Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1460)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2025.03.02 20:00 - 2026.02.27 23:59 (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=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=90; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 | 2605 | Ticks modelled | 4209 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 464.10 | Gross profit | 513.82 | Gross loss | -49.72 |
| Profit factor | 10.33 | Expected payoff | 27.30 | ||
| Absolute drawdown | 0.48 | Maximal drawdown | 97.57 (7.05%) | Relative drawdown | 7.45% (84.03) |
| Total trades | 17 | Short positions (won %) | 16 (75.00%) | Long positions (won %) | 1 (100.00%) |
| Profit trades (% of total) | 13 (76.47%) | Loss trades (% of total) | 4 (23.53%) | ||
| Largest | profit trade | 57.12 | loss trade | -13.21 | |
| Average | profit trade | 39.52 | loss trade | -12.43 | |
| Maximum | consecutive wins (profit in money) | 7 (294.33) | consecutive losses (loss in money) | 1 (-13.21) | |
| Maximal | consecutive profit (count of wins) | 294.33 (7) | consecutive loss (count of losses) | -13.21 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.04.29 20:00 | buy | 1 | 0.10 | 90.871 | 0.000 | 0.000 | ||
| 2 | 2025.04.29 20:00 | modify | 1 | 0.10 | 90.871 | 89.571 | 91.771 | ||
| 3 | 2025.05.01 04:00 | t/p | 1 | 0.10 | 91.771 | 89.571 | 91.771 | 57.12 | 1057.12 |
| 4 | 2025.05.02 08:00 | sell | 2 | 0.10 | 93.097 | 0.000 | 0.000 | ||
| 5 | 2025.05.02 08:00 | modify | 2 | 0.10 | 93.097 | 94.397 | 92.197 | ||
| 6 | 2025.05.06 16:00 | t/p | 2 | 0.10 | 92.197 | 94.397 | 92.197 | 55.11 | 1112.24 |
| 7 | 2025.05.12 12:00 | sell | 3 | 0.10 | 94.564 | 0.000 | 0.000 | ||
| 8 | 2025.05.12 12:00 | modify | 3 | 0.10 | 94.564 | 95.864 | 93.664 | ||
| 9 | 2025.05.15 08:00 | t/p | 3 | 0.10 | 93.664 | 95.864 | 93.664 | 52.58 | 1164.82 |
| 10 | 2025.06.06 20:00 | sell | 4 | 0.10 | 94.045 | 0.000 | 0.000 | ||
| 11 | 2025.06.06 20:00 | modify | 4 | 0.10 | 94.045 | 95.345 | 93.145 | ||
| 12 | 2025.06.13 00:00 | sell | 5 | 0.10 | 93.399 | 0.000 | 0.000 | ||
| 13 | 2025.06.13 00:00 | modify | 5 | 0.10 | 93.399 | 93.595 | 93.145 | ||
| 14 | 2025.06.13 00:00 | modify | 4 | 0.10 | 94.045 | 93.595 | 93.145 | ||
| 15 | 2025.06.13 04:00 | t/p | 4 | 0.10 | 93.145 | 93.595 | 93.145 | 50.91 | 1215.73 |
| 16 | 2025.06.13 04:00 | t/p | 5 | 0.10 | 93.145 | 93.595 | 93.145 | 16.03 | 1231.76 |
| 17 | 2025.07.03 20:00 | sell | 6 | 0.10 | 95.275 | 0.000 | 0.000 | ||
| 18 | 2025.07.03 20:00 | modify | 6 | 0.10 | 95.275 | 96.575 | 94.375 | ||
| 19 | 2025.07.07 04:00 | t/p | 6 | 0.10 | 94.375 | 96.575 | 94.375 | 55.12 | 1286.88 |
| 20 | 2025.07.11 08:00 | sell | 7 | 0.10 | 96.702 | 0.000 | 0.000 | ||
| 21 | 2025.07.11 08:00 | modify | 7 | 0.10 | 96.702 | 98.002 | 95.802 | ||
