Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.07.01 00:00 - 2025.06.30 23:59 (2024.07.01 - 2025.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 596.98 | Gross profit | 1197.18 | Gross loss | -600.20 |
| Profit factor | 1.99 | Expected payoff | 13.57 | ||
| Absolute drawdown | 136.52 | Maximal drawdown | 174.24 (16.79%) | Relative drawdown | 16.79% (174.24) |
| Total trades | 44 | Short positions (won %) | 27 (59.26%) | Long positions (won %) | 17 (29.41%) |
| Profit trades (% of total) | 21 (47.73%) | Loss trades (% of total) | 23 (52.27%) | ||
| Largest | profit trade | 97.67 | loss trade | -27.70 | |
| Average | profit trade | 57.01 | loss trade | -26.10 | |
| Maximum | consecutive wins (profit in money) | 5 (344.31) | consecutive losses (loss in money) | 4 (-109.81) | |
| Maximal | consecutive profit (count of wins) | 344.31 (5) | consecutive loss (count of losses) | -109.81 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.12 16:00 | buy | 1 | 0.10 | 172.164 | 0.000 | 0.000 | ||
| 2 | 2024.07.12 16:00 | modify | 1 | 0.10 | 172.164 | 171.764 | 173.564 | ||
| 3 | 2024.07.15 17:00 | s/l | 1 | 0.10 | 171.764 | 171.764 | 173.564 | -27.46 | 972.54 |
| 4 | 2024.07.23 11:00 | buy | 2 | 0.10 | 169.516 | 0.000 | 0.000 | ||
| 5 | 2024.07.23 11:00 | modify | 2 | 0.10 | 169.516 | 169.116 | 170.916 | ||
| 6 | 2024.07.23 17:00 | s/l | 2 | 0.10 | 169.116 | 169.116 | 170.916 | -27.69 | 944.85 |
| 7 | 2024.07.24 16:00 | buy | 3 | 0.10 | 166.491 | 0.000 | 0.000 | ||
| 8 | 2024.07.24 16:00 | modify | 3 | 0.10 | 166.491 | 166.091 | 167.891 | ||
| 9 | 2024.07.25 01:00 | s/l | 3 | 0.10 | 166.091 | 166.091 | 167.891 | -26.96 | 917.89 |
| 10 | 2024.08.20 16:00 | buy | 4 | 0.10 | 161.828 | 0.000 | 0.000 | ||
| 11 | 2024.08.20 16:00 | modify | 4 | 0.10 | 161.828 | 161.428 | 163.228 | ||
| 12 | 2024.08.20 23:00 | s/l | 4 | 0.10 | 161.428 | 161.428 | 163.228 | -27.70 | 890.19 |
| 13 | 2024.09.02 14:00 | sell | 5 | 0.10 | 162.652 | 0.000 | 0.000 | ||
| 14 | 2024.09.02 14:00 | modify | 5 | 0.10 | 162.652 | 163.052 | 161.252 | ||
| 15 | 2024.09.03 06:00 | sell | 6 | 0.10 | 161.812 | 0.000 | 0.000 | ||
| 16 | 2024.09.03 06:00 | modify | 6 | 0.10 | 161.812 | 162.092 | 161.252 | ||
| 17 | 2024.09.03 06:00 | modify | 5 | 0.10 | 162.652 | 162.092 | 161.252 | ||
| 18 | 2024.09.03 09:00 | t/p | 5 | 0.10 | 161.252 | 162.092 | 161.252 | 95.85 | 986.04 |
| 19 | 2024.09.03 09:00 | t/p | 6 | 0.10 | 161.252 | 162.092 | 161.252 | 38.73 | 1024.77 |
| 20 | 2024.09.03 10:00 | buy | 7 | 0.10 | 161.138 | 0.000 | 0.000 | ||
| 21 | 2024.09.03 10:00 | modify | 7 | 0.10 | 161.138 | 160.738 | 162.538 | ||
