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 | 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=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 | 1910 | Ticks modelled | 28986033 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 472.05 | Gross profit | 736.86 | Gross loss | -264.81 |
| Profit factor | 2.78 | Expected payoff | 13.88 | ||
| Absolute drawdown | 45.65 | Maximal drawdown | 203.67 (13.05%) | Relative drawdown | 13.05% (203.67) |
| Total trades | 34 | Short positions (won %) | 29 (58.62%) | Long positions (won %) | 5 (40.00%) |
| Profit trades (% of total) | 19 (55.88%) | Loss trades (% of total) | 15 (44.12%) | ||
| Largest | profit trade | 94.96 | loss trade | -83.68 | |
| Average | profit trade | 38.78 | loss trade | -17.65 | |
| Maximum | consecutive wins (profit in money) | 5 (254.22) | consecutive losses (loss in money) | 3 (-107.62) | |
| Maximal | consecutive profit (count of wins) | 254.22 (5) | consecutive loss (count of losses) | -107.62 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | 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 14:13 | sell | 2 | 0.10 | 96.036 | 0.000 | 0.000 | ||
| 4 | 2025.02.13 14:13 | modify | 2 | 0.10 | 96.036 | 96.187 | 95.137 | ||
| 5 | 2025.02.13 14:13 | modify | 1 | 0.10 | 96.637 | 96.187 | 95.137 | ||
| 6 | 2025.02.13 14:48 | s/l | 1 | 0.10 | 96.187 | 96.187 | 95.137 | 26.43 | 1026.43 |
| 7 | 2025.02.13 14:48 | s/l | 2 | 0.10 | 96.187 | 96.187 | 95.137 | -9.56 | 1016.87 |
| 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 06:08 | buy | 4 | 0.10 | 91.492 | 0.000 | 0.000 | ||
| 11 | 2025.04.30 06:08 | modify | 4 | 0.10 | 91.492 | 91.342 | 92.392 | ||
| 12 | 2025.04.30 06:08 | modify | 3 | 0.10 | 90.892 | 91.342 | 92.392 | ||
| 13 | 2025.04.30 06:47 | s/l | 3 | 0.10 | 91.342 | 91.342 | 92.392 | 28.49 | 1045.36 |
| 14 | 2025.04.30 06:47 | s/l | 4 | 0.10 | 91.342 | 91.342 | 92.392 | -9.50 | 1035.86 |
| 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 08:32 | sell | 6 | 0.10 | 92.248 | 0.000 | 0.000 | ||
| 18 | 2025.05.06 08:32 | modify | 6 | 0.10 | 92.248 | 92.400 | 91.350 | ||
| 19 | 2025.05.06 08:32 | modify | 5 | 0.10 | 92.850 | 92.400 | 91.350 | ||
| 20 | 2025.05.06 08:59 | s/l | 5 | 0.10 | 92.400 | 92.400 | 91.350 | 27.12 | 1062.98 |
| 21 | 2025.05.06 08:59 | s/l | 6 | 0.10 | 92.400 | 92.400 | 91.350 | -9.62 | 1053.36 |
| 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 04:37 | sell | 8 | 0.10 | 93.963 | 0.000 | 0.000 | ||
| 25 | 2025.05.15 04:37 | modify | 8 | 0.10 | 93.963 | 94.114 | 93.064 | ||
| 26 | 2025.05.15 04:37 | modify | 7 | 0.10 | 94.564 | 94.114 | 93.064 | ||
| 27 | 2025.05.15 05:09 | sell | 9 | 0.10 | 93.889 | 0.000 | 0.000 | ||
