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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 | 654.11 | Gross profit | 1748.10 | Gross loss | -1093.99 |
| Profit factor | 1.60 | Expected payoff | 16.77 | ||
| Absolute drawdown | 50.65 | Maximal drawdown | 235.21 (19.56%) | Relative drawdown | 19.80% (234.38) |
| Total trades | 39 | Short positions (won %) | 19 (63.16%) | Long positions (won %) | 20 (55.00%) |
| Profit trades (% of total) | 23 (58.97%) | Loss trades (% of total) | 16 (41.03%) | ||
| Largest | profit trade | 106.89 | loss trade | -88.59 | |
| Average | profit trade | 76.00 | loss trade | -68.37 | |
| Maximum | consecutive wins (profit in money) | 5 (430.89) | consecutive losses (loss in money) | 3 (-235.21) | |
| Maximal | consecutive profit (count of wins) | 430.89 (5) | consecutive loss (count of losses) | -235.21 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.02 00:00 | sell | 1 | 0.10 | 146.401 | 0.000 | 0.000 | ||
| 2 | 2024.09.02 00:00 | modify | 1 | 0.10 | 146.401 | 147.601 | 144.901 | ||
| 3 | 2024.09.02 04:00 | sell | 2 | 0.10 | 145.948 | 0.000 | 0.000 | ||
| 4 | 2024.09.02 04:00 | modify | 2 | 0.10 | 145.948 | 146.326 | 144.901 | ||
| 5 | 2024.09.02 04:00 | modify | 1 | 0.10 | 146.401 | 146.326 | 144.901 | ||
| 6 | 2024.09.02 08:00 | s/l | 1 | 0.10 | 146.326 | 146.326 | 144.901 | 5.12 | 1005.12 |
| 7 | 2024.09.02 08:00 | s/l | 2 | 0.10 | 146.326 | 146.326 | 144.901 | -25.80 | 979.32 |
| 8 | 2024.09.02 12:00 | sell | 3 | 0.10 | 146.986 | 0.000 | 0.000 | ||
| 9 | 2024.09.02 12:00 | modify | 3 | 0.10 | 146.986 | 148.186 | 145.486 | ||
| 10 | 2024.09.03 16:00 | t/p | 3 | 0.10 | 145.486 | 148.186 | 145.486 | 101.41 | 1080.73 |
| 11 | 2024.09.06 08:00 | buy | 4 | 0.10 | 142.552 | 0.000 | 0.000 | ||
| 12 | 2024.09.06 08:00 | modify | 4 | 0.10 | 142.552 | 141.352 | 144.052 | ||
| 13 | 2024.09.11 04:00 | s/l | 4 | 0.10 | 141.352 | 141.352 | 144.052 | -83.17 | 997.56 |
| 14 | 2024.09.11 04:00 | buy | 5 | 0.10 | 141.426 | 0.000 | 0.000 | ||
| 15 | 2024.09.11 04:00 | modify | 5 | 0.10 | 141.426 | 140.226 | 142.926 | ||
| 16 | 2024.09.12 04:00 | t/p | 5 | 0.10 | 142.926 | 140.226 | 142.926 | 106.89 | 1104.44 |
| 17 | 2024.09.13 04:00 | buy | 6 | 0.10 | 141.006 | 0.000 | 0.000 | ||
| 18 | 2024.09.13 04:00 | modify | 6 | 0.10 | 141.006 | 139.806 | 142.506 | ||
| 19 | 2024.09.16 08:00 | s/l | 6 | 0.10 | 139.806 | 139.806 | 142.506 | -85.22 | 1019.22 |
| 20 | 2024.09.16 08:00 | buy | 7 | 0.10 | 139.906 | 0.000 | 0.000 | ||
| 21 | 2024.09.16 08:00 | modify | 7 | 0.10 | 139.906 | 138.706 | 141.406 | ||
| 22 | 2024.09.17 16:00 | t/p | 7 | 0.10 | 141.406 | 138.706 | 141.406 | 106.37 | 1125.58 |
| 23 | 2024.09.19 04:00 | sell | 8 | 0.10 | 143.168 | 0.000 | 0.000 | ||
| 24 | 2024.09.19 04:00 | modify | 8 | 0.10 | 143.168 | 144.368 | 141.668 | ||
