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 20:00 (2025.01.01 - 2026.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 79241 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 680.89 | Gross profit | 901.48 | Gross loss | -220.58 |
| Profit factor | 4.09 | Expected payoff | 22.70 | ||
| Absolute drawdown | 45.65 | Maximal drawdown | 150.35 (10.38%) | Relative drawdown | 10.38% (150.35) |
| Total trades | 30 | Short positions (won %) | 26 (61.54%) | Long positions (won %) | 4 (75.00%) |
| Profit trades (% of total) | 19 (63.33%) | Loss trades (% of total) | 11 (36.67%) | ||
| Largest | profit trade | 95.22 | loss trade | -83.68 | |
| Average | profit trade | 47.45 | loss trade | -20.05 | |
| Maximum | consecutive wins (profit in money) | 5 (255.70) | consecutive losses (loss in money) | 3 (-108.18) | |
| Maximal | consecutive profit (count of wins) | 255.70 (5) | consecutive loss (count of losses) | -108.18 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.02.12 08:00 | sell | 1 | 0.10 | 96.637 | 0.000 | 0.000 | ||
| 2 | 2025.02.12 08:00 | modify | 1 | 0.10 | 96.637 | 97.937 | 95.137 | ||
| 3 | 2025.02.13 14:06 | sell | 2 | 0.10 | 96.022 | 0.000 | 0.000 | ||
| 4 | 2025.02.13 14:06 | modify | 2 | 0.10 | 96.022 | 96.187 | 95.137 | ||
| 5 | 2025.02.13 14:06 | modify | 1 | 0.10 | 96.637 | 96.187 | 95.137 | ||
| 6 | 2025.02.13 14:40 | s/l | 1 | 0.10 | 96.187 | 96.187 | 95.137 | 26.43 | 1026.43 |
| 7 | 2025.02.13 14:40 | s/l | 2 | 0.10 | 96.187 | 96.187 | 95.137 | -10.44 | 1015.99 |
| 8 | 2025.04.30 00:00 | buy | 3 | 0.10 | 90.892 | 0.000 | 0.000 | ||
| 9 | 2025.04.30 00:00 | modify | 3 | 0.10 | 90.892 | 89.592 | 92.392 | ||
| 10 | 2025.04.30 06:25 | buy | 4 | 0.10 | 91.502 | 0.000 | 0.000 | ||
| 11 | 2025.04.30 06:25 | modify | 4 | 0.10 | 91.502 | 91.342 | 92.392 | ||
| 12 | 2025.04.30 06:25 | modify | 3 | 0.10 | 90.892 | 91.342 | 92.392 | ||
| 13 | 2025.04.30 06:40 | s/l | 3 | 0.10 | 91.342 | 91.342 | 92.392 | 28.49 | 1044.48 |
| 14 | 2025.04.30 06:40 | s/l | 4 | 0.10 | 91.342 | 91.342 | 92.392 | -10.13 | 1034.35 |
| 15 | 2025.05.02 00:00 | sell | 5 | 0.10 | 92.850 | 0.000 | 0.000 | ||
| 16 | 2025.05.02 00:00 | modify | 5 | 0.10 | 92.850 | 94.150 | 91.350 | ||
| 17 | 2025.05.06 08:40 | sell | 6 | 0.10 | 92.244 | 0.000 | 0.000 | ||
| 18 | 2025.05.06 08:40 | modify | 6 | 0.10 | 92.244 | 92.400 | 91.350 | ||
| 19 | 2025.05.06 08:40 | modify | 5 | 0.10 | 92.850 | 92.400 | 91.350 | ||
