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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 | 512.23 | Gross profit | 1460.04 | Gross loss | -947.80 |
| Profit factor | 1.54 | Expected payoff | 11.64 | ||
| Absolute drawdown | 56.79 | Maximal drawdown | 358.33 (19.33%) | Relative drawdown | 19.33% (358.33) |
| Total trades | 44 | Short positions (won %) | 22 (59.09%) | Long positions (won %) | 22 (59.09%) |
| Profit trades (% of total) | 26 (59.09%) | Loss trades (% of total) | 18 (40.91%) | ||
| Largest | profit trade | 96.14 | loss trade | -117.62 | |
| Average | profit trade | 56.16 | loss trade | -52.66 | |
| Maximum | consecutive wins (profit in money) | 6 (427.85) | consecutive losses (loss in money) | 3 (-146.94) | |
| Maximal | consecutive profit (count of wins) | 427.85 (6) | consecutive loss (count of losses) | -146.94 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.01.06 04:00 | sell | 1 | 0.10 | 98.141 | 0.000 | 0.000 | ||
| 2 | 2025.01.06 04:00 | modify | 1 | 0.10 | 98.141 | 99.641 | 96.641 | ||
| 3 | 2025.01.13 08:00 | t/p | 1 | 0.10 | 96.641 | 99.641 | 96.641 | 90.15 | 1090.15 |
| 4 | 2025.01.16 04:00 | buy | 2 | 0.10 | 96.773 | 0.000 | 0.000 | ||
| 5 | 2025.01.16 04:00 | modify | 2 | 0.10 | 96.773 | 95.273 | 98.273 | ||
| 6 | 2025.01.20 16:00 | buy | 3 | 0.10 | 97.450 | 0.000 | 0.000 | ||
| 7 | 2025.01.20 16:00 | modify | 3 | 0.10 | 97.450 | 96.923 | 98.273 | ||
| 8 | 2025.01.20 16:00 | modify | 2 | 0.10 | 96.773 | 96.923 | 98.273 | ||
| 9 | 2025.01.21 04:00 | s/l | 2 | 0.10 | 96.923 | 96.923 | 98.273 | 9.68 | 1099.84 |
| 10 | 2025.01.21 04:00 | s/l | 3 | 0.10 | 96.923 | 96.923 | 98.273 | -33.31 | 1066.53 |
| 11 | 2025.01.22 12:00 | sell | 4 | 0.10 | 97.935 | 0.000 | 0.000 | ||
| 12 | 2025.01.22 12:00 | modify | 4 | 0.10 | 97.935 | 99.435 | 96.435 | ||
| 13 | 2025.01.29 00:00 | sell | 5 | 0.10 | 97.248 | 0.000 | 0.000 | ||
| 14 | 2025.01.29 00:00 | modify | 5 | 0.10 | 97.248 | 97.785 | 96.435 | ||
| 15 | 2025.01.29 00:00 | modify | 4 | 0.10 | 97.935 | 97.785 | 96.435 | ||
| 16 | 2025.01.30 04:00 | t/p | 4 | 0.10 | 96.435 | 97.785 | 96.435 | 88.09 | 1154.62 |
| 17 | 2025.01.30 04:00 | t/p | 5 | 0.10 | 96.435 | 97.785 | 96.435 | 49.41 | 1204.03 |
| 18 | 2025.02.11 16:00 | sell | 6 | 0.10 | 95.885 | 0.000 | 0.000 | ||
| 19 | 2025.02.11 16:00 | modify | 6 | 0.10 | 95.885 | 97.385 | 94.385 | ||
| 20 | 2025.02.25 16:00 | t/p | 6 | 0.10 | 94.385 | 97.385 | 94.385 | 85.36 | 1289.38 |
| 21 | 2025.03.17 16:00 | sell | 7 | 0.10 | 94.676 | 0.000 | 0.000 | ||
| 22 | 2025.03.17 16:00 | modify | 7 | 0.10 | 94.676 | 96.176 | 93.176 | ||
