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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; 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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 992.93 | Gross profit | 1594.18 | Gross loss | -601.25 |
| Profit factor | 2.65 | Expected payoff | 25.46 | ||
| Absolute drawdown | 61.01 | Maximal drawdown | 201.06 (9.16%) | Relative drawdown | 9.94% (152.47) |
| Total trades | 39 | Short positions (won %) | 19 (52.63%) | Long positions (won %) | 20 (80.00%) |
| Profit trades (% of total) | 26 (66.67%) | Loss trades (% of total) | 13 (33.33%) | ||
| Largest | profit trade | 96.23 | loss trade | -80.83 | |
| Average | profit trade | 61.31 | loss trade | -46.25 | |
| Maximum | consecutive wins (profit in money) | 6 (479.78) | consecutive losses (loss in money) | 2 (-160.83) | |
| Maximal | consecutive profit (count of wins) | 479.78 (6) | consecutive loss (count of losses) | -160.83 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.03.17 16:00 | sell | 1 | 0.10 | 94.676 | 0.000 | 0.000 | ||
| 2 | 2025.03.17 16:00 | modify | 1 | 0.10 | 94.676 | 95.876 | 93.176 | ||
| 3 | 2025.03.21 16:00 | t/p | 1 | 0.10 | 93.176 | 95.876 | 93.176 | 89.66 | 1089.66 |
| 4 | 2025.04.22 12:00 | buy | 2 | 0.10 | 89.720 | 0.000 | 0.000 | ||
| 5 | 2025.04.22 12:00 | modify | 2 | 0.10 | 89.720 | 88.520 | 91.220 | ||
| 6 | 2025.04.23 16:00 | t/p | 2 | 0.10 | 91.220 | 88.520 | 91.220 | 94.80 | 1184.46 |
| 7 | 2025.04.25 04:00 | sell | 3 | 0.10 | 92.137 | 0.000 | 0.000 | ||
| 8 | 2025.04.25 04:00 | modify | 3 | 0.10 | 92.137 | 93.337 | 90.637 | ||
| 9 | 2025.04.28 08:00 | sell | 4 | 0.10 | 91.512 | 0.000 | 0.000 | ||
| 10 | 2025.04.28 08:00 | modify | 4 | 0.10 | 91.512 | 91.837 | 90.637 | ||
| 11 | 2025.04.28 08:00 | modify | 3 | 0.10 | 92.137 | 91.837 | 90.637 | ||
| 12 | 2025.04.28 12:00 | s/l | 3 | 0.10 | 91.837 | 91.837 | 90.637 | 18.11 | 1202.56 |
| 13 | 2025.04.28 12:00 | s/l | 4 | 0.10 | 91.837 | 91.837 | 90.637 | -20.52 | 1182.04 |
| 14 | 2025.04.29 16:00 | buy | 5 | 0.10 | 90.866 | 0.000 | 0.000 | ||
| 15 | 2025.04.29 16:00 | modify | 5 | 0.10 | 90.866 | 89.666 | 92.366 | ||
| 16 | 2025.04.30 20:00 | buy | 6 | 0.10 | 91.558 | 0.000 | 0.000 | ||
| 17 | 2025.04.30 20:00 | modify | 6 | 0.10 | 91.558 | 91.241 | 92.366 | ||
