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 20:00 (2024.07.01 - 2025.07.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 1908 | Ticks modelled | 59564972 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 628.64 | Gross profit | 756.55 | Gross loss | -127.91 |
| Profit factor | 5.91 | Expected payoff | 20.95 | ||
| Absolute drawdown | 66.54 | Maximal drawdown | 145.48 (10.95%) | Relative drawdown | 11.34% (119.37) |
| Total trades | 30 | Short positions (won %) | 15 (73.33%) | Long positions (won %) | 15 (60.00%) |
| Profit trades (% of total) | 20 (66.67%) | Loss trades (% of total) | 10 (33.33%) | ||
| Largest | profit trade | 83.32 | loss trade | -16.69 | |
| Average | profit trade | 37.83 | loss trade | -12.79 | |
| Maximum | consecutive wins (profit in money) | 8 (347.34) | consecutive losses (loss in money) | 2 (-25.87) | |
| Maximal | consecutive profit (count of wins) | 347.34 (8) | consecutive loss (count of losses) | -25.87 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.11 20:00 | buy | 1 | 0.10 | 172.590 | 0.000 | 0.000 | ||
| 2 | 2024.07.11 20:00 | modify | 1 | 0.10 | 172.590 | 171.090 | 173.790 | ||
| 3 | 2024.07.11 23:06 | buy | 2 | 0.10 | 173.193 | 0.000 | 0.000 | ||
| 4 | 2024.07.11 23:06 | modify | 2 | 0.10 | 173.193 | 173.010 | 173.790 | ||
| 5 | 2024.07.11 23:06 | modify | 1 | 0.10 | 172.590 | 173.010 | 173.790 | ||
| 6 | 2024.07.11 23:28 | s/l | 1 | 0.10 | 173.010 | 173.010 | 173.790 | 29.08 | 1029.08 |
| 7 | 2024.07.11 23:28 | s/l | 2 | 0.10 | 173.010 | 173.010 | 173.790 | -12.67 | 1016.41 |
| 8 | 2024.07.17 16:00 | buy | 3 | 0.10 | 171.192 | 0.000 | 0.000 | ||
| 9 | 2024.07.17 16:00 | modify | 3 | 0.10 | 171.192 | 169.692 | 172.392 | ||
| 10 | 2024.07.19 05:34 | buy | 4 | 0.10 | 171.797 | 0.000 | 0.000 | ||
| 11 | 2024.07.19 05:34 | modify | 4 | 0.10 | 171.797 | 171.612 | 172.392 | ||
| 12 | 2024.07.19 05:34 | modify | 3 | 0.10 | 171.192 | 171.612 | 172.392 | ||
| 13 | 2024.07.19 06:37 | s/l | 3 | 0.10 | 171.612 | 171.612 | 172.392 | 30.05 | 1046.46 |
| 14 | 2024.07.19 06:37 | s/l | 4 | 0.10 | 171.612 | 171.612 | 172.392 | -12.81 | 1033.65 |
| 15 | 2024.08.15 20:00 | sell | 5 | 0.10 | 163.556 | 0.000 | 0.000 | ||
| 16 | 2024.08.15 20:00 | modify | 5 | 0.10 | 163.556 | 165.056 | 162.356 | ||
| 17 | 2024.08.16 11:06 | sell | 6 | 0.10 | 162.956 | 0.000 | 0.000 | ||
| 18 | 2024.08.16 11:06 | modify | 6 | 0.10 | 162.956 | 163.136 | 162.356 | ||
| 19 | 2024.08.16 11:06 | modify | 5 | 0.10 | 163.556 | 163.136 | 162.356 | ||
| 20 | 2024.08.16 11:09 | sell | 7 | 0.10 | 162.836 | 0.000 | 0.000 | ||
| 21 | 2024.08.16 11:09 | modify | 7 | 0.10 | 162.836 | 163.076 | 162.356 | ||
