 95.373 | 98.173 | ||
| 16 | 2025.01.28 08:00 | buy | 6 | 0.10 | 97.473 | 0.000 | 0.000 | ||
| 17 | 2025.01.28 08:00 | modify | 6 | 0.10 | 97.473 | 97.263 | 98.173 | ||
| 18 | 2025.01.28 08:00 | modify | 5 | 0.10 | 96.873 | 97.263 | 98.173 | ||
| 19 | 2025.01.28 09:00 | s/l | 5 | 0.10 | 97.263 | 97.263 | 98.173 | 24.75 | 1259.76 |
| 20 | 2025.01.28 09:00 | s/l | 6 | 0.10 | 97.263 | 97.263 | 98.173 | -13.30 | 1246.46 |
| 21 | 2025.02.06 16:00 | buy | 7 | 0.10 | 95.284 | 0.000 | 0.000 | ||
| 22 | 2025.02.06 16:00 | modify | 7 | 0.10 | 95.284 | 93.784 | 96.584 | ||
| 23 | 2025.02.12 02:00 | t/p | 7 | 0.10 | 96.584 | 93.784 | 96.584 | 82.57 | 1329.03 |
| 24 | 2025.02.21 21:00 | buy | 8 | 0.10 | 94.846 | 0.000 | 0.000 | ||
| 25 | 2025.02.21 21:00 | modify | 8 | 0.10 | 94.846 | 93.346 | 96.146 | ||
| 26 | 2025.02.27 21:00 | s/l | 8 | 0.10 | 93.346 | 93.346 | 96.146 | -94.63 | 1234.41 |
| 27 | 2025.03.04 23:00 | sell | 9 | 0.10 | 93.857 | 0.000 | 0.000 | ||
| 28 | 2025.03.04 23:00 | modify | 9 | 0.10 | 93.857 | 95.357 | 92.557 | ||
| 29 | 2025.03.07 14:00 | t/p | 9 | 0.10 | 92.557 | 95.357 | 92.557 | 78.87 | 1313.27 |
| 30 | 2025.03.17 20:00 | sell | 10 | 0.10 | 95.253 | 0.000 | 0.000 | ||
| 31 | 2025.03.17 20:00 | modify | 10 | 0.10 | 95.253 | 96.753 | 93.953 | ||
| 32 | 2025.03.19 20:00 | sell | 11 | 0.10 | 94.513 | 0.000 | 0.000 | ||
| 33 | 2025.03.19 20:00 | modify | 11 | 0.10 | 94.513 | 94.798 | 93.953 | ||
| 34 | 2025.03.19 20:00 | sell | 12 | 0.10 | 94.513 | 0.000 | 0.000 | ||
| 35 | 2025.03.19 20:00 | modify | 12 | 0.10 | 94.513 | 94.733 | 93.953 | ||
| 36 | 2025.03.19 20:00 | modify | 10 | 0.10 | 95.253 | 94.733 | 93.953 | ||
| 37 | 2025.03.19 21:00 | modify | 11 | 0.10 | 94.513 | 94.733 | 93.953 | ||
| 38 | 2025.03.20 02:00 | t/p | 10 | 0.10 | 93.953 | 94.733 | 93.953 | 78.87 | 1392.14 |
| 39 | 2025.03.20 02:00 | t/p | 11 | 0.10 | 93.953 | 94.733 | 93.953 | 33.39 | 1425.53 |
| 40 | 2025.03.20 02:00 | t/p | 12 | 0.10 | 93.953 | 94.733 | 93.953 | 33.39 | 1458.92 |
| 41 | 2025.04.04 16:00 | buy | 13 | 0.10 | 88.198 | 0.000 | 0.000 | ||
| 42 | 2025.04.04 16:00 | modify | 13 | 0.10 | 88.198 | 86.698 | 89.498 | ||
| 43 | 2025.04.06 23:00 | s/l | 13 | 0.10 | 86.698 | 86.698 | 89.498 | -94.99 | 1363.93 |
| 44 | 2025.04.09 21:00 | sell | 14 | 0.10 | 90.789 | 0.000 | 0.000 | ||
| 45 | 2025.04.09 21:00 | modify | 14 | 0.10 | 90.789 | 92.289 | 89.489 | ||
| 46 | 2025.04.10 15:00 | t/p | 14 | 0.10 | 89.489 | 92.289 | 89.489 | 80.25 | 1444.18 |
| 47 | 2025.04.11 19:00 | sell | 15 | 0.10 | 90.348 | 0.000 | 0.000 | ||
