Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1470)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2025.05.01 00:00 - 2026.04.30 23:59 (2025.05.01 - 2026.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=110; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; 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 | 7224 | Ticks modelled | 13446 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 533.16 | Gross profit | 886.31 | Gross loss | -353.15 |
| Profit factor | 2.51 | Expected payoff | 17.20 | ||
| Absolute drawdown | 60.72 | Maximal drawdown | 237.94 (16.73%) | Relative drawdown | 16.73% (237.94) |
| Total trades | 31 | Short positions (won %) | 9 (55.56%) | Long positions (won %) | 22 (54.55%) |
| Profit trades (% of total) | 17 (54.84%) | Loss trades (% of total) | 14 (45.16%) | ||
| Largest | profit trade | 89.57 | loss trade | -80.00 | |
| Average | profit trade | 52.14 | loss trade | -25.22 | |
| Maximum | consecutive wins (profit in money) | 5 (297.27) | consecutive losses (loss in money) | 4 (-144.98) | |
| Maximal | consecutive profit (count of wins) | 297.27 (5) | consecutive loss (count of losses) | -144.98 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.05.12 09:00 | sell | 1 | 0.10 | 94.706 | 0.000 | 0.000 | ||
| 2 | 2025.05.12 09:00 | modify | 1 | 0.10 | 94.706 | 95.806 | 93.306 | ||
| 3 | 2025.05.15 15:00 | t/p | 1 | 0.10 | 93.306 | 95.806 | 93.306 | 84.46 | 1084.46 |
| 4 | 2025.07.04 09:00 | buy | 2 | 0.10 | 94.691 | 0.000 | 0.000 | ||
| 5 | 2025.07.04 09:00 | modify | 2 | 0.10 | 94.691 | 93.591 | 96.091 | ||
| 6 | 2025.07.08 06:00 | buy | 3 | 0.10 | 95.556 | 0.000 | 0.000 | ||
| 7 | 2025.07.08 06:00 | modify | 3 | 0.10 | 95.556 | 95.111 | 96.091 | ||
| 8 | 2025.07.08 06:00 | modify | 2 | 0.10 | 94.691 | 95.111 | 96.091 | ||
| 9 | 2025.07.09 05:00 | t/p | 2 | 0.10 | 96.091 | 95.111 | 96.091 | 89.49 | 1173.95 |
| 10 | 2025.07.09 05:00 | t/p | 3 | 0.10 | 96.091 | 95.111 | 96.091 | 34.19 | 1208.15 |
| 11 | 2025.07.21 12:00 | buy | 4 | 0.10 | 96.279 | 0.000 | 0.000 | ||
| 12 | 2025.07.21 12:00 | modify | 4 | 0.10 | 96.279 | 95.179 | 97.679 | ||
| 13 | 2025.07.24 13:00 | buy | 5 | 0.10 | 96.996 | 0.000 | 0.000 | ||
| 14 | 2025.07.24 13:00 | modify | 5 | 0.10 | 96.996 | 96.489 | 97.679 | ||
| 15 | 2025.07.24 13:00 | buy | 6 | 0.10 | 96.996 | 0.000 | 0.000 | ||
| 16 | 2025.07.24 13:00 | modify | 6 | 0.10 | 96.996 | 96.769 | 97.679 | ||
| 17 | 2025.07.24 13:00 | modify | 4 | 0.10 | 96.279 | 96.769 | 97.679 | ||
