Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1460)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2025.03.02 22:00 - 2026.02.27 21:59 (2025.03.01 - 2026.03.01) | ||||
| 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=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; 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=50; 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=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 7200 | Ticks modelled | 13399 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 876.15 | Gross profit | 1217.90 | Gross loss | -341.74 |
| Profit factor | 3.56 | Expected payoff | 33.70 | ||
| Absolute drawdown | 27.02 | Maximal drawdown | 198.67 (11.70%) | Relative drawdown | 11.70% (198.67) |
| Total trades | 26 | Short positions (won %) | 9 (66.67%) | Long positions (won %) | 17 (82.35%) |
| Profit trades (% of total) | 20 (76.92%) | Loss trades (% of total) | 6 (23.08%) | ||
| Largest | profit trade | 95.56 | loss trade | -88.80 | |
| Average | profit trade | 60.89 | loss trade | -56.96 | |
| Maximum | consecutive wins (profit in money) | 8 (524.88) | consecutive losses (loss in money) | 2 (-162.62) | |
| Maximal | consecutive profit (count of wins) | 524.88 (8) | consecutive loss (count of losses) | -162.62 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.03.13 09:00 | buy | 1 | 0.10 | 93.085 | 0.000 | 0.000 | ||
| 2 | 2025.03.13 09:00 | modify | 1 | 0.10 | 93.085 | 91.785 | 94.585 | ||
| 3 | 2025.03.14 13:00 | buy | 2 | 0.10 | 93.990 | 0.000 | 0.000 | ||
| 4 | 2025.03.14 13:00 | modify | 2 | 0.10 | 93.990 | 93.460 | 94.585 | ||
| 5 | 2025.03.14 13:00 | modify | 1 | 0.10 | 93.085 | 93.460 | 94.585 | ||
| 6 | 2025.03.17 04:00 | buy | 3 | 0.10 | 94.150 | 0.000 | 0.000 | ||
| 7 | 2025.03.17 04:00 | modify | 3 | 0.10 | 94.150 | 93.685 | 94.585 | ||
| 8 | 2025.03.17 04:00 | modify | 2 | 0.10 | 93.990 | 93.685 | 94.585 | ||
| 9 | 2025.03.17 04:00 | modify | 1 | 0.10 | 93.085 | 93.685 | 94.585 | ||
| 10 | 2025.03.17 14:00 | t/p | 1 | 0.10 | 94.585 | 93.685 | 94.585 | 94.85 | 1094.85 |
| 11 | 2025.03.17 14:00 | t/p | 2 | 0.10 | 94.585 | 93.685 | 94.585 | 37.64 | 1132.49 |
| 12 | 2025.03.17 14:00 | t/p | 3 | 0.10 | 94.585 | 93.685 | 94.585 | 27.46 | 1159.95 |
| 13 | 2025.03.17 20:00 | sell | 4 | 0.10 | 95.253 | 0.000 | 0.000 | ||
| 14 | 2025.03.17 20:00 | modify | 4 | 0.10 | 95.253 | 96.553 | 93.753 | ||
| 15 | 2025.03.20 10:00 | t/p | 4 | 0.10 | 93.753 | 96.553 | 93.753 | 90.46 | 1250.41 |
| 16 | 2025.03.20 13:00 | buy | 5 | 0.10 | 93.410 | 0.000 | 0.000 | ||
| 17 | 2025.03.20 13:00 | modify | 5 | 0.10 | 93.410 | 92.110 | 94.910 | ||
| 18 | 2025.03.24 08:00 | buy | 6 | 0.10 | 94.178 | 0.000 | 0.000 | ||
| 19 | 2025.03.24 08:00 | modify | 6 | 0.10 | 94.178 | 93.560 | 94.910 | ||
| 20 | 2025.03.24 08:00 | modify | 5 | 0.10 | 93.410 | 93.560 | 94.910 | ||
| 21 | 2025.03.25 02:00 | t/p | 5 | 0.10 | 94.910 | 93.560 | 94.910 | 94.93 | 1345.33 |
