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 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=5; 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=90; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=35; 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 | 540.31 | Gross profit | 1262.64 | Gross loss | -722.33 |
| Profit factor | 1.75 | Expected payoff | 16.88 | ||
| Absolute drawdown | 164.62 | Maximal drawdown | 376.86 (31.09%) | Relative drawdown | 31.09% (376.86) |
| Total trades | 32 | Short positions (won %) | 21 (66.67%) | Long positions (won %) | 11 (36.36%) |
| Profit trades (% of total) | 18 (56.25%) | Loss trades (% of total) | 14 (43.75%) | ||
| Largest | profit trade | 92.90 | loss trade | -62.91 | |
| Average | profit trade | 70.15 | loss trade | -51.59 | |
| Maximum | consecutive wins (profit in money) | 5 (446.34) | consecutive losses (loss in money) | 4 (-234.52) | |
| Maximal | consecutive profit (count of wins) | 446.34 (5) | consecutive loss (count of losses) | -234.52 (4) | |
| Average | consecutive wins | 2 | 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 | 141.214 | ||
| 3 | 2024.09.17 00:00 | t/p | 1 | 0.10 | 141.214 | 139.014 | 141.214 | 92.90 | 1092.90 |
| 4 | 2024.10.06 20:00 | sell | 2 | 0.10 | 148.653 | 0.000 | 0.000 | ||
| 5 | 2024.10.06 20:00 | modify | 2 | 0.10 | 148.653 | 149.553 | 147.353 | ||
| 6 | 2024.10.07 16:00 | sell | 3 | 0.10 | 148.124 | 0.000 | 0.000 | ||
| 7 | 2024.10.07 16:00 | modify | 3 | 0.10 | 148.124 | 148.588 | 147.353 | ||
| 8 | 2024.10.07 16:00 | modify | 2 | 0.10 | 148.653 | 148.588 | 147.353 | ||
| 9 | 2024.10.08 04:00 | sell | 4 | 0.10 | 147.914 | 0.000 | 0.000 | ||
| 10 | 2024.10.08 04:00 | modify | 4 | 0.10 | 147.914 | 148.263 | 147.353 | ||
| 11 | 2024.10.08 04:00 | modify | 3 | 0.10 | 148.124 | 148.263 | 147.353 | ||
| 12 | 2024.10.08 04:00 | modify | 2 | 0.10 | 148.653 | 148.263 | 147.353 | ||
| 13 | 2024.10.08 16:00 | s/l | 2 | 0.10 | 148.263 | 148.263 | 147.353 | 23.45 | 1116.35 |
| 14 | 2024.10.08 16:00 | s/l | 3 | 0.10 | 148.263 | 148.263 | 147.353 | -10.80 | 1105.55 |
| 15 | 2024.10.08 16:00 | s/l | 4 | 0.10 | 148.263 | 148.263 | 147.353 | -23.54 | 1082.01 |
| 16 | 2024.10.10 00:00 | sell | 5 | 0.10 | 149.064 | 0.000 | 0.000 | ||
| 17 | 2024.10.10 00:00 | modify | 5 | 0.10 | 149.064 | 149.964 | 147.764 | ||
| 18 | 2024.10.14 16:00 | s/l | 5 | 0.10 | 149.964 | 149.964 | 147.764 | -62.91 | 1019.10 |
| 19 | 2024.10.14 20:00 | sell | 6 | 0.10 | 149.763 | 0.000 | 0.000 | ||
| 20 | 2024.10.14 20:00 | modify | 6 | 0.10 | 149.763 | 150.663 | 148.463 | ||
| 21 | 2024.10.15 08:00 | sell | 7 | 0.10 | 149.235 | 0.000 | 0.000 | ||
| 22 | 2024.10.15 08:00 | modify | 7 | 0.10 | 149.235 | 149.698 | 148.463 | ||
| 23 | 2024.10.15 08:00 | modify | 6 | 0.10 | 149.763 | 149.698 | 148.463 | ||
| 24 | 2024.10.16 16:00 | s/l | 6 | 0.10 | 149.698 | 149.698 | 148.463 | 1.49 | 1020.59 |
| 25 | 2024.10.16 16:00 | s/l | 7 | 0.10 | 149.698 | 149.698 | 148.463 | -32.34 | 988.25 |
| 26 | 2024.10.23 16:00 | sell | 8 | 0.10 | 152.821 | 0.000 | 0.000 | ||
