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=2; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 414.13 | Gross profit | 1402.04 | Gross loss | -987.91 |
| Profit factor | 1.42 | Expected payoff | 11.19 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 331.04 (21.30%) | Relative drawdown | 21.30% (331.04) |
| Total trades | 37 | Short positions (won %) | 21 (57.14%) | Long positions (won %) | 16 (56.25%) |
| Profit trades (% of total) | 21 (56.76%) | Loss trades (% of total) | 16 (43.24%) | ||
| Largest | profit trade | 82.37 | loss trade | -108.42 | |
| Average | profit trade | 66.76 | loss trade | -61.74 | |
| Maximum | consecutive wins (profit in money) | 3 (244.43) | consecutive losses (loss in money) | 3 (-295.71) | |
| Maximal | consecutive profit (count of wins) | 244.43 (3) | consecutive loss (count of losses) | -295.71 (3) | |
| 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 | 161.455 | ||
| 3 | 2024.09.03 04:00 | sell | 2 | 0.10 | 162.046 | 0.000 | 0.000 | ||
| 4 | 2024.09.03 04:00 | modify | 2 | 0.10 | 162.046 | 162.235 | 161.455 | ||
| 5 | 2024.09.03 04:00 | sell | 3 | 0.10 | 162.046 | 0.000 | 0.000 | ||
| 6 | 2024.09.03 04:00 | modify | 3 | 0.10 | 162.046 | 162.295 | 161.455 | ||
| 7 | 2024.09.03 04:00 | modify | 1 | 0.10 | 162.655 | 162.295 | 161.455 | ||
| 8 | 2024.09.03 08:00 | t/p | 1 | 0.10 | 161.455 | 162.295 | 161.455 | 80.43 | 1080.43 |
| 9 | 2024.09.03 08:00 | t/p | 2 | 0.10 | 161.455 | 162.235 | 161.455 | 40.08 | 1120.51 |
| 10 | 2024.09.03 08:00 | t/p | 3 | 0.10 | 161.455 | 162.295 | 161.455 | 40.08 | 1160.59 |
| 11 | 2024.09.04 04:00 | buy | 4 | 0.10 | 160.654 | 0.000 | 0.000 | ||
| 12 | 2024.09.04 04:00 | modify | 4 | 0.10 | 160.654 | 159.254 | 161.854 | ||
| 13 | 2024.09.05 00:00 | s/l | 4 | 0.10 | 159.254 | 159.254 | 161.854 | -94.26 | 1066.33 |
| 14 | 2024.09.11 08:00 | buy | 5 | 0.10 | 156.135 | 0.000 | 0.000 | ||
| 15 | 2024.09.11 08:00 | modify | 5 | 0.10 | 156.135 | 154.735 | 157.335 | ||
| 16 | 2024.09.12 04:00 | t/p | 5 | 0.10 | 157.335 | 154.735 | 157.335 | 82.13 | 1148.45 |
| 17 | 2024.09.13 08:00 | buy | 6 | 0.10 | 156.341 | 0.000 | 0.000 | ||
| 18 | 2024.09.13 08:00 | modify | 6 | 0.10 | 156.341 | 154.941 | 157.541 | ||
| 19 | 2024.09.17 16:00 | t/p | 6 | 0.10 | 157.541 | 154.941 | 157.541 | 81.89 | 1230.34 |
| 20 | 2024.09.18 00:00 | sell | 7 | 0.10 | 157.942 | 0.000 | 0.000 | ||
| 21 | 2024.09.18 00:00 | modify | 7 | 0.10 | 157.942 | 159.342 | 156.742 | ||
| 22 | 2024.09.19 04:00 | s/l | 7 | 0.10 | 159.342 | 159.342 | 156.742 | -97.84 | 1132.50 |
