Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.09.01 20:00 - 2025.08.31 20:00 (2024.09.01 - 2025.09.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 79066 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1535.03 | Gross profit | 1748.53 | Gross loss | -213.50 |
| Profit factor | 8.19 | Expected payoff | 41.49 | ||
| Absolute drawdown | 11.59 | Maximal drawdown | 193.77 (16.34%) | Relative drawdown | 16.34% (193.77) |
| Total trades | 37 | Short positions (won %) | 24 (79.17%) | Long positions (won %) | 13 (76.92%) |
| Profit trades (% of total) | 29 (78.38%) | Loss trades (% of total) | 8 (21.62%) | ||
| Largest | profit trade | 106.62 | loss trade | -59.07 | |
| Average | profit trade | 60.29 | loss trade | -26.69 | |
| Maximum | consecutive wins (profit in money) | 11 (672.69) | consecutive losses (loss in money) | 3 (-26.75) | |
| Maximal | consecutive profit (count of wins) | 672.69 (11) | consecutive loss (count of losses) | -59.07 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.16 12:00 | buy | 1 | 0.10 | 139.914 | 0.000 | 0.000 | ||
| 2 | 2024.09.16 12:00 | modify | 1 | 0.10 | 139.914 | 139.014 | 141.414 | ||
| 3 | 2024.09.16 21:10 | buy | 2 | 0.10 | 140.590 | 0.000 | 0.000 | ||
| 4 | 2024.09.16 21:10 | modify | 2 | 0.10 | 140.590 | 140.364 | 141.414 | ||
| 5 | 2024.09.16 21:10 | buy | 3 | 0.10 | 140.590 | 0.000 | 0.000 | ||
| 6 | 2024.09.16 21:10 | modify | 3 | 0.10 | 140.590 | 140.289 | 141.414 | ||
| 7 | 2024.09.16 21:10 | modify | 1 | 0.10 | 139.914 | 140.289 | 141.414 | ||
| 8 | 2024.09.16 21:15 | modify | 2 | 0.10 | 140.590 | 140.289 | 141.414 | ||
| 9 | 2024.09.17 13:30 | t/p | 1 | 0.10 | 141.414 | 140.289 | 141.414 | 106.62 | 1106.62 |
| 10 | 2024.09.17 13:30 | t/p | 2 | 0.10 | 141.414 | 140.289 | 141.414 | 58.83 | 1165.44 |
| 11 | 2024.09.17 13:30 | t/p | 3 | 0.10 | 141.414 | 140.289 | 141.414 | 58.83 | 1224.27 |
| 12 | 2024.10.14 20:00 | sell | 4 | 0.10 | 149.763 | 0.000 | 0.000 | ||
| 13 | 2024.10.14 20:00 | modify | 4 | 0.10 | 149.763 | 150.663 | 148.263 | ||
| 14 | 2024.10.15 10:35 | sell | 5 | 0.10 | 149.072 | 0.000 | 0.000 | ||
| 15 | 2024.10.15 10:35 | modify | 5 | 0.10 | 149.072 | 149.313 | 148.263 | ||
| 16 | 2024.10.15 10:35 | sell | 6 | 0.10 | 149.072 | 0.000 | 0.000 | ||
| 17 | 2024.10.15 10:35 | modify | 6 | 0.10 | 149.072 | 149.388 | 148.263 | ||
| 18 | 2024.10.15 10:35 | modify | 4 | 0.10 | 149.763 | 149.388 | 148.263 | ||
| 19 | 2024.10.15 10:40 | modify | 5 | 0.10 | 149.072 | 149.388 | 148.263 | ||
| 20 | 2024.10.15 11:40 | s/l | 4 | 0.10 | 149.388 | 149.388 | 148.263 | 23.67 | 1247.94 |
