Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.03.01 00:00 - 2025.02.28 23:59 (2024.03.01 - 2025.03.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=60; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 2608 | Ticks modelled | 4216 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 488.77 | Gross profit | 1201.05 | Gross loss | -712.28 |
| Profit factor | 1.69 | Expected payoff | 12.86 | ||
| Absolute drawdown | 42.10 | Maximal drawdown | 220.17 (14.69%) | Relative drawdown | 14.69% (220.17) |
| Total trades | 38 | Short positions (won %) | 25 (60.00%) | Long positions (won %) | 13 (38.46%) |
| Profit trades (% of total) | 20 (52.63%) | Loss trades (% of total) | 18 (47.37%) | ||
| Largest | profit trade | 92.92 | loss trade | -48.54 | |
| Average | profit trade | 60.05 | loss trade | -39.57 | |
| Maximum | consecutive wins (profit in money) | 4 (269.22) | consecutive losses (loss in money) | 3 (-118.15) | |
| Maximal | consecutive profit (count of wins) | 269.22 (4) | consecutive loss (count of losses) | -118.15 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.03.08 20:00 | buy | 1 | 0.10 | 147.078 | 0.000 | 0.000 | ||
| 2 | 2024.03.08 20:00 | modify | 1 | 0.10 | 147.078 | 146.478 | 148.378 | ||
| 3 | 2024.03.13 12:00 | buy | 2 | 0.10 | 148.003 | 0.000 | 0.000 | ||
| 4 | 2024.03.13 12:00 | modify | 2 | 0.10 | 148.003 | 147.533 | 148.378 | ||
| 5 | 2024.03.13 12:00 | modify | 1 | 0.10 | 147.078 | 147.533 | 148.378 | ||
| 6 | 2024.03.13 20:00 | s/l | 1 | 0.10 | 147.533 | 147.533 | 148.378 | 32.56 | 1032.56 |
| 7 | 2024.03.13 20:00 | s/l | 2 | 0.10 | 147.533 | 147.533 | 148.378 | -31.79 | 1000.77 |
| 8 | 2024.03.15 20:00 | sell | 3 | 0.10 | 149.079 | 0.000 | 0.000 | ||
| 9 | 2024.03.15 20:00 | modify | 3 | 0.10 | 149.079 | 149.679 | 147.779 | ||
| 10 | 2024.03.19 04:00 | s/l | 3 | 0.10 | 149.679 | 149.679 | 147.779 | -42.87 | 957.90 |
| 11 | 2024.03.20 16:00 | sell | 4 | 0.10 | 151.661 | 0.000 | 0.000 | ||
| 12 | 2024.03.20 16:00 | modify | 4 | 0.10 | 151.661 | 152.261 | 150.361 | ||
| 13 | 2024.03.21 00:00 | sell | 5 | 0.10 | 150.737 | 0.000 | 0.000 | ||
| 14 | 2024.03.21 00:00 | modify | 5 | 0.10 | 150.737 | 151.206 | 150.361 | ||
| 15 | 2024.03.21 00:00 | modify | 4 | 0.10 | 151.661 | 151.206 | 150.361 | ||
| 16 | 2024.03.21 04:00 | t/p | 4 | 0.10 | 150.361 | 151.206 | 150.361 | 82.17 | 1040.07 |
| 17 | 2024.03.21 04:00 | t/p | 5 | 0.10 | 150.361 | 151.206 | 150.361 | 24.98 | 1065.05 |
| 18 | 2024.04.11 12:00 | sell | 6 | 0.10 | 153.086 | 0.000 | 0.000 | ||
| 19 | 2024.04.11 12:00 | modify | 6 | 0.10 | 153.086 | 153.686 | 151.786 | ||
| 20 | 2024.04.15 04:00 | s/l | 6 | 0.10 | 153.686 | 153.686 | 151.786 | -41.83 | 1023.22 |
| 21 | 2024.04.15 20:00 | sell | 7 | 0.10 | 154.223 | 0.000 | 0.000 | ||
