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 20:00 (2025.03.01 - 2026.03.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 79003 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 374.72 | Gross profit | 479.38 | Gross loss | -104.66 |
| Profit factor | 4.58 | Expected payoff | 12.92 | ||
| Absolute drawdown | 17.85 | Maximal drawdown | 88.97 (7.55%) | Relative drawdown | 7.55% (88.97) |
| Total trades | 29 | Short positions (won %) | 26 (69.23%) | Long positions (won %) | 3 (33.33%) |
| Profit trades (% of total) | 19 (65.52%) | Loss trades (% of total) | 10 (34.48%) | ||
| Largest | profit trade | 56.80 | loss trade | -14.58 | |
| Average | profit trade | 25.23 | loss trade | -10.47 | |
| Maximum | consecutive wins (profit in money) | 5 (133.29) | consecutive losses (loss in money) | 2 (-16.42) | |
| Maximal | consecutive profit (count of wins) | 133.29 (5) | consecutive loss (count of losses) | -16.42 (2) | |
| Average | consecutive wins | 2 | 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 | 2025.04.30 04:30 | buy | 2 | 0.10 | 91.378 | 0.000 | 0.000 | ||
| 4 | 2025.04.30 04:30 | modify | 2 | 0.10 | 91.378 | 91.141 | 91.771 | ||
| 5 | 2025.04.30 04:30 | modify | 1 | 0.10 | 90.871 | 91.141 | 91.771 | ||
| 6 | 2025.04.30 06:25 | buy | 3 | 0.10 | 91.502 | 0.000 | 0.000 | ||
| 7 | 2025.04.30 06:25 | modify | 3 | 0.10 | 91.502 | 91.321 | 91.771 | ||
| 8 | 2025.04.30 06:25 | modify | 2 | 0.10 | 91.378 | 91.321 | 91.771 | ||
| 9 | 2025.04.30 06:25 | modify | 1 | 0.10 | 90.871 | 91.321 | 91.771 | ||
| 10 | 2025.04.30 06:40 | s/l | 1 | 0.10 | 91.321 | 91.321 | 91.771 | 28.48 | 1028.48 |
| 11 | 2025.04.30 06:40 | s/l | 2 | 0.10 | 91.321 | 91.321 | 91.771 | -3.60 | 1024.88 |
| 12 | 2025.04.30 06:40 | s/l | 3 | 0.10 | 91.321 | 91.321 | 91.771 | -11.42 | 1013.46 |
| 13 | 2025.05.02 08:00 | sell | 4 | 0.10 | 93.097 | 0.000 | 0.000 | ||
| 14 | 2025.05.02 08:00 | modify | 4 | 0.10 | 93.097 | 94.397 | 92.197 | ||
| 15 | 2025.05.06 08:20 | sell | 5 | 0.10 | 92.453 | 0.000 | 0.000 | ||
| 16 | 2025.05.06 08:20 | modify | 5 | 0.10 | 92.453 | 92.647 | 92.197 | ||
| 17 | 2025.05.06 08:20 | modify | 4 | 0.10 | 93.097 | 92.647 | 92.197 | ||
| 18 | 2025.05.06 13:05 | t/p | 4 | 0.10 | 92.197 | 92.647 | 92.197 | 55.11 | 1068.57 |
| 19 | 2025.05.06 13:05 | t/p | 5 | 0.10 | 92.197 | 92.647 | 92.197 | 16.16 | 1084.73 |
| 20 | 2025.05.12 12:00 | sell | 6 | 0.10 | 94.564 | 0.000 | 0.000 | ||
