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 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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; 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=140; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 | 799.78 | Gross profit | 1981.72 | Gross loss | -1181.94 |
| Profit factor | 1.68 | Expected payoff | 20.51 | ||
| Absolute drawdown | 186.35 | Maximal drawdown | 250.30 (13.70%) | Relative drawdown | 18.64% (186.35) |
| Total trades | 39 | Short positions (won %) | 19 (68.42%) | Long positions (won %) | 20 (60.00%) |
| Profit trades (% of total) | 25 (64.10%) | Loss trades (% of total) | 14 (35.90%) | ||
| Largest | profit trade | 91.81 | loss trade | -108.36 | |
| Average | profit trade | 79.27 | loss trade | -84.42 | |
| Maximum | consecutive wins (profit in money) | 6 (491.74) | consecutive losses (loss in money) | 3 (-153.74) | |
| Maximal | consecutive profit (count of wins) | 491.74 (6) | consecutive loss (count of losses) | -194.66 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.21 12:00 | buy | 1 | 0.10 | 162.600 | 0.000 | 0.000 | ||
| 2 | 2024.11.21 12:00 | modify | 1 | 0.10 | 162.600 | 161.200 | 164.000 | ||
| 3 | 2024.11.22 04:00 | s/l | 1 | 0.10 | 161.200 | 161.200 | 164.000 | -90.68 | 909.32 |
| 4 | 2024.11.29 04:00 | buy | 2 | 0.10 | 158.737 | 0.000 | 0.000 | ||
| 5 | 2024.11.29 04:00 | modify | 2 | 0.10 | 158.737 | 157.337 | 160.137 | ||
| 6 | 2024.12.02 16:00 | s/l | 2 | 0.10 | 157.337 | 157.337 | 160.137 | -90.67 | 818.65 |
| 7 | 2024.12.02 16:00 | buy | 3 | 0.10 | 156.928 | 0.000 | 0.000 | ||
| 8 | 2024.12.02 16:00 | modify | 3 | 0.10 | 156.928 | 155.528 | 158.328 | ||
| 9 | 2024.12.04 12:00 | t/p | 3 | 0.10 | 158.328 | 155.528 | 158.328 | 91.36 | 910.00 |
| 10 | 2024.12.26 16:00 | sell | 4 | 0.10 | 164.528 | 0.000 | 0.000 | ||
| 11 | 2024.12.26 16:00 | modify | 4 | 0.10 | 164.528 | 165.928 | 163.128 | ||
| 12 | 2024.12.30 16:00 | t/p | 4 | 0.10 | 163.128 | 165.928 | 163.128 | 89.06 | 999.07 |
| 13 | 2024.12.30 16:00 | buy | 5 | 0.10 | 163.217 | 0.000 | 0.000 | ||
| 14 | 2024.12.30 16:00 | modify | 5 | 0.10 | 163.217 | 161.817 | 164.617 | ||
| 15 | 2025.01.02 16:00 | s/l | 5 | 0.10 | 161.817 | 161.817 | 164.617 | -89.76 | 909.31 |
| 16 | 2025.01.02 16:00 | buy | 6 | 0.10 | 161.494 | 0.000 | 0.000 | ||
| 17 | 2025.01.02 16:00 | modify | 6 | 0.10 | 161.494 | 160.094 | 162.894 | ||
| 18 | 2025.01.06 00:00 | buy | 7 | 0.10 | 162.349 | 0.000 | 0.000 | ||
| 19 | 2025.01.06 00:00 | modify | 7 | 0.10 | 162.349 | 161.844 | 162.894 | ||
| 20 | 2025.01.06 00:00 | buy | 8 | 0.10 | 162.349 | 0.000 | 0.000 | ||
| 21 | 2025.01.06 00:00 | modify | 8 | 0.10 | 162.349 | 161.984 | 162.894 | ||
| 22 | 2025.01.06 00:00 | modify | 6 | 0.10 | 161.494 | 161.984 | 162.894 | ||
