Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.09.01 20:00 - 2025.08.31 23:59 (2024.09.01 - 2025.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; 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=55; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 2605 | Ticks modelled | 4209 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 489.64 | Gross profit | 1487.68 | Gross loss | -998.05 |
| Profit factor | 1.49 | Expected payoff | 10.88 | ||
| Absolute drawdown | 505.23 | Maximal drawdown | 667.10 (57.42%) | Relative drawdown | 57.42% (667.10) |
| Total trades | 45 | Short positions (won %) | 20 (50.00%) | Long positions (won %) | 25 (40.00%) |
| Profit trades (% of total) | 20 (44.44%) | Loss trades (% of total) | 25 (55.56%) | ||
| Largest | profit trade | 95.94 | loss trade | -45.50 | |
| Average | profit trade | 74.38 | loss trade | -39.92 | |
| Maximum | consecutive wins (profit in money) | 10 (851.20) | consecutive losses (loss in money) | 9 (-371.57) | |
| Maximal | consecutive profit (count of wins) | 851.20 (10) | consecutive loss (count of losses) | -371.57 (9) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.02 12:00 | sell | 1 | 0.10 | 162.560 | 0.000 | 0.000 | ||
| 2 | 2024.09.02 12:00 | modify | 1 | 0.10 | 162.560 | 163.160 | 161.160 | ||
| 3 | 2024.09.03 12:00 | t/p | 1 | 0.10 | 161.160 | 163.160 | 161.160 | 93.99 | 1093.99 |
| 4 | 2024.09.06 16:00 | buy | 2 | 0.10 | 157.609 | 0.000 | 0.000 | ||
| 5 | 2024.09.06 16:00 | modify | 2 | 0.10 | 157.609 | 157.009 | 159.009 | ||
| 6 | 2024.09.10 16:00 | s/l | 2 | 0.10 | 157.009 | 157.009 | 159.009 | -40.22 | 1053.77 |
| 7 | 2024.09.11 04:00 | buy | 3 | 0.10 | 156.108 | 0.000 | 0.000 | ||
| 8 | 2024.09.11 04:00 | modify | 3 | 0.10 | 156.108 | 155.508 | 157.508 | ||
| 9 | 2024.09.11 08:00 | s/l | 3 | 0.10 | 155.508 | 155.508 | 157.508 | -40.71 | 1013.06 |
| 10 | 2024.09.17 16:00 | sell | 4 | 0.10 | 157.615 | 0.000 | 0.000 | ||
| 11 | 2024.09.17 16:00 | modify | 4 | 0.10 | 157.615 | 158.215 | 156.215 | ||
| 12 | 2024.09.18 00:00 | s/l | 4 | 0.10 | 158.215 | 158.215 | 156.215 | -41.65 | 971.40 |
| 13 | 2024.09.19 04:00 | sell | 5 | 0.10 | 159.188 | 0.000 | 0.000 | ||
| 14 | 2024.09.19 04:00 | modify | 5 | 0.10 | 159.188 | 159.788 | 157.788 | ||
| 15 | 2024.09.19 12:00 | s/l | 5 | 0.10 | 159.788 | 159.788 | 157.788 | -40.70 | 930.70 |
| 16 | 2024.09.19 12:00 | sell | 6 | 0.10 | 159.475 | 0.000 | 0.000 | ||
| 17 | 2024.09.19 12:00 | modify | 6 | 0.10 | 159.475 | 160.075 | 158.075 | ||
| 18 | 2024.09.20 08:00 | s/l | 6 | 0.10 | 160.075 | 160.075 | 158.075 | -41.65 | 889.05 |