| 48 | 2025.04.11 19:00 | modify | 15 | 0.10 | 90.348 | 91.848 | 89.048 | ||
| 49 | 2025.04.25 04:00 | s/l | 15 | 0.10 | 91.848 | 91.848 | 89.048 | -104.57 | 1339.61 |
| 50 | 2025.04.29 16:00 | buy | 16 | 0.10 | 90.866 | 0.000 | 0.000 | ||
| 51 | 2025.04.29 16:00 | modify | 16 | 0.10 | 90.866 | 89.366 | 92.166 | ||
| 52 | 2025.04.30 06:00 | buy | 17 | 0.10 | 91.458 | 0.000 | 0.000 | ||
| 53 | 2025.04.30 06:00 | modify | 17 | 0.10 | 91.458 | 91.256 | 92.166 | ||
| 54 | 2025.04.30 06:00 | modify | 16 | 0.10 | 90.866 | 91.256 | 92.166 | ||
| 55 | 2025.04.30 08:00 | s/l | 16 | 0.10 | 91.256 | 91.256 | 92.166 | 24.76 | 1364.37 |
| 56 | 2025.04.30 08:00 | s/l | 17 | 0.10 | 91.256 | 91.256 | 92.166 | -12.79 | 1351.58 |
| 57 | 2025.05.15 17:00 | buy | 18 | 0.10 | 93.271 | 0.000 | 0.000 | ||
| 58 | 2025.05.15 17:00 | modify | 18 | 0.10 | 93.271 | 91.771 | 94.571 | ||
| 59 | 2025.05.23 13:00 | s/l | 18 | 0.10 | 91.771 | 91.771 | 94.571 | -94.49 | 1257.08 |
| 60 | 2025.06.16 16:00 | sell | 19 | 0.10 | 94.191 | 0.000 | 0.000 | ||
| 61 | 2025.06.16 16:00 | modify | 19 | 0.10 | 94.191 | 95.691 | 92.891 | ||
| 62 | 2025.07.08 05:00 | s/l | 19 | 0.10 | 95.691 | 95.691 | 92.891 | -110.07 | 1147.01 |
| 63 | 2025.07.16 17:00 | buy | 20 | 0.10 | 96.631 | 0.000 | 0.000 | ||
| 64 | 2025.07.16 17:00 | modify | 20 | 0.10 | 96.631 | 95.131 | 97.931 | ||
| 65 | 2025.07.28 03:00 | buy | 21 | 0.10 | 97.217 | 0.000 | 0.000 | ||
| 66 | 2025.07.28 03:00 | modify | 21 | 0.10 | 97.217 | 97.021 | 97.931 | ||
| 67 | 2025.07.28 03:00 | modify | 20 | 0.10 | 96.631 | 97.021 | 97.931 | ||
| 68 | 2025.07.28 04:00 | s/l | 20 | 0.10 | 97.021 | 97.021 | 97.931 | 25.43 | 1172.44 |
| 69 | 2025.07.28 04:00 | s/l | 21 | 0.10 | 97.021 | 97.021 | 97.931 | -12.41 | 1160.03 |
| 70 | 2025.07.31 15:00 | sell | 22 | 0.10 | 96.859 | 0.000 | 0.000 | ||
| 71 | 2025.07.31 15:00 | modify | 22 | 0.10 | 96.859 | 98.359 | 95.559 | ||
| 72 | 2025.08.01 15:00 | t/p | 22 | 0.10 | 95.559 | 98.359 | 95.559 | 81.61 | 1241.65 |
| 73 | 2025.08.01 16:00 | buy | 23 | 0.10 | 95.759 | 0.000 | 0.000 | ||
| 74 | 2025.08.01 16:00 | modify | 23 | 0.10 | 95.759 | 94.259 | 97.059 | ||
| 75 | 2025.08.10 23:00 | buy | 24 | 0.10 | 96.366 | 0.000 | 0.000 | ||
| 76 | 2025.08.10 23:00 | modify | 24 | 0.10 | 96.366 | 96.149 | 97.059 | ||
| 77 | 2025.08.10 23:00 | modify | 23 | 0.10 | 95.759 | 96.149 | 97.059 | ||
| 78 | 2025.08.11 08:00 | s/l | 23 | 0.10 | 96.149 | 96.149 | 97.059 | 25.19 | 1266.83 |