| 23 | 2025.03.21 16:00 | t/p | 7 | 0.10 | 93.176 | 96.176 | 93.176 | 90.84 | 1380.22 |
| 24 | 2025.03.24 16:00 | sell | 8 | 0.10 | 94.642 | 0.000 | 0.000 | ||
| 25 | 2025.03.24 16:00 | modify | 8 | 0.10 | 94.642 | 96.142 | 93.142 | ||
| 26 | 2025.03.31 16:00 | t/p | 8 | 0.10 | 93.142 | 96.142 | 93.142 | 90.16 | 1470.39 |
| 27 | 2025.04.01 12:00 | buy | 9 | 0.10 | 93.265 | 0.000 | 0.000 | ||
| 28 | 2025.04.01 12:00 | modify | 9 | 0.10 | 93.265 | 91.765 | 94.765 | ||
| 29 | 2025.04.01 20:00 | buy | 10 | 0.10 | 93.955 | 0.000 | 0.000 | ||
| 30 | 2025.04.01 20:00 | modify | 10 | 0.10 | 93.955 | 93.415 | 94.765 | ||
| 31 | 2025.04.01 20:00 | modify | 9 | 0.10 | 93.265 | 93.415 | 94.765 | ||
| 32 | 2025.04.02 00:00 | buy | 11 | 0.10 | 94.192 | 0.000 | 0.000 | ||
| 33 | 2025.04.02 00:00 | modify | 11 | 0.10 | 94.192 | 93.640 | 94.765 | ||
| 34 | 2025.04.02 00:00 | modify | 10 | 0.10 | 93.955 | 93.640 | 94.765 | ||
| 35 | 2025.04.02 00:00 | modify | 9 | 0.10 | 93.265 | 93.640 | 94.765 | ||
| 36 | 2025.04.03 00:00 | s/l | 9 | 0.10 | 93.640 | 93.640 | 94.765 | 23.99 | 1494.38 |
| 37 | 2025.04.03 00:00 | s/l | 10 | 0.10 | 93.640 | 93.640 | 94.765 | -19.71 | 1474.67 |
| 38 | 2025.04.03 00:00 | s/l | 11 | 0.10 | 93.640 | 93.640 | 94.765 | -34.77 | 1439.91 |
| 39 | 2025.04.22 12:00 | buy | 12 | 0.10 | 89.720 | 0.000 | 0.000 | ||
| 40 | 2025.04.22 12:00 | modify | 12 | 0.10 | 89.720 | 88.220 | 91.220 | ||
| 41 | 2025.04.23 16:00 | t/p | 12 | 0.10 | 91.220 | 88.220 | 91.220 | 95.05 | 1534.96 |
| 42 | 2025.04.29 16:00 | buy | 13 | 0.10 | 90.866 | 0.000 | 0.000 | ||
| 43 | 2025.04.29 16:00 | modify | 13 | 0.10 | 90.866 | 89.366 | 92.366 | ||
| 44 | 2025.04.30 20:00 | buy | 14 | 0.10 | 91.558 | 0.000 | 0.000 | ||
| 45 | 2025.04.30 20:00 | modify | 14 | 0.10 | 91.558 | 91.016 | 92.366 | ||
| 46 | 2025.04.30 20:00 | modify | 13 | 0.10 | 90.866 | 91.016 | 92.366 | ||
| 47 | 2025.05.01 04:00 | buy | 15 | 0.10 | 92.092 | 0.000 | 0.000 | ||
| 48 | 2025.05.01 04:00 | modify | 15 | 0.10 | 92.092 | 91.691 | 92.366 | ||
| 49 | 2025.05.01 04:00 | modify | 14 | 0.10 | 91.558 | 91.691 | 92.366 | ||
| 50 | 2025.05.01 04:00 | modify | 13 | 0.10 | 90.866 | 91.691 | 92.366 | ||
| 51 | 2025.05.01 08:00 | t/p | 13 | 0.10 | 92.366 | 91.691 | 92.366 | 95.22 | 1630.18 |
| 52 | 2025.05.01 08:00 | t/p | 14 | 0.10 | 92.366 | 91.691 | 92.366 | 51.34 | 1681.52 |
| 53 | 2025.05.01 08:00 | t/p | 15 | 0.10 | 92.366 | 91.691 | 92.366 | 17.35 | 1698.87 |
| 54 | 2025.05.02 20:00 | sell | 16 | 0.10 | 93.481 | 0.000 | 0.000 | ||
| 55 | 2025.05.02 20:00 | modify | 16 | 0.10 | 93.481 | 94.981 | 91.981 | ||