| 22 | 2024.04.15 20:00 | modify | 7 | 0.10 | 154.223 | 154.823 | 152.923 | ||
| 23 | 2024.04.22 20:00 | s/l | 7 | 0.10 | 154.823 | 154.823 | 152.923 | -48.54 | 974.69 |
| 24 | 2024.05.03 20:00 | buy | 8 | 0.10 | 152.918 | 0.000 | 0.000 | ||
| 25 | 2024.05.03 20:00 | modify | 8 | 0.10 | 152.918 | 152.318 | 154.218 | ||
| 26 | 2024.05.07 00:00 | t/p | 8 | 0.10 | 154.218 | 152.318 | 154.218 | 85.48 | 1060.16 |
| 27 | 2024.05.08 16:00 | sell | 9 | 0.10 | 155.426 | 0.000 | 0.000 | ||
| 28 | 2024.05.08 16:00 | modify | 9 | 0.10 | 155.426 | 156.026 | 154.126 | ||
| 29 | 2024.05.13 16:00 | s/l | 9 | 0.10 | 156.026 | 156.026 | 154.126 | -45.40 | 1014.76 |
| 30 | 2024.05.14 12:00 | sell | 10 | 0.10 | 156.450 | 0.000 | 0.000 | ||
| 31 | 2024.05.14 12:00 | modify | 10 | 0.10 | 156.450 | 157.050 | 155.150 | ||
| 32 | 2024.05.15 16:00 | t/p | 10 | 0.10 | 155.150 | 157.050 | 155.150 | 82.44 | 1097.20 |
| 33 | 2024.05.23 08:00 | sell | 11 | 0.10 | 156.757 | 0.000 | 0.000 | ||
| 34 | 2024.05.23 08:00 | modify | 11 | 0.10 | 156.757 | 157.357 | 155.457 | ||
| 35 | 2024.05.29 04:00 | s/l | 11 | 0.10 | 157.357 | 157.357 | 155.457 | -43.73 | 1053.47 |
| 36 | 2024.06.04 16:00 | buy | 12 | 0.10 | 154.902 | 0.000 | 0.000 | ||
| 37 | 2024.06.04 16:00 | modify | 12 | 0.10 | 154.902 | 154.302 | 156.202 | ||
| 38 | 2024.06.05 12:00 | t/p | 12 | 0.10 | 156.202 | 154.302 | 156.202 | 83.84 | 1137.31 |
| 39 | 2024.07.02 08:00 | sell | 13 | 0.10 | 161.657 | 0.000 | 0.000 | ||
| 40 | 2024.07.02 08:00 | modify | 13 | 0.10 | 161.657 | 162.257 | 160.357 | ||
| 41 | 2024.07.05 16:00 | sell | 14 | 0.10 | 160.730 | 0.000 | 0.000 | ||
| 42 | 2024.07.05 16:00 | modify | 14 | 0.10 | 160.730 | 161.202 | 160.357 | ||
| 43 | 2024.07.05 16:00 | modify | 13 | 0.10 | 161.657 | 161.202 | 160.357 | ||
| 44 | 2024.07.08 04:00 | t/p | 13 | 0.10 | 160.357 | 161.202 | 160.357 | 72.60 | 1209.91 |
| 45 | 2024.07.08 04:00 | t/p | 14 | 0.10 | 160.357 | 161.202 | 160.357 | 21.84 | 1231.76 |
| 46 | 2024.07.10 20:00 | sell | 15 | 0.10 | 161.734 | 0.000 | 0.000 | ||
| 47 | 2024.07.10 20:00 | modify | 15 | 0.10 | 161.734 | 162.334 | 160.434 | ||
| 48 | 2024.07.11 16:00 | t/p | 15 | 0.10 | 160.434 | 162.334 | 160.434 | 77.77 | 1309.52 |
| 49 | 2024.07.11 20:00 | buy | 16 | 0.10 | 158.854 | 0.000 | 0.000 | ||
| 50 | 2024.07.11 20:00 | modify | 16 | 0.10 | 158.854 | 158.254 | 160.154 | ||
| 51 | 2024.07.12 00:00 | s/l | 16 | 0.10 | 158.254 | 158.254 | 160.154 | -37.32 | 1272.20 |
| 52 | 2024.07.17 16:00 | buy | 17 | 0.10 | 156.596 | 0.000 | 0.000 | ||
| 53 | 2024.07.17 16:00 | modify | 17 | 0.10 | 156.596 | 155.996 | 157.896 | ||
| 54 | 2024.07.18 00:00 | s/l | 17 | 0.10 | 155.996 | 155.996 | 157.896 | -36.76 | 1235.44 |
