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=0; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 366.60 | Gross profit | 1429.53 | Gross loss | -1062.93 |
| Profit factor | 1.34 | Expected payoff | 9.40 | ||
| Absolute drawdown | 137.81 | Maximal drawdown | 335.03 (22.33%) | Relative drawdown | 22.33% (335.03) |
| Total trades | 39 | Short positions (won %) | 25 (52.00%) | Long positions (won %) | 14 (71.43%) |
| Profit trades (% of total) | 23 (58.97%) | Loss trades (% of total) | 16 (41.03%) | ||
| Largest | profit trade | 96.13 | loss trade | -88.80 | |
| Average | profit trade | 62.15 | loss trade | -66.43 | |
| Maximum | consecutive wins (profit in money) | 5 (273.06) | consecutive losses (loss in money) | 3 (-255.64) | |
| Maximal | consecutive profit (count of wins) | 277.41 (3) | consecutive loss (count of losses) | -255.64 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.05.01 16:00 | sell | 1 | 0.10 | 92.693 | 0.000 | 0.000 | ||
| 2 | 2025.05.01 16:00 | modify | 1 | 0.10 | 92.693 | 93.793 | 91.193 | ||
| 3 | 2025.05.12 00:00 | s/l | 1 | 0.10 | 93.793 | 93.793 | 91.193 | -79.01 | 920.99 |
| 4 | 2025.05.12 08:00 | sell | 2 | 0.10 | 94.736 | 0.000 | 0.000 | ||
| 5 | 2025.05.12 08:00 | modify | 2 | 0.10 | 94.736 | 95.836 | 93.236 | ||
| 6 | 2025.05.15 16:00 | t/p | 2 | 0.10 | 93.236 | 95.836 | 93.236 | 90.83 | 1011.82 |
| 7 | 2025.05.15 16:00 | buy | 3 | 0.10 | 93.245 | 0.000 | 0.000 | ||
| 8 | 2025.05.15 16:00 | modify | 3 | 0.10 | 93.245 | 92.145 | 94.745 | ||
| 9 | 2025.05.22 04:00 | s/l | 3 | 0.10 | 92.145 | 92.145 | 94.745 | -69.91 | 941.91 |
| 10 | 2025.05.29 08:00 | sell | 4 | 0.10 | 93.673 | 0.000 | 0.000 | ||
| 11 | 2025.05.29 08:00 | modify | 4 | 0.10 | 93.673 | 94.773 | 92.173 | ||
| 12 | 2025.05.30 04:00 | sell | 5 | 0.10 | 92.447 | 0.000 | 0.000 | ||
| 13 | 2025.05.30 04:00 | modify | 5 | 0.10 | 92.447 | 92.998 | 92.173 | ||
| 14 | 2025.05.30 04:00 | modify | 4 | 0.10 | 93.673 | 92.998 | 92.173 | ||
| 15 | 2025.05.30 16:00 | t/p | 4 | 0.10 | 92.173 | 92.998 | 92.173 | 94.76 | 1036.67 |
| 16 | 2025.05.30 16:00 | t/p | 5 | 0.10 | 92.173 | 92.998 | 92.173 | 17.49 | 1054.16 |
| 17 | 2025.06.12 08:00 | buy | 6 | 0.10 | 93.293 | 0.000 | 0.000 | ||
| 18 | 2025.06.12 08:00 | modify | 6 | 0.10 | 93.293 | 92.193 | 94.793 | ||
| 19 | 2025.06.16 12:00 | buy | 7 | 0.10 | 94.054 | 0.000 | 0.000 | ||
| 20 | 2025.06.16 12:00 | modify | 7 | 0.10 | 94.054 | 93.668 | 94.793 | ||
| 21 | 2025.06.16 12:00 | modify | 6 | 0.10 | 93.293 | 93.668 | 94.793 | ||
| 22 | 2025.06.16 20:00 | buy | 8 | 0.10 | 94.516 | 0.000 | 0.000 | ||
| 23 | 2025.06.16 20:00 | modify | 8 | 0.10 | 94.516 | 93.968 | 94.793 | ||
| 24 | 2025.06.16 20:00 | modify | 7 | 0.10 | 94.054 | 93.968 | 94.793 | ||
| 25 | 2025.06.16 20:00 | modify | 6 | 0.10 | 93.293 | 93.968 | 94.793 | ||
