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=0; RSIHelp="------------------------------------"; RSI_Period=8; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=17; 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 | 947.31 | Gross profit | 2019.51 | Gross loss | -1072.20 |
| Profit factor | 1.88 | Expected payoff | 26.31 | ||
| Absolute drawdown | 264.91 | Maximal drawdown | 368.66 (32.07%) | Relative drawdown | 32.07% (368.66) |
| Total trades | 36 | Short positions (won %) | 17 (70.59%) | Long positions (won %) | 19 (63.16%) |
| Profit trades (% of total) | 24 (66.67%) | Loss trades (% of total) | 12 (33.33%) | ||
| Largest | profit trade | 106.22 | loss trade | -110.14 | |
| Average | profit trade | 84.15 | loss trade | -89.35 | |
| Maximum | consecutive wins (profit in money) | 7 (646.38) | consecutive losses (loss in money) | 3 (-298.74) | |
| Maximal | consecutive profit (count of wins) | 646.38 (7) | consecutive loss (count of losses) | -298.74 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.13 08:00 | sell | 1 | 0.10 | 155.113 | 0.000 | 0.000 | ||
| 2 | 2024.11.13 08:00 | modify | 1 | 0.10 | 155.113 | 156.613 | 153.613 | ||
| 3 | 2024.11.15 04:00 | s/l | 1 | 0.10 | 156.613 | 156.613 | 153.613 | -101.38 | 898.62 |
| 4 | 2024.11.27 08:00 | buy | 2 | 0.10 | 151.981 | 0.000 | 0.000 | ||
| 5 | 2024.11.27 08:00 | modify | 2 | 0.10 | 151.981 | 150.481 | 153.481 | ||
| 6 | 2024.11.27 20:00 | s/l | 2 | 0.10 | 150.481 | 150.481 | 153.481 | -99.33 | 799.29 |
| 7 | 2024.11.29 04:00 | buy | 3 | 0.10 | 150.126 | 0.000 | 0.000 | ||
| 8 | 2024.11.29 04:00 | modify | 3 | 0.10 | 150.126 | 148.626 | 151.626 | ||
| 9 | 2024.12.10 12:00 | t/p | 3 | 0.10 | 151.626 | 148.626 | 151.626 | 103.81 | 903.10 |
| 10 | 2024.12.19 04:00 | sell | 4 | 0.10 | 155.257 | 0.000 | 0.000 | ||
| 11 | 2024.12.19 04:00 | modify | 4 | 0.10 | 155.257 | 156.757 | 153.757 | ||
| 12 | 2024.12.19 08:00 | s/l | 4 | 0.10 | 156.757 | 156.757 | 153.757 | -95.84 | 807.26 |
| 13 | 2024.12.26 16:00 | sell | 5 | 0.10 | 158.068 | 0.000 | 0.000 | ||
| 14 | 2024.12.26 16:00 | modify | 5 | 0.10 | 158.068 | 159.568 | 156.568 | ||
| 15 | 2024.12.31 00:00 | sell | 6 | 0.10 | 157.005 | 0.000 | 0.000 | ||
| 16 | 2024.12.31 00:00 | modify | 6 | 0.10 | 157.005 | 157.543 | 156.568 | ||
| 17 | 2024.12.31 00:00 | modify | 5 | 0.10 | 158.068 | 157.543 | 156.568 | ||
| 18 | 2024.12.31 04:00 | t/p | 5 | 0.10 | 156.568 | 157.543 | 156.568 | 91.70 | 898.96 |
| 19 | 2024.12.31 04:00 | t/p | 6 | 0.10 | 156.568 | 157.543 | 156.568 | 27.93 | 926.89 |
