Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.09.01 21:00 - 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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; 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=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=40; 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=11; 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 | 7200 | Ticks modelled | 13399 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 948.57 | Gross profit | 1634.70 | Gross loss | -686.13 |
| Profit factor | 2.38 | Expected payoff | 31.62 | ||
| Absolute drawdown | 118.20 | Maximal drawdown | 326.29 (16.44%) | Relative drawdown | 23.13% (265.37) |
| Total trades | 30 | Short positions (won %) | 17 (70.59%) | Long positions (won %) | 13 (76.92%) |
| Profit trades (% of total) | 22 (73.33%) | Loss trades (% of total) | 8 (26.67%) | ||
| Largest | profit trade | 101.77 | loss trade | -94.99 | |
| Average | profit trade | 74.30 | loss trade | -85.77 | |
| Maximum | consecutive wins (profit in money) | 5 (394.74) | consecutive losses (loss in money) | 2 (-189.93) | |
| Maximal | consecutive profit (count of wins) | 394.74 (5) | consecutive loss (count of losses) | -189.93 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.02 16:00 | sell | 1 | 0.10 | 162.642 | 0.000 | 0.000 | ||
| 2 | 2024.09.02 16:00 | modify | 1 | 0.10 | 162.642 | 164.042 | 161.142 | ||
| 3 | 2024.09.03 06:00 | sell | 2 | 0.10 | 161.812 | 0.000 | 0.000 | ||
| 4 | 2024.09.03 06:00 | modify | 2 | 0.10 | 161.812 | 162.117 | 161.142 | ||
| 5 | 2024.09.03 06:00 | modify | 1 | 0.10 | 162.642 | 162.117 | 161.142 | ||
| 6 | 2024.09.03 09:00 | t/p | 1 | 0.10 | 161.142 | 162.117 | 161.142 | 101.73 | 1101.73 |
| 7 | 2024.09.03 09:00 | t/p | 2 | 0.10 | 161.142 | 162.117 | 161.142 | 45.44 | 1147.17 |
| 8 | 2024.09.10 14:00 | buy | 3 | 0.10 | 157.610 | 0.000 | 0.000 | ||
| 9 | 2024.09.10 14:00 | modify | 3 | 0.10 | 157.610 | 156.210 | 159.110 | ||
| 10 | 2024.09.11 04:00 | s/l | 3 | 0.10 | 156.210 | 156.210 | 159.110 | -94.98 | 1052.19 |
| 11 | 2024.10.04 14:00 | sell | 4 | 0.10 | 162.852 | 0.000 | 0.000 | ||
| 12 | 2024.10.04 14:00 | modify | 4 | 0.10 | 162.852 | 164.252 | 161.352 | ||
| 13 | 2024.10.23 05:00 | s/l | 4 | 0.10 | 164.252 | 164.252 | 161.352 | -94.95 | 957.24 |
| 14 | 2024.12.17 17:00 | buy | 5 | 0.10 | 161.195 | 0.000 | 0.000 | ||
| 15 | 2024.12.17 17:00 | modify | 5 | 0.10 | 161.195 | 159.795 | 162.695 | ||
| 16 | 2024.12.19 08:00 | t/p | 5 | 0.10 | 162.695 | 159.795 | 162.695 | 101.77 | 1059.01 |
| 17 | 2025.01.14 17:00 | sell | 6 | 0.10 | 162.551 | 0.000 | 0.000 | ||
| 18 | 2025.01.14 17:00 | modify | 6 | 0.10 | 162.551 | 163.951 | 161.051 | ||
| 19 | 2025.01.15 06:00 | sell | 7 | 0.10 | 161.929 | 0.000 | 0.000 | ||
| 20 | 2025.01.15 06:00 | modify | 7 | 0.10 | 161.929 | 162.176 | 161.051 | ||
| 21 | 2025.01.15 06:00 | sell | 8 | 0.10 | 161.929 | 0.000 | 0.000 | ||
| 22 | 2025.01.15 06:00 | modify | 8 | 0.10 | 161.929 | 162.176 | 161.051 | ||
| 23 | 2025.01.15 06:00 | modify | 6 | 0.10 | 162.551 | 162.176 | 161.051 | ||
| 24 | 2025.01.15 10:00 | sell | 9 | 0.10 | 161.723 | 0.000 | 0.000 | ||