| 21 | 2024.10.15 11:40 | s/l | 5 | 0.10 | 149.388 | 149.388 | 148.263 | -21.15 | 1226.79 |
| 22 | 2024.10.15 11:40 | s/l | 6 | 0.10 | 149.388 | 149.388 | 148.263 | -21.15 | 1205.64 |
| 23 | 2024.12.26 20:00 | sell | 7 | 0.10 | 157.985 | 0.000 | 0.000 | ||
| 24 | 2024.12.26 20:00 | modify | 7 | 0.10 | 157.985 | 158.885 | 156.485 | ||
| 25 | 2024.12.30 17:10 | sell | 8 | 0.10 | 157.309 | 0.000 | 0.000 | ||
| 26 | 2024.12.30 17:10 | modify | 8 | 0.10 | 157.309 | 157.535 | 156.485 | ||
| 27 | 2024.12.30 17:10 | sell | 9 | 0.10 | 157.309 | 0.000 | 0.000 | ||
| 28 | 2024.12.30 17:10 | modify | 9 | 0.10 | 157.309 | 157.610 | 156.485 | ||
| 29 | 2024.12.30 17:10 | modify | 7 | 0.10 | 157.985 | 157.610 | 156.485 | ||
| 30 | 2024.12.30 17:15 | modify | 8 | 0.10 | 157.309 | 157.610 | 156.485 | ||
| 31 | 2024.12.30 19:15 | sell | 10 | 0.10 | 156.920 | 0.000 | 0.000 | ||
| 32 | 2024.12.30 19:15 | modify | 10 | 0.10 | 156.920 | 157.310 | 156.485 | ||
| 33 | 2024.12.30 19:15 | modify | 9 | 0.10 | 157.309 | 157.310 | 156.485 | ||
| 34 | 2024.12.30 19:15 | modify | 8 | 0.10 | 157.309 | 157.310 | 156.485 | ||
| 35 | 2024.12.30 19:15 | modify | 7 | 0.10 | 157.985 | 157.310 | 156.485 | ||
| 36 | 2024.12.31 01:40 | t/p | 7 | 0.10 | 156.485 | 157.310 | 156.485 | 91.62 | 1297.26 |
| 37 | 2024.12.31 01:40 | t/p | 8 | 0.10 | 156.485 | 157.310 | 156.485 | 51.26 | 1348.52 |
| 38 | 2024.12.31 01:40 | t/p | 9 | 0.10 | 156.485 | 157.310 | 156.485 | 51.26 | 1399.78 |
| 39 | 2024.12.31 01:40 | t/p | 10 | 0.10 | 156.485 | 157.310 | 156.485 | 26.39 | 1426.17 |
| 40 | 2025.02.03 08:00 | sell | 11 | 0.10 | 155.623 | 0.000 | 0.000 | ||
| 41 | 2025.02.03 08:00 | modify | 11 | 0.10 | 155.623 | 156.523 | 154.123 | ||
| 42 | 2025.02.03 10:30 | sell | 12 | 0.10 | 154.939 | 0.000 | 0.000 | ||
| 43 | 2025.02.03 10:30 | modify | 12 | 0.10 | 154.939 | 155.173 | 154.123 | ||
| 44 | 2025.02.03 10:30 | sell | 13 | 0.10 | 154.939 | 0.000 | 0.000 | ||
| 45 | 2025.02.03 10:30 | modify | 13 | 0.10 | 154.939 | 155.248 | 154.123 | ||
| 46 | 2025.02.03 10:30 | modify | 11 | 0.10 | 155.623 | 155.248 | 154.123 | ||
| 47 | 2025.02.03 10:35 | modify | 12 | 0.10 | 154.939 | 155.248 | 154.123 | ||
| 48 | 2025.02.03 12:10 | sell | 14 | 0.10 | 154.558 | 0.000 | 0.000 | ||
| 49 | 2025.02.03 12:10 | modify | 14 | 0.10 | 154.558 | 154.948 | 154.123 | ||
| 50 | 2025.02.03 12:10 | modify | 13 | 0.10 | 154.939 | 154.948 | 154.123 | ||
| 51 | 2025.02.03 12:10 | modify | 12 | 0.10 | 154.939 | 154.948 | 154.123 | ||
| 52 | 2025.02.03 12:10 | modify | 11 | 0.10 | 155.623 | 154.948 | 154.123 | ||
