Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.07.01 00:00 - 2025.06.30 23:59 (2024.07.01 - 2025.07.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; 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=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 2608 | Ticks modelled | 4216 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 583.42 | Gross profit | 1671.97 | Gross loss | -1088.55 |
| Profit factor | 1.54 | Expected payoff | 13.89 | ||
| Absolute drawdown | 544.60 | Maximal drawdown | 853.59 (65.21%) | Relative drawdown | 65.21% (853.59) |
| Total trades | 42 | Short positions (won %) | 20 (55.00%) | Long positions (won %) | 22 (59.09%) |
| Profit trades (% of total) | 24 (57.14%) | Loss trades (% of total) | 18 (42.86%) | ||
| Largest | profit trade | 104.83 | loss trade | -95.77 | |
| Average | profit trade | 69.67 | loss trade | -60.47 | |
| Maximum | consecutive wins (profit in money) | 6 (517.79) | consecutive losses (loss in money) | 9 (-672.67) | |
| Maximal | consecutive profit (count of wins) | 517.79 (6) | consecutive loss (count of losses) | -672.67 (9) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.11 16:00 | buy | 1 | 0.10 | 172.409 | 0.000 | 0.000 | ||
| 2 | 2024.07.11 16:00 | modify | 1 | 0.10 | 172.409 | 171.109 | 173.909 | ||
| 3 | 2024.07.12 04:00 | buy | 2 | 0.10 | 173.100 | 0.000 | 0.000 | ||
| 4 | 2024.07.12 04:00 | modify | 2 | 0.10 | 173.100 | 172.859 | 173.909 | ||
| 5 | 2024.07.12 04:00 | modify | 1 | 0.10 | 172.409 | 172.859 | 173.909 | ||
| 6 | 2024.07.12 08:00 | s/l | 1 | 0.10 | 172.859 | 172.859 | 173.909 | 31.40 | 1031.40 |
| 7 | 2024.07.12 08:00 | s/l | 2 | 0.10 | 172.859 | 172.859 | 173.909 | -16.69 | 1014.71 |
| 8 | 2024.07.12 16:00 | buy | 3 | 0.10 | 172.164 | 0.000 | 0.000 | ||
| 9 | 2024.07.12 16:00 | modify | 3 | 0.10 | 172.164 | 170.864 | 173.664 | ||
| 10 | 2024.07.16 20:00 | buy | 4 | 0.10 | 172.697 | 0.000 | 0.000 | ||
| 11 | 2024.07.16 20:00 | modify | 4 | 0.10 | 172.697 | 172.389 | 173.664 | ||
| 12 | 2024.07.16 20:00 | modify | 3 | 0.10 | 172.164 | 172.389 | 173.664 | ||
| 13 | 2024.07.17 08:00 | s/l | 3 | 0.10 | 172.389 | 172.389 | 173.664 | 16.31 | 1031.02 |
| 14 | 2024.07.17 08:00 | s/l | 4 | 0.10 | 172.389 | 172.389 | 173.664 | -21.09 | 1009.93 |
| 15 | 2024.07.26 12:00 | sell | 5 | 0.10 | 167.925 | 0.000 | 0.000 | ||
| 16 | 2024.07.26 12:00 | modify | 5 | 0.10 | 167.925 | 169.225 | 166.425 | ||
| 17 | 2024.07.26 16:00 | t/p | 5 | 0.10 | 166.425 | 169.225 | 166.425 | 103.75 | 1113.68 |
| 18 | 2024.08.15 16:00 | sell | 6 | 0.10 | 163.585 | 0.000 | 0.000 | ||