| 22 | 2024.08.16 11:09 | modify | 6 | 0.10 | 162.956 | 163.076 | 162.356 | ||
| 23 | 2024.08.16 11:09 | modify | 5 | 0.10 | 163.556 | 163.076 | 162.356 | ||
| 24 | 2024.08.16 12:04 | sell | 8 | 0.10 | 162.595 | 0.000 | 0.000 | ||
| 25 | 2024.08.16 12:04 | modify | 8 | 0.10 | 162.595 | 162.896 | 162.356 | ||
| 26 | 2024.08.16 12:04 | modify | 7 | 0.10 | 162.836 | 162.896 | 162.356 | ||
| 27 | 2024.08.16 12:04 | modify | 6 | 0.10 | 162.956 | 162.896 | 162.356 | ||
| 28 | 2024.08.16 12:04 | modify | 5 | 0.10 | 163.556 | 162.896 | 162.356 | ||
| 29 | 2024.08.16 12:31 | t/p | 5 | 0.10 | 162.356 | 162.896 | 162.356 | 82.02 | 1115.67 |
| 30 | 2024.08.16 12:31 | t/p | 6 | 0.10 | 162.356 | 162.896 | 162.356 | 41.50 | 1157.17 |
| 31 | 2024.08.16 12:31 | t/p | 7 | 0.10 | 162.356 | 162.896 | 162.356 | 33.20 | 1190.37 |
| 32 | 2024.08.16 12:31 | t/p | 8 | 0.10 | 162.356 | 162.896 | 162.356 | 16.53 | 1206.90 |
| 33 | 2024.09.02 20:00 | sell | 9 | 0.10 | 162.655 | 0.000 | 0.000 | ||
| 34 | 2024.09.02 20:00 | modify | 9 | 0.10 | 162.655 | 164.155 | 161.455 | ||
| 35 | 2024.09.03 03:11 | sell | 10 | 0.10 | 162.054 | 0.000 | 0.000 | ||
| 36 | 2024.09.03 03:11 | modify | 10 | 0.10 | 162.054 | 162.235 | 161.455 | ||
| 37 | 2024.09.03 03:11 | modify | 9 | 0.10 | 162.655 | 162.235 | 161.455 | ||
| 38 | 2024.09.03 03:34 | s/l | 9 | 0.10 | 162.235 | 162.235 | 161.455 | 28.07 | 1234.98 |
| 39 | 2024.09.03 03:34 | s/l | 10 | 0.10 | 162.235 | 162.235 | 161.455 | -12.52 | 1222.46 |
| 40 | 2024.09.11 08:00 | buy | 11 | 0.10 | 156.135 | 0.000 | 0.000 | ||
| 41 | 2024.09.11 08:00 | modify | 11 | 0.10 | 156.135 | 154.635 | 157.335 | ||
| 42 | 2024.09.11 12:30 | buy | 12 | 0.10 | 156.741 | 0.000 | 0.000 | ||
| 43 | 2024.09.11 12:30 | modify | 12 | 0.10 | 156.741 | 156.555 | 157.335 | ||
| 44 | 2024.09.11 12:30 | modify | 11 | 0.10 | 156.135 | 156.555 | 157.335 | ||
| 45 | 2024.09.11 12:30 | s/l | 11 | 0.10 | 156.555 | 156.555 | 157.335 | 29.08 | 1251.54 |
| 46 | 2024.09.11 12:30 | s/l | 12 | 0.10 | 156.555 | 156.555 | 157.335 | -12.88 | 1238.66 |
| 47 | 2024.10.23 16:00 | sell | 13 | 0.10 | 164.721 | 0.000 | 0.000 | ||
| 48 | 2024.10.23 16:00 | modify | 13 | 0.10 | 164.721 | 166.221 | 163.521 | ||
| 49 | 2024.10.24 06:13 | sell | 14 | 0.10 | 164.107 | 0.000 | 0.000 | ||
| 50 | 2024.10.24 06:13 | modify | 14 | 0.10 | 164.107 | 164.301 | 163.521 | ||
| 51 | 2024.10.24 06:13 | modify | 13 | 0.10 | 164.721 | 164.301 | 163.521 | ||
| 52 | 2024.10.24 06:50 | sell | 15 | 0.10 | 164.001 | 0.000 | 0.000 | ||
| 53 | 2024.10.24 06:50 | modify | 15 | 0.10 | 164.001 | 164.241 | 163.521 | ||
| 54 | 2024.10.24 06:50 | modify | 14 | 0.10 | 164.107 | 164.241 | 163.521 | ||
| 55 | 2024.10.24 06:50 | modify | 13 | 0.10 | 164.721 | 164.241 | 163.521 | ||