| 22 | 2024.09.03 14:00 | s/l | 7 | 0.10 | 160.738 | 160.738 | 162.538 | -27.70 | 997.07 |
| 23 | 2024.09.17 16:00 | sell | 8 | 0.10 | 157.615 | 0.000 | 0.000 | ||
| 24 | 2024.09.17 16:00 | modify | 8 | 0.10 | 157.615 | 158.015 | 156.215 | ||
| 25 | 2024.09.17 20:00 | s/l | 8 | 0.10 | 158.015 | 158.015 | 156.215 | -27.67 | 969.40 |
| 26 | 2024.09.25 13:00 | sell | 9 | 0.10 | 161.473 | 0.000 | 0.000 | ||
| 27 | 2024.09.25 13:00 | modify | 9 | 0.10 | 161.473 | 161.873 | 160.073 | ||
| 28 | 2024.09.25 16:00 | sell | 10 | 0.10 | 160.909 | 0.000 | 0.000 | ||
| 29 | 2024.09.25 16:00 | modify | 10 | 0.10 | 160.909 | 161.263 | 160.073 | ||
| 30 | 2024.09.25 16:00 | modify | 9 | 0.10 | 161.473 | 161.263 | 160.073 | ||
| 31 | 2024.09.26 02:00 | s/l | 9 | 0.10 | 161.263 | 161.263 | 160.073 | 11.60 | 981.01 |
| 32 | 2024.09.26 02:00 | s/l | 10 | 0.10 | 161.263 | 161.263 | 160.073 | -27.42 | 953.59 |
| 33 | 2024.10.04 14:00 | sell | 11 | 0.10 | 162.852 | 0.000 | 0.000 | ||
| 34 | 2024.10.04 14:00 | modify | 11 | 0.10 | 162.852 | 163.252 | 161.452 | ||
| 35 | 2024.10.04 17:00 | s/l | 11 | 0.10 | 163.252 | 163.252 | 161.452 | -27.67 | 925.92 |
| 36 | 2024.11.08 18:00 | buy | 12 | 0.10 | 163.504 | 0.000 | 0.000 | ||
| 37 | 2024.11.08 18:00 | modify | 12 | 0.10 | 163.504 | 163.104 | 164.904 | ||
| 38 | 2024.11.11 02:00 | buy | 13 | 0.10 | 164.284 | 0.000 | 0.000 | ||
| 39 | 2024.11.11 02:00 | modify | 13 | 0.10 | 164.284 | 163.924 | 164.904 | ||
| 40 | 2024.11.11 02:00 | modify | 12 | 0.10 | 163.504 | 163.924 | 164.904 | ||
| 41 | 2024.11.11 09:00 | buy | 14 | 0.10 | 164.355 | 0.000 | 0.000 | ||
| 42 | 2024.11.11 09:00 | modify | 14 | 0.10 | 164.355 | 164.064 | 164.904 | ||
| 43 | 2024.11.11 09:00 | modify | 13 | 0.10 | 164.284 | 164.064 | 164.904 | ||
| 44 | 2024.11.11 09:00 | modify | 12 | 0.10 | 163.504 | 164.064 | 164.904 | ||
| 45 | 2024.11.11 10:00 | s/l | 12 | 0.10 | 164.064 | 164.064 | 164.904 | 39.02 | 964.94 |
| 46 | 2024.11.11 10:00 | s/l | 13 | 0.10 | 164.064 | 164.064 | 164.904 | -15.23 | 949.71 |
| 47 | 2024.11.11 10:00 | s/l | 14 | 0.10 | 164.064 | 164.064 | 164.904 | -20.14 | 929.57 |
| 48 | 2024.11.20 18:00 | buy | 15 | 0.10 | 163.503 | 0.000 | 0.000 | ||
| 49 | 2024.11.20 18:00 | modify | 15 | 0.10 | 163.503 | 163.103 | 164.903 | ||
| 50 | 2024.11.21 07:00 | s/l | 15 | 0.10 | 163.103 | 163.103 | 164.903 | -26.96 | 902.61 |
| 51 | 2024.11.21 11:00 | buy | 16 | 0.10 | 162.468 | 0.000 | 0.000 | ||
| 52 | 2024.11.21 11:00 | modify | 16 | 0.10 | 162.468 | 162.068 | 163.868 | ||
| 53 | 2024.11.21 15:00 | s/l | 16 | 0.10 | 162.068 | 162.068 | 163.868 | -27.70 | 874.91 |