| 18 | 2025.07.24 14:00 | modify | 5 | 0.10 | 96.996 | 96.769 | 97.679 | ||
| 19 | 2025.07.24 15:00 | s/l | 4 | 0.10 | 96.769 | 96.769 | 97.679 | 31.49 | 1239.64 |
| 20 | 2025.07.24 15:00 | s/l | 5 | 0.10 | 96.769 | 96.769 | 97.679 | -14.49 | 1225.15 |
| 21 | 2025.07.24 15:00 | s/l | 6 | 0.10 | 96.769 | 96.769 | 97.679 | -14.49 | 1210.66 |
| 22 | 2025.07.30 10:00 | buy | 7 | 0.10 | 96.252 | 0.000 | 0.000 | ||
| 23 | 2025.07.30 10:00 | modify | 7 | 0.10 | 96.252 | 95.152 | 97.652 | ||
| 24 | 2025.08.01 01:00 | buy | 8 | 0.10 | 96.963 | 0.000 | 0.000 | ||
| 25 | 2025.08.01 01:00 | modify | 8 | 0.10 | 96.963 | 96.462 | 97.652 | ||
| 26 | 2025.08.01 01:00 | buy | 9 | 0.10 | 96.963 | 0.000 | 0.000 | ||
| 27 | 2025.08.01 01:00 | modify | 9 | 0.10 | 96.963 | 96.742 | 97.652 | ||
| 28 | 2025.08.01 01:00 | modify | 7 | 0.10 | 96.252 | 96.742 | 97.652 | ||
| 29 | 2025.08.01 02:00 | modify | 8 | 0.10 | 96.963 | 96.742 | 97.652 | ||
| 30 | 2025.08.01 08:00 | s/l | 7 | 0.10 | 96.742 | 96.742 | 97.652 | 31.45 | 1242.11 |
| 31 | 2025.08.01 08:00 | s/l | 8 | 0.10 | 96.742 | 96.742 | 97.652 | -14.10 | 1228.01 |
| 32 | 2025.08.01 08:00 | s/l | 9 | 0.10 | 96.742 | 96.742 | 97.652 | -14.10 | 1213.91 |
| 33 | 2025.08.06 12:00 | sell | 10 | 0.10 | 95.969 | 0.000 | 0.000 | ||
| 34 | 2025.08.06 12:00 | modify | 10 | 0.10 | 95.969 | 97.069 | 94.569 | ||
| 35 | 2025.08.20 02:00 | sell | 11 | 0.10 | 95.104 | 0.000 | 0.000 | ||
| 36 | 2025.08.20 02:00 | modify | 11 | 0.10 | 95.104 | 95.549 | 94.569 | ||
| 37 | 2025.08.20 02:00 | modify | 10 | 0.10 | 95.969 | 95.549 | 94.569 | ||
| 38 | 2025.08.20 15:00 | t/p | 10 | 0.10 | 94.569 | 95.549 | 94.569 | 75.65 | 1289.56 |
| 39 | 2025.08.20 15:00 | t/p | 11 | 0.10 | 94.569 | 95.549 | 94.569 | 34.15 | 1323.71 |
| 40 | 2025.09.05 16:00 | buy | 12 | 0.10 | 96.475 | 0.000 | 0.000 | ||
| 41 | 2025.09.05 16:00 | modify | 12 | 0.10 | 96.475 | 95.375 | 97.875 | ||
| 42 | 2025.09.07 23:00 | buy | 13 | 0.10 | 97.203 | 0.000 | 0.000 | ||
| 43 | 2025.09.07 23:00 | modify | 13 | 0.10 | 97.203 | 96.685 | 97.875 | ||
| 44 | 2025.09.07 23:00 | buy | 14 | 0.10 | 97.203 | 0.000 | 0.000 | ||
| 45 | 2025.09.07 23:00 | modify | 14 | 0.10 | 97.203 | 96.965 | 97.875 | ||
| 46 | 2025.09.07 23:00 | modify | 12 | 0.10 | 96.475 | 96.965 | 97.875 | ||
| 47 | 2025.09.08 00:00 | modify | 13 | 0.10 | 97.203 | 96.965 | 97.875 | ||
| 48 | 2025.09.09 09:00 | s/l | 12 | 0.10 | 96.965 | 96.965 | 97.875 | 31.37 | 1355.08 |
| 49 | 2025.09.09 09:00 | s/l | 13 | 0.10 | 96.965 | 96.965 | 97.875 | -15.10 | 1339.97 |
