Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1470)
| Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 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=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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; 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=21; 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 | 2611 | Ticks modelled | 4220 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 722.02 | Gross profit | 1689.01 | Gross loss | -966.99 |
| Profit factor | 1.75 | Expected payoff | 16.41 | ||
| Absolute drawdown | 21.43 | Maximal drawdown | 356.32 (17.67%) | Relative drawdown | 17.67% (356.32) |
| Total trades | 44 | Short positions (won %) | 22 (50.00%) | Long positions (won %) | 22 (63.64%) |
| Profit trades (% of total) | 25 (56.82%) | Loss trades (% of total) | 19 (43.18%) | ||
| Largest | profit trade | 96.51 | loss trade | -96.20 | |
| Average | profit trade | 67.56 | loss trade | -50.89 | |
| Maximum | consecutive wins (profit in money) | 11 (856.24) | consecutive losses (loss in money) | 4 (-76.54) | |
| Maximal | consecutive profit (count of wins) | 856.24 (11) | consecutive loss (count of losses) | -203.63 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.05.02 20:00 | sell | 1 | 0.10 | 93.481 | 0.000 | 0.000 | ||
| 2 | 2025.05.02 20:00 | modify | 1 | 0.10 | 93.481 | 94.881 | 91.981 | ||
| 3 | 2025.05.06 08:00 | sell | 2 | 0.10 | 92.564 | 0.000 | 0.000 | ||
| 4 | 2025.05.06 08:00 | modify | 2 | 0.10 | 92.564 | 93.031 | 91.981 | ||
| 5 | 2025.05.06 08:00 | sell | 3 | 0.10 | 92.564 | 0.000 | 0.000 | ||
| 6 | 2025.05.06 08:00 | modify | 3 | 0.10 | 92.564 | 92.956 | 91.981 | ||
| 7 | 2025.05.06 08:00 | modify | 1 | 0.10 | 93.481 | 92.956 | 91.981 | ||
| 8 | 2025.05.06 12:00 | modify | 2 | 0.10 | 92.564 | 92.956 | 91.981 | ||
| 9 | 2025.05.07 00:00 | s/l | 1 | 0.10 | 92.956 | 92.956 | 91.981 | 30.57 | 1030.57 |
| 10 | 2025.05.07 00:00 | s/l | 2 | 0.10 | 92.956 | 92.956 | 91.981 | -26.00 | 1004.57 |
| 11 | 2025.05.07 00:00 | s/l | 3 | 0.10 | 92.956 | 92.956 | 91.981 | -26.00 | 978.57 |
| 12 | 2025.05.13 16:00 | sell | 4 | 0.10 | 95.612 | 0.000 | 0.000 | ||
| 13 | 2025.05.13 16:00 | modify | 4 | 0.10 | 95.612 | 97.012 | 94.112 | ||
| 14 | 2025.05.15 00:00 | t/p | 4 | 0.10 | 94.112 | 97.012 | 94.112 | 91.81 | 1070.39 |
| 15 | 2025.05.20 08:00 | buy | 5 | 0.10 | 92.616 | 0.000 | 0.000 | ||
| 16 | 2025.05.20 08:00 | modify | 5 | 0.10 | 92.616 | 91.216 | 94.116 | ||
| 17 | 2025.06.03 20:00 | buy | 6 | 0.10 | 93.152 | 0.000 | 0.000 | ||
| 18 | 2025.06.03 20:00 | modify | 6 | 0.10 | 93.152 | 92.766 | 94.116 | ||