| 20 | 2024.12.31 08:00 | buy | 7 | 0.10 | 156.232 | 0.000 | 0.000 | ||
| 21 | 2024.12.31 08:00 | modify | 7 | 0.10 | 156.232 | 154.732 | 157.732 | ||
| 22 | 2025.01.02 00:00 | t/p | 7 | 0.10 | 157.732 | 154.732 | 157.732 | 97.31 | 1024.20 |
| 23 | 2025.02.05 12:00 | buy | 8 | 0.10 | 152.905 | 0.000 | 0.000 | ||
| 24 | 2025.02.05 12:00 | modify | 8 | 0.10 | 152.905 | 151.405 | 154.405 | ||
| 25 | 2025.02.06 20:00 | s/l | 8 | 0.10 | 151.405 | 151.405 | 154.405 | -97.44 | 926.76 |
| 26 | 2025.02.07 00:00 | buy | 9 | 0.10 | 151.197 | 0.000 | 0.000 | ||
| 27 | 2025.02.07 00:00 | modify | 9 | 0.10 | 151.197 | 149.697 | 152.697 | ||
| 28 | 2025.02.12 00:00 | t/p | 9 | 0.10 | 152.697 | 149.697 | 152.697 | 99.84 | 1026.59 |
| 29 | 2025.02.12 16:00 | sell | 10 | 0.10 | 154.439 | 0.000 | 0.000 | ||
| 30 | 2025.02.12 16:00 | modify | 10 | 0.10 | 154.439 | 155.939 | 152.939 | ||
| 31 | 2025.02.13 20:00 | t/p | 10 | 0.10 | 152.939 | 155.939 | 152.939 | 93.90 | 1120.49 |
| 32 | 2025.02.17 04:00 | buy | 11 | 0.10 | 151.648 | 0.000 | 0.000 | ||
| 33 | 2025.02.17 04:00 | modify | 11 | 0.10 | 151.648 | 150.148 | 153.148 | ||
| 34 | 2025.02.20 08:00 | s/l | 11 | 0.10 | 150.148 | 150.148 | 153.148 | -97.14 | 1023.36 |
| 35 | 2025.02.20 08:00 | buy | 12 | 0.10 | 150.201 | 0.000 | 0.000 | ||
| 36 | 2025.02.20 08:00 | modify | 12 | 0.10 | 150.201 | 148.701 | 151.701 | ||
| 37 | 2025.02.25 16:00 | s/l | 12 | 0.10 | 148.701 | 148.701 | 151.701 | -98.98 | 924.37 |
| 38 | 2025.04.03 12:00 | buy | 13 | 0.10 | 146.068 | 0.000 | 0.000 | ||
| 39 | 2025.04.03 12:00 | modify | 13 | 0.10 | 146.068 | 144.568 | 147.568 | ||
| 40 | 2025.04.04 12:00 | s/l | 13 | 0.10 | 144.568 | 144.568 | 147.568 | -102.62 | 821.75 |
| 41 | 2025.04.21 04:00 | buy | 14 | 0.10 | 140.786 | 0.000 | 0.000 | ||
| 42 | 2025.04.21 04:00 | modify | 14 | 0.10 | 140.786 | 139.286 | 142.286 | ||
| 43 | 2025.04.22 20:00 | buy | 15 | 0.10 | 141.638 | 0.000 | 0.000 | ||
| 44 | 2025.04.22 20:00 | modify | 15 | 0.10 | 141.638 | 141.161 | 142.286 | ||
| 45 | 2025.04.22 20:00 | modify | 14 | 0.10 | 140.786 | 141.161 | 142.286 | ||
| 46 | 2025.04.23 00:00 | t/p | 14 | 0.10 | 142.286 | 141.161 | 142.286 | 106.22 | 927.97 |
| 47 | 2025.04.23 00:00 | t/p | 15 | 0.10 | 142.286 | 141.161 | 142.286 | 45.96 | 973.93 |
| 48 | 2025.05.01 16:00 | sell | 16 | 0.10 | 145.481 | 0.000 | 0.000 | ||
| 49 | 2025.05.01 16:00 | modify | 16 | 0.10 | 145.481 | 146.981 | 143.981 | ||
| 50 | 2025.05.02 16:00 | t/p | 16 | 0.10 | 143.981 | 146.981 | 143.981 | 102.38 | 1076.31 |
| 51 | 2025.05.12 08:00 | sell | 17 | 0.10 | 147.916 | 0.000 | 0.000 | ||
