Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2024.11.01 00:00 - 2025.10.31 20:00 (2024.11.01 - 2025.11.01) | ||||
| 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=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; 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=40; 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=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=11; 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 | 1910 | Ticks modelled | 51035072 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 674.09 | Gross profit | 909.07 | Gross loss | -234.98 |
| Profit factor | 3.87 | Expected payoff | 21.07 | ||
| Absolute drawdown | 54.62 | Maximal drawdown | 194.16 (12.38%) | Relative drawdown | 12.38% (194.16) |
| Total trades | 32 | Short positions (won %) | 14 (64.29%) | Long positions (won %) | 18 (61.11%) |
| Profit trades (% of total) | 20 (62.50%) | Loss trades (% of total) | 12 (37.50%) | ||
| Largest | profit trade | 98.34 | loss trade | -89.34 | |
| Average | profit trade | 45.45 | loss trade | -19.58 | |
| Maximum | consecutive wins (profit in money) | 8 (456.69) | consecutive losses (loss in money) | 2 (-48.77) | |
| Maximal | consecutive profit (count of wins) | 456.69 (8) | consecutive loss (count of losses) | -89.34 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.22 04:00 | buy | 1 | 0.10 | 161.617 | 0.000 | 0.000 | ||
| 2 | 2024.11.22 04:00 | modify | 1 | 0.10 | 161.617 | 160.217 | 163.117 | ||
| 3 | 2024.11.22 06:45 | buy | 2 | 0.10 | 162.217 | 0.000 | 0.000 | ||
| 4 | 2024.11.22 06:45 | modify | 2 | 0.10 | 162.217 | 161.692 | 163.117 | ||
| 5 | 2024.11.22 06:45 | modify | 1 | 0.10 | 161.617 | 161.692 | 163.117 | ||
| 6 | 2024.11.22 08:10 | buy | 3 | 0.10 | 162.518 | 0.000 | 0.000 | ||
| 7 | 2024.11.22 08:10 | modify | 3 | 0.10 | 162.518 | 161.992 | 163.117 | ||
| 8 | 2024.11.22 08:10 | modify | 2 | 0.10 | 162.217 | 161.992 | 163.117 | ||
| 9 | 2024.11.22 08:10 | modify | 1 | 0.10 | 161.617 | 161.992 | 163.117 | ||
| 10 | 2024.11.22 08:15 | s/l | 1 | 0.10 | 161.992 | 161.992 | 163.117 | 24.36 | 1024.36 |
| 11 | 2024.11.22 08:15 | s/l | 2 | 0.10 | 161.992 | 161.992 | 163.117 | -14.61 | 1009.75 |
| 12 | 2024.11.22 08:15 | s/l | 3 | 0.10 | 161.992 | 161.992 | 163.117 | -34.16 | 975.59 |
| 13 | 2024.12.27 00:00 | sell | 4 | 0.10 | 164.480 | 0.000 | 0.000 | ||
| 14 | 2024.12.27 00:00 | modify | 4 | 0.10 | 164.480 | 165.880 | 162.980 | ||