| 56 | 2025.05.06 08:00 | sell | 17 | 0.10 | 92.564 | 0.000 | 0.000 | ||
| 57 | 2025.05.06 08:00 | modify | 17 | 0.10 | 92.564 | 93.106 | 91.981 | ||
| 58 | 2025.05.06 08:00 | modify | 16 | 0.10 | 93.481 | 93.106 | 91.981 | ||
| 59 | 2025.05.06 12:00 | sell | 18 | 0.10 | 92.272 | 0.000 | 0.000 | ||
| 60 | 2025.05.06 12:00 | modify | 18 | 0.10 | 92.272 | 92.656 | 91.981 | ||
| 61 | 2025.05.06 12:00 | modify | 17 | 0.10 | 92.564 | 92.656 | 91.981 | ||
| 62 | 2025.05.06 12:00 | modify | 16 | 0.10 | 93.481 | 92.656 | 91.981 | ||
| 63 | 2025.05.06 16:00 | s/l | 16 | 0.10 | 92.656 | 92.656 | 91.981 | 50.86 | 1749.73 |
| 64 | 2025.05.06 16:00 | s/l | 17 | 0.10 | 92.656 | 92.656 | 91.981 | -5.83 | 1743.90 |
| 65 | 2025.05.06 16:00 | s/l | 18 | 0.10 | 92.656 | 92.656 | 91.981 | -24.32 | 1719.58 |
| 66 | 2025.05.20 08:00 | buy | 19 | 0.10 | 92.616 | 0.000 | 0.000 | ||
| 67 | 2025.05.20 08:00 | modify | 19 | 0.10 | 92.616 | 91.116 | 94.116 | ||
| 68 | 2025.06.06 20:00 | t/p | 19 | 0.10 | 94.116 | 91.116 | 94.116 | 96.14 | 1815.71 |
| 69 | 2025.06.11 20:00 | buy | 20 | 0.10 | 94.035 | 0.000 | 0.000 | ||
| 70 | 2025.06.11 20:00 | modify | 20 | 0.10 | 94.035 | 92.535 | 95.535 | ||
| 71 | 2025.06.13 04:00 | s/l | 20 | 0.10 | 92.535 | 92.535 | 95.535 | -94.74 | 1720.98 |
| 72 | 2025.06.13 04:00 | buy | 21 | 0.10 | 93.031 | 0.000 | 0.000 | ||
| 73 | 2025.06.13 04:00 | modify | 21 | 0.10 | 93.031 | 91.531 | 94.531 | ||
| 74 | 2025.06.16 20:00 | t/p | 21 | 0.10 | 94.531 | 91.531 | 94.531 | 95.04 | 1816.02 |
| 75 | 2025.06.25 12:00 | sell | 22 | 0.10 | 94.693 | 0.000 | 0.000 | ||
| 76 | 2025.06.25 12:00 | modify | 22 | 0.10 | 94.693 | 96.193 | 93.193 | ||
| 77 | 2025.07.01 12:00 | sell | 23 | 0.10 | 93.995 | 0.000 | 0.000 | ||
| 78 | 2025.07.01 12:00 | modify | 23 | 0.10 | 93.995 | 94.543 | 93.193 | ||
| 79 | 2025.07.01 12:00 | modify | 22 | 0.10 | 94.693 | 94.543 | 93.193 | ||
| 80 | 2025.07.01 20:00 | s/l | 22 | 0.10 | 94.543 | 94.543 | 93.193 | 5.38 | 1821.40 |
| 81 | 2025.07.01 20:00 | s/l | 23 | 0.10 | 94.543 | 94.543 | 93.193 | -34.69 | 1786.71 |
| 82 | 2025.07.03 16:00 | sell | 24 | 0.10 | 95.284 | 0.000 | 0.000 | ||
| 83 | 2025.07.03 16:00 | modify | 24 | 0.10 | 95.284 | 96.784 | 93.784 | ||
| 84 | 2025.07.07 04:00 | sell | 25 | 0.10 | 94.365 | 0.000 | 0.000 | ||
| 85 | 2025.07.07 04:00 | modify | 25 | 0.10 | 94.365 | 94.909 | 93.784 | ||
| 86 | 2025.07.07 04:00 | modify | 24 | 0.10 | 95.284 | 94.909 | 93.784 | ||
| 87 | 2025.07.07 16:00 | s/l | 24 | 0.10 | 94.909 | 94.909 | 93.784 | 22.38 | 1809.08 |
| 88 | 2025.07.07 16:00 | s/l | 25 | 0.10 | 94.909 | 94.909 | 93.784 | -34.44 | 1774.64 |