| 25 | 2024.09.20 12:00 | s/l | 8 | 0.10 | 144.368 | 144.368 | 141.668 | -84.62 | 1040.96 |
| 26 | 2024.10.23 08:00 | sell | 9 | 0.10 | 152.369 | 0.000 | 0.000 | ||
| 27 | 2024.10.23 08:00 | modify | 9 | 0.10 | 152.369 | 153.569 | 150.869 | ||
| 28 | 2024.10.28 04:00 | s/l | 9 | 0.10 | 153.569 | 153.569 | 150.869 | -85.24 | 955.72 |
| 29 | 2024.10.28 04:00 | sell | 10 | 0.10 | 153.630 | 0.000 | 0.000 | ||
| 30 | 2024.10.28 04:00 | modify | 10 | 0.10 | 153.630 | 154.830 | 152.130 | ||
| 31 | 2024.10.31 08:00 | t/p | 10 | 0.10 | 152.130 | 154.830 | 152.130 | 91.37 | 1047.08 |
| 32 | 2024.11.20 12:00 | sell | 11 | 0.10 | 155.834 | 0.000 | 0.000 | ||
| 33 | 2024.11.20 12:00 | modify | 11 | 0.10 | 155.834 | 157.034 | 154.334 | ||
| 34 | 2024.11.20 20:00 | sell | 12 | 0.10 | 155.368 | 0.000 | 0.000 | ||
| 35 | 2024.11.20 20:00 | modify | 12 | 0.10 | 155.368 | 155.759 | 154.334 | ||
| 36 | 2024.11.20 20:00 | modify | 11 | 0.10 | 155.834 | 155.759 | 154.334 | ||
| 37 | 2024.11.21 12:00 | t/p | 11 | 0.10 | 154.334 | 155.759 | 154.334 | 92.76 | 1139.85 |
| 38 | 2024.11.21 12:00 | t/p | 12 | 0.10 | 154.334 | 155.759 | 154.334 | 62.61 | 1202.46 |
| 39 | 2024.11.27 04:00 | buy | 13 | 0.10 | 152.479 | 0.000 | 0.000 | ||
| 40 | 2024.11.27 04:00 | modify | 13 | 0.10 | 152.479 | 151.279 | 153.979 | ||
| 41 | 2024.11.27 12:00 | s/l | 13 | 0.10 | 151.279 | 151.279 | 153.979 | -79.22 | 1123.24 |
| 42 | 2024.11.29 04:00 | buy | 14 | 0.10 | 150.126 | 0.000 | 0.000 | ||
| 43 | 2024.11.29 04:00 | modify | 14 | 0.10 | 150.126 | 148.926 | 151.626 | ||
| 44 | 2024.12.03 16:00 | s/l | 14 | 0.10 | 148.926 | 148.926 | 151.626 | -79.32 | 1043.92 |
| 45 | 2024.12.19 04:00 | sell | 15 | 0.10 | 155.257 | 0.000 | 0.000 | ||
| 46 | 2024.12.19 04:00 | modify | 15 | 0.10 | 155.257 | 156.457 | 153.757 | ||
| 47 | 2024.12.19 08:00 | s/l | 15 | 0.10 | 156.457 | 156.457 | 153.757 | -76.67 | 967.25 |
| 48 | 2024.12.31 08:00 | buy | 16 | 0.10 | 156.232 | 0.000 | 0.000 | ||
| 49 | 2024.12.31 08:00 | modify | 16 | 0.10 | 156.232 | 155.032 | 157.732 | ||
| 50 | 2025.01.02 00:00 | t/p | 16 | 0.10 | 157.732 | 155.032 | 157.732 | 97.38 | 1064.63 |
| 51 | 2025.01.16 04:00 | buy | 17 | 0.10 | 155.805 | 0.000 | 0.000 | ||
| 52 | 2025.01.16 04:00 | modify | 17 | 0.10 | 155.805 | 154.605 | 157.305 | ||
| 53 | 2025.01.23 08:00 | buy | 18 | 0.10 | 156.635 | 0.000 | 0.000 | ||
| 54 | 2025.01.23 08:00 | modify | 18 | 0.10 | 156.635 | 156.180 | 157.305 | ||
| 55 | 2025.01.23 08:00 | modify | 17 | 0.10 | 155.805 | 156.180 | 157.305 | ||
| 56 | 2025.01.23 16:00 | s/l | 17 | 0.10 | 156.180 | 156.180 | 157.305 | 27.97 | 1092.60 |
| 57 | 2025.01.23 16:00 | s/l | 18 | 0.10 | 156.180 | 156.180 | 157.305 | -29.13 | 1063.47 |
| 58 | 2025.01.27 12:00 | buy | 19 | 0.10 | 153.989 | 0.000 | 0.000 | ||
