Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 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=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=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; 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=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 | 318.38 | Gross profit | 1257.00 | Gross loss | -938.62 |
| Profit factor | 1.34 | Expected payoff | 9.65 | ||
| Absolute drawdown | 296.26 | Maximal drawdown | 505.07 (41.78%) | Relative drawdown | 41.78% (505.07) |
| Total trades | 33 | Short positions (won %) | 20 (55.00%) | Long positions (won %) | 13 (38.46%) |
| Profit trades (% of total) | 16 (48.48%) | Loss trades (% of total) | 17 (51.52%) | ||
| Largest | profit trade | 106.25 | loss trade | -79.12 | |
| Average | profit trade | 78.56 | loss trade | -55.21 | |
| Maximum | consecutive wins (profit in money) | 3 (310.53) | consecutive losses (loss in money) | 5 (-278.21) | |
| Maximal | consecutive profit (count of wins) | 310.53 (3) | consecutive loss (count of losses) | -278.21 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.02 08:00 | sell | 1 | 0.10 | 161.657 | 0.000 | 0.000 | ||
| 2 | 2024.07.02 08:00 | modify | 1 | 0.10 | 161.657 | 162.557 | 160.157 | ||
| 3 | 2024.07.11 16:00 | t/p | 1 | 0.10 | 160.157 | 162.557 | 160.157 | 80.19 | 1080.19 |
| 4 | 2024.07.11 20:00 | buy | 2 | 0.10 | 158.854 | 0.000 | 0.000 | ||
| 5 | 2024.07.11 20:00 | modify | 2 | 0.10 | 158.854 | 157.954 | 160.354 | ||
| 6 | 2024.07.12 00:00 | s/l | 2 | 0.10 | 157.954 | 157.954 | 160.354 | -56.41 | 1023.78 |
| 7 | 2024.07.17 16:00 | buy | 3 | 0.10 | 156.596 | 0.000 | 0.000 | ||
| 8 | 2024.07.17 16:00 | modify | 3 | 0.10 | 156.596 | 155.696 | 158.096 | ||
| 9 | 2024.07.18 00:00 | s/l | 3 | 0.10 | 155.696 | 155.696 | 158.096 | -56.47 | 967.31 |
| 10 | 2024.07.30 12:00 | sell | 4 | 0.10 | 154.884 | 0.000 | 0.000 | ||
| 11 | 2024.07.30 12:00 | modify | 4 | 0.10 | 154.884 | 155.784 | 153.384 | ||
| 12 | 2024.07.30 20:00 | t/p | 4 | 0.10 | 153.384 | 155.784 | 153.384 | 97.84 | 1065.15 |
| 13 | 2024.09.01 20:00 | sell | 5 | 0.10 | 145.971 | 0.000 | 0.000 | ||
| 14 | 2024.09.01 20:00 | modify | 5 | 0.10 | 145.971 | 146.871 | 144.471 | ||
| 15 | 2024.09.02 12:00 | s/l | 5 | 0.10 | 146.871 | 146.871 | 144.471 | -62.53 | 1002.63 |
| 16 | 2024.09.16 12:00 | buy | 6 | 0.10 | 139.914 | 0.000 | 0.000 | ||