| 22 | 2025.03.25 02:00 | t/p | 6 | 0.10 | 94.910 | 93.560 | 94.910 | 46.29 | 1391.62 |
| 23 | 2025.04.29 16:00 | buy | 7 | 0.10 | 90.866 | 0.000 | 0.000 | ||
| 24 | 2025.04.29 16:00 | modify | 7 | 0.10 | 90.866 | 89.566 | 92.366 | ||
| 25 | 2025.05.01 07:00 | t/p | 7 | 0.10 | 92.366 | 89.566 | 92.366 | 95.00 | 1486.62 |
| 26 | 2025.05.06 10:00 | buy | 8 | 0.10 | 92.395 | 0.000 | 0.000 | ||
| 27 | 2025.05.06 10:00 | modify | 8 | 0.10 | 92.395 | 91.095 | 93.895 | ||
| 28 | 2025.05.08 17:00 | buy | 9 | 0.10 | 93.451 | 0.000 | 0.000 | ||
| 29 | 2025.05.08 17:00 | modify | 9 | 0.10 | 93.451 | 92.995 | 93.895 | ||
| 30 | 2025.05.08 17:00 | modify | 8 | 0.10 | 92.395 | 92.995 | 93.895 | ||
| 31 | 2025.05.09 03:00 | s/l | 8 | 0.10 | 92.995 | 92.995 | 93.895 | 38.26 | 1524.88 |
| 32 | 2025.05.09 03:00 | s/l | 9 | 0.10 | 92.995 | 92.995 | 93.895 | -28.71 | 1496.17 |
| 33 | 2025.05.12 09:00 | sell | 10 | 0.10 | 94.706 | 0.000 | 0.000 | ||
| 34 | 2025.05.12 09:00 | modify | 10 | 0.10 | 94.706 | 96.006 | 93.206 | ||
| 35 | 2025.05.15 05:00 | sell | 11 | 0.10 | 93.956 | 0.000 | 0.000 | ||
| 36 | 2025.05.15 05:00 | modify | 11 | 0.10 | 93.956 | 94.556 | 93.206 | ||
| 37 | 2025.05.15 05:00 | modify | 10 | 0.10 | 94.706 | 94.556 | 93.206 | ||
| 38 | 2025.05.15 08:00 | sell | 12 | 0.10 | 93.645 | 0.000 | 0.000 | ||
| 39 | 2025.05.15 08:00 | modify | 12 | 0.10 | 93.645 | 94.106 | 93.206 | ||
| 40 | 2025.05.15 08:00 | modify | 11 | 0.10 | 93.956 | 94.106 | 93.206 | ||
| 41 | 2025.05.15 08:00 | modify | 10 | 0.10 | 94.706 | 94.106 | 93.206 | ||
| 42 | 2025.05.15 16:00 | t/p | 10 | 0.10 | 93.206 | 94.106 | 93.206 | 90.45 | 1586.62 |
| 43 | 2025.05.15 16:00 | t/p | 11 | 0.10 | 93.206 | 94.106 | 93.206 | 47.34 | 1633.96 |
| 44 | 2025.05.15 16:00 | t/p | 12 | 0.10 | 93.206 | 94.106 | 93.206 | 27.71 | 1661.67 |
| 45 | 2025.07.16 17:00 | buy | 13 | 0.10 | 96.631 | 0.000 | 0.000 | ||
| 46 | 2025.07.16 17:00 | modify | 13 | 0.10 | 96.631 | 95.331 | 98.131 | ||
| 47 | 2025.08.01 18:00 | s/l | 13 | 0.10 | 95.331 | 95.331 | 98.131 | -80.64 | 1581.03 |
| 48 | 2025.10.16 20:00 | buy | 14 | 0.10 | 97.555 | 0.000 | 0.000 | ||
| 49 | 2025.10.16 20:00 | modify | 14 | 0.10 | 97.555 | 96.255 | 99.055 | ||
| 50 | 2025.10.17 08:00 | s/l | 14 | 0.10 | 96.255 | 96.255 | 99.055 | -81.98 | 1499.05 |
| 51 | 2025.10.17 09:00 | buy | 15 | 0.10 | 96.775 | 0.000 | 0.000 | ||
| 52 | 2025.10.17 09:00 | modify | 15 | 0.10 | 96.775 | 95.475 | 98.275 | ||
| 53 | 2025.10.17 18:00 | buy | 16 | 0.10 | 97.691 | 0.000 | 0.000 | ||
| 54 | 2025.10.17 18:00 | modify | 16 | 0.10 | 97.691 | 97.150 | 98.275 | ||
| 55 | 2025.10.17 18:00 | modify | 15 | 0.10 | 96.775 | 97.150 | 98.275 | ||
| 56 | 2025.10.17 20:00 | buy | 17 | 0.10 | 97.841 | 0.000 | 0.000 | ||
| 57 | 2025.10.17 20:00 | modify | 17 | 0.10 | 97.841 | 97.375 | 98.275 | ||
| 58 | 2025.10.17 20:00 | modify | 16 | 0.10 | 97.691 | 97.375 | 98.275 | ||
