Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1440)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.05.01 00:00 - 2025.04.30 23:59 (2024.05.01 - 2025.05.01) | ||||
| 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=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=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 7217 | Ticks modelled | 13434 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 480.53 | Gross profit | 1184.44 | Gross loss | -703.91 |
| Profit factor | 1.68 | Expected payoff | 16.02 | ||
| Absolute drawdown | 165.14 | Maximal drawdown | 229.02 (20.19%) | Relative drawdown | 20.19% (229.02) |
| Total trades | 30 | Short positions (won %) | 19 (63.16%) | Long positions (won %) | 11 (54.55%) |
| Profit trades (% of total) | 18 (60.00%) | Loss trades (% of total) | 12 (40.00%) | ||
| Largest | profit trade | 104.48 | loss trade | -102.33 | |
| Average | profit trade | 65.80 | loss trade | -58.66 | |
| Maximum | consecutive wins (profit in money) | 3 (242.03) | consecutive losses (loss in money) | 2 (-199.49) | |
| Maximal | consecutive profit (count of wins) | 242.03 (3) | consecutive loss (count of losses) | -199.49 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.05.16 17:00 | sell | 1 | 0.10 | 168.821 | 0.000 | 0.000 | ||
| 2 | 2024.05.16 17:00 | modify | 1 | 0.10 | 168.821 | 170.221 | 167.321 | ||
| 3 | 2024.05.23 14:00 | s/l | 1 | 0.10 | 170.221 | 170.221 | 167.321 | -102.33 | 897.67 |
| 4 | 2024.07.09 16:00 | sell | 2 | 0.10 | 174.513 | 0.000 | 0.000 | ||
| 5 | 2024.07.09 16:00 | modify | 2 | 0.10 | 174.513 | 175.913 | 173.013 | ||
| 6 | 2024.07.11 13:00 | t/p | 2 | 0.10 | 173.013 | 175.913 | 173.013 | 99.72 | 997.38 |
| 7 | 2024.07.12 16:00 | buy | 3 | 0.10 | 172.164 | 0.000 | 0.000 | ||
| 8 | 2024.07.12 16:00 | modify | 3 | 0.10 | 172.164 | 170.764 | 173.664 | ||
| 9 | 2024.07.16 02:00 | buy | 4 | 0.10 | 172.711 | 0.000 | 0.000 | ||
| 10 | 2024.07.16 02:00 | modify | 4 | 0.10 | 172.711 | 172.314 | 173.664 | ||
| 11 | 2024.07.16 02:00 | modify | 3 | 0.10 | 172.164 | 172.314 | 173.664 | ||
| 12 | 2024.07.16 13:00 | s/l | 3 | 0.10 | 172.314 | 172.314 | 173.664 | 10.96 | 1008.34 |
| 13 | 2024.07.16 13:00 | s/l | 4 | 0.10 | 172.314 | 172.314 | 173.664 | -27.31 | 981.03 |
| 14 | 2024.07.24 16:00 | buy | 5 | 0.10 | 166.491 | 0.000 | 0.000 | ||
| 15 | 2024.07.24 16:00 | modify | 5 | 0.10 | 166.491 | 165.091 | 167.991 | ||
| 16 | 2024.07.25 04:00 | s/l | 5 | 0.10 | 165.091 | 165.091 | 167.991 | -95.38 | 885.65 |
| 17 | 2024.08.15 16:00 | sell | 6 | 0.10 | 163.585 | 0.000 | 0.000 | ||
| 18 | 2024.08.15 16:00 | modify | 6 | 0.10 | 163.585 | 164.985 | 162.085 | ||
| 19 | 2024.08.19 01:00 | sell | 7 | 0.10 | 163.045 | 0.000 | 0.000 | ||
| 20 | 2024.08.19 01:00 | modify | 7 | 0.10 | 163.045 | 163.435 | 162.085 | ||
| 21 | 2024.08.19 01:00 | modify | 6 | 0.10 | 163.585 | 163.435 | 162.085 | ||
| 22 | 2024.08.19 04:00 | t/p | 6 | 0.10 | 162.085 | 163.435 | 162.085 | 101.44 | 987.09 |
| 23 | 2024.08.19 04:00 | t/p | 7 | 0.10 | 162.085 | 163.435 | 162.085 | 66.03 | 1053.12 |
| 24 | 2024.08.20 16:00 | buy | 8 | 0.10 | 161.828 | 0.000 | 0.000 | ||