| 28 | 2025.05.15 05:09 | modify | 9 | 0.10 | 93.889 | 94.339 | 93.064 | ||
| 29 | 2025.05.15 05:09 | modify | 9 | 0.10 | 93.889 | 94.114 | 93.064 | ||
| 30 | 2025.05.15 11:20 | sell | 10 | 0.10 | 93.439 | 0.000 | 0.000 | ||
| 31 | 2025.05.15 11:20 | modify | 10 | 0.10 | 93.439 | 93.739 | 93.064 | ||
| 32 | 2025.05.15 11:20 | modify | 8 | 0.10 | 93.963 | 93.739 | 93.064 | ||
| 33 | 2025.05.15 11:20 | modify | 9 | 0.10 | 93.889 | 93.739 | 93.064 | ||
| 34 | 2025.05.15 11:20 | modify | 7 | 0.10 | 94.564 | 93.739 | 93.064 | ||
| 35 | 2025.05.16 00:37 | t/p | 7 | 0.10 | 93.064 | 93.739 | 93.064 | 90.84 | 1144.20 |
| 36 | 2025.05.16 00:37 | t/p | 8 | 0.10 | 93.064 | 93.739 | 93.064 | 56.22 | 1200.42 |
| 37 | 2025.05.16 00:37 | t/p | 9 | 0.10 | 93.064 | 93.739 | 93.064 | 51.54 | 1251.96 |
| 38 | 2025.05.16 00:37 | t/p | 10 | 0.10 | 93.064 | 93.739 | 93.064 | 23.05 | 1275.02 |
| 39 | 2025.07.11 08:00 | sell | 11 | 0.10 | 96.702 | 0.000 | 0.000 | ||
| 40 | 2025.07.11 08:00 | modify | 11 | 0.10 | 96.702 | 98.002 | 95.202 | ||
| 41 | 2025.07.16 15:18 | sell | 12 | 0.10 | 96.100 | 0.000 | 0.000 | ||
| 42 | 2025.07.16 15:18 | modify | 12 | 0.10 | 96.100 | 96.252 | 95.202 | ||
| 43 | 2025.07.16 15:18 | modify | 11 | 0.10 | 96.702 | 96.252 | 95.202 | ||
| 44 | 2025.07.16 15:18 | s/l | 11 | 0.10 | 96.252 | 96.252 | 95.202 | 26.43 | 1301.45 |
| 45 | 2025.07.16 15:18 | s/l | 12 | 0.10 | 96.252 | 96.252 | 95.202 | -9.62 | 1291.83 |
| 46 | 2025.08.01 04:00 | sell | 13 | 0.10 | 96.906 | 0.000 | 0.000 | ||
| 47 | 2025.08.01 04:00 | modify | 13 | 0.10 | 96.906 | 98.206 | 95.406 | ||
| 48 | 2025.08.01 13:00 | sell | 14 | 0.10 | 96.306 | 0.000 | 0.000 | ||
| 49 | 2025.08.01 13:00 | modify | 14 | 0.10 | 96.306 | 96.456 | 95.406 | ||
| 50 | 2025.08.01 13:00 | modify | 13 | 0.10 | 96.906 | 96.456 | 95.406 | ||
| 51 | 2025.08.01 13:06 | sell | 15 | 0.10 | 96.230 | 0.000 | 0.000 | ||
| 52 | 2025.08.01 13:06 | modify | 15 | 0.10 | 96.230 | 96.681 | 95.406 | ||
| 53 | 2025.08.01 13:06 | modify | 15 | 0.10 | 96.230 | 96.456 | 95.406 | ||
| 54 | 2025.08.01 13:50 | sell | 16 | 0.10 | 95.780 | 0.000 | 0.000 | ||
| 55 | 2025.08.01 13:50 | modify | 16 | 0.10 | 95.780 | 96.081 | 95.406 | ||
| 56 | 2025.08.01 13:50 | modify | 14 | 0.10 | 96.306 | 96.081 | 95.406 | ||
| 57 | 2025.08.01 13:50 | modify | 15 | 0.10 | 96.230 | 96.081 | 95.406 | ||
| 58 | 2025.08.01 13:50 | modify | 13 | 0.10 | 96.906 | 96.081 | 95.406 | ||
| 59 | 2025.08.01 17:01 | t/p | 13 | 0.10 | 95.406 | 96.081 | 95.406 | 94.96 | 1386.79 |
| 60 | 2025.08.01 17:01 | t/p | 14 | 0.10 | 95.406 | 96.081 | 95.406 | 56.98 | 1443.77 |
| 61 | 2025.08.01 17:01 | t/p | 15 | 0.10 | 95.406 | 96.081 | 95.406 | 52.17 | 1495.94 |
| 62 | 2025.08.01 17:01 | t/p | 16 | 0.10 | 95.406 | 96.081 | 95.406 | 23.68 | 1519.62 |
