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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 676.21 | Gross profit | 1621.13 | Gross loss | -944.92 |
| Profit factor | 1.72 | Expected payoff | 21.81 | ||
| Absolute drawdown | 70.84 | Maximal drawdown | 277.26 (15.36%) | Relative drawdown | 22.36% (267.55) |
| Total trades | 31 | Short positions (won %) | 16 (50.00%) | Long positions (won %) | 15 (73.33%) |
| Profit trades (% of total) | 19 (61.29%) | Loss trades (% of total) | 12 (38.71%) | ||
| Largest | profit trade | 106.65 | loss trade | -91.76 | |
| Average | profit trade | 85.32 | loss trade | -78.74 | |
| Maximum | consecutive wins (profit in money) | 4 (401.54) | consecutive losses (loss in money) | 3 (-267.55) | |
| Maximal | consecutive profit (count of wins) | 401.54 (4) | consecutive loss (count of losses) | -267.55 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.05 20:00 | buy | 1 | 0.10 | 151.481 | 0.000 | 0.000 | ||
| 2 | 2024.11.05 20:00 | modify | 1 | 0.10 | 151.481 | 150.181 | 152.981 | ||
| 3 | 2024.11.06 04:00 | t/p | 1 | 0.10 | 152.981 | 150.181 | 152.981 | 97.99 | 1097.99 |
| 4 | 2024.11.07 16:00 | buy | 2 | 0.10 | 152.992 | 0.000 | 0.000 | ||
| 5 | 2024.11.07 16:00 | modify | 2 | 0.10 | 152.992 | 151.692 | 154.492 | ||
| 6 | 2024.11.12 16:00 | t/p | 2 | 0.10 | 154.492 | 151.692 | 154.492 | 98.73 | 1196.71 |
| 7 | 2024.11.12 16:00 | sell | 3 | 0.10 | 154.520 | 0.000 | 0.000 | ||
| 8 | 2024.11.12 16:00 | modify | 3 | 0.10 | 154.520 | 155.820 | 153.020 | ||
| 9 | 2024.11.14 04:00 | s/l | 3 | 0.10 | 155.820 | 155.820 | 153.020 | -88.89 | 1107.83 |
| 10 | 2024.12.11 12:00 | sell | 4 | 0.10 | 152.549 | 0.000 | 0.000 | ||
| 11 | 2024.12.11 12:00 | modify | 4 | 0.10 | 152.549 | 153.849 | 151.049 | ||
| 12 | 2024.12.16 04:00 | s/l | 4 | 0.10 | 153.849 | 153.849 | 151.049 | -91.44 | 1016.38 |
| 13 | 2024.12.18 20:00 | sell | 5 | 0.10 | 154.646 | 0.000 | 0.000 | ||
| 14 | 2024.12.18 20:00 | modify | 5 | 0.10 | 154.646 | 155.946 | 153.146 | ||
| 15 | 2024.12.19 08:00 | s/l | 5 | 0.10 | 155.946 | 155.946 | 153.146 | -87.22 | 929.16 |
| 16 | 2024.12.26 16:00 | sell | 6 | 0.10 | 158.068 | 0.000 | 0.000 | ||
| 17 | 2024.12.26 16:00 | modify | 6 | 0.10 | 158.068 | 159.368 | 156.568 | ||
| 18 | 2024.12.31 04:00 | t/p | 6 | 0.10 | 156.568 | 159.368 | 156.568 | 91.70 | 1020.86 |
| 19 | 2025.01.27 12:00 | buy | 7 | 0.10 | 153.989 | 0.000 | 0.000 | ||
| 20 | 2025.01.27 12:00 | modify | 7 | 0.10 | 153.989 | 152.689 | 155.489 | ||
| 21 | 2025.01.28 04:00 | t/p | 7 | 0.10 | 155.489 | 152.689 | 155.489 | 96.87 | 1117.73 |
| 22 | 2025.02.04 20:00 | buy | 8 | 0.10 | 154.315 | 0.000 | 0.000 | ||
| 23 | 2025.02.04 20:00 | modify | 8 | 0.10 | 154.315 | 153.015 | 155.815 | ||
| 24 | 2025.02.05 12:00 | s/l | 8 | 0.10 | 153.015 | 153.015 | 155.815 | -84.48 | 1033.25 |
| 25 | 2025.03.24 16:00 | sell | 9 | 0.10 | 150.740 | 0.000 | 0.000 | ||
