Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | USDJPY (US Dollar 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=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 834.55 | Gross profit | 1138.04 | Gross loss | -303.49 |
| Profit factor | 3.75 | Expected payoff | 33.38 | ||
| Absolute drawdown | 7.38 | Maximal drawdown | 198.97 (13.19%) | Relative drawdown | 13.19% (198.97) |
| Total trades | 25 | Short positions (won %) | 12 (83.33%) | Long positions (won %) | 13 (61.54%) |
| Profit trades (% of total) | 18 (72.00%) | Loss trades (% of total) | 7 (28.00%) | ||
| Largest | profit trade | 98.80 | loss trade | -94.74 | |
| Average | profit trade | 63.22 | loss trade | -43.36 | |
| Maximum | consecutive wins (profit in money) | 4 (260.75) | consecutive losses (loss in money) | 2 (-122.22) | |
| Maximal | consecutive profit (count of wins) | 281.01 (3) | consecutive loss (count of losses) | -122.22 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.20 11:00 | sell | 1 | 0.10 | 155.749 | 0.000 | 0.000 | ||
| 2 | 2024.11.20 11:00 | modify | 1 | 0.10 | 155.749 | 157.049 | 154.349 | ||
| 3 | 2024.11.21 03:00 | sell | 2 | 0.10 | 154.957 | 0.000 | 0.000 | ||
| 4 | 2024.11.21 03:00 | modify | 2 | 0.10 | 154.957 | 155.399 | 154.349 | ||
| 5 | 2024.11.21 03:00 | modify | 1 | 0.10 | 155.749 | 155.399 | 154.349 | ||
| 6 | 2024.11.21 07:00 | sell | 3 | 0.10 | 154.760 | 0.000 | 0.000 | ||
| 7 | 2024.11.21 07:00 | modify | 3 | 0.10 | 154.760 | 155.189 | 154.349 | ||
| 8 | 2024.11.21 07:00 | modify | 2 | 0.10 | 154.957 | 155.189 | 154.349 | ||
| 9 | 2024.11.21 07:00 | modify | 1 | 0.10 | 155.749 | 155.189 | 154.349 | ||
| 10 | 2024.11.21 10:00 | t/p | 1 | 0.10 | 154.349 | 155.189 | 154.349 | 86.50 | 1086.50 |
| 11 | 2024.11.21 10:00 | t/p | 2 | 0.10 | 154.349 | 155.189 | 154.349 | 39.38 | 1125.88 |
| 12 | 2024.11.21 10:00 | t/p | 3 | 0.10 | 154.349 | 155.189 | 154.349 | 26.62 | 1152.50 |
| 13 | 2024.11.27 12:00 | buy | 4 | 0.10 | 151.515 | 0.000 | 0.000 | ||
| 14 | 2024.11.27 12:00 | modify | 4 | 0.10 | 151.515 | 150.215 | 152.915 | ||
| 15 | 2024.11.29 02:00 | s/l | 4 | 0.10 | 150.215 | 150.215 | 152.915 | -84.51 | 1067.99 |
| 16 | 2024.12.19 18:00 | sell | 5 | 0.10 | 157.695 | 0.000 | 0.000 | ||
| 17 | 2024.12.19 18:00 | modify | 5 | 0.10 | 157.695 | 158.995 | 156.295 | ||
| 18 | 2024.12.20 02:00 | sell | 6 | 0.10 | 157.275 | 0.000 | 0.000 | ||
| 19 | 2024.12.20 02:00 | modify | 6 | 0.10 | 157.275 | 157.555 | 156.295 | ||
| 20 | 2024.12.20 02:00 | modify | 5 | 0.10 | 157.695 | 157.555 | 156.295 | ||
| 21 | 2024.12.20 17:00 | t/p | 5 | 0.10 | 156.295 | 157.555 | 156.295 | 88.27 | 1156.27 |