| 19 | 2024.08.15 16:00 | modify | 6 | 0.10 | 163.585 | 164.885 | 162.085 | ||
| 20 | 2024.08.18 20:00 | sell | 7 | 0.10 | 162.668 | 0.000 | 0.000 | ||
| 21 | 2024.08.18 20:00 | modify | 7 | 0.10 | 162.668 | 163.060 | 162.085 | ||
| 22 | 2024.08.18 20:00 | modify | 6 | 0.10 | 163.585 | 163.060 | 162.085 | ||
| 23 | 2024.08.19 00:00 | s/l | 6 | 0.10 | 163.060 | 163.060 | 162.085 | 34.36 | 1148.04 |
| 24 | 2024.08.19 00:00 | s/l | 7 | 0.10 | 163.060 | 163.060 | 162.085 | -28.10 | 1119.94 |
| 25 | 2024.09.02 12:00 | sell | 8 | 0.10 | 162.560 | 0.000 | 0.000 | ||
| 26 | 2024.09.02 12:00 | modify | 8 | 0.10 | 162.560 | 163.860 | 161.060 | ||
| 27 | 2024.09.03 12:00 | t/p | 8 | 0.10 | 161.060 | 163.860 | 161.060 | 102.77 | 1222.72 |
| 28 | 2024.09.06 16:00 | buy | 9 | 0.10 | 157.609 | 0.000 | 0.000 | ||
| 29 | 2024.09.06 16:00 | modify | 9 | 0.10 | 157.609 | 156.309 | 159.109 | ||
| 30 | 2024.09.10 04:00 | buy | 10 | 0.10 | 158.140 | 0.000 | 0.000 | ||
| 31 | 2024.09.10 04:00 | modify | 10 | 0.10 | 158.140 | 157.834 | 159.109 | ||
| 32 | 2024.09.10 04:00 | modify | 9 | 0.10 | 157.609 | 157.834 | 159.109 | ||
| 33 | 2024.09.10 08:00 | buy | 11 | 0.10 | 158.524 | 0.000 | 0.000 | ||
| 34 | 2024.09.10 08:00 | modify | 11 | 0.10 | 158.524 | 158.134 | 159.109 | ||
| 35 | 2024.09.10 08:00 | modify | 10 | 0.10 | 158.140 | 158.134 | 159.109 | ||
| 36 | 2024.09.10 08:00 | modify | 9 | 0.10 | 157.609 | 158.134 | 159.109 | ||
| 37 | 2024.09.10 12:00 | s/l | 9 | 0.10 | 158.134 | 158.134 | 159.109 | 36.84 | 1259.55 |
| 38 | 2024.09.10 12:00 | s/l | 10 | 0.10 | 158.134 | 158.134 | 159.109 | -0.42 | 1259.13 |
| 39 | 2024.09.10 12:00 | s/l | 11 | 0.10 | 158.134 | 158.134 | 159.109 | -27.01 | 1232.12 |
| 40 | 2024.09.17 16:00 | sell | 12 | 0.10 | 157.615 | 0.000 | 0.000 | ||
| 41 | 2024.09.17 16:00 | modify | 12 | 0.10 | 157.615 | 158.915 | 156.115 | ||
| 42 | 2024.09.19 04:00 | s/l | 12 | 0.10 | 158.915 | 158.915 | 156.115 | -93.82 | 1138.30 |
| 43 | 2024.09.19 12:00 | sell | 13 | 0.10 | 159.475 | 0.000 | 0.000 | ||
| 44 | 2024.09.19 12:00 | modify | 13 | 0.10 | 159.475 | 160.775 | 157.975 | ||
| 45 | 2024.09.20 12:00 | s/l | 13 | 0.10 | 160.775 | 160.775 | 157.975 | -90.90 | 1047.40 |
| 46 | 2024.09.25 12:00 | sell | 14 | 0.10 | 161.557 | 0.000 | 0.000 | ||
| 47 | 2024.09.25 12:00 | modify | 14 | 0.10 | 161.557 | 162.857 | 160.057 | ||
| 48 | 2024.09.27 08:00 | s/l | 14 | 0.10 | 162.857 | 162.857 | 160.057 | -93.81 | 953.59 |
| 49 | 2024.10.02 16:00 | sell | 15 | 0.10 | 161.373 | 0.000 | 0.000 | ||
