Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.11.01 00:00 - 2025.10.31 20:00 (2024.11.01 - 2025.11.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=9; 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=120; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=16; 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 | 1910 | Ticks modelled | 51035072 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 452.07 | Gross profit | 519.87 | Gross loss | -67.80 |
| Profit factor | 7.67 | Expected payoff | 30.14 | ||
| Absolute drawdown | 34.36 | Maximal drawdown | 117.09 (9.27%) | Relative drawdown | 9.27% (117.09) |
| Total trades | 15 | Short positions (won %) | 9 (66.67%) | Long positions (won %) | 6 (100.00%) |
| Profit trades (% of total) | 12 (80.00%) | Loss trades (% of total) | 3 (20.00%) | ||
| Largest | profit trade | 84.65 | loss trade | -29.55 | |
| Average | profit trade | 43.32 | loss trade | -22.60 | |
| Maximum | consecutive wins (profit in money) | 7 (326.24) | consecutive losses (loss in money) | 2 (-42.41) | |
| Maximal | consecutive profit (count of wins) | 326.24 (7) | consecutive loss (count of losses) | -42.41 (2) | |
| Average | consecutive wins | 6 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.02.20 12:00 | buy | 1 | 0.10 | 156.840 | 0.000 | 0.000 | ||
| 2 | 2025.02.20 12:00 | modify | 1 | 0.10 | 156.840 | 155.640 | 158.140 | ||
| 3 | 2025.02.21 01:04 | buy | 2 | 0.10 | 157.365 | 0.000 | 0.000 | ||
| 4 | 2025.02.21 01:04 | modify | 2 | 0.10 | 157.365 | 156.970 | 158.140 | ||
| 5 | 2025.02.21 01:04 | modify | 1 | 0.10 | 156.840 | 156.970 | 158.140 | ||
| 6 | 2025.02.21 01:39 | buy | 3 | 0.10 | 157.624 | 0.000 | 0.000 | ||
| 7 | 2025.02.21 01:39 | modify | 3 | 0.10 | 157.624 | 157.165 | 158.140 | ||
| 8 | 2025.02.21 01:39 | modify | 2 | 0.10 | 157.365 | 157.165 | 158.140 | ||
| 9 | 2025.02.21 01:39 | modify | 1 | 0.10 | 156.840 | 157.165 | 158.140 | ||
| 10 | 2025.02.21 02:28 | buy | 4 | 0.10 | 157.883 | 0.000 | 0.000 | ||
| 11 | 2025.02.21 02:28 | modify | 4 | 0.10 | 157.883 | 157.360 | 158.140 | ||
| 12 | 2025.02.21 02:28 | modify | 3 | 0.10 | 157.624 | 157.360 | 158.140 | ||
| 13 | 2025.02.21 02:28 | modify | 2 | 0.10 | 157.365 | 157.360 | 158.140 | ||
| 14 | 2025.02.21 02:28 | modify | 1 | 0.10 | 156.840 | 157.360 | 158.140 | ||
| 15 | 2025.02.21 02:32 | t/p | 1 | 0.10 | 158.140 | 157.360 | 158.140 | 84.65 | 1084.65 |
| 16 | 2025.02.21 02:32 | t/p | 2 | 0.10 | 158.140 | 157.360 | 158.140 | 50.33 | 1134.98 |
| 17 | 2025.02.21 02:32 | t/p | 3 | 0.10 | 158.140 | 157.360 | 158.140 | 33.51 | 1168.49 |
| 18 | 2025.02.21 02:32 | t/p | 4 | 0.10 | 158.140 | 157.360 | 158.140 | 16.69 | 1185.18 |
| 19 | 2025.06.23 12:00 | sell | 5 | 0.10 | 169.325 | 0.000 | 0.000 | ||
| 20 | 2025.06.23 12:00 | modify | 5 | 0.10 | 169.325 | 170.525 | 168.025 | ||
| 21 | 2025.06.23 16:31 | sell | 6 | 0.10 | 168.804 | 0.000 | 0.000 | ||
| 22 | 2025.06.23 16:31 | modify | 6 | 0.10 | 168.804 | 169.195 | 168.025 | ||
| 23 | 2025.06.23 16:31 | modify | 5 | 0.10 | 169.325 | 169.195 | 168.025 | ||
| 24 | 2025.06.23 17:16 | s/l | 5 | 0.10 | 169.195 | 169.195 | 168.025 | 8.45 | 1193.63 |