| 21 | 2025.05.12 12:00 | modify | 6 | 0.10 | 94.564 | 95.864 | 93.664 | ||
| 22 | 2025.05.13 00:40 | sell | 7 | 0.10 | 94.063 | 0.000 | 0.000 | ||
| 23 | 2025.05.13 00:40 | modify | 7 | 0.10 | 94.063 | 94.294 | 93.664 | ||
| 24 | 2025.05.13 00:40 | modify | 6 | 0.10 | 94.564 | 94.294 | 93.664 | ||
| 25 | 2025.05.13 02:20 | s/l | 6 | 0.10 | 94.294 | 94.294 | 93.664 | 16.20 | 1100.93 |
| 26 | 2025.05.13 02:20 | s/l | 7 | 0.10 | 94.294 | 94.294 | 93.664 | -14.58 | 1086.35 |
| 27 | 2025.06.06 20:00 | sell | 8 | 0.10 | 94.045 | 0.000 | 0.000 | ||
| 28 | 2025.06.06 20:00 | modify | 8 | 0.10 | 94.045 | 95.345 | 93.145 | ||
| 29 | 2025.06.12 00:40 | sell | 9 | 0.10 | 93.633 | 0.000 | 0.000 | ||
| 30 | 2025.06.12 00:40 | modify | 9 | 0.10 | 93.633 | 93.820 | 93.145 | ||
| 31 | 2025.06.12 00:40 | modify | 8 | 0.10 | 94.045 | 93.820 | 93.145 | ||
| 32 | 2025.06.12 04:30 | sell | 10 | 0.10 | 93.529 | 0.000 | 0.000 | ||
| 33 | 2025.06.12 04:30 | modify | 10 | 0.10 | 93.529 | 93.775 | 93.145 | ||
| 34 | 2025.06.12 04:30 | modify | 9 | 0.10 | 93.633 | 93.775 | 93.145 | ||
| 35 | 2025.06.12 04:30 | modify | 8 | 0.10 | 94.045 | 93.775 | 93.145 | ||
| 36 | 2025.06.12 05:40 | sell | 11 | 0.10 | 93.401 | 0.000 | 0.000 | ||
| 37 | 2025.06.12 05:40 | modify | 11 | 0.10 | 93.401 | 93.595 | 93.145 | ||
| 38 | 2025.06.12 05:40 | modify | 10 | 0.10 | 93.529 | 93.595 | 93.145 | ||
| 39 | 2025.06.12 05:40 | modify | 9 | 0.10 | 93.633 | 93.595 | 93.145 | ||
| 40 | 2025.06.12 05:40 | modify | 8 | 0.10 | 94.045 | 93.595 | 93.145 | ||
| 41 | 2025.06.12 11:30 | s/l | 8 | 0.10 | 93.595 | 93.595 | 93.145 | 23.34 | 1109.69 |
| 42 | 2025.06.12 11:30 | s/l | 9 | 0.10 | 93.595 | 93.595 | 93.145 | 2.39 | 1112.08 |
| 43 | 2025.06.12 11:30 | s/l | 10 | 0.10 | 93.595 | 93.595 | 93.145 | -4.17 | 1107.91 |
| 44 | 2025.06.12 11:30 | s/l | 11 | 0.10 | 93.595 | 93.595 | 93.145 | -12.25 | 1095.66 |
| 45 | 2025.07.03 20:00 | sell | 12 | 0.10 | 95.275 | 0.000 | 0.000 | ||
| 46 | 2025.07.03 20:00 | modify | 12 | 0.10 | 95.275 | 96.575 | 94.375 | ||
| 47 | 2025.07.04 03:40 | sell | 13 | 0.10 | 94.869 | 0.000 | 0.000 | ||
| 48 | 2025.07.04 03:40 | modify | 13 | 0.10 | 94.869 | 95.050 | 94.375 | ||
| 49 | 2025.07.04 03:40 | modify | 12 | 0.10 | 95.275 | 95.050 | 94.375 | ||
| 50 | 2025.07.04 04:40 | sell | 14 | 0.10 | 94.774 | 0.000 | 0.000 | ||
| 51 | 2025.07.04 04:40 | modify | 14 | 0.10 | 94.774 | 95.005 | 94.375 | ||
