Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2024.11.01 00:00 - 2025.10.31 20:59 (2024.11.01 - 2025.11.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; IT_TakeProfit=150; 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=40; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=60; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; 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 | 7220 | Ticks modelled | 13440 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1009.73 | Gross profit | 1384.96 | Gross loss | -375.23 |
| Profit factor | 3.69 | Expected payoff | 27.29 | ||
| Absolute drawdown | 77.39 | Maximal drawdown | 144.70 (13.56%) | Relative drawdown | 13.56% (144.70) |
| Total trades | 37 | Short positions (won %) | 19 (68.42%) | Long positions (won %) | 18 (55.56%) |
| Profit trades (% of total) | 23 (62.16%) | Loss trades (% of total) | 14 (37.84%) | ||
| Largest | profit trade | 98.32 | loss trade | -35.47 | |
| Average | profit trade | 60.22 | loss trade | -26.80 | |
| Maximum | consecutive wins (profit in money) | 5 (259.94) | consecutive losses (loss in money) | 4 (-94.46) | |
| Maximal | consecutive profit (count of wins) | 294.00 (4) | consecutive loss (count of losses) | -94.46 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.08 18:00 | buy | 1 | 0.10 | 163.504 | 0.000 | 0.000 | ||
| 2 | 2024.11.08 18:00 | modify | 1 | 0.10 | 163.504 | 163.104 | 165.004 | ||
| 3 | 2024.11.11 09:00 | buy | 2 | 0.10 | 164.355 | 0.000 | 0.000 | ||
| 4 | 2024.11.11 09:00 | modify | 2 | 0.10 | 164.355 | 164.104 | 165.004 | ||
| 5 | 2024.11.11 09:00 | modify | 1 | 0.10 | 163.504 | 164.104 | 165.004 | ||
| 6 | 2024.11.11 10:00 | s/l | 1 | 0.10 | 164.104 | 164.104 | 165.004 | 39.19 | 1039.19 |
| 7 | 2024.11.11 10:00 | s/l | 2 | 0.10 | 164.104 | 164.104 | 165.004 | -16.30 | 1022.89 |
| 8 | 2024.11.20 18:00 | buy | 3 | 0.10 | 163.503 | 0.000 | 0.000 | ||
| 9 | 2024.11.20 18:00 | modify | 3 | 0.10 | 163.503 | 163.103 | 165.003 | ||
| 10 | 2024.11.21 07:00 | s/l | 3 | 0.10 | 163.103 | 163.103 | 165.003 | -25.29 | 997.59 |
| 11 | 2024.11.21 11:00 | buy | 4 | 0.10 | 162.468 | 0.000 | 0.000 | ||
| 12 | 2024.11.21 11:00 | modify | 4 | 0.10 | 162.468 | 162.068 | 163.968 | ||
| 13 | 2024.11.21 15:00 | s/l | 4 | 0.10 | 162.068 | 162.068 | 163.968 | -25.97 | 971.62 |
| 14 | 2024.12.05 15:00 | sell | 5 | 0.10 | 159.143 | 0.000 | 0.000 | ||
| 15 | 2024.12.05 15:00 | modify | 5 | 0.10 | 159.143 | 159.543 | 157.643 | ||
| 16 | 2024.12.06 14:00 | s/l | 5 | 0.10 | 159.543 | 159.543 | 157.643 | -26.90 | 944.72 |
| 17 | 2024.12.06 18:00 | buy | 6 | 0.10 | 158.250 | 0.000 | 0.000 | ||
| 18 | 2024.12.06 18:00 | modify | 6 | 0.10 | 158.250 | 157.850 | 159.750 | ||
| 19 | 2024.12.09 08:00 | buy | 7 | 0.10 | 158.854 | 0.000 | 0.000 | ||
| 20 | 2024.12.09 08:00 | modify | 7 | 0.10 | 158.854 | 158.325 | 159.750 | ||
| 21 | 2024.12.09 08:00 | modify | 6 | 0.10 | 158.250 | 158.325 | 159.750 | ||