| 89 | 2025.07.11 16:00 | sell | 26 | 0.10 | 96.873 | 0.000 | 0.000 | ||
| 90 | 2025.07.11 16:00 | modify | 26 | 0.10 | 96.873 | 98.373 | 95.373 | ||
| 91 | 2025.07.22 12:00 | sell | 27 | 0.10 | 95.958 | 0.000 | 0.000 | ||
| 92 | 2025.07.22 12:00 | modify | 27 | 0.10 | 95.958 | 96.498 | 95.373 | ||
| 93 | 2025.07.22 12:00 | modify | 26 | 0.10 | 96.873 | 96.498 | 95.373 | ||
| 94 | 2025.07.23 04:00 | s/l | 26 | 0.10 | 96.498 | 96.498 | 95.373 | 16.88 | 1791.53 |
| 95 | 2025.07.23 04:00 | s/l | 27 | 0.10 | 96.498 | 96.498 | 95.373 | -34.87 | 1756.66 |
| 96 | 2025.08.01 16:00 | buy | 28 | 0.10 | 95.759 | 0.000 | 0.000 | ||
| 97 | 2025.08.01 16:00 | modify | 28 | 0.10 | 95.759 | 94.259 | 97.259 | ||
| 98 | 2025.08.08 12:00 | buy | 29 | 0.10 | 96.436 | 0.000 | 0.000 | ||
| 99 | 2025.08.08 12:00 | modify | 29 | 0.10 | 96.436 | 95.909 | 97.259 | ||
| 100 | 2025.08.08 12:00 | modify | 28 | 0.10 | 95.759 | 95.909 | 97.259 | ||
| 101 | 2025.08.13 08:00 | buy | 30 | 0.10 | 96.665 | 0.000 | 0.000 | ||
| 102 | 2025.08.13 08:00 | modify | 30 | 0.10 | 96.665 | 96.134 | 97.259 | ||
| 103 | 2025.08.13 08:00 | modify | 29 | 0.10 | 96.436 | 96.134 | 97.259 | ||
| 104 | 2025.08.13 08:00 | modify | 28 | 0.10 | 95.759 | 96.134 | 97.259 | ||
| 105 | 2025.08.14 04:00 | s/l | 28 | 0.10 | 96.134 | 96.134 | 97.259 | 24.54 | 1781.20 |
| 106 | 2025.08.14 04:00 | s/l | 29 | 0.10 | 96.134 | 96.134 | 97.259 | -18.76 | 1762.45 |
| 107 | 2025.08.14 04:00 | s/l | 30 | 0.10 | 96.134 | 96.134 | 97.259 | -33.44 | 1729.01 |
| 108 | 2025.08.14 04:00 | buy | 31 | 0.10 | 95.983 | 0.000 | 0.000 | ||
| 109 | 2025.08.14 04:00 | modify | 31 | 0.10 | 95.983 | 94.483 | 97.483 | ||
| 110 | 2025.08.20 16:00 | s/l | 31 | 0.10 | 94.483 | 94.483 | 97.483 | -94.75 | 1634.26 |
| 111 | 2025.08.20 16:00 | buy | 32 | 0.10 | 94.631 | 0.000 | 0.000 | ||
| 112 | 2025.08.20 16:00 | modify | 32 | 0.10 | 94.631 | 93.131 | 96.131 | ||
| 113 | 2025.08.21 20:00 | buy | 33 | 0.10 | 95.308 | 0.000 | 0.000 | ||
| 114 | 2025.08.21 20:00 | modify | 33 | 0.10 | 95.308 | 94.781 | 96.131 | ||
| 115 | 2025.08.21 20:00 | modify | 32 | 0.10 | 94.631 | 94.781 | 96.131 | ||
| 116 | 2025.08.26 00:00 | buy | 34 | 0.10 | 95.837 | 0.000 | 0.000 | ||
| 117 | 2025.08.26 00:00 | modify | 34 | 0.10 | 95.837 | 95.456 | 96.131 | ||
| 118 | 2025.08.26 00:00 | modify | 33 | 0.10 | 95.308 | 95.456 | 96.131 | ||
| 119 | 2025.08.26 00:00 | modify | 32 | 0.10 | 94.631 | 95.456 | 96.131 | ||
| 120 | 2025.08.26 04:00 | s/l | 32 | 0.10 | 95.456 | 95.456 | 96.131 | 52.61 | 1686.88 |
| 121 | 2025.08.26 04:00 | s/l | 33 | 0.10 | 95.456 | 95.456 | 96.131 | 9.56 | 1696.44 |
