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=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=90; 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=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 744.79 | Gross profit | 1524.69 | Gross loss | -779.90 |
| Profit factor | 1.95 | Expected payoff | 22.57 | ||
| Absolute drawdown | 252.22 | Maximal drawdown | 252.22 (25.22%) | Relative drawdown | 25.22% (252.22) |
| Total trades | 33 | Short positions (won %) | 22 (72.73%) | Long positions (won %) | 11 (36.36%) |
| Profit trades (% of total) | 20 (60.61%) | Loss trades (% of total) | 13 (39.39%) | ||
| Largest | profit trade | 98.65 | loss trade | -66.00 | |
| Average | profit trade | 76.23 | loss trade | -59.99 | |
| Maximum | consecutive wins (profit in money) | 6 (519.39) | consecutive losses (loss in money) | 4 (-234.53) | |
| Maximal | consecutive profit (count of wins) | 519.39 (6) | consecutive loss (count of losses) | -234.53 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.13 00:00 | sell | 1 | 0.10 | 154.656 | 0.000 | 0.000 | ||
| 2 | 2024.11.13 00:00 | modify | 1 | 0.10 | 154.656 | 155.556 | 153.256 | ||
| 3 | 2024.11.13 20:00 | s/l | 1 | 0.10 | 155.556 | 155.556 | 153.256 | -57.85 | 942.15 |
| 4 | 2024.11.17 20:00 | buy | 2 | 0.10 | 154.379 | 0.000 | 0.000 | ||
| 5 | 2024.11.17 20:00 | modify | 2 | 0.10 | 154.379 | 153.479 | 155.779 | ||
| 6 | 2024.11.19 12:00 | s/l | 2 | 0.10 | 153.479 | 153.479 | 155.779 | -57.31 | 884.84 |
| 7 | 2024.11.29 12:00 | buy | 3 | 0.10 | 150.066 | 0.000 | 0.000 | ||
| 8 | 2024.11.29 12:00 | modify | 3 | 0.10 | 150.066 | 149.166 | 151.466 | ||
| 9 | 2024.12.02 20:00 | s/l | 3 | 0.10 | 149.166 | 149.166 | 151.466 | -59.64 | 825.20 |
| 10 | 2024.12.15 20:00 | sell | 4 | 0.10 | 153.573 | 0.000 | 0.000 | ||
| 11 | 2024.12.15 20:00 | modify | 4 | 0.10 | 153.573 | 154.473 | 152.173 | ||
| 12 | 2024.12.16 16:00 | s/l | 4 | 0.10 | 154.473 | 154.473 | 152.173 | -59.73 | 765.47 |
| 13 | 2024.12.19 20:00 | sell | 5 | 0.10 | 157.420 | 0.000 | 0.000 | ||
| 14 | 2024.12.19 20:00 | modify | 5 | 0.10 | 157.420 | 158.320 | 156.020 | ||
| 15 | 2024.12.20 20:00 | t/p | 5 | 0.10 | 156.020 | 158.320 | 156.020 | 88.33 | 853.80 |
| 16 | 2024.12.26 20:00 | sell | 6 | 0.10 | 157.985 | 0.000 | 0.000 | ||
| 17 | 2024.12.26 20:00 | modify | 6 | 0.10 | 157.985 | 158.885 | 156.585 | ||
| 18 | 2024.12.31 00:00 | sell | 7 | 0.10 | 157.005 | 0.000 | 0.000 | ||
| 19 | 2024.12.31 00:00 | modify | 7 | 0.10 | 157.005 | 157.495 | 156.585 | ||
| 20 | 2024.12.31 00:00 | modify | 6 | 0.10 | 157.985 | 157.495 | 156.585 | ||
| 21 | 2024.12.31 04:00 | t/p | 6 | 0.10 | 156.585 | 157.495 | 156.585 | 85.31 | 939.11 |
| 22 | 2024.12.31 04:00 | t/p | 7 | 0.10 | 156.585 | 157.495 | 156.585 | 26.84 | 965.95 |
| 23 | 2025.02.03 08:00 | sell | 8 | 0.10 | 155.623 | 0.000 | 0.000 | ||
| 24 | 2025.02.03 08:00 | modify | 8 | 0.10 | 155.623 | 156.523 | 154.223 | ||
| 25 | 2025.02.03 16:00 | t/p | 8 | 0.10 | 154.223 | 156.523 | 154.223 | 90.47 | 1056.42 |
| 26 | 2025.02.05 08:00 | buy | 9 | 0.10 | 153.331 | 0.000 | 0.000 | ||
| 27 | 2025.02.05 08:00 | modify | 9 | 0.10 | 153.331 | 152.431 | 154.731 | ||