| 20 | 2025.05.06 09:40 | s/l | 5 | 0.10 | 92.400 | 92.400 | 91.350 | 27.12 | 1061.47 |
| 21 | 2025.05.06 09:40 | s/l | 6 | 0.10 | 92.400 | 92.400 | 91.350 | -9.88 | 1051.59 |
| 22 | 2025.05.12 12:00 | sell | 7 | 0.10 | 94.564 | 0.000 | 0.000 | ||
| 23 | 2025.05.12 12:00 | modify | 7 | 0.10 | 94.564 | 95.864 | 93.064 | ||
| 24 | 2025.05.15 04:55 | sell | 8 | 0.10 | 93.954 | 0.000 | 0.000 | ||
| 25 | 2025.05.15 04:55 | modify | 8 | 0.10 | 93.954 | 94.114 | 93.064 | ||
| 26 | 2025.05.15 04:55 | modify | 7 | 0.10 | 94.564 | 94.114 | 93.064 | ||
| 27 | 2025.05.15 11:15 | sell | 9 | 0.10 | 93.438 | 0.000 | 0.000 | ||
| 28 | 2025.05.15 11:15 | modify | 9 | 0.10 | 93.438 | 93.739 | 93.064 | ||
| 29 | 2025.05.15 11:15 | modify | 8 | 0.10 | 93.954 | 93.739 | 93.064 | ||
| 30 | 2025.05.15 11:15 | modify | 7 | 0.10 | 94.564 | 93.739 | 93.064 | ||
| 31 | 2025.05.16 00:30 | t/p | 7 | 0.10 | 93.064 | 93.739 | 93.064 | 90.84 | 1142.43 |
| 32 | 2025.05.16 00:30 | t/p | 8 | 0.10 | 93.064 | 93.739 | 93.064 | 55.65 | 1198.08 |
| 33 | 2025.05.16 00:30 | t/p | 9 | 0.10 | 93.064 | 93.739 | 93.064 | 22.98 | 1221.06 |
| 34 | 2025.07.11 08:00 | sell | 10 | 0.10 | 96.702 | 0.000 | 0.000 | ||
| 35 | 2025.07.11 08:00 | modify | 10 | 0.10 | 96.702 | 98.002 | 95.202 | ||
| 36 | 2025.07.16 15:40 | sell | 11 | 0.10 | 96.100 | 0.000 | 0.000 | ||
| 37 | 2025.07.16 15:40 | modify | 11 | 0.10 | 96.100 | 96.252 | 95.202 | ||
| 38 | 2025.07.16 15:40 | modify | 10 | 0.10 | 96.702 | 96.252 | 95.202 | ||
| 39 | 2025.07.16 15:55 | s/l | 10 | 0.10 | 96.252 | 96.252 | 95.202 | 26.43 | 1247.49 |
| 40 | 2025.07.16 15:55 | s/l | 11 | 0.10 | 96.252 | 96.252 | 95.202 | -9.62 | 1237.87 |
| 41 | 2025.08.01 04:00 | sell | 12 | 0.10 | 96.906 | 0.000 | 0.000 | ||
| 42 | 2025.08.01 04:00 | modify | 12 | 0.10 | 96.906 | 98.206 | 95.406 | ||
| 43 | 2025.08.01 13:10 | sell | 13 | 0.10 | 96.211 | 0.000 | 0.000 | ||
| 44 | 2025.08.01 13:10 | modify | 13 | 0.10 | 96.211 | 96.681 | 95.406 | ||
| 45 | 2025.08.01 13:10 | modify | 12 | 0.10 | 96.906 | 96.681 | 95.406 | ||
| 46 | 2025.08.01 14:00 | sell | 14 | 0.10 | 95.762 | 0.000 | 0.000 | ||
| 47 | 2025.08.01 14:00 | modify | 14 | 0.10 | 95.762 | 96.081 | 95.406 | ||
| 48 | 2025.08.01 14:00 | modify | 13 | 0.10 | 96.211 | 96.081 | 95.406 | ||
| 49 | 2025.08.01 14:00 | modify | 12 | 0.10 | 96.906 | 96.081 | 95.406 | ||
| 50 | 2025.08.01 17:20 | t/p | 12 | 0.10 | 95.406 | 96.081 | 95.406 | 94.96 | 1332.83 |
| 51 | 2025.08.01 17:20 | t/p | 13 | 0.10 | 95.406 | 96.081 | 95.406 | 50.96 | 1383.79 |