| 23 | 2025.01.06 04:00 | modify | 7 | 0.10 | 162.349 | 161.984 | 162.894 | ||
| 24 | 2025.01.06 12:00 | t/p | 6 | 0.10 | 162.894 | 161.984 | 162.894 | 91.37 | 1000.67 |
| 25 | 2025.01.06 12:00 | t/p | 7 | 0.10 | 162.894 | 161.984 | 162.894 | 35.39 | 1036.06 |
| 26 | 2025.01.06 12:00 | t/p | 8 | 0.10 | 162.894 | 161.984 | 162.894 | 35.39 | 1071.45 |
| 27 | 2025.01.06 12:00 | sell | 9 | 0.10 | 163.828 | 0.000 | 0.000 | ||
| 28 | 2025.01.06 12:00 | modify | 9 | 0.10 | 163.828 | 165.228 | 162.428 | ||
| 29 | 2025.01.09 16:00 | t/p | 9 | 0.10 | 162.428 | 165.228 | 162.428 | 86.29 | 1157.75 |
| 30 | 2025.01.10 16:00 | buy | 10 | 0.10 | 161.537 | 0.000 | 0.000 | ||
| 31 | 2025.01.10 16:00 | modify | 10 | 0.10 | 161.537 | 160.137 | 162.937 | ||
| 32 | 2025.01.13 12:00 | s/l | 10 | 0.10 | 160.137 | 160.137 | 162.937 | -90.68 | 1067.07 |
| 33 | 2025.01.13 12:00 | buy | 11 | 0.10 | 160.428 | 0.000 | 0.000 | ||
| 34 | 2025.01.13 12:00 | modify | 11 | 0.10 | 160.428 | 159.028 | 161.828 | ||
| 35 | 2025.01.14 04:00 | t/p | 11 | 0.10 | 161.828 | 159.028 | 161.828 | 91.13 | 1158.19 |
| 36 | 2025.01.14 16:00 | sell | 12 | 0.10 | 162.621 | 0.000 | 0.000 | ||
| 37 | 2025.01.14 16:00 | modify | 12 | 0.10 | 162.621 | 164.021 | 161.221 | ||
| 38 | 2025.01.15 16:00 | t/p | 12 | 0.10 | 161.221 | 164.021 | 161.221 | 89.98 | 1248.17 |
| 39 | 2025.01.16 04:00 | buy | 13 | 0.10 | 160.303 | 0.000 | 0.000 | ||
| 40 | 2025.01.16 04:00 | modify | 13 | 0.10 | 160.303 | 158.903 | 161.703 | ||
| 41 | 2025.01.20 16:00 | t/p | 13 | 0.10 | 161.703 | 158.903 | 161.703 | 91.36 | 1339.53 |
| 42 | 2025.01.20 16:00 | sell | 14 | 0.10 | 161.923 | 0.000 | 0.000 | ||
| 43 | 2025.01.20 16:00 | modify | 14 | 0.10 | 161.923 | 163.323 | 160.523 | ||
| 44 | 2025.01.24 12:00 | s/l | 14 | 0.10 | 163.323 | 163.323 | 160.523 | -96.41 | 1243.13 |
| 45 | 2025.01.24 12:00 | sell | 15 | 0.10 | 163.680 | 0.000 | 0.000 | ||
| 46 | 2025.01.24 12:00 | modify | 15 | 0.10 | 163.680 | 165.080 | 162.280 | ||
| 47 | 2025.01.27 12:00 | t/p | 15 | 0.10 | 162.280 | 165.080 | 162.280 | 89.97 | 1333.10 |
| 48 | 2025.02.03 12:00 | buy | 16 | 0.10 | 158.534 | 0.000 | 0.000 | ||
| 49 | 2025.02.03 12:00 | modify | 16 | 0.10 | 158.534 | 157.134 | 159.934 | ||
| 50 | 2025.02.04 00:00 | t/p | 16 | 0.10 | 159.934 | 157.134 | 159.934 | 91.13 | 1424.22 |
| 51 | 2025.02.06 16:00 | buy | 17 | 0.10 | 157.322 | 0.000 | 0.000 | ||
| 52 | 2025.02.06 16:00 | modify | 17 | 0.10 | 157.322 | 155.922 | 158.722 | ||
| 53 | 2025.02.07 20:00 | s/l | 17 | 0.10 | 155.922 | 155.922 | 158.722 | -90.67 | 1333.55 |
| 54 | 2025.02.13 08:00 | sell | 18 | 0.10 | 160.845 | 0.000 | 0.000 | ||
| 55 | 2025.02.13 08:00 | modify | 18 | 0.10 | 160.845 | 162.245 | 159.445 | ||