| 18 | 2025.04.30 20:00 | modify | 5 | 0.10 | 90.866 | 91.241 | 92.366 | ||
| 19 | 2025.05.01 04:00 | buy | 7 | 0.10 | 92.092 | 0.000 | 0.000 | ||
| 20 | 2025.05.01 04:00 | modify | 7 | 0.10 | 92.092 | 91.391 | 92.366 | ||
| 21 | 2025.05.01 04:00 | modify | 6 | 0.10 | 91.558 | 91.391 | 92.366 | ||
| 22 | 2025.05.01 04:00 | modify | 5 | 0.10 | 90.866 | 91.391 | 92.366 | ||
| 23 | 2025.05.01 08:00 | t/p | 5 | 0.10 | 92.366 | 91.391 | 92.366 | 95.05 | 1277.09 |
| 24 | 2025.05.01 08:00 | t/p | 6 | 0.10 | 92.366 | 91.391 | 92.366 | 51.27 | 1328.36 |
| 25 | 2025.05.01 08:00 | t/p | 7 | 0.10 | 92.366 | 91.391 | 92.366 | 17.31 | 1345.67 |
| 26 | 2025.05.13 16:00 | sell | 8 | 0.10 | 95.612 | 0.000 | 0.000 | ||
| 27 | 2025.05.13 16:00 | modify | 8 | 0.10 | 95.612 | 96.812 | 94.112 | ||
| 28 | 2025.05.15 00:00 | t/p | 8 | 0.10 | 94.112 | 96.812 | 94.112 | 91.35 | 1437.01 |
| 29 | 2025.05.20 08:00 | buy | 9 | 0.10 | 92.616 | 0.000 | 0.000 | ||
| 30 | 2025.05.20 08:00 | modify | 9 | 0.10 | 92.616 | 91.416 | 94.116 | ||
| 31 | 2025.06.06 20:00 | t/p | 9 | 0.10 | 94.116 | 91.416 | 94.116 | 96.23 | 1533.24 |
| 32 | 2025.06.12 00:00 | buy | 10 | 0.10 | 93.873 | 0.000 | 0.000 | ||
| 33 | 2025.06.12 00:00 | modify | 10 | 0.10 | 93.873 | 92.673 | 95.373 | ||
| 34 | 2025.06.13 04:00 | s/l | 10 | 0.10 | 92.673 | 92.673 | 95.373 | -75.70 | 1457.54 |
| 35 | 2025.07.03 16:00 | sell | 11 | 0.10 | 95.284 | 0.000 | 0.000 | ||
| 36 | 2025.07.03 16:00 | modify | 11 | 0.10 | 95.284 | 96.484 | 93.784 | ||
| 37 | 2025.07.04 08:00 | sell | 12 | 0.10 | 94.655 | 0.000 | 0.000 | ||
| 38 | 2025.07.04 08:00 | modify | 12 | 0.10 | 94.655 | 94.984 | 93.784 | ||
| 39 | 2025.07.04 08:00 | modify | 11 | 0.10 | 95.284 | 94.984 | 93.784 | ||
| 40 | 2025.07.07 16:00 | s/l | 11 | 0.10 | 94.984 | 94.984 | 93.784 | 17.25 | 1474.79 |
| 41 | 2025.07.07 16:00 | s/l | 12 | 0.10 | 94.984 | 94.984 | 93.784 | -21.62 | 1453.17 |
| 42 | 2025.07.11 04:00 | sell | 13 | 0.10 | 96.776 | 0.000 | 0.000 | ||
| 43 | 2025.07.11 04:00 | modify | 13 | 0.10 | 96.776 | 97.976 | 95.276 | ||
| 44 | 2025.07.17 12:00 | sell | 14 | 0.10 | 96.073 | 0.000 | 0.000 | ||
| 45 | 2025.07.17 12:00 | modify | 14 | 0.10 | 96.073 | 96.401 | 95.276 | ||
| 46 | 2025.07.17 12:00 | modify | 13 | 0.10 | 96.776 | 96.401 | 95.276 | ||