| 22 | 2024.12.09 16:00 | t/p | 6 | 0.10 | 159.750 | 158.325 | 159.750 | 97.64 | 1042.36 |
| 23 | 2024.12.09 16:00 | t/p | 7 | 0.10 | 159.750 | 158.325 | 159.750 | 58.19 | 1100.55 |
| 24 | 2024.12.09 17:00 | sell | 8 | 0.10 | 159.861 | 0.000 | 0.000 | ||
| 25 | 2024.12.09 17:00 | modify | 8 | 0.10 | 159.861 | 160.261 | 158.361 | ||
| 26 | 2024.12.11 10:00 | s/l | 8 | 0.10 | 160.261 | 160.261 | 158.361 | -27.81 | 1072.74 |
| 27 | 2025.01.14 17:00 | sell | 9 | 0.10 | 162.551 | 0.000 | 0.000 | ||
| 28 | 2025.01.14 17:00 | modify | 9 | 0.10 | 162.551 | 162.951 | 161.051 | ||
| 29 | 2025.01.15 06:00 | sell | 10 | 0.10 | 161.929 | 0.000 | 0.000 | ||
| 30 | 2025.01.15 06:00 | modify | 10 | 0.10 | 161.929 | 162.476 | 161.051 | ||
| 31 | 2025.01.15 06:00 | modify | 9 | 0.10 | 162.551 | 162.476 | 161.051 | ||
| 32 | 2025.01.15 10:00 | sell | 11 | 0.10 | 161.723 | 0.000 | 0.000 | ||
| 33 | 2025.01.15 10:00 | modify | 11 | 0.10 | 161.723 | 161.951 | 161.051 | ||
| 34 | 2025.01.15 10:00 | modify | 10 | 0.10 | 161.929 | 161.951 | 161.051 | ||
| 35 | 2025.01.15 10:00 | modify | 9 | 0.10 | 162.551 | 161.951 | 161.051 | ||
| 36 | 2025.01.15 17:00 | t/p | 9 | 0.10 | 161.051 | 161.951 | 161.051 | 96.49 | 1169.23 |
| 37 | 2025.01.15 17:00 | t/p | 10 | 0.10 | 161.051 | 161.951 | 161.051 | 57.02 | 1226.25 |
| 38 | 2025.01.15 17:00 | t/p | 11 | 0.10 | 161.051 | 161.951 | 161.051 | 43.64 | 1269.89 |
| 39 | 2025.01.15 18:00 | buy | 12 | 0.10 | 161.050 | 0.000 | 0.000 | ||
| 40 | 2025.01.15 18:00 | modify | 12 | 0.10 | 161.050 | 160.650 | 162.550 | ||
| 41 | 2025.01.16 02:00 | s/l | 12 | 0.10 | 160.650 | 160.650 | 162.550 | -25.29 | 1244.60 |
| 42 | 2025.01.20 16:00 | sell | 13 | 0.10 | 161.923 | 0.000 | 0.000 | ||
| 43 | 2025.01.20 16:00 | modify | 13 | 0.10 | 161.923 | 162.323 | 160.423 | ||
| 44 | 2025.01.22 04:00 | s/l | 13 | 0.10 | 162.323 | 162.323 | 160.423 | -27.82 | 1216.78 |
| 45 | 2025.02.06 15:00 | buy | 14 | 0.10 | 157.645 | 0.000 | 0.000 | ||
| 46 | 2025.02.06 15:00 | modify | 14 | 0.10 | 157.645 | 157.245 | 159.145 | ||
| 47 | 2025.02.06 16:00 | s/l | 14 | 0.10 | 157.245 | 157.245 | 159.145 | -25.98 | 1190.80 |
| 48 | 2025.02.10 16:00 | buy | 15 | 0.10 | 156.425 | 0.000 | 0.000 | ||
| 49 | 2025.02.10 16:00 | modify | 15 | 0.10 | 156.425 | 156.025 | 157.925 | ||
| 50 | 2025.02.11 12:00 | buy | 16 | 0.10 | 157.276 | 0.000 | 0.000 | ||
| 51 | 2025.02.11 12:00 | modify | 16 | 0.10 | 157.276 | 157.025 | 157.925 | ||
| 52 | 2025.02.11 12:00 | modify | 15 | 0.10 | 156.425 | 157.025 | 157.925 | ||
| 53 | 2025.02.11 20:00 | t/p | 15 | 0.10 | 157.925 | 157.025 | 157.925 | 97.64 | 1288.44 |
| 54 | 2025.02.11 20:00 | t/p | 16 | 0.10 | 157.925 | 157.025 | 157.925 | 42.15 | 1330.59 |
| 55 | 2025.02.21 21:00 | buy | 17 | 0.10 | 156.037 | 0.000 | 0.000 | ||
| 56 | 2025.02.21 21:00 | modify | 17 | 0.10 | 156.037 | 155.637 | 157.537 | ||