| 26 | 2025.03.24 16:00 | modify | 9 | 0.10 | 150.740 | 152.040 | 149.240 | ||
| 27 | 2025.03.31 04:00 | t/p | 9 | 0.10 | 149.240 | 152.040 | 149.240 | 90.99 | 1124.24 |
| 28 | 2025.04.28 16:00 | buy | 10 | 0.10 | 142.733 | 0.000 | 0.000 | ||
| 29 | 2025.04.28 16:00 | modify | 10 | 0.10 | 142.733 | 141.433 | 144.233 | ||
| 30 | 2025.05.01 08:00 | t/p | 10 | 0.10 | 144.233 | 141.433 | 144.233 | 106.65 | 1230.89 |
| 31 | 2025.05.23 12:00 | buy | 11 | 0.10 | 142.659 | 0.000 | 0.000 | ||
| 32 | 2025.05.23 12:00 | modify | 11 | 0.10 | 142.659 | 141.359 | 144.159 | ||
| 33 | 2025.05.27 12:00 | t/p | 11 | 0.10 | 144.159 | 141.359 | 144.159 | 105.20 | 1336.09 |
| 34 | 2025.05.28 16:00 | sell | 12 | 0.10 | 145.046 | 0.000 | 0.000 | ||
| 35 | 2025.05.28 16:00 | modify | 12 | 0.10 | 145.046 | 146.346 | 143.546 | ||
| 36 | 2025.05.30 04:00 | t/p | 12 | 0.10 | 143.546 | 146.346 | 143.546 | 98.70 | 1434.79 |
| 37 | 2025.06.20 16:00 | sell | 13 | 0.10 | 145.926 | 0.000 | 0.000 | ||
| 38 | 2025.06.20 16:00 | modify | 13 | 0.10 | 145.926 | 147.226 | 144.426 | ||
| 39 | 2025.06.23 08:00 | s/l | 13 | 0.10 | 147.226 | 147.226 | 144.426 | -89.61 | 1345.18 |
| 40 | 2025.07.03 16:00 | sell | 14 | 0.10 | 144.967 | 0.000 | 0.000 | ||
| 41 | 2025.07.03 16:00 | modify | 14 | 0.10 | 144.967 | 146.267 | 143.467 | ||
| 42 | 2025.07.07 20:00 | s/l | 14 | 0.10 | 146.267 | 146.267 | 143.467 | -91.76 | 1253.42 |
| 43 | 2025.07.15 16:00 | sell | 15 | 0.10 | 148.757 | 0.000 | 0.000 | ||
| 44 | 2025.07.15 16:00 | modify | 15 | 0.10 | 148.757 | 150.057 | 147.257 | ||
| 45 | 2025.07.16 16:00 | t/p | 15 | 0.10 | 147.257 | 150.057 | 147.257 | 99.87 | 1353.29 |
| 46 | 2025.07.22 16:00 | buy | 16 | 0.10 | 146.397 | 0.000 | 0.000 | ||
| 47 | 2025.07.22 16:00 | modify | 16 | 0.10 | 146.397 | 145.097 | 147.897 | ||
| 48 | 2025.07.25 04:00 | buy | 17 | 0.10 | 147.245 | 0.000 | 0.000 | ||
| 49 | 2025.07.25 04:00 | modify | 17 | 0.10 | 147.245 | 146.772 | 147.897 | ||
| 50 | 2025.07.25 04:00 | modify | 16 | 0.10 | 146.397 | 146.772 | 147.897 | ||
| 51 | 2025.07.25 12:00 | t/p | 16 | 0.10 | 147.897 | 146.772 | 147.897 | 104.32 | 1457.62 |
| 52 | 2025.07.25 12:00 | t/p | 17 | 0.10 | 147.897 | 146.772 | 147.897 | 44.15 | 1501.77 |
| 53 | 2025.08.01 16:00 | buy | 18 | 0.10 | 148.086 | 0.000 | 0.000 | ||
| 54 | 2025.08.01 16:00 | modify | 18 | 0.10 | 148.086 | 146.786 | 149.586 | ||
| 55 | 2025.08.05 00:00 | s/l | 18 | 0.10 | 146.786 | 146.786 | 149.586 | -87.46 | 1414.30 |
| 56 | 2025.08.11 20:00 | sell | 19 | 0.10 | 148.230 | 0.000 | 0.000 | ||
| 57 | 2025.08.11 20:00 | modify | 19 | 0.10 | 148.230 | 149.530 | 146.730 | ||
| 58 | 2025.08.14 04:00 | t/p | 19 | 0.10 | 146.730 | 149.530 | 146.730 | 95.41 | 1509.71 |
| 59 | 2025.08.18 16:00 | sell | 20 | 0.10 | 147.759 | 0.000 | 0.000 | ||
| 60 | 2025.08.18 16:00 | modify | 20 | 0.10 | 147.759 | 149.059 | 146.259 | ||
| 61 | 2025.08.28 12:00 | sell | 21 | 0.10 | 146.925 | 0.000 | 0.000 | ||
