Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | USDJPY (US Dollar 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=0; RSIHelp="------------------------------------"; RSI_Period=7; 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=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=12; 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 | 826.28 | Gross profit | 1804.67 | Gross loss | -978.39 |
| Profit factor | 1.84 | Expected payoff | 24.30 | ||
| Absolute drawdown | 123.11 | Maximal drawdown | 416.48 (32.20%) | Relative drawdown | 32.20% (416.48) |
| Total trades | 34 | Short positions (won %) | 15 (73.33%) | Long positions (won %) | 19 (63.16%) |
| Profit trades (% of total) | 23 (67.65%) | Loss trades (% of total) | 11 (32.35%) | ||
| Largest | profit trade | 106.25 | loss trade | -104.74 | |
| Average | profit trade | 78.46 | loss trade | -88.94 | |
| Maximum | consecutive wins (profit in money) | 5 (464.05) | consecutive losses (loss in money) | 3 (-234.66) | |
| Maximal | consecutive profit (count of wins) | 464.05 (5) | consecutive loss (count of losses) | -234.66 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.07.24 04:00 | buy | 1 | 0.10 | 155.084 | 0.000 | 0.000 | ||
| 2 | 2024.07.24 04:00 | modify | 1 | 0.10 | 155.084 | 153.584 | 156.584 | ||
| 3 | 2024.07.24 16:00 | s/l | 1 | 0.10 | 153.584 | 153.584 | 156.584 | -97.80 | 902.20 |
| 4 | 2024.07.25 04:00 | buy | 2 | 0.10 | 152.345 | 0.000 | 0.000 | ||
| 5 | 2024.07.25 04:00 | modify | 2 | 0.10 | 152.345 | 150.845 | 153.845 | ||
| 6 | 2024.07.25 16:00 | t/p | 2 | 0.10 | 153.845 | 150.845 | 153.845 | 97.42 | 999.62 |
| 7 | 2024.08.16 00:00 | sell | 3 | 0.10 | 149.227 | 0.000 | 0.000 | ||
| 8 | 2024.08.16 00:00 | modify | 3 | 0.10 | 149.227 | 150.727 | 147.727 | ||
| 9 | 2024.08.16 16:00 | t/p | 3 | 0.10 | 147.727 | 150.727 | 147.727 | 101.23 | 1100.85 |
| 10 | 2024.09.02 00:00 | sell | 4 | 0.10 | 146.401 | 0.000 | 0.000 | ||
| 11 | 2024.09.02 00:00 | modify | 4 | 0.10 | 146.401 | 147.901 | 144.901 | ||
| 12 | 2024.09.03 20:00 | sell | 5 | 0.10 | 145.629 | 0.000 | 0.000 | ||
| 13 | 2024.09.03 20:00 | modify | 5 | 0.10 | 145.629 | 146.326 | 144.901 | ||
| 14 | 2024.09.03 20:00 | modify | 4 | 0.10 | 146.401 | 146.326 | 144.901 | ||
| 15 | 2024.09.04 08:00 | t/p | 4 | 0.10 | 144.901 | 146.326 | 144.901 | 100.83 | 1201.68 |
| 16 | 2024.09.04 08:00 | t/p | 5 | 0.10 | 144.901 | 146.326 | 144.901 | 48.89 | 1250.57 |
| 17 | 2024.09.06 04:00 | buy | 6 | 0.10 | 143.060 | 0.000 | 0.000 | ||