| 19 | 2025.06.03 20:00 | modify | 5 | 0.10 | 92.616 | 92.766 | 94.116 | ||
| 20 | 2025.06.04 16:00 | s/l | 5 | 0.10 | 92.766 | 92.766 | 94.116 | 10.21 | 1080.60 |
| 21 | 2025.06.04 16:00 | s/l | 6 | 0.10 | 92.766 | 92.766 | 94.116 | -24.60 | 1056.00 |
| 22 | 2025.06.06 16:00 | sell | 7 | 0.10 | 94.093 | 0.000 | 0.000 | ||
| 23 | 2025.06.06 16:00 | modify | 7 | 0.10 | 94.093 | 95.493 | 92.593 | ||
| 24 | 2025.06.12 04:00 | sell | 8 | 0.10 | 93.565 | 0.000 | 0.000 | ||
| 25 | 2025.06.12 04:00 | modify | 8 | 0.10 | 93.565 | 93.943 | 92.593 | ||
| 26 | 2025.06.12 04:00 | modify | 7 | 0.10 | 94.093 | 93.943 | 92.593 | ||
| 27 | 2025.06.13 04:00 | t/p | 7 | 0.10 | 92.593 | 93.943 | 92.593 | 88.89 | 1144.89 |
| 28 | 2025.06.13 04:00 | t/p | 8 | 0.10 | 92.593 | 93.943 | 92.593 | 61.06 | 1205.95 |
| 29 | 2025.07.03 16:00 | sell | 9 | 0.10 | 95.284 | 0.000 | 0.000 | ||
| 30 | 2025.07.03 16:00 | modify | 9 | 0.10 | 95.284 | 96.684 | 93.784 | ||
| 31 | 2025.07.07 04:00 | sell | 10 | 0.10 | 94.365 | 0.000 | 0.000 | ||
| 32 | 2025.07.07 04:00 | modify | 10 | 0.10 | 94.365 | 94.834 | 93.784 | ||
| 33 | 2025.07.07 04:00 | sell | 11 | 0.10 | 94.365 | 0.000 | 0.000 | ||
| 34 | 2025.07.07 04:00 | modify | 11 | 0.10 | 94.365 | 94.759 | 93.784 | ||
| 35 | 2025.07.07 04:00 | modify | 9 | 0.10 | 95.284 | 94.759 | 93.784 | ||
| 36 | 2025.07.07 08:00 | modify | 10 | 0.10 | 94.365 | 94.759 | 93.784 | ||
| 37 | 2025.07.07 16:00 | s/l | 9 | 0.10 | 94.759 | 94.759 | 93.784 | 31.55 | 1237.50 |
| 38 | 2025.07.07 16:00 | s/l | 10 | 0.10 | 94.759 | 94.759 | 93.784 | -25.15 | 1212.35 |
| 39 | 2025.07.07 16:00 | s/l | 11 | 0.10 | 94.759 | 94.759 | 93.784 | -25.15 | 1187.20 |
| 40 | 2025.07.11 04:00 | sell | 12 | 0.10 | 96.776 | 0.000 | 0.000 | ||
| 41 | 2025.07.11 04:00 | modify | 12 | 0.10 | 96.776 | 98.176 | 95.276 | ||
| 42 | 2025.07.21 12:00 | sell | 13 | 0.10 | 96.249 | 0.000 | 0.000 | ||
| 43 | 2025.07.21 12:00 | modify | 13 | 0.10 | 96.249 | 96.626 | 95.276 | ||
| 44 | 2025.07.21 12:00 | modify | 12 | 0.10 | 96.776 | 96.626 | 95.276 | ||
| 45 | 2025.07.23 08:00 | s/l | 12 | 0.10 | 96.626 | 96.626 | 95.276 | -0.22 | 1186.98 |
| 46 | 2025.07.23 08:00 | s/l | 13 | 0.10 | 96.626 | 96.626 | 95.276 | -26.02 | 1160.96 |
| 47 | 2025.08.01 16:00 | buy | 14 | 0.10 | 95.759 | 0.000 | 0.000 | ||
| 48 | 2025.08.01 16:00 | modify | 14 | 0.10 | 95.759 | 94.359 | 97.259 | ||
| 49 | 2025.08.11 12:00 | buy | 15 | 0.10 | 96.311 | 0.000 | 0.000 | ||
| 50 | 2025.08.11 12:00 | modify | 15 | 0.10 | 96.311 | 95.909 | 97.259 | ||
| 51 | 2025.08.11 12:00 | modify | 14 | 0.10 | 95.759 | 95.909 | 97.259 | ||
| 52 | 2025.08.13 08:00 | buy | 16 | 0.10 | 96.665 | 0.000 | 0.000 | ||