| 50 | 2024.10.02 16:00 | modify | 15 | 0.10 | 161.373 | 162.673 | 159.873 | ||
| 51 | 2024.10.04 16:00 | s/l | 15 | 0.10 | 162.673 | 162.673 | 159.873 | -93.82 | 859.77 |
| 52 | 2024.10.23 12:00 | sell | 16 | 0.10 | 164.736 | 0.000 | 0.000 | ||
| 53 | 2024.10.23 12:00 | modify | 16 | 0.10 | 164.736 | 166.036 | 163.236 | ||
| 54 | 2024.10.28 04:00 | s/l | 16 | 0.10 | 166.036 | 166.036 | 163.236 | -94.80 | 764.97 |
| 55 | 2024.11.08 16:00 | buy | 17 | 0.10 | 163.858 | 0.000 | 0.000 | ||
| 56 | 2024.11.08 16:00 | modify | 17 | 0.10 | 163.858 | 162.558 | 165.358 | ||
| 57 | 2024.11.15 20:00 | s/l | 17 | 0.10 | 162.558 | 162.558 | 165.358 | -88.31 | 676.65 |
| 58 | 2024.11.21 16:00 | buy | 18 | 0.10 | 162.225 | 0.000 | 0.000 | ||
| 59 | 2024.11.21 16:00 | modify | 18 | 0.10 | 162.225 | 160.925 | 163.725 | ||
| 60 | 2024.11.22 12:00 | s/l | 18 | 0.10 | 160.925 | 160.925 | 163.725 | -89.77 | 586.89 |
| 61 | 2024.11.22 12:00 | buy | 19 | 0.10 | 160.768 | 0.000 | 0.000 | ||
| 62 | 2024.11.22 12:00 | modify | 19 | 0.10 | 160.768 | 159.468 | 162.268 | ||
| 63 | 2024.11.26 12:00 | buy | 20 | 0.10 | 161.697 | 0.000 | 0.000 | ||
| 64 | 2024.11.26 12:00 | modify | 20 | 0.10 | 161.697 | 161.293 | 162.268 | ||
| 65 | 2024.11.26 12:00 | modify | 19 | 0.10 | 160.768 | 161.293 | 162.268 | ||
| 66 | 2024.11.26 16:00 | s/l | 19 | 0.10 | 161.293 | 161.293 | 162.268 | 36.84 | 623.72 |
| 67 | 2024.11.26 16:00 | s/l | 20 | 0.10 | 161.293 | 161.293 | 162.268 | -27.97 | 595.75 |
| 68 | 2024.12.02 16:00 | buy | 21 | 0.10 | 156.928 | 0.000 | 0.000 | ||
| 69 | 2024.12.02 16:00 | modify | 21 | 0.10 | 156.928 | 155.628 | 158.428 | ||
| 70 | 2024.12.03 04:00 | buy | 22 | 0.10 | 157.479 | 0.000 | 0.000 | ||
| 71 | 2024.12.03 04:00 | modify | 22 | 0.10 | 157.479 | 157.153 | 158.428 | ||
| 72 | 2024.12.03 04:00 | modify | 21 | 0.10 | 156.928 | 157.153 | 158.428 | ||
| 73 | 2024.12.03 16:00 | s/l | 21 | 0.10 | 157.153 | 157.153 | 158.428 | 15.82 | 611.57 |
| 74 | 2024.12.03 16:00 | s/l | 22 | 0.10 | 157.153 | 157.153 | 158.428 | -22.57 | 589.00 |
| 75 | 2024.12.09 16:00 | sell | 23 | 0.10 | 159.945 | 0.000 | 0.000 | ||
| 76 | 2024.12.09 16:00 | modify | 23 | 0.10 | 159.945 | 161.245 | 158.445 | ||
| 77 | 2024.12.13 16:00 | s/l | 23 | 0.10 | 161.245 | 161.245 | 158.445 | -95.77 | 493.24 |
| 78 | 2025.01.06 12:00 | sell | 24 | 0.10 | 163.828 | 0.000 | 0.000 | ||
| 79 | 2025.01.06 12:00 | modify | 24 | 0.10 | 163.828 | 165.128 | 162.328 | ||
| 80 | 2025.01.09 00:00 | sell | 25 | 0.10 | 163.148 | 0.000 | 0.000 | ||
| 81 | 2025.01.09 00:00 | modify | 25 | 0.10 | 163.148 | 163.378 | 162.328 | ||