| 122 | 2025.08.26 04:00 | s/l | 34 | 0.10 | 95.456 | 95.456 | 96.131 | -24.12 | 1672.32 |
| 123 | 2025.09.03 04:00 | sell | 35 | 0.10 | 97.055 | 0.000 | 0.000 | ||
| 124 | 2025.09.03 04:00 | modify | 35 | 0.10 | 97.055 | 98.555 | 95.555 | ||
| 125 | 2025.10.06 00:00 | s/l | 35 | 0.10 | 98.555 | 98.555 | 95.555 | -117.62 | 1554.70 |
| 126 | 2025.10.07 20:00 | sell | 36 | 0.10 | 99.945 | 0.000 | 0.000 | ||
| 127 | 2025.10.07 20:00 | modify | 36 | 0.10 | 99.945 | 101.445 | 98.445 | ||
| 128 | 2025.10.10 16:00 | t/p | 36 | 0.10 | 98.445 | 101.445 | 98.445 | 91.54 | 1646.23 |
| 129 | 2025.10.10 16:00 | buy | 37 | 0.10 | 98.687 | 0.000 | 0.000 | ||
| 130 | 2025.10.10 16:00 | modify | 37 | 0.10 | 98.687 | 97.187 | 100.187 | ||
| 131 | 2025.10.17 00:00 | s/l | 37 | 0.10 | 97.187 | 97.187 | 100.187 | -94.56 | 1551.67 |
| 132 | 2025.10.30 04:00 | sell | 38 | 0.10 | 100.810 | 0.000 | 0.000 | ||
| 133 | 2025.10.30 04:00 | modify | 38 | 0.10 | 100.810 | 102.310 | 99.310 | ||
| 134 | 2025.11.05 04:00 | t/p | 38 | 0.10 | 99.310 | 102.310 | 99.310 | 92.22 | 1643.89 |
| 135 | 2025.11.06 16:00 | buy | 39 | 0.10 | 99.033 | 0.000 | 0.000 | ||
| 136 | 2025.11.06 16:00 | modify | 39 | 0.10 | 99.033 | 97.533 | 100.533 | ||
| 137 | 2025.11.10 08:00 | t/p | 39 | 0.10 | 100.533 | 97.533 | 100.533 | 95.10 | 1738.99 |
| 138 | 2025.11.12 08:00 | sell | 40 | 0.10 | 101.081 | 0.000 | 0.000 | ||
| 139 | 2025.11.12 08:00 | modify | 40 | 0.10 | 101.081 | 102.581 | 99.581 | ||
| 140 | 2025.12.04 04:00 | s/l | 40 | 0.10 | 102.581 | 102.581 | 99.581 | -111.44 | 1627.55 |
| 141 | 2025.12.09 08:00 | sell | 41 | 0.10 | 103.672 | 0.000 | 0.000 | ||
| 142 | 2025.12.09 08:00 | modify | 41 | 0.10 | 103.672 | 105.172 | 102.172 | ||
| 143 | 2025.12.16 04:00 | sell | 42 | 0.10 | 102.772 | 0.000 | 0.000 | ||
| 144 | 2025.12.16 04:00 | modify | 42 | 0.10 | 102.772 | 103.297 | 102.172 | ||
| 145 | 2025.12.16 04:00 | modify | 41 | 0.10 | 103.672 | 103.297 | 102.172 | ||
| 146 | 2025.12.19 08:00 | s/l | 41 | 0.10 | 103.297 | 103.297 | 102.172 | 15.50 | 1643.05 |
| 147 | 2025.12.19 08:00 | s/l | 42 | 0.10 | 103.297 | 103.297 | 102.172 | -36.67 | 1606.38 |
| 148 | 2025.12.19 08:00 | sell | 43 | 0.10 | 103.488 | 0.000 | 0.000 | ||
| 149 | 2025.12.19 08:00 | modify | 43 | 0.10 | 103.488 | 104.988 | 101.988 | ||
| 150 | 2025.12.26 04:00 | s/l | 43 | 0.10 | 104.988 | 104.988 | 101.988 | -99.78 | 1506.60 |
| 151 | 2025.12.29 16:00 | buy | 44 | 0.10 | 104.444 | 0.000 | 0.000 | ||
| 152 | 2025.12.29 16:00 | modify | 44 | 0.10 | 104.444 | 102.944 | 105.944 | ||
| 153 | 2025.12.31 23:59 | close at stop | 44 | 0.10 | 104.531 | 102.944 | 105.944 | 5.63 | 1512.23 |