| 28 | 2025.02.05 16:00 | s/l | 9 | 0.10 | 152.431 | 152.431 | 154.731 | -59.16 | 997.26 |
| 29 | 2025.02.12 12:00 | sell | 10 | 0.10 | 153.553 | 0.000 | 0.000 | ||
| 30 | 2025.02.12 12:00 | modify | 10 | 0.10 | 153.553 | 154.453 | 152.153 | ||
| 31 | 2025.02.12 16:00 | s/l | 10 | 0.10 | 154.453 | 154.453 | 152.153 | -58.26 | 939.00 |
| 32 | 2025.02.12 20:00 | sell | 11 | 0.10 | 154.426 | 0.000 | 0.000 | ||
| 33 | 2025.02.12 20:00 | modify | 11 | 0.10 | 154.426 | 155.326 | 153.026 | ||
| 34 | 2025.02.13 12:00 | sell | 12 | 0.10 | 153.842 | 0.000 | 0.000 | ||
| 35 | 2025.02.13 12:00 | modify | 12 | 0.10 | 153.842 | 154.356 | 153.026 | ||
| 36 | 2025.02.13 12:00 | modify | 11 | 0.10 | 154.426 | 154.356 | 153.026 | ||
| 37 | 2025.02.13 20:00 | t/p | 11 | 0.10 | 153.026 | 154.356 | 153.026 | 87.37 | 1026.37 |
| 38 | 2025.02.13 20:00 | t/p | 12 | 0.10 | 153.026 | 154.356 | 153.026 | 53.35 | 1079.72 |
| 39 | 2025.02.14 20:00 | buy | 13 | 0.10 | 152.240 | 0.000 | 0.000 | ||
| 40 | 2025.02.14 20:00 | modify | 13 | 0.10 | 152.240 | 151.340 | 153.640 | ||
| 41 | 2025.02.17 16:00 | s/l | 13 | 0.10 | 151.340 | 151.340 | 153.640 | -58.91 | 1020.81 |
| 42 | 2025.02.20 12:00 | buy | 14 | 0.10 | 150.252 | 0.000 | 0.000 | ||
| 43 | 2025.02.20 12:00 | modify | 14 | 0.10 | 150.252 | 149.352 | 151.652 | ||
| 44 | 2025.02.21 00:00 | s/l | 14 | 0.10 | 149.352 | 149.352 | 151.652 | -59.66 | 961.15 |
| 45 | 2025.03.24 20:00 | sell | 15 | 0.10 | 150.643 | 0.000 | 0.000 | ||
| 46 | 2025.03.24 20:00 | modify | 15 | 0.10 | 150.643 | 151.543 | 149.243 | ||
| 47 | 2025.03.31 04:00 | t/p | 15 | 0.10 | 149.243 | 151.543 | 149.243 | 84.28 | 1045.43 |
| 48 | 2025.04.03 16:00 | buy | 16 | 0.10 | 146.075 | 0.000 | 0.000 | ||
| 49 | 2025.04.03 16:00 | modify | 16 | 0.10 | 146.075 | 145.175 | 147.475 | ||
| 50 | 2025.04.04 12:00 | s/l | 16 | 0.10 | 145.175 | 145.175 | 147.475 | -61.35 | 984.08 |
| 51 | 2025.04.22 08:00 | buy | 17 | 0.10 | 140.312 | 0.000 | 0.000 | ||
| 52 | 2025.04.22 08:00 | modify | 17 | 0.10 | 140.312 | 139.412 | 141.712 | ||
| 53 | 2025.04.23 00:00 | t/p | 17 | 0.10 | 141.712 | 139.412 | 141.712 | 98.65 | 1082.73 |
| 54 | 2025.05.02 00:00 | sell | 18 | 0.10 | 145.406 | 0.000 | 0.000 | ||
| 55 | 2025.05.02 00:00 | modify | 18 | 0.10 | 145.406 | 146.306 | 144.006 | ||
| 56 | 2025.05.02 12:00 | sell | 19 | 0.10 | 144.557 | 0.000 | 0.000 | ||
| 57 | 2025.05.02 12:00 | modify | 19 | 0.10 | 144.557 | 145.056 | 144.006 | ||
| 58 | 2025.05.02 12:00 | modify | 18 | 0.10 | 145.406 | 145.056 | 144.006 | ||
| 59 | 2025.05.02 16:00 | t/p | 18 | 0.10 | 144.006 | 145.056 | 144.006 | 96.85 | 1179.58 |
| 60 | 2025.05.02 16:00 | t/p | 19 | 0.10 | 144.006 | 145.056 | 144.006 | 38.12 | 1217.70 |
| 61 | 2025.05.12 12:00 | sell | 20 | 0.10 | 147.880 | 0.000 | 0.000 | ||
| 62 | 2025.05.12 12:00 | modify | 20 | 0.10 | 147.880 | 148.780 | 146.480 | ||
| 63 | 2025.05.14 12:00 | t/p | 20 | 0.10 | 146.480 | 148.780 | 146.480 | 92.99 | 1310.68 |
| 64 | 2025.06.02 16:00 | buy | 21 | 0.10 | 142.802 | 0.000 | 0.000 | ||
| 65 | 2025.06.02 16:00 | modify | 21 | 0.10 | 142.802 | 141.902 | 144.202 | ||