| 56 | 2025.02.13 16:00 | t/p | 18 | 0.10 | 159.445 | 162.245 | 159.445 | 90.90 | 1424.45 |
| 57 | 2025.02.20 04:00 | buy | 19 | 0.10 | 156.953 | 0.000 | 0.000 | ||
| 58 | 2025.02.20 04:00 | modify | 19 | 0.10 | 156.953 | 155.553 | 158.353 | ||
| 59 | 2025.02.28 00:00 | s/l | 19 | 0.10 | 155.553 | 155.553 | 158.353 | -89.08 | 1335.37 |
| 60 | 2025.03.06 04:00 | sell | 20 | 0.10 | 161.016 | 0.000 | 0.000 | ||
| 61 | 2025.03.06 04:00 | modify | 20 | 0.10 | 161.016 | 162.416 | 159.616 | ||
| 62 | 2025.03.06 12:00 | t/p | 20 | 0.10 | 159.616 | 162.416 | 159.616 | 90.90 | 1426.27 |
| 63 | 2025.03.11 12:00 | sell | 21 | 0.10 | 160.949 | 0.000 | 0.000 | ||
| 64 | 2025.03.11 12:00 | modify | 21 | 0.10 | 160.949 | 162.349 | 159.549 | ||
| 65 | 2025.03.12 12:00 | s/l | 21 | 0.10 | 162.349 | 162.349 | 159.549 | -91.82 | 1334.45 |
| 66 | 2025.03.12 12:00 | sell | 22 | 0.10 | 162.131 | 0.000 | 0.000 | ||
| 67 | 2025.03.12 12:00 | modify | 22 | 0.10 | 162.131 | 163.531 | 160.731 | ||
| 68 | 2025.03.13 00:00 | sell | 23 | 0.10 | 161.429 | 0.000 | 0.000 | ||
| 69 | 2025.03.13 00:00 | modify | 23 | 0.10 | 161.429 | 161.991 | 160.731 | ||
| 70 | 2025.03.13 00:00 | modify | 22 | 0.10 | 162.131 | 161.991 | 160.731 | ||
| 71 | 2025.03.13 08:00 | t/p | 22 | 0.10 | 160.731 | 161.991 | 160.731 | 88.13 | 1422.58 |
| 72 | 2025.03.13 08:00 | t/p | 23 | 0.10 | 160.731 | 161.991 | 160.731 | 45.32 | 1467.90 |
| 73 | 2025.03.17 20:00 | sell | 24 | 0.10 | 162.888 | 0.000 | 0.000 | ||
| 74 | 2025.03.17 20:00 | modify | 24 | 0.10 | 162.888 | 164.288 | 161.488 | ||
| 75 | 2025.03.20 08:00 | t/p | 24 | 0.10 | 161.488 | 164.288 | 161.488 | 86.29 | 1554.20 |
| 76 | 2025.04.01 12:00 | buy | 25 | 0.10 | 160.880 | 0.000 | 0.000 | ||
| 77 | 2025.04.01 12:00 | modify | 25 | 0.10 | 160.880 | 159.480 | 162.280 | ||
| 78 | 2025.04.02 16:00 | t/p | 25 | 0.10 | 162.280 | 159.480 | 162.280 | 91.13 | 1645.32 |
| 79 | 2025.04.25 16:00 | sell | 26 | 0.10 | 163.597 | 0.000 | 0.000 | ||
| 80 | 2025.04.25 16:00 | modify | 26 | 0.10 | 163.597 | 164.997 | 162.197 | ||
| 81 | 2025.04.29 00:00 | t/p | 26 | 0.10 | 162.197 | 164.997 | 162.197 | 89.05 | 1734.38 |
| 82 | 2025.05.06 12:00 | buy | 27 | 0.10 | 161.759 | 0.000 | 0.000 | ||
| 83 | 2025.05.06 12:00 | modify | 27 | 0.10 | 161.759 | 160.359 | 163.159 | ||
| 84 | 2025.05.08 12:00 | t/p | 27 | 0.10 | 163.159 | 160.359 | 163.159 | 91.81 | 1826.19 |
| 85 | 2025.05.08 12:00 | sell | 28 | 0.10 | 163.387 | 0.000 | 0.000 | ||
| 86 | 2025.05.08 12:00 | modify | 28 | 0.10 | 163.387 | 164.787 | 161.987 | ||
| 87 | 2025.05.12 16:00 | s/l | 28 | 0.10 | 164.787 | 164.787 | 161.987 | -92.74 | 1733.45 |
| 88 | 2025.05.27 12:00 | sell | 29 | 0.10 | 163.567 | 0.000 | 0.000 | ||
| 89 | 2025.05.27 12:00 | modify | 29 | 0.10 | 163.567 | 164.967 | 162.167 | ||
