Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.11.01 00:00 - 2025.10.31 23:59 (2024.11.01 - 2025.11.01) | ||||
| 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=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=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=40; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 2610 | Ticks modelled | 4220 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 975.78 | Gross profit | 1651.76 | Gross loss | -675.98 |
| Profit factor | 2.44 | Expected payoff | 29.57 | ||
| Absolute drawdown | 50.82 | Maximal drawdown | 251.94 (15.10%) | Relative drawdown | 15.10% (251.94) |
| Total trades | 33 | Short positions (won %) | 12 (66.67%) | Long positions (won %) | 21 (52.38%) |
| Profit trades (% of total) | 19 (57.58%) | Loss trades (% of total) | 14 (42.42%) | ||
| Largest | profit trade | 107.14 | loss trade | -60.44 | |
| Average | profit trade | 86.93 | loss trade | -48.28 | |
| Maximum | consecutive wins (profit in money) | 6 (594.72) | consecutive losses (loss in money) | 5 (-203.74) | |
| Maximal | consecutive profit (count of wins) | 594.72 (6) | consecutive loss (count of losses) | -203.74 (5) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.15 20:00 | buy | 1 | 0.10 | 154.247 | 0.000 | 0.000 | ||
| 2 | 2024.11.15 20:00 | modify | 1 | 0.10 | 154.247 | 153.447 | 155.747 | ||
| 3 | 2024.11.19 12:00 | s/l | 1 | 0.10 | 153.447 | 153.447 | 155.747 | -50.82 | 949.18 |
| 4 | 2025.01.27 12:00 | buy | 2 | 0.10 | 153.989 | 0.000 | 0.000 | ||
| 5 | 2025.01.27 12:00 | modify | 2 | 0.10 | 153.989 | 153.189 | 155.489 | ||
| 6 | 2025.01.28 04:00 | t/p | 2 | 0.10 | 155.489 | 153.189 | 155.489 | 96.87 | 1046.05 |
| 7 | 2025.02.05 12:00 | buy | 3 | 0.10 | 152.905 | 0.000 | 0.000 | ||
| 8 | 2025.02.05 12:00 | modify | 3 | 0.10 | 152.905 | 152.105 | 154.405 | ||
| 9 | 2025.02.06 04:00 | s/l | 3 | 0.10 | 152.105 | 152.105 | 154.405 | -50.90 | 995.14 |
| 10 | 2025.02.12 16:00 | sell | 4 | 0.10 | 154.439 | 0.000 | 0.000 | ||
| 11 | 2025.02.12 16:00 | modify | 4 | 0.10 | 154.439 | 155.239 | 152.939 | ||
| 12 | 2025.02.13 20:00 | t/p | 4 | 0.10 | 152.939 | 155.239 | 152.939 | 93.90 | 1089.04 |
| 13 | 2025.02.20 16:00 | buy | 5 | 0.10 | 149.543 | 0.000 | 0.000 | ||
| 14 | 2025.02.20 16:00 | modify | 5 | 0.10 | 149.543 | 148.743 | 151.043 | ||
| 15 | 2025.02.25 16:00 | s/l | 5 | 0.10 | 148.743 | 148.743 | 151.043 | -52.01 | 1037.03 |
| 16 | 2025.03.04 12:00 | buy | 6 | 0.10 | 148.395 | 0.000 | 0.000 | ||
| 17 | 2025.03.04 12:00 | modify | 6 | 0.10 | 148.395 | 147.595 | 149.895 | ||
| 18 | 2025.03.05 00:00 | t/p | 6 | 0.10 | 149.895 | 147.595 | 149.895 | 100.67 | 1137.70 |
| 19 | 2025.03.24 16:00 | sell | 7 | 0.10 | 150.740 | 0.000 | 0.000 | ||
| 20 | 2025.03.24 16:00 | modify | 7 | 0.10 | 150.740 | 151.540 | 149.240 | ||
| 21 | 2025.03.31 04:00 | t/p | 7 | 0.10 | 149.240 | 151.540 | 149.240 | 90.99 | 1228.69 |
| 22 | 2025.04.04 12:00 | buy | 8 | 0.10 | 145.427 | 0.000 | 0.000 | ||
| 23 | 2025.04.04 12:00 | modify | 8 | 0.10 | 145.427 | 144.627 | 146.927 | ||
| 24 | 2025.04.04 20:00 | t/p | 8 | 0.10 | 146.927 | 144.627 | 146.927 | 102.16 | 1330.85 |