| 25 | 2025.01.15 10:00 | modify | 9 | 0.10 | 161.723 | 162.026 | 161.051 | ||
| 26 | 2025.01.15 10:00 | modify | 8 | 0.10 | 161.929 | 162.026 | 161.051 | ||
| 27 | 2025.01.15 10:00 | modify | 7 | 0.10 | 161.929 | 162.026 | 161.051 | ||
| 28 | 2025.01.15 10:00 | modify | 6 | 0.10 | 162.551 | 162.026 | 161.051 | ||
| 29 | 2025.01.15 17:00 | t/p | 6 | 0.10 | 161.051 | 162.026 | 161.051 | 101.73 | 1160.74 |
| 30 | 2025.01.15 17:00 | t/p | 7 | 0.10 | 161.051 | 162.026 | 161.051 | 59.55 | 1220.29 |
| 31 | 2025.01.15 17:00 | t/p | 8 | 0.10 | 161.051 | 162.026 | 161.051 | 59.55 | 1279.84 |
| 32 | 2025.01.15 17:00 | t/p | 9 | 0.10 | 161.051 | 162.026 | 161.051 | 45.58 | 1325.42 |
| 33 | 2025.02.06 15:00 | buy | 10 | 0.10 | 157.645 | 0.000 | 0.000 | ||
| 34 | 2025.02.06 15:00 | modify | 10 | 0.10 | 157.645 | 156.245 | 159.145 | ||
| 35 | 2025.02.07 17:00 | s/l | 10 | 0.10 | 156.245 | 156.245 | 159.145 | -94.99 | 1230.43 |
| 36 | 2025.02.10 16:00 | buy | 11 | 0.10 | 156.425 | 0.000 | 0.000 | ||
| 37 | 2025.02.10 16:00 | modify | 11 | 0.10 | 156.425 | 155.025 | 157.925 | ||
| 38 | 2025.02.11 12:00 | buy | 12 | 0.10 | 157.276 | 0.000 | 0.000 | ||
| 39 | 2025.02.11 12:00 | modify | 12 | 0.10 | 157.276 | 156.950 | 157.925 | ||
| 40 | 2025.02.11 12:00 | modify | 11 | 0.10 | 156.425 | 156.950 | 157.925 | ||
| 41 | 2025.02.11 20:00 | t/p | 11 | 0.10 | 157.925 | 156.950 | 157.925 | 101.76 | 1332.19 |
| 42 | 2025.02.11 20:00 | t/p | 12 | 0.10 | 157.925 | 156.950 | 157.925 | 44.03 | 1376.22 |
| 43 | 2025.02.19 11:00 | buy | 13 | 0.10 | 158.192 | 0.000 | 0.000 | ||
| 44 | 2025.02.19 11:00 | modify | 13 | 0.10 | 158.192 | 156.792 | 159.692 | ||
| 45 | 2025.02.20 05:00 | s/l | 13 | 0.10 | 156.792 | 156.792 | 159.692 | -94.99 | 1281.23 |
| 46 | 2025.03.07 12:00 | sell | 14 | 0.10 | 160.235 | 0.000 | 0.000 | ||
| 47 | 2025.03.07 12:00 | modify | 14 | 0.10 | 160.235 | 161.635 | 158.735 | ||
| 48 | 2025.03.10 18:00 | sell | 15 | 0.10 | 159.395 | 0.000 | 0.000 | ||
| 49 | 2025.03.10 18:00 | modify | 15 | 0.10 | 159.395 | 159.710 | 158.735 | ||
| 50 | 2025.03.10 18:00 | modify | 14 | 0.10 | 160.235 | 159.710 | 158.735 | ||
| 51 | 2025.03.11 03:00 | s/l | 14 | 0.10 | 159.710 | 159.710 | 158.735 | 35.60 | 1316.83 |
| 52 | 2025.03.11 03:00 | s/l | 15 | 0.10 | 159.710 | 159.710 | 158.735 | -21.37 | 1295.46 |
| 53 | 2025.03.12 11:00 | sell | 16 | 0.10 | 162.152 | 0.000 | 0.000 | ||
| 54 | 2025.03.12 11:00 | modify | 16 | 0.10 | 162.152 | 163.552 | 160.652 | ||
| 55 | 2025.03.13 01:00 | sell | 17 | 0.10 | 161.311 | 0.000 | 0.000 | ||
| 56 | 2025.03.13 01:00 | modify | 17 | 0.10 | 161.311 | 161.627 | 160.652 | ||
| 57 | 2025.03.13 01:00 | modify | 16 | 0.10 | 162.152 | 161.627 | 160.652 | ||
| 58 | 2025.03.13 07:00 | t/p | 16 | 0.10 | 160.652 | 161.627 | 160.652 | 101.73 | 1397.19 |
| 59 | 2025.03.13 07:00 | t/p | 17 | 0.10 | 160.652 | 161.627 | 160.652 | 44.70 | 1441.89 |
| 60 | 2025.04.28 20:00 | buy | 18 | 0.10 | 162.300 | 0.000 | 0.000 | ||
| 61 | 2025.04.28 20:00 | modify | 18 | 0.10 | 162.300 | 160.900 | 163.800 | ||
| 62 | 2025.05.01 13:00 | t/p | 18 | 0.10 | 163.800 | 160.900 | 163.800 | 101.76 | 1543.65 |