| 52 | 2025.07.04 04:40 | modify | 13 | 0.10 | 94.869 | 95.005 | 94.375 | ||
| 53 | 2025.07.04 04:40 | modify | 12 | 0.10 | 95.275 | 95.005 | 94.375 | ||
| 54 | 2025.07.04 08:05 | sell | 15 | 0.10 | 94.616 | 0.000 | 0.000 | ||
| 55 | 2025.07.04 08:05 | modify | 15 | 0.10 | 94.616 | 94.825 | 94.375 | ||
| 56 | 2025.07.04 08:05 | modify | 14 | 0.10 | 94.774 | 94.825 | 94.375 | ||
| 57 | 2025.07.04 08:05 | modify | 13 | 0.10 | 94.869 | 94.825 | 94.375 | ||
| 58 | 2025.07.04 08:05 | modify | 12 | 0.10 | 95.275 | 94.825 | 94.375 | ||
| 59 | 2025.07.07 01:06 | t/p | 12 | 0.10 | 94.375 | 94.825 | 94.375 | 55.11 | 1150.77 |
| 60 | 2025.07.07 01:06 | t/p | 13 | 0.10 | 94.375 | 94.825 | 94.375 | 30.34 | 1181.11 |
| 61 | 2025.07.07 01:06 | t/p | 14 | 0.10 | 94.375 | 94.825 | 94.375 | 24.34 | 1205.44 |
| 62 | 2025.07.07 01:06 | t/p | 15 | 0.10 | 94.375 | 94.825 | 94.375 | 14.37 | 1219.81 |
| 63 | 2025.07.11 08:00 | sell | 16 | 0.10 | 96.702 | 0.000 | 0.000 | ||
| 64 | 2025.07.11 08:00 | modify | 16 | 0.10 | 96.702 | 98.002 | 95.802 | ||
| 65 | 2025.07.17 01:40 | sell | 17 | 0.10 | 96.292 | 0.000 | 0.000 | ||
| 66 | 2025.07.17 01:40 | modify | 17 | 0.10 | 96.292 | 96.477 | 95.802 | ||
| 67 | 2025.07.17 01:40 | modify | 16 | 0.10 | 96.702 | 96.477 | 95.802 | ||
| 68 | 2025.07.17 01:55 | s/l | 16 | 0.10 | 96.477 | 96.477 | 95.802 | 9.14 | 1228.95 |
| 69 | 2025.07.17 01:55 | s/l | 17 | 0.10 | 96.477 | 96.477 | 95.802 | -11.68 | 1217.27 |
| 70 | 2025.08.01 04:00 | sell | 18 | 0.10 | 96.906 | 0.000 | 0.000 | ||
| 71 | 2025.08.01 04:00 | modify | 18 | 0.10 | 96.906 | 98.206 | 96.006 | ||
| 72 | 2025.08.01 13:05 | sell | 19 | 0.10 | 96.270 | 0.000 | 0.000 | ||
| 73 | 2025.08.01 13:05 | modify | 19 | 0.10 | 96.270 | 96.456 | 96.006 | ||
| 74 | 2025.08.01 13:05 | modify | 18 | 0.10 | 96.906 | 96.456 | 96.006 | ||
| 75 | 2025.08.01 13:30 | t/p | 18 | 0.10 | 96.006 | 96.456 | 96.006 | 56.80 | 1274.07 |
| 76 | 2025.08.01 13:30 | t/p | 19 | 0.10 | 96.006 | 96.456 | 96.006 | 16.66 | 1290.73 |
| 77 | 2025.08.08 16:00 | sell | 20 | 0.10 | 96.400 | 0.000 | 0.000 | ||
| 78 | 2025.08.08 16:00 | modify | 20 | 0.10 | 96.400 | 97.700 | 95.500 | ||
| 79 | 2025.08.11 08:15 | sell | 21 | 0.10 | 95.994 | 0.000 | 0.000 | ||
| 80 | 2025.08.11 08:15 | modify | 21 | 0.10 | 95.994 | 96.175 | 95.500 | ||
| 81 | 2025.08.11 08:15 | modify | 20 | 0.10 | 96.400 | 96.175 | 95.500 | ||
