Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.11.01 00:00 - 2025.10.31 23:59 (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=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; 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=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 2610 | Ticks modelled | 4220 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 821.40 | Gross profit | 1137.01 | Gross loss | -315.62 |
| Profit factor | 3.60 | Expected payoff | 43.23 | ||
| Absolute drawdown | 60.22 | Maximal drawdown | 95.12 (5.39%) | Relative drawdown | 8.08% (93.98) |
| Total trades | 19 | Short positions (won %) | 13 (76.92%) | Long positions (won %) | 6 (50.00%) |
| Profit trades (% of total) | 13 (68.42%) | Loss trades (% of total) | 6 (31.58%) | ||
| Largest | profit trade | 105.66 | loss trade | -66.00 | |
| Average | profit trade | 87.46 | loss trade | -52.60 | |
| Maximum | consecutive wins (profit in money) | 4 (401.68) | consecutive losses (loss in money) | 1 (-66.00) | |
| Maximal | consecutive profit (count of wins) | 401.68 (4) | consecutive loss (count of losses) | -66.00 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.12.15 20:00 | sell | 1 | 0.10 | 153.573 | 0.000 | 0.000 | ||
| 2 | 2024.12.15 20:00 | modify | 1 | 0.10 | 153.573 | 154.473 | 152.073 | ||
| 3 | 2024.12.16 16:00 | s/l | 1 | 0.10 | 154.473 | 154.473 | 152.073 | -59.73 | 940.27 |
| 4 | 2024.12.26 20:00 | sell | 2 | 0.10 | 157.985 | 0.000 | 0.000 | ||
| 5 | 2024.12.26 20:00 | modify | 2 | 0.10 | 157.985 | 158.885 | 156.485 | ||
| 6 | 2024.12.31 04:00 | t/p | 2 | 0.10 | 156.485 | 158.885 | 156.485 | 91.71 | 1031.98 |
| 7 | 2025.02.03 08:00 | sell | 3 | 0.10 | 155.623 | 0.000 | 0.000 | ||
| 8 | 2025.02.03 08:00 | modify | 3 | 0.10 | 155.623 | 156.523 | 154.123 | ||
| 9 | 2025.02.03 16:00 | t/p | 3 | 0.10 | 154.123 | 156.523 | 154.123 | 96.93 | 1128.91 |
| 10 | 2025.02.05 08:00 | buy | 4 | 0.10 | 153.331 | 0.000 | 0.000 | ||
| 11 | 2025.02.05 08:00 | modify | 4 | 0.10 | 153.331 | 152.431 | 154.831 | ||
| 12 | 2025.02.05 16:00 | s/l | 4 | 0.10 | 152.431 | 152.431 | 154.831 | -59.16 | 1069.75 |
| 13 | 2025.02.12 20:00 | sell | 5 | 0.10 | 154.426 | 0.000 | 0.000 | ||
| 14 | 2025.02.12 20:00 | modify | 5 | 0.10 | 154.426 | 155.326 | 152.926 | ||
| 15 | 2025.02.13 20:00 | t/p | 5 | 0.10 | 152.926 | 155.326 | 152.926 | 93.90 | 1163.65 |
| 16 | 2025.02.14 20:00 | buy | 6 | 0.10 | 152.240 | 0.000 | 0.000 | ||
| 17 | 2025.02.14 20:00 | modify | 6 | 0.10 | 152.240 | 151.340 | 153.740 | ||
| 18 | 2025.02.17 16:00 | s/l | 6 | 0.10 | 151.340 | 151.340 | 153.740 | -58.91 | 1104.74 |
| 19 | 2025.03.24 20:00 | sell | 7 | 0.10 | 150.643 | 0.000 | 0.000 | ||
| 20 | 2025.03.24 20:00 | modify | 7 | 0.10 | 150.643 | 151.543 | 149.143 | ||
| 21 | 2025.03.31 04:00 | t/p | 7 | 0.10 | 149.143 | 151.543 | 149.143 | 91.00 | 1195.74 |
| 22 | 2025.04.22 08:00 | buy | 8 | 0.10 | 140.312 | 0.000 | 0.000 | ||