| 19 | 2024.09.20 08:00 | sell | 7 | 0.10 | 160.331 | 0.000 | 0.000 | ||
| 20 | 2024.09.20 08:00 | modify | 7 | 0.10 | 160.331 | 160.931 | 158.931 | ||
| 21 | 2024.09.20 12:00 | s/l | 7 | 0.10 | 160.931 | 160.931 | 158.931 | -40.69 | 848.36 |
| 22 | 2024.09.25 12:00 | sell | 8 | 0.10 | 161.557 | 0.000 | 0.000 | ||
| 23 | 2024.09.25 12:00 | modify | 8 | 0.10 | 161.557 | 162.157 | 160.157 | ||
| 24 | 2024.09.27 00:00 | s/l | 8 | 0.10 | 162.157 | 162.157 | 160.157 | -44.54 | 803.83 |
| 25 | 2024.09.27 08:00 | buy | 9 | 0.10 | 159.441 | 0.000 | 0.000 | ||
| 26 | 2024.09.27 08:00 | modify | 9 | 0.10 | 159.441 | 158.841 | 160.841 | ||
| 27 | 2024.09.27 20:00 | s/l | 9 | 0.10 | 158.841 | 158.841 | 160.841 | -40.70 | 763.13 |
| 28 | 2024.09.30 04:00 | buy | 10 | 0.10 | 158.976 | 0.000 | 0.000 | ||
| 29 | 2024.09.30 04:00 | modify | 10 | 0.10 | 158.976 | 158.376 | 160.376 | ||
| 30 | 2024.09.30 08:00 | s/l | 10 | 0.10 | 158.376 | 158.376 | 160.376 | -40.71 | 722.42 |
| 31 | 2024.10.01 04:00 | sell | 11 | 0.10 | 160.692 | 0.000 | 0.000 | ||
| 32 | 2024.10.01 04:00 | modify | 11 | 0.10 | 160.692 | 161.292 | 159.292 | ||
| 33 | 2024.10.01 12:00 | t/p | 11 | 0.10 | 159.292 | 161.292 | 159.292 | 94.94 | 817.36 |
| 34 | 2024.10.02 16:00 | sell | 12 | 0.10 | 161.373 | 0.000 | 0.000 | ||
| 35 | 2024.10.02 16:00 | modify | 12 | 0.10 | 161.373 | 161.973 | 159.973 | ||
| 36 | 2024.10.03 00:00 | s/l | 12 | 0.10 | 161.973 | 161.973 | 159.973 | -43.58 | 773.78 |
| 37 | 2024.10.23 12:00 | sell | 13 | 0.10 | 164.736 | 0.000 | 0.000 | ||
| 38 | 2024.10.23 12:00 | modify | 13 | 0.10 | 164.736 | 165.336 | 163.336 | ||
| 39 | 2024.10.28 00:00 | s/l | 13 | 0.10 | 165.336 | 165.336 | 163.336 | -45.50 | 728.28 |
| 40 | 2024.11.08 16:00 | buy | 14 | 0.10 | 163.858 | 0.000 | 0.000 | ||
| 41 | 2024.11.08 16:00 | modify | 14 | 0.10 | 163.858 | 163.258 | 165.258 | ||
| 42 | 2024.11.08 20:00 | s/l | 14 | 0.10 | 163.258 | 163.258 | 165.258 | -40.71 | 687.57 |
| 43 | 2024.11.21 16:00 | buy | 15 | 0.10 | 162.225 | 0.000 | 0.000 | ||
| 44 | 2024.11.21 16:00 | modify | 15 | 0.10 | 162.225 | 161.625 | 163.625 | ||
| 45 | 2024.11.22 00:00 | s/l | 15 | 0.10 | 161.625 | 161.625 | 163.625 | -40.47 | 647.10 |
| 46 | 2024.11.22 12:00 | buy | 16 | 0.10 | 160.768 | 0.000 | 0.000 | ||
| 47 | 2024.11.22 12:00 | modify | 16 | 0.10 | 160.768 | 160.168 | 162.168 | ||
| 48 | 2024.11.24 20:00 | buy | 17 | 0.10 | 161.540 | 0.000 | 0.000 | ||
| 49 | 2024.11.24 20:00 | modify | 17 | 0.10 | 161.540 | 161.258 | 162.168 | ||
