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=0; RSIHelp="------------------------------------"; RSI_Period=8; 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=110; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 455.75 | Gross profit | 954.47 | Gross loss | -498.73 |
| Profit factor | 1.91 | Expected payoff | 23.99 | ||
| Absolute drawdown | 214.24 | Maximal drawdown | 301.25 (17.42%) | Relative drawdown | 23.74% (244.60) |
| Total trades | 19 | Short positions (won %) | 12 (58.33%) | Long positions (won %) | 7 (57.14%) |
| Profit trades (% of total) | 11 (57.89%) | Loss trades (% of total) | 8 (42.11%) | ||
| Largest | profit trade | 96.04 | loss trade | -87.19 | |
| Average | profit trade | 86.77 | loss trade | -62.34 | |
| Maximum | consecutive wins (profit in money) | 6 (483.94) | consecutive losses (loss in money) | 4 (-196.32) | |
| Maximal | consecutive profit (count of wins) | 483.94 (6) | consecutive loss (count of losses) | -196.32 (4) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.06 08:00 | buy | 1 | 0.10 | 158.451 | 0.000 | 0.000 | ||
| 2 | 2024.09.06 08:00 | modify | 1 | 0.10 | 158.451 | 157.351 | 159.851 | ||
| 3 | 2024.09.10 16:00 | s/l | 1 | 0.10 | 157.351 | 157.351 | 159.851 | -74.22 | 925.78 |
| 4 | 2024.10.23 12:00 | sell | 2 | 0.10 | 164.736 | 0.000 | 0.000 | ||
| 5 | 2024.10.23 12:00 | modify | 2 | 0.10 | 164.736 | 165.836 | 163.336 | ||
| 6 | 2024.10.28 04:00 | s/l | 2 | 0.10 | 165.836 | 165.836 | 163.336 | -79.50 | 846.28 |
| 7 | 2024.10.28 04:00 | sell | 3 | 0.10 | 165.658 | 0.000 | 0.000 | ||
| 8 | 2024.10.28 04:00 | modify | 3 | 0.10 | 165.658 | 166.758 | 164.258 | ||
| 9 | 2024.11.08 12:00 | t/p | 3 | 0.10 | 164.258 | 166.758 | 164.258 | 82.57 | 928.84 |
| 10 | 2024.12.26 16:00 | sell | 4 | 0.10 | 164.528 | 0.000 | 0.000 | ||
| 11 | 2024.12.26 16:00 | modify | 4 | 0.10 | 164.528 | 165.628 | 163.128 | ||
| 12 | 2024.12.30 16:00 | t/p | 4 | 0.10 | 163.128 | 165.628 | 163.128 | 93.15 | 1021.99 |
| 13 | 2025.01.07 04:00 | sell | 5 | 0.10 | 164.331 | 0.000 | 0.000 | ||
| 14 | 2025.01.07 04:00 | modify | 5 | 0.10 | 164.331 | 165.431 | 162.931 | ||
| 15 | 2025.01.08 12:00 | t/p | 5 | 0.10 | 162.931 | 165.431 | 162.931 | 94.10 | 1116.09 |
| 16 | 2025.01.13 12:00 | buy | 6 | 0.10 | 160.428 | 0.000 | 0.000 | ||
| 17 | 2025.01.13 12:00 | modify | 6 | 0.10 | 160.428 | 159.328 | 161.828 | ||
| 18 | 2025.01.14 00:00 | buy | 7 | 0.10 | 161.482 | 0.000 | 0.000 | ||
| 19 | 2025.01.14 00:00 | modify | 7 | 0.10 | 161.482 | 160.918 | 161.828 | ||
| 20 | 2025.01.14 00:00 | modify | 6 | 0.10 | 160.428 | 160.918 | 161.828 | ||
| 21 | 2025.01.14 04:00 | t/p | 6 | 0.10 | 161.828 | 160.918 | 161.828 | 95.32 | 1211.41 |
| 22 | 2025.01.14 04:00 | t/p | 7 | 0.10 | 161.828 | 160.918 | 161.828 | 23.50 | 1234.91 |
| 23 | 2025.02.03 12:00 | buy | 8 | 0.10 | 158.534 | 0.000 | 0.000 | ||
| 24 | 2025.02.03 12:00 | modify | 8 | 0.10 | 158.534 | 157.434 | 159.934 | ||