| 18 | 2024.09.06 04:00 | modify | 6 | 0.10 | 143.060 | 141.560 | 144.560 | ||
| 19 | 2024.09.11 04:00 | s/l | 6 | 0.10 | 141.560 | 141.560 | 144.560 | -104.74 | 1145.83 |
| 20 | 2024.09.16 08:00 | buy | 7 | 0.10 | 139.906 | 0.000 | 0.000 | ||
| 21 | 2024.09.16 08:00 | modify | 7 | 0.10 | 139.906 | 138.406 | 141.406 | ||
| 22 | 2024.09.16 16:00 | buy | 8 | 0.10 | 140.827 | 0.000 | 0.000 | ||
| 23 | 2024.09.16 16:00 | modify | 8 | 0.10 | 140.827 | 140.281 | 141.406 | ||
| 24 | 2024.09.16 16:00 | modify | 7 | 0.10 | 139.906 | 140.281 | 141.406 | ||
| 25 | 2024.09.17 16:00 | t/p | 7 | 0.10 | 141.406 | 140.281 | 141.406 | 106.25 | 1252.08 |
| 26 | 2024.09.17 16:00 | t/p | 8 | 0.10 | 141.406 | 140.281 | 141.406 | 41.29 | 1293.37 |
| 27 | 2024.10.23 04:00 | sell | 9 | 0.10 | 151.748 | 0.000 | 0.000 | ||
| 28 | 2024.10.23 04:00 | modify | 9 | 0.10 | 151.748 | 153.248 | 150.248 | ||
| 29 | 2024.10.28 00:00 | s/l | 9 | 0.10 | 153.248 | 153.248 | 150.248 | -104.59 | 1188.78 |
| 30 | 2024.10.28 04:00 | sell | 10 | 0.10 | 153.630 | 0.000 | 0.000 | ||
| 31 | 2024.10.28 04:00 | modify | 10 | 0.10 | 153.630 | 155.130 | 152.130 | ||
| 32 | 2024.10.28 12:00 | sell | 11 | 0.10 | 152.729 | 0.000 | 0.000 | ||
| 33 | 2024.10.28 12:00 | modify | 11 | 0.10 | 152.729 | 153.255 | 152.130 | ||
| 34 | 2024.10.28 12:00 | modify | 10 | 0.10 | 153.630 | 153.255 | 152.130 | ||
| 35 | 2024.10.28 16:00 | s/l | 10 | 0.10 | 153.255 | 153.255 | 152.130 | 24.47 | 1213.25 |
| 36 | 2024.10.28 16:00 | s/l | 11 | 0.10 | 153.255 | 153.255 | 152.130 | -34.33 | 1178.92 |
| 37 | 2024.11.13 08:00 | sell | 12 | 0.10 | 155.113 | 0.000 | 0.000 | ||
| 38 | 2024.11.13 08:00 | modify | 12 | 0.10 | 155.113 | 156.613 | 153.613 | ||
| 39 | 2024.11.15 04:00 | s/l | 12 | 0.10 | 156.613 | 156.613 | 153.613 | -101.06 | 1077.87 |
| 40 | 2024.11.27 04:00 | buy | 13 | 0.10 | 152.479 | 0.000 | 0.000 | ||
| 41 | 2024.11.27 04:00 | modify | 13 | 0.10 | 152.479 | 150.979 | 153.979 | ||
| 42 | 2024.11.27 16:00 | s/l | 13 | 0.10 | 150.979 | 150.979 | 153.979 | -99.27 | 978.60 |
| 43 | 2024.11.29 04:00 | buy | 14 | 0.10 | 150.126 | 0.000 | 0.000 | ||
| 44 | 2024.11.29 04:00 | modify | 14 | 0.10 | 150.126 | 148.626 | 151.626 | ||
| 45 | 2024.12.09 20:00 | buy | 15 | 0.10 | 151.269 | 0.000 | 0.000 | ||
| 46 | 2024.12.09 20:00 | modify | 15 | 0.10 | 151.269 | 150.801 | 151.626 | ||
| 47 | 2024.12.09 20:00 | modify | 14 | 0.10 | 150.126 | 150.801 | 151.626 | ||
| 48 | 2024.12.10 12:00 | t/p | 14 | 0.10 | 151.626 | 150.801 | 151.626 | 102.90 | 1081.50 |