| 27 | 2024.10.23 16:00 | modify | 8 | 0.10 | 152.821 | 153.721 | 151.521 | ||
| 28 | 2024.10.24 20:00 | sell | 9 | 0.10 | 151.840 | 0.000 | 0.000 | ||
| 29 | 2024.10.24 20:00 | modify | 9 | 0.10 | 151.840 | 152.366 | 151.521 | ||
| 30 | 2024.10.24 20:00 | modify | 8 | 0.10 | 152.821 | 152.366 | 151.521 | ||
| 31 | 2024.10.25 08:00 | t/p | 8 | 0.10 | 151.521 | 152.366 | 151.521 | 79.81 | 1068.07 |
| 32 | 2024.10.25 08:00 | t/p | 9 | 0.10 | 151.521 | 152.366 | 151.521 | 19.56 | 1087.63 |
| 33 | 2024.11.13 00:00 | sell | 10 | 0.10 | 154.656 | 0.000 | 0.000 | ||
| 34 | 2024.11.13 00:00 | modify | 10 | 0.10 | 154.656 | 155.556 | 153.356 | ||
| 35 | 2024.11.13 20:00 | s/l | 10 | 0.10 | 155.556 | 155.556 | 153.356 | -57.85 | 1029.78 |
| 36 | 2024.11.17 20:00 | buy | 11 | 0.10 | 154.379 | 0.000 | 0.000 | ||
| 37 | 2024.11.17 20:00 | modify | 11 | 0.10 | 154.379 | 153.479 | 155.679 | ||
| 38 | 2024.11.19 12:00 | s/l | 11 | 0.10 | 153.479 | 153.479 | 155.679 | -57.28 | 972.50 |
| 39 | 2024.11.29 12:00 | buy | 12 | 0.10 | 150.066 | 0.000 | 0.000 | ||
| 40 | 2024.11.29 12:00 | modify | 12 | 0.10 | 150.066 | 149.166 | 151.366 | ||
| 41 | 2024.12.02 20:00 | s/l | 12 | 0.10 | 149.166 | 149.166 | 151.366 | -59.62 | 912.87 |
| 42 | 2024.12.15 20:00 | sell | 13 | 0.10 | 153.573 | 0.000 | 0.000 | ||
| 43 | 2024.12.15 20:00 | modify | 13 | 0.10 | 153.573 | 154.473 | 152.273 | ||
| 44 | 2024.12.16 16:00 | s/l | 13 | 0.10 | 154.473 | 154.473 | 152.273 | -59.77 | 853.11 |
| 45 | 2024.12.19 20:00 | sell | 14 | 0.10 | 157.420 | 0.000 | 0.000 | ||
| 46 | 2024.12.19 20:00 | modify | 14 | 0.10 | 157.420 | 158.320 | 156.120 | ||
| 47 | 2024.12.20 20:00 | t/p | 14 | 0.10 | 156.120 | 158.320 | 156.120 | 81.88 | 934.99 |
| 48 | 2024.12.26 20:00 | sell | 15 | 0.10 | 157.985 | 0.000 | 0.000 | ||
| 49 | 2024.12.26 20:00 | modify | 15 | 0.10 | 157.985 | 158.885 | 156.685 | ||
| 50 | 2024.12.31 00:00 | sell | 16 | 0.10 | 157.005 | 0.000 | 0.000 | ||
| 51 | 2024.12.31 00:00 | modify | 16 | 0.10 | 157.005 | 157.530 | 156.685 | ||
| 52 | 2024.12.31 00:00 | modify | 15 | 0.10 | 157.985 | 157.530 | 156.685 | ||
| 53 | 2024.12.31 04:00 | t/p | 15 | 0.10 | 156.685 | 157.530 | 156.685 | 78.79 | 1013.78 |
| 54 | 2024.12.31 04:00 | t/p | 16 | 0.10 | 156.685 | 157.530 | 156.685 | 20.45 | 1034.23 |
| 55 | 2025.02.03 08:00 | sell | 17 | 0.10 | 155.623 | 0.000 | 0.000 | ||
| 56 | 2025.02.03 08:00 | modify | 17 | 0.10 | 155.623 | 156.523 | 154.323 | ||
| 57 | 2025.02.03 16:00 | t/p | 17 | 0.10 | 154.323 | 156.523 | 154.323 | 84.01 | 1118.24 |
| 58 | 2025.02.05 08:00 | buy | 18 | 0.10 | 153.331 | 0.000 | 0.000 | ||
| 59 | 2025.02.05 08:00 | modify | 18 | 0.10 | 153.331 | 152.431 | 154.631 | ||
| 60 | 2025.02.05 16:00 | s/l | 18 | 0.10 | 152.431 | 152.431 | 154.631 | -59.16 | 1059.08 |
| 61 | 2025.02.12 12:00 | sell | 19 | 0.10 | 153.553 | 0.000 | 0.000 | ||
| 62 | 2025.02.12 12:00 | modify | 19 | 0.10 | 153.553 | 154.453 | 152.253 | ||
| 63 | 2025.02.12 16:00 | s/l | 19 | 0.10 | 154.453 | 154.453 | 152.253 | -58.26 | 1000.82 |
| 64 | 2025.02.12 20:00 | sell | 20 | 0.10 | 154.426 | 0.000 | 0.000 | ||