| 26 | 2025.06.17 08:00 | t/p | 6 | 0.10 | 94.793 | 93.968 | 94.793 | 95.87 | 1150.03 |
| 27 | 2025.06.17 08:00 | t/p | 7 | 0.10 | 94.793 | 93.968 | 94.793 | 47.21 | 1197.24 |
| 28 | 2025.06.17 08:00 | t/p | 8 | 0.10 | 94.793 | 93.968 | 94.793 | 17.72 | 1214.97 |
| 29 | 2025.07.08 12:00 | sell | 9 | 0.10 | 95.872 | 0.000 | 0.000 | ||
| 30 | 2025.07.08 12:00 | modify | 9 | 0.10 | 95.872 | 96.972 | 94.372 | ||
| 31 | 2025.07.11 16:00 | s/l | 9 | 0.10 | 96.972 | 96.972 | 94.372 | -75.10 | 1139.87 |
| 32 | 2025.07.11 16:00 | sell | 10 | 0.10 | 96.873 | 0.000 | 0.000 | ||
| 33 | 2025.07.11 16:00 | modify | 10 | 0.10 | 96.873 | 97.973 | 95.373 | ||
| 34 | 2025.07.21 20:00 | sell | 11 | 0.10 | 96.121 | 0.000 | 0.000 | ||
| 35 | 2025.07.21 20:00 | modify | 11 | 0.10 | 96.121 | 96.498 | 95.373 | ||
| 36 | 2025.07.21 20:00 | modify | 10 | 0.10 | 96.873 | 96.498 | 95.373 | ||
| 37 | 2025.07.23 04:00 | s/l | 10 | 0.10 | 96.498 | 96.498 | 95.373 | 14.14 | 1154.01 |
| 38 | 2025.07.23 04:00 | s/l | 11 | 0.10 | 96.498 | 96.498 | 95.373 | -26.02 | 1127.99 |
| 39 | 2025.07.30 08:00 | buy | 12 | 0.10 | 96.317 | 0.000 | 0.000 | ||
| 40 | 2025.07.30 08:00 | modify | 12 | 0.10 | 96.317 | 95.217 | 97.817 | ||
| 41 | 2025.08.01 20:00 | s/l | 12 | 0.10 | 95.217 | 95.217 | 97.817 | -70.04 | 1057.95 |
| 42 | 2025.08.01 20:00 | buy | 13 | 0.10 | 95.222 | 0.000 | 0.000 | ||
| 43 | 2025.08.01 20:00 | modify | 13 | 0.10 | 95.222 | 94.122 | 96.722 | ||
| 44 | 2025.08.06 12:00 | buy | 14 | 0.10 | 95.999 | 0.000 | 0.000 | ||
| 45 | 2025.08.06 12:00 | modify | 14 | 0.10 | 95.999 | 95.597 | 96.722 | ||
| 46 | 2025.08.06 12:00 | modify | 13 | 0.10 | 95.222 | 95.597 | 96.722 | ||
| 47 | 2025.08.08 12:00 | buy | 15 | 0.10 | 96.436 | 0.000 | 0.000 | ||
| 48 | 2025.08.08 12:00 | modify | 15 | 0.10 | 96.436 | 95.897 | 96.722 | ||
| 49 | 2025.08.08 12:00 | modify | 14 | 0.10 | 95.999 | 95.897 | 96.722 | ||
| 50 | 2025.08.08 12:00 | modify | 13 | 0.10 | 95.222 | 95.897 | 96.722 | ||
| 51 | 2025.08.12 04:00 | t/p | 13 | 0.10 | 96.722 | 95.897 | 96.722 | 96.13 | 1154.08 |
| 52 | 2025.08.12 04:00 | t/p | 14 | 0.10 | 96.722 | 95.897 | 96.722 | 46.41 | 1200.48 |
| 53 | 2025.08.12 04:00 | t/p | 15 | 0.10 | 96.722 | 95.897 | 96.722 | 18.35 | 1218.83 |
| 54 | 2025.09.02 08:00 | sell | 16 | 0.10 | 96.685 | 0.000 | 0.000 | ||
| 55 | 2025.09.02 08:00 | modify | 16 | 0.10 | 96.685 | 97.785 | 95.185 | ||
| 56 | 2025.09.11 12:00 | s/l | 16 | 0.10 | 97.785 | 97.785 | 95.185 | -80.98 | 1137.85 |
| 57 | 2025.09.11 16:00 | sell | 17 | 0.10 | 97.964 | 0.000 | 0.000 | ||
| 58 | 2025.09.11 16:00 | modify | 17 | 0.10 | 97.964 | 99.064 | 96.464 | ||
| 59 | 2025.10.03 12:00 | sell | 18 | 0.10 | 97.267 | 0.000 | 0.000 | ||
| 60 | 2025.10.03 12:00 | modify | 18 | 0.10 | 97.267 | 97.589 | 96.464 | ||