| 56 | 2024.10.24 07:30 | s/l | 13 | 0.10 | 164.241 | 164.241 | 163.521 | 30.27 | 1268.93 |
| 57 | 2024.10.24 07:30 | s/l | 14 | 0.10 | 164.241 | 164.241 | 163.521 | -9.27 | 1259.66 |
| 58 | 2024.10.24 07:30 | s/l | 15 | 0.10 | 164.241 | 164.241 | 163.521 | -16.60 | 1243.06 |
| 59 | 2025.01.06 16:00 | sell | 16 | 0.10 | 163.729 | 0.000 | 0.000 | ||
| 60 | 2025.01.06 16:00 | modify | 16 | 0.10 | 163.729 | 165.229 | 162.529 | ||
| 61 | 2025.01.08 09:21 | sell | 17 | 0.10 | 163.129 | 0.000 | 0.000 | ||
| 62 | 2025.01.08 09:21 | modify | 17 | 0.10 | 163.129 | 163.309 | 162.529 | ||
| 63 | 2025.01.08 09:21 | modify | 16 | 0.10 | 163.729 | 163.309 | 162.529 | ||
| 64 | 2025.01.08 09:41 | s/l | 16 | 0.10 | 163.309 | 163.309 | 162.529 | 27.10 | 1270.16 |
| 65 | 2025.01.08 09:41 | s/l | 17 | 0.10 | 163.309 | 163.309 | 162.529 | -12.45 | 1257.71 |
| 66 | 2025.01.13 08:00 | buy | 18 | 0.10 | 160.876 | 0.000 | 0.000 | ||
| 67 | 2025.01.13 08:00 | modify | 18 | 0.10 | 160.876 | 159.376 | 162.076 | ||
| 68 | 2025.01.13 22:43 | buy | 19 | 0.10 | 161.480 | 0.000 | 0.000 | ||
| 69 | 2025.01.13 22:43 | modify | 19 | 0.10 | 161.480 | 161.296 | 162.076 | ||
| 70 | 2025.01.13 22:43 | modify | 18 | 0.10 | 160.876 | 161.296 | 162.076 | ||
| 71 | 2025.01.13 22:50 | buy | 20 | 0.10 | 161.597 | 0.000 | 0.000 | ||
| 72 | 2025.01.13 22:50 | modify | 20 | 0.10 | 161.597 | 161.356 | 162.076 | ||
| 73 | 2025.01.13 22:50 | modify | 19 | 0.10 | 161.480 | 161.356 | 162.076 | ||
| 74 | 2025.01.13 22:50 | modify | 18 | 0.10 | 160.876 | 161.356 | 162.076 | ||
| 75 | 2025.01.13 22:59 | s/l | 18 | 0.10 | 161.356 | 161.356 | 162.076 | 33.23 | 1290.94 |
| 76 | 2025.01.13 22:59 | s/l | 19 | 0.10 | 161.356 | 161.356 | 162.076 | -8.59 | 1282.35 |
| 77 | 2025.01.13 22:59 | s/l | 20 | 0.10 | 161.356 | 161.356 | 162.076 | -16.69 | 1265.66 |
| 78 | 2025.02.03 08:00 | buy | 21 | 0.10 | 159.155 | 0.000 | 0.000 | ||
| 79 | 2025.02.03 08:00 | modify | 21 | 0.10 | 159.155 | 157.655 | 160.355 | ||
| 80 | 2025.02.03 15:42 | buy | 22 | 0.10 | 159.769 | 0.000 | 0.000 | ||
| 81 | 2025.02.03 15:42 | modify | 22 | 0.10 | 159.769 | 159.575 | 160.355 | ||
| 82 | 2025.02.03 15:42 | modify | 21 | 0.10 | 159.155 | 159.575 | 160.355 | ||
| 83 | 2025.02.03 15:47 | s/l | 21 | 0.10 | 159.575 | 159.575 | 160.355 | 29.08 | 1294.74 |
| 84 | 2025.02.03 15:47 | s/l | 22 | 0.10 | 159.575 | 159.575 | 160.355 | -13.43 | 1281.31 |
| 85 | 2025.02.20 12:00 | buy | 23 | 0.10 | 156.840 | 0.000 | 0.000 | ||
| 86 | 2025.02.20 12:00 | modify | 23 | 0.10 | 156.840 | 155.340 | 158.040 | ||
| 87 | 2025.02.21 01:32 | buy | 24 | 0.10 | 157.440 | 0.000 | 0.000 | ||