| 53 | 2025.08.13 08:00 | modify | 16 | 0.10 | 96.665 | 96.209 | 97.259 | ||
| 54 | 2025.08.13 08:00 | buy | 17 | 0.10 | 96.665 | 0.000 | 0.000 | ||
| 55 | 2025.08.13 08:00 | modify | 17 | 0.10 | 96.665 | 96.284 | 97.259 | ||
| 56 | 2025.08.13 08:00 | modify | 15 | 0.10 | 96.311 | 96.284 | 97.259 | ||
| 57 | 2025.08.13 08:00 | modify | 14 | 0.10 | 95.759 | 96.284 | 97.259 | ||
| 58 | 2025.08.13 12:00 | modify | 16 | 0.10 | 96.665 | 96.284 | 97.259 | ||
| 59 | 2025.08.14 04:00 | s/l | 14 | 0.10 | 96.284 | 96.284 | 97.259 | 34.07 | 1195.03 |
| 60 | 2025.08.14 04:00 | s/l | 15 | 0.10 | 96.284 | 96.284 | 97.259 | -1.51 | 1193.52 |
| 61 | 2025.08.14 04:00 | s/l | 16 | 0.10 | 96.284 | 96.284 | 97.259 | -24.19 | 1169.33 |
| 62 | 2025.08.14 04:00 | s/l | 17 | 0.10 | 96.284 | 96.284 | 97.259 | -24.19 | 1145.14 |
| 63 | 2025.08.14 08:00 | buy | 18 | 0.10 | 95.767 | 0.000 | 0.000 | ||
| 64 | 2025.08.14 08:00 | modify | 18 | 0.10 | 95.767 | 94.367 | 97.267 | ||
| 65 | 2025.09.01 08:00 | buy | 19 | 0.10 | 96.316 | 0.000 | 0.000 | ||
| 66 | 2025.09.01 08:00 | modify | 19 | 0.10 | 96.316 | 95.917 | 97.267 | ||
| 67 | 2025.09.01 08:00 | modify | 18 | 0.10 | 95.767 | 95.917 | 97.267 | ||
| 68 | 2025.09.03 16:00 | t/p | 18 | 0.10 | 97.267 | 95.917 | 97.267 | 96.51 | 1241.65 |
| 69 | 2025.09.03 16:00 | t/p | 19 | 0.10 | 97.267 | 95.917 | 97.267 | 60.79 | 1302.44 |
| 70 | 2025.10.06 00:00 | sell | 20 | 0.10 | 98.631 | 0.000 | 0.000 | ||
| 71 | 2025.10.06 00:00 | modify | 20 | 0.10 | 98.631 | 100.031 | 97.131 | ||
| 72 | 2025.10.07 20:00 | s/l | 20 | 0.10 | 100.031 | 100.031 | 97.131 | -90.33 | 1212.11 |
| 73 | 2025.10.07 20:00 | sell | 21 | 0.10 | 99.945 | 0.000 | 0.000 | ||
| 74 | 2025.10.07 20:00 | modify | 21 | 0.10 | 99.945 | 101.345 | 98.445 | ||
| 75 | 2025.10.10 16:00 | t/p | 21 | 0.10 | 98.445 | 101.345 | 98.445 | 90.83 | 1302.94 |
| 76 | 2025.10.10 16:00 | buy | 22 | 0.10 | 98.687 | 0.000 | 0.000 | ||
| 77 | 2025.10.10 16:00 | modify | 22 | 0.10 | 98.687 | 97.287 | 100.187 | ||
| 78 | 2025.10.16 20:00 | s/l | 22 | 0.10 | 97.287 | 97.287 | 100.187 | -89.10 | 1213.84 |
| 79 | 2025.10.23 08:00 | sell | 23 | 0.10 | 99.199 | 0.000 | 0.000 | ||
| 80 | 2025.10.23 08:00 | modify | 23 | 0.10 | 99.199 | 100.599 | 97.699 | ||
| 81 | 2025.10.29 08:00 | s/l | 23 | 0.10 | 100.599 | 100.599 | 97.699 | -93.27 | 1120.57 |
| 82 | 2025.10.30 08:00 | sell | 24 | 0.10 | 100.945 | 0.000 | 0.000 | ||
| 83 | 2025.10.30 08:00 | modify | 24 | 0.10 | 100.945 | 102.345 | 99.445 | ||
| 84 | 2025.11.05 04:00 | t/p | 24 | 0.10 | 99.445 | 102.345 | 99.445 | 91.81 | 1212.39 |
| 85 | 2025.11.06 16:00 | buy | 25 | 0.10 | 99.033 | 0.000 | 0.000 | ||