| 15 | 2024.12.30 13:55 | sell | 5 | 0.10 | 163.880 | 0.000 | 0.000 | ||
| 16 | 2024.12.30 13:55 | modify | 5 | 0.10 | 163.880 | 164.405 | 162.980 | ||
| 17 | 2024.12.30 13:55 | modify | 4 | 0.10 | 164.480 | 164.405 | 162.980 | ||
| 18 | 2024.12.30 13:59 | sell | 6 | 0.10 | 163.575 | 0.000 | 0.000 | ||
| 19 | 2024.12.30 13:59 | modify | 6 | 0.10 | 163.575 | 164.105 | 162.980 | ||
| 20 | 2024.12.30 13:59 | modify | 5 | 0.10 | 163.880 | 164.105 | 162.980 | ||
| 21 | 2024.12.30 13:59 | modify | 4 | 0.10 | 164.480 | 164.105 | 162.980 | ||
| 22 | 2024.12.30 14:01 | sell | 7 | 0.10 | 163.499 | 0.000 | 0.000 | ||
| 23 | 2024.12.30 14:01 | modify | 7 | 0.10 | 163.499 | 163.655 | 162.980 | ||
| 24 | 2024.12.30 14:01 | modify | 6 | 0.10 | 163.575 | 163.655 | 162.980 | ||
| 25 | 2024.12.30 14:01 | modify | 5 | 0.10 | 163.880 | 163.655 | 162.980 | ||
| 26 | 2024.12.30 14:01 | modify | 4 | 0.10 | 164.480 | 163.655 | 162.980 | ||
| 27 | 2024.12.30 14:02 | s/l | 4 | 0.10 | 163.655 | 163.655 | 162.980 | 52.66 | 1028.25 |
| 28 | 2024.12.30 14:02 | s/l | 5 | 0.10 | 163.655 | 163.655 | 162.980 | 14.61 | 1042.86 |
| 29 | 2024.12.30 14:02 | s/l | 6 | 0.10 | 163.655 | 163.655 | 162.980 | -5.19 | 1037.67 |
| 30 | 2024.12.30 14:02 | s/l | 7 | 0.10 | 163.655 | 163.655 | 162.980 | -10.13 | 1027.54 |
| 31 | 2025.01.13 08:00 | buy | 8 | 0.10 | 160.876 | 0.000 | 0.000 | ||
| 32 | 2025.01.13 08:00 | modify | 8 | 0.10 | 160.876 | 159.476 | 162.376 | ||
| 33 | 2025.01.13 22:43 | buy | 9 | 0.10 | 161.480 | 0.000 | 0.000 | ||
| 34 | 2025.01.13 22:43 | modify | 9 | 0.10 | 161.480 | 160.951 | 162.376 | ||
| 35 | 2025.01.13 22:43 | modify | 8 | 0.10 | 160.876 | 160.951 | 162.376 | ||
| 36 | 2025.01.14 01:30 | buy | 10 | 0.10 | 161.778 | 0.000 | 0.000 | ||
| 37 | 2025.01.14 01:30 | modify | 10 | 0.10 | 161.778 | 161.251 | 162.376 | ||
| 38 | 2025.01.14 01:30 | modify | 9 | 0.10 | 161.480 | 161.251 | 162.376 | ||
| 39 | 2025.01.14 01:30 | modify | 8 | 0.10 | 160.876 | 161.251 | 162.376 | ||
| 40 | 2025.01.14 01:32 | buy | 11 | 0.10 | 161.852 | 0.000 | 0.000 | ||
| 41 | 2025.01.14 01:32 | modify | 11 | 0.10 | 161.852 | 161.701 | 162.376 | ||
| 42 | 2025.01.14 01:32 | modify | 10 | 0.10 | 161.778 | 161.701 | 162.376 | ||
| 43 | 2025.01.14 01:32 | modify | 9 | 0.10 | 161.480 | 161.701 | 162.376 | ||
| 44 | 2025.01.14 01:32 | modify | 8 | 0.10 | 160.876 | 161.701 | 162.376 | ||