| 57 | 2025.02.25 06:00 | buy | 18 | 0.10 | 156.877 | 0.000 | 0.000 | ||
| 58 | 2025.02.25 06:00 | modify | 18 | 0.10 | 156.877 | 156.637 | 157.537 | ||
| 59 | 2025.02.25 06:00 | modify | 17 | 0.10 | 156.037 | 156.637 | 157.537 | ||
| 60 | 2025.02.25 08:00 | s/l | 17 | 0.10 | 156.637 | 156.637 | 157.537 | 39.43 | 1370.02 |
| 61 | 2025.02.25 08:00 | s/l | 18 | 0.10 | 156.637 | 156.637 | 157.537 | -15.58 | 1354.44 |
| 62 | 2025.02.27 11:00 | sell | 19 | 0.10 | 157.067 | 0.000 | 0.000 | ||
| 63 | 2025.02.27 11:00 | modify | 19 | 0.10 | 157.067 | 157.467 | 155.567 | ||
| 64 | 2025.02.27 20:00 | sell | 20 | 0.10 | 155.921 | 0.000 | 0.000 | ||
| 65 | 2025.02.27 20:00 | modify | 20 | 0.10 | 155.921 | 156.167 | 155.567 | ||
| 66 | 2025.02.27 20:00 | modify | 19 | 0.10 | 157.067 | 156.167 | 155.567 | ||
| 67 | 2025.02.28 00:00 | t/p | 19 | 0.10 | 155.567 | 156.167 | 155.567 | 96.48 | 1450.92 |
| 68 | 2025.02.28 00:00 | t/p | 20 | 0.10 | 155.567 | 156.167 | 155.567 | 22.06 | 1472.98 |
| 69 | 2025.03.12 11:00 | sell | 21 | 0.10 | 162.152 | 0.000 | 0.000 | ||
| 70 | 2025.03.12 11:00 | modify | 21 | 0.10 | 162.152 | 162.552 | 160.652 | ||
| 71 | 2025.03.13 01:00 | sell | 22 | 0.10 | 161.311 | 0.000 | 0.000 | ||
| 72 | 2025.03.13 01:00 | modify | 22 | 0.10 | 161.311 | 161.552 | 160.652 | ||
| 73 | 2025.03.13 01:00 | modify | 21 | 0.10 | 162.152 | 161.552 | 160.652 | ||
| 74 | 2025.03.13 07:00 | t/p | 21 | 0.10 | 160.652 | 161.552 | 160.652 | 94.65 | 1567.63 |
| 75 | 2025.03.13 07:00 | t/p | 22 | 0.10 | 160.652 | 161.552 | 160.652 | 42.80 | 1610.43 |
| 76 | 2025.03.14 12:00 | sell | 23 | 0.10 | 162.063 | 0.000 | 0.000 | ||
| 77 | 2025.03.14 12:00 | modify | 23 | 0.10 | 162.063 | 162.463 | 160.563 | ||
| 78 | 2025.03.14 16:00 | sell | 24 | 0.10 | 161.456 | 0.000 | 0.000 | ||
| 79 | 2025.03.14 16:00 | modify | 24 | 0.10 | 161.456 | 161.988 | 160.563 | ||
| 80 | 2025.03.14 16:00 | modify | 23 | 0.10 | 162.063 | 161.988 | 160.563 | ||
| 81 | 2025.03.17 05:00 | s/l | 23 | 0.10 | 161.988 | 161.988 | 160.563 | 3.95 | 1614.38 |
| 82 | 2025.03.17 05:00 | s/l | 24 | 0.10 | 161.988 | 161.988 | 160.563 | -35.47 | 1578.91 |
| 83 | 2025.03.25 17:00 | buy | 25 | 0.10 | 161.883 | 0.000 | 0.000 | ||
| 84 | 2025.03.25 17:00 | modify | 25 | 0.10 | 161.883 | 161.483 | 163.383 | ||
| 85 | 2025.03.26 15:00 | buy | 26 | 0.10 | 162.490 | 0.000 | 0.000 | ||
| 86 | 2025.03.26 15:00 | modify | 26 | 0.10 | 162.490 | 161.958 | 163.383 | ||
| 87 | 2025.03.26 15:00 | modify | 25 | 0.10 | 161.883 | 161.958 | 163.383 | ||
| 88 | 2025.03.26 18:00 | s/l | 25 | 0.10 | 161.958 | 161.958 | 163.383 | 5.10 | 1584.01 |
| 89 | 2025.03.26 18:00 | s/l | 26 | 0.10 | 161.958 | 161.958 | 163.383 | -34.55 | 1549.46 |
| 90 | 2025.05.19 11:00 | sell | 27 | 0.10 | 163.308 | 0.000 | 0.000 | ||
| 91 | 2025.05.19 11:00 | modify | 27 | 0.10 | 163.308 | 163.708 | 161.808 | ||
| 92 | 2025.05.21 06:00 | sell | 28 | 0.10 | 162.688 | 0.000 | 0.000 | ||