| 53 | 2025.02.03 15:05 | t/p | 11 | 0.10 | 154.123 | 154.948 | 154.123 | 97.34 | 1523.51 |
| 54 | 2025.02.03 15:05 | t/p | 12 | 0.10 | 154.123 | 154.948 | 154.123 | 52.95 | 1576.46 |
| 55 | 2025.02.03 15:05 | t/p | 13 | 0.10 | 154.123 | 154.948 | 154.123 | 52.95 | 1629.41 |
| 56 | 2025.02.03 15:05 | t/p | 14 | 0.10 | 154.123 | 154.948 | 154.123 | 28.23 | 1657.64 |
| 57 | 2025.02.05 08:00 | buy | 15 | 0.10 | 153.331 | 0.000 | 0.000 | ||
| 58 | 2025.02.05 08:00 | modify | 15 | 0.10 | 153.331 | 152.431 | 154.831 | ||
| 59 | 2025.02.05 15:20 | s/l | 15 | 0.10 | 152.431 | 152.431 | 154.831 | -59.07 | 1598.57 |
| 60 | 2025.02.12 20:00 | sell | 16 | 0.10 | 154.426 | 0.000 | 0.000 | ||
| 61 | 2025.02.12 20:00 | modify | 16 | 0.10 | 154.426 | 155.326 | 152.926 | ||
| 62 | 2025.02.13 11:05 | sell | 17 | 0.10 | 153.744 | 0.000 | 0.000 | ||
| 63 | 2025.02.13 11:05 | modify | 17 | 0.10 | 153.744 | 153.976 | 152.926 | ||
| 64 | 2025.02.13 11:05 | sell | 18 | 0.10 | 153.744 | 0.000 | 0.000 | ||
| 65 | 2025.02.13 11:05 | modify | 18 | 0.10 | 153.744 | 154.051 | 152.926 | ||
| 66 | 2025.02.13 11:05 | modify | 16 | 0.10 | 154.426 | 154.051 | 152.926 | ||
| 67 | 2025.02.13 11:10 | modify | 17 | 0.10 | 153.744 | 154.051 | 152.926 | ||
| 68 | 2025.02.13 14:05 | sell | 19 | 0.10 | 153.372 | 0.000 | 0.000 | ||
| 69 | 2025.02.13 14:05 | modify | 19 | 0.10 | 153.372 | 153.751 | 152.926 | ||
| 70 | 2025.02.13 14:05 | modify | 18 | 0.10 | 153.744 | 153.751 | 152.926 | ||
| 71 | 2025.02.13 14:05 | modify | 17 | 0.10 | 153.744 | 153.751 | 152.926 | ||
| 72 | 2025.02.13 14:05 | modify | 16 | 0.10 | 154.426 | 153.751 | 152.926 | ||
| 73 | 2025.02.13 19:40 | t/p | 16 | 0.10 | 152.926 | 153.751 | 152.926 | 93.88 | 1692.46 |
| 74 | 2025.02.13 19:40 | t/p | 17 | 0.10 | 152.926 | 153.751 | 152.926 | 53.54 | 1746.00 |
| 75 | 2025.02.13 19:40 | t/p | 18 | 0.10 | 152.926 | 153.751 | 152.926 | 53.54 | 1799.54 |
| 76 | 2025.02.13 19:40 | t/p | 19 | 0.10 | 152.926 | 153.751 | 152.926 | 29.19 | 1828.73 |
| 77 | 2025.02.14 20:00 | buy | 20 | 0.10 | 152.240 | 0.000 | 0.000 | ||
| 78 | 2025.02.14 20:00 | modify | 20 | 0.10 | 152.240 | 151.340 | 153.740 | ||
| 79 | 2025.02.17 15:40 | s/l | 20 | 0.10 | 151.340 | 151.340 | 153.740 | -58.90 | 1769.82 |
| 80 | 2025.03.24 20:00 | sell | 21 | 0.10 | 150.643 | 0.000 | 0.000 | ||
| 81 | 2025.03.24 20:00 | modify | 21 | 0.10 | 150.643 | 151.543 | 149.143 | ||
| 82 | 2025.03.25 12:53 | sell | 22 | 0.10 | 149.967 | 0.000 | 0.000 | ||
| 83 | 2025.03.25 12:53 | modify | 22 | 0.10 | 149.967 | 150.193 | 149.143 | ||
| 84 | 2025.03.25 12:53 | sell | 23 | 0.10 | 149.967 | 0.000 | 0.000 | ||