| 25 | 2024.08.20 16:00 | modify | 8 | 0.10 | 161.828 | 160.428 | 163.328 | ||
| 26 | 2024.08.22 17:00 | buy | 9 | 0.10 | 162.602 | 0.000 | 0.000 | ||
| 27 | 2024.08.22 17:00 | modify | 9 | 0.10 | 162.602 | 162.353 | 163.328 | ||
| 28 | 2024.08.22 17:00 | modify | 8 | 0.10 | 161.828 | 162.353 | 163.328 | ||
| 29 | 2024.08.23 00:00 | s/l | 8 | 0.10 | 162.353 | 162.353 | 163.328 | 37.70 | 1090.82 |
| 30 | 2024.08.23 00:00 | s/l | 9 | 0.10 | 162.353 | 162.353 | 163.328 | -16.82 | 1073.99 |
| 31 | 2024.08.30 15:00 | sell | 10 | 0.10 | 161.146 | 0.000 | 0.000 | ||
| 32 | 2024.08.30 15:00 | modify | 10 | 0.10 | 161.146 | 162.546 | 159.646 | ||
| 33 | 2024.09.02 09:00 | s/l | 10 | 0.10 | 162.546 | 162.546 | 159.646 | -97.15 | 976.84 |
| 34 | 2024.09.02 16:00 | sell | 11 | 0.10 | 162.642 | 0.000 | 0.000 | ||
| 35 | 2024.09.02 16:00 | modify | 11 | 0.10 | 162.642 | 164.042 | 161.142 | ||
| 36 | 2024.09.03 07:00 | sell | 12 | 0.10 | 161.514 | 0.000 | 0.000 | ||
| 37 | 2024.09.03 07:00 | modify | 12 | 0.10 | 161.514 | 162.042 | 161.142 | ||
| 38 | 2024.09.03 07:00 | modify | 11 | 0.10 | 162.642 | 162.042 | 161.142 | ||
| 39 | 2024.09.03 09:00 | t/p | 11 | 0.10 | 161.142 | 162.042 | 161.142 | 102.31 | 1079.14 |
| 40 | 2024.09.03 09:00 | t/p | 12 | 0.10 | 161.142 | 162.042 | 161.142 | 25.59 | 1104.73 |
| 41 | 2024.09.17 16:00 | sell | 13 | 0.10 | 157.615 | 0.000 | 0.000 | ||
| 42 | 2024.09.17 16:00 | modify | 13 | 0.10 | 157.615 | 159.015 | 156.115 | ||
| 43 | 2024.09.19 01:00 | s/l | 13 | 0.10 | 159.015 | 159.015 | 156.115 | -99.74 | 1004.99 |
| 44 | 2024.10.02 17:00 | sell | 14 | 0.10 | 161.309 | 0.000 | 0.000 | ||
| 45 | 2024.10.02 17:00 | modify | 14 | 0.10 | 161.309 | 162.709 | 159.809 | ||
| 46 | 2024.10.04 13:00 | s/l | 14 | 0.10 | 162.709 | 162.709 | 159.809 | -99.74 | 905.25 |
| 47 | 2024.10.14 15:00 | sell | 15 | 0.10 | 163.547 | 0.000 | 0.000 | ||
| 48 | 2024.10.14 15:00 | modify | 15 | 0.10 | 163.547 | 164.947 | 162.047 | ||
| 49 | 2024.10.15 21:00 | sell | 16 | 0.10 | 162.401 | 0.000 | 0.000 | ||
| 50 | 2024.10.15 21:00 | modify | 16 | 0.10 | 162.401 | 162.947 | 162.047 | ||
| 51 | 2024.10.15 21:00 | modify | 15 | 0.10 | 163.547 | 162.947 | 162.047 | ||
| 52 | 2024.10.17 14:00 | t/p | 15 | 0.10 | 162.047 | 162.947 | 162.047 | 98.84 | 1004.09 |
| 53 | 2024.10.17 14:00 | t/p | 16 | 0.10 | 162.047 | 162.947 | 162.047 | 20.89 | 1024.97 |
| 54 | 2024.12.05 15:00 | sell | 17 | 0.10 | 159.143 | 0.000 | 0.000 | ||
| 55 | 2024.12.05 15:00 | modify | 17 | 0.10 | 159.143 | 160.543 | 157.643 | ||
| 56 | 2024.12.09 00:00 | sell | 18 | 0.10 | 158.364 | 0.000 | 0.000 | ||
| 57 | 2024.12.09 00:00 | modify | 18 | 0.10 | 158.364 | 158.618 | 157.643 | ||
| 58 | 2024.12.09 00:00 | modify | 17 | 0.10 | 159.143 | 158.618 | 157.643 | ||
| 59 | 2024.12.09 08:00 | s/l | 17 | 0.10 | 158.618 | 158.618 | 157.643 | 34.38 | 1059.36 |
| 60 | 2024.12.09 08:00 | s/l | 18 | 0.10 | 158.618 | 158.618 | 157.643 | -17.47 | 1041.89 |
| 61 | 2024.12.09 17:00 | sell | 19 | 0.10 | 159.861 | 0.000 | 0.000 | ||
| 62 | 2024.12.09 17:00 | modify | 19 | 0.10 | 159.861 | 161.261 | 158.361 | ||
