Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | USDJPY (US Dollar 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=0; RSIHelp="------------------------------------"; RSI_Period=9; 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=120; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 437.31 | Gross profit | 1172.50 | Gross loss | -735.19 |
| Profit factor | 1.59 | Expected payoff | 15.62 | ||
| Absolute drawdown | 373.55 | Maximal drawdown | 541.94 (46.38%) | Relative drawdown | 46.38% (541.94) |
| Total trades | 28 | Short positions (won %) | 17 (52.94%) | Long positions (won %) | 11 (54.55%) |
| Profit trades (% of total) | 15 (53.57%) | Loss trades (% of total) | 13 (46.43%) | ||
| Largest | profit trade | 99.24 | loss trade | -91.51 | |
| Average | profit trade | 78.17 | loss trade | -56.55 | |
| Maximum | consecutive wins (profit in money) | 6 (433.40) | consecutive losses (loss in money) | 5 (-293.91) | |
| Maximal | consecutive profit (count of wins) | 433.40 (6) | consecutive loss (count of losses) | -312.36 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.09.06 08:00 | buy | 1 | 0.10 | 142.552 | 0.000 | 0.000 | ||
| 2 | 2024.09.06 08:00 | modify | 1 | 0.10 | 142.552 | 141.352 | 143.952 | ||
| 3 | 2024.09.06 16:00 | t/p | 1 | 0.10 | 143.952 | 141.352 | 143.952 | 98.50 | 1098.50 |
| 4 | 2024.10.04 16:00 | sell | 2 | 0.10 | 148.696 | 0.000 | 0.000 | ||
| 5 | 2024.10.04 16:00 | modify | 2 | 0.10 | 148.696 | 149.896 | 147.296 | ||
| 6 | 2024.10.14 16:00 | s/l | 2 | 0.10 | 149.896 | 149.896 | 147.296 | -91.51 | 1006.99 |
| 7 | 2024.10.14 16:00 | sell | 3 | 0.10 | 149.825 | 0.000 | 0.000 | ||
| 8 | 2024.10.14 16:00 | modify | 3 | 0.10 | 149.825 | 151.025 | 148.425 | ||
| 9 | 2024.10.22 08:00 | s/l | 3 | 0.10 | 151.025 | 151.025 | 148.425 | -90.88 | 916.11 |
| 10 | 2024.10.23 08:00 | sell | 4 | 0.10 | 152.369 | 0.000 | 0.000 | ||
| 11 | 2024.10.23 08:00 | modify | 4 | 0.10 | 152.369 | 153.569 | 150.969 | ||
| 12 | 2024.10.28 04:00 | s/l | 4 | 0.10 | 153.569 | 153.569 | 150.969 | -85.24 | 830.86 |
| 13 | 2024.10.28 04:00 | sell | 5 | 0.10 | 153.630 | 0.000 | 0.000 | ||
| 14 | 2024.10.28 04:00 | modify | 5 | 0.10 | 153.630 | 154.830 | 152.230 | ||
| 15 | 2024.10.30 00:00 | sell | 6 | 0.10 | 153.263 | 0.000 | 0.000 | ||
| 16 | 2024.10.30 00:00 | modify | 6 | 0.10 | 153.263 | 153.560 | 152.230 | ||
| 17 | 2024.10.30 00:00 | modify | 5 | 0.10 | 153.630 | 153.560 | 152.230 | ||
| 18 | 2024.10.31 04:00 | s/l | 5 | 0.10 | 153.560 | 153.560 | 152.230 | -2.57 | 828.29 |
| 19 | 2024.10.31 04:00 | s/l | 6 | 0.10 | 153.560 | 153.560 | 152.230 | -23.70 | 804.59 |
| 20 | 2024.11.15 00:00 | sell | 7 | 0.10 | 156.480 | 0.000 | 0.000 | ||
| 21 | 2024.11.15 00:00 | modify | 7 | 0.10 | 156.480 | 157.680 | 155.080 | ||
| 22 | 2024.11.15 08:00 | sell | 8 | 0.10 | 155.777 | 0.000 | 0.000 | ||