| 49 | 2024.12.10 12:00 | t/p | 15 | 0.10 | 151.626 | 150.801 | 151.626 | 23.98 | 1105.48 |
| 50 | 2024.12.19 04:00 | sell | 16 | 0.10 | 155.257 | 0.000 | 0.000 | ||
| 51 | 2024.12.19 04:00 | modify | 16 | 0.10 | 155.257 | 156.757 | 153.757 | ||
| 52 | 2024.12.19 08:00 | s/l | 16 | 0.10 | 156.757 | 156.757 | 153.757 | -95.84 | 1009.64 |
| 53 | 2024.12.31 04:00 | buy | 17 | 0.10 | 156.471 | 0.000 | 0.000 | ||
| 54 | 2024.12.31 04:00 | modify | 17 | 0.10 | 156.471 | 154.971 | 157.971 | ||
| 55 | 2025.01.02 12:00 | buy | 18 | 0.10 | 157.232 | 0.000 | 0.000 | ||
| 56 | 2025.01.02 12:00 | modify | 18 | 0.10 | 157.232 | 156.546 | 157.971 | ||
| 57 | 2025.01.02 12:00 | modify | 17 | 0.10 | 156.471 | 156.546 | 157.971 | ||
| 58 | 2025.01.06 16:00 | s/l | 17 | 0.10 | 156.546 | 156.546 | 157.971 | 7.45 | 1017.09 |
| 59 | 2025.01.06 16:00 | s/l | 18 | 0.10 | 156.546 | 156.546 | 157.971 | -42.65 | 974.43 |
| 60 | 2025.02.05 04:00 | buy | 19 | 0.10 | 153.245 | 0.000 | 0.000 | ||
| 61 | 2025.02.05 04:00 | modify | 19 | 0.10 | 153.245 | 151.745 | 154.745 | ||
| 62 | 2025.02.06 16:00 | s/l | 19 | 0.10 | 151.745 | 151.745 | 154.745 | -97.55 | 876.89 |
| 63 | 2025.02.07 00:00 | buy | 20 | 0.10 | 151.197 | 0.000 | 0.000 | ||
| 64 | 2025.02.07 00:00 | modify | 20 | 0.10 | 151.197 | 149.697 | 152.697 | ||
| 65 | 2025.02.10 04:00 | buy | 21 | 0.10 | 151.948 | 0.000 | 0.000 | ||
| 66 | 2025.02.10 04:00 | modify | 21 | 0.10 | 151.948 | 151.272 | 152.697 | ||
| 67 | 2025.02.10 04:00 | modify | 20 | 0.10 | 151.197 | 151.272 | 152.697 | ||
| 68 | 2025.02.12 00:00 | t/p | 20 | 0.10 | 152.697 | 151.272 | 152.697 | 99.53 | 976.42 |
| 69 | 2025.02.12 00:00 | t/p | 21 | 0.10 | 152.697 | 151.272 | 152.697 | 49.93 | 1026.35 |
| 70 | 2025.02.12 04:00 | sell | 22 | 0.10 | 153.636 | 0.000 | 0.000 | ||
| 71 | 2025.02.12 04:00 | modify | 22 | 0.10 | 153.636 | 155.136 | 152.136 | ||
| 72 | 2025.02.14 08:00 | sell | 23 | 0.10 | 152.731 | 0.000 | 0.000 | ||
| 73 | 2025.02.14 08:00 | modify | 23 | 0.10 | 152.731 | 153.261 | 152.136 | ||
| 74 | 2025.02.14 08:00 | modify | 22 | 0.10 | 153.636 | 153.261 | 152.136 | ||
| 75 | 2025.02.14 16:00 | t/p | 22 | 0.10 | 152.136 | 153.261 | 152.136 | 93.35 | 1119.70 |
| 76 | 2025.02.14 16:00 | t/p | 23 | 0.10 | 152.136 | 153.261 | 152.136 | 39.10 | 1158.80 |
| 77 | 2025.02.17 04:00 | buy | 24 | 0.10 | 151.648 | 0.000 | 0.000 | ||
| 78 | 2025.02.17 04:00 | modify | 24 | 0.10 | 151.648 | 150.148 | 153.148 | ||
| 79 | 2025.02.20 08:00 | s/l | 24 | 0.10 | 150.148 | 150.148 | 153.148 | -97.64 | 1061.16 |