| 52 | 2025.08.01 17:20 | t/p | 14 | 0.10 | 95.406 | 96.081 | 95.406 | 22.54 | 1406.33 |
| 53 | 2025.09.12 08:00 | sell | 15 | 0.10 | 98.215 | 0.000 | 0.000 | ||
| 54 | 2025.09.12 08:00 | modify | 15 | 0.10 | 98.215 | 99.515 | 96.715 | ||
| 55 | 2025.09.17 09:40 | sell | 16 | 0.10 | 97.607 | 0.000 | 0.000 | ||
| 56 | 2025.09.17 09:40 | modify | 16 | 0.10 | 97.607 | 97.765 | 96.715 | ||
| 57 | 2025.09.17 09:40 | modify | 15 | 0.10 | 98.215 | 97.765 | 96.715 | ||
| 58 | 2025.09.17 11:15 | sell | 17 | 0.10 | 97.536 | 0.000 | 0.000 | ||
| 59 | 2025.09.17 11:15 | modify | 17 | 0.10 | 97.536 | 97.990 | 96.715 | ||
| 60 | 2025.09.17 11:20 | modify | 17 | 0.10 | 97.536 | 97.765 | 96.715 | ||
| 61 | 2025.09.17 12:06 | s/l | 15 | 0.10 | 97.765 | 97.765 | 96.715 | 26.43 | 1432.76 |
| 62 | 2025.09.17 12:06 | s/l | 16 | 0.10 | 97.765 | 97.765 | 96.715 | -10.00 | 1422.76 |
| 63 | 2025.09.17 12:06 | s/l | 17 | 0.10 | 97.765 | 97.765 | 96.715 | -14.50 | 1408.26 |
| 64 | 2025.10.06 08:00 | sell | 18 | 0.10 | 99.080 | 0.000 | 0.000 | ||
| 65 | 2025.10.06 08:00 | modify | 18 | 0.10 | 99.080 | 100.380 | 97.580 | ||
| 66 | 2025.10.08 09:30 | s/l | 18 | 0.10 | 100.380 | 100.380 | 97.580 | -83.68 | 1324.58 |
| 67 | 2025.10.09 00:00 | sell | 19 | 0.10 | 100.550 | 0.000 | 0.000 | ||
| 68 | 2025.10.09 00:00 | modify | 19 | 0.10 | 100.550 | 101.850 | 99.050 | ||
| 69 | 2025.10.10 06:40 | sell | 20 | 0.10 | 99.872 | 0.000 | 0.000 | ||
| 70 | 2025.10.10 06:40 | modify | 20 | 0.10 | 99.872 | 100.325 | 99.050 | ||
| 71 | 2025.10.10 06:40 | modify | 19 | 0.10 | 100.550 | 100.325 | 99.050 | ||
| 72 | 2025.10.10 13:40 | sell | 21 | 0.10 | 99.927 | 0.000 | 0.000 | ||
| 73 | 2025.10.10 13:40 | modify | 21 | 0.10 | 99.927 | 100.100 | 99.050 | ||
| 74 | 2025.10.10 13:40 | modify | 20 | 0.10 | 99.872 | 100.100 | 99.050 | ||
| 75 | 2025.10.10 13:40 | modify | 19 | 0.10 | 100.550 | 100.100 | 99.050 | ||
| 76 | 2025.10.10 15:20 | t/p | 19 | 0.10 | 99.050 | 100.100 | 99.050 | 94.28 | 1418.86 |
| 77 | 2025.10.10 15:20 | t/p | 20 | 0.10 | 99.050 | 100.100 | 99.050 | 52.04 | 1470.90 |
| 78 | 2025.10.10 15:20 | t/p | 21 | 0.10 | 99.050 | 100.100 | 99.050 | 55.53 | 1526.43 |
| 79 | 2025.10.27 04:00 | sell | 22 | 0.10 | 99.954 | 0.000 | 0.000 | ||
| 80 | 2025.10.27 04:00 | modify | 22 | 0.10 | 99.954 | 101.254 | 98.454 | ||
| 81 | 2025.11.05 00:50 | sell | 23 | 0.10 | 99.252 | 0.000 | 0.000 | ||
| 82 | 2025.11.05 00:50 | modify | 23 | 0.10 | 99.252 | 99.729 | 98.454 | ||