| 59 | 2025.10.17 20:00 | modify | 15 | 0.10 | 96.775 | 97.375 | 98.275 | ||
| 60 | 2025.10.20 02:00 | t/p | 15 | 0.10 | 98.275 | 97.375 | 98.275 | 94.77 | 1593.82 |
| 61 | 2025.10.20 02:00 | t/p | 16 | 0.10 | 98.275 | 97.375 | 98.275 | 36.94 | 1630.76 |
| 62 | 2025.10.20 02:00 | t/p | 17 | 0.10 | 98.275 | 97.375 | 98.275 | 27.47 | 1658.23 |
| 63 | 2025.11.04 08:00 | buy | 18 | 0.10 | 100.095 | 0.000 | 0.000 | ||
| 64 | 2025.11.04 08:00 | modify | 18 | 0.10 | 100.095 | 98.795 | 101.595 | ||
| 65 | 2025.11.12 06:00 | buy | 19 | 0.10 | 100.999 | 0.000 | 0.000 | ||
| 66 | 2025.11.12 06:00 | modify | 19 | 0.10 | 100.999 | 100.470 | 101.595 | ||
| 67 | 2025.11.12 06:00 | modify | 18 | 0.10 | 100.095 | 100.470 | 101.595 | ||
| 68 | 2025.11.13 01:00 | t/p | 18 | 0.10 | 101.595 | 100.470 | 101.595 | 95.56 | 1753.78 |
| 69 | 2025.11.13 01:00 | t/p | 19 | 0.10 | 101.595 | 100.470 | 101.595 | 37.86 | 1791.64 |
| 70 | 2025.11.13 20:00 | buy | 20 | 0.10 | 100.871 | 0.000 | 0.000 | ||
| 71 | 2025.11.13 20:00 | modify | 20 | 0.10 | 100.871 | 99.571 | 102.371 | ||
| 72 | 2025.11.20 00:00 | buy | 21 | 0.10 | 101.926 | 0.000 | 0.000 | ||
| 73 | 2025.11.20 00:00 | modify | 21 | 0.10 | 101.926 | 101.471 | 102.371 | ||
| 74 | 2025.11.20 00:00 | modify | 20 | 0.10 | 100.871 | 101.471 | 102.371 | ||
| 75 | 2025.11.20 14:00 | t/p | 20 | 0.10 | 102.371 | 101.471 | 102.371 | 95.23 | 1886.87 |
| 76 | 2025.11.20 14:00 | t/p | 21 | 0.10 | 102.371 | 101.471 | 102.371 | 28.09 | 1914.96 |
| 77 | 2025.12.19 12:00 | sell | 22 | 0.10 | 103.919 | 0.000 | 0.000 | ||
| 78 | 2025.12.19 12:00 | modify | 22 | 0.10 | 103.919 | 105.219 | 102.419 | ||
| 79 | 2025.12.29 04:00 | s/l | 22 | 0.10 | 105.219 | 105.219 | 102.419 | -88.80 | 1826.16 |
| 80 | 2026.01.22 08:00 | sell | 23 | 0.10 | 108.022 | 0.000 | 0.000 | ||
| 81 | 2026.01.22 08:00 | modify | 23 | 0.10 | 108.022 | 109.322 | 106.522 | ||
| 82 | 2026.01.26 05:00 | t/p | 23 | 0.10 | 106.522 | 109.322 | 106.522 | 92.99 | 1919.15 |
| 83 | 2026.02.06 13:00 | sell | 24 | 0.10 | 109.696 | 0.000 | 0.000 | ||
| 84 | 2026.02.06 13:00 | modify | 24 | 0.10 | 109.696 | 110.996 | 108.196 | ||
| 85 | 2026.02.11 19:00 | sell | 25 | 0.10 | 108.934 | 0.000 | 0.000 | ||
| 86 | 2026.02.11 19:00 | modify | 25 | 0.10 | 108.934 | 109.546 | 108.196 | ||
| 87 | 2026.02.11 19:00 | modify | 24 | 0.10 | 109.696 | 109.546 | 108.196 | ||
| 88 | 2026.02.12 04:00 | sell | 26 | 0.10 | 108.772 | 0.000 | 0.000 | ||
| 89 | 2026.02.12 04:00 | modify | 26 | 0.10 | 108.772 | 109.321 | 108.196 | ||
| 90 | 2026.02.12 04:00 | modify | 25 | 0.10 | 108.934 | 109.321 | 108.196 | ||
| 91 | 2026.02.12 04:00 | modify | 24 | 0.10 | 109.696 | 109.321 | 108.196 | ||
| 92 | 2026.02.12 12:00 | s/l | 24 | 0.10 | 109.321 | 109.321 | 108.196 | 18.61 | 1937.76 |
| 93 | 2026.02.12 12:00 | s/l | 25 | 0.10 | 109.321 | 109.321 | 108.196 | -26.96 | 1910.80 |
| 94 | 2026.02.12 12:00 | s/l | 26 | 0.10 | 109.321 | 109.321 | 108.196 | -34.65 | 1876.15 |