Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | USDJPY (US Dollar 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=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; 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=100; 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=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 | 7200 | Ticks modelled | 13399 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1206.22 | Gross profit | 1745.71 | Gross loss | -539.49 |
| Profit factor | 3.24 | Expected payoff | 31.74 | ||
| Absolute drawdown | 14.21 | Maximal drawdown | 263.67 (11.97%) | Relative drawdown | 11.97% (263.67) |
| Total trades | 38 | Short positions (won %) | 20 (70.00%) | Long positions (won %) | 18 (72.22%) |
| Profit trades (% of total) | 27 (71.05%) | Loss trades (% of total) | 11 (28.95%) | ||
| Largest | profit trade | 105.83 | loss trade | -74.33 | |
| Average | profit trade | 64.66 | loss trade | -49.04 | |
| Maximum | consecutive wins (profit in money) | 8 (551.40) | consecutive losses (loss in money) | 3 (-171.52) | |
| Maximal | consecutive profit (count of wins) | 551.40 (8) | consecutive loss (count of losses) | -171.52 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.02 14:00 | sell | 1 | 0.10 | 146.963 | 0.000 | 0.000 | ||
| 2 | 2024.09.02 14:00 | modify | 1 | 0.10 | 146.963 | 147.963 | 145.463 | ||
| 3 | 2024.09.03 14:00 | t/p | 1 | 0.10 | 145.463 | 147.963 | 145.463 | 101.69 | 1101.69 |
| 4 | 2024.10.04 14:00 | sell | 2 | 0.10 | 148.403 | 0.000 | 0.000 | ||
| 5 | 2024.10.04 14:00 | modify | 2 | 0.10 | 148.403 | 149.403 | 146.903 | ||
| 6 | 2024.10.08 12:00 | sell | 3 | 0.10 | 147.852 | 0.000 | 0.000 | ||
| 7 | 2024.10.08 12:00 | modify | 3 | 0.10 | 147.852 | 148.328 | 146.903 | ||
| 8 | 2024.10.08 12:00 | modify | 2 | 0.10 | 148.403 | 148.328 | 146.903 | ||
| 9 | 2024.10.08 15:00 | s/l | 2 | 0.10 | 148.328 | 148.328 | 146.903 | 2.19 | 1103.88 |
| 10 | 2024.10.08 15:00 | s/l | 3 | 0.10 | 148.328 | 148.328 | 146.903 | -32.09 | 1071.79 |
| 11 | 2024.10.14 16:00 | sell | 4 | 0.10 | 149.825 | 0.000 | 0.000 | ||
| 12 | 2024.10.14 16:00 | modify | 4 | 0.10 | 149.825 | 150.825 | 148.325 | ||
| 13 | 2024.10.15 10:00 | sell | 5 | 0.10 | 148.902 | 0.000 | 0.000 | ||
| 14 | 2024.10.15 10:00 | modify | 5 | 0.10 | 148.902 | 149.375 | 148.325 | ||
| 15 | 2024.10.15 10:00 | modify | 4 | 0.10 | 149.825 | 149.375 | 148.325 | ||
| 16 | 2024.10.15 12:00 | s/l | 4 | 0.10 | 149.375 | 149.375 | 148.325 | 28.70 | 1100.49 |
| 17 | 2024.10.15 12:00 | s/l | 5 | 0.10 | 149.375 | 149.375 | 148.325 | -31.66 | 1068.83 |
| 18 | 2024.10.23 14:00 | sell | 6 | 0.10 | 153.067 | 0.000 | 0.000 | ||
| 19 | 2024.10.23 14:00 | modify | 6 | 0.10 | 153.067 | 154.067 | 151.567 | ||
| 20 | 2024.10.24 09:00 | sell | 7 | 0.10 | 152.008 | 0.000 | 0.000 | ||
| 21 | 2024.10.24 09:00 | modify | 7 | 0.10 | 152.008 | 152.467 | 151.567 | ||
| 22 | 2024.10.24 09:00 | modify | 6 | 0.10 | 153.067 | 152.467 | 151.567 | ||