| 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 | 159.543 | 157.743 | ||
| 56 | 2024.12.06 02:00 | sell | 18 | 0.10 | 158.572 | 0.000 | 0.000 | ||
| 57 | 2024.12.06 02:00 | modify | 18 | 0.10 | 158.572 | 158.933 | 157.743 | ||
| 58 | 2024.12.06 02:00 | modify | 17 | 0.10 | 159.143 | 158.933 | 157.743 | ||
| 59 | 2024.12.06 09:00 | s/l | 17 | 0.10 | 158.933 | 158.933 | 157.743 | 13.54 | 888.45 |
| 60 | 2024.12.06 09:00 | s/l | 18 | 0.10 | 158.933 | 158.933 | 157.743 | -24.97 | 863.48 |
| 61 | 2024.12.06 12:00 | sell | 19 | 0.10 | 159.340 | 0.000 | 0.000 | ||
| 62 | 2024.12.06 12:00 | modify | 19 | 0.10 | 159.340 | 159.740 | 157.940 | ||
| 63 | 2024.12.09 05:00 | t/p | 19 | 0.10 | 157.940 | 159.740 | 157.940 | 95.86 | 959.35 |
| 64 | 2024.12.09 10:00 | sell | 20 | 0.10 | 158.931 | 0.000 | 0.000 | ||
| 65 | 2024.12.09 10:00 | modify | 20 | 0.10 | 158.931 | 159.331 | 157.531 | ||
| 66 | 2024.12.09 13:00 | s/l | 20 | 0.10 | 159.331 | 159.331 | 157.531 | -27.67 | 931.68 |
| 67 | 2024.12.09 17:00 | sell | 21 | 0.10 | 159.861 | 0.000 | 0.000 | ||
| 68 | 2024.12.09 17:00 | modify | 21 | 0.10 | 159.861 | 160.261 | 158.461 | ||
| 69 | 2024.12.11 08:00 | sell | 22 | 0.10 | 159.084 | 0.000 | 0.000 | ||
| 70 | 2024.12.11 08:00 | modify | 22 | 0.10 | 159.084 | 159.441 | 158.461 | ||
| 71 | 2024.12.11 08:00 | modify | 21 | 0.10 | 159.861 | 159.441 | 158.461 | ||
| 72 | 2024.12.11 10:00 | s/l | 21 | 0.10 | 159.441 | 159.441 | 158.461 | 27.10 | 958.77 |
| 73 | 2024.12.11 10:00 | s/l | 22 | 0.10 | 159.441 | 159.441 | 158.461 | -24.70 | 934.07 |
| 74 | 2025.01.14 17:00 | sell | 23 | 0.10 | 162.551 | 0.000 | 0.000 | ||
| 75 | 2025.01.14 17:00 | modify | 23 | 0.10 | 162.551 | 162.951 | 161.151 | ||
| 76 | 2025.01.15 16:00 | t/p | 23 | 0.10 | 161.151 | 162.951 | 161.151 | 95.86 | 1029.94 |
| 77 | 2025.01.15 18:00 | buy | 24 | 0.10 | 161.050 | 0.000 | 0.000 | ||
| 78 | 2025.01.15 18:00 | modify | 24 | 0.10 | 161.050 | 160.650 | 162.450 | ||
| 79 | 2025.01.16 02:00 | s/l | 24 | 0.10 | 160.650 | 160.650 | 162.450 | -26.97 | 1002.97 |
| 80 | 2025.01.20 16:00 | sell | 25 | 0.10 | 161.923 | 0.000 | 0.000 | ||
| 81 | 2025.01.20 16:00 | modify | 25 | 0.10 | 161.923 | 162.323 | 160.523 | ||
| 82 | 2025.01.21 03:00 | sell | 26 | 0.10 | 161.147 | 0.000 | 0.000 | ||
| 83 | 2025.01.21 03:00 | modify | 26 | 0.10 | 161.147 | 161.503 | 160.523 | ||
| 84 | 2025.01.21 03:00 | modify | 25 | 0.10 | 161.923 | 161.503 | 160.523 | ||
| 85 | 2025.01.21 08:00 | s/l | 25 | 0.10 | 161.503 | 161.503 | 160.523 | 28.07 | 1031.04 |