| 61 | 2025.10.03 12:00 | modify | 17 | 0.10 | 97.964 | 97.589 | 96.464 | ||
| 62 | 2025.10.05 20:00 | s/l | 17 | 0.10 | 97.589 | 97.589 | 96.464 | 2.39 | 1140.24 |
| 63 | 2025.10.05 20:00 | s/l | 18 | 0.10 | 97.589 | 97.589 | 96.464 | -20.55 | 1119.69 |
| 64 | 2025.10.07 20:00 | sell | 19 | 0.10 | 99.945 | 0.000 | 0.000 | ||
| 65 | 2025.10.07 20:00 | modify | 19 | 0.10 | 99.945 | 101.045 | 98.445 | ||
| 66 | 2025.10.10 16:00 | t/p | 19 | 0.10 | 98.445 | 101.045 | 98.445 | 90.83 | 1210.52 |
| 67 | 2025.10.10 16:00 | buy | 20 | 0.10 | 98.687 | 0.000 | 0.000 | ||
| 68 | 2025.10.10 16:00 | modify | 20 | 0.10 | 98.687 | 97.587 | 100.187 | ||
| 69 | 2025.10.16 04:00 | s/l | 20 | 0.10 | 97.587 | 97.587 | 100.187 | -69.94 | 1140.58 |
| 70 | 2025.10.17 08:00 | buy | 21 | 0.10 | 96.773 | 0.000 | 0.000 | ||
| 71 | 2025.10.17 08:00 | modify | 21 | 0.10 | 96.773 | 95.673 | 98.273 | ||
| 72 | 2025.10.17 16:00 | buy | 22 | 0.10 | 97.527 | 0.000 | 0.000 | ||
| 73 | 2025.10.17 16:00 | modify | 22 | 0.10 | 97.527 | 97.148 | 98.273 | ||
| 74 | 2025.10.17 16:00 | modify | 21 | 0.10 | 96.773 | 97.148 | 98.273 | ||
| 75 | 2025.10.20 04:00 | t/p | 21 | 0.10 | 98.273 | 97.148 | 98.273 | 95.78 | 1236.36 |
| 76 | 2025.10.20 04:00 | t/p | 22 | 0.10 | 98.273 | 97.148 | 98.273 | 47.65 | 1284.01 |
| 77 | 2025.10.23 16:00 | sell | 23 | 0.10 | 99.492 | 0.000 | 0.000 | ||
| 78 | 2025.10.23 16:00 | modify | 23 | 0.10 | 99.492 | 100.592 | 97.992 | ||
| 79 | 2025.10.29 08:00 | s/l | 23 | 0.10 | 100.592 | 100.592 | 97.992 | -74.12 | 1209.90 |
| 80 | 2025.10.30 12:00 | sell | 24 | 0.10 | 101.031 | 0.000 | 0.000 | ||
| 81 | 2025.10.30 12:00 | modify | 24 | 0.10 | 101.031 | 102.131 | 99.531 | ||
| 82 | 2025.11.04 16:00 | t/p | 24 | 0.10 | 99.531 | 102.131 | 99.531 | 92.79 | 1302.69 |
| 83 | 2025.11.05 12:00 | buy | 25 | 0.10 | 99.555 | 0.000 | 0.000 | ||
| 84 | 2025.11.05 12:00 | modify | 25 | 0.10 | 99.555 | 98.455 | 101.055 | ||
| 85 | 2025.11.05 16:00 | buy | 26 | 0.10 | 100.326 | 0.000 | 0.000 | ||
| 86 | 2025.11.05 16:00 | modify | 26 | 0.10 | 100.326 | 99.930 | 101.055 | ||
| 87 | 2025.11.05 16:00 | modify | 25 | 0.10 | 99.555 | 99.930 | 101.055 | ||
| 88 | 2025.11.06 04:00 | s/l | 25 | 0.10 | 99.930 | 99.930 | 101.055 | 24.07 | 1326.76 |
| 89 | 2025.11.06 04:00 | s/l | 26 | 0.10 | 99.930 | 99.930 | 101.055 | -25.14 | 1301.62 |
| 90 | 2025.11.13 08:00 | sell | 27 | 0.10 | 101.726 | 0.000 | 0.000 | ||
| 91 | 2025.11.13 08:00 | modify | 27 | 0.10 | 101.726 | 102.826 | 100.226 | ||
| 92 | 2025.11.13 16:00 | sell | 28 | 0.10 | 101.041 | 0.000 | 0.000 | ||
| 93 | 2025.11.13 16:00 | modify | 28 | 0.10 | 101.041 | 101.351 | 100.226 | ||
| 94 | 2025.11.13 16:00 | modify | 27 | 0.10 | 101.726 | 101.351 | 100.226 | ||
| 95 | 2025.11.18 08:00 | t/p | 27 | 0.10 | 100.226 | 101.351 | 100.226 | 92.79 | 1394.41 |