| 63 | 2025.09.12 08:00 | sell | 17 | 0.10 | 98.215 | 0.000 | 0.000 | ||
| 64 | 2025.09.12 08:00 | modify | 17 | 0.10 | 98.215 | 99.515 | 96.715 | ||
| 65 | 2025.09.17 09:45 | sell | 18 | 0.10 | 97.612 | 0.000 | 0.000 | ||
| 66 | 2025.09.17 09:45 | modify | 18 | 0.10 | 97.612 | 97.765 | 96.715 | ||
| 67 | 2025.09.17 09:45 | modify | 17 | 0.10 | 98.215 | 97.765 | 96.715 | ||
| 68 | 2025.09.17 11:01 | sell | 19 | 0.10 | 97.540 | 0.000 | 0.000 | ||
| 69 | 2025.09.17 11:01 | modify | 19 | 0.10 | 97.540 | 97.990 | 96.715 | ||
| 70 | 2025.09.17 11:01 | modify | 19 | 0.10 | 97.540 | 97.765 | 96.715 | ||
| 71 | 2025.09.17 12:05 | s/l | 17 | 0.10 | 97.765 | 97.765 | 96.715 | 26.43 | 1546.05 |
| 72 | 2025.09.17 12:05 | s/l | 18 | 0.10 | 97.765 | 97.765 | 96.715 | -9.69 | 1536.36 |
| 73 | 2025.09.17 12:05 | s/l | 19 | 0.10 | 97.765 | 97.765 | 96.715 | -14.25 | 1522.11 |
| 74 | 2025.10.06 08:00 | sell | 20 | 0.10 | 99.080 | 0.000 | 0.000 | ||
| 75 | 2025.10.06 08:00 | modify | 20 | 0.10 | 99.080 | 100.380 | 97.580 | ||
| 76 | 2025.10.08 09:27 | s/l | 20 | 0.10 | 100.380 | 100.380 | 97.580 | -83.68 | 1438.42 |
| 77 | 2025.10.09 00:00 | sell | 21 | 0.10 | 100.550 | 0.000 | 0.000 | ||
| 78 | 2025.10.09 00:00 | modify | 21 | 0.10 | 100.550 | 101.850 | 99.050 | ||
| 79 | 2025.10.10 06:50 | sell | 22 | 0.10 | 99.944 | 0.000 | 0.000 | ||
| 80 | 2025.10.10 06:50 | modify | 22 | 0.10 | 99.944 | 100.100 | 99.050 | ||
| 81 | 2025.10.10 06:50 | modify | 21 | 0.10 | 100.550 | 100.100 | 99.050 | ||
| 82 | 2025.10.10 06:51 | sell | 23 | 0.10 | 99.874 | 0.000 | 0.000 | ||
| 83 | 2025.10.10 06:51 | modify | 23 | 0.10 | 99.874 | 100.325 | 99.050 | ||
| 84 | 2025.10.10 06:51 | modify | 23 | 0.10 | 99.874 | 100.100 | 99.050 | ||
| 85 | 2025.10.10 07:11 | s/l | 21 | 0.10 | 100.100 | 100.100 | 99.050 | 27.80 | 1466.23 |
| 86 | 2025.10.10 07:11 | s/l | 22 | 0.10 | 100.100 | 100.100 | 99.050 | -9.88 | 1456.35 |
| 87 | 2025.10.10 07:11 | s/l | 23 | 0.10 | 100.100 | 100.100 | 99.050 | -14.31 | 1442.04 |
| 88 | 2025.10.27 04:00 | sell | 24 | 0.10 | 99.954 | 0.000 | 0.000 | ||
| 89 | 2025.10.27 04:00 | modify | 24 | 0.10 | 99.954 | 101.254 | 98.454 | ||
| 90 | 2025.11.05 00:40 | sell | 25 | 0.10 | 99.352 | 0.000 | 0.000 | ||
| 91 | 2025.11.05 00:40 | modify | 25 | 0.10 | 99.352 | 99.504 | 98.454 | ||
| 92 | 2025.11.05 00:40 | modify | 24 | 0.10 | 99.954 | 99.504 | 98.454 | ||
| 93 | 2025.11.05 00:42 | sell | 26 | 0.10 | 99.277 | 0.000 | 0.000 | ||
| 94 | 2025.11.05 00:42 | modify | 26 | 0.10 | 99.277 | 99.729 | 98.454 | ||
| 95 | 2025.11.05 00:42 | modify | 26 | 0.10 | 99.277 | 99.504 | 98.454 | ||
| 96 | 2025.11.05 01:26 | sell | 27 | 0.10 | 98.825 | 0.000 | 0.000 | ||