| 23 | 2024.11.15 08:00 | modify | 8 | 0.10 | 155.777 | 156.130 | 155.080 | ||
| 24 | 2024.11.15 08:00 | modify | 7 | 0.10 | 156.480 | 156.130 | 155.080 | ||
| 25 | 2024.11.15 16:00 | t/p | 7 | 0.10 | 155.080 | 156.130 | 155.080 | 90.34 | 894.93 |
| 26 | 2024.11.15 16:00 | t/p | 8 | 0.10 | 155.080 | 156.130 | 155.080 | 44.98 | 939.91 |
| 27 | 2024.11.27 08:00 | buy | 9 | 0.10 | 151.981 | 0.000 | 0.000 | ||
| 28 | 2024.11.27 08:00 | modify | 9 | 0.10 | 151.981 | 150.781 | 153.381 | ||
| 29 | 2024.11.27 20:00 | s/l | 9 | 0.10 | 150.781 | 150.781 | 153.381 | -79.46 | 860.45 |
| 30 | 2024.11.29 04:00 | buy | 10 | 0.10 | 150.126 | 0.000 | 0.000 | ||
| 31 | 2024.11.29 04:00 | modify | 10 | 0.10 | 150.126 | 148.926 | 151.526 | ||
| 32 | 2024.12.03 16:00 | s/l | 10 | 0.10 | 148.926 | 148.926 | 151.526 | -79.32 | 781.13 |
| 33 | 2024.12.19 04:00 | sell | 11 | 0.10 | 155.257 | 0.000 | 0.000 | ||
| 34 | 2024.12.19 04:00 | modify | 11 | 0.10 | 155.257 | 156.457 | 153.857 | ||
| 35 | 2024.12.19 08:00 | s/l | 11 | 0.10 | 156.457 | 156.457 | 153.857 | -76.67 | 704.46 |
| 36 | 2025.02.05 16:00 | buy | 12 | 0.10 | 152.166 | 0.000 | 0.000 | ||
| 37 | 2025.02.05 16:00 | modify | 12 | 0.10 | 152.166 | 150.966 | 153.566 | ||
| 38 | 2025.02.07 04:00 | s/l | 12 | 0.10 | 150.966 | 150.966 | 153.566 | -76.91 | 627.55 |
| 39 | 2025.02.12 16:00 | sell | 13 | 0.10 | 154.439 | 0.000 | 0.000 | ||
| 40 | 2025.02.12 16:00 | modify | 13 | 0.10 | 154.439 | 155.639 | 153.039 | ||
| 41 | 2025.02.13 20:00 | t/p | 13 | 0.10 | 153.039 | 155.639 | 153.039 | 87.24 | 714.79 |
| 42 | 2025.02.20 16:00 | buy | 14 | 0.10 | 149.543 | 0.000 | 0.000 | ||
| 43 | 2025.02.20 16:00 | modify | 14 | 0.10 | 149.543 | 148.343 | 150.943 | ||
| 44 | 2025.02.28 16:00 | t/p | 14 | 0.10 | 150.943 | 148.343 | 150.943 | 97.43 | 812.23 |
| 45 | 2025.04.03 12:00 | buy | 15 | 0.10 | 146.068 | 0.000 | 0.000 | ||
| 46 | 2025.04.03 12:00 | modify | 15 | 0.10 | 146.068 | 144.868 | 147.468 | ||
| 47 | 2025.04.04 12:00 | s/l | 15 | 0.10 | 144.868 | 144.868 | 147.468 | -81.96 | 730.26 |
| 48 | 2025.04.21 04:00 | buy | 16 | 0.10 | 140.786 | 0.000 | 0.000 | ||
| 49 | 2025.04.21 04:00 | modify | 16 | 0.10 | 140.786 | 139.586 | 142.186 | ||
| 50 | 2025.04.22 20:00 | buy | 17 | 0.10 | 141.638 | 0.000 | 0.000 | ||
| 51 | 2025.04.22 20:00 | modify | 17 | 0.10 | 141.638 | 141.276 | 142.186 | ||
| 52 | 2025.04.22 20:00 | modify | 16 | 0.10 | 140.786 | 141.276 | 142.186 | ||
| 53 | 2025.04.23 00:00 | t/p | 16 | 0.10 | 142.186 | 141.276 | 142.186 | 99.24 | 829.50 |
| 54 | 2025.04.23 00:00 | t/p | 17 | 0.10 | 142.186 | 141.276 | 142.186 | 38.97 | 868.47 |
| 55 | 2025.05.01 16:00 | sell | 18 | 0.10 | 145.481 | 0.000 | 0.000 | ||
| 56 | 2025.05.01 16:00 | modify | 18 | 0.10 | 145.481 | 146.681 | 144.081 | ||
| 57 | 2025.05.02 08:00 | sell | 19 | 0.10 | 145.124 | 0.000 | 0.000 | ||