| 66 | 2025.06.04 04:00 | t/p | 21 | 0.10 | 144.202 | 141.902 | 144.202 | 98.28 | 1408.96 |
| 67 | 2025.07.16 00:00 | sell | 22 | 0.10 | 148.781 | 0.000 | 0.000 | ||
| 68 | 2025.07.16 00:00 | modify | 22 | 0.10 | 148.781 | 149.681 | 147.381 | ||
| 69 | 2025.07.16 16:00 | t/p | 22 | 0.10 | 147.381 | 149.681 | 147.381 | 94.51 | 1503.47 |
| 70 | 2025.07.21 20:00 | buy | 23 | 0.10 | 147.388 | 0.000 | 0.000 | ||
| 71 | 2025.07.21 20:00 | modify | 23 | 0.10 | 147.388 | 146.488 | 148.788 | ||
| 72 | 2025.07.22 16:00 | s/l | 23 | 0.10 | 146.488 | 146.488 | 148.788 | -60.94 | 1442.53 |
| 73 | 2025.08.14 08:00 | buy | 24 | 0.10 | 146.581 | 0.000 | 0.000 | ||
| 74 | 2025.08.14 08:00 | modify | 24 | 0.10 | 146.581 | 145.681 | 147.981 | ||
| 75 | 2025.08.18 12:00 | buy | 25 | 0.10 | 147.579 | 0.000 | 0.000 | ||
| 76 | 2025.08.18 12:00 | modify | 25 | 0.10 | 147.579 | 147.071 | 147.981 | ||
| 77 | 2025.08.18 12:00 | modify | 24 | 0.10 | 146.581 | 147.071 | 147.981 | ||
| 78 | 2025.08.18 16:00 | t/p | 24 | 0.10 | 147.981 | 147.071 | 147.981 | 95.84 | 1538.37 |
| 79 | 2025.08.18 16:00 | t/p | 25 | 0.10 | 147.981 | 147.071 | 147.981 | 27.20 | 1565.57 |
| 80 | 2025.08.22 08:00 | sell | 26 | 0.10 | 148.602 | 0.000 | 0.000 | ||
| 81 | 2025.08.22 08:00 | modify | 26 | 0.10 | 148.602 | 149.502 | 147.202 | ||
| 82 | 2025.08.22 16:00 | t/p | 26 | 0.10 | 147.202 | 149.502 | 147.202 | 95.33 | 1660.90 |
| 83 | 2025.09.02 12:00 | sell | 27 | 0.10 | 148.619 | 0.000 | 0.000 | ||
| 84 | 2025.09.02 12:00 | modify | 27 | 0.10 | 148.619 | 149.519 | 147.219 | ||
| 85 | 2025.09.05 16:00 | t/p | 27 | 0.10 | 147.219 | 149.519 | 147.219 | 88.39 | 1749.28 |
| 86 | 2025.09.18 20:00 | sell | 28 | 0.10 | 147.951 | 0.000 | 0.000 | ||
| 87 | 2025.09.18 20:00 | modify | 28 | 0.10 | 147.951 | 148.851 | 146.551 | ||
| 88 | 2025.09.24 20:00 | s/l | 28 | 0.10 | 148.851 | 148.851 | 146.551 | -66.00 | 1683.28 |
| 89 | 2025.09.25 00:00 | sell | 29 | 0.10 | 148.783 | 0.000 | 0.000 | ||
| 90 | 2025.09.25 00:00 | modify | 29 | 0.10 | 148.783 | 149.683 | 147.383 | ||
| 91 | 2025.09.25 16:00 | s/l | 29 | 0.10 | 149.683 | 149.683 | 147.383 | -60.07 | 1623.21 |
| 92 | 2025.09.25 20:00 | sell | 30 | 0.10 | 149.770 | 0.000 | 0.000 | ||
| 93 | 2025.09.25 20:00 | modify | 30 | 0.10 | 149.770 | 150.670 | 148.370 | ||
| 94 | 2025.09.30 08:00 | t/p | 30 | 0.10 | 148.370 | 150.670 | 148.370 | 90.38 | 1713.59 |
| 95 | 2025.10.06 08:00 | sell | 31 | 0.10 | 150.027 | 0.000 | 0.000 | ||
| 96 | 2025.10.06 08:00 | modify | 31 | 0.10 | 150.027 | 150.927 | 148.627 | ||
| 97 | 2025.10.07 12:00 | s/l | 31 | 0.10 | 150.927 | 150.927 | 148.627 | -61.02 | 1652.58 |
| 98 | 2025.10.08 20:00 | sell | 32 | 0.10 | 152.706 | 0.000 | 0.000 | ||
| 99 | 2025.10.08 20:00 | modify | 32 | 0.10 | 152.706 | 153.606 | 151.306 | ||
| 100 | 2025.10.12 20:00 | t/p | 32 | 0.10 | 151.306 | 153.606 | 151.306 | 86.65 | 1739.23 |
| 101 | 2025.10.30 20:00 | sell | 33 | 0.10 | 154.073 | 0.000 | 0.000 | ||
| 102 | 2025.10.30 20:00 | modify | 33 | 0.10 | 154.073 | 154.973 | 152.673 | ||
| 103 | 2025.10.31 23:59 | close at stop | 33 | 0.10 | 153.966 | 154.973 | 152.673 | 5.56 | 1744.79 |