| 97 | 2025.11.05 01:26 | modify | 27 | 0.10 | 98.825 | 99.129 | 98.454 | ||
| 98 | 2025.11.05 01:26 | modify | 25 | 0.10 | 99.352 | 99.129 | 98.454 | ||
| 99 | 2025.11.05 01:26 | modify | 26 | 0.10 | 99.277 | 99.129 | 98.454 | ||
| 100 | 2025.11.05 01:26 | modify | 24 | 0.10 | 99.954 | 99.129 | 98.454 | ||
| 101 | 2025.11.05 01:57 | s/l | 24 | 0.10 | 99.129 | 99.129 | 98.454 | 46.06 | 1488.09 |
| 102 | 2025.11.05 01:57 | s/l | 25 | 0.10 | 99.129 | 99.129 | 98.454 | 14.12 | 1502.21 |
| 103 | 2025.11.05 01:57 | s/l | 26 | 0.10 | 99.129 | 99.129 | 98.454 | 9.37 | 1511.58 |
| 104 | 2025.11.05 01:57 | s/l | 27 | 0.10 | 99.129 | 99.129 | 98.454 | -19.24 | 1492.34 |
| 105 | 2025.12.10 00:00 | sell | 28 | 0.10 | 104.109 | 0.000 | 0.000 | ||
| 106 | 2025.12.10 00:00 | modify | 28 | 0.10 | 104.109 | 105.409 | 102.609 | ||
| 107 | 2025.12.11 03:08 | sell | 29 | 0.10 | 103.508 | 0.000 | 0.000 | ||
| 108 | 2025.12.11 03:08 | modify | 29 | 0.10 | 103.508 | 103.659 | 102.609 | ||
| 109 | 2025.12.11 03:08 | modify | 28 | 0.10 | 104.109 | 103.659 | 102.609 | ||
| 110 | 2025.12.11 03:13 | sell | 30 | 0.10 | 103.432 | 0.000 | 0.000 | ||
| 111 | 2025.12.11 03:13 | modify | 30 | 0.10 | 103.432 | 103.884 | 102.609 | ||
| 112 | 2025.12.11 03:13 | modify | 30 | 0.10 | 103.432 | 103.659 | 102.609 | ||
| 113 | 2025.12.11 07:48 | s/l | 28 | 0.10 | 103.659 | 103.659 | 102.609 | 26.43 | 1518.77 |
| 114 | 2025.12.11 07:48 | s/l | 29 | 0.10 | 103.659 | 103.659 | 102.609 | -9.56 | 1509.21 |
| 115 | 2025.12.11 07:48 | s/l | 30 | 0.10 | 103.659 | 103.659 | 102.609 | -14.37 | 1494.84 |
| 116 | 2025.12.17 00:00 | buy | 31 | 0.10 | 102.683 | 0.000 | 0.000 | ||
| 117 | 2025.12.17 00:00 | modify | 31 | 0.10 | 102.683 | 101.383 | 104.183 | ||
| 118 | 2025.12.19 06:40 | buy | 32 | 0.10 | 103.283 | 0.000 | 0.000 | ||
| 119 | 2025.12.19 06:40 | modify | 32 | 0.10 | 103.283 | 103.133 | 104.183 | ||
| 120 | 2025.12.19 06:40 | modify | 31 | 0.10 | 102.683 | 103.133 | 104.183 | ||
| 121 | 2025.12.19 06:40 | buy | 33 | 0.10 | 103.359 | 0.000 | 0.000 | ||
| 122 | 2025.12.19 06:40 | modify | 33 | 0.10 | 103.359 | 102.908 | 104.183 | ||
| 123 | 2025.12.19 06:40 | modify | 33 | 0.10 | 103.359 | 103.133 | 104.183 | ||
| 124 | 2025.12.19 06:47 | s/l | 31 | 0.10 | 103.133 | 103.133 | 104.183 | 28.73 | 1523.58 |
| 125 | 2025.12.19 06:47 | s/l | 32 | 0.10 | 103.133 | 103.133 | 104.183 | -9.50 | 1514.08 |
| 126 | 2025.12.19 06:47 | s/l | 33 | 0.10 | 103.133 | 103.133 | 104.183 | -14.32 | 1499.76 |
| 127 | 2025.12.22 00:00 | sell | 34 | 0.10 | 104.221 | 0.000 | 0.000 | ||
| 128 | 2025.12.22 00:00 | modify | 34 | 0.10 | 104.221 | 105.521 | 102.721 | ||
| 129 | 2025.12.31 21:58 | close at stop | 34 | 0.10 | 104.561 | 105.521 | 102.721 | -27.71 | 1472.05 |