| 50 | 2024.11.24 20:00 | modify | 16 | 0.10 | 160.768 | 161.258 | 162.168 | ||
| 51 | 2024.11.25 04:00 | s/l | 16 | 0.10 | 161.258 | 161.258 | 162.168 | 33.49 | 680.59 |
| 52 | 2024.11.25 04:00 | s/l | 17 | 0.10 | 161.258 | 161.258 | 162.168 | -18.89 | 661.70 |
| 53 | 2024.11.27 04:00 | buy | 18 | 0.10 | 159.839 | 0.000 | 0.000 | ||
| 54 | 2024.11.27 04:00 | modify | 18 | 0.10 | 159.839 | 159.239 | 161.239 | ||
| 55 | 2024.11.27 12:00 | s/l | 18 | 0.10 | 159.239 | 159.239 | 161.239 | -40.70 | 621.00 |
| 56 | 2024.12.02 16:00 | buy | 19 | 0.10 | 156.928 | 0.000 | 0.000 | ||
| 57 | 2024.12.02 16:00 | modify | 19 | 0.10 | 156.928 | 156.328 | 158.328 | ||
| 58 | 2024.12.03 08:00 | buy | 20 | 0.10 | 157.503 | 0.000 | 0.000 | ||
| 59 | 2024.12.03 08:00 | modify | 20 | 0.10 | 157.503 | 156.998 | 158.328 | ||
| 60 | 2024.12.03 08:00 | modify | 19 | 0.10 | 156.928 | 156.998 | 158.328 | ||
| 61 | 2024.12.03 16:00 | s/l | 19 | 0.10 | 156.998 | 156.998 | 158.328 | 4.99 | 625.99 |
| 62 | 2024.12.03 16:00 | s/l | 20 | 0.10 | 156.998 | 156.998 | 158.328 | -34.26 | 591.73 |
| 63 | 2024.12.19 08:00 | sell | 21 | 0.10 | 162.652 | 0.000 | 0.000 | ||
| 64 | 2024.12.19 08:00 | modify | 21 | 0.10 | 162.652 | 163.252 | 161.252 | ||
| 65 | 2024.12.19 12:00 | s/l | 21 | 0.10 | 163.252 | 163.252 | 161.252 | -40.70 | 551.03 |
| 66 | 2024.12.31 08:00 | buy | 22 | 0.10 | 162.688 | 0.000 | 0.000 | ||
| 67 | 2024.12.31 08:00 | modify | 22 | 0.10 | 162.688 | 162.088 | 164.088 | ||
| 68 | 2025.01.02 00:00 | buy | 23 | 0.10 | 163.268 | 0.000 | 0.000 | ||
| 69 | 2025.01.02 00:00 | modify | 23 | 0.10 | 163.268 | 162.758 | 164.088 | ||
| 70 | 2025.01.02 00:00 | modify | 22 | 0.10 | 162.688 | 162.758 | 164.088 | ||
| 71 | 2025.01.02 08:00 | s/l | 22 | 0.10 | 162.758 | 162.758 | 164.088 | 5.71 | 556.73 |
| 72 | 2025.01.02 08:00 | s/l | 23 | 0.10 | 162.758 | 162.758 | 164.088 | -34.60 | 522.13 |
| 73 | 2025.01.02 16:00 | buy | 24 | 0.10 | 161.494 | 0.000 | 0.000 | ||
| 74 | 2025.01.02 16:00 | modify | 24 | 0.10 | 161.494 | 160.894 | 162.894 | ||
| 75 | 2025.01.06 12:00 | t/p | 24 | 0.10 | 162.894 | 160.894 | 162.894 | 95.46 | 617.59 |
| 76 | 2025.01.06 12:00 | sell | 25 | 0.10 | 163.828 | 0.000 | 0.000 | ||
| 77 | 2025.01.06 12:00 | modify | 25 | 0.10 | 163.828 | 164.428 | 162.428 | ||
| 78 | 2025.01.07 12:00 | s/l | 25 | 0.10 | 164.428 | 164.428 | 162.428 | -41.65 | 575.94 |
| 79 | 2025.01.10 16:00 | buy | 26 | 0.10 | 161.537 | 0.000 | 0.000 | ||
| 80 | 2025.01.10 16:00 | modify | 26 | 0.10 | 161.537 | 160.937 | 162.937 | ||