| 23 | 2024.10.09 20:00 | sell | 8 | 0.10 | 163.331 | 0.000 | 0.000 | ||
| 24 | 2024.10.09 20:00 | modify | 8 | 0.10 | 163.331 | 164.731 | 162.131 | ||
| 25 | 2024.10.16 04:00 | t/p | 8 | 0.10 | 162.131 | 164.731 | 162.131 | 74.65 | 1207.15 |
| 26 | 2024.10.23 16:00 | sell | 9 | 0.10 | 164.721 | 0.000 | 0.000 | ||
| 27 | 2024.10.23 16:00 | modify | 9 | 0.10 | 164.721 | 166.121 | 163.521 | ||
| 28 | 2024.10.24 16:00 | sell | 10 | 0.10 | 164.092 | 0.000 | 0.000 | ||
| 29 | 2024.10.24 16:00 | modify | 10 | 0.10 | 164.092 | 164.301 | 163.521 | ||
| 30 | 2024.10.24 16:00 | sell | 11 | 0.10 | 164.092 | 0.000 | 0.000 | ||
| 31 | 2024.10.24 16:00 | modify | 11 | 0.10 | 164.092 | 164.361 | 163.521 | ||
| 32 | 2024.10.24 16:00 | modify | 9 | 0.10 | 164.721 | 164.361 | 163.521 | ||
| 33 | 2024.10.24 20:00 | s/l | 9 | 0.10 | 164.361 | 164.361 | 163.521 | 21.52 | 1228.68 |
| 34 | 2024.10.24 20:00 | s/l | 10 | 0.10 | 164.301 | 164.301 | 163.521 | -14.18 | 1214.50 |
| 35 | 2024.10.24 20:00 | s/l | 11 | 0.10 | 164.361 | 164.361 | 163.521 | -18.25 | 1196.25 |
| 36 | 2024.11.10 20:00 | buy | 12 | 0.10 | 163.435 | 0.000 | 0.000 | ||
| 37 | 2024.11.10 20:00 | modify | 12 | 0.10 | 163.435 | 162.035 | 164.635 | ||
| 38 | 2024.11.11 08:00 | t/p | 12 | 0.10 | 164.635 | 162.035 | 164.635 | 81.65 | 1277.90 |
| 39 | 2024.11.22 04:00 | buy | 13 | 0.10 | 161.617 | 0.000 | 0.000 | ||
| 40 | 2024.11.22 04:00 | modify | 13 | 0.10 | 161.617 | 160.217 | 162.817 | ||
| 41 | 2024.11.22 12:00 | s/l | 13 | 0.10 | 160.217 | 160.217 | 162.817 | -94.98 | 1182.92 |
| 42 | 2024.12.27 00:00 | sell | 14 | 0.10 | 164.480 | 0.000 | 0.000 | ||
| 43 | 2024.12.27 00:00 | modify | 14 | 0.10 | 164.480 | 165.880 | 163.280 | ||
| 44 | 2024.12.30 16:00 | t/p | 14 | 0.10 | 163.280 | 165.880 | 163.280 | 80.43 | 1263.34 |
| 45 | 2025.01.06 16:00 | sell | 15 | 0.10 | 163.729 | 0.000 | 0.000 | ||
| 46 | 2025.01.06 16:00 | modify | 15 | 0.10 | 163.729 | 165.129 | 162.529 | ||
| 47 | 2025.01.09 16:00 | t/p | 15 | 0.10 | 162.529 | 165.129 | 162.529 | 76.58 | 1339.92 |
| 48 | 2025.01.13 08:00 | buy | 16 | 0.10 | 160.876 | 0.000 | 0.000 | ||
| 49 | 2025.01.13 08:00 | modify | 16 | 0.10 | 160.876 | 159.476 | 162.076 | ||
| 50 | 2025.01.14 00:00 | buy | 17 | 0.10 | 161.482 | 0.000 | 0.000 | ||
| 51 | 2025.01.14 00:00 | modify | 17 | 0.10 | 161.482 | 161.296 | 162.076 | ||
| 52 | 2025.01.14 00:00 | buy | 18 | 0.10 | 161.482 | 0.000 | 0.000 | ||
| 53 | 2025.01.14 00:00 | modify | 18 | 0.10 | 161.482 | 161.236 | 162.076 | ||
| 54 | 2025.01.14 00:00 | modify | 16 | 0.10 | 160.876 | 161.236 | 162.076 | ||