| 22 | 2024.12.20 17:00 | t/p | 6 | 0.10 | 156.295 | 157.555 | 156.295 | 62.76 | 1219.03 |
| 23 | 2025.04.21 07:00 | buy | 7 | 0.10 | 140.788 | 0.000 | 0.000 | ||
| 24 | 2025.04.21 07:00 | modify | 7 | 0.10 | 140.788 | 139.488 | 142.188 | ||
| 25 | 2025.04.22 22:00 | t/p | 7 | 0.10 | 142.188 | 139.488 | 142.188 | 98.80 | 1317.83 |
| 26 | 2025.04.28 18:00 | buy | 8 | 0.10 | 142.390 | 0.000 | 0.000 | ||
| 27 | 2025.04.28 18:00 | modify | 8 | 0.10 | 142.390 | 141.090 | 143.790 | ||
| 28 | 2025.04.30 08:00 | buy | 9 | 0.10 | 142.835 | 0.000 | 0.000 | ||
| 29 | 2025.04.30 08:00 | modify | 9 | 0.10 | 142.835 | 142.530 | 143.790 | ||
| 30 | 2025.04.30 08:00 | modify | 8 | 0.10 | 142.390 | 142.530 | 143.790 | ||
| 31 | 2025.04.30 16:00 | s/l | 8 | 0.10 | 142.530 | 142.530 | 143.790 | 10.92 | 1328.74 |
| 32 | 2025.04.30 16:00 | s/l | 9 | 0.10 | 142.530 | 142.530 | 143.790 | -21.38 | 1307.36 |
| 33 | 2025.05.12 09:00 | sell | 10 | 0.10 | 147.754 | 0.000 | 0.000 | ||
| 34 | 2025.05.12 09:00 | modify | 10 | 0.10 | 147.754 | 149.054 | 146.354 | ||
| 35 | 2025.05.14 08:00 | sell | 11 | 0.10 | 146.977 | 0.000 | 0.000 | ||
| 36 | 2025.05.14 08:00 | modify | 11 | 0.10 | 146.977 | 147.404 | 146.354 | ||
| 37 | 2025.05.14 08:00 | modify | 10 | 0.10 | 147.754 | 147.404 | 146.354 | ||
| 38 | 2025.05.14 09:00 | t/p | 10 | 0.10 | 146.354 | 147.404 | 146.354 | 92.95 | 1400.31 |
| 39 | 2025.05.14 09:00 | t/p | 11 | 0.10 | 146.354 | 147.404 | 146.354 | 42.60 | 1442.91 |
| 40 | 2025.05.14 11:00 | buy | 12 | 0.10 | 145.952 | 0.000 | 0.000 | ||
| 41 | 2025.05.14 11:00 | modify | 12 | 0.10 | 145.952 | 144.652 | 147.352 | ||
| 42 | 2025.05.14 17:00 | buy | 13 | 0.10 | 146.728 | 0.000 | 0.000 | ||
| 43 | 2025.05.14 17:00 | modify | 13 | 0.10 | 146.728 | 146.302 | 147.352 | ||
| 44 | 2025.05.14 17:00 | modify | 12 | 0.10 | 145.952 | 146.302 | 147.352 | ||
| 45 | 2025.05.15 01:00 | s/l | 12 | 0.10 | 146.302 | 146.302 | 147.352 | 25.59 | 1468.49 |
| 46 | 2025.05.15 01:00 | s/l | 13 | 0.10 | 146.302 | 146.302 | 147.352 | -27.48 | 1441.01 |
| 47 | 2025.05.27 16:00 | sell | 14 | 0.10 | 144.380 | 0.000 | 0.000 | ||
| 48 | 2025.05.27 16:00 | modify | 14 | 0.10 | 144.380 | 145.680 | 142.980 | ||
| 49 | 2025.05.29 00:00 | s/l | 14 | 0.10 | 145.680 | 145.680 | 142.980 | -94.74 | 1346.27 |
| 50 | 2025.06.02 09:00 | buy | 15 | 0.10 | 142.959 | 0.000 | 0.000 | ||
| 51 | 2025.06.02 09:00 | modify | 15 | 0.10 | 142.959 | 141.659 | 144.359 | ||
| 52 | 2025.06.03 16:00 | buy | 16 | 0.10 | 143.968 | 0.000 | 0.000 | ||
| 53 | 2025.06.03 16:00 | modify | 16 | 0.10 | 143.968 | 143.519 | 144.359 | ||
| 54 | 2025.06.03 16:00 | modify | 15 | 0.10 | 142.959 | 143.519 | 144.359 | ||