| 85 | 2025.03.25 12:53 | modify | 23 | 0.10 | 149.967 | 150.268 | 149.143 | ||
| 86 | 2025.03.25 12:53 | modify | 21 | 0.10 | 150.643 | 150.268 | 149.143 | ||
| 87 | 2025.03.25 13:00 | modify | 22 | 0.10 | 149.967 | 150.268 | 149.143 | ||
| 88 | 2025.03.25 15:05 | sell | 24 | 0.10 | 149.569 | 0.000 | 0.000 | ||
| 89 | 2025.03.25 15:05 | modify | 24 | 0.10 | 149.569 | 149.968 | 149.143 | ||
| 90 | 2025.03.25 15:05 | modify | 23 | 0.10 | 149.967 | 149.968 | 149.143 | ||
| 91 | 2025.03.25 15:05 | modify | 22 | 0.10 | 149.967 | 149.968 | 149.143 | ||
| 92 | 2025.03.25 15:05 | modify | 21 | 0.10 | 150.643 | 149.968 | 149.143 | ||
| 93 | 2025.03.25 19:33 | s/l | 21 | 0.10 | 149.968 | 149.968 | 149.143 | 43.58 | 1813.40 |
| 94 | 2025.03.25 19:33 | s/l | 22 | 0.10 | 149.968 | 149.968 | 149.143 | -0.07 | 1813.33 |
| 95 | 2025.03.25 19:33 | s/l | 23 | 0.10 | 149.968 | 149.968 | 149.143 | -0.07 | 1813.26 |
| 96 | 2025.03.25 19:33 | s/l | 24 | 0.10 | 149.968 | 149.968 | 149.143 | -26.61 | 1786.65 |
| 97 | 2025.04.22 08:00 | buy | 25 | 0.10 | 140.312 | 0.000 | 0.000 | ||
| 98 | 2025.04.22 08:00 | modify | 25 | 0.10 | 140.312 | 139.412 | 141.812 | ||
| 99 | 2025.04.22 17:05 | buy | 26 | 0.10 | 141.388 | 0.000 | 0.000 | ||
| 100 | 2025.04.22 17:05 | modify | 26 | 0.10 | 141.388 | 140.987 | 141.812 | ||
| 101 | 2025.04.22 17:05 | modify | 25 | 0.10 | 140.312 | 140.987 | 141.812 | ||
| 102 | 2025.04.22 21:20 | t/p | 25 | 0.10 | 141.812 | 140.987 | 141.812 | 105.67 | 1892.32 |
| 103 | 2025.04.22 21:20 | t/p | 26 | 0.10 | 141.812 | 140.987 | 141.812 | 29.87 | 1922.19 |
| 104 | 2025.05.12 12:00 | sell | 27 | 0.10 | 147.880 | 0.000 | 0.000 | ||
| 105 | 2025.05.12 12:00 | modify | 27 | 0.10 | 147.880 | 148.780 | 146.380 | ||
| 106 | 2025.05.14 02:30 | sell | 28 | 0.10 | 147.182 | 0.000 | 0.000 | ||
| 107 | 2025.05.14 02:30 | modify | 28 | 0.10 | 147.182 | 147.430 | 146.380 | ||
| 108 | 2025.05.14 02:30 | sell | 29 | 0.10 | 147.182 | 0.000 | 0.000 | ||
| 109 | 2025.05.14 02:30 | modify | 29 | 0.10 | 147.182 | 147.505 | 146.380 | ||
| 110 | 2025.05.14 02:30 | modify | 27 | 0.10 | 147.880 | 147.505 | 146.380 | ||
| 111 | 2025.05.14 02:35 | modify | 28 | 0.10 | 147.182 | 147.505 | 146.380 | ||
| 112 | 2025.05.14 08:10 | sell | 30 | 0.10 | 146.829 | 0.000 | 0.000 | ||
| 113 | 2025.05.14 08:10 | modify | 30 | 0.10 | 146.829 | 147.205 | 146.380 | ||
| 114 | 2025.05.14 08:10 | modify | 29 | 0.10 | 147.182 | 147.205 | 146.380 | ||
| 115 | 2025.05.14 08:10 | modify | 28 | 0.10 | 147.182 | 147.205 | 146.380 | ||
| 116 | 2025.05.14 08:10 | modify | 27 | 0.10 | 147.880 | 147.205 | 146.380 | ||