| 55 | 2024.07.30 12:00 | sell | 18 | 0.10 | 154.884 | 0.000 | 0.000 | ||
| 56 | 2024.07.30 12:00 | modify | 18 | 0.10 | 154.884 | 155.484 | 153.584 | ||
| 57 | 2024.07.30 20:00 | t/p | 18 | 0.10 | 153.584 | 155.484 | 153.584 | 84.80 | 1320.24 |
| 58 | 2024.09.01 20:00 | sell | 19 | 0.10 | 145.971 | 0.000 | 0.000 | ||
| 59 | 2024.09.01 20:00 | modify | 19 | 0.10 | 145.971 | 146.571 | 144.671 | ||
| 60 | 2024.09.02 00:00 | s/l | 19 | 0.10 | 146.571 | 146.571 | 144.671 | -42.37 | 1277.87 |
| 61 | 2024.09.16 12:00 | buy | 20 | 0.10 | 139.914 | 0.000 | 0.000 | ||
| 62 | 2024.09.16 12:00 | modify | 20 | 0.10 | 139.914 | 139.314 | 141.214 | ||
| 63 | 2024.09.16 16:00 | buy | 21 | 0.10 | 140.827 | 0.000 | 0.000 | ||
| 64 | 2024.09.16 16:00 | modify | 21 | 0.10 | 140.827 | 140.369 | 141.214 | ||
| 65 | 2024.09.16 16:00 | modify | 20 | 0.10 | 139.914 | 140.369 | 141.214 | ||
| 66 | 2024.09.17 00:00 | t/p | 20 | 0.10 | 141.214 | 140.369 | 141.214 | 92.92 | 1370.80 |
| 67 | 2024.09.17 00:00 | t/p | 21 | 0.10 | 141.214 | 140.369 | 141.214 | 28.08 | 1398.88 |
| 68 | 2024.10.06 20:00 | sell | 22 | 0.10 | 148.653 | 0.000 | 0.000 | ||
| 69 | 2024.10.06 20:00 | modify | 22 | 0.10 | 148.653 | 149.253 | 147.353 | ||
| 70 | 2024.10.07 16:00 | sell | 23 | 0.10 | 148.124 | 0.000 | 0.000 | ||
| 71 | 2024.10.07 16:00 | modify | 23 | 0.10 | 148.124 | 148.588 | 147.353 | ||
| 72 | 2024.10.07 16:00 | modify | 22 | 0.10 | 148.653 | 148.588 | 147.353 | ||
| 73 | 2024.10.09 08:00 | s/l | 22 | 0.10 | 148.588 | 148.588 | 147.353 | 0.18 | 1399.06 |
| 74 | 2024.10.09 08:00 | s/l | 23 | 0.10 | 148.588 | 148.588 | 147.353 | -34.03 | 1365.03 |
| 75 | 2024.10.14 20:00 | sell | 24 | 0.10 | 149.763 | 0.000 | 0.000 | ||
| 76 | 2024.10.14 20:00 | modify | 24 | 0.10 | 149.763 | 150.363 | 148.463 | ||
| 77 | 2024.10.15 08:00 | sell | 25 | 0.10 | 149.235 | 0.000 | 0.000 | ||
| 78 | 2024.10.15 08:00 | modify | 25 | 0.10 | 149.235 | 149.698 | 148.463 | ||
| 79 | 2024.10.15 08:00 | modify | 24 | 0.10 | 149.763 | 149.698 | 148.463 | ||
| 80 | 2024.10.16 16:00 | s/l | 24 | 0.10 | 149.698 | 149.698 | 148.463 | 1.55 | 1366.58 |
| 81 | 2024.10.16 16:00 | s/l | 25 | 0.10 | 149.698 | 149.698 | 148.463 | -32.31 | 1334.28 |
| 82 | 2024.10.23 16:00 | sell | 26 | 0.10 | 152.821 | 0.000 | 0.000 | ||
| 83 | 2024.10.23 16:00 | modify | 26 | 0.10 | 152.821 | 153.421 | 151.521 | ||
| 84 | 2024.10.25 08:00 | t/p | 26 | 0.10 | 151.521 | 153.421 | 151.521 | 79.94 | 1414.21 |
| 85 | 2024.11.17 20:00 | buy | 27 | 0.10 | 154.379 | 0.000 | 0.000 | ||
| 86 | 2024.11.17 20:00 | modify | 27 | 0.10 | 154.379 | 153.779 | 155.679 | ||
| 87 | 2024.11.19 12:00 | s/l | 27 | 0.10 | 153.779 | 153.779 | 155.679 | -37.75 | 1376.46 |
| 88 | 2024.11.29 12:00 | buy | 28 | 0.10 | 150.066 | 0.000 | 0.000 | ||