| 58 | 2025.05.02 08:00 | modify | 19 | 0.10 | 145.124 | 145.411 | 144.081 | ||
| 59 | 2025.05.02 08:00 | modify | 18 | 0.10 | 145.481 | 145.411 | 144.081 | ||
| 60 | 2025.05.02 16:00 | t/p | 18 | 0.10 | 144.081 | 145.411 | 144.081 | 95.42 | 963.89 |
| 61 | 2025.05.02 16:00 | t/p | 19 | 0.10 | 144.081 | 145.411 | 144.081 | 72.15 | 1036.04 |
| 62 | 2025.05.12 08:00 | sell | 20 | 0.10 | 147.916 | 0.000 | 0.000 | ||
| 63 | 2025.05.12 08:00 | modify | 20 | 0.10 | 147.916 | 149.116 | 146.516 | ||
| 64 | 2025.05.14 12:00 | t/p | 20 | 0.10 | 146.516 | 149.116 | 146.516 | 92.90 | 1128.94 |
| 65 | 2025.05.22 08:00 | buy | 21 | 0.10 | 143.081 | 0.000 | 0.000 | ||
| 66 | 2025.05.22 08:00 | modify | 21 | 0.10 | 143.081 | 141.881 | 144.481 | ||
| 67 | 2025.05.22 16:00 | buy | 22 | 0.10 | 143.924 | 0.000 | 0.000 | ||
| 68 | 2025.05.22 16:00 | modify | 22 | 0.10 | 143.924 | 143.571 | 144.481 | ||
| 69 | 2025.05.22 16:00 | modify | 21 | 0.10 | 143.081 | 143.571 | 144.481 | ||
| 70 | 2025.05.23 04:00 | s/l | 21 | 0.10 | 143.571 | 143.571 | 144.481 | 34.73 | 1163.67 |
| 71 | 2025.05.23 04:00 | s/l | 22 | 0.10 | 143.571 | 143.571 | 144.481 | -24.04 | 1139.62 |
| 72 | 2025.06.23 08:00 | sell | 23 | 0.10 | 147.330 | 0.000 | 0.000 | ||
| 73 | 2025.06.23 08:00 | modify | 23 | 0.10 | 147.330 | 148.530 | 145.930 | ||
| 74 | 2025.06.23 16:00 | sell | 24 | 0.10 | 146.467 | 0.000 | 0.000 | ||
| 75 | 2025.06.23 16:00 | modify | 24 | 0.10 | 146.467 | 146.840 | 145.930 | ||
| 76 | 2025.06.23 16:00 | modify | 23 | 0.10 | 147.330 | 146.840 | 145.930 | ||
| 77 | 2025.06.24 00:00 | t/p | 23 | 0.10 | 145.930 | 146.840 | 145.930 | 94.49 | 1234.11 |
| 78 | 2025.06.24 00:00 | t/p | 24 | 0.10 | 145.930 | 146.840 | 145.930 | 35.36 | 1269.47 |
| 79 | 2025.07.01 12:00 | buy | 25 | 0.10 | 142.769 | 0.000 | 0.000 | ||
| 80 | 2025.07.01 12:00 | modify | 25 | 0.10 | 142.769 | 141.569 | 144.169 | ||
| 81 | 2025.07.02 12:00 | t/p | 25 | 0.10 | 144.169 | 141.569 | 144.169 | 97.67 | 1367.14 |
| 82 | 2025.07.08 12:00 | sell | 26 | 0.10 | 146.588 | 0.000 | 0.000 | ||
| 83 | 2025.07.08 12:00 | modify | 26 | 0.10 | 146.588 | 147.788 | 145.188 | ||
| 84 | 2025.07.10 20:00 | sell | 27 | 0.10 | 146.237 | 0.000 | 0.000 | ||
| 85 | 2025.07.10 20:00 | modify | 27 | 0.10 | 146.237 | 146.518 | 145.188 | ||
| 86 | 2025.07.10 20:00 | modify | 26 | 0.10 | 146.588 | 146.518 | 145.188 | ||
| 87 | 2025.07.11 04:00 | s/l | 26 | 0.10 | 146.518 | 146.518 | 145.188 | -2.37 | 1364.76 |
| 88 | 2025.07.11 04:00 | s/l | 27 | 0.10 | 146.518 | 146.518 | 145.188 | -20.54 | 1344.22 |
| 89 | 2025.07.15 16:00 | sell | 28 | 0.10 | 148.757 | 0.000 | 0.000 | ||
| 90 | 2025.07.15 16:00 | modify | 28 | 0.10 | 148.757 | 149.957 | 147.357 | ||
| 91 | 2025.07.16 16:00 | t/p | 28 | 0.10 | 147.357 | 149.957 | 147.357 | 93.08 | 1437.31 |