Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.09.01 20:00 - 2025.08.31 23:59 (2024.09.01 - 2025.09.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 | 2605 | Ticks modelled | 4209 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 687.45 | Gross profit | 1523.18 | Gross loss | -835.72 |
| Profit factor | 1.82 | Expected payoff | 24.55 | ||
| Absolute drawdown | 249.25 | Maximal drawdown | 249.25 (24.92%) | Relative drawdown | 24.92% (249.25) |
| Total trades | 28 | Short positions (won %) | 12 (83.33%) | Long positions (won %) | 16 (43.75%) |
| Profit trades (% of total) | 17 (60.71%) | Loss trades (% of total) | 11 (39.29%) | ||
| Largest | profit trade | 102.82 | loss trade | -108.54 | |
| Average | profit trade | 89.60 | loss trade | -75.97 | |
| Maximum | consecutive wins (profit in money) | 7 (589.03) | consecutive losses (loss in money) | 3 (-59.94) | |
| Maximal | consecutive profit (count of wins) | 589.03 (7) | consecutive loss (count of losses) | -188.72 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.04 20:00 | buy | 1 | 0.10 | 159.358 | 0.000 | 0.000 | ||
| 2 | 2024.09.04 20:00 | modify | 1 | 0.10 | 159.358 | 157.958 | 160.858 | ||
| 3 | 2024.09.06 08:00 | s/l | 1 | 0.10 | 157.958 | 157.958 | 160.858 | -94.12 | 905.88 |
| 4 | 2024.09.06 08:00 | buy | 2 | 0.10 | 158.451 | 0.000 | 0.000 | ||
| 5 | 2024.09.06 08:00 | modify | 2 | 0.10 | 158.451 | 157.051 | 159.951 | ||
| 6 | 2024.09.10 16:00 | s/l | 2 | 0.10 | 157.051 | 157.051 | 159.951 | -94.59 | 811.28 |
| 7 | 2024.10.28 04:00 | sell | 3 | 0.10 | 165.658 | 0.000 | 0.000 | ||
| 8 | 2024.10.28 04:00 | modify | 3 | 0.10 | 165.658 | 167.058 | 164.158 | ||
| 9 | 2024.11.08 12:00 | t/p | 3 | 0.10 | 164.158 | 167.058 | 164.158 | 89.36 | 900.64 |
| 10 | 2024.11.29 04:00 | buy | 4 | 0.10 | 158.737 | 0.000 | 0.000 | ||
| 11 | 2024.11.29 04:00 | modify | 4 | 0.10 | 158.737 | 157.337 | 160.237 | ||
| 12 | 2024.12.02 16:00 | s/l | 4 | 0.10 | 157.337 | 157.337 | 160.237 | -94.84 | 805.80 |
| 13 | 2024.12.02 16:00 | buy | 5 | 0.10 | 156.928 | 0.000 | 0.000 | ||
| 14 | 2024.12.02 16:00 | modify | 5 | 0.10 | 156.928 | 155.528 | 158.428 | ||
| 15 | 2024.12.04 12:00 | t/p | 5 | 0.10 | 158.428 | 155.528 | 158.428 | 102.35 | 908.15 |
| 16 | 2024.12.26 16:00 | sell | 6 | 0.10 | 164.528 | 0.000 | 0.000 | ||
| 17 | 2024.12.26 16:00 | modify | 6 | 0.10 | 164.528 | 165.928 | 163.028 | ||
| 18 | 2024.12.30 16:00 | t/p | 6 | 0.10 | 163.028 | 165.928 | 163.028 | 99.94 | 1008.08 |
| 19 | 2025.01.06 12:00 | sell | 7 | 0.10 | 163.828 | 0.000 | 0.000 | ||
| 20 | 2025.01.06 12:00 | modify | 7 | 0.10 | 163.828 | 165.228 | 162.328 | ||
| 21 | 2025.01.10 16:00 | t/p | 7 | 0.10 | 162.328 | 165.228 | 162.328 | 96.09 | 1104.17 |
| 22 | 2025.01.10 16:00 | buy | 8 | 0.10 | 161.537 | 0.000 | 0.000 | ||