| 89 | 2024.11.29 12:00 | modify | 28 | 0.10 | 150.066 | 149.466 | 151.366 | ||
| 90 | 2024.11.29 20:00 | s/l | 28 | 0.10 | 149.466 | 149.466 | 151.366 | -40.11 | 1336.35 |
| 91 | 2024.12.15 20:00 | sell | 29 | 0.10 | 153.573 | 0.000 | 0.000 | ||
| 92 | 2024.12.15 20:00 | modify | 29 | 0.10 | 153.573 | 154.173 | 152.273 | ||
| 93 | 2024.12.16 16:00 | s/l | 29 | 0.10 | 154.173 | 154.173 | 152.273 | -40.29 | 1296.06 |
| 94 | 2024.12.19 20:00 | sell | 30 | 0.10 | 157.420 | 0.000 | 0.000 | ||
| 95 | 2024.12.19 20:00 | modify | 30 | 0.10 | 157.420 | 158.020 | 156.120 | ||
| 96 | 2024.12.20 16:00 | sell | 31 | 0.10 | 156.501 | 0.000 | 0.000 | ||
| 97 | 2024.12.20 16:00 | modify | 31 | 0.10 | 156.501 | 156.965 | 156.120 | ||
| 98 | 2024.12.20 16:00 | modify | 30 | 0.10 | 157.420 | 156.965 | 156.120 | ||
| 99 | 2024.12.20 20:00 | t/p | 30 | 0.10 | 156.120 | 156.965 | 156.120 | 81.91 | 1377.97 |
| 100 | 2024.12.20 20:00 | t/p | 31 | 0.10 | 156.120 | 156.965 | 156.120 | 24.41 | 1402.38 |
| 101 | 2024.12.26 20:00 | sell | 32 | 0.10 | 157.985 | 0.000 | 0.000 | ||
| 102 | 2024.12.26 20:00 | modify | 32 | 0.10 | 157.985 | 158.585 | 156.685 | ||
| 103 | 2024.12.31 04:00 | t/p | 32 | 0.10 | 156.685 | 158.585 | 156.685 | 78.89 | 1481.27 |
| 104 | 2025.02.03 08:00 | sell | 33 | 0.10 | 155.623 | 0.000 | 0.000 | ||
| 105 | 2025.02.03 08:00 | modify | 33 | 0.10 | 155.623 | 156.223 | 154.323 | ||
| 106 | 2025.02.03 16:00 | t/p | 33 | 0.10 | 154.323 | 156.223 | 154.323 | 84.01 | 1565.28 |
| 107 | 2025.02.05 08:00 | buy | 34 | 0.10 | 153.331 | 0.000 | 0.000 | ||
| 108 | 2025.02.05 08:00 | modify | 34 | 0.10 | 153.331 | 152.731 | 154.631 | ||
| 109 | 2025.02.05 12:00 | s/l | 34 | 0.10 | 152.731 | 152.731 | 154.631 | -39.25 | 1526.03 |
| 110 | 2025.02.12 12:00 | sell | 35 | 0.10 | 153.553 | 0.000 | 0.000 | ||
| 111 | 2025.02.12 12:00 | modify | 35 | 0.10 | 153.553 | 154.153 | 152.253 | ||
| 112 | 2025.02.12 16:00 | s/l | 35 | 0.10 | 154.153 | 154.153 | 152.253 | -38.84 | 1487.19 |
| 113 | 2025.02.12 20:00 | sell | 36 | 0.10 | 154.426 | 0.000 | 0.000 | ||
| 114 | 2025.02.12 20:00 | modify | 36 | 0.10 | 154.426 | 155.026 | 153.126 | ||
| 115 | 2025.02.13 16:00 | t/p | 36 | 0.10 | 153.126 | 155.026 | 153.126 | 80.69 | 1567.87 |
| 116 | 2025.02.14 20:00 | buy | 37 | 0.10 | 152.240 | 0.000 | 0.000 | ||
| 117 | 2025.02.14 20:00 | modify | 37 | 0.10 | 152.240 | 151.640 | 153.540 | ||
| 118 | 2025.02.17 04:00 | s/l | 37 | 0.10 | 151.640 | 151.640 | 153.540 | -38.98 | 1528.90 |
| 119 | 2025.02.20 12:00 | buy | 38 | 0.10 | 150.252 | 0.000 | 0.000 | ||
| 120 | 2025.02.20 12:00 | modify | 38 | 0.10 | 150.252 | 149.652 | 151.552 | ||
| 121 | 2025.02.20 16:00 | s/l | 38 | 0.10 | 149.652 | 149.652 | 151.552 | -40.13 | 1488.77 |