| 86 | 2025.01.21 08:00 | s/l | 26 | 0.10 | 161.503 | 161.503 | 160.523 | -24.62 | 1006.42 |
| 87 | 2025.02.06 15:00 | buy | 27 | 0.10 | 157.645 | 0.000 | 0.000 | ||
| 88 | 2025.02.06 15:00 | modify | 27 | 0.10 | 157.645 | 157.245 | 159.045 | ||
| 89 | 2025.02.06 16:00 | s/l | 27 | 0.10 | 157.245 | 157.245 | 159.045 | -27.69 | 978.73 |
| 90 | 2025.02.10 16:00 | buy | 28 | 0.10 | 156.425 | 0.000 | 0.000 | ||
| 91 | 2025.02.10 16:00 | modify | 28 | 0.10 | 156.425 | 156.025 | 157.825 | ||
| 92 | 2025.02.11 12:00 | buy | 29 | 0.10 | 157.276 | 0.000 | 0.000 | ||
| 93 | 2025.02.11 12:00 | modify | 29 | 0.10 | 157.276 | 156.985 | 157.825 | ||
| 94 | 2025.02.11 12:00 | modify | 28 | 0.10 | 156.425 | 156.985 | 157.825 | ||
| 95 | 2025.02.11 20:00 | t/p | 28 | 0.10 | 157.825 | 156.985 | 157.825 | 97.18 | 1075.91 |
| 96 | 2025.02.11 20:00 | t/p | 29 | 0.10 | 157.825 | 156.985 | 157.825 | 38.02 | 1113.93 |
| 97 | 2025.02.27 11:00 | sell | 30 | 0.10 | 157.067 | 0.000 | 0.000 | ||
| 98 | 2025.02.27 11:00 | modify | 30 | 0.10 | 157.067 | 157.467 | 155.667 | ||
| 99 | 2025.02.27 23:00 | t/p | 30 | 0.10 | 155.667 | 157.467 | 155.667 | 96.84 | 1210.77 |
| 100 | 2025.03.11 10:00 | sell | 31 | 0.10 | 160.756 | 0.000 | 0.000 | ||
| 101 | 2025.03.11 10:00 | modify | 31 | 0.10 | 160.756 | 161.156 | 159.356 | ||
| 102 | 2025.03.11 13:00 | s/l | 31 | 0.10 | 161.156 | 161.156 | 159.356 | -27.67 | 1183.10 |
| 103 | 2025.03.12 11:00 | sell | 32 | 0.10 | 162.152 | 0.000 | 0.000 | ||
| 104 | 2025.03.12 11:00 | modify | 32 | 0.10 | 162.152 | 162.552 | 160.752 | ||
| 105 | 2025.03.13 01:00 | sell | 33 | 0.10 | 161.311 | 0.000 | 0.000 | ||
| 106 | 2025.03.13 01:00 | modify | 33 | 0.10 | 161.311 | 161.592 | 160.752 | ||
| 107 | 2025.03.13 01:00 | modify | 32 | 0.10 | 162.152 | 161.592 | 160.752 | ||
| 108 | 2025.03.13 07:00 | t/p | 32 | 0.10 | 160.752 | 161.592 | 160.752 | 93.91 | 1277.01 |
| 109 | 2025.03.13 07:00 | t/p | 33 | 0.10 | 160.752 | 161.592 | 160.752 | 38.67 | 1315.68 |
| 110 | 2025.03.14 12:00 | sell | 34 | 0.10 | 162.063 | 0.000 | 0.000 | ||
| 111 | 2025.03.14 12:00 | modify | 34 | 0.10 | 162.063 | 162.463 | 160.663 | ||
| 112 | 2025.03.14 15:00 | sell | 35 | 0.10 | 161.494 | 0.000 | 0.000 | ||
| 113 | 2025.03.14 15:00 | modify | 35 | 0.10 | 161.494 | 161.853 | 160.663 | ||
| 114 | 2025.03.14 15:00 | modify | 34 | 0.10 | 162.063 | 161.853 | 160.663 | ||
| 115 | 2025.03.16 22:00 | s/l | 34 | 0.10 | 161.853 | 161.853 | 160.663 | 14.52 | 1330.20 |
| 116 | 2025.03.16 22:00 | s/l | 35 | 0.10 | 161.853 | 161.853 | 160.663 | -24.83 | 1305.37 |
| 117 | 2025.03.25 17:00 | buy | 36 | 0.10 | 161.883 | 0.000 | 0.000 | ||