| 65 | 2025.02.12 20:00 | modify | 20 | 0.10 | 154.426 | 155.326 | 153.126 | ||
| 66 | 2025.02.13 16:00 | t/p | 20 | 0.10 | 153.126 | 155.326 | 153.126 | 80.59 | 1081.41 |
| 67 | 2025.02.14 20:00 | buy | 21 | 0.10 | 152.240 | 0.000 | 0.000 | ||
| 68 | 2025.02.14 20:00 | modify | 21 | 0.10 | 152.240 | 151.340 | 153.540 | ||
| 69 | 2025.02.17 16:00 | s/l | 21 | 0.10 | 151.340 | 151.340 | 153.540 | -58.89 | 1022.52 |
| 70 | 2025.02.20 12:00 | buy | 22 | 0.10 | 150.252 | 0.000 | 0.000 | ||
| 71 | 2025.02.20 12:00 | modify | 22 | 0.10 | 150.252 | 149.352 | 151.552 | ||
| 72 | 2025.02.21 00:00 | s/l | 22 | 0.10 | 149.352 | 149.352 | 151.552 | -59.64 | 962.87 |
| 73 | 2025.03.24 20:00 | sell | 23 | 0.10 | 150.643 | 0.000 | 0.000 | ||
| 74 | 2025.03.24 20:00 | modify | 23 | 0.10 | 150.643 | 151.543 | 149.343 | ||
| 75 | 2025.03.31 00:00 | t/p | 23 | 0.10 | 149.343 | 151.543 | 149.343 | 76.87 | 1039.74 |
| 76 | 2025.04.03 16:00 | buy | 24 | 0.10 | 146.075 | 0.000 | 0.000 | ||
| 77 | 2025.04.03 16:00 | modify | 24 | 0.10 | 146.075 | 145.175 | 147.375 | ||
| 78 | 2025.04.04 12:00 | s/l | 24 | 0.10 | 145.175 | 145.175 | 147.375 | -61.33 | 978.41 |
| 79 | 2025.04.22 08:00 | buy | 25 | 0.10 | 140.312 | 0.000 | 0.000 | ||
| 80 | 2025.04.22 08:00 | modify | 25 | 0.10 | 140.312 | 139.412 | 141.612 | ||
| 81 | 2025.04.22 20:00 | t/p | 25 | 0.10 | 141.612 | 139.412 | 141.612 | 91.80 | 1070.21 |
| 82 | 2025.05.02 00:00 | sell | 26 | 0.10 | 145.406 | 0.000 | 0.000 | ||
| 83 | 2025.05.02 00:00 | modify | 26 | 0.10 | 145.406 | 146.306 | 144.106 | ||
| 84 | 2025.05.02 16:00 | t/p | 26 | 0.10 | 144.106 | 146.306 | 144.106 | 89.93 | 1160.14 |
| 85 | 2025.05.12 12:00 | sell | 27 | 0.10 | 147.880 | 0.000 | 0.000 | ||
| 86 | 2025.05.12 12:00 | modify | 27 | 0.10 | 147.880 | 148.780 | 146.580 | ||
| 87 | 2025.05.14 12:00 | t/p | 27 | 0.10 | 146.580 | 148.780 | 146.580 | 86.06 | 1246.20 |
| 88 | 2025.06.02 16:00 | buy | 28 | 0.10 | 142.802 | 0.000 | 0.000 | ||
| 89 | 2025.06.02 16:00 | modify | 28 | 0.10 | 142.802 | 141.902 | 144.102 | ||
| 90 | 2025.06.03 20:00 | t/p | 28 | 0.10 | 144.102 | 141.902 | 144.102 | 90.80 | 1336.99 |
| 91 | 2025.07.16 00:00 | sell | 29 | 0.10 | 148.781 | 0.000 | 0.000 | ||
| 92 | 2025.07.16 00:00 | modify | 29 | 0.10 | 148.781 | 149.681 | 147.481 | ||
| 93 | 2025.07.16 16:00 | t/p | 29 | 0.10 | 147.481 | 149.681 | 147.481 | 87.75 | 1424.74 |
| 94 | 2025.07.21 20:00 | buy | 30 | 0.10 | 147.388 | 0.000 | 0.000 | ||
| 95 | 2025.07.21 20:00 | modify | 30 | 0.10 | 147.388 | 146.488 | 148.688 | ||
| 96 | 2025.07.22 16:00 | s/l | 30 | 0.10 | 146.488 | 146.488 | 148.688 | -60.92 | 1363.82 |
| 97 | 2025.08.14 08:00 | buy | 31 | 0.10 | 146.581 | 0.000 | 0.000 | ||
| 98 | 2025.08.14 08:00 | modify | 31 | 0.10 | 146.581 | 145.681 | 147.881 | ||
| 99 | 2025.08.14 20:00 | t/p | 31 | 0.10 | 147.881 | 145.681 | 147.881 | 87.97 | 1451.79 |
| 100 | 2025.08.22 08:00 | sell | 32 | 0.10 | 148.602 | 0.000 | 0.000 | ||
| 101 | 2025.08.22 08:00 | modify | 32 | 0.10 | 148.602 | 149.502 | 147.302 | ||
| 102 | 2025.08.22 16:00 | t/p | 32 | 0.10 | 147.302 | 149.502 | 147.302 | 88.52 | 1540.31 |