| 86 | 2025.11.06 16:00 | modify | 25 | 0.10 | 99.033 | 97.633 | 100.533 | ||
| 87 | 2025.11.10 08:00 | t/p | 25 | 0.10 | 100.533 | 97.633 | 100.533 | 95.83 | 1308.21 |
| 88 | 2025.12.09 16:00 | sell | 26 | 0.10 | 104.217 | 0.000 | 0.000 | ||
| 89 | 2025.12.09 16:00 | modify | 26 | 0.10 | 104.217 | 105.617 | 102.717 | ||
| 90 | 2025.12.16 04:00 | t/p | 26 | 0.10 | 102.717 | 105.617 | 102.717 | 88.88 | 1397.09 |
| 91 | 2025.12.16 04:00 | buy | 27 | 0.10 | 102.802 | 0.000 | 0.000 | ||
| 92 | 2025.12.16 04:00 | modify | 27 | 0.10 | 102.802 | 101.402 | 104.302 | ||
| 93 | 2025.12.19 16:00 | t/p | 27 | 0.10 | 104.302 | 101.402 | 104.302 | 95.95 | 1493.04 |
| 94 | 2026.01.08 08:00 | buy | 28 | 0.10 | 104.804 | 0.000 | 0.000 | ||
| 95 | 2026.01.08 08:00 | modify | 28 | 0.10 | 104.804 | 103.404 | 106.304 | ||
| 96 | 2026.01.09 12:00 | buy | 29 | 0.10 | 105.338 | 0.000 | 0.000 | ||
| 97 | 2026.01.09 12:00 | modify | 29 | 0.10 | 105.338 | 104.954 | 106.304 | ||
| 98 | 2026.01.09 12:00 | modify | 28 | 0.10 | 104.804 | 104.954 | 106.304 | ||
| 99 | 2026.01.13 04:00 | t/p | 28 | 0.10 | 106.304 | 104.954 | 106.304 | 95.87 | 1588.91 |
| 100 | 2026.01.13 04:00 | t/p | 29 | 0.10 | 106.304 | 104.954 | 106.304 | 61.74 | 1650.65 |
| 101 | 2026.01.19 00:00 | buy | 30 | 0.10 | 105.402 | 0.000 | 0.000 | ||
| 102 | 2026.01.19 00:00 | modify | 30 | 0.10 | 105.402 | 104.002 | 106.902 | ||
| 103 | 2026.01.20 04:00 | buy | 31 | 0.10 | 106.302 | 0.000 | 0.000 | ||
| 104 | 2026.01.20 04:00 | modify | 31 | 0.10 | 106.302 | 105.852 | 106.902 | ||
| 105 | 2026.01.20 04:00 | buy | 32 | 0.10 | 106.302 | 0.000 | 0.000 | ||
| 106 | 2026.01.20 04:00 | modify | 32 | 0.10 | 106.302 | 105.927 | 106.902 | ||
| 107 | 2026.01.20 04:00 | modify | 30 | 0.10 | 105.402 | 105.927 | 106.902 | ||
| 108 | 2026.01.20 08:00 | modify | 31 | 0.10 | 106.302 | 105.927 | 106.902 | ||
| 109 | 2026.01.21 16:00 | t/p | 30 | 0.10 | 106.902 | 105.927 | 106.902 | 95.83 | 1746.47 |
| 110 | 2026.01.21 16:00 | t/p | 31 | 0.10 | 106.902 | 105.927 | 106.902 | 38.33 | 1784.80 |
| 111 | 2026.01.21 16:00 | t/p | 32 | 0.10 | 106.902 | 105.927 | 106.902 | 38.33 | 1823.14 |
| 112 | 2026.01.22 04:00 | sell | 33 | 0.10 | 107.896 | 0.000 | 0.000 | ||
| 113 | 2026.01.22 04:00 | modify | 33 | 0.10 | 107.896 | 109.296 | 106.396 | ||
| 114 | 2026.01.23 20:00 | sell | 34 | 0.10 | 107.350 | 0.000 | 0.000 | ||
| 115 | 2026.01.23 20:00 | modify | 34 | 0.10 | 107.350 | 107.746 | 106.396 | ||
| 116 | 2026.01.23 20:00 | modify | 33 | 0.10 | 107.896 | 107.746 | 106.396 | ||
| 117 | 2026.01.26 12:00 | t/p | 33 | 0.10 | 106.396 | 107.746 | 106.396 | 93.77 | 1916.91 |
