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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; 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=130; IT_TakeProfit=140; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 | 720.38 | Gross profit | 1856.16 | Gross loss | -1135.79 |
| Profit factor | 1.63 | Expected payoff | 18.96 | ||
| Absolute drawdown | 175.81 | Maximal drawdown | 375.08 (25.77%) | Relative drawdown | 25.77% (375.08) |
| Total trades | 38 | Short positions (won %) | 12 (75.00%) | Long positions (won %) | 26 (53.85%) |
| Profit trades (% of total) | 23 (60.53%) | Loss trades (% of total) | 15 (39.47%) | ||
| Largest | profit trade | 99.52 | loss trade | -94.59 | |
| Average | profit trade | 80.70 | loss trade | -75.72 | |
| Maximum | consecutive wins (profit in money) | 6 (521.48) | consecutive losses (loss in money) | 3 (-268.32) | |
| Maximal | consecutive profit (count of wins) | 521.48 (6) | consecutive loss (count of losses) | -268.32 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.17 08:00 | buy | 1 | 0.10 | 157.100 | 0.000 | 0.000 | ||
| 2 | 2024.07.17 08:00 | modify | 1 | 0.10 | 157.100 | 155.800 | 158.500 | ||
| 3 | 2024.07.18 00:00 | s/l | 1 | 0.10 | 155.800 | 155.800 | 158.500 | -82.17 | 917.83 |
| 4 | 2024.07.23 04:00 | buy | 2 | 0.10 | 156.309 | 0.000 | 0.000 | ||
| 5 | 2024.07.23 04:00 | modify | 2 | 0.10 | 156.309 | 155.009 | 157.709 | ||
| 6 | 2024.07.24 08:00 | s/l | 2 | 0.10 | 155.009 | 155.009 | 157.709 | -83.65 | 834.18 |
| 7 | 2024.07.25 04:00 | buy | 3 | 0.10 | 152.345 | 0.000 | 0.000 | ||
| 8 | 2024.07.25 04:00 | modify | 3 | 0.10 | 152.345 | 151.045 | 153.745 | ||
| 9 | 2024.07.25 16:00 | t/p | 3 | 0.10 | 153.745 | 151.045 | 153.745 | 90.92 | 925.10 |
| 10 | 2024.09.02 12:00 | sell | 4 | 0.10 | 146.986 | 0.000 | 0.000 | ||
| 11 | 2024.09.02 12:00 | modify | 4 | 0.10 | 146.986 | 148.286 | 145.586 | ||
| 12 | 2024.09.03 16:00 | t/p | 4 | 0.10 | 145.586 | 148.286 | 145.586 | 94.67 | 1019.78 |
| 13 | 2024.09.06 08:00 | buy | 5 | 0.10 | 142.552 | 0.000 | 0.000 | ||
| 14 | 2024.09.06 08:00 | modify | 5 | 0.10 | 142.552 | 141.252 | 143.952 | ||
| 15 | 2024.09.06 16:00 | t/p | 5 | 0.10 | 143.952 | 141.252 | 143.952 | 98.50 | 1118.28 |
| 16 | 2024.09.11 04:00 | buy | 6 | 0.10 | 141.426 | 0.000 | 0.000 | ||
| 17 | 2024.09.11 04:00 | modify | 6 | 0.10 | 141.426 | 140.126 | 142.826 | ||
| 18 | 2024.09.12 04:00 | t/p | 6 | 0.10 | 142.826 | 140.126 | 142.826 | 99.52 | 1217.80 |
| 19 | 2024.09.16 04:00 | buy | 7 | 0.10 | 140.150 | 0.000 | 0.000 | ||
| 20 | 2024.09.16 04:00 | modify | 7 | 0.10 | 140.150 | 138.850 | 141.550 | ||
| 21 | 2024.09.17 16:00 | t/p | 7 | 0.10 | 141.550 | 138.850 | 141.550 | 99.20 | 1317.00 |