| 23 | 2024.10.25 06:00 | t/p | 6 | 0.10 | 151.567 | 152.467 | 151.567 | 93.13 | 1161.97 |
| 24 | 2024.10.25 06:00 | t/p | 7 | 0.10 | 151.567 | 152.467 | 151.567 | 27.63 | 1189.60 |
| 25 | 2024.11.27 15:00 | buy | 8 | 0.10 | 151.390 | 0.000 | 0.000 | ||
| 26 | 2024.11.27 15:00 | modify | 8 | 0.10 | 151.390 | 150.390 | 152.890 | ||
| 27 | 2024.11.28 10:00 | buy | 9 | 0.10 | 151.921 | 0.000 | 0.000 | ||
| 28 | 2024.11.28 10:00 | modify | 9 | 0.10 | 151.921 | 151.465 | 152.890 | ||
| 29 | 2024.11.28 10:00 | modify | 8 | 0.10 | 151.390 | 151.465 | 152.890 | ||
| 30 | 2024.11.28 16:00 | s/l | 8 | 0.10 | 151.465 | 151.465 | 152.890 | 6.65 | 1196.25 |
| 31 | 2024.11.28 16:00 | s/l | 9 | 0.10 | 151.465 | 151.465 | 152.890 | -30.10 | 1166.15 |
| 32 | 2024.12.04 14:00 | sell | 10 | 0.10 | 151.070 | 0.000 | 0.000 | ||
| 33 | 2024.12.04 14:00 | modify | 10 | 0.10 | 151.070 | 152.070 | 149.570 | ||
| 34 | 2024.12.04 18:00 | sell | 11 | 0.10 | 150.167 | 0.000 | 0.000 | ||
| 35 | 2024.12.04 18:00 | modify | 11 | 0.10 | 150.167 | 150.620 | 149.570 | ||
| 36 | 2024.12.04 18:00 | modify | 10 | 0.10 | 151.070 | 150.620 | 149.570 | ||
| 37 | 2024.12.04 20:00 | s/l | 10 | 0.10 | 150.620 | 150.620 | 149.570 | 29.91 | 1196.06 |
| 38 | 2024.12.04 20:00 | s/l | 11 | 0.10 | 150.620 | 150.620 | 149.570 | -30.10 | 1165.96 |
| 39 | 2024.12.17 19:00 | buy | 12 | 0.10 | 153.305 | 0.000 | 0.000 | ||
| 40 | 2024.12.17 19:00 | modify | 12 | 0.10 | 153.305 | 152.305 | 154.805 | ||
| 41 | 2024.12.18 13:00 | buy | 13 | 0.10 | 153.854 | 0.000 | 0.000 | ||
| 42 | 2024.12.18 13:00 | modify | 13 | 0.10 | 153.854 | 153.380 | 154.805 | ||
| 43 | 2024.12.18 13:00 | modify | 12 | 0.10 | 153.305 | 153.380 | 154.805 | ||
| 44 | 2024.12.18 22:00 | t/p | 12 | 0.10 | 154.805 | 153.380 | 154.805 | 97.51 | 1263.46 |
| 45 | 2024.12.18 22:00 | t/p | 13 | 0.10 | 154.805 | 153.380 | 154.805 | 61.46 | 1324.92 |
| 46 | 2024.12.20 19:00 | buy | 14 | 0.10 | 156.113 | 0.000 | 0.000 | ||
| 47 | 2024.12.20 19:00 | modify | 14 | 0.10 | 156.113 | 155.113 | 157.613 | ||
| 48 | 2024.12.23 13:00 | buy | 15 | 0.10 | 157.168 | 0.000 | 0.000 | ||
| 49 | 2024.12.23 13:00 | modify | 15 | 0.10 | 157.168 | 156.713 | 157.613 | ||
| 50 | 2024.12.23 13:00 | modify | 14 | 0.10 | 156.113 | 156.713 | 157.613 | ||
| 51 | 2024.12.26 13:00 | t/p | 14 | 0.10 | 157.613 | 156.713 | 157.613 | 98.53 | 1423.45 |
| 52 | 2024.12.26 13:00 | t/p | 15 | 0.10 | 157.613 | 156.713 | 157.613 | 31.05 | 1454.50 |
| 53 | 2024.12.26 17:00 | sell | 16 | 0.10 | 158.014 | 0.000 | 0.000 | ||
| 54 | 2024.12.26 17:00 | modify | 16 | 0.10 | 158.014 | 159.014 | 156.514 | ||
| 55 | 2024.12.30 15:00 | sell | 17 | 0.10 | 157.086 | 0.000 | 0.000 | ||
| 56 | 2024.12.30 15:00 | modify | 17 | 0.10 | 157.086 | 157.564 | 156.514 | ||
| 57 | 2024.12.30 15:00 | modify | 16 | 0.10 | 158.014 | 157.564 | 156.514 | ||
| 58 | 2024.12.31 02:00 | t/p | 16 | 0.10 | 156.514 | 157.564 | 156.514 | 91.57 | 1546.07 |
