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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; 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=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=65; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 539.20 | Gross profit | 1169.87 | Gross loss | -630.67 |
| Profit factor | 1.85 | Expected payoff | 21.57 | ||
| Absolute drawdown | 11.59 | Maximal drawdown | 250.06 (15.02%) | Relative drawdown | 15.02% (250.06) |
| Total trades | 25 | Short positions (won %) | 14 (78.57%) | Long positions (won %) | 11 (54.55%) |
| Profit trades (% of total) | 17 (68.00%) | Loss trades (% of total) | 8 (32.00%) | ||
| Largest | profit trade | 89.15 | loss trade | -108.42 | |
| Average | profit trade | 68.82 | loss trade | -78.83 | |
| Maximum | consecutive wins (profit in money) | 4 (302.69) | consecutive losses (loss in money) | 1 (-108.42) | |
| Maximal | consecutive profit (count of wins) | 302.69 (4) | consecutive loss (count of losses) | -108.42 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.02 20:00 | sell | 1 | 0.10 | 162.655 | 0.000 | 0.000 | ||
| 2 | 2024.09.02 20:00 | modify | 1 | 0.10 | 162.655 | 164.055 | 161.355 | ||
| 3 | 2024.09.03 08:00 | t/p | 1 | 0.10 | 161.355 | 164.055 | 161.355 | 87.21 | 1087.21 |
| 4 | 2024.09.04 04:00 | buy | 2 | 0.10 | 160.654 | 0.000 | 0.000 | ||
| 5 | 2024.09.04 04:00 | modify | 2 | 0.10 | 160.654 | 159.254 | 161.954 | ||
| 6 | 2024.09.05 00:00 | s/l | 2 | 0.10 | 159.254 | 159.254 | 161.954 | -94.26 | 992.95 |
| 7 | 2024.09.11 08:00 | buy | 3 | 0.10 | 156.135 | 0.000 | 0.000 | ||
| 8 | 2024.09.11 08:00 | modify | 3 | 0.10 | 156.135 | 154.735 | 157.435 | ||
| 9 | 2024.09.12 08:00 | t/p | 3 | 0.10 | 157.435 | 154.735 | 157.435 | 88.92 | 1081.86 |
| 10 | 2024.09.13 08:00 | buy | 4 | 0.10 | 156.341 | 0.000 | 0.000 | ||
| 11 | 2024.09.13 08:00 | modify | 4 | 0.10 | 156.341 | 154.941 | 157.641 | ||
| 12 | 2024.09.17 16:00 | t/p | 4 | 0.10 | 157.641 | 154.941 | 157.641 | 88.67 | 1170.53 |
| 13 | 2024.10.09 20:00 | sell | 5 | 0.10 | 163.331 | 0.000 | 0.000 | ||
| 14 | 2024.10.09 20:00 | modify | 5 | 0.10 | 163.331 | 164.731 | 162.031 | ||
| 15 | 2024.10.17 16:00 | t/p | 5 | 0.10 | 162.031 | 164.731 | 162.031 | 78.54 | 1249.07 |
| 16 | 2024.11.22 04:00 | buy | 6 | 0.10 | 161.617 | 0.000 | 0.000 | ||
| 17 | 2024.11.22 04:00 | modify | 6 | 0.10 | 161.617 | 160.217 | 162.917 | ||
| 18 | 2024.11.22 12:00 | s/l | 6 | 0.10 | 160.217 | 160.217 | 162.917 | -94.98 | 1154.09 |