| 62 | 2025.08.28 12:00 | modify | 21 | 0.10 | 146.925 | 147.384 | 146.259 | ||
| 63 | 2025.08.28 12:00 | modify | 20 | 0.10 | 147.759 | 147.384 | 146.259 | ||
| 64 | 2025.08.29 16:00 | s/l | 20 | 0.10 | 147.384 | 147.384 | 146.259 | 7.50 | 1517.21 |
| 65 | 2025.08.29 16:00 | s/l | 21 | 0.10 | 147.384 | 147.384 | 146.259 | -32.62 | 1484.59 |
| 66 | 2025.09.05 16:00 | buy | 22 | 0.10 | 146.872 | 0.000 | 0.000 | ||
| 67 | 2025.09.05 16:00 | modify | 22 | 0.10 | 146.872 | 145.572 | 148.372 | ||
| 68 | 2025.09.05 20:00 | buy | 23 | 0.10 | 147.495 | 0.000 | 0.000 | ||
| 69 | 2025.09.05 20:00 | modify | 23 | 0.10 | 147.495 | 147.172 | 148.372 | ||
| 70 | 2025.09.05 20:00 | modify | 22 | 0.10 | 146.872 | 147.172 | 148.372 | ||
| 71 | 2025.09.08 00:00 | t/p | 22 | 0.10 | 148.372 | 147.172 | 148.372 | 101.68 | 1586.27 |
| 72 | 2025.09.08 00:00 | t/p | 23 | 0.10 | 148.372 | 147.172 | 148.372 | 59.68 | 1645.95 |
| 73 | 2025.09.11 12:00 | sell | 24 | 0.10 | 147.966 | 0.000 | 0.000 | ||
| 74 | 2025.09.11 12:00 | modify | 24 | 0.10 | 147.966 | 149.266 | 146.466 | ||
| 75 | 2025.09.16 20:00 | t/p | 24 | 0.10 | 146.466 | 149.266 | 146.466 | 98.21 | 1744.16 |
| 76 | 2025.09.24 12:00 | sell | 25 | 0.10 | 148.501 | 0.000 | 0.000 | ||
| 77 | 2025.09.24 12:00 | modify | 25 | 0.10 | 148.501 | 149.801 | 147.001 | ||
| 78 | 2025.09.25 16:00 | s/l | 25 | 0.10 | 149.801 | 149.801 | 147.001 | -90.94 | 1653.22 |
| 79 | 2025.09.25 16:00 | sell | 26 | 0.10 | 149.788 | 0.000 | 0.000 | ||
| 80 | 2025.09.25 16:00 | modify | 26 | 0.10 | 149.788 | 151.088 | 148.288 | ||
| 81 | 2025.09.30 08:00 | t/p | 26 | 0.10 | 148.288 | 151.088 | 148.288 | 97.13 | 1750.35 |
| 82 | 2025.10.02 12:00 | buy | 27 | 0.10 | 146.827 | 0.000 | 0.000 | ||
| 83 | 2025.10.02 12:00 | modify | 27 | 0.10 | 146.827 | 145.527 | 148.327 | ||
| 84 | 2025.10.03 04:00 | buy | 28 | 0.10 | 147.658 | 0.000 | 0.000 | ||
| 85 | 2025.10.03 04:00 | modify | 28 | 0.10 | 147.658 | 147.202 | 148.327 | ||
| 86 | 2025.10.03 04:00 | modify | 27 | 0.10 | 146.827 | 147.202 | 148.327 | ||
| 87 | 2025.10.03 16:00 | s/l | 27 | 0.10 | 147.202 | 147.202 | 148.327 | 26.00 | 1776.35 |
| 88 | 2025.10.03 16:00 | s/l | 28 | 0.10 | 147.202 | 147.202 | 148.327 | -30.95 | 1745.40 |
| 89 | 2025.10.07 12:00 | sell | 29 | 0.10 | 150.897 | 0.000 | 0.000 | ||
| 90 | 2025.10.07 12:00 | modify | 29 | 0.10 | 150.897 | 152.197 | 149.397 | ||
| 91 | 2025.10.08 04:00 | s/l | 29 | 0.10 | 152.197 | 152.197 | 149.397 | -86.67 | 1658.73 |
| 92 | 2025.10.10 16:00 | buy | 30 | 0.10 | 151.971 | 0.000 | 0.000 | ||
| 93 | 2025.10.10 16:00 | modify | 30 | 0.10 | 151.971 | 150.671 | 153.471 | ||
| 94 | 2025.10.16 04:00 | s/l | 30 | 0.10 | 150.671 | 150.671 | 153.471 | -82.88 | 1575.85 |
| 95 | 2025.10.16 20:00 | buy | 31 | 0.10 | 150.429 | 0.000 | 0.000 | ||
| 96 | 2025.10.16 20:00 | modify | 31 | 0.10 | 150.429 | 149.129 | 151.929 | ||
| 97 | 2025.10.21 12:00 | t/p | 31 | 0.10 | 151.929 | 149.129 | 151.929 | 100.36 | 1676.21 |