| 59 | 2024.12.31 02:00 | t/p | 17 | 0.10 | 156.514 | 157.564 | 156.514 | 35.12 | 1581.19 |
| 60 | 2024.12.31 06:00 | buy | 18 | 0.10 | 156.262 | 0.000 | 0.000 | ||
| 61 | 2024.12.31 06:00 | modify | 18 | 0.10 | 156.262 | 155.262 | 157.762 | ||
| 62 | 2024.12.31 16:00 | buy | 19 | 0.10 | 157.186 | 0.000 | 0.000 | ||
| 63 | 2024.12.31 16:00 | modify | 19 | 0.10 | 157.186 | 156.712 | 157.762 | ||
| 64 | 2024.12.31 16:00 | modify | 18 | 0.10 | 156.262 | 156.712 | 157.762 | ||
| 65 | 2025.01.02 00:00 | t/p | 18 | 0.10 | 157.762 | 156.712 | 157.762 | 97.38 | 1678.57 |
| 66 | 2025.01.02 00:00 | t/p | 19 | 0.10 | 157.762 | 156.712 | 157.762 | 38.78 | 1717.35 |
| 67 | 2025.02.13 17:00 | buy | 20 | 0.10 | 153.207 | 0.000 | 0.000 | ||
| 68 | 2025.02.13 17:00 | modify | 20 | 0.10 | 153.207 | 152.207 | 154.707 | ||
| 69 | 2025.02.14 14:00 | s/l | 20 | 0.10 | 152.207 | 152.207 | 154.707 | -65.15 | 1652.20 |
| 70 | 2025.04.21 07:00 | buy | 21 | 0.10 | 140.788 | 0.000 | 0.000 | ||
| 71 | 2025.04.21 07:00 | modify | 21 | 0.10 | 140.788 | 139.788 | 142.288 | ||
| 72 | 2025.04.22 22:00 | t/p | 21 | 0.10 | 142.288 | 139.788 | 142.288 | 105.83 | 1758.02 |
| 73 | 2025.04.25 05:00 | sell | 22 | 0.10 | 143.616 | 0.000 | 0.000 | ||
| 74 | 2025.04.25 05:00 | modify | 22 | 0.10 | 143.616 | 144.616 | 142.116 | ||
| 75 | 2025.04.28 14:00 | sell | 23 | 0.10 | 143.081 | 0.000 | 0.000 | ||
| 76 | 2025.04.28 14:00 | modify | 23 | 0.10 | 143.081 | 143.541 | 142.116 | ||
| 77 | 2025.04.28 14:00 | modify | 22 | 0.10 | 143.616 | 143.541 | 142.116 | ||
| 78 | 2025.04.28 16:00 | sell | 24 | 0.10 | 142.703 | 0.000 | 0.000 | ||
| 79 | 2025.04.28 16:00 | modify | 24 | 0.10 | 142.703 | 143.166 | 142.116 | ||
| 80 | 2025.04.28 16:00 | modify | 23 | 0.10 | 143.081 | 143.166 | 142.116 | ||
| 81 | 2025.04.28 16:00 | modify | 22 | 0.10 | 143.616 | 143.166 | 142.116 | ||
| 82 | 2025.04.28 20:00 | t/p | 22 | 0.10 | 142.116 | 143.166 | 142.116 | 104.13 | 1862.16 |
| 83 | 2025.04.28 20:00 | t/p | 23 | 0.10 | 142.116 | 143.166 | 142.116 | 67.91 | 1930.07 |
| 84 | 2025.04.28 20:00 | t/p | 24 | 0.10 | 142.116 | 143.166 | 142.116 | 41.31 | 1971.38 |
| 85 | 2025.04.30 11:00 | sell | 25 | 0.10 | 143.067 | 0.000 | 0.000 | ||
| 86 | 2025.04.30 11:00 | modify | 25 | 0.10 | 143.067 | 144.067 | 141.567 | ||
| 87 | 2025.05.01 06:00 | s/l | 25 | 0.10 | 144.067 | 144.067 | 141.567 | -73.70 | 1897.68 |
| 88 | 2025.05.12 09:00 | sell | 26 | 0.10 | 147.754 | 0.000 | 0.000 | ||
| 89 | 2025.05.12 09:00 | modify | 26 | 0.10 | 147.754 | 148.754 | 146.254 | ||
| 90 | 2025.05.14 02:00 | sell | 27 | 0.10 | 147.203 | 0.000 | 0.000 | ||
| 91 | 2025.05.14 02:00 | modify | 27 | 0.10 | 147.203 | 147.679 | 146.254 | ||
| 92 | 2025.05.14 02:00 | modify | 26 | 0.10 | 147.754 | 147.679 | 146.254 | ||
| 93 | 2025.05.14 09:00 | t/p | 26 | 0.10 | 146.254 | 147.679 | 146.254 | 99.69 | 1997.37 |
| 94 | 2025.05.14 09:00 | t/p | 27 | 0.10 | 146.254 | 147.679 | 146.254 | 64.88 | 2062.25 |