| 45 | 2025.01.14 01:33 | s/l | 8 | 0.10 | 161.701 | 161.701 | 162.376 | 53.82 | 1081.36 |
| 46 | 2025.01.14 01:33 | s/l | 9 | 0.10 | 161.701 | 161.701 | 162.376 | 14.59 | 1095.95 |
| 47 | 2025.01.14 01:33 | s/l | 10 | 0.10 | 161.701 | 161.701 | 162.376 | -5.00 | 1090.95 |
| 48 | 2025.01.14 01:33 | s/l | 11 | 0.10 | 161.701 | 161.701 | 162.376 | -9.80 | 1081.15 |
| 49 | 2025.04.29 04:00 | buy | 12 | 0.10 | 162.246 | 0.000 | 0.000 | ||
| 50 | 2025.04.29 04:00 | modify | 12 | 0.10 | 162.246 | 160.846 | 163.746 | ||
| 51 | 2025.05.01 05:23 | buy | 13 | 0.10 | 162.846 | 0.000 | 0.000 | ||
| 52 | 2025.05.01 05:23 | modify | 13 | 0.10 | 162.846 | 162.321 | 163.746 | ||
| 53 | 2025.05.01 05:23 | modify | 12 | 0.10 | 162.246 | 162.321 | 163.746 | ||
| 54 | 2025.05.01 06:27 | buy | 14 | 0.10 | 163.147 | 0.000 | 0.000 | ||
| 55 | 2025.05.01 06:27 | modify | 14 | 0.10 | 163.147 | 162.621 | 163.746 | ||
| 56 | 2025.05.01 06:27 | modify | 13 | 0.10 | 162.846 | 162.621 | 163.746 | ||
| 57 | 2025.05.01 06:27 | modify | 12 | 0.10 | 162.246 | 162.621 | 163.746 | ||
| 58 | 2025.05.01 06:34 | buy | 15 | 0.10 | 163.222 | 0.000 | 0.000 | ||
| 59 | 2025.05.01 06:34 | modify | 15 | 0.10 | 163.222 | 163.071 | 163.746 | ||
| 60 | 2025.05.01 06:34 | modify | 14 | 0.10 | 163.147 | 163.071 | 163.746 | ||
| 61 | 2025.05.01 06:34 | modify | 13 | 0.10 | 162.846 | 163.071 | 163.746 | ||
| 62 | 2025.05.01 06:34 | modify | 12 | 0.10 | 162.246 | 163.071 | 163.746 | ||
| 63 | 2025.05.01 12:53 | t/p | 12 | 0.10 | 163.746 | 163.071 | 163.746 | 98.34 | 1179.49 |
| 64 | 2025.05.01 12:53 | t/p | 13 | 0.10 | 163.746 | 163.071 | 163.746 | 58.46 | 1237.95 |
| 65 | 2025.05.01 12:53 | t/p | 14 | 0.10 | 163.746 | 163.071 | 163.746 | 38.91 | 1276.86 |
| 66 | 2025.05.01 12:53 | t/p | 15 | 0.10 | 163.746 | 163.071 | 163.746 | 34.04 | 1310.90 |
| 67 | 2025.05.02 00:00 | sell | 16 | 0.10 | 164.263 | 0.000 | 0.000 | ||
| 68 | 2025.05.02 00:00 | modify | 16 | 0.10 | 164.263 | 165.663 | 162.763 | ||
| 69 | 2025.05.02 12:42 | sell | 17 | 0.10 | 163.663 | 0.000 | 0.000 | ||
| 70 | 2025.05.02 12:42 | modify | 17 | 0.10 | 163.663 | 164.188 | 162.763 | ||
| 71 | 2025.05.02 12:42 | modify | 16 | 0.10 | 164.263 | 164.188 | 162.763 | ||
| 72 | 2025.05.05 07:48 | sell | 18 | 0.10 | 163.360 | 0.000 | 0.000 | ||
| 73 | 2025.05.05 07:48 | modify | 18 | 0.10 | 163.360 | 163.888 | 162.763 | ||
| 74 | 2025.05.05 07:48 | modify | 17 | 0.10 | 163.663 | 163.888 | 162.763 | ||