| 80 | 2025.03.18 08:00 | sell | 25 | 0.10 | 149.831 | 0.000 | 0.000 | ||
| 81 | 2025.03.18 08:00 | modify | 25 | 0.10 | 149.831 | 151.331 | 148.331 | ||
| 82 | 2025.03.20 04:00 | t/p | 25 | 0.10 | 148.331 | 151.331 | 148.331 | 95.84 | 1157.01 |
| 83 | 2025.04.04 04:00 | buy | 26 | 0.10 | 145.693 | 0.000 | 0.000 | ||
| 84 | 2025.04.04 04:00 | modify | 26 | 0.10 | 145.693 | 144.193 | 147.193 | ||
| 85 | 2025.04.04 20:00 | t/p | 26 | 0.10 | 147.193 | 144.193 | 147.193 | 102.15 | 1259.16 |
| 86 | 2025.04.21 04:00 | buy | 27 | 0.10 | 140.786 | 0.000 | 0.000 | ||
| 87 | 2025.04.21 04:00 | modify | 27 | 0.10 | 140.786 | 139.286 | 142.286 | ||
| 88 | 2025.04.23 00:00 | t/p | 27 | 0.10 | 142.286 | 139.286 | 142.286 | 106.02 | 1365.17 |
| 89 | 2025.05.12 08:00 | sell | 28 | 0.10 | 147.916 | 0.000 | 0.000 | ||
| 90 | 2025.05.12 08:00 | modify | 28 | 0.10 | 147.916 | 149.416 | 146.416 | ||
| 91 | 2025.05.14 12:00 | t/p | 28 | 0.10 | 146.416 | 149.416 | 146.416 | 99.99 | 1465.16 |
| 92 | 2025.05.20 08:00 | buy | 29 | 0.10 | 144.157 | 0.000 | 0.000 | ||
| 93 | 2025.05.20 08:00 | modify | 29 | 0.10 | 144.157 | 142.657 | 145.657 | ||
| 94 | 2025.05.23 12:00 | s/l | 29 | 0.10 | 142.657 | 142.657 | 145.657 | -102.93 | 1362.23 |
| 95 | 2025.05.29 00:00 | sell | 30 | 0.10 | 145.724 | 0.000 | 0.000 | ||
| 96 | 2025.05.29 00:00 | modify | 30 | 0.10 | 145.724 | 147.224 | 144.224 | ||
| 97 | 2025.05.29 16:00 | t/p | 30 | 0.10 | 144.224 | 147.224 | 144.224 | 104.08 | 1466.31 |
| 98 | 2025.06.03 00:00 | buy | 31 | 0.10 | 142.455 | 0.000 | 0.000 | ||
| 99 | 2025.06.03 00:00 | modify | 31 | 0.10 | 142.455 | 140.955 | 143.955 | ||
| 100 | 2025.06.03 16:00 | t/p | 31 | 0.10 | 143.955 | 140.955 | 143.955 | 104.21 | 1570.52 |
| 101 | 2025.06.13 00:00 | buy | 32 | 0.10 | 143.124 | 0.000 | 0.000 | ||
| 102 | 2025.06.13 00:00 | modify | 32 | 0.10 | 143.124 | 141.624 | 144.624 | ||
| 103 | 2025.06.16 00:00 | t/p | 32 | 0.10 | 144.624 | 141.624 | 144.624 | 104.20 | 1674.72 |
| 104 | 2025.06.23 04:00 | sell | 33 | 0.10 | 146.698 | 0.000 | 0.000 | ||
| 105 | 2025.06.23 04:00 | modify | 33 | 0.10 | 146.698 | 148.198 | 145.198 | ||
| 106 | 2025.06.24 00:00 | sell | 34 | 0.10 | 145.920 | 0.000 | 0.000 | ||
| 107 | 2025.06.24 00:00 | modify | 34 | 0.10 | 145.920 | 146.623 | 145.198 | ||
| 108 | 2025.06.24 00:00 | modify | 33 | 0.10 | 146.698 | 146.623 | 145.198 | ||
| 109 | 2025.06.24 08:00 | t/p | 33 | 0.10 | 145.198 | 146.623 | 145.198 | 101.89 | 1776.61 |
| 110 | 2025.06.24 08:00 | t/p | 34 | 0.10 | 145.198 | 146.623 | 145.198 | 49.67 | 1826.28 |