| 95 | 2025.05.27 02:00 | buy | 28 | 0.10 | 142.311 | 0.000 | 0.000 | ||
| 96 | 2025.05.27 02:00 | modify | 28 | 0.10 | 142.311 | 141.311 | 143.811 | ||
| 97 | 2025.05.27 08:00 | t/p | 28 | 0.10 | 143.811 | 141.311 | 143.811 | 104.36 | 2166.61 |
| 98 | 2025.05.27 16:00 | sell | 29 | 0.10 | 144.380 | 0.000 | 0.000 | ||
| 99 | 2025.05.27 16:00 | modify | 29 | 0.10 | 144.380 | 145.380 | 142.880 | ||
| 100 | 2025.05.29 00:00 | s/l | 29 | 0.10 | 145.380 | 145.380 | 142.880 | -74.33 | 2092.28 |
| 101 | 2025.06.02 09:00 | buy | 30 | 0.10 | 142.959 | 0.000 | 0.000 | ||
| 102 | 2025.06.02 09:00 | modify | 30 | 0.10 | 142.959 | 141.959 | 144.459 | ||
| 103 | 2025.06.03 17:00 | buy | 31 | 0.10 | 144.010 | 0.000 | 0.000 | ||
| 104 | 2025.06.03 17:00 | modify | 31 | 0.10 | 144.010 | 143.559 | 144.459 | ||
| 105 | 2025.06.03 17:00 | modify | 30 | 0.10 | 142.959 | 143.559 | 144.459 | ||
| 106 | 2025.06.04 13:00 | s/l | 30 | 0.10 | 143.559 | 143.559 | 144.459 | 42.93 | 2135.21 |
| 107 | 2025.06.04 13:00 | s/l | 31 | 0.10 | 143.559 | 143.559 | 144.459 | -30.84 | 2104.37 |
| 108 | 2025.06.12 07:00 | buy | 32 | 0.10 | 143.764 | 0.000 | 0.000 | ||
| 109 | 2025.06.12 07:00 | modify | 32 | 0.10 | 143.764 | 142.764 | 145.264 | ||
| 110 | 2025.06.16 09:00 | buy | 33 | 0.10 | 144.292 | 0.000 | 0.000 | ||
| 111 | 2025.06.16 09:00 | modify | 33 | 0.10 | 144.292 | 143.839 | 145.264 | ||
| 112 | 2025.06.16 09:00 | modify | 32 | 0.10 | 143.764 | 143.839 | 145.264 | ||
| 113 | 2025.06.16 14:00 | s/l | 32 | 0.10 | 143.839 | 143.839 | 145.264 | 6.35 | 2110.72 |
| 114 | 2025.06.16 14:00 | s/l | 33 | 0.10 | 143.839 | 143.839 | 145.264 | -31.50 | 2079.22 |
| 115 | 2025.06.24 02:00 | buy | 34 | 0.10 | 145.708 | 0.000 | 0.000 | ||
| 116 | 2025.06.24 02:00 | modify | 34 | 0.10 | 145.708 | 144.708 | 147.208 | ||
| 117 | 2025.06.24 15:00 | s/l | 34 | 0.10 | 144.708 | 144.708 | 147.208 | -69.09 | 2010.13 |
| 118 | 2025.07.07 18:00 | sell | 35 | 0.10 | 146.059 | 0.000 | 0.000 | ||
| 119 | 2025.07.07 18:00 | modify | 35 | 0.10 | 146.059 | 147.059 | 144.559 | ||
| 120 | 2025.07.09 02:00 | s/l | 35 | 0.10 | 147.059 | 147.059 | 144.559 | -70.93 | 1939.20 |
| 121 | 2025.07.10 02:00 | buy | 36 | 0.10 | 145.919 | 0.000 | 0.000 | ||
| 122 | 2025.07.10 02:00 | modify | 36 | 0.10 | 145.919 | 144.919 | 147.419 | ||
| 123 | 2025.07.10 13:00 | buy | 37 | 0.10 | 146.467 | 0.000 | 0.000 | ||
| 124 | 2025.07.10 13:00 | modify | 37 | 0.10 | 146.467 | 145.994 | 147.419 | ||
| 125 | 2025.07.10 13:00 | modify | 36 | 0.10 | 145.919 | 145.994 | 147.419 | ||
| 126 | 2025.07.11 15:00 | t/p | 36 | 0.10 | 147.419 | 145.994 | 147.419 | 102.38 | 2041.58 |
| 127 | 2025.07.11 15:00 | t/p | 37 | 0.10 | 147.419 | 145.994 | 147.419 | 65.18 | 2106.75 |
| 128 | 2025.07.31 18:00 | sell | 38 | 0.10 | 150.661 | 0.000 | 0.000 | ||
| 129 | 2025.07.31 18:00 | modify | 38 | 0.10 | 150.661 | 151.661 | 149.161 | ||
| 130 | 2025.08.01 13:00 | t/p | 38 | 0.10 | 149.161 | 151.661 | 149.161 | 99.47 | 2206.22 |