| 118 | 2026.01.26 12:00 | t/p | 34 | 0.10 | 106.396 | 107.746 | 106.396 | 59.90 | 1976.81 |
| 119 | 2026.02.03 04:00 | sell | 35 | 0.10 | 109.178 | 0.000 | 0.000 | ||
| 120 | 2026.02.03 04:00 | modify | 35 | 0.10 | 109.178 | 110.578 | 107.678 | ||
| 121 | 2026.02.09 00:00 | s/l | 35 | 0.10 | 110.578 | 110.578 | 107.678 | -95.23 | 1881.58 |
| 122 | 2026.02.18 16:00 | sell | 36 | 0.10 | 109.110 | 0.000 | 0.000 | ||
| 123 | 2026.02.18 16:00 | modify | 36 | 0.10 | 109.110 | 110.510 | 107.610 | ||
| 124 | 2026.02.25 04:00 | s/l | 36 | 0.10 | 110.510 | 110.510 | 107.610 | -96.20 | 1785.38 |
| 125 | 2026.03.11 04:00 | sell | 37 | 0.10 | 113.484 | 0.000 | 0.000 | ||
| 126 | 2026.03.11 04:00 | modify | 37 | 0.10 | 113.484 | 114.884 | 111.984 | ||
| 127 | 2026.03.13 08:00 | t/p | 37 | 0.10 | 111.984 | 114.884 | 111.984 | 91.82 | 1877.20 |
| 128 | 2026.03.13 08:00 | buy | 38 | 0.10 | 112.052 | 0.000 | 0.000 | ||
| 129 | 2026.03.13 08:00 | modify | 38 | 0.10 | 112.052 | 110.652 | 113.552 | ||
| 130 | 2026.03.16 20:00 | buy | 39 | 0.10 | 112.601 | 0.000 | 0.000 | ||
| 131 | 2026.03.16 20:00 | modify | 39 | 0.10 | 112.601 | 112.202 | 113.552 | ||
| 132 | 2026.03.16 20:00 | modify | 38 | 0.10 | 112.052 | 112.202 | 113.552 | ||
| 133 | 2026.03.19 00:00 | s/l | 38 | 0.10 | 112.202 | 112.202 | 113.552 | 9.83 | 1887.03 |
| 134 | 2026.03.19 00:00 | s/l | 39 | 0.10 | 112.202 | 112.202 | 113.552 | -25.26 | 1861.78 |
| 135 | 2026.03.19 08:00 | buy | 40 | 0.10 | 111.908 | 0.000 | 0.000 | ||
| 136 | 2026.03.19 08:00 | modify | 40 | 0.10 | 111.908 | 110.508 | 113.408 | ||
| 137 | 2026.03.23 12:00 | s/l | 40 | 0.10 | 110.508 | 110.508 | 113.408 | -89.27 | 1772.50 |
| 138 | 2026.03.24 04:00 | buy | 41 | 0.10 | 110.633 | 0.000 | 0.000 | ||
| 139 | 2026.03.24 04:00 | modify | 41 | 0.10 | 110.633 | 109.233 | 112.133 | ||
| 140 | 2026.03.30 16:00 | s/l | 41 | 0.10 | 109.233 | 109.233 | 112.133 | -89.10 | 1683.40 |
| 141 | 2026.03.30 16:00 | buy | 42 | 0.10 | 109.385 | 0.000 | 0.000 | ||
| 142 | 2026.03.30 16:00 | modify | 42 | 0.10 | 109.385 | 107.985 | 110.885 | ||
| 143 | 2026.04.07 16:00 | t/p | 42 | 0.10 | 110.885 | 107.985 | 110.885 | 96.08 | 1779.48 |
| 144 | 2026.04.08 00:00 | sell | 43 | 0.10 | 112.316 | 0.000 | 0.000 | ||
| 145 | 2026.04.08 00:00 | modify | 43 | 0.10 | 112.316 | 113.716 | 110.816 | ||
| 146 | 2026.04.15 16:00 | s/l | 43 | 0.10 | 113.716 | 113.716 | 110.816 | -96.20 | 1683.28 |
| 147 | 2026.04.30 16:00 | buy | 44 | 0.10 | 112.141 | 0.000 | 0.000 | ||
| 148 | 2026.04.30 16:00 | modify | 44 | 0.10 | 112.141 | 110.741 | 113.641 | ||
| 149 | 2026.04.30 23:59 | close at stop | 44 | 0.10 | 112.748 | 110.741 | 113.641 | 38.74 | 1722.02 |