| 117 | 2025.05.14 08:40 | t/p | 27 | 0.10 | 146.380 | 147.205 | 146.380 | 99.78 | 2021.97 |
| 118 | 2025.05.14 08:40 | t/p | 28 | 0.10 | 146.380 | 147.205 | 146.380 | 54.88 | 2076.85 |
| 119 | 2025.05.14 08:40 | t/p | 29 | 0.10 | 146.380 | 147.205 | 146.380 | 54.88 | 2131.73 |
| 120 | 2025.05.14 08:40 | t/p | 30 | 0.10 | 146.380 | 147.205 | 146.380 | 30.73 | 2162.46 |
| 121 | 2025.06.02 16:00 | buy | 31 | 0.10 | 142.802 | 0.000 | 0.000 | ||
| 122 | 2025.06.02 16:00 | modify | 31 | 0.10 | 142.802 | 141.902 | 144.302 | ||
| 123 | 2025.06.03 13:20 | buy | 32 | 0.10 | 143.487 | 0.000 | 0.000 | ||
| 124 | 2025.06.03 13:20 | modify | 32 | 0.10 | 143.487 | 143.252 | 144.302 | ||
| 125 | 2025.06.03 13:20 | buy | 33 | 0.10 | 143.487 | 0.000 | 0.000 | ||
| 126 | 2025.06.03 13:20 | modify | 33 | 0.10 | 143.487 | 143.177 | 144.302 | ||
| 127 | 2025.06.03 13:20 | modify | 31 | 0.10 | 142.802 | 143.177 | 144.302 | ||
| 128 | 2025.06.03 13:25 | modify | 32 | 0.10 | 143.487 | 143.177 | 144.302 | ||
| 129 | 2025.06.03 14:20 | buy | 34 | 0.10 | 143.857 | 0.000 | 0.000 | ||
| 130 | 2025.06.03 14:20 | modify | 34 | 0.10 | 143.857 | 143.477 | 144.302 | ||
| 131 | 2025.06.03 14:20 | modify | 33 | 0.10 | 143.487 | 143.477 | 144.302 | ||
| 132 | 2025.06.03 14:20 | modify | 32 | 0.10 | 143.487 | 143.477 | 144.302 | ||
| 133 | 2025.06.03 14:20 | modify | 31 | 0.10 | 142.802 | 143.477 | 144.302 | ||
| 134 | 2025.06.04 05:05 | t/p | 31 | 0.10 | 144.302 | 143.477 | 144.302 | 105.03 | 2267.49 |
| 135 | 2025.06.04 05:05 | t/p | 32 | 0.10 | 144.302 | 143.477 | 144.302 | 57.02 | 2324.51 |
| 136 | 2025.06.04 05:05 | t/p | 33 | 0.10 | 144.302 | 143.477 | 144.302 | 57.02 | 2381.53 |
| 137 | 2025.06.04 05:05 | t/p | 34 | 0.10 | 144.302 | 143.477 | 144.302 | 31.40 | 2412.92 |
| 138 | 2025.08.14 08:00 | buy | 35 | 0.10 | 146.581 | 0.000 | 0.000 | ||
| 139 | 2025.08.14 08:00 | modify | 35 | 0.10 | 146.581 | 145.681 | 148.081 | ||
| 140 | 2025.08.14 15:20 | buy | 36 | 0.10 | 147.654 | 0.000 | 0.000 | ||
| 141 | 2025.08.14 15:20 | modify | 36 | 0.10 | 147.654 | 147.256 | 148.081 | ||
| 142 | 2025.08.14 15:20 | modify | 35 | 0.10 | 146.581 | 147.256 | 148.081 | ||
| 143 | 2025.08.15 01:40 | s/l | 35 | 0.10 | 147.256 | 147.256 | 148.081 | 46.43 | 2459.35 |
| 144 | 2025.08.15 01:40 | s/l | 36 | 0.10 | 147.256 | 147.256 | 148.081 | -26.47 | 2432.87 |
| 145 | 2025.08.22 08:00 | sell | 37 | 0.10 | 148.602 | 0.000 | 0.000 | ||
| 146 | 2025.08.22 08:00 | modify | 37 | 0.10 | 148.602 | 149.502 | 147.102 | ||
| 147 | 2025.08.22 14:33 | t/p | 37 | 0.10 | 147.102 | 149.502 | 147.102 | 102.16 | 2535.03 |