| 55 | 2025.01.14 04:00 | s/l | 16 | 0.10 | 161.236 | 161.236 | 162.076 | 24.66 | 1364.58 |
| 56 | 2025.01.14 04:00 | s/l | 17 | 0.10 | 161.296 | 161.296 | 162.076 | -12.62 | 1351.96 |
| 57 | 2025.01.14 04:00 | s/l | 18 | 0.10 | 161.236 | 161.236 | 162.076 | -16.69 | 1335.27 |
| 58 | 2025.02.03 08:00 | buy | 19 | 0.10 | 159.155 | 0.000 | 0.000 | ||
| 59 | 2025.02.03 08:00 | modify | 19 | 0.10 | 159.155 | 157.755 | 160.355 | ||
| 60 | 2025.02.04 00:00 | t/p | 19 | 0.10 | 160.355 | 157.755 | 160.355 | 81.65 | 1416.92 |
| 61 | 2025.02.12 12:00 | sell | 20 | 0.10 | 159.309 | 0.000 | 0.000 | ||
| 62 | 2025.02.12 12:00 | modify | 20 | 0.10 | 159.309 | 160.709 | 158.109 | ||
| 63 | 2025.02.12 20:00 | s/l | 20 | 0.10 | 160.709 | 160.709 | 158.109 | -94.95 | 1321.97 |
| 64 | 2025.02.13 00:00 | sell | 21 | 0.10 | 160.280 | 0.000 | 0.000 | ||
| 65 | 2025.02.13 00:00 | modify | 21 | 0.10 | 160.280 | 161.680 | 159.080 | ||
| 66 | 2025.02.13 20:00 | t/p | 21 | 0.10 | 159.080 | 161.680 | 159.080 | 81.38 | 1403.35 |
| 67 | 2025.02.17 20:00 | buy | 22 | 0.10 | 158.719 | 0.000 | 0.000 | ||
| 68 | 2025.02.17 20:00 | modify | 22 | 0.10 | 158.719 | 157.319 | 159.919 | ||
| 69 | 2025.02.20 04:00 | s/l | 22 | 0.10 | 157.319 | 157.319 | 159.919 | -93.78 | 1309.57 |
| 70 | 2025.02.20 12:00 | buy | 23 | 0.10 | 156.840 | 0.000 | 0.000 | ||
| 71 | 2025.02.20 12:00 | modify | 23 | 0.10 | 156.840 | 155.440 | 158.040 | ||
| 72 | 2025.02.21 04:00 | t/p | 23 | 0.10 | 158.040 | 155.440 | 158.040 | 81.65 | 1391.22 |
| 73 | 2025.04.29 04:00 | buy | 24 | 0.10 | 162.246 | 0.000 | 0.000 | ||
| 74 | 2025.04.29 04:00 | modify | 24 | 0.10 | 162.246 | 160.846 | 163.446 | ||
| 75 | 2025.05.01 08:00 | t/p | 24 | 0.10 | 163.446 | 160.846 | 163.446 | 82.37 | 1473.58 |
| 76 | 2025.05.02 00:00 | sell | 25 | 0.10 | 164.263 | 0.000 | 0.000 | ||
| 77 | 2025.05.02 00:00 | modify | 25 | 0.10 | 164.263 | 165.663 | 163.063 | ||
| 78 | 2025.05.05 16:00 | t/p | 25 | 0.10 | 163.063 | 165.663 | 163.063 | 80.42 | 1554.00 |
| 79 | 2025.05.15 12:00 | buy | 26 | 0.10 | 163.389 | 0.000 | 0.000 | ||
| 80 | 2025.05.15 12:00 | modify | 26 | 0.10 | 163.389 | 161.989 | 164.589 | ||
| 81 | 2025.05.22 08:00 | s/l | 26 | 0.10 | 161.989 | 161.989 | 164.589 | -93.31 | 1460.69 |
| 82 | 2025.05.27 16:00 | sell | 27 | 0.10 | 163.520 | 0.000 | 0.000 | ||
| 83 | 2025.05.27 16:00 | modify | 27 | 0.10 | 163.520 | 164.920 | 162.320 | ||
| 84 | 2025.06.06 16:00 | s/l | 27 | 0.10 | 164.920 | 164.920 | 162.320 | -106.49 | 1354.20 |
| 85 | 2025.06.22 20:00 | sell | 28 | 0.10 | 168.039 | 0.000 | 0.000 | ||