| 82 | 2025.08.11 08:30 | s/l | 20 | 0.10 | 96.175 | 96.175 | 95.500 | 13.37 | 1304.09 |
| 83 | 2025.08.11 08:30 | s/l | 21 | 0.10 | 96.175 | 96.175 | 95.500 | -11.42 | 1292.67 |
| 84 | 2025.09.12 08:00 | sell | 22 | 0.10 | 98.215 | 0.000 | 0.000 | ||
| 85 | 2025.09.12 08:00 | modify | 22 | 0.10 | 98.215 | 99.515 | 97.315 | ||
| 86 | 2025.09.16 07:40 | sell | 23 | 0.10 | 97.808 | 0.000 | 0.000 | ||
| 87 | 2025.09.16 07:40 | modify | 23 | 0.10 | 97.808 | 97.990 | 97.315 | ||
| 88 | 2025.09.16 07:40 | modify | 22 | 0.10 | 98.215 | 97.990 | 97.315 | ||
| 89 | 2025.09.16 08:40 | s/l | 22 | 0.10 | 97.990 | 97.990 | 97.315 | 12.51 | 1305.19 |
| 90 | 2025.09.16 08:40 | s/l | 23 | 0.10 | 97.990 | 97.990 | 97.315 | -11.49 | 1293.70 |
| 91 | 2025.10.27 04:00 | sell | 24 | 0.10 | 99.954 | 0.000 | 0.000 | ||
| 92 | 2025.10.27 04:00 | modify | 24 | 0.10 | 99.954 | 101.254 | 99.054 | ||
| 93 | 2025.10.28 05:40 | sell | 25 | 0.10 | 99.535 | 0.000 | 0.000 | ||
| 94 | 2025.10.28 05:40 | modify | 25 | 0.10 | 99.535 | 99.729 | 99.054 | ||
| 95 | 2025.10.28 05:40 | modify | 24 | 0.10 | 99.954 | 99.729 | 99.054 | ||
| 96 | 2025.10.28 07:20 | s/l | 24 | 0.10 | 99.729 | 99.729 | 99.054 | 13.36 | 1307.05 |
| 97 | 2025.10.28 07:20 | s/l | 25 | 0.10 | 99.729 | 99.729 | 99.054 | -12.24 | 1294.81 |
| 98 | 2025.12.09 20:00 | sell | 26 | 0.10 | 104.126 | 0.000 | 0.000 | ||
| 99 | 2025.12.09 20:00 | modify | 26 | 0.10 | 104.126 | 105.426 | 103.226 | ||
| 100 | 2025.12.11 02:55 | sell | 27 | 0.10 | 103.621 | 0.000 | 0.000 | ||
| 101 | 2025.12.11 02:55 | modify | 27 | 0.10 | 103.621 | 103.856 | 103.226 | ||
| 102 | 2025.12.11 02:55 | modify | 26 | 0.10 | 104.126 | 103.856 | 103.226 | ||
| 103 | 2025.12.11 04:15 | t/p | 26 | 0.10 | 103.226 | 103.856 | 103.226 | 53.43 | 1348.24 |
| 104 | 2025.12.11 04:15 | t/p | 27 | 0.10 | 103.226 | 103.856 | 103.226 | 24.93 | 1373.17 |
| 105 | 2025.12.26 20:00 | sell | 28 | 0.10 | 105.030 | 0.000 | 0.000 | ||
| 106 | 2025.12.26 20:00 | modify | 28 | 0.10 | 105.030 | 106.330 | 104.130 | ||
| 107 | 2025.12.29 09:40 | sell | 29 | 0.10 | 104.618 | 0.000 | 0.000 | ||
| 108 | 2025.12.29 09:40 | modify | 29 | 0.10 | 104.618 | 104.805 | 104.130 | ||
| 109 | 2025.12.29 09:40 | modify | 28 | 0.10 | 105.030 | 104.805 | 104.130 | ||
| 110 | 2025.12.29 10:40 | s/l | 28 | 0.10 | 104.805 | 104.805 | 104.130 | 13.36 | 1386.53 |
| 111 | 2025.12.29 10:40 | s/l | 29 | 0.10 | 104.805 | 104.805 | 104.130 | -11.81 | 1374.72 |