| 55 | 2025.06.04 06:00 | t/p | 15 | 0.10 | 144.359 | 143.519 | 144.359 | 98.18 | 1444.45 |
| 56 | 2025.06.04 06:00 | t/p | 16 | 0.10 | 144.359 | 143.519 | 144.359 | 27.66 | 1472.11 |
| 57 | 2025.06.06 15:00 | sell | 17 | 0.10 | 144.899 | 0.000 | 0.000 | ||
| 58 | 2025.06.06 15:00 | modify | 17 | 0.10 | 144.899 | 146.199 | 143.499 | ||
| 59 | 2025.06.09 10:00 | sell | 18 | 0.10 | 144.103 | 0.000 | 0.000 | ||
| 60 | 2025.06.09 10:00 | modify | 18 | 0.10 | 144.103 | 144.549 | 143.499 | ||
| 61 | 2025.06.09 10:00 | modify | 17 | 0.10 | 144.899 | 144.549 | 143.499 | ||
| 62 | 2025.06.09 12:00 | s/l | 17 | 0.10 | 144.549 | 144.549 | 143.499 | 22.83 | 1494.94 |
| 63 | 2025.06.09 12:00 | s/l | 18 | 0.10 | 144.549 | 144.549 | 143.499 | -30.86 | 1464.08 |
| 64 | 2025.07.15 16:00 | sell | 19 | 0.10 | 148.757 | 0.000 | 0.000 | ||
| 65 | 2025.07.15 16:00 | modify | 19 | 0.10 | 148.757 | 150.057 | 147.357 | ||
| 66 | 2025.07.16 16:00 | t/p | 19 | 0.10 | 147.357 | 150.057 | 147.357 | 93.12 | 1557.20 |
| 67 | 2025.07.22 17:00 | buy | 20 | 0.10 | 146.454 | 0.000 | 0.000 | ||
| 68 | 2025.07.22 17:00 | modify | 20 | 0.10 | 146.454 | 145.154 | 147.854 | ||
| 69 | 2025.07.25 01:00 | buy | 21 | 0.10 | 147.238 | 0.000 | 0.000 | ||
| 70 | 2025.07.25 01:00 | modify | 21 | 0.10 | 147.238 | 146.804 | 147.854 | ||
| 71 | 2025.07.25 01:00 | modify | 20 | 0.10 | 146.454 | 146.804 | 147.854 | ||
| 72 | 2025.07.25 03:00 | buy | 22 | 0.10 | 147.444 | 0.000 | 0.000 | ||
| 73 | 2025.07.25 03:00 | modify | 22 | 0.10 | 147.444 | 147.014 | 147.854 | ||
| 74 | 2025.07.25 03:00 | modify | 21 | 0.10 | 147.238 | 147.014 | 147.854 | ||
| 75 | 2025.07.25 03:00 | modify | 20 | 0.10 | 146.454 | 147.014 | 147.854 | ||
| 76 | 2025.07.25 06:00 | s/l | 20 | 0.10 | 147.014 | 147.014 | 147.854 | 40.85 | 1598.06 |
| 77 | 2025.07.25 06:00 | s/l | 21 | 0.10 | 147.014 | 147.014 | 147.854 | -15.25 | 1582.81 |
| 78 | 2025.07.25 06:00 | s/l | 22 | 0.10 | 147.014 | 147.014 | 147.854 | -29.27 | 1553.54 |
| 79 | 2025.09.05 15:00 | buy | 23 | 0.10 | 147.107 | 0.000 | 0.000 | ||
| 80 | 2025.09.05 15:00 | modify | 23 | 0.10 | 147.107 | 145.807 | 148.507 | ||
| 81 | 2025.09.08 01:00 | t/p | 23 | 0.10 | 148.507 | 145.807 | 148.507 | 94.93 | 1648.47 |
| 82 | 2025.09.25 18:00 | sell | 24 | 0.10 | 149.805 | 0.000 | 0.000 | ||
| 83 | 2025.09.25 18:00 | modify | 24 | 0.10 | 149.805 | 151.105 | 148.405 | ||
| 84 | 2025.09.30 06:00 | t/p | 24 | 0.10 | 148.405 | 151.105 | 148.405 | 90.24 | 1738.71 |
| 85 | 2025.10.01 09:00 | buy | 25 | 0.10 | 147.183 | 0.000 | 0.000 | ||
| 86 | 2025.10.01 09:00 | modify | 25 | 0.10 | 147.183 | 145.883 | 148.583 | ||
| 87 | 2025.10.05 21:00 | t/p | 25 | 0.10 | 148.583 | 145.883 | 148.583 | 95.84 | 1834.55 |