| 22 | 2024.10.23 04:00 | sell | 8 | 0.10 | 151.748 | 0.000 | 0.000 | ||
| 23 | 2024.10.23 04:00 | modify | 8 | 0.10 | 151.748 | 153.048 | 150.348 | ||
| 24 | 2024.10.23 12:00 | s/l | 8 | 0.10 | 153.048 | 153.048 | 150.348 | -84.92 | 1232.08 |
| 25 | 2024.10.28 00:00 | sell | 9 | 0.10 | 152.955 | 0.000 | 0.000 | ||
| 26 | 2024.10.28 00:00 | modify | 9 | 0.10 | 152.955 | 154.255 | 151.555 | ||
| 27 | 2024.11.05 20:00 | t/p | 9 | 0.10 | 151.555 | 154.255 | 151.555 | 81.96 | 1314.04 |
| 28 | 2024.11.14 04:00 | sell | 10 | 0.10 | 155.945 | 0.000 | 0.000 | ||
| 29 | 2024.11.14 04:00 | modify | 10 | 0.10 | 155.945 | 157.245 | 154.545 | ||
| 30 | 2024.11.15 20:00 | t/p | 10 | 0.10 | 154.545 | 157.245 | 154.545 | 89.45 | 1403.49 |
| 31 | 2024.11.27 04:00 | buy | 11 | 0.10 | 152.479 | 0.000 | 0.000 | ||
| 32 | 2024.11.27 04:00 | modify | 11 | 0.10 | 152.479 | 151.179 | 153.879 | ||
| 33 | 2024.11.27 16:00 | s/l | 11 | 0.10 | 151.179 | 151.179 | 153.879 | -86.03 | 1317.46 |
| 34 | 2024.11.29 04:00 | buy | 12 | 0.10 | 150.126 | 0.000 | 0.000 | ||
| 35 | 2024.11.29 04:00 | modify | 12 | 0.10 | 150.126 | 148.826 | 151.526 | ||
| 36 | 2024.12.03 16:00 | s/l | 12 | 0.10 | 148.826 | 148.826 | 151.526 | -86.26 | 1231.20 |
| 37 | 2024.12.13 12:00 | sell | 13 | 0.10 | 153.622 | 0.000 | 0.000 | ||
| 38 | 2024.12.13 12:00 | modify | 13 | 0.10 | 153.622 | 154.922 | 152.222 | ||
| 39 | 2024.12.19 04:00 | s/l | 13 | 0.10 | 154.922 | 154.922 | 152.222 | -91.56 | 1139.64 |
| 40 | 2024.12.31 04:00 | buy | 14 | 0.10 | 156.471 | 0.000 | 0.000 | ||
| 41 | 2024.12.31 04:00 | modify | 14 | 0.10 | 156.471 | 155.171 | 157.871 | ||
| 42 | 2024.12.31 20:00 | buy | 15 | 0.10 | 157.338 | 0.000 | 0.000 | ||
| 43 | 2024.12.31 20:00 | modify | 15 | 0.10 | 157.338 | 156.821 | 157.871 | ||
| 44 | 2024.12.31 20:00 | modify | 14 | 0.10 | 156.471 | 156.821 | 157.871 | ||
| 45 | 2025.01.02 08:00 | s/l | 14 | 0.10 | 156.821 | 156.821 | 157.871 | 24.13 | 1163.77 |
| 46 | 2025.01.02 08:00 | s/l | 15 | 0.10 | 156.821 | 156.821 | 157.871 | -31.21 | 1132.56 |
| 47 | 2025.01.16 04:00 | buy | 16 | 0.10 | 155.805 | 0.000 | 0.000 | ||
| 48 | 2025.01.16 04:00 | modify | 16 | 0.10 | 155.805 | 154.505 | 157.205 | ||
| 49 | 2025.01.20 12:00 | buy | 17 | 0.10 | 156.371 | 0.000 | 0.000 | ||
| 50 | 2025.01.20 12:00 | modify | 17 | 0.10 | 156.371 | 155.875 | 157.205 | ||
| 51 | 2025.01.20 12:00 | modify | 16 | 0.10 | 155.805 | 155.875 | 157.205 | ||
| 52 | 2025.01.20 16:00 | s/l | 16 | 0.10 | 155.875 | 155.875 | 157.205 | 5.40 | 1137.96 |
| 53 | 2025.01.20 16:00 | s/l | 17 | 0.10 | 155.875 | 155.875 | 157.205 | -31.85 | 1106.11 |
| 54 | 2025.01.27 12:00 | buy | 18 | 0.10 | 153.989 | 0.000 | 0.000 | ||