| 79 | 2025.08.11 08:00 | s/l | 24 | 0.10 | 96.149 | 96.149 | 97.059 | -13.68 | 1253.15 |
| 80 | 2025.09.05 16:00 | buy | 25 | 0.10 | 96.475 | 0.000 | 0.000 | ||
| 81 | 2025.09.05 16:00 | modify | 25 | 0.10 | 96.475 | 94.975 | 97.775 | ||
| 82 | 2025.09.07 21:00 | buy | 26 | 0.10 | 97.067 | 0.000 | 0.000 | ||
| 83 | 2025.09.07 21:00 | modify | 26 | 0.10 | 97.067 | 96.865 | 97.775 | ||
| 84 | 2025.09.07 21:00 | modify | 25 | 0.10 | 96.475 | 96.865 | 97.775 | ||
| 85 | 2025.09.07 23:00 | buy | 27 | 0.10 | 97.203 | 0.000 | 0.000 | ||
| 86 | 2025.09.07 23:00 | modify | 27 | 0.10 | 97.203 | 96.930 | 97.775 | ||
| 87 | 2025.09.07 23:00 | buy | 28 | 0.10 | 97.203 | 0.000 | 0.000 | ||
| 88 | 2025.09.07 23:00 | modify | 28 | 0.10 | 97.203 | 96.995 | 97.775 | ||
| 89 | 2025.09.07 23:00 | modify | 26 | 0.10 | 97.067 | 96.995 | 97.775 | ||
| 90 | 2025.09.07 23:00 | modify | 25 | 0.10 | 96.475 | 96.995 | 97.775 | ||
| 91 | 2025.09.08 00:00 | modify | 27 | 0.10 | 97.203 | 96.995 | 97.775 | ||
| 92 | 2025.09.09 09:00 | s/l | 25 | 0.10 | 96.995 | 96.995 | 97.775 | 33.05 | 1286.21 |
| 93 | 2025.09.09 09:00 | s/l | 26 | 0.10 | 96.995 | 96.995 | 97.775 | -4.44 | 1281.77 |
| 94 | 2025.09.09 09:00 | s/l | 27 | 0.10 | 96.995 | 96.995 | 97.775 | -13.05 | 1268.72 |
| 95 | 2025.09.09 09:00 | s/l | 28 | 0.10 | 96.995 | 96.995 | 97.775 | -13.05 | 1255.67 |
| 96 | 2025.10.01 15:00 | buy | 29 | 0.10 | 97.104 | 0.000 | 0.000 | ||
| 97 | 2025.10.01 15:00 | modify | 29 | 0.10 | 97.104 | 95.604 | 98.404 | ||
| 98 | 2025.10.05 23:00 | t/p | 29 | 0.10 | 98.404 | 95.604 | 98.404 | 82.57 | 1338.24 |
| 99 | 2025.10.07 20:00 | sell | 30 | 0.10 | 99.945 | 0.000 | 0.000 | ||
| 100 | 2025.10.07 20:00 | modify | 30 | 0.10 | 99.945 | 101.445 | 98.645 | ||
| 101 | 2025.10.10 16:00 | t/p | 30 | 0.10 | 98.645 | 101.445 | 98.645 | 78.88 | 1417.12 |
| 102 | 2025.10.10 18:00 | buy | 31 | 0.10 | 98.565 | 0.000 | 0.000 | ||
| 103 | 2025.10.10 18:00 | modify | 31 | 0.10 | 98.565 | 97.065 | 99.865 | ||
| 104 | 2025.10.13 20:00 | buy | 32 | 0.10 | 99.282 | 0.000 | 0.000 | ||
| 105 | 2025.10.13 20:00 | modify | 32 | 0.10 | 99.282 | 99.020 | 99.865 | ||
| 106 | 2025.10.13 20:00 | buy | 33 | 0.10 | 99.282 | 0.000 | 0.000 | ||
| 107 | 2025.10.13 20:00 | modify | 33 | 0.10 | 99.282 | 99.085 | 99.865 | ||
| 108 | 2025.10.13 20:00 | modify | 31 | 0.10 | 98.565 | 99.085 | 99.865 | ||
| 109 | 2025.10.13 21:00 | s/l | 31 | 0.10 | 99.085 | 99.085 | 99.865 | 32.99 | 1450.11 |
| 110 | 2025.10.13 21:00 | s/l | 33 | 0.10 | 99.085 | 99.085 | 99.865 | -12.47 | 1437.64 |