| 23 | 2025.04.22 08:00 | modify | 8 | 0.10 | 140.312 | 139.412 | 141.812 | ||
| 24 | 2025.04.23 00:00 | t/p | 8 | 0.10 | 141.812 | 139.412 | 141.812 | 105.66 | 1301.40 |
| 25 | 2025.05.12 12:00 | sell | 9 | 0.10 | 147.880 | 0.000 | 0.000 | ||
| 26 | 2025.05.12 12:00 | modify | 9 | 0.10 | 147.880 | 148.780 | 146.380 | ||
| 27 | 2025.05.14 12:00 | t/p | 9 | 0.10 | 146.380 | 148.780 | 146.380 | 99.83 | 1401.23 |
| 28 | 2025.06.02 16:00 | buy | 10 | 0.10 | 142.802 | 0.000 | 0.000 | ||
| 29 | 2025.06.02 16:00 | modify | 10 | 0.10 | 142.802 | 141.902 | 144.302 | ||
| 30 | 2025.06.04 08:00 | t/p | 10 | 0.10 | 144.302 | 141.902 | 144.302 | 105.20 | 1506.42 |
| 31 | 2025.07.21 20:00 | buy | 11 | 0.10 | 147.388 | 0.000 | 0.000 | ||
| 32 | 2025.07.21 20:00 | modify | 11 | 0.10 | 147.388 | 146.488 | 148.888 | ||
| 33 | 2025.07.22 16:00 | s/l | 11 | 0.10 | 146.488 | 146.488 | 148.888 | -60.94 | 1445.48 |
| 34 | 2025.08.14 08:00 | buy | 12 | 0.10 | 146.581 | 0.000 | 0.000 | ||
| 35 | 2025.08.14 08:00 | modify | 12 | 0.10 | 146.581 | 145.681 | 148.081 | ||
| 36 | 2025.08.19 04:00 | t/p | 12 | 0.10 | 148.081 | 145.681 | 148.081 | 103.12 | 1548.60 |
| 37 | 2025.08.22 08:00 | sell | 13 | 0.10 | 148.602 | 0.000 | 0.000 | ||
| 38 | 2025.08.22 08:00 | modify | 13 | 0.10 | 148.602 | 149.502 | 147.102 | ||
| 39 | 2025.08.22 16:00 | t/p | 13 | 0.10 | 147.102 | 149.502 | 147.102 | 102.14 | 1650.74 |
| 40 | 2025.09.02 12:00 | sell | 14 | 0.10 | 148.619 | 0.000 | 0.000 | ||
| 41 | 2025.09.02 12:00 | modify | 14 | 0.10 | 148.619 | 149.519 | 147.119 | ||
| 42 | 2025.09.05 16:00 | t/p | 14 | 0.10 | 147.119 | 149.519 | 147.119 | 95.20 | 1745.93 |
| 43 | 2025.09.18 20:00 | sell | 15 | 0.10 | 147.951 | 0.000 | 0.000 | ||
| 44 | 2025.09.18 20:00 | modify | 15 | 0.10 | 147.951 | 148.851 | 146.451 | ||
| 45 | 2025.09.24 20:00 | s/l | 15 | 0.10 | 148.851 | 148.851 | 146.451 | -66.00 | 1679.94 |
| 46 | 2025.09.25 20:00 | sell | 16 | 0.10 | 149.770 | 0.000 | 0.000 | ||
| 47 | 2025.09.25 20:00 | modify | 16 | 0.10 | 149.770 | 150.670 | 148.270 | ||
| 48 | 2025.09.30 08:00 | t/p | 16 | 0.10 | 148.270 | 150.670 | 148.270 | 97.14 | 1777.07 |
| 49 | 2025.10.08 20:00 | sell | 17 | 0.10 | 152.706 | 0.000 | 0.000 | ||
| 50 | 2025.10.08 20:00 | modify | 17 | 0.10 | 152.706 | 153.606 | 151.206 | ||
| 51 | 2025.10.10 16:00 | sell | 18 | 0.10 | 151.941 | 0.000 | 0.000 | ||
| 52 | 2025.10.10 16:00 | modify | 18 | 0.10 | 151.941 | 152.556 | 151.206 | ||
| 53 | 2025.10.10 16:00 | sell | 19 | 0.10 | 151.941 | 0.000 | 0.000 | ||
| 54 | 2025.10.10 16:00 | modify | 19 | 0.10 | 151.941 | 152.106 | 151.206 | ||
| 55 | 2025.10.10 16:00 | modify | 17 | 0.10 | 152.706 | 152.106 | 151.206 | ||
| 56 | 2025.10.10 20:00 | s/l | 17 | 0.10 | 152.106 | 152.106 | 151.206 | 34.03 | 1811.11 |
| 57 | 2025.10.10 20:00 | s/l | 19 | 0.10 | 152.106 | 152.106 | 151.206 | -10.88 | 1800.23 |
| 58 | 2025.10.10 20:00 | close | 18 | 0.10 | 151.620 | 152.556 | 151.206 | 21.17 | 1821.40 |