| 118 | 2025.03.25 17:00 | modify | 36 | 0.10 | 161.883 | 161.483 | 163.283 | ||
| 119 | 2025.03.26 23:00 | s/l | 36 | 0.10 | 161.483 | 161.483 | 163.283 | -27.45 | 1277.93 |
| 120 | 2025.05.08 10:00 | sell | 37 | 0.10 | 163.400 | 0.000 | 0.000 | ||
| 121 | 2025.05.08 10:00 | modify | 37 | 0.10 | 163.400 | 163.800 | 162.000 | ||
| 122 | 2025.05.08 20:00 | s/l | 37 | 0.10 | 163.800 | 163.800 | 162.000 | -27.67 | 1250.26 |
| 123 | 2025.05.19 11:00 | sell | 38 | 0.10 | 163.308 | 0.000 | 0.000 | ||
| 124 | 2025.05.19 11:00 | modify | 38 | 0.10 | 163.308 | 163.708 | 161.908 | ||
| 125 | 2025.05.20 08:00 | sell | 39 | 0.10 | 162.517 | 0.000 | 0.000 | ||
| 126 | 2025.05.20 08:00 | modify | 39 | 0.10 | 162.517 | 162.888 | 161.908 | ||
| 127 | 2025.05.20 08:00 | modify | 38 | 0.10 | 163.308 | 162.888 | 161.908 | ||
| 128 | 2025.05.20 14:00 | s/l | 38 | 0.10 | 162.888 | 162.888 | 161.908 | 28.07 | 1278.33 |
| 129 | 2025.05.20 14:00 | s/l | 39 | 0.10 | 162.888 | 162.888 | 161.908 | -25.66 | 1252.67 |
| 130 | 2025.06.04 18:00 | buy | 40 | 0.10 | 163.145 | 0.000 | 0.000 | ||
| 131 | 2025.06.04 18:00 | modify | 40 | 0.10 | 163.145 | 162.745 | 164.545 | ||
| 132 | 2025.06.05 12:00 | buy | 41 | 0.10 | 163.726 | 0.000 | 0.000 | ||
| 133 | 2025.06.05 12:00 | modify | 41 | 0.10 | 163.726 | 163.355 | 164.545 | ||
| 134 | 2025.06.05 12:00 | modify | 40 | 0.10 | 163.145 | 163.355 | 164.545 | ||
| 135 | 2025.06.05 15:00 | t/p | 40 | 0.10 | 164.545 | 163.355 | 164.545 | 97.67 | 1350.34 |
| 136 | 2025.06.05 15:00 | t/p | 41 | 0.10 | 164.545 | 163.355 | 164.545 | 56.71 | 1407.05 |
| 137 | 2025.06.23 11:00 | sell | 42 | 0.10 | 169.621 | 0.000 | 0.000 | ||
| 138 | 2025.06.23 11:00 | modify | 42 | 0.10 | 169.621 | 170.021 | 168.221 | ||
| 139 | 2025.06.23 13:00 | sell | 43 | 0.10 | 169.050 | 0.000 | 0.000 | ||
| 140 | 2025.06.23 13:00 | modify | 43 | 0.10 | 169.050 | 169.411 | 168.221 | ||
| 141 | 2025.06.23 13:00 | modify | 42 | 0.10 | 169.621 | 169.411 | 168.221 | ||
| 142 | 2025.06.24 04:00 | sell | 44 | 0.10 | 168.766 | 0.000 | 0.000 | ||
| 143 | 2025.06.24 04:00 | modify | 44 | 0.10 | 168.766 | 169.061 | 168.221 | ||
| 144 | 2025.06.24 04:00 | modify | 43 | 0.10 | 169.050 | 169.061 | 168.221 | ||
| 145 | 2025.06.24 04:00 | modify | 42 | 0.10 | 169.621 | 169.061 | 168.221 | ||
| 146 | 2025.06.24 09:00 | t/p | 42 | 0.10 | 168.221 | 169.061 | 168.221 | 95.86 | 1502.91 |
| 147 | 2025.06.24 09:00 | t/p | 43 | 0.10 | 168.221 | 169.061 | 168.221 | 56.36 | 1559.28 |
| 148 | 2025.06.24 09:00 | t/p | 44 | 0.10 | 168.221 | 169.061 | 168.221 | 37.70 | 1596.98 |