| 52 | 2025.05.12 08:00 | modify | 17 | 0.10 | 147.916 | 149.416 | 146.416 | ||
| 53 | 2025.05.14 04:00 | sell | 18 | 0.10 | 147.082 | 0.000 | 0.000 | ||
| 54 | 2025.05.14 04:00 | modify | 18 | 0.10 | 147.082 | 147.541 | 146.416 | ||
| 55 | 2025.05.14 04:00 | modify | 17 | 0.10 | 147.916 | 147.541 | 146.416 | ||
| 56 | 2025.05.14 12:00 | t/p | 17 | 0.10 | 146.416 | 147.541 | 146.416 | 99.83 | 1176.14 |
| 57 | 2025.05.14 12:00 | t/p | 18 | 0.10 | 146.416 | 147.541 | 146.416 | 45.55 | 1221.69 |
| 58 | 2025.05.22 08:00 | buy | 19 | 0.10 | 143.081 | 0.000 | 0.000 | ||
| 59 | 2025.05.22 08:00 | modify | 19 | 0.10 | 143.081 | 141.581 | 144.581 | ||
| 60 | 2025.05.22 16:00 | buy | 20 | 0.10 | 143.924 | 0.000 | 0.000 | ||
| 61 | 2025.05.22 16:00 | modify | 20 | 0.10 | 143.924 | 143.456 | 144.581 | ||
| 62 | 2025.05.22 16:00 | modify | 19 | 0.10 | 143.081 | 143.456 | 144.581 | ||
| 63 | 2025.05.23 04:00 | s/l | 19 | 0.10 | 143.456 | 143.456 | 144.581 | 26.69 | 1248.37 |
| 64 | 2025.05.23 04:00 | s/l | 20 | 0.10 | 143.456 | 143.456 | 144.581 | -32.08 | 1216.29 |
| 65 | 2025.06.13 00:00 | buy | 21 | 0.10 | 143.124 | 0.000 | 0.000 | ||
| 66 | 2025.06.13 00:00 | modify | 21 | 0.10 | 143.124 | 141.624 | 144.624 | ||
| 67 | 2025.06.16 00:00 | t/p | 21 | 0.10 | 144.624 | 141.624 | 144.624 | 104.30 | 1320.59 |
| 68 | 2025.06.23 04:00 | sell | 22 | 0.10 | 146.698 | 0.000 | 0.000 | ||
| 69 | 2025.06.23 04:00 | modify | 22 | 0.10 | 146.698 | 148.198 | 145.198 | ||
| 70 | 2025.06.24 08:00 | t/p | 22 | 0.10 | 145.198 | 148.198 | 145.198 | 101.81 | 1422.41 |
| 71 | 2025.07.01 08:00 | buy | 23 | 0.10 | 143.103 | 0.000 | 0.000 | ||
| 72 | 2025.07.01 08:00 | modify | 23 | 0.10 | 143.103 | 141.603 | 144.603 | ||
| 73 | 2025.07.02 08:00 | buy | 24 | 0.10 | 143.928 | 0.000 | 0.000 | ||
| 74 | 2025.07.02 08:00 | modify | 24 | 0.10 | 143.928 | 143.478 | 144.603 | ||
| 75 | 2025.07.02 08:00 | modify | 23 | 0.10 | 143.103 | 143.478 | 144.603 | ||
| 76 | 2025.07.03 04:00 | s/l | 23 | 0.10 | 143.478 | 143.478 | 144.603 | 28.26 | 1450.67 |
| 77 | 2025.07.03 04:00 | s/l | 24 | 0.10 | 143.478 | 143.478 | 144.603 | -29.63 | 1421.04 |
| 78 | 2025.07.07 16:00 | sell | 25 | 0.10 | 145.867 | 0.000 | 0.000 | ||
| 79 | 2025.07.07 16:00 | modify | 25 | 0.10 | 145.867 | 147.367 | 144.367 | ||
| 80 | 2025.07.11 16:00 | s/l | 25 | 0.10 | 147.367 | 147.367 | 144.367 | -110.14 | 1310.89 |
| 81 | 2025.07.15 16:00 | sell | 26 | 0.10 | 148.757 | 0.000 | 0.000 | ||
| 82 | 2025.07.15 16:00 | modify | 26 | 0.10 | 148.757 | 150.257 | 147.257 | ||
| 83 | 2025.07.16 16:00 | t/p | 26 | 0.10 | 147.257 | 150.257 | 147.257 | 99.87 | 1410.77 |