| 90 | 2025.06.06 16:00 | s/l | 29 | 0.10 | 164.967 | 164.967 | 162.167 | -101.92 | 1631.53 |
| 91 | 2025.06.23 08:00 | sell | 30 | 0.10 | 169.400 | 0.000 | 0.000 | ||
| 92 | 2025.06.23 08:00 | modify | 30 | 0.10 | 169.400 | 170.800 | 168.000 | ||
| 93 | 2025.06.24 16:00 | t/p | 30 | 0.10 | 168.000 | 170.800 | 168.000 | 89.98 | 1721.51 |
| 94 | 2025.07.11 16:00 | sell | 31 | 0.10 | 172.268 | 0.000 | 0.000 | ||
| 95 | 2025.07.11 16:00 | modify | 31 | 0.10 | 172.268 | 173.668 | 170.868 | ||
| 96 | 2025.07.27 20:00 | s/l | 31 | 0.10 | 173.668 | 173.668 | 170.868 | -103.76 | 1617.75 |
| 97 | 2025.07.31 04:00 | buy | 32 | 0.10 | 169.946 | 0.000 | 0.000 | ||
| 98 | 2025.07.31 04:00 | modify | 32 | 0.10 | 169.946 | 168.546 | 171.346 | ||
| 99 | 2025.07.31 12:00 | t/p | 32 | 0.10 | 171.346 | 168.546 | 171.346 | 90.90 | 1708.65 |
| 100 | 2025.08.14 04:00 | buy | 33 | 0.10 | 171.539 | 0.000 | 0.000 | ||
| 101 | 2025.08.14 04:00 | modify | 33 | 0.10 | 171.539 | 170.139 | 172.939 | ||
| 102 | 2025.08.18 00:00 | buy | 34 | 0.10 | 172.382 | 0.000 | 0.000 | ||
| 103 | 2025.08.18 00:00 | modify | 34 | 0.10 | 172.382 | 171.889 | 172.939 | ||
| 104 | 2025.08.18 00:00 | buy | 35 | 0.10 | 172.382 | 0.000 | 0.000 | ||
| 105 | 2025.08.18 00:00 | modify | 35 | 0.10 | 172.382 | 172.029 | 172.939 | ||
| 106 | 2025.08.18 00:00 | modify | 33 | 0.10 | 171.539 | 172.029 | 172.939 | ||
| 107 | 2025.08.18 04:00 | modify | 34 | 0.10 | 172.382 | 172.029 | 172.939 | ||
| 108 | 2025.08.19 04:00 | s/l | 33 | 0.10 | 172.029 | 172.029 | 172.939 | 32.51 | 1741.15 |
| 109 | 2025.08.19 04:00 | s/l | 34 | 0.10 | 172.029 | 172.029 | 172.939 | -22.69 | 1718.46 |
| 110 | 2025.08.19 04:00 | s/l | 35 | 0.10 | 172.029 | 172.029 | 172.939 | -22.69 | 1695.77 |
| 111 | 2025.09.02 08:00 | sell | 36 | 0.10 | 173.117 | 0.000 | 0.000 | ||
| 112 | 2025.09.02 08:00 | modify | 36 | 0.10 | 173.117 | 174.517 | 171.717 | ||
| 113 | 2025.09.19 00:00 | s/l | 36 | 0.10 | 174.517 | 174.517 | 171.717 | -108.36 | 1587.41 |
| 114 | 2025.10.01 12:00 | buy | 37 | 0.10 | 172.523 | 0.000 | 0.000 | ||
| 115 | 2025.10.01 12:00 | modify | 37 | 0.10 | 172.523 | 171.123 | 173.923 | ||
| 116 | 2025.10.05 20:00 | t/p | 37 | 0.10 | 173.923 | 171.123 | 173.923 | 91.81 | 1679.22 |
| 117 | 2025.10.07 20:00 | sell | 38 | 0.10 | 176.974 | 0.000 | 0.000 | ||
| 118 | 2025.10.07 20:00 | modify | 38 | 0.10 | 176.974 | 178.374 | 175.574 | ||
| 119 | 2025.10.14 08:00 | t/p | 38 | 0.10 | 175.574 | 178.374 | 175.574 | 84.46 | 1763.69 |
| 120 | 2025.10.30 08:00 | sell | 39 | 0.10 | 178.251 | 0.000 | 0.000 | ||
| 121 | 2025.10.30 08:00 | modify | 39 | 0.10 | 178.251 | 179.651 | 176.851 | ||
| 122 | 2025.10.31 23:59 | close at stop | 39 | 0.10 | 177.681 | 179.651 | 176.851 | 36.09 | 1799.78 |