| 59 | 2025.01.27 12:00 | modify | 19 | 0.10 | 153.989 | 152.789 | 155.489 | ||
| 60 | 2025.01.28 04:00 | t/p | 19 | 0.10 | 155.489 | 152.789 | 155.489 | 96.89 | 1160.35 |
| 61 | 2025.02.05 04:00 | buy | 20 | 0.10 | 153.245 | 0.000 | 0.000 | ||
| 62 | 2025.02.05 04:00 | modify | 20 | 0.10 | 153.245 | 152.045 | 154.745 | ||
| 63 | 2025.02.06 04:00 | s/l | 20 | 0.10 | 152.045 | 152.045 | 154.745 | -77.12 | 1083.23 |
| 64 | 2025.02.12 04:00 | sell | 21 | 0.10 | 153.636 | 0.000 | 0.000 | ||
| 65 | 2025.02.12 04:00 | modify | 21 | 0.10 | 153.636 | 154.836 | 152.136 | ||
| 66 | 2025.02.14 16:00 | t/p | 21 | 0.10 | 152.136 | 154.836 | 152.136 | 92.86 | 1176.09 |
| 67 | 2025.02.20 04:00 | buy | 22 | 0.10 | 150.460 | 0.000 | 0.000 | ||
| 68 | 2025.02.20 04:00 | modify | 22 | 0.10 | 150.460 | 149.260 | 151.960 | ||
| 69 | 2025.02.21 20:00 | s/l | 22 | 0.10 | 149.260 | 149.260 | 151.960 | -79.93 | 1096.16 |
| 70 | 2025.03.31 04:00 | buy | 23 | 0.10 | 148.949 | 0.000 | 0.000 | ||
| 71 | 2025.03.31 04:00 | modify | 23 | 0.10 | 148.949 | 147.749 | 150.449 | ||
| 72 | 2025.03.31 12:00 | buy | 24 | 0.10 | 149.406 | 0.000 | 0.000 | ||
| 73 | 2025.03.31 12:00 | modify | 24 | 0.10 | 149.406 | 149.024 | 150.449 | ||
| 74 | 2025.03.31 12:00 | modify | 23 | 0.10 | 148.949 | 149.024 | 150.449 | ||
| 75 | 2025.04.01 16:00 | s/l | 23 | 0.10 | 149.024 | 149.024 | 150.449 | 5.59 | 1101.74 |
| 76 | 2025.04.01 16:00 | s/l | 24 | 0.10 | 149.024 | 149.024 | 150.449 | -25.00 | 1076.74 |
| 77 | 2025.04.21 04:00 | buy | 25 | 0.10 | 140.786 | 0.000 | 0.000 | ||
| 78 | 2025.04.21 04:00 | modify | 25 | 0.10 | 140.786 | 139.586 | 142.286 | ||
| 79 | 2025.04.22 20:00 | buy | 26 | 0.10 | 141.638 | 0.000 | 0.000 | ||
| 80 | 2025.04.22 20:00 | modify | 26 | 0.10 | 141.638 | 141.161 | 142.286 | ||
| 81 | 2025.04.22 20:00 | modify | 25 | 0.10 | 140.786 | 141.161 | 142.286 | ||
| 82 | 2025.04.23 00:00 | t/p | 25 | 0.10 | 142.286 | 141.161 | 142.286 | 106.25 | 1182.99 |
| 83 | 2025.04.23 00:00 | t/p | 26 | 0.10 | 142.286 | 141.161 | 142.286 | 45.98 | 1228.96 |
| 84 | 2025.04.23 00:00 | sell | 27 | 0.10 | 142.701 | 0.000 | 0.000 | ||
| 85 | 2025.04.23 00:00 | modify | 27 | 0.10 | 142.701 | 143.901 | 141.201 | ||
| 86 | 2025.04.23 08:00 | sell | 28 | 0.10 | 141.868 | 0.000 | 0.000 | ||
| 87 | 2025.04.23 08:00 | modify | 28 | 0.10 | 141.868 | 142.326 | 141.201 | ||
| 88 | 2025.04.23 08:00 | modify | 27 | 0.10 | 142.701 | 142.326 | 141.201 | ||
| 89 | 2025.04.23 16:00 | s/l | 27 | 0.10 | 142.326 | 142.326 | 141.201 | 26.28 | 1255.24 |
| 90 | 2025.04.23 16:00 | s/l | 28 | 0.10 | 142.326 | 142.326 | 141.201 | -32.10 | 1223.14 |
| 91 | 2025.05.01 08:00 | sell | 29 | 0.10 | 144.366 | 0.000 | 0.000 | ||
| 92 | 2025.05.01 08:00 | modify | 29 | 0.10 | 144.366 | 145.566 | 142.866 | ||