| 55 | 2025.01.27 12:00 | modify | 18 | 0.10 | 153.989 | 152.689 | 155.389 | ||
| 56 | 2025.01.27 20:00 | buy | 19 | 0.10 | 154.571 | 0.000 | 0.000 | ||
| 57 | 2025.01.27 20:00 | modify | 19 | 0.10 | 154.571 | 154.059 | 155.389 | ||
| 58 | 2025.01.27 20:00 | modify | 18 | 0.10 | 153.989 | 154.059 | 155.389 | ||
| 59 | 2025.01.28 04:00 | t/p | 18 | 0.10 | 155.389 | 154.059 | 155.389 | 90.34 | 1196.45 |
| 60 | 2025.01.28 04:00 | t/p | 19 | 0.10 | 155.389 | 154.059 | 155.389 | 52.97 | 1249.42 |
| 61 | 2025.02.03 04:00 | sell | 20 | 0.10 | 155.650 | 0.000 | 0.000 | ||
| 62 | 2025.02.03 04:00 | modify | 20 | 0.10 | 155.650 | 156.950 | 154.250 | ||
| 63 | 2025.02.03 16:00 | t/p | 20 | 0.10 | 154.250 | 156.950 | 154.250 | 90.46 | 1339.88 |
| 64 | 2025.02.12 04:00 | sell | 21 | 0.10 | 153.636 | 0.000 | 0.000 | ||
| 65 | 2025.02.12 04:00 | modify | 21 | 0.10 | 153.636 | 154.936 | 152.236 | ||
| 66 | 2025.02.14 16:00 | t/p | 21 | 0.10 | 152.236 | 154.936 | 152.236 | 86.78 | 1426.66 |
| 67 | 2025.02.17 04:00 | buy | 22 | 0.10 | 151.648 | 0.000 | 0.000 | ||
| 68 | 2025.02.17 04:00 | modify | 22 | 0.10 | 151.648 | 150.348 | 153.048 | ||
| 69 | 2025.02.20 08:00 | s/l | 22 | 0.10 | 150.348 | 150.348 | 153.048 | -84.32 | 1342.34 |
| 70 | 2025.03.12 08:00 | sell | 23 | 0.10 | 148.589 | 0.000 | 0.000 | ||
| 71 | 2025.03.12 08:00 | modify | 23 | 0.10 | 148.589 | 149.889 | 147.189 | ||
| 72 | 2025.03.18 08:00 | s/l | 23 | 0.10 | 149.889 | 149.889 | 147.189 | -94.59 | 1247.75 |
| 73 | 2025.04.04 00:00 | buy | 24 | 0.10 | 146.282 | 0.000 | 0.000 | ||
| 74 | 2025.04.04 00:00 | modify | 24 | 0.10 | 146.282 | 144.982 | 147.682 | ||
| 75 | 2025.04.04 12:00 | s/l | 24 | 0.10 | 144.982 | 144.982 | 147.682 | -89.41 | 1158.34 |
| 76 | 2025.04.16 08:00 | buy | 25 | 0.10 | 142.128 | 0.000 | 0.000 | ||
| 77 | 2025.04.16 08:00 | modify | 25 | 0.10 | 142.128 | 140.828 | 143.528 | ||
| 78 | 2025.04.17 08:00 | buy | 26 | 0.10 | 142.923 | 0.000 | 0.000 | ||
| 79 | 2025.04.17 08:00 | modify | 26 | 0.10 | 142.923 | 142.618 | 143.528 | ||
| 80 | 2025.04.17 08:00 | modify | 25 | 0.10 | 142.128 | 142.618 | 143.528 | ||
| 81 | 2025.04.17 12:00 | s/l | 25 | 0.10 | 142.618 | 142.618 | 143.528 | 35.70 | 1194.04 |
| 82 | 2025.04.17 12:00 | s/l | 26 | 0.10 | 142.618 | 142.618 | 143.528 | -21.39 | 1172.65 |
| 83 | 2025.04.21 00:00 | buy | 27 | 0.10 | 141.619 | 0.000 | 0.000 | ||
| 84 | 2025.04.21 00:00 | modify | 27 | 0.10 | 141.619 | 140.319 | 143.019 | ||
| 85 | 2025.04.22 04:00 | s/l | 27 | 0.10 | 140.319 | 140.319 | 143.019 | -92.28 | 1080.37 |
| 86 | 2025.04.22 04:00 | buy | 28 | 0.10 | 140.233 | 0.000 | 0.000 | ||
| 87 | 2025.04.22 04:00 | modify | 28 | 0.10 | 140.233 | 138.933 | 141.633 | ||