| 63 | 2024.12.11 08:00 | sell | 20 | 0.10 | 159.084 | 0.000 | 0.000 | ||
| 64 | 2024.12.11 08:00 | modify | 20 | 0.10 | 159.084 | 159.336 | 158.361 | ||
| 65 | 2024.12.11 08:00 | modify | 19 | 0.10 | 159.861 | 159.336 | 158.361 | ||
| 66 | 2024.12.11 09:00 | s/l | 19 | 0.10 | 159.336 | 159.336 | 158.361 | 34.38 | 1076.27 |
| 67 | 2024.12.11 09:00 | s/l | 20 | 0.10 | 159.336 | 159.336 | 158.361 | -17.33 | 1058.94 |
| 68 | 2024.12.17 17:00 | buy | 21 | 0.10 | 161.195 | 0.000 | 0.000 | ||
| 69 | 2024.12.17 17:00 | modify | 21 | 0.10 | 161.195 | 159.795 | 162.695 | ||
| 70 | 2024.12.19 08:00 | t/p | 21 | 0.10 | 162.695 | 159.795 | 162.695 | 104.48 | 1163.42 |
| 71 | 2025.01.14 17:00 | sell | 22 | 0.10 | 162.551 | 0.000 | 0.000 | ||
| 72 | 2025.01.14 17:00 | modify | 22 | 0.10 | 162.551 | 163.951 | 161.051 | ||
| 73 | 2025.01.15 17:00 | t/p | 22 | 0.10 | 161.051 | 163.951 | 161.051 | 102.31 | 1265.73 |
| 74 | 2025.01.20 16:00 | sell | 23 | 0.10 | 161.923 | 0.000 | 0.000 | ||
| 75 | 2025.01.20 16:00 | modify | 23 | 0.10 | 161.923 | 163.323 | 160.423 | ||
| 76 | 2025.01.21 03:00 | sell | 24 | 0.10 | 161.147 | 0.000 | 0.000 | ||
| 77 | 2025.01.21 03:00 | modify | 24 | 0.10 | 161.147 | 161.398 | 160.423 | ||
| 78 | 2025.01.21 03:00 | modify | 23 | 0.10 | 161.923 | 161.398 | 160.423 | ||
| 79 | 2025.01.21 08:00 | s/l | 23 | 0.10 | 161.398 | 161.398 | 160.423 | 35.25 | 1300.97 |
| 80 | 2025.01.21 08:00 | s/l | 24 | 0.10 | 161.398 | 161.398 | 160.423 | -17.26 | 1283.71 |
| 81 | 2025.02.06 15:00 | buy | 25 | 0.10 | 157.645 | 0.000 | 0.000 | ||
| 82 | 2025.02.06 15:00 | modify | 25 | 0.10 | 157.645 | 156.245 | 159.145 | ||
| 83 | 2025.02.07 17:00 | s/l | 25 | 0.10 | 156.245 | 156.245 | 159.145 | -96.01 | 1187.70 |
| 84 | 2025.02.10 16:00 | buy | 26 | 0.10 | 156.425 | 0.000 | 0.000 | ||
| 85 | 2025.02.10 16:00 | modify | 26 | 0.10 | 156.425 | 155.025 | 157.925 | ||
| 86 | 2025.02.11 11:00 | buy | 27 | 0.10 | 156.969 | 0.000 | 0.000 | ||
| 87 | 2025.02.11 11:00 | modify | 27 | 0.10 | 156.969 | 156.575 | 157.925 | ||
| 88 | 2025.02.11 11:00 | modify | 26 | 0.10 | 156.425 | 156.575 | 157.925 | ||
| 89 | 2025.02.11 20:00 | t/p | 26 | 0.10 | 157.925 | 156.575 | 157.925 | 103.53 | 1291.22 |
| 90 | 2025.02.11 20:00 | t/p | 27 | 0.10 | 157.925 | 156.575 | 157.925 | 65.78 | 1357.00 |
| 91 | 2025.03.25 17:00 | buy | 28 | 0.10 | 161.883 | 0.000 | 0.000 | ||
| 92 | 2025.03.25 17:00 | modify | 28 | 0.10 | 161.883 | 160.483 | 163.383 | ||
| 93 | 2025.03.28 14:00 | buy | 29 | 0.10 | 162.660 | 0.000 | 0.000 | ||
| 94 | 2025.03.28 14:00 | modify | 29 | 0.10 | 162.660 | 162.408 | 163.383 | ||
| 95 | 2025.03.28 14:00 | modify | 28 | 0.10 | 161.883 | 162.408 | 163.383 | ||
| 96 | 2025.03.28 15:00 | s/l | 28 | 0.10 | 162.408 | 162.408 | 163.383 | 37.71 | 1394.71 |
| 97 | 2025.03.28 15:00 | s/l | 29 | 0.10 | 162.408 | 162.408 | 163.383 | -17.34 | 1377.37 |
| 98 | 2025.04.02 17:00 | sell | 30 | 0.10 | 162.990 | 0.000 | 0.000 | ||
| 99 | 2025.04.02 17:00 | modify | 30 | 0.10 | 162.990 | 164.390 | 161.490 | ||
| 100 | 2025.04.02 21:00 | t/p | 30 | 0.10 | 161.490 | 164.390 | 161.490 | 103.16 | 1480.53 |