| 75 | 2025.05.05 07:48 | modify | 16 | 0.10 | 164.263 | 163.888 | 162.763 | ||
| 76 | 2025.05.05 08:05 | sell | 19 | 0.10 | 163.288 | 0.000 | 0.000 | ||
| 77 | 2025.05.05 08:05 | modify | 19 | 0.10 | 163.288 | 163.438 | 162.763 | ||
| 78 | 2025.05.05 08:05 | modify | 18 | 0.10 | 163.360 | 163.438 | 162.763 | ||
| 79 | 2025.05.05 08:05 | modify | 17 | 0.10 | 163.663 | 163.438 | 162.763 | ||
| 80 | 2025.05.05 08:05 | modify | 16 | 0.10 | 164.263 | 163.438 | 162.763 | ||
| 81 | 2025.05.05 19:46 | t/p | 16 | 0.10 | 162.763 | 163.438 | 162.763 | 96.51 | 1407.41 |
| 82 | 2025.05.05 19:46 | t/p | 17 | 0.10 | 162.763 | 163.438 | 162.763 | 57.54 | 1464.95 |
| 83 | 2025.05.05 19:46 | t/p | 18 | 0.10 | 162.763 | 163.438 | 162.763 | 38.78 | 1503.73 |
| 84 | 2025.05.05 19:46 | t/p | 19 | 0.10 | 162.763 | 163.438 | 162.763 | 34.10 | 1537.83 |
| 85 | 2025.05.16 00:00 | buy | 20 | 0.10 | 162.949 | 0.000 | 0.000 | ||
| 86 | 2025.05.16 00:00 | modify | 20 | 0.10 | 162.949 | 161.549 | 164.449 | ||
| 87 | 2025.05.23 11:48 | s/l | 20 | 0.10 | 161.549 | 161.549 | 164.449 | -89.34 | 1448.49 |
| 88 | 2025.06.26 00:00 | sell | 21 | 0.10 | 169.304 | 0.000 | 0.000 | ||
| 89 | 2025.06.26 00:00 | modify | 21 | 0.10 | 169.304 | 170.704 | 167.804 | ||
| 90 | 2025.06.26 06:13 | sell | 22 | 0.10 | 168.697 | 0.000 | 0.000 | ||
| 91 | 2025.06.26 06:13 | modify | 22 | 0.10 | 168.697 | 169.229 | 167.804 | ||
| 92 | 2025.06.26 06:13 | modify | 21 | 0.10 | 169.304 | 169.229 | 167.804 | ||
| 93 | 2025.06.26 17:00 | s/l | 21 | 0.10 | 169.229 | 169.229 | 167.804 | 4.87 | 1453.36 |
| 94 | 2025.06.26 17:00 | s/l | 22 | 0.10 | 169.229 | 169.229 | 167.804 | -34.56 | 1418.80 |
| 95 | 2025.07.09 04:00 | sell | 23 | 0.10 | 172.167 | 0.000 | 0.000 | ||
| 96 | 2025.07.09 04:00 | modify | 23 | 0.10 | 172.167 | 173.567 | 170.667 | ||
| 97 | 2025.07.09 11:57 | sell | 24 | 0.10 | 171.566 | 0.000 | 0.000 | ||
| 98 | 2025.07.09 11:57 | modify | 24 | 0.10 | 171.566 | 172.092 | 170.667 | ||
| 99 | 2025.07.09 11:57 | modify | 23 | 0.10 | 172.167 | 172.092 | 170.667 | ||
| 100 | 2025.07.09 17:46 | sell | 25 | 0.10 | 171.267 | 0.000 | 0.000 | ||
| 101 | 2025.07.09 17:46 | modify | 25 | 0.10 | 171.267 | 171.792 | 170.667 | ||
| 102 | 2025.07.09 17:46 | modify | 24 | 0.10 | 171.566 | 171.792 | 170.667 | ||
| 103 | 2025.07.09 17:46 | modify | 23 | 0.10 | 172.167 | 171.792 | 170.667 | ||