| 25 | 2025.02.04 00:00 | t/p | 8 | 0.10 | 159.934 | 157.434 | 159.934 | 95.31 | 1330.22 |
| 26 | 2025.02.12 08:00 | sell | 9 | 0.10 | 159.452 | 0.000 | 0.000 | ||
| 27 | 2025.02.12 08:00 | modify | 9 | 0.10 | 159.452 | 160.552 | 158.052 | ||
| 28 | 2025.02.12 20:00 | s/l | 9 | 0.10 | 160.552 | 160.552 | 158.052 | -74.70 | 1255.52 |
| 29 | 2025.02.13 04:00 | sell | 10 | 0.10 | 160.704 | 0.000 | 0.000 | ||
| 30 | 2025.02.13 04:00 | modify | 10 | 0.10 | 160.704 | 161.804 | 159.304 | ||
| 31 | 2025.02.13 20:00 | t/p | 10 | 0.10 | 159.304 | 161.804 | 159.304 | 95.07 | 1350.59 |
| 32 | 2025.02.19 16:00 | buy | 11 | 0.10 | 157.870 | 0.000 | 0.000 | ||
| 33 | 2025.02.19 16:00 | modify | 11 | 0.10 | 157.870 | 156.770 | 159.270 | ||
| 34 | 2025.02.20 08:00 | s/l | 11 | 0.10 | 156.770 | 156.770 | 159.270 | -73.98 | 1276.60 |
| 35 | 2025.03.18 04:00 | sell | 12 | 0.10 | 163.294 | 0.000 | 0.000 | ||
| 36 | 2025.03.18 04:00 | modify | 12 | 0.10 | 163.294 | 164.394 | 161.894 | ||
| 37 | 2025.03.20 04:00 | t/p | 12 | 0.10 | 161.894 | 164.394 | 161.894 | 91.22 | 1367.83 |
| 38 | 2025.05.02 08:00 | sell | 13 | 0.10 | 164.422 | 0.000 | 0.000 | ||
| 39 | 2025.05.02 08:00 | modify | 13 | 0.10 | 164.422 | 165.522 | 163.022 | ||
| 40 | 2025.05.05 16:00 | t/p | 13 | 0.10 | 163.022 | 165.522 | 163.022 | 94.10 | 1461.92 |
| 41 | 2025.05.06 12:00 | buy | 14 | 0.10 | 161.759 | 0.000 | 0.000 | ||
| 42 | 2025.05.06 12:00 | modify | 14 | 0.10 | 161.759 | 160.659 | 163.159 | ||
| 43 | 2025.05.08 12:00 | t/p | 14 | 0.10 | 163.159 | 160.659 | 163.159 | 96.04 | 1557.96 |
| 44 | 2025.06.23 08:00 | sell | 15 | 0.10 | 169.400 | 0.000 | 0.000 | ||
| 45 | 2025.06.23 08:00 | modify | 15 | 0.10 | 169.400 | 170.500 | 168.000 | ||
| 46 | 2025.06.24 16:00 | t/p | 15 | 0.10 | 168.000 | 170.500 | 168.000 | 94.11 | 1652.07 |
| 47 | 2025.07.15 08:00 | sell | 16 | 0.10 | 172.706 | 0.000 | 0.000 | ||
| 48 | 2025.07.15 08:00 | modify | 16 | 0.10 | 172.706 | 173.806 | 171.306 | ||
| 49 | 2025.07.28 00:00 | s/l | 16 | 0.10 | 173.806 | 173.806 | 171.306 | -87.19 | 1564.87 |
| 50 | 2025.07.29 16:00 | buy | 17 | 0.10 | 171.385 | 0.000 | 0.000 | ||
| 51 | 2025.07.29 16:00 | modify | 17 | 0.10 | 171.385 | 170.285 | 172.785 | ||
| 52 | 2025.07.31 04:00 | s/l | 17 | 0.10 | 170.285 | 170.285 | 172.785 | -73.74 | 1491.13 |
| 53 | 2025.08.07 04:00 | sell | 18 | 0.10 | 172.071 | 0.000 | 0.000 | ||
| 54 | 2025.08.07 04:00 | modify | 18 | 0.10 | 172.071 | 173.171 | 170.671 | ||
| 55 | 2025.08.14 04:00 | sell | 19 | 0.10 | 171.509 | 0.000 | 0.000 | ||
| 56 | 2025.08.14 04:00 | modify | 19 | 0.10 | 171.509 | 172.001 | 170.671 | ||
| 57 | 2025.08.14 04:00 | modify | 18 | 0.10 | 172.071 | 172.001 | 170.671 | ||
| 58 | 2025.08.14 16:00 | s/l | 18 | 0.10 | 172.001 | 172.001 | 170.671 | -1.97 | 1489.16 |
| 59 | 2025.08.14 16:00 | s/l | 19 | 0.10 | 172.001 | 172.001 | 170.671 | -33.41 | 1455.75 |