| 47 | 2025.07.17 20:00 | s/l | 13 | 0.10 | 96.401 | 96.401 | 95.276 | 18.62 | 1471.78 |
| 48 | 2025.07.17 20:00 | s/l | 14 | 0.10 | 96.401 | 96.401 | 95.276 | -20.71 | 1451.07 |
| 49 | 2025.08.01 16:00 | buy | 15 | 0.10 | 95.759 | 0.000 | 0.000 | ||
| 50 | 2025.08.01 16:00 | modify | 15 | 0.10 | 95.759 | 94.559 | 97.259 | ||
| 51 | 2025.08.08 12:00 | buy | 16 | 0.10 | 96.436 | 0.000 | 0.000 | ||
| 52 | 2025.08.08 12:00 | modify | 16 | 0.10 | 96.436 | 96.134 | 97.259 | ||
| 53 | 2025.08.08 12:00 | modify | 15 | 0.10 | 95.759 | 96.134 | 97.259 | ||
| 54 | 2025.08.10 20:00 | s/l | 15 | 0.10 | 96.134 | 96.134 | 97.259 | 24.23 | 1475.30 |
| 55 | 2025.08.10 20:00 | s/l | 16 | 0.10 | 96.134 | 96.134 | 97.259 | -19.07 | 1456.23 |
| 56 | 2025.08.14 08:00 | buy | 17 | 0.10 | 95.767 | 0.000 | 0.000 | ||
| 57 | 2025.08.14 08:00 | modify | 17 | 0.10 | 95.767 | 94.567 | 97.267 | ||
| 58 | 2025.08.20 16:00 | s/l | 17 | 0.10 | 94.567 | 94.567 | 97.267 | -75.47 | 1380.77 |
| 59 | 2025.08.20 16:00 | buy | 18 | 0.10 | 94.631 | 0.000 | 0.000 | ||
| 60 | 2025.08.20 16:00 | modify | 18 | 0.10 | 94.631 | 93.431 | 96.131 | ||
| 61 | 2025.08.21 20:00 | buy | 19 | 0.10 | 95.308 | 0.000 | 0.000 | ||
| 62 | 2025.08.21 20:00 | modify | 19 | 0.10 | 95.308 | 95.006 | 96.131 | ||
| 63 | 2025.08.21 20:00 | modify | 18 | 0.10 | 94.631 | 95.006 | 96.131 | ||
| 64 | 2025.08.26 00:00 | buy | 20 | 0.10 | 95.837 | 0.000 | 0.000 | ||
| 65 | 2025.08.26 00:00 | modify | 20 | 0.10 | 95.837 | 95.156 | 96.131 | ||
| 66 | 2025.08.26 00:00 | modify | 19 | 0.10 | 95.308 | 95.156 | 96.131 | ||
| 67 | 2025.08.26 00:00 | modify | 18 | 0.10 | 94.631 | 95.156 | 96.131 | ||
| 68 | 2025.08.29 04:00 | t/p | 18 | 0.10 | 96.131 | 95.156 | 96.131 | 95.59 | 1476.36 |
| 69 | 2025.08.29 04:00 | t/p | 19 | 0.10 | 96.131 | 95.156 | 96.131 | 52.60 | 1528.96 |
| 70 | 2025.08.29 04:00 | t/p | 20 | 0.10 | 96.131 | 95.156 | 96.131 | 18.95 | 1547.91 |
| 71 | 2025.10.06 00:00 | sell | 21 | 0.10 | 98.631 | 0.000 | 0.000 | ||
| 72 | 2025.10.06 00:00 | modify | 21 | 0.10 | 98.631 | 99.831 | 97.131 | ||
| 73 | 2025.10.07 20:00 | s/l | 21 | 0.10 | 99.831 | 99.831 | 97.131 | -76.62 | 1471.29 |
| 74 | 2025.10.08 12:00 | sell | 22 | 0.10 | 100.339 | 0.000 | 0.000 | ||
| 75 | 2025.10.08 12:00 | modify | 22 | 0.10 | 100.339 | 101.539 | 98.839 | ||
| 76 | 2025.10.10 16:00 | t/p | 22 | 0.10 | 98.839 | 101.539 | 98.839 | 91.34 | 1562.62 |