| 82 | 2025.01.09 00:00 | modify | 24 | 0.10 | 163.828 | 163.378 | 162.328 | ||
| 83 | 2025.01.10 16:00 | t/p | 24 | 0.10 | 162.328 | 163.378 | 162.328 | 97.90 | 591.14 |
| 84 | 2025.01.10 16:00 | t/p | 25 | 0.10 | 162.328 | 163.378 | 162.328 | 55.74 | 646.89 |
| 85 | 2025.01.13 12:00 | buy | 26 | 0.10 | 160.428 | 0.000 | 0.000 | ||
| 86 | 2025.01.13 12:00 | modify | 26 | 0.10 | 160.428 | 159.128 | 161.928 | ||
| 87 | 2025.01.13 20:00 | buy | 27 | 0.10 | 161.111 | 0.000 | 0.000 | ||
| 88 | 2025.01.13 20:00 | modify | 27 | 0.10 | 161.111 | 160.878 | 161.928 | ||
| 89 | 2025.01.13 20:00 | modify | 26 | 0.10 | 160.428 | 160.878 | 161.928 | ||
| 90 | 2025.01.14 12:00 | t/p | 26 | 0.10 | 161.928 | 160.878 | 161.928 | 104.10 | 750.99 |
| 91 | 2025.01.14 12:00 | t/p | 27 | 0.10 | 161.928 | 160.878 | 161.928 | 56.81 | 807.80 |
| 92 | 2025.01.14 16:00 | sell | 28 | 0.10 | 162.621 | 0.000 | 0.000 | ||
| 93 | 2025.01.14 16:00 | modify | 28 | 0.10 | 162.621 | 163.921 | 161.121 | ||
| 94 | 2025.01.15 16:00 | t/p | 28 | 0.10 | 161.121 | 163.921 | 161.121 | 102.77 | 910.57 |
| 95 | 2025.01.20 16:00 | sell | 29 | 0.10 | 161.923 | 0.000 | 0.000 | ||
| 96 | 2025.01.20 16:00 | modify | 29 | 0.10 | 161.923 | 163.223 | 160.423 | ||
| 97 | 2025.01.22 20:00 | s/l | 29 | 0.10 | 163.223 | 163.223 | 160.423 | -91.87 | 818.70 |
| 98 | 2025.02.03 12:00 | buy | 30 | 0.10 | 158.534 | 0.000 | 0.000 | ||
| 99 | 2025.02.03 12:00 | modify | 30 | 0.10 | 158.534 | 157.234 | 160.034 | ||
| 100 | 2025.02.04 00:00 | t/p | 30 | 0.10 | 160.034 | 157.234 | 160.034 | 104.10 | 922.81 |
| 101 | 2025.02.06 16:00 | buy | 31 | 0.10 | 157.322 | 0.000 | 0.000 | ||
| 102 | 2025.02.06 16:00 | modify | 31 | 0.10 | 157.322 | 156.022 | 158.822 | ||
| 103 | 2025.02.07 12:00 | buy | 32 | 0.10 | 158.004 | 0.000 | 0.000 | ||
| 104 | 2025.02.07 12:00 | modify | 32 | 0.10 | 158.004 | 157.772 | 158.822 | ||
| 105 | 2025.02.07 12:00 | modify | 31 | 0.10 | 157.322 | 157.772 | 158.822 | ||
| 106 | 2025.02.07 16:00 | s/l | 31 | 0.10 | 157.772 | 157.772 | 158.822 | 31.40 | 954.21 |
| 107 | 2025.02.07 16:00 | s/l | 32 | 0.10 | 157.772 | 157.772 | 158.822 | -16.06 | 938.15 |
| 108 | 2025.03.03 12:00 | sell | 33 | 0.10 | 158.049 | 0.000 | 0.000 | ||
| 109 | 2025.03.03 12:00 | modify | 33 | 0.10 | 158.049 | 159.349 | 156.549 | ||
| 110 | 2025.03.03 16:00 | sell | 34 | 0.10 | 157.512 | 0.000 | 0.000 | ||
| 111 | 2025.03.03 16:00 | modify | 34 | 0.10 | 157.512 | 157.824 | 156.549 | ||
| 112 | 2025.03.03 16:00 | modify | 33 | 0.10 | 158.049 | 157.824 | 156.549 | ||