| 23 | 2025.01.10 16:00 | modify | 8 | 0.10 | 161.537 | 160.137 | 163.037 | ||
| 24 | 2025.01.13 12:00 | s/l | 8 | 0.10 | 160.137 | 160.137 | 163.037 | -94.84 | 1009.33 |
| 25 | 2025.01.13 12:00 | buy | 9 | 0.10 | 160.428 | 0.000 | 0.000 | ||
| 26 | 2025.01.13 12:00 | modify | 9 | 0.10 | 160.428 | 159.028 | 161.928 | ||
| 27 | 2025.01.14 12:00 | t/p | 9 | 0.10 | 161.928 | 159.028 | 161.928 | 102.11 | 1111.44 |
| 28 | 2025.01.16 04:00 | buy | 10 | 0.10 | 160.303 | 0.000 | 0.000 | ||
| 29 | 2025.01.16 04:00 | modify | 10 | 0.10 | 160.303 | 158.903 | 161.803 | ||
| 30 | 2025.01.20 16:00 | t/p | 10 | 0.10 | 161.803 | 158.903 | 161.803 | 102.34 | 1213.78 |
| 31 | 2025.01.20 16:00 | sell | 11 | 0.10 | 161.923 | 0.000 | 0.000 | ||
| 32 | 2025.01.20 16:00 | modify | 11 | 0.10 | 161.923 | 163.323 | 160.423 | ||
| 33 | 2025.01.24 12:00 | s/l | 11 | 0.10 | 163.323 | 163.323 | 160.423 | -100.84 | 1112.94 |
| 34 | 2025.02.03 12:00 | buy | 12 | 0.10 | 158.534 | 0.000 | 0.000 | ||
| 35 | 2025.02.03 12:00 | modify | 12 | 0.10 | 158.534 | 157.134 | 160.034 | ||
| 36 | 2025.02.04 00:00 | t/p | 12 | 0.10 | 160.034 | 157.134 | 160.034 | 102.11 | 1215.05 |
| 37 | 2025.02.06 16:00 | buy | 13 | 0.10 | 157.322 | 0.000 | 0.000 | ||
| 38 | 2025.02.06 16:00 | modify | 13 | 0.10 | 157.322 | 155.922 | 158.822 | ||
| 39 | 2025.02.07 20:00 | s/l | 13 | 0.10 | 155.922 | 155.922 | 158.822 | -94.84 | 1120.21 |
| 40 | 2025.02.13 08:00 | sell | 14 | 0.10 | 160.845 | 0.000 | 0.000 | ||
| 41 | 2025.02.13 08:00 | modify | 14 | 0.10 | 160.845 | 162.245 | 159.345 | ||
| 42 | 2025.02.13 16:00 | t/p | 14 | 0.10 | 159.345 | 162.245 | 159.345 | 101.86 | 1222.07 |
| 43 | 2025.02.20 04:00 | buy | 15 | 0.10 | 156.953 | 0.000 | 0.000 | ||
| 44 | 2025.02.20 04:00 | modify | 15 | 0.10 | 156.953 | 155.553 | 158.453 | ||
| 45 | 2025.02.28 00:00 | s/l | 15 | 0.10 | 155.553 | 155.553 | 158.453 | -93.17 | 1128.90 |
| 46 | 2025.03.06 04:00 | sell | 16 | 0.10 | 161.016 | 0.000 | 0.000 | ||
| 47 | 2025.03.06 04:00 | modify | 16 | 0.10 | 161.016 | 162.416 | 159.516 | ||
| 48 | 2025.03.06 12:00 | t/p | 16 | 0.10 | 159.516 | 162.416 | 159.516 | 101.86 | 1230.76 |
| 49 | 2025.03.12 12:00 | sell | 17 | 0.10 | 162.131 | 0.000 | 0.000 | ||
| 50 | 2025.03.12 12:00 | modify | 17 | 0.10 | 162.131 | 163.531 | 160.631 | ||
| 51 | 2025.03.13 08:00 | t/p | 17 | 0.10 | 160.631 | 163.531 | 160.631 | 98.97 | 1329.73 |
| 52 | 2025.03.17 20:00 | sell | 18 | 0.10 | 162.888 | 0.000 | 0.000 | ||
| 53 | 2025.03.17 20:00 | modify | 18 | 0.10 | 162.888 | 164.288 | 161.388 | ||
| 54 | 2025.03.20 12:00 | t/p | 18 | 0.10 | 161.388 | 164.288 | 161.388 | 97.05 | 1426.78 |
| 55 | 2025.04.25 16:00 | sell | 19 | 0.10 | 163.597 | 0.000 | 0.000 | ||
| 56 | 2025.04.25 16:00 | modify | 19 | 0.10 | 163.597 | 164.997 | 162.097 | ||