| 111 | 2025.10.13 21:00 | close | 32 | 0.10 | 99.034 | 99.020 | 99.865 | -15.70 | 1421.94 |
| 112 | 2025.10.16 20:00 | buy | 34 | 0.10 | 97.555 | 0.000 | 0.000 | ||
| 113 | 2025.10.16 20:00 | modify | 34 | 0.10 | 97.555 | 96.055 | 98.855 | ||
| 114 | 2025.10.19 23:00 | buy | 35 | 0.10 | 98.164 | 0.000 | 0.000 | ||
| 115 | 2025.10.19 23:00 | modify | 35 | 0.10 | 98.164 | 97.945 | 98.855 | ||
| 116 | 2025.10.19 23:00 | modify | 34 | 0.10 | 97.555 | 97.945 | 98.855 | ||
| 117 | 2025.10.20 04:00 | s/l | 34 | 0.10 | 97.945 | 97.945 | 98.855 | 24.82 | 1446.76 |
| 118 | 2025.10.20 04:00 | s/l | 35 | 0.10 | 97.945 | 97.945 | 98.855 | -13.81 | 1432.95 |
| 119 | 2025.10.26 23:00 | sell | 36 | 0.10 | 100.023 | 0.000 | 0.000 | ||
| 120 | 2025.10.26 23:00 | modify | 36 | 0.10 | 100.023 | 101.523 | 98.723 | ||
| 121 | 2025.11.06 15:00 | sell | 37 | 0.10 | 99.425 | 0.000 | 0.000 | ||
| 122 | 2025.11.06 15:00 | modify | 37 | 0.10 | 99.425 | 99.633 | 98.723 | ||
| 123 | 2025.11.06 15:00 | modify | 36 | 0.10 | 100.023 | 99.633 | 98.723 | ||
| 124 | 2025.11.07 20:00 | s/l | 36 | 0.10 | 99.633 | 99.633 | 98.723 | 15.08 | 1448.03 |
| 125 | 2025.11.07 20:00 | s/l | 37 | 0.10 | 99.633 | 99.633 | 98.723 | -13.86 | 1434.17 |
| 126 | 2025.11.12 14:00 | sell | 38 | 0.10 | 101.287 | 0.000 | 0.000 | ||
| 127 | 2025.11.12 14:00 | modify | 38 | 0.10 | 101.287 | 102.787 | 99.987 | ||
| 128 | 2025.11.14 12:00 | sell | 39 | 0.10 | 100.677 | 0.000 | 0.000 | ||
| 129 | 2025.11.14 12:00 | modify | 39 | 0.10 | 100.677 | 100.897 | 99.987 | ||
| 130 | 2025.11.14 12:00 | modify | 38 | 0.10 | 101.287 | 100.897 | 99.987 | ||
| 131 | 2025.11.14 16:00 | s/l | 38 | 0.10 | 100.897 | 100.897 | 99.987 | 21.94 | 1456.12 |
| 132 | 2025.11.14 16:00 | s/l | 39 | 0.10 | 100.897 | 100.897 | 99.987 | -13.93 | 1442.19 |
| 133 | 2025.11.25 14:00 | buy | 40 | 0.10 | 100.921 | 0.000 | 0.000 | ||
| 134 | 2025.11.25 14:00 | modify | 40 | 0.10 | 100.921 | 99.421 | 102.221 | ||
| 135 | 2025.11.28 01:00 | t/p | 40 | 0.10 | 102.221 | 99.421 | 102.221 | 82.62 | 1524.81 |
| 136 | 2025.12.05 16:00 | sell | 41 | 0.10 | 103.123 | 0.000 | 0.000 | ||
| 137 | 2025.12.05 16:00 | modify | 41 | 0.10 | 103.123 | 104.623 | 101.823 | ||
| 138 | 2025.12.22 08:00 | s/l | 41 | 0.10 | 104.623 | 104.623 | 101.823 | -105.26 | 1419.55 |
| 139 | 2025.12.29 17:00 | buy | 42 | 0.10 | 104.467 | 0.000 | 0.000 | ||
| 140 | 2025.12.29 17:00 | modify | 42 | 0.10 | 104.467 | 102.967 | 105.767 | ||
| 141 | 2025.12.31 21:59 | close at stop | 42 | 0.10 | 104.531 | 102.967 | 105.767 | 4.17 | 1423.72 |