| 88 | 2025.04.22 20:00 | t/p | 28 | 0.10 | 141.633 | 138.933 | 141.633 | 98.87 | 1179.24 |
| 89 | 2025.04.25 04:00 | sell | 29 | 0.10 | 143.643 | 0.000 | 0.000 | ||
| 90 | 2025.04.25 04:00 | modify | 29 | 0.10 | 143.643 | 144.943 | 142.243 | ||
| 91 | 2025.04.28 20:00 | t/p | 29 | 0.10 | 142.243 | 144.943 | 142.243 | 97.21 | 1276.45 |
| 92 | 2025.05.06 08:00 | buy | 30 | 0.10 | 143.356 | 0.000 | 0.000 | ||
| 93 | 2025.05.06 08:00 | modify | 30 | 0.10 | 143.356 | 142.056 | 144.756 | ||
| 94 | 2025.05.08 12:00 | t/p | 30 | 0.10 | 144.756 | 142.056 | 144.756 | 98.58 | 1375.04 |
| 95 | 2025.05.14 12:00 | buy | 31 | 0.10 | 146.205 | 0.000 | 0.000 | ||
| 96 | 2025.05.14 12:00 | modify | 31 | 0.10 | 146.205 | 144.905 | 147.605 | ||
| 97 | 2025.05.19 04:00 | s/l | 31 | 0.10 | 144.905 | 144.905 | 147.605 | -87.26 | 1287.78 |
| 98 | 2025.05.20 08:00 | buy | 32 | 0.10 | 144.157 | 0.000 | 0.000 | ||
| 99 | 2025.05.20 08:00 | modify | 32 | 0.10 | 144.157 | 142.857 | 145.557 | ||
| 100 | 2025.05.22 12:00 | s/l | 32 | 0.10 | 142.857 | 142.857 | 145.557 | -88.89 | 1198.89 |
| 101 | 2025.05.23 12:00 | buy | 33 | 0.10 | 142.659 | 0.000 | 0.000 | ||
| 102 | 2025.05.23 12:00 | modify | 33 | 0.10 | 142.659 | 141.359 | 144.059 | ||
| 103 | 2025.05.27 12:00 | t/p | 33 | 0.10 | 144.059 | 141.359 | 144.059 | 98.06 | 1296.95 |
| 104 | 2025.05.29 00:00 | sell | 34 | 0.10 | 145.724 | 0.000 | 0.000 | ||
| 105 | 2025.05.29 00:00 | modify | 34 | 0.10 | 145.724 | 147.024 | 144.324 | ||
| 106 | 2025.05.29 16:00 | t/p | 34 | 0.10 | 144.324 | 147.024 | 144.324 | 97.14 | 1394.09 |
| 107 | 2025.06.02 08:00 | buy | 35 | 0.10 | 142.929 | 0.000 | 0.000 | ||
| 108 | 2025.06.02 08:00 | modify | 35 | 0.10 | 142.929 | 141.629 | 144.329 | ||
| 109 | 2025.06.04 08:00 | t/p | 35 | 0.10 | 144.329 | 141.629 | 144.329 | 98.07 | 1492.15 |
| 110 | 2025.06.12 12:00 | buy | 36 | 0.10 | 143.647 | 0.000 | 0.000 | ||
| 111 | 2025.06.12 12:00 | modify | 36 | 0.10 | 143.647 | 142.347 | 145.047 | ||
| 112 | 2025.06.17 04:00 | t/p | 36 | 0.10 | 145.047 | 142.347 | 145.047 | 98.12 | 1590.28 |
| 113 | 2025.06.23 08:00 | sell | 37 | 0.10 | 147.330 | 0.000 | 0.000 | ||
| 114 | 2025.06.23 08:00 | modify | 37 | 0.10 | 147.330 | 148.630 | 145.930 | ||
| 115 | 2025.06.23 16:00 | sell | 38 | 0.10 | 146.467 | 0.000 | 0.000 | ||
| 116 | 2025.06.23 16:00 | modify | 38 | 0.10 | 146.467 | 146.980 | 145.930 | ||
| 117 | 2025.06.23 16:00 | modify | 37 | 0.10 | 147.330 | 146.980 | 145.930 | ||
| 118 | 2025.06.24 00:00 | t/p | 37 | 0.10 | 145.930 | 146.980 | 145.930 | 94.61 | 1684.89 |
| 119 | 2025.06.24 00:00 | t/p | 38 | 0.10 | 145.930 | 146.980 | 145.930 | 35.48 | 1720.38 |