| 113 | 2025.03.03 20:00 | sell | 35 | 0.10 | 157.356 | 0.000 | 0.000 | ||
| 114 | 2025.03.03 20:00 | modify | 35 | 0.10 | 157.356 | 157.599 | 156.549 | ||
| 115 | 2025.03.03 20:00 | modify | 34 | 0.10 | 157.512 | 157.599 | 156.549 | ||
| 116 | 2025.03.03 20:00 | modify | 33 | 0.10 | 158.049 | 157.599 | 156.549 | ||
| 117 | 2025.03.04 00:00 | t/p | 33 | 0.10 | 156.549 | 157.599 | 156.549 | 102.77 | 1040.92 |
| 118 | 2025.03.04 00:00 | t/p | 34 | 0.10 | 156.549 | 157.599 | 156.549 | 65.63 | 1106.56 |
| 119 | 2025.03.04 00:00 | t/p | 35 | 0.10 | 156.549 | 157.599 | 156.549 | 54.84 | 1161.40 |
| 120 | 2025.03.11 16:00 | sell | 36 | 0.10 | 161.172 | 0.000 | 0.000 | ||
| 121 | 2025.03.11 16:00 | modify | 36 | 0.10 | 161.172 | 162.472 | 159.672 | ||
| 122 | 2025.03.17 16:00 | s/l | 36 | 0.10 | 162.472 | 162.472 | 159.672 | -95.77 | 1065.63 |
| 123 | 2025.03.20 12:00 | buy | 37 | 0.10 | 161.101 | 0.000 | 0.000 | ||
| 124 | 2025.03.20 12:00 | modify | 37 | 0.10 | 161.101 | 159.801 | 162.601 | ||
| 125 | 2025.03.24 16:00 | t/p | 37 | 0.10 | 162.601 | 159.801 | 162.601 | 104.35 | 1169.98 |
| 126 | 2025.04.02 16:00 | sell | 38 | 0.10 | 162.999 | 0.000 | 0.000 | ||
| 127 | 2025.04.02 16:00 | modify | 38 | 0.10 | 162.999 | 164.299 | 161.499 | ||
| 128 | 2025.04.03 00:00 | t/p | 38 | 0.10 | 161.499 | 164.299 | 161.499 | 100.83 | 1270.81 |
| 129 | 2025.05.01 16:00 | sell | 39 | 0.10 | 164.104 | 0.000 | 0.000 | ||
| 130 | 2025.05.01 16:00 | modify | 39 | 0.10 | 164.104 | 165.404 | 162.604 | ||
| 131 | 2025.05.06 00:00 | t/p | 39 | 0.10 | 162.604 | 165.404 | 162.604 | 100.83 | 1371.64 |
| 132 | 2025.05.06 12:00 | buy | 40 | 0.10 | 161.759 | 0.000 | 0.000 | ||
| 133 | 2025.05.06 12:00 | modify | 40 | 0.10 | 161.759 | 160.459 | 163.259 | ||
| 134 | 2025.05.07 00:00 | buy | 41 | 0.10 | 162.296 | 0.000 | 0.000 | ||
| 135 | 2025.05.07 00:00 | modify | 41 | 0.10 | 162.296 | 161.984 | 163.259 | ||
| 136 | 2025.05.07 00:00 | modify | 40 | 0.10 | 161.759 | 161.984 | 163.259 | ||
| 137 | 2025.05.08 04:00 | buy | 42 | 0.10 | 162.688 | 0.000 | 0.000 | ||
| 138 | 2025.05.08 04:00 | modify | 42 | 0.10 | 162.688 | 162.284 | 163.259 | ||
| 139 | 2025.05.08 04:00 | modify | 41 | 0.10 | 162.296 | 162.284 | 163.259 | ||
| 140 | 2025.05.08 04:00 | modify | 40 | 0.10 | 161.759 | 162.284 | 163.259 | ||
| 141 | 2025.05.08 12:00 | t/p | 40 | 0.10 | 163.259 | 162.284 | 163.259 | 104.83 | 1476.47 |
| 142 | 2025.05.08 12:00 | t/p | 41 | 0.10 | 163.259 | 162.284 | 163.259 | 67.41 | 1543.88 |
| 143 | 2025.05.08 12:00 | t/p | 42 | 0.10 | 163.259 | 162.284 | 163.259 | 39.54 | 1583.42 |