| 93 | 2025.05.01 16:00 | s/l | 29 | 0.10 | 145.566 | 145.566 | 142.866 | -82.47 | 1140.67 |
| 94 | 2025.05.06 12:00 | buy | 30 | 0.10 | 142.808 | 0.000 | 0.000 | ||
| 95 | 2025.05.06 12:00 | modify | 30 | 0.10 | 142.808 | 141.608 | 144.308 | ||
| 96 | 2025.05.08 08:00 | t/p | 30 | 0.10 | 144.308 | 141.608 | 144.308 | 106.20 | 1246.88 |
| 97 | 2025.05.12 08:00 | sell | 31 | 0.10 | 147.916 | 0.000 | 0.000 | ||
| 98 | 2025.05.12 08:00 | modify | 31 | 0.10 | 147.916 | 149.116 | 146.416 | ||
| 99 | 2025.05.14 04:00 | sell | 32 | 0.10 | 147.082 | 0.000 | 0.000 | ||
| 100 | 2025.05.14 04:00 | modify | 32 | 0.10 | 147.082 | 147.541 | 146.416 | ||
| 101 | 2025.05.14 04:00 | modify | 31 | 0.10 | 147.916 | 147.541 | 146.416 | ||
| 102 | 2025.05.14 12:00 | t/p | 31 | 0.10 | 146.416 | 147.541 | 146.416 | 99.74 | 1346.62 |
| 103 | 2025.05.14 12:00 | t/p | 32 | 0.10 | 146.416 | 147.541 | 146.416 | 45.55 | 1392.17 |
| 104 | 2025.05.14 12:00 | buy | 33 | 0.10 | 146.205 | 0.000 | 0.000 | ||
| 105 | 2025.05.14 12:00 | modify | 33 | 0.10 | 146.205 | 145.005 | 147.705 | ||
| 106 | 2025.05.16 04:00 | s/l | 33 | 0.10 | 145.005 | 145.005 | 147.705 | -80.36 | 1311.81 |
| 107 | 2025.05.29 00:00 | sell | 34 | 0.10 | 145.724 | 0.000 | 0.000 | ||
| 108 | 2025.05.29 00:00 | modify | 34 | 0.10 | 145.724 | 146.924 | 144.224 | ||
| 109 | 2025.05.29 08:00 | sell | 35 | 0.10 | 145.260 | 0.000 | 0.000 | ||
| 110 | 2025.05.29 08:00 | modify | 35 | 0.10 | 145.260 | 145.649 | 144.224 | ||
| 111 | 2025.05.29 08:00 | modify | 34 | 0.10 | 145.724 | 145.649 | 144.224 | ||
| 112 | 2025.05.29 16:00 | t/p | 34 | 0.10 | 144.224 | 145.649 | 144.224 | 104.08 | 1415.89 |
| 113 | 2025.05.29 16:00 | t/p | 35 | 0.10 | 144.224 | 145.649 | 144.224 | 71.88 | 1487.77 |
| 114 | 2025.06.23 08:00 | sell | 36 | 0.10 | 147.330 | 0.000 | 0.000 | ||
| 115 | 2025.06.23 08:00 | modify | 36 | 0.10 | 147.330 | 148.530 | 145.830 | ||
| 116 | 2025.06.24 00:00 | t/p | 36 | 0.10 | 145.830 | 148.530 | 145.830 | 101.34 | 1589.11 |
| 117 | 2025.07.01 12:00 | buy | 37 | 0.10 | 142.769 | 0.000 | 0.000 | ||
| 118 | 2025.07.01 12:00 | modify | 37 | 0.10 | 142.769 | 141.569 | 144.269 | ||
| 119 | 2025.07.01 16:00 | buy | 38 | 0.10 | 143.608 | 0.000 | 0.000 | ||
| 120 | 2025.07.01 16:00 | modify | 38 | 0.10 | 143.608 | 143.144 | 144.269 | ||
| 121 | 2025.07.01 16:00 | modify | 37 | 0.10 | 142.769 | 143.144 | 144.269 | ||
| 122 | 2025.07.03 16:00 | t/p | 37 | 0.10 | 144.269 | 143.144 | 144.269 | 105.73 | 1694.84 |
| 123 | 2025.07.03 16:00 | t/p | 38 | 0.10 | 144.269 | 143.144 | 144.269 | 47.86 | 1742.70 |
| 124 | 2025.07.08 04:00 | sell | 39 | 0.10 | 146.071 | 0.000 | 0.000 | ||
| 125 | 2025.07.08 04:00 | modify | 39 | 0.10 | 146.071 | 147.271 | 144.571 | ||
| 126 | 2025.07.11 16:00 | s/l | 39 | 0.10 | 147.271 | 147.271 | 144.571 | -88.59 | 1654.11 |