| 25 | 2025.04.07 16:00 | sell | 9 | 0.10 | 147.964 | 0.000 | 0.000 | ||
| 26 | 2025.04.07 16:00 | modify | 9 | 0.10 | 147.964 | 148.764 | 146.464 | ||
| 27 | 2025.04.08 20:00 | t/p | 9 | 0.10 | 146.464 | 148.764 | 146.464 | 101.14 | 1431.99 |
| 28 | 2025.04.09 12:00 | buy | 10 | 0.10 | 144.672 | 0.000 | 0.000 | ||
| 29 | 2025.04.09 12:00 | modify | 10 | 0.10 | 144.672 | 143.872 | 146.172 | ||
| 30 | 2025.04.09 20:00 | t/p | 10 | 0.10 | 146.172 | 143.872 | 146.172 | 101.39 | 1533.38 |
| 31 | 2025.04.09 20:00 | sell | 11 | 0.10 | 147.946 | 0.000 | 0.000 | ||
| 32 | 2025.04.09 20:00 | modify | 11 | 0.10 | 147.946 | 148.746 | 146.446 | ||
| 33 | 2025.04.10 08:00 | t/p | 11 | 0.10 | 146.446 | 148.746 | 146.446 | 98.37 | 1631.75 |
| 34 | 2025.04.10 16:00 | buy | 12 | 0.10 | 144.371 | 0.000 | 0.000 | ||
| 35 | 2025.04.10 16:00 | modify | 12 | 0.10 | 144.371 | 143.571 | 145.871 | ||
| 36 | 2025.04.11 04:00 | s/l | 12 | 0.10 | 143.571 | 143.571 | 145.871 | -55.32 | 1576.43 |
| 37 | 2025.04.23 16:00 | sell | 13 | 0.10 | 142.641 | 0.000 | 0.000 | ||
| 38 | 2025.04.23 16:00 | modify | 13 | 0.10 | 142.641 | 143.441 | 141.141 | ||
| 39 | 2025.04.23 20:00 | s/l | 13 | 0.10 | 143.441 | 143.441 | 141.141 | -55.78 | 1520.65 |
| 40 | 2025.04.28 20:00 | buy | 14 | 0.10 | 142.092 | 0.000 | 0.000 | ||
| 41 | 2025.04.28 20:00 | modify | 14 | 0.10 | 142.092 | 141.292 | 143.592 | ||
| 42 | 2025.05.01 04:00 | t/p | 14 | 0.10 | 143.592 | 141.292 | 143.592 | 107.14 | 1627.79 |
| 43 | 2025.05.06 12:00 | buy | 15 | 0.10 | 142.808 | 0.000 | 0.000 | ||
| 44 | 2025.05.06 12:00 | modify | 15 | 0.10 | 142.808 | 142.008 | 144.308 | ||
| 45 | 2025.05.07 12:00 | buy | 16 | 0.10 | 143.418 | 0.000 | 0.000 | ||
| 46 | 2025.05.07 12:00 | modify | 16 | 0.10 | 143.418 | 143.183 | 144.308 | ||
| 47 | 2025.05.07 12:00 | buy | 17 | 0.10 | 143.418 | 0.000 | 0.000 | ||
| 48 | 2025.05.07 12:00 | modify | 17 | 0.10 | 143.418 | 143.183 | 144.308 | ||
| 49 | 2025.05.07 12:00 | modify | 15 | 0.10 | 142.808 | 143.183 | 144.308 | ||
| 50 | 2025.05.07 16:00 | s/l | 15 | 0.10 | 143.183 | 143.183 | 144.308 | 26.69 | 1654.48 |
| 51 | 2025.05.07 16:00 | s/l | 16 | 0.10 | 143.183 | 143.183 | 144.308 | -16.38 | 1638.10 |
| 52 | 2025.05.07 16:00 | s/l | 17 | 0.10 | 143.183 | 143.183 | 144.308 | -16.38 | 1621.72 |
| 53 | 2025.05.08 16:00 | sell | 18 | 0.10 | 145.469 | 0.000 | 0.000 | ||
| 54 | 2025.05.08 16:00 | modify | 18 | 0.10 | 145.469 | 146.269 | 143.969 | ||
| 55 | 2025.05.12 04:00 | s/l | 18 | 0.10 | 146.269 | 146.269 | 143.969 | -57.65 | 1564.07 |
| 56 | 2025.05.14 12:00 | buy | 19 | 0.10 | 146.205 | 0.000 | 0.000 | ||
| 57 | 2025.05.14 12:00 | modify | 19 | 0.10 | 146.205 | 145.405 | 147.705 | ||
| 58 | 2025.05.16 04:00 | s/l | 19 | 0.10 | 145.405 | 145.405 | 147.705 | -52.89 | 1511.18 |
| 59 | 2025.05.27 16:00 | sell | 20 | 0.10 | 144.380 | 0.000 | 0.000 | ||
| 60 | 2025.05.27 16:00 | modify | 20 | 0.10 | 144.380 | 145.180 | 142.880 | ||
| 61 | 2025.05.29 00:00 | s/l | 20 | 0.10 | 145.180 | 145.180 | 142.880 | -60.44 | 1450.74 |
| 62 | 2025.06.06 16:00 | sell | 21 | 0.10 | 144.878 | 0.000 | 0.000 | ||
| 63 | 2025.06.06 16:00 | modify | 21 | 0.10 | 144.878 | 145.678 | 143.378 | ||