| 84 | 2025.07.22 16:00 | buy | 27 | 0.10 | 146.397 | 0.000 | 0.000 | ||
| 85 | 2025.07.22 16:00 | modify | 27 | 0.10 | 146.397 | 144.897 | 147.897 | ||
| 86 | 2025.07.25 04:00 | buy | 28 | 0.10 | 147.245 | 0.000 | 0.000 | ||
| 87 | 2025.07.25 04:00 | modify | 28 | 0.10 | 147.245 | 146.772 | 147.897 | ||
| 88 | 2025.07.25 04:00 | modify | 27 | 0.10 | 146.397 | 146.772 | 147.897 | ||
| 89 | 2025.07.25 12:00 | t/p | 27 | 0.10 | 147.897 | 146.772 | 147.897 | 104.32 | 1515.09 |
| 90 | 2025.07.25 12:00 | t/p | 28 | 0.10 | 147.897 | 146.772 | 147.897 | 44.15 | 1559.24 |
| 91 | 2025.08.22 04:00 | sell | 29 | 0.10 | 148.675 | 0.000 | 0.000 | ||
| 92 | 2025.08.22 04:00 | modify | 29 | 0.10 | 148.675 | 150.175 | 147.175 | ||
| 93 | 2025.08.22 16:00 | t/p | 29 | 0.10 | 147.175 | 150.175 | 147.175 | 102.14 | 1661.38 |
| 94 | 2025.09.02 08:00 | sell | 30 | 0.10 | 148.653 | 0.000 | 0.000 | ||
| 95 | 2025.09.02 08:00 | modify | 30 | 0.10 | 148.653 | 150.153 | 147.153 | ||
| 96 | 2025.09.05 16:00 | t/p | 30 | 0.10 | 147.153 | 150.153 | 147.153 | 95.20 | 1756.58 |
| 97 | 2025.09.25 16:00 | sell | 31 | 0.10 | 149.788 | 0.000 | 0.000 | ||
| 98 | 2025.09.25 16:00 | modify | 31 | 0.10 | 149.788 | 151.288 | 148.288 | ||
| 99 | 2025.09.30 08:00 | t/p | 31 | 0.10 | 148.288 | 151.288 | 148.288 | 97.13 | 1853.70 |
| 100 | 2025.09.30 12:00 | buy | 32 | 0.10 | 148.000 | 0.000 | 0.000 | ||
| 101 | 2025.09.30 12:00 | modify | 32 | 0.10 | 148.000 | 146.500 | 149.500 | ||
| 102 | 2025.10.06 00:00 | t/p | 32 | 0.10 | 149.500 | 146.500 | 149.500 | 103.57 | 1957.28 |
| 103 | 2025.10.06 00:00 | sell | 33 | 0.10 | 149.580 | 0.000 | 0.000 | ||
| 104 | 2025.10.06 00:00 | modify | 33 | 0.10 | 149.580 | 151.080 | 148.080 | ||
| 105 | 2025.10.07 16:00 | s/l | 33 | 0.10 | 151.080 | 151.080 | 148.080 | -100.59 | 1856.69 |
| 106 | 2025.10.09 08:00 | sell | 34 | 0.10 | 153.067 | 0.000 | 0.000 | ||
| 107 | 2025.10.09 08:00 | modify | 34 | 0.10 | 153.067 | 154.567 | 151.567 | ||
| 108 | 2025.10.10 16:00 | t/p | 34 | 0.10 | 151.567 | 154.567 | 151.567 | 97.31 | 1954.00 |
| 109 | 2025.10.17 08:00 | buy | 35 | 0.10 | 149.733 | 0.000 | 0.000 | ||
| 110 | 2025.10.17 08:00 | modify | 35 | 0.10 | 149.733 | 148.233 | 151.233 | ||
| 111 | 2025.10.21 08:00 | t/p | 35 | 0.10 | 151.233 | 148.233 | 151.233 | 100.33 | 2054.33 |
| 112 | 2025.10.23 04:00 | sell | 36 | 0.10 | 152.471 | 0.000 | 0.000 | ||
| 113 | 2025.10.23 04:00 | modify | 36 | 0.10 | 152.471 | 153.971 | 150.971 | ||
| 114 | 2025.10.30 12:00 | s/l | 36 | 0.10 | 153.971 | 153.971 | 150.971 | -107.02 | 1947.31 |