| 17 | 2024.09.16 12:00 | modify | 6 | 0.10 | 139.914 | 139.014 | 141.414 | ||
| 18 | 2024.09.17 16:00 | t/p | 6 | 0.10 | 141.414 | 139.014 | 141.414 | 106.25 | 1108.88 |
| 19 | 2024.10.06 20:00 | sell | 7 | 0.10 | 148.653 | 0.000 | 0.000 | ||
| 20 | 2024.10.06 20:00 | modify | 7 | 0.10 | 148.653 | 149.553 | 147.153 | ||
| 21 | 2024.10.07 16:00 | sell | 8 | 0.10 | 148.124 | 0.000 | 0.000 | ||
| 22 | 2024.10.07 16:00 | modify | 8 | 0.10 | 148.124 | 148.578 | 147.153 | ||
| 23 | 2024.10.07 16:00 | modify | 7 | 0.10 | 148.653 | 148.578 | 147.153 | ||
| 24 | 2024.10.08 08:00 | sell | 9 | 0.10 | 147.592 | 0.000 | 0.000 | ||
| 25 | 2024.10.08 08:00 | modify | 9 | 0.10 | 147.592 | 147.978 | 147.153 | ||
| 26 | 2024.10.08 08:00 | modify | 8 | 0.10 | 148.124 | 147.978 | 147.153 | ||
| 27 | 2024.10.08 08:00 | modify | 7 | 0.10 | 148.653 | 147.978 | 147.153 | ||
| 28 | 2024.10.08 12:00 | s/l | 7 | 0.10 | 147.978 | 147.978 | 147.153 | 43.04 | 1151.91 |
| 29 | 2024.10.08 12:00 | s/l | 8 | 0.10 | 147.978 | 147.978 | 147.153 | 8.56 | 1160.47 |
| 30 | 2024.10.08 12:00 | s/l | 9 | 0.10 | 147.978 | 147.978 | 147.153 | -26.10 | 1134.37 |
| 31 | 2024.10.14 20:00 | sell | 10 | 0.10 | 149.763 | 0.000 | 0.000 | ||
| 32 | 2024.10.14 20:00 | modify | 10 | 0.10 | 149.763 | 150.663 | 148.263 | ||
| 33 | 2024.10.15 08:00 | sell | 11 | 0.10 | 149.235 | 0.000 | 0.000 | ||
| 34 | 2024.10.15 08:00 | modify | 11 | 0.10 | 149.235 | 149.688 | 148.263 | ||
| 35 | 2024.10.15 08:00 | modify | 10 | 0.10 | 149.763 | 149.688 | 148.263 | ||
| 36 | 2024.10.16 16:00 | s/l | 10 | 0.10 | 149.688 | 149.688 | 148.263 | 2.40 | 1136.77 |
| 37 | 2024.10.16 16:00 | s/l | 11 | 0.10 | 149.688 | 149.688 | 148.263 | -31.56 | 1105.21 |
| 38 | 2024.10.23 16:00 | sell | 12 | 0.10 | 152.821 | 0.000 | 0.000 | ||
| 39 | 2024.10.23 16:00 | modify | 12 | 0.10 | 152.821 | 153.721 | 151.321 | ||
| 40 | 2024.10.24 08:00 | sell | 13 | 0.10 | 152.126 | 0.000 | 0.000 | ||
| 41 | 2024.10.24 08:00 | modify | 13 | 0.10 | 152.126 | 152.446 | 151.321 | ||
| 42 | 2024.10.24 08:00 | modify | 12 | 0.10 | 152.821 | 152.446 | 151.321 | ||
| 43 | 2024.10.27 20:00 | s/l | 12 | 0.10 | 152.446 | 152.446 | 151.321 | 19.25 | 1124.46 |
| 44 | 2024.10.27 20:00 | s/l | 13 | 0.10 | 152.446 | 152.446 | 151.321 | -22.19 | 1102.28 |
| 45 | 2024.11.17 20:00 | buy | 14 | 0.10 | 154.379 | 0.000 | 0.000 | ||
| 46 | 2024.11.17 20:00 | modify | 14 | 0.10 | 154.379 | 153.479 | 155.879 | ||