| 19 | 2024.12.27 00:00 | sell | 7 | 0.10 | 164.480 | 0.000 | 0.000 | ||
| 20 | 2024.12.27 00:00 | modify | 7 | 0.10 | 164.480 | 165.880 | 163.180 | ||
| 21 | 2024.12.30 16:00 | t/p | 7 | 0.10 | 163.180 | 165.880 | 163.180 | 87.21 | 1241.30 |
| 22 | 2025.01.06 16:00 | sell | 8 | 0.10 | 163.729 | 0.000 | 0.000 | ||
| 23 | 2025.01.06 16:00 | modify | 8 | 0.10 | 163.729 | 165.129 | 162.429 | ||
| 24 | 2025.01.09 12:00 | sell | 9 | 0.10 | 162.663 | 0.000 | 0.000 | ||
| 25 | 2025.01.09 12:00 | modify | 9 | 0.10 | 162.663 | 162.884 | 162.429 | ||
| 26 | 2025.01.09 12:00 | modify | 8 | 0.10 | 163.729 | 162.884 | 162.429 | ||
| 27 | 2025.01.09 16:00 | t/p | 8 | 0.10 | 162.429 | 162.884 | 162.429 | 83.36 | 1324.66 |
| 28 | 2025.01.09 16:00 | t/p | 9 | 0.10 | 162.429 | 162.884 | 162.429 | 15.87 | 1340.53 |
| 29 | 2025.01.13 08:00 | buy | 10 | 0.10 | 160.876 | 0.000 | 0.000 | ||
| 30 | 2025.01.13 08:00 | modify | 10 | 0.10 | 160.876 | 159.476 | 162.176 | ||
| 31 | 2025.01.14 16:00 | t/p | 10 | 0.10 | 162.176 | 159.476 | 162.176 | 88.44 | 1428.97 |
| 32 | 2025.02.17 20:00 | buy | 11 | 0.10 | 158.719 | 0.000 | 0.000 | ||
| 33 | 2025.02.17 20:00 | modify | 11 | 0.10 | 158.719 | 157.319 | 160.019 | ||
| 34 | 2025.02.20 04:00 | s/l | 11 | 0.10 | 157.319 | 157.319 | 160.019 | -93.78 | 1335.18 |
| 35 | 2025.02.20 12:00 | buy | 12 | 0.10 | 156.840 | 0.000 | 0.000 | ||
| 36 | 2025.02.20 12:00 | modify | 12 | 0.10 | 156.840 | 155.440 | 158.140 | ||
| 37 | 2025.02.21 04:00 | t/p | 12 | 0.10 | 158.140 | 155.440 | 158.140 | 88.44 | 1423.62 |
| 38 | 2025.04.29 04:00 | buy | 13 | 0.10 | 162.246 | 0.000 | 0.000 | ||
| 39 | 2025.04.29 04:00 | modify | 13 | 0.10 | 162.246 | 160.846 | 163.546 | ||
| 40 | 2025.05.01 12:00 | t/p | 13 | 0.10 | 163.546 | 160.846 | 163.546 | 89.15 | 1512.77 |
| 41 | 2025.05.02 00:00 | sell | 14 | 0.10 | 164.263 | 0.000 | 0.000 | ||
| 42 | 2025.05.02 00:00 | modify | 14 | 0.10 | 164.263 | 165.663 | 162.963 | ||
| 43 | 2025.05.05 04:00 | sell | 15 | 0.10 | 163.522 | 0.000 | 0.000 | ||
| 44 | 2025.05.05 04:00 | modify | 15 | 0.10 | 163.522 | 163.938 | 162.963 | ||
| 45 | 2025.05.05 04:00 | modify | 14 | 0.10 | 164.263 | 163.938 | 162.963 | ||
| 46 | 2025.05.05 16:00 | t/p | 14 | 0.10 | 162.963 | 163.938 | 162.963 | 87.20 | 1599.97 |
| 47 | 2025.05.05 16:00 | t/p | 15 | 0.10 | 162.963 | 163.938 | 162.963 | 37.91 | 1637.88 |
| 48 | 2025.05.15 12:00 | buy | 16 | 0.10 | 163.389 | 0.000 | 0.000 | ||
| 49 | 2025.05.15 12:00 | modify | 16 | 0.10 | 163.389 | 161.989 | 164.689 | ||