| 93 | 2025.05.21 06:00 | modify | 28 | 0.10 | 162.688 | 163.233 | 161.808 | ||
| 94 | 2025.05.21 06:00 | modify | 27 | 0.10 | 163.308 | 163.233 | 161.808 | ||
| 95 | 2025.05.21 09:00 | s/l | 27 | 0.10 | 163.233 | 163.233 | 161.808 | 3.03 | 1552.49 |
| 96 | 2025.05.21 09:00 | s/l | 28 | 0.10 | 163.233 | 163.233 | 161.808 | -35.39 | 1517.10 |
| 97 | 2025.06.04 18:00 | buy | 29 | 0.10 | 163.145 | 0.000 | 0.000 | ||
| 98 | 2025.06.04 18:00 | modify | 29 | 0.10 | 163.145 | 162.745 | 164.645 | ||
| 99 | 2025.06.05 16:00 | t/p | 29 | 0.10 | 164.645 | 162.745 | 164.645 | 98.10 | 1615.20 |
| 100 | 2025.06.23 11:00 | sell | 30 | 0.10 | 169.621 | 0.000 | 0.000 | ||
| 101 | 2025.06.23 11:00 | modify | 30 | 0.10 | 169.621 | 170.021 | 168.121 | ||
| 102 | 2025.06.23 15:00 | sell | 31 | 0.10 | 169.000 | 0.000 | 0.000 | ||
| 103 | 2025.06.23 15:00 | modify | 31 | 0.10 | 169.000 | 169.546 | 168.121 | ||
| 104 | 2025.06.23 15:00 | modify | 30 | 0.10 | 169.621 | 169.546 | 168.121 | ||
| 105 | 2025.06.24 03:00 | sell | 32 | 0.10 | 168.787 | 0.000 | 0.000 | ||
| 106 | 2025.06.24 03:00 | modify | 32 | 0.10 | 168.787 | 169.021 | 168.121 | ||
| 107 | 2025.06.24 03:00 | modify | 31 | 0.10 | 169.000 | 169.021 | 168.121 | ||
| 108 | 2025.06.24 03:00 | modify | 30 | 0.10 | 169.621 | 169.021 | 168.121 | ||
| 109 | 2025.06.24 09:00 | t/p | 30 | 0.10 | 168.121 | 169.021 | 168.121 | 96.49 | 1711.69 |
| 110 | 2025.06.24 09:00 | t/p | 31 | 0.10 | 168.121 | 169.021 | 168.121 | 56.16 | 1767.85 |
| 111 | 2025.06.24 09:00 | t/p | 32 | 0.10 | 168.121 | 169.021 | 168.121 | 43.25 | 1811.10 |
| 112 | 2025.07.28 15:00 | buy | 33 | 0.10 | 172.582 | 0.000 | 0.000 | ||
| 113 | 2025.07.28 15:00 | modify | 33 | 0.10 | 172.582 | 172.182 | 174.082 | ||
| 114 | 2025.07.28 18:00 | s/l | 33 | 0.10 | 172.182 | 172.182 | 174.082 | -25.98 | 1785.12 |
| 115 | 2025.07.31 16:00 | sell | 34 | 0.10 | 172.144 | 0.000 | 0.000 | ||
| 116 | 2025.07.31 16:00 | modify | 34 | 0.10 | 172.144 | 172.544 | 170.644 | ||
| 117 | 2025.08.01 17:00 | t/p | 34 | 0.10 | 170.644 | 172.544 | 170.644 | 96.49 | 1881.61 |
| 118 | 2025.10.01 12:00 | buy | 35 | 0.10 | 172.523 | 0.000 | 0.000 | ||
| 119 | 2025.10.01 12:00 | modify | 35 | 0.10 | 172.523 | 172.123 | 174.023 | ||
| 120 | 2025.10.03 03:00 | buy | 36 | 0.10 | 173.150 | 0.000 | 0.000 | ||
| 121 | 2025.10.03 03:00 | modify | 36 | 0.10 | 173.150 | 172.598 | 174.023 | ||
| 122 | 2025.10.03 03:00 | modify | 35 | 0.10 | 172.523 | 172.598 | 174.023 | ||
| 123 | 2025.10.05 21:00 | t/p | 35 | 0.10 | 174.023 | 172.598 | 174.023 | 98.32 | 1979.93 |
| 124 | 2025.10.05 21:00 | t/p | 36 | 0.10 | 174.023 | 172.598 | 174.023 | 56.69 | 2036.62 |
| 125 | 2025.10.07 20:00 | sell | 37 | 0.10 | 176.974 | 0.000 | 0.000 | ||
| 126 | 2025.10.07 20:00 | modify | 37 | 0.10 | 176.974 | 177.374 | 175.474 | ||
| 127 | 2025.10.08 01:00 | s/l | 37 | 0.10 | 177.374 | 177.374 | 175.474 | -26.89 | 2009.73 |