| 88 | 2025.02.21 01:32 | modify | 24 | 0.10 | 157.440 | 157.260 | 158.040 | ||
| 89 | 2025.02.21 01:32 | modify | 23 | 0.10 | 156.840 | 157.260 | 158.040 | ||
| 90 | 2025.02.21 01:37 | buy | 25 | 0.10 | 157.570 | 0.000 | 0.000 | ||
| 91 | 2025.02.21 01:37 | modify | 25 | 0.10 | 157.570 | 157.320 | 158.040 | ||
| 92 | 2025.02.21 01:37 | modify | 24 | 0.10 | 157.440 | 157.320 | 158.040 | ||
| 93 | 2025.02.21 01:37 | modify | 23 | 0.10 | 156.840 | 157.320 | 158.040 | ||
| 94 | 2025.02.21 01:50 | buy | 26 | 0.10 | 157.800 | 0.000 | 0.000 | ||
| 95 | 2025.02.21 01:50 | modify | 26 | 0.10 | 157.800 | 157.500 | 158.040 | ||
| 96 | 2025.02.21 01:50 | modify | 25 | 0.10 | 157.570 | 157.500 | 158.040 | ||
| 97 | 2025.02.21 01:50 | modify | 24 | 0.10 | 157.440 | 157.500 | 158.040 | ||
| 98 | 2025.02.21 01:50 | modify | 23 | 0.10 | 156.840 | 157.500 | 158.040 | ||
| 99 | 2025.02.21 02:31 | t/p | 23 | 0.10 | 158.040 | 157.500 | 158.040 | 83.32 | 1364.63 |
| 100 | 2025.02.21 02:31 | t/p | 24 | 0.10 | 158.040 | 157.500 | 158.040 | 41.54 | 1406.17 |
| 101 | 2025.02.21 02:31 | t/p | 25 | 0.10 | 158.040 | 157.500 | 158.040 | 32.54 | 1438.71 |
| 102 | 2025.02.21 02:31 | t/p | 26 | 0.10 | 158.040 | 157.500 | 158.040 | 16.61 | 1455.32 |
| 103 | 2025.06.23 12:00 | sell | 27 | 0.10 | 169.325 | 0.000 | 0.000 | ||
| 104 | 2025.06.23 12:00 | modify | 27 | 0.10 | 169.325 | 170.825 | 168.125 | ||
| 105 | 2025.06.24 02:45 | sell | 28 | 0.10 | 168.725 | 0.000 | 0.000 | ||
| 106 | 2025.06.24 02:45 | modify | 28 | 0.10 | 168.725 | 168.905 | 168.125 | ||
| 107 | 2025.06.24 02:45 | modify | 27 | 0.10 | 169.325 | 168.905 | 168.125 | ||
| 108 | 2025.06.24 06:03 | sell | 29 | 0.10 | 168.605 | 0.000 | 0.000 | ||
| 109 | 2025.06.24 06:03 | modify | 29 | 0.10 | 168.605 | 168.845 | 168.125 | ||
| 110 | 2025.06.24 06:03 | modify | 28 | 0.10 | 168.725 | 168.845 | 168.125 | ||
| 111 | 2025.06.24 06:03 | modify | 27 | 0.10 | 169.325 | 168.845 | 168.125 | ||
| 112 | 2025.06.24 07:05 | sell | 30 | 0.10 | 168.365 | 0.000 | 0.000 | ||
| 113 | 2025.06.24 07:05 | modify | 30 | 0.10 | 168.365 | 168.665 | 168.125 | ||
| 114 | 2025.06.24 07:05 | modify | 29 | 0.10 | 168.605 | 168.665 | 168.125 | ||
| 115 | 2025.06.24 07:05 | modify | 28 | 0.10 | 168.725 | 168.665 | 168.125 | ||
| 116 | 2025.06.24 07:05 | modify | 27 | 0.10 | 169.325 | 168.665 | 168.125 | ||
| 117 | 2025.06.24 08:33 | t/p | 27 | 0.10 | 168.125 | 168.665 | 168.125 | 82.02 | 1537.34 |
| 118 | 2025.06.24 08:33 | t/p | 28 | 0.10 | 168.125 | 168.665 | 168.125 | 41.50 | 1578.84 |
| 119 | 2025.06.24 08:33 | t/p | 29 | 0.10 | 168.125 | 168.665 | 168.125 | 33.20 | 1612.04 |
| 120 | 2025.06.24 08:33 | t/p | 30 | 0.10 | 168.125 | 168.665 | 168.125 | 16.60 | 1628.64 |