| 81 | 2025.01.13 04:00 | s/l | 26 | 0.10 | 160.937 | 160.937 | 162.937 | -40.46 | 535.48 |
| 82 | 2025.01.13 04:00 | buy | 27 | 0.10 | 160.830 | 0.000 | 0.000 | ||
| 83 | 2025.01.13 04:00 | modify | 27 | 0.10 | 160.830 | 160.230 | 162.230 | ||
| 84 | 2025.01.13 12:00 | s/l | 27 | 0.10 | 160.230 | 160.230 | 162.230 | -40.71 | 494.77 |
| 85 | 2025.01.13 12:00 | buy | 28 | 0.10 | 160.428 | 0.000 | 0.000 | ||
| 86 | 2025.01.13 12:00 | modify | 28 | 0.10 | 160.428 | 159.828 | 161.828 | ||
| 87 | 2025.01.14 00:00 | buy | 29 | 0.10 | 161.482 | 0.000 | 0.000 | ||
| 88 | 2025.01.14 00:00 | modify | 29 | 0.10 | 161.482 | 160.918 | 161.828 | ||
| 89 | 2025.01.14 00:00 | modify | 28 | 0.10 | 160.428 | 160.918 | 161.828 | ||
| 90 | 2025.01.14 04:00 | t/p | 28 | 0.10 | 161.828 | 160.918 | 161.828 | 95.23 | 590.00 |
| 91 | 2025.01.14 04:00 | t/p | 29 | 0.10 | 161.828 | 160.918 | 161.828 | 23.48 | 613.48 |
| 92 | 2025.01.14 16:00 | sell | 30 | 0.10 | 162.621 | 0.000 | 0.000 | ||
| 93 | 2025.01.14 16:00 | modify | 30 | 0.10 | 162.621 | 163.221 | 161.221 | ||
| 94 | 2025.01.15 16:00 | t/p | 30 | 0.10 | 161.221 | 163.221 | 161.221 | 93.99 | 707.46 |
| 95 | 2025.01.16 04:00 | buy | 31 | 0.10 | 160.303 | 0.000 | 0.000 | ||
| 96 | 2025.01.16 04:00 | modify | 31 | 0.10 | 160.303 | 159.703 | 161.703 | ||
| 97 | 2025.01.17 00:00 | s/l | 31 | 0.10 | 159.703 | 159.703 | 161.703 | -40.46 | 667.00 |
| 98 | 2025.01.20 16:00 | sell | 32 | 0.10 | 161.923 | 0.000 | 0.000 | ||
| 99 | 2025.01.20 16:00 | modify | 32 | 0.10 | 161.923 | 162.523 | 160.523 | ||
| 100 | 2025.01.22 08:00 | s/l | 32 | 0.10 | 162.523 | 162.523 | 160.523 | -42.61 | 624.39 |
| 101 | 2025.02.03 12:00 | buy | 33 | 0.10 | 158.534 | 0.000 | 0.000 | ||
| 102 | 2025.02.03 12:00 | modify | 33 | 0.10 | 158.534 | 157.934 | 159.934 | ||
| 103 | 2025.02.04 00:00 | t/p | 33 | 0.10 | 159.934 | 157.934 | 159.934 | 95.22 | 719.61 |
| 104 | 2025.02.06 16:00 | buy | 34 | 0.10 | 157.322 | 0.000 | 0.000 | ||
| 105 | 2025.02.06 16:00 | modify | 34 | 0.10 | 157.322 | 156.722 | 158.722 | ||
| 106 | 2025.02.07 16:00 | s/l | 34 | 0.10 | 156.722 | 156.722 | 158.722 | -40.46 | 679.15 |
| 107 | 2025.02.20 04:00 | buy | 35 | 0.10 | 156.953 | 0.000 | 0.000 | ||
| 108 | 2025.02.20 04:00 | modify | 35 | 0.10 | 156.953 | 156.353 | 158.353 | ||
| 109 | 2025.02.20 08:00 | s/l | 35 | 0.10 | 156.353 | 156.353 | 158.353 | -40.71 | 638.44 |
| 110 | 2025.02.20 16:00 | buy | 36 | 0.10 | 156.632 | 0.000 | 0.000 | ||
| 111 | 2025.02.20 16:00 | modify | 36 | 0.10 | 156.632 | 156.032 | 158.032 | ||