| 47 | 2024.11.19 12:00 | s/l | 14 | 0.10 | 153.479 | 153.479 | 155.879 | -57.51 | 1044.76 |
| 48 | 2024.11.29 12:00 | buy | 15 | 0.10 | 150.066 | 0.000 | 0.000 | ||
| 49 | 2024.11.29 12:00 | modify | 15 | 0.10 | 150.066 | 149.166 | 151.566 | ||
| 50 | 2024.12.02 20:00 | s/l | 15 | 0.10 | 149.166 | 149.166 | 151.566 | -59.74 | 985.02 |
| 51 | 2024.12.15 20:00 | sell | 16 | 0.10 | 153.573 | 0.000 | 0.000 | ||
| 52 | 2024.12.15 20:00 | modify | 16 | 0.10 | 153.573 | 154.473 | 152.073 | ||
| 53 | 2024.12.16 16:00 | s/l | 16 | 0.10 | 154.473 | 154.473 | 152.073 | -59.65 | 925.37 |
| 54 | 2024.12.19 20:00 | sell | 17 | 0.10 | 157.420 | 0.000 | 0.000 | ||
| 55 | 2024.12.19 20:00 | modify | 17 | 0.10 | 157.420 | 158.320 | 155.920 | ||
| 56 | 2025.01.07 04:00 | s/l | 17 | 0.10 | 158.320 | 158.320 | 155.920 | -79.12 | 846.25 |
| 57 | 2025.02.03 08:00 | sell | 18 | 0.10 | 155.623 | 0.000 | 0.000 | ||
| 58 | 2025.02.03 08:00 | modify | 18 | 0.10 | 155.623 | 156.523 | 154.123 | ||
| 59 | 2025.02.03 16:00 | t/p | 18 | 0.10 | 154.123 | 156.523 | 154.123 | 96.93 | 943.18 |
| 60 | 2025.02.05 08:00 | buy | 19 | 0.10 | 153.331 | 0.000 | 0.000 | ||
| 61 | 2025.02.05 08:00 | modify | 19 | 0.10 | 153.331 | 152.431 | 154.831 | ||
| 62 | 2025.02.05 16:00 | s/l | 19 | 0.10 | 152.431 | 152.431 | 154.831 | -59.16 | 884.02 |
| 63 | 2025.02.12 12:00 | sell | 20 | 0.10 | 153.553 | 0.000 | 0.000 | ||
| 64 | 2025.02.12 12:00 | modify | 20 | 0.10 | 153.553 | 154.453 | 152.053 | ||
| 65 | 2025.02.12 16:00 | s/l | 20 | 0.10 | 154.453 | 154.453 | 152.053 | -58.26 | 825.76 |
| 66 | 2025.02.12 20:00 | sell | 21 | 0.10 | 154.426 | 0.000 | 0.000 | ||
| 67 | 2025.02.12 20:00 | modify | 21 | 0.10 | 154.426 | 155.326 | 152.926 | ||
| 68 | 2025.02.13 20:00 | t/p | 21 | 0.10 | 152.926 | 155.326 | 152.926 | 94.14 | 919.90 |
| 69 | 2025.02.14 20:00 | buy | 22 | 0.10 | 152.240 | 0.000 | 0.000 | ||
| 70 | 2025.02.14 20:00 | modify | 22 | 0.10 | 152.240 | 151.340 | 153.740 | ||
| 71 | 2025.02.17 16:00 | s/l | 22 | 0.10 | 151.340 | 151.340 | 153.740 | -59.01 | 860.89 |
| 72 | 2025.02.20 12:00 | buy | 23 | 0.10 | 150.252 | 0.000 | 0.000 | ||
| 73 | 2025.02.20 12:00 | modify | 23 | 0.10 | 150.252 | 149.352 | 151.752 | ||
| 74 | 2025.02.21 00:00 | s/l | 23 | 0.10 | 149.352 | 149.352 | 151.752 | -59.76 | 801.13 |
| 75 | 2025.03.14 12:00 | sell | 24 | 0.10 | 148.731 | 0.000 | 0.000 | ||