| 96 | 2025.11.18 08:00 | t/p | 28 | 0.10 | 100.226 | 101.351 | 100.226 | 49.08 | 1443.49 |
| 97 | 2025.12.09 08:00 | sell | 29 | 0.10 | 103.672 | 0.000 | 0.000 | ||
| 98 | 2025.12.09 08:00 | modify | 29 | 0.10 | 103.672 | 104.772 | 102.172 | ||
| 99 | 2025.12.26 04:00 | s/l | 29 | 0.10 | 104.772 | 104.772 | 102.172 | -88.80 | 1354.69 |
| 100 | 2025.12.26 16:00 | sell | 30 | 0.10 | 105.044 | 0.000 | 0.000 | ||
| 101 | 2025.12.26 16:00 | modify | 30 | 0.10 | 105.044 | 106.144 | 103.544 | ||
| 102 | 2026.01.12 16:00 | s/l | 30 | 0.10 | 106.144 | 106.144 | 103.544 | -84.89 | 1269.80 |
| 103 | 2026.01.12 16:00 | sell | 31 | 0.10 | 106.151 | 0.000 | 0.000 | ||
| 104 | 2026.01.12 16:00 | modify | 31 | 0.10 | 106.151 | 107.251 | 104.651 | ||
| 105 | 2026.01.22 04:00 | s/l | 31 | 0.10 | 107.251 | 107.251 | 104.651 | -81.95 | 1187.85 |
| 106 | 2026.01.22 20:00 | sell | 32 | 0.10 | 108.338 | 0.000 | 0.000 | ||
| 107 | 2026.01.22 20:00 | modify | 32 | 0.10 | 108.338 | 109.438 | 106.838 | ||
| 108 | 2026.01.26 00:00 | t/p | 32 | 0.10 | 106.838 | 109.438 | 106.838 | 93.78 | 1281.63 |
| 109 | 2026.02.04 08:00 | sell | 33 | 0.10 | 110.029 | 0.000 | 0.000 | ||
| 110 | 2026.02.04 08:00 | modify | 33 | 0.10 | 110.029 | 111.129 | 108.529 | ||
| 111 | 2026.02.06 00:00 | t/p | 33 | 0.10 | 108.529 | 111.129 | 108.529 | 91.81 | 1373.44 |
| 112 | 2026.02.25 20:00 | sell | 34 | 0.10 | 111.420 | 0.000 | 0.000 | ||
| 113 | 2026.02.25 20:00 | modify | 34 | 0.10 | 111.420 | 112.520 | 109.920 | ||
| 114 | 2026.03.01 20:00 | t/p | 34 | 0.10 | 109.920 | 112.520 | 109.920 | 91.81 | 1465.26 |
| 115 | 2026.03.10 16:00 | sell | 35 | 0.10 | 112.673 | 0.000 | 0.000 | ||
| 116 | 2026.03.10 16:00 | modify | 35 | 0.10 | 112.673 | 113.773 | 111.173 | ||
| 117 | 2026.03.11 16:00 | s/l | 35 | 0.10 | 113.773 | 113.773 | 111.173 | -71.18 | 1394.08 |
| 118 | 2026.04.07 12:00 | sell | 36 | 0.10 | 110.861 | 0.000 | 0.000 | ||
| 119 | 2026.04.07 12:00 | modify | 36 | 0.10 | 110.861 | 111.961 | 109.361 | ||
| 120 | 2026.04.08 00:00 | s/l | 36 | 0.10 | 111.961 | 111.961 | 109.361 | -71.18 | 1322.90 |
| 121 | 2026.04.09 16:00 | sell | 37 | 0.10 | 112.564 | 0.000 | 0.000 | ||
| 122 | 2026.04.09 16:00 | modify | 37 | 0.10 | 112.564 | 113.664 | 111.064 | ||
| 123 | 2026.04.15 16:00 | s/l | 37 | 0.10 | 113.664 | 113.664 | 111.064 | -74.12 | 1248.78 |
| 124 | 2026.04.15 16:00 | sell | 38 | 0.10 | 113.856 | 0.000 | 0.000 | ||
| 125 | 2026.04.15 16:00 | modify | 38 | 0.10 | 113.856 | 114.956 | 112.356 | ||
| 126 | 2026.04.30 16:00 | t/p | 38 | 0.10 | 112.356 | 114.956 | 112.356 | 79.08 | 1327.86 |
| 127 | 2026.04.30 16:00 | buy | 39 | 0.10 | 112.141 | 0.000 | 0.000 | ||
| 128 | 2026.04.30 16:00 | modify | 39 | 0.10 | 112.141 | 111.041 | 113.641 | ||
| 129 | 2026.04.30 23:59 | close at stop | 39 | 0.10 | 112.748 | 111.041 | 113.641 | 38.74 | 1366.60 |