| 83 | 2025.11.05 00:50 | modify | 22 | 0.10 | 99.954 | 99.729 | 98.454 | ||
| 84 | 2025.11.05 01:40 | sell | 24 | 0.10 | 98.825 | 0.000 | 0.000 | ||
| 85 | 2025.11.05 01:40 | modify | 24 | 0.10 | 98.825 | 99.129 | 98.454 | ||
| 86 | 2025.11.05 01:40 | modify | 23 | 0.10 | 99.252 | 99.129 | 98.454 | ||
| 87 | 2025.11.05 01:40 | modify | 22 | 0.10 | 99.954 | 99.129 | 98.454 | ||
| 88 | 2025.11.05 02:20 | s/l | 22 | 0.10 | 99.129 | 99.129 | 98.454 | 46.06 | 1572.49 |
| 89 | 2025.11.05 02:20 | s/l | 23 | 0.10 | 99.129 | 99.129 | 98.454 | 7.79 | 1580.28 |
| 90 | 2025.11.05 02:20 | s/l | 24 | 0.10 | 99.129 | 99.129 | 98.454 | -19.24 | 1561.04 |
| 91 | 2025.12.10 00:00 | sell | 25 | 0.10 | 104.109 | 0.000 | 0.000 | ||
| 92 | 2025.12.10 00:00 | modify | 25 | 0.10 | 104.109 | 105.409 | 102.609 | ||
| 93 | 2025.12.11 04:45 | sell | 26 | 0.10 | 103.416 | 0.000 | 0.000 | ||
| 94 | 2025.12.11 04:45 | modify | 26 | 0.10 | 103.416 | 103.884 | 102.609 | ||
| 95 | 2025.12.11 04:45 | modify | 25 | 0.10 | 104.109 | 103.884 | 102.609 | ||
| 96 | 2025.12.11 06:30 | sell | 27 | 0.10 | 103.501 | 0.000 | 0.000 | ||
| 97 | 2025.12.11 06:30 | modify | 27 | 0.10 | 103.501 | 103.659 | 102.609 | ||
| 98 | 2025.12.11 06:30 | modify | 26 | 0.10 | 103.416 | 103.659 | 102.609 | ||
| 99 | 2025.12.11 06:30 | modify | 25 | 0.10 | 104.109 | 103.659 | 102.609 | ||
| 100 | 2025.12.11 07:40 | s/l | 25 | 0.10 | 103.659 | 103.659 | 102.609 | 26.43 | 1587.47 |
| 101 | 2025.12.11 07:40 | s/l | 26 | 0.10 | 103.659 | 103.659 | 102.609 | -15.38 | 1572.09 |
| 102 | 2025.12.11 07:40 | s/l | 27 | 0.10 | 103.659 | 103.659 | 102.609 | -10.00 | 1562.09 |
| 103 | 2025.12.17 00:00 | buy | 28 | 0.10 | 102.683 | 0.000 | 0.000 | ||
| 104 | 2025.12.17 00:00 | modify | 28 | 0.10 | 102.683 | 101.383 | 104.183 | ||
| 105 | 2025.12.19 06:40 | buy | 29 | 0.10 | 103.373 | 0.000 | 0.000 | ||
| 106 | 2025.12.19 06:40 | modify | 29 | 0.10 | 103.373 | 102.908 | 104.183 | ||
| 107 | 2025.12.19 06:40 | modify | 28 | 0.10 | 102.683 | 102.908 | 104.183 | ||
| 108 | 2025.12.19 14:40 | t/p | 28 | 0.10 | 104.183 | 102.908 | 104.183 | 95.22 | 1657.31 |
| 109 | 2025.12.19 14:40 | t/p | 29 | 0.10 | 104.183 | 102.908 | 104.183 | 51.29 | 1708.60 |
| 110 | 2025.12.22 00:00 | sell | 30 | 0.10 | 104.221 | 0.000 | 0.000 | ||
| 111 | 2025.12.22 00:00 | modify | 30 | 0.10 | 104.221 | 105.521 | 102.721 | ||
| 112 | 2025.12.31 23:59 | close at stop | 30 | 0.10 | 104.561 | 105.521 | 102.721 | -27.71 | 1680.89 |