| 22 | 2025.07.20 20:00 | sell | 8 | 0.10 | 96.281 | 0.000 | 0.000 | ||
| 23 | 2025.07.20 20:00 | modify | 8 | 0.10 | 96.281 | 96.477 | 95.802 | ||
| 24 | 2025.07.20 20:00 | modify | 7 | 0.10 | 96.702 | 96.477 | 95.802 | ||
| 25 | 2025.07.21 00:00 | s/l | 7 | 0.10 | 96.477 | 96.477 | 95.802 | 7.45 | 1294.33 |
| 26 | 2025.07.21 00:00 | s/l | 8 | 0.10 | 96.477 | 96.477 | 95.802 | -13.21 | 1281.12 |
| 27 | 2025.08.01 04:00 | sell | 9 | 0.10 | 96.906 | 0.000 | 0.000 | ||
| 28 | 2025.08.01 04:00 | modify | 9 | 0.10 | 96.906 | 98.206 | 96.006 | ||
| 29 | 2025.08.01 16:00 | t/p | 9 | 0.10 | 96.006 | 98.206 | 96.006 | 56.81 | 1337.93 |
| 30 | 2025.08.08 16:00 | sell | 10 | 0.10 | 96.400 | 0.000 | 0.000 | ||
| 31 | 2025.08.08 16:00 | modify | 10 | 0.10 | 96.400 | 97.700 | 95.500 | ||
| 32 | 2025.08.17 20:00 | sell | 11 | 0.10 | 95.770 | 0.000 | 0.000 | ||
| 33 | 2025.08.17 20:00 | modify | 11 | 0.10 | 95.770 | 95.950 | 95.500 | ||
| 34 | 2025.08.17 20:00 | modify | 10 | 0.10 | 96.400 | 95.950 | 95.500 | ||
| 35 | 2025.08.18 00:00 | s/l | 10 | 0.10 | 95.950 | 95.950 | 95.500 | 21.65 | 1359.58 |
| 36 | 2025.08.18 00:00 | s/l | 11 | 0.10 | 95.950 | 95.950 | 95.500 | -12.20 | 1347.37 |
| 37 | 2025.09.12 08:00 | sell | 12 | 0.10 | 98.215 | 0.000 | 0.000 | ||
| 38 | 2025.09.12 08:00 | modify | 12 | 0.10 | 98.215 | 99.515 | 97.315 | ||
| 39 | 2025.09.17 16:00 | sell | 13 | 0.10 | 97.571 | 0.000 | 0.000 | ||
| 40 | 2025.09.17 16:00 | modify | 13 | 0.10 | 97.571 | 97.765 | 97.315 | ||
| 41 | 2025.09.17 16:00 | modify | 12 | 0.10 | 98.215 | 97.765 | 97.315 | ||
| 42 | 2025.09.17 20:00 | s/l | 12 | 0.10 | 97.765 | 97.765 | 97.315 | 25.88 | 1373.25 |
| 43 | 2025.09.17 20:00 | s/l | 13 | 0.10 | 97.765 | 97.765 | 97.315 | -12.24 | 1361.01 |
| 44 | 2025.10.27 04:00 | sell | 14 | 0.10 | 99.954 | 0.000 | 0.000 | ||
| 45 | 2025.10.27 04:00 | modify | 14 | 0.10 | 99.954 | 101.254 | 99.054 | ||
| 46 | 2025.11.05 04:00 | t/p | 14 | 0.10 | 99.054 | 101.254 | 99.054 | 49.21 | 1410.22 |
| 47 | 2025.12.09 20:00 | sell | 15 | 0.10 | 104.126 | 0.000 | 0.000 | ||
| 48 | 2025.12.09 20:00 | modify | 15 | 0.10 | 104.126 | 105.426 | 103.226 | ||
| 49 | 2025.12.11 08:00 | t/p | 15 | 0.10 | 103.226 | 105.426 | 103.226 | 53.43 | 1463.65 |
| 50 | 2025.12.26 20:00 | sell | 16 | 0.10 | 105.030 | 0.000 | 0.000 | ||
| 51 | 2025.12.26 20:00 | modify | 16 | 0.10 | 105.030 | 106.330 | 104.130 | ||
| 52 | 2025.12.30 08:00 | sell | 17 | 0.10 | 104.614 | 0.000 | 0.000 | ||
| 53 | 2025.12.30 08:00 | modify | 17 | 0.10 | 104.614 | 104.805 | 104.130 | ||
| 54 | 2025.12.30 08:00 | modify | 16 | 0.10 | 105.030 | 104.805 | 104.130 | ||
| 55 | 2025.12.30 16:00 | s/l | 16 | 0.10 | 104.805 | 104.805 | 104.130 | 12.51 | 1476.16 |
| 56 | 2025.12.30 16:00 | s/l | 17 | 0.10 | 104.805 | 104.805 | 104.130 | -12.06 | 1464.10 |