| 76 | 2025.03.14 12:00 | modify | 24 | 0.10 | 148.731 | 149.631 | 147.231 | ||
| 77 | 2025.03.18 04:00 | s/l | 24 | 0.10 | 149.631 | 149.631 | 147.231 | -62.72 | 738.40 |
| 78 | 2025.03.24 20:00 | sell | 25 | 0.10 | 150.643 | 0.000 | 0.000 | ||
| 79 | 2025.03.24 20:00 | modify | 25 | 0.10 | 150.643 | 151.543 | 149.143 | ||
| 80 | 2025.03.31 04:00 | t/p | 25 | 0.10 | 149.143 | 151.543 | 149.143 | 91.56 | 829.96 |
| 81 | 2025.04.03 16:00 | buy | 26 | 0.10 | 146.075 | 0.000 | 0.000 | ||
| 82 | 2025.04.03 16:00 | modify | 26 | 0.10 | 146.075 | 145.175 | 147.575 | ||
| 83 | 2025.04.04 12:00 | s/l | 26 | 0.10 | 145.175 | 145.175 | 147.575 | -61.45 | 768.51 |
| 84 | 2025.04.22 08:00 | buy | 27 | 0.10 | 140.312 | 0.000 | 0.000 | ||
| 85 | 2025.04.22 08:00 | modify | 27 | 0.10 | 140.312 | 139.412 | 141.812 | ||
| 86 | 2025.04.23 00:00 | t/p | 27 | 0.10 | 141.812 | 139.412 | 141.812 | 105.56 | 874.07 |
| 87 | 2025.05.12 12:00 | sell | 28 | 0.10 | 147.880 | 0.000 | 0.000 | ||
| 88 | 2025.05.12 12:00 | modify | 28 | 0.10 | 147.880 | 148.780 | 146.380 | ||
| 89 | 2025.05.14 12:00 | t/p | 28 | 0.10 | 146.380 | 148.780 | 146.380 | 99.99 | 974.05 |
| 90 | 2025.05.25 20:00 | buy | 29 | 0.10 | 142.471 | 0.000 | 0.000 | ||
| 91 | 2025.05.25 20:00 | modify | 29 | 0.10 | 142.471 | 141.571 | 143.971 | ||
| 92 | 2025.05.27 12:00 | t/p | 29 | 0.10 | 143.971 | 141.571 | 143.971 | 104.99 | 1079.04 |
| 93 | 2025.05.27 20:00 | sell | 30 | 0.10 | 144.322 | 0.000 | 0.000 | ||
| 94 | 2025.05.27 20:00 | modify | 30 | 0.10 | 144.322 | 145.222 | 142.822 | ||
| 95 | 2025.05.29 00:00 | s/l | 30 | 0.10 | 145.222 | 145.222 | 142.822 | -66.98 | 1012.06 |
| 96 | 2025.06.02 16:00 | buy | 31 | 0.10 | 142.802 | 0.000 | 0.000 | ||
| 97 | 2025.06.02 16:00 | modify | 31 | 0.10 | 142.802 | 141.902 | 144.302 | ||
| 98 | 2025.06.04 08:00 | t/p | 31 | 0.10 | 144.302 | 141.902 | 144.302 | 105.00 | 1117.06 |
| 99 | 2025.06.06 20:00 | sell | 32 | 0.10 | 144.785 | 0.000 | 0.000 | ||
| 100 | 2025.06.06 20:00 | modify | 32 | 0.10 | 144.785 | 145.685 | 143.285 | ||
| 101 | 2025.06.12 16:00 | t/p | 32 | 0.10 | 143.285 | 145.685 | 143.285 | 96.56 | 1213.61 |
| 102 | 2025.06.12 16:00 | buy | 33 | 0.10 | 143.677 | 0.000 | 0.000 | ||
| 103 | 2025.06.12 16:00 | modify | 33 | 0.10 | 143.677 | 142.777 | 145.177 | ||
| 104 | 2025.06.17 16:00 | t/p | 33 | 0.10 | 145.177 | 142.777 | 145.177 | 104.76 | 1318.38 |