| 50 | 2025.09.09 09:00 | s/l | 14 | 0.10 | 96.965 | 96.965 | 97.875 | -15.10 | 1324.87 |
| 51 | 2025.09.24 11:00 | sell | 15 | 0.10 | 98.028 | 0.000 | 0.000 | ||
| 52 | 2025.09.24 11:00 | modify | 15 | 0.10 | 98.028 | 99.128 | 96.628 | ||
| 53 | 2025.10.01 07:00 | sell | 16 | 0.10 | 97.305 | 0.000 | 0.000 | ||
| 54 | 2025.10.01 07:00 | modify | 16 | 0.10 | 97.305 | 97.818 | 96.628 | ||
| 55 | 2025.10.01 07:00 | sell | 17 | 0.10 | 97.305 | 0.000 | 0.000 | ||
| 56 | 2025.10.01 07:00 | modify | 17 | 0.10 | 97.305 | 97.538 | 96.628 | ||
| 57 | 2025.10.01 07:00 | modify | 15 | 0.10 | 98.028 | 97.538 | 96.628 | ||
| 58 | 2025.10.01 08:00 | modify | 16 | 0.10 | 97.305 | 97.538 | 96.628 | ||
| 59 | 2025.10.01 13:00 | sell | 18 | 0.10 | 97.170 | 0.000 | 0.000 | ||
| 60 | 2025.10.01 13:00 | modify | 18 | 0.10 | 97.170 | 97.608 | 96.628 | ||
| 61 | 2025.10.01 14:00 | modify | 18 | 0.10 | 97.170 | 97.538 | 96.628 | ||
| 62 | 2025.10.05 21:00 | s/l | 15 | 0.10 | 97.538 | 97.538 | 96.628 | 20.50 | 1345.37 |
| 63 | 2025.10.05 21:00 | s/l | 16 | 0.10 | 97.538 | 97.538 | 96.628 | -18.79 | 1326.58 |
| 64 | 2025.10.05 21:00 | s/l | 17 | 0.10 | 97.538 | 97.538 | 96.628 | -18.79 | 1307.80 |
| 65 | 2025.10.05 21:00 | s/l | 18 | 0.10 | 97.538 | 97.538 | 96.628 | -27.41 | 1280.39 |
| 66 | 2025.11.12 14:00 | sell | 19 | 0.10 | 101.287 | 0.000 | 0.000 | ||
| 67 | 2025.11.12 14:00 | modify | 19 | 0.10 | 101.287 | 102.387 | 99.887 | ||
| 68 | 2025.11.20 14:00 | s/l | 19 | 0.10 | 102.387 | 102.387 | 99.887 | -80.00 | 1200.39 |
| 69 | 2025.11.25 13:00 | buy | 20 | 0.10 | 100.919 | 0.000 | 0.000 | ||
| 70 | 2025.11.25 13:00 | modify | 20 | 0.10 | 100.919 | 99.819 | 102.319 | ||
| 71 | 2025.11.26 07:00 | buy | 21 | 0.10 | 101.627 | 0.000 | 0.000 | ||
| 72 | 2025.11.26 07:00 | modify | 21 | 0.10 | 101.627 | 101.129 | 102.319 | ||
| 73 | 2025.11.26 07:00 | buy | 22 | 0.10 | 101.627 | 0.000 | 0.000 | ||
| 74 | 2025.11.26 07:00 | modify | 22 | 0.10 | 101.627 | 101.409 | 102.319 | ||
| 75 | 2025.11.26 07:00 | modify | 20 | 0.10 | 100.919 | 101.409 | 102.319 | ||
| 76 | 2025.11.26 08:00 | modify | 21 | 0.10 | 101.627 | 101.409 | 102.319 | ||
| 77 | 2025.11.26 15:00 | buy | 23 | 0.10 | 101.765 | 0.000 | 0.000 | ||
| 78 | 2025.11.26 15:00 | modify | 23 | 0.10 | 101.765 | 101.339 | 102.319 | ||
| 79 | 2025.11.26 16:00 | modify | 23 | 0.10 | 101.765 | 101.409 | 102.319 | ||
| 80 | 2025.11.28 16:00 | t/p | 20 | 0.10 | 102.319 | 101.409 | 102.319 | 89.57 | 1289.96 |
| 81 | 2025.11.28 16:00 | t/p | 21 | 0.10 | 102.319 | 101.409 | 102.319 | 44.34 | 1334.30 |