| 112 | 2025.02.21 04:00 | t/p | 36 | 0.10 | 158.032 | 156.032 | 158.032 | 95.22 | 733.66 |
| 113 | 2025.03.03 12:00 | sell | 37 | 0.10 | 158.049 | 0.000 | 0.000 | ||
| 114 | 2025.03.03 12:00 | modify | 37 | 0.10 | 158.049 | 158.649 | 156.649 | ||
| 115 | 2025.03.04 00:00 | t/p | 37 | 0.10 | 156.649 | 158.649 | 156.649 | 93.99 | 827.65 |
| 116 | 2025.03.12 08:00 | sell | 38 | 0.10 | 161.986 | 0.000 | 0.000 | ||
| 117 | 2025.03.12 08:00 | modify | 38 | 0.10 | 161.986 | 162.586 | 160.586 | ||
| 118 | 2025.03.13 08:00 | t/p | 38 | 0.10 | 160.586 | 162.586 | 160.586 | 92.05 | 919.70 |
| 119 | 2025.03.18 08:00 | sell | 39 | 0.10 | 163.851 | 0.000 | 0.000 | ||
| 120 | 2025.03.18 08:00 | modify | 39 | 0.10 | 163.851 | 164.451 | 162.451 | ||
| 121 | 2025.03.19 08:00 | t/p | 39 | 0.10 | 162.451 | 164.451 | 162.451 | 93.99 | 1013.69 |
| 122 | 2025.03.20 12:00 | buy | 40 | 0.10 | 161.101 | 0.000 | 0.000 | ||
| 123 | 2025.03.20 12:00 | modify | 40 | 0.10 | 161.101 | 160.501 | 162.501 | ||
| 124 | 2025.03.24 08:00 | t/p | 40 | 0.10 | 162.501 | 160.501 | 162.501 | 95.47 | 1109.16 |
| 125 | 2025.05.01 16:00 | sell | 41 | 0.10 | 164.104 | 0.000 | 0.000 | ||
| 126 | 2025.05.01 16:00 | modify | 41 | 0.10 | 164.104 | 164.704 | 162.704 | ||
| 127 | 2025.05.05 04:00 | sell | 42 | 0.10 | 163.522 | 0.000 | 0.000 | ||
| 128 | 2025.05.05 04:00 | modify | 42 | 0.10 | 163.522 | 164.034 | 162.704 | ||
| 129 | 2025.05.05 04:00 | modify | 41 | 0.10 | 164.104 | 164.034 | 162.704 | ||
| 130 | 2025.05.05 08:00 | sell | 43 | 0.10 | 163.324 | 0.000 | 0.000 | ||
| 131 | 2025.05.05 08:00 | modify | 43 | 0.10 | 163.324 | 163.614 | 162.704 | ||
| 132 | 2025.05.05 08:00 | modify | 42 | 0.10 | 163.522 | 163.614 | 162.704 | ||
| 133 | 2025.05.05 08:00 | modify | 41 | 0.10 | 164.104 | 163.614 | 162.704 | ||
| 134 | 2025.05.05 20:00 | t/p | 41 | 0.10 | 162.704 | 163.614 | 162.704 | 93.03 | 1202.18 |
| 135 | 2025.05.05 20:00 | t/p | 42 | 0.10 | 162.704 | 163.614 | 162.704 | 55.48 | 1257.66 |
| 136 | 2025.05.05 20:00 | t/p | 43 | 0.10 | 162.704 | 163.614 | 162.704 | 42.05 | 1299.71 |
| 137 | 2025.05.06 12:00 | buy | 44 | 0.10 | 161.759 | 0.000 | 0.000 | ||
| 138 | 2025.05.06 12:00 | modify | 44 | 0.10 | 161.759 | 161.159 | 163.159 | ||
| 139 | 2025.05.08 12:00 | t/p | 44 | 0.10 | 163.159 | 161.159 | 163.159 | 95.94 | 1395.65 |
| 140 | 2025.06.23 08:00 | sell | 45 | 0.10 | 169.400 | 0.000 | 0.000 | ||
| 141 | 2025.06.23 08:00 | modify | 45 | 0.10 | 169.400 | 170.000 | 168.000 | ||
| 142 | 2025.06.24 16:00 | t/p | 45 | 0.10 | 168.000 | 170.000 | 168.000 | 93.99 | 1489.64 |