| 86 | 2025.06.22 20:00 | modify | 28 | 0.10 | 168.039 | 169.439 | 166.839 | ||
| 87 | 2025.06.23 08:00 | s/l | 28 | 0.10 | 169.439 | 169.439 | 166.839 | -95.91 | 1258.29 |
| 88 | 2025.06.23 12:00 | sell | 29 | 0.10 | 169.325 | 0.000 | 0.000 | ||
| 89 | 2025.06.23 12:00 | modify | 29 | 0.10 | 169.325 | 170.725 | 168.125 | ||
| 90 | 2025.06.24 12:00 | t/p | 29 | 0.10 | 168.125 | 170.725 | 168.125 | 80.43 | 1338.72 |
| 91 | 2025.06.26 00:00 | sell | 30 | 0.10 | 169.304 | 0.000 | 0.000 | ||
| 92 | 2025.06.26 00:00 | modify | 30 | 0.10 | 169.304 | 170.704 | 168.104 | ||
| 93 | 2025.06.26 08:00 | sell | 31 | 0.10 | 168.696 | 0.000 | 0.000 | ||
| 94 | 2025.06.26 08:00 | modify | 31 | 0.10 | 168.696 | 168.884 | 168.104 | ||
| 95 | 2025.06.26 08:00 | sell | 32 | 0.10 | 168.696 | 0.000 | 0.000 | ||
| 96 | 2025.06.26 08:00 | modify | 32 | 0.10 | 168.696 | 168.944 | 168.104 | ||
| 97 | 2025.06.26 08:00 | modify | 30 | 0.10 | 169.304 | 168.944 | 168.104 | ||
| 98 | 2025.06.26 12:00 | s/l | 30 | 0.10 | 168.944 | 168.944 | 168.104 | 24.42 | 1363.14 |
| 99 | 2025.06.26 12:00 | s/l | 31 | 0.10 | 168.884 | 168.884 | 168.104 | -12.75 | 1350.39 |
| 100 | 2025.06.26 12:00 | s/l | 32 | 0.10 | 168.944 | 168.944 | 168.104 | -16.82 | 1333.57 |
| 101 | 2025.07.09 04:00 | sell | 33 | 0.10 | 172.167 | 0.000 | 0.000 | ||
| 102 | 2025.07.09 04:00 | modify | 33 | 0.10 | 172.167 | 173.567 | 170.967 | ||
| 103 | 2025.07.10 20:00 | t/p | 33 | 0.10 | 170.967 | 173.567 | 170.967 | 78.50 | 1412.07 |
| 104 | 2025.07.11 20:00 | sell | 34 | 0.10 | 172.252 | 0.000 | 0.000 | ||
| 105 | 2025.07.11 20:00 | modify | 34 | 0.10 | 172.252 | 173.652 | 171.052 | ||
| 106 | 2025.07.27 20:00 | s/l | 34 | 0.10 | 173.652 | 173.652 | 171.052 | -108.42 | 1303.66 |
| 107 | 2025.07.30 08:00 | buy | 35 | 0.10 | 171.116 | 0.000 | 0.000 | ||
| 108 | 2025.07.30 08:00 | modify | 35 | 0.10 | 171.116 | 169.716 | 172.316 | ||
| 109 | 2025.07.31 20:00 | t/p | 35 | 0.10 | 172.316 | 169.716 | 172.316 | 82.13 | 1385.78 |
| 110 | 2025.08.14 12:00 | buy | 36 | 0.10 | 171.253 | 0.000 | 0.000 | ||
| 111 | 2025.08.14 12:00 | modify | 36 | 0.10 | 171.253 | 169.853 | 172.453 | ||
| 112 | 2025.08.14 20:00 | buy | 37 | 0.10 | 172.162 | 0.000 | 0.000 | ||
| 113 | 2025.08.14 20:00 | modify | 37 | 0.10 | 172.162 | 171.913 | 172.453 | ||
| 114 | 2025.08.14 20:00 | modify | 36 | 0.10 | 171.253 | 171.913 | 172.453 | ||
| 115 | 2025.08.15 04:00 | s/l | 36 | 0.10 | 171.913 | 171.913 | 172.453 | 45.01 | 1430.79 |
| 116 | 2025.08.15 04:00 | s/l | 37 | 0.10 | 171.913 | 171.913 | 172.453 | -16.66 | 1414.13 |