| 82 | 2025.11.28 16:00 | t/p | 22 | 0.10 | 102.319 | 101.409 | 102.319 | 44.34 | 1378.64 |
| 83 | 2025.11.28 16:00 | t/p | 23 | 0.10 | 102.319 | 101.409 | 102.319 | 35.53 | 1414.18 |
| 84 | 2026.02.25 14:00 | sell | 24 | 0.10 | 111.090 | 0.000 | 0.000 | ||
| 85 | 2026.02.25 14:00 | modify | 24 | 0.10 | 111.090 | 112.190 | 109.690 | ||
| 86 | 2026.03.03 16:00 | t/p | 24 | 0.10 | 109.690 | 112.190 | 109.690 | 83.48 | 1497.66 |
| 87 | 2026.03.12 15:00 | buy | 25 | 0.10 | 112.893 | 0.000 | 0.000 | ||
| 88 | 2026.03.12 15:00 | modify | 25 | 0.10 | 112.893 | 111.793 | 114.293 | ||
| 89 | 2026.03.13 16:00 | s/l | 25 | 0.10 | 111.793 | 111.793 | 114.293 | -70.17 | 1427.49 |
| 90 | 2026.04.03 16:00 | buy | 26 | 0.10 | 110.042 | 0.000 | 0.000 | ||
| 91 | 2026.04.03 16:00 | modify | 26 | 0.10 | 110.042 | 108.942 | 111.442 | ||
| 92 | 2026.04.07 12:00 | buy | 27 | 0.10 | 110.891 | 0.000 | 0.000 | ||
| 93 | 2026.04.07 12:00 | modify | 27 | 0.10 | 110.891 | 110.462 | 111.442 | ||
| 94 | 2026.04.07 12:00 | modify | 26 | 0.10 | 110.042 | 110.462 | 111.442 | ||
| 95 | 2026.04.07 23:00 | t/p | 26 | 0.10 | 111.442 | 110.462 | 111.442 | 89.45 | 1516.94 |
| 96 | 2026.04.07 23:00 | t/p | 27 | 0.10 | 111.442 | 110.462 | 111.442 | 35.17 | 1552.11 |
| 97 | 2026.04.17 16:00 | buy | 28 | 0.10 | 113.710 | 0.000 | 0.000 | ||
| 98 | 2026.04.17 16:00 | modify | 28 | 0.10 | 113.710 | 112.610 | 115.110 | ||
| 99 | 2026.04.27 09:00 | buy | 29 | 0.10 | 114.422 | 0.000 | 0.000 | ||
| 100 | 2026.04.27 09:00 | modify | 29 | 0.10 | 114.422 | 113.920 | 115.110 | ||
| 101 | 2026.04.27 09:00 | buy | 30 | 0.10 | 114.422 | 0.000 | 0.000 | ||
| 102 | 2026.04.27 09:00 | modify | 30 | 0.10 | 114.422 | 114.200 | 115.110 | ||
| 103 | 2026.04.27 09:00 | modify | 28 | 0.10 | 113.710 | 114.200 | 115.110 | ||
| 104 | 2026.04.27 10:00 | modify | 29 | 0.10 | 114.422 | 114.200 | 115.110 | ||
| 105 | 2026.04.27 15:00 | buy | 31 | 0.10 | 114.551 | 0.000 | 0.000 | ||
| 106 | 2026.04.27 15:00 | modify | 31 | 0.10 | 114.551 | 114.130 | 115.110 | ||
| 107 | 2026.04.27 16:00 | modify | 31 | 0.10 | 114.551 | 114.200 | 115.110 | ||
| 108 | 2026.04.28 06:00 | s/l | 28 | 0.10 | 114.200 | 114.200 | 115.110 | 31.67 | 1583.77 |
| 109 | 2026.04.28 06:00 | s/l | 29 | 0.10 | 114.200 | 114.200 | 115.110 | -14.13 | 1569.65 |
| 110 | 2026.04.28 06:00 | s/l | 30 | 0.10 | 114.200 | 114.200 | 115.110 | -14.13 | 1555.52 |
| 111 | 2026.04.28 06:00 | s/l | 31 | 0.10 | 114.200 | 114.200 | 115.110 | -22.36 | 1533.16 |