| 50 | 2025.05.22 08:00 | s/l | 16 | 0.10 | 161.989 | 161.989 | 164.689 | -93.31 | 1544.57 |
| 51 | 2025.05.27 16:00 | sell | 17 | 0.10 | 163.520 | 0.000 | 0.000 | ||
| 52 | 2025.05.27 16:00 | modify | 17 | 0.10 | 163.520 | 164.920 | 162.220 | ||
| 53 | 2025.06.03 12:00 | sell | 18 | 0.10 | 162.979 | 0.000 | 0.000 | ||
| 54 | 2025.06.03 12:00 | modify | 18 | 0.10 | 162.979 | 163.390 | 162.220 | ||
| 55 | 2025.06.03 12:00 | modify | 17 | 0.10 | 163.520 | 163.390 | 162.220 | ||
| 56 | 2025.06.03 16:00 | s/l | 17 | 0.10 | 163.390 | 163.390 | 162.220 | 2.09 | 1546.66 |
| 57 | 2025.06.03 16:00 | s/l | 18 | 0.10 | 163.390 | 163.390 | 162.220 | -27.87 | 1518.79 |
| 58 | 2025.06.23 12:00 | sell | 19 | 0.10 | 169.325 | 0.000 | 0.000 | ||
| 59 | 2025.06.23 12:00 | modify | 19 | 0.10 | 169.325 | 170.725 | 168.025 | ||
| 60 | 2025.06.24 12:00 | sell | 20 | 0.10 | 168.280 | 0.000 | 0.000 | ||
| 61 | 2025.06.24 12:00 | modify | 20 | 0.10 | 168.280 | 168.480 | 168.025 | ||
| 62 | 2025.06.24 12:00 | modify | 19 | 0.10 | 169.325 | 168.480 | 168.025 | ||
| 63 | 2025.06.24 16:00 | t/p | 19 | 0.10 | 168.025 | 168.480 | 168.025 | 87.21 | 1606.00 |
| 64 | 2025.06.24 16:00 | t/p | 20 | 0.10 | 168.025 | 168.480 | 168.025 | 17.30 | 1623.30 |
| 65 | 2025.06.26 00:00 | sell | 21 | 0.10 | 169.304 | 0.000 | 0.000 | ||
| 66 | 2025.06.26 00:00 | modify | 21 | 0.10 | 169.304 | 170.704 | 168.004 | ||
| 67 | 2025.07.07 08:00 | s/l | 21 | 0.10 | 170.704 | 170.704 | 168.004 | -103.60 | 1519.70 |
| 68 | 2025.07.09 04:00 | sell | 22 | 0.10 | 172.167 | 0.000 | 0.000 | ||
| 69 | 2025.07.09 04:00 | modify | 22 | 0.10 | 172.167 | 173.567 | 170.867 | ||
| 70 | 2025.07.11 04:00 | t/p | 22 | 0.10 | 170.867 | 173.567 | 170.867 | 84.32 | 1604.02 |
| 71 | 2025.07.11 20:00 | sell | 23 | 0.10 | 172.252 | 0.000 | 0.000 | ||
| 72 | 2025.07.11 20:00 | modify | 23 | 0.10 | 172.252 | 173.652 | 170.952 | ||
| 73 | 2025.07.27 20:00 | s/l | 23 | 0.10 | 173.652 | 173.652 | 170.952 | -108.42 | 1495.61 |
| 74 | 2025.07.30 08:00 | buy | 24 | 0.10 | 171.116 | 0.000 | 0.000 | ||
| 75 | 2025.07.30 08:00 | modify | 24 | 0.10 | 171.116 | 169.716 | 172.416 | ||
| 76 | 2025.07.31 16:00 | buy | 25 | 0.10 | 172.174 | 0.000 | 0.000 | ||
| 77 | 2025.07.31 16:00 | modify | 25 | 0.10 | 172.174 | 171.961 | 172.416 | ||
| 78 | 2025.07.31 16:00 | modify | 24 | 0.10 | 171.116 | 171.961 | 172.416 | ||
| 79 | 2025.07.31 20:00 | s/l | 24 | 0.10 | 171.961 | 171.961 | 172.416 | 58.05 | 1553.65 |
| 80 | 2025.07.31 20:00 | s/l | 25 | 0.10 | 171.961 | 171.961 | 172.416 | -14.45 | 1539.20 |