| 63 | 2025.05.05 22:00 | buy | 19 | 0.10 | 162.606 | 0.000 | 0.000 | ||
| 64 | 2025.05.05 22:00 | modify | 19 | 0.10 | 162.606 | 161.206 | 164.106 | ||
| 65 | 2025.05.08 11:00 | buy | 20 | 0.10 | 163.446 | 0.000 | 0.000 | ||
| 66 | 2025.05.08 11:00 | modify | 20 | 0.10 | 163.446 | 163.131 | 164.106 | ||
| 67 | 2025.05.08 11:00 | modify | 19 | 0.10 | 162.606 | 163.131 | 164.106 | ||
| 68 | 2025.05.12 02:00 | t/p | 19 | 0.10 | 164.106 | 163.131 | 164.106 | 101.77 | 1645.42 |
| 69 | 2025.05.12 02:00 | t/p | 20 | 0.10 | 164.106 | 163.131 | 164.106 | 44.78 | 1690.20 |
| 70 | 2025.06.06 15:00 | sell | 21 | 0.10 | 165.030 | 0.000 | 0.000 | ||
| 71 | 2025.06.06 15:00 | modify | 21 | 0.10 | 165.030 | 166.430 | 163.530 | ||
| 72 | 2025.06.11 15:00 | s/l | 21 | 0.10 | 166.430 | 166.430 | 163.530 | -94.95 | 1595.25 |
| 73 | 2025.06.17 21:00 | buy | 22 | 0.10 | 166.769 | 0.000 | 0.000 | ||
| 74 | 2025.06.17 21:00 | modify | 22 | 0.10 | 166.769 | 165.369 | 168.269 | ||
| 75 | 2025.06.20 01:00 | buy | 23 | 0.10 | 167.396 | 0.000 | 0.000 | ||
| 76 | 2025.06.20 01:00 | modify | 23 | 0.10 | 167.396 | 167.144 | 168.269 | ||
| 77 | 2025.06.20 01:00 | buy | 24 | 0.10 | 167.396 | 0.000 | 0.000 | ||
| 78 | 2025.06.20 01:00 | modify | 24 | 0.10 | 167.396 | 167.144 | 168.269 | ||
| 79 | 2025.06.20 01:00 | modify | 22 | 0.10 | 166.769 | 167.144 | 168.269 | ||
| 80 | 2025.06.20 18:00 | t/p | 22 | 0.10 | 168.269 | 167.144 | 168.269 | 101.77 | 1697.02 |
| 81 | 2025.06.20 18:00 | t/p | 23 | 0.10 | 168.269 | 167.144 | 168.269 | 59.23 | 1756.25 |
| 82 | 2025.06.20 18:00 | t/p | 24 | 0.10 | 168.269 | 167.144 | 168.269 | 59.23 | 1815.48 |
| 83 | 2025.06.24 15:00 | buy | 25 | 0.10 | 168.168 | 0.000 | 0.000 | ||
| 84 | 2025.06.24 15:00 | modify | 25 | 0.10 | 168.168 | 166.768 | 169.668 | ||
| 85 | 2025.06.27 13:00 | t/p | 25 | 0.10 | 169.668 | 166.768 | 169.668 | 101.76 | 1917.24 |
| 86 | 2025.06.30 17:00 | sell | 26 | 0.10 | 169.642 | 0.000 | 0.000 | ||
| 87 | 2025.06.30 17:00 | modify | 26 | 0.10 | 169.642 | 171.042 | 168.142 | ||
| 88 | 2025.07.07 14:00 | s/l | 26 | 0.10 | 171.042 | 171.042 | 168.142 | -94.95 | 1822.29 |
| 89 | 2025.07.07 16:00 | sell | 27 | 0.10 | 171.145 | 0.000 | 0.000 | ||
| 90 | 2025.07.07 16:00 | modify | 27 | 0.10 | 171.145 | 172.545 | 169.645 | ||
| 91 | 2025.07.15 07:00 | s/l | 27 | 0.10 | 172.545 | 172.545 | 169.645 | -94.95 | 1727.34 |
| 92 | 2025.07.24 17:00 | sell | 28 | 0.10 | 172.789 | 0.000 | 0.000 | ||
| 93 | 2025.07.24 17:00 | modify | 28 | 0.10 | 172.789 | 174.189 | 171.289 | ||
| 94 | 2025.07.28 18:00 | sell | 29 | 0.10 | 172.170 | 0.000 | 0.000 | ||
| 95 | 2025.07.28 18:00 | modify | 29 | 0.10 | 172.170 | 172.414 | 171.289 | ||
| 96 | 2025.07.28 18:00 | sell | 30 | 0.10 | 172.170 | 0.000 | 0.000 | ||
| 97 | 2025.07.28 18:00 | modify | 30 | 0.10 | 172.170 | 172.414 | 171.289 | ||
| 98 | 2025.07.28 18:00 | modify | 28 | 0.10 | 172.789 | 172.414 | 171.289 | ||
| 99 | 2025.07.29 15:00 | t/p | 28 | 0.10 | 171.289 | 172.414 | 171.289 | 101.73 | 1829.07 |
| 100 | 2025.07.29 15:00 | t/p | 29 | 0.10 | 171.289 | 172.414 | 171.289 | 59.75 | 1888.82 |
| 101 | 2025.07.29 15:00 | t/p | 30 | 0.10 | 171.289 | 172.414 | 171.289 | 59.75 | 1948.57 |