| 57 | 2025.04.28 12:00 | sell | 20 | 0.10 | 162.762 | 0.000 | 0.000 | ||
| 58 | 2025.04.28 12:00 | modify | 20 | 0.10 | 162.762 | 162.922 | 162.097 | ||
| 59 | 2025.04.28 12:00 | sell | 21 | 0.10 | 162.762 | 0.000 | 0.000 | ||
| 60 | 2025.04.28 12:00 | modify | 21 | 0.10 | 162.762 | 163.072 | 162.097 | ||
| 61 | 2025.04.28 12:00 | modify | 19 | 0.10 | 163.597 | 163.072 | 162.097 | ||
| 62 | 2025.04.28 16:00 | modify | 20 | 0.10 | 162.762 | 163.072 | 162.097 | ||
| 63 | 2025.04.29 04:00 | t/p | 19 | 0.10 | 162.097 | 163.072 | 162.097 | 99.94 | 1526.72 |
| 64 | 2025.04.29 04:00 | t/p | 20 | 0.10 | 162.097 | 163.072 | 162.097 | 44.20 | 1570.92 |
| 65 | 2025.04.29 04:00 | t/p | 21 | 0.10 | 162.097 | 163.072 | 162.097 | 44.20 | 1615.11 |
| 66 | 2025.05.06 12:00 | buy | 22 | 0.10 | 161.759 | 0.000 | 0.000 | ||
| 67 | 2025.05.06 12:00 | modify | 22 | 0.10 | 161.759 | 160.359 | 163.259 | ||
| 68 | 2025.05.08 12:00 | t/p | 22 | 0.10 | 163.259 | 160.359 | 163.259 | 102.82 | 1717.93 |
| 69 | 2025.06.23 08:00 | sell | 23 | 0.10 | 169.400 | 0.000 | 0.000 | ||
| 70 | 2025.06.23 08:00 | modify | 23 | 0.10 | 169.400 | 170.800 | 167.900 | ||
| 71 | 2025.07.07 16:00 | s/l | 23 | 0.10 | 170.800 | 170.800 | 167.900 | -108.54 | 1609.39 |
| 72 | 2025.07.31 04:00 | buy | 24 | 0.10 | 169.946 | 0.000 | 0.000 | ||
| 73 | 2025.07.31 04:00 | modify | 24 | 0.10 | 169.946 | 168.546 | 171.446 | ||
| 74 | 2025.07.31 12:00 | t/p | 24 | 0.10 | 171.446 | 168.546 | 171.446 | 101.87 | 1711.26 |
| 75 | 2025.08.14 04:00 | buy | 25 | 0.10 | 171.539 | 0.000 | 0.000 | ||
| 76 | 2025.08.14 04:00 | modify | 25 | 0.10 | 171.539 | 170.139 | 173.039 | ||
| 77 | 2025.08.15 20:00 | buy | 26 | 0.10 | 172.314 | 0.000 | 0.000 | ||
| 78 | 2025.08.15 20:00 | modify | 26 | 0.10 | 172.314 | 171.764 | 173.039 | ||
| 79 | 2025.08.15 20:00 | modify | 25 | 0.10 | 171.539 | 171.764 | 173.039 | ||
| 80 | 2025.08.18 00:00 | buy | 27 | 0.10 | 172.382 | 0.000 | 0.000 | ||
| 81 | 2025.08.18 00:00 | modify | 27 | 0.10 | 172.382 | 172.214 | 173.039 | ||
| 82 | 2025.08.18 00:00 | buy | 28 | 0.10 | 172.382 | 0.000 | 0.000 | ||
| 83 | 2025.08.18 00:00 | modify | 28 | 0.10 | 172.382 | 172.064 | 173.039 | ||
| 84 | 2025.08.18 00:00 | modify | 26 | 0.10 | 172.314 | 172.064 | 173.039 | ||
| 85 | 2025.08.18 00:00 | modify | 25 | 0.10 | 171.539 | 172.064 | 173.039 | ||
| 86 | 2025.08.18 04:00 | modify | 27 | 0.10 | 172.382 | 172.064 | 173.039 | ||
| 87 | 2025.08.18 12:00 | s/l | 25 | 0.10 | 172.064 | 172.064 | 173.039 | 36.13 | 1747.39 |
| 88 | 2025.08.18 12:00 | s/l | 26 | 0.10 | 172.064 | 172.064 | 173.039 | -16.74 | 1730.65 |
| 89 | 2025.08.18 12:00 | s/l | 27 | 0.10 | 172.064 | 172.064 | 173.039 | -21.60 | 1709.05 |
| 90 | 2025.08.18 12:00 | s/l | 28 | 0.10 | 172.064 | 172.064 | 173.039 | -21.60 | 1687.45 |