| 77 | 2025.10.10 16:00 | buy | 23 | 0.10 | 98.687 | 0.000 | 0.000 | ||
| 78 | 2025.10.10 16:00 | modify | 23 | 0.10 | 98.687 | 97.487 | 100.187 | ||
| 79 | 2025.10.14 00:00 | buy | 24 | 0.10 | 99.306 | 0.000 | 0.000 | ||
| 80 | 2025.10.14 00:00 | modify | 24 | 0.10 | 99.306 | 98.987 | 100.187 | ||
| 81 | 2025.10.14 00:00 | modify | 23 | 0.10 | 98.687 | 98.987 | 100.187 | ||
| 82 | 2025.10.14 04:00 | s/l | 23 | 0.10 | 98.987 | 98.987 | 100.187 | 19.11 | 1581.73 |
| 83 | 2025.10.14 04:00 | s/l | 24 | 0.10 | 98.987 | 98.987 | 100.187 | -20.14 | 1561.59 |
| 84 | 2025.10.23 08:00 | sell | 25 | 0.10 | 99.199 | 0.000 | 0.000 | ||
| 85 | 2025.10.23 08:00 | modify | 25 | 0.10 | 99.199 | 100.399 | 97.699 | ||
| 86 | 2025.10.27 20:00 | s/l | 25 | 0.10 | 100.399 | 100.399 | 97.699 | -77.46 | 1484.13 |
| 87 | 2025.10.30 08:00 | sell | 26 | 0.10 | 100.945 | 0.000 | 0.000 | ||
| 88 | 2025.10.30 08:00 | modify | 26 | 0.10 | 100.945 | 102.145 | 99.445 | ||
| 89 | 2025.11.04 16:00 | sell | 27 | 0.10 | 99.732 | 0.000 | 0.000 | ||
| 90 | 2025.11.04 16:00 | modify | 27 | 0.10 | 99.732 | 100.420 | 99.445 | ||
| 91 | 2025.11.04 16:00 | modify | 26 | 0.10 | 100.945 | 100.420 | 99.445 | ||
| 92 | 2025.11.05 04:00 | t/p | 26 | 0.10 | 99.445 | 100.420 | 99.445 | 91.35 | 1575.48 |
| 93 | 2025.11.05 04:00 | t/p | 27 | 0.10 | 99.445 | 100.420 | 99.445 | 17.28 | 1592.75 |
| 94 | 2025.11.06 16:00 | buy | 28 | 0.10 | 99.033 | 0.000 | 0.000 | ||
| 95 | 2025.11.06 16:00 | modify | 28 | 0.10 | 99.033 | 97.833 | 100.533 | ||
| 96 | 2025.11.10 08:00 | t/p | 28 | 0.10 | 100.533 | 97.833 | 100.533 | 94.88 | 1687.63 |
| 97 | 2025.12.09 16:00 | sell | 29 | 0.10 | 104.217 | 0.000 | 0.000 | ||
| 98 | 2025.12.09 16:00 | modify | 29 | 0.10 | 104.217 | 105.417 | 102.717 | ||
| 99 | 2025.12.11 16:00 | sell | 30 | 0.10 | 103.532 | 0.000 | 0.000 | ||
| 100 | 2025.12.11 16:00 | modify | 30 | 0.10 | 103.532 | 103.842 | 102.717 | ||
| 101 | 2025.12.11 16:00 | modify | 29 | 0.10 | 104.217 | 103.842 | 102.717 | ||
| 102 | 2025.12.12 00:00 | sell | 31 | 0.10 | 103.599 | 0.000 | 0.000 | ||
| 103 | 2025.12.12 00:00 | modify | 31 | 0.10 | 103.599 | 103.917 | 102.717 | ||
| 104 | 2025.12.12 04:00 | s/l | 29 | 0.10 | 103.842 | 103.842 | 102.717 | 19.46 | 1707.09 |