| 64 | 2025.06.12 16:00 | t/p | 21 | 0.10 | 143.378 | 145.678 | 143.378 | 96.08 | 1546.82 |
| 65 | 2025.07.01 12:00 | buy | 22 | 0.10 | 142.769 | 0.000 | 0.000 | ||
| 66 | 2025.07.01 12:00 | modify | 22 | 0.10 | 142.769 | 141.969 | 144.269 | ||
| 67 | 2025.07.03 16:00 | t/p | 22 | 0.10 | 144.269 | 141.969 | 144.269 | 105.66 | 1652.48 |
| 68 | 2025.07.22 16:00 | buy | 23 | 0.10 | 146.397 | 0.000 | 0.000 | ||
| 69 | 2025.07.22 16:00 | modify | 23 | 0.10 | 146.397 | 145.597 | 147.897 | ||
| 70 | 2025.07.25 12:00 | t/p | 23 | 0.10 | 147.897 | 145.597 | 147.897 | 104.32 | 1756.81 |
| 71 | 2025.07.31 16:00 | sell | 24 | 0.10 | 150.604 | 0.000 | 0.000 | ||
| 72 | 2025.07.31 16:00 | modify | 24 | 0.10 | 150.604 | 151.404 | 149.104 | ||
| 73 | 2025.08.01 16:00 | t/p | 24 | 0.10 | 149.104 | 151.404 | 149.104 | 99.91 | 1856.72 |
| 74 | 2025.08.01 16:00 | buy | 25 | 0.10 | 148.086 | 0.000 | 0.000 | ||
| 75 | 2025.08.01 16:00 | modify | 25 | 0.10 | 148.086 | 147.286 | 149.586 | ||
| 76 | 2025.08.03 20:00 | s/l | 25 | 0.10 | 147.286 | 147.286 | 149.586 | -54.34 | 1802.38 |
| 77 | 2025.08.04 12:00 | buy | 26 | 0.10 | 147.373 | 0.000 | 0.000 | ||
| 78 | 2025.08.04 12:00 | modify | 26 | 0.10 | 147.373 | 146.573 | 148.873 | ||
| 79 | 2025.08.14 04:00 | s/l | 26 | 0.10 | 146.573 | 146.573 | 148.873 | -48.01 | 1754.37 |
| 80 | 2025.09.05 16:00 | buy | 27 | 0.10 | 146.872 | 0.000 | 0.000 | ||
| 81 | 2025.09.05 16:00 | modify | 27 | 0.10 | 146.872 | 146.072 | 148.372 | ||
| 82 | 2025.09.05 20:00 | buy | 28 | 0.10 | 147.495 | 0.000 | 0.000 | ||
| 83 | 2025.09.05 20:00 | modify | 28 | 0.10 | 147.495 | 147.247 | 148.372 | ||
| 84 | 2025.09.05 20:00 | buy | 29 | 0.10 | 147.495 | 0.000 | 0.000 | ||
| 85 | 2025.09.05 20:00 | modify | 29 | 0.10 | 147.495 | 147.247 | 148.372 | ||
| 86 | 2025.09.05 20:00 | modify | 27 | 0.10 | 146.872 | 147.247 | 148.372 | ||
| 87 | 2025.09.08 00:00 | t/p | 27 | 0.10 | 148.372 | 147.247 | 148.372 | 101.68 | 1856.05 |
| 88 | 2025.09.08 00:00 | t/p | 28 | 0.10 | 148.372 | 147.247 | 148.372 | 59.68 | 1915.73 |
| 89 | 2025.09.08 00:00 | t/p | 29 | 0.10 | 148.372 | 147.247 | 148.372 | 59.68 | 1975.41 |
| 90 | 2025.09.25 16:00 | sell | 30 | 0.10 | 149.788 | 0.000 | 0.000 | ||
| 91 | 2025.09.25 16:00 | modify | 30 | 0.10 | 149.788 | 150.588 | 148.288 | ||
| 92 | 2025.09.30 08:00 | t/p | 30 | 0.10 | 148.288 | 150.588 | 148.288 | 97.13 | 2072.54 |
| 93 | 2025.10.07 20:00 | sell | 31 | 0.10 | 151.907 | 0.000 | 0.000 | ||
| 94 | 2025.10.07 20:00 | modify | 31 | 0.10 | 151.907 | 152.707 | 150.407 | ||
| 95 | 2025.10.08 12:00 | s/l | 31 | 0.10 | 152.707 | 152.707 | 150.407 | -53.77 | 2018.77 |
| 96 | 2025.10.12 20:00 | buy | 32 | 0.10 | 151.852 | 0.000 | 0.000 | ||
| 97 | 2025.10.12 20:00 | modify | 32 | 0.10 | 151.852 | 151.052 | 153.352 | ||
| 98 | 2025.10.15 04:00 | s/l | 32 | 0.10 | 151.052 | 151.052 | 153.352 | -51.28 | 1967.49 |
| 99 | 2025.10.30 12:00 | sell | 33 | 0.10 | 154.115 | 0.000 | 0.000 | ||
| 100 | 2025.10.30 12:00 | modify | 33 | 0.10 | 154.115 | 154.915 | 152.615 | ||
| 101 | 2025.10.31 23:59 | close at stop | 33 | 0.10 | 153.966 | 154.915 | 152.615 | 8.29 | 1975.78 |