| 25 | 2025.06.23 17:16 | s/l | 6 | 0.10 | 169.195 | 169.195 | 168.025 | -25.39 | 1168.24 |
| 26 | 2025.07.09 04:00 | sell | 7 | 0.10 | 172.167 | 0.000 | 0.000 | ||
| 27 | 2025.07.09 04:00 | modify | 7 | 0.10 | 172.167 | 173.367 | 170.867 | ||
| 28 | 2025.07.09 09:26 | sell | 8 | 0.10 | 171.646 | 0.000 | 0.000 | ||
| 29 | 2025.07.09 09:26 | modify | 8 | 0.10 | 171.646 | 172.037 | 170.867 | ||
| 30 | 2025.07.09 09:26 | modify | 7 | 0.10 | 172.167 | 172.037 | 170.867 | ||
| 31 | 2025.07.09 14:01 | sell | 9 | 0.10 | 171.387 | 0.000 | 0.000 | ||
| 32 | 2025.07.09 14:01 | modify | 9 | 0.10 | 171.387 | 171.842 | 170.867 | ||
| 33 | 2025.07.09 14:01 | modify | 8 | 0.10 | 171.646 | 171.842 | 170.867 | ||
| 34 | 2025.07.09 14:01 | modify | 7 | 0.10 | 172.167 | 171.842 | 170.867 | ||
| 35 | 2025.07.10 14:55 | sell | 10 | 0.10 | 171.124 | 0.000 | 0.000 | ||
| 36 | 2025.07.10 14:55 | modify | 10 | 0.10 | 171.124 | 171.647 | 170.867 | ||
| 37 | 2025.07.10 14:55 | modify | 9 | 0.10 | 171.387 | 171.647 | 170.867 | ||
| 38 | 2025.07.10 14:55 | modify | 8 | 0.10 | 171.646 | 171.647 | 170.867 | ||
| 39 | 2025.07.10 14:55 | modify | 7 | 0.10 | 172.167 | 171.647 | 170.867 | ||
| 40 | 2025.07.11 00:22 | t/p | 7 | 0.10 | 170.867 | 171.647 | 170.867 | 80.74 | 1248.98 |
| 41 | 2025.07.11 00:22 | t/p | 8 | 0.10 | 170.867 | 171.647 | 170.867 | 46.91 | 1295.89 |
| 42 | 2025.07.11 00:22 | t/p | 9 | 0.10 | 170.867 | 171.647 | 170.867 | 30.09 | 1325.99 |
| 43 | 2025.07.11 00:22 | t/p | 10 | 0.10 | 170.867 | 171.647 | 170.867 | 15.77 | 1341.76 |
| 44 | 2025.10.02 00:00 | buy | 11 | 0.10 | 172.632 | 0.000 | 0.000 | ||
| 45 | 2025.10.02 00:00 | modify | 11 | 0.10 | 172.632 | 171.432 | 173.932 | ||
| 46 | 2025.10.03 02:48 | buy | 12 | 0.10 | 173.152 | 0.000 | 0.000 | ||
| 47 | 2025.10.03 02:48 | modify | 12 | 0.10 | 173.152 | 172.762 | 173.932 | ||
| 48 | 2025.10.03 02:48 | modify | 11 | 0.10 | 172.632 | 172.762 | 173.932 | ||
| 49 | 2025.10.05 21:04 | t/p | 11 | 0.10 | 173.932 | 172.762 | 173.932 | 84.65 | 1426.40 |
| 50 | 2025.10.05 21:04 | t/p | 12 | 0.10 | 173.932 | 172.762 | 173.932 | 50.65 | 1477.05 |
| 51 | 2025.10.08 04:00 | sell | 13 | 0.10 | 177.161 | 0.000 | 0.000 | ||
| 52 | 2025.10.08 04:00 | modify | 13 | 0.10 | 177.161 | 178.361 | 175.861 | ||
| 53 | 2025.10.10 06:35 | sell | 14 | 0.10 | 176.638 | 0.000 | 0.000 | ||
| 54 | 2025.10.10 06:35 | modify | 14 | 0.10 | 176.638 | 177.031 | 175.861 | ||
| 55 | 2025.10.10 06:35 | modify | 13 | 0.10 | 177.161 | 177.031 | 175.861 | ||
| 56 | 2025.10.10 06:51 | sell | 15 | 0.10 | 176.381 | 0.000 | 0.000 | ||
| 57 | 2025.10.10 06:51 | modify | 15 | 0.10 | 176.381 | 176.836 | 175.861 | ||
| 58 | 2025.10.10 06:51 | modify | 14 | 0.10 | 176.638 | 176.836 | 175.861 | ||
| 59 | 2025.10.10 06:51 | modify | 13 | 0.10 | 177.161 | 176.836 | 175.861 | ||
| 60 | 2025.10.10 07:14 | s/l | 13 | 0.10 | 176.836 | 176.836 | 175.861 | 17.42 | 1494.48 |
| 61 | 2025.10.10 07:14 | s/l | 14 | 0.10 | 176.836 | 176.836 | 175.861 | -12.86 | 1481.62 |
| 62 | 2025.10.10 07:14 | s/l | 15 | 0.10 | 176.836 | 176.836 | 175.861 | -29.55 | 1452.07 |