| 105 | 2025.12.12 04:00 | s/l | 30 | 0.10 | 103.842 | 103.842 | 102.717 | -20.42 | 1686.67 |
| 106 | 2025.12.12 04:00 | close | 31 | 0.10 | 103.800 | 103.917 | 102.717 | -12.69 | 1673.98 |
| 107 | 2025.12.16 04:00 | buy | 32 | 0.10 | 102.802 | 0.000 | 0.000 | ||
| 108 | 2025.12.16 04:00 | modify | 32 | 0.10 | 102.802 | 101.602 | 104.302 | ||
| 109 | 2025.12.19 16:00 | t/p | 32 | 0.10 | 104.302 | 101.602 | 104.302 | 95.11 | 1769.09 |
| 110 | 2026.01.08 08:00 | buy | 33 | 0.10 | 104.804 | 0.000 | 0.000 | ||
| 111 | 2026.01.08 08:00 | modify | 33 | 0.10 | 104.804 | 103.604 | 106.304 | ||
| 112 | 2026.01.09 16:00 | buy | 34 | 0.10 | 105.494 | 0.000 | 0.000 | ||
| 113 | 2026.01.09 16:00 | modify | 34 | 0.10 | 105.494 | 105.179 | 106.304 | ||
| 114 | 2026.01.09 16:00 | modify | 33 | 0.10 | 104.804 | 105.179 | 106.304 | ||
| 115 | 2026.01.13 04:00 | t/p | 33 | 0.10 | 106.304 | 105.179 | 106.304 | 94.97 | 1864.06 |
| 116 | 2026.01.13 04:00 | t/p | 34 | 0.10 | 106.304 | 105.179 | 106.304 | 51.31 | 1915.37 |
| 117 | 2026.01.19 00:00 | buy | 35 | 0.10 | 105.402 | 0.000 | 0.000 | ||
| 118 | 2026.01.19 00:00 | modify | 35 | 0.10 | 105.402 | 104.202 | 106.902 | ||
| 119 | 2026.01.19 16:00 | buy | 36 | 0.10 | 106.105 | 0.000 | 0.000 | ||
| 120 | 2026.01.19 16:00 | modify | 36 | 0.10 | 106.105 | 105.777 | 106.902 | ||
| 121 | 2026.01.19 16:00 | modify | 35 | 0.10 | 105.402 | 105.777 | 106.902 | ||
| 122 | 2026.01.21 16:00 | t/p | 35 | 0.10 | 106.902 | 105.777 | 106.902 | 94.88 | 2010.25 |
| 123 | 2026.01.21 16:00 | t/p | 36 | 0.10 | 106.902 | 105.777 | 106.902 | 50.49 | 2060.73 |
| 124 | 2026.01.22 04:00 | sell | 37 | 0.10 | 107.896 | 0.000 | 0.000 | ||
| 125 | 2026.01.22 04:00 | modify | 37 | 0.10 | 107.896 | 109.096 | 106.396 | ||
| 126 | 2026.01.26 12:00 | t/p | 37 | 0.10 | 106.396 | 109.096 | 106.396 | 93.02 | 2153.76 |
| 127 | 2026.02.03 04:00 | sell | 38 | 0.10 | 109.178 | 0.000 | 0.000 | ||
| 128 | 2026.02.03 04:00 | modify | 38 | 0.10 | 109.178 | 110.378 | 107.678 | ||
| 129 | 2026.02.08 20:00 | s/l | 38 | 0.10 | 110.378 | 110.378 | 107.678 | -80.00 | 2073.76 |
| 130 | 2026.02.18 16:00 | sell | 39 | 0.10 | 109.110 | 0.000 | 0.000 | ||
| 131 | 2026.02.18 16:00 | modify | 39 | 0.10 | 109.110 | 110.310 | 107.610 | ||
| 132 | 2026.02.24 08:00 | s/l | 39 | 0.10 | 110.310 | 110.310 | 107.610 | -80.83 | 1992.93 |