| 104 | 2025.07.10 00:55 | sell | 26 | 0.10 | 171.191 | 0.000 | 0.000 | ||
| 105 | 2025.07.10 00:55 | modify | 26 | 0.10 | 171.191 | 171.342 | 170.667 | ||
| 106 | 2025.07.10 00:55 | modify | 25 | 0.10 | 171.267 | 171.342 | 170.667 | ||
| 107 | 2025.07.10 00:55 | modify | 24 | 0.10 | 171.566 | 171.342 | 170.667 | ||
| 108 | 2025.07.10 00:55 | modify | 23 | 0.10 | 172.167 | 171.342 | 170.667 | ||
| 109 | 2025.07.10 01:02 | s/l | 23 | 0.10 | 171.342 | 171.342 | 170.667 | 50.82 | 1469.62 |
| 110 | 2025.07.10 01:02 | s/l | 24 | 0.10 | 171.342 | 171.342 | 170.667 | 11.79 | 1481.42 |
| 111 | 2025.07.10 01:02 | s/l | 25 | 0.10 | 171.342 | 171.342 | 170.667 | -7.63 | 1473.79 |
| 112 | 2025.07.10 01:02 | s/l | 26 | 0.10 | 171.342 | 171.342 | 170.667 | -9.81 | 1463.98 |
| 113 | 2025.07.30 08:00 | buy | 27 | 0.10 | 171.116 | 0.000 | 0.000 | ||
| 114 | 2025.07.30 08:00 | modify | 27 | 0.10 | 171.116 | 169.716 | 172.616 | ||
| 115 | 2025.07.31 12:33 | buy | 28 | 0.10 | 171.717 | 0.000 | 0.000 | ||
| 116 | 2025.07.31 12:33 | modify | 28 | 0.10 | 171.717 | 171.191 | 172.616 | ||
| 117 | 2025.07.31 12:33 | modify | 27 | 0.10 | 171.116 | 171.191 | 172.616 | ||
| 118 | 2025.07.31 14:24 | buy | 29 | 0.10 | 172.018 | 0.000 | 0.000 | ||
| 119 | 2025.07.31 14:24 | modify | 29 | 0.10 | 172.018 | 171.491 | 172.616 | ||
| 120 | 2025.07.31 14:24 | modify | 28 | 0.10 | 171.717 | 171.491 | 172.616 | ||
| 121 | 2025.07.31 14:24 | modify | 27 | 0.10 | 171.116 | 171.491 | 172.616 | ||
| 122 | 2025.07.31 14:30 | buy | 30 | 0.10 | 172.091 | 0.000 | 0.000 | ||
| 123 | 2025.07.31 14:30 | modify | 30 | 0.10 | 172.091 | 171.941 | 172.616 | ||
| 124 | 2025.07.31 14:30 | modify | 29 | 0.10 | 172.018 | 171.941 | 172.616 | ||
| 125 | 2025.07.31 14:30 | modify | 28 | 0.10 | 171.717 | 171.941 | 172.616 | ||
| 126 | 2025.07.31 14:30 | modify | 27 | 0.10 | 171.116 | 171.941 | 172.616 | ||
| 127 | 2025.07.31 17:52 | s/l | 27 | 0.10 | 171.941 | 171.941 | 172.616 | 54.27 | 1518.24 |
| 128 | 2025.07.31 17:52 | s/l | 28 | 0.10 | 171.941 | 171.941 | 172.616 | 14.55 | 1532.79 |
| 129 | 2025.07.31 17:52 | s/l | 29 | 0.10 | 171.941 | 171.941 | 172.616 | -5.00 | 1527.79 |
| 130 | 2025.07.31 17:52 | s/l | 30 | 0.10 | 171.941 | 171.941 | 172.616 | -9.75 | 1518.04 |
| 131 | 2025.10.02 00:00 | buy | 31 | 0.10 | 172.632 | 0.000 | 0.000 | ||
| 132 | 2025.10.02 00:00 | modify | 31 | 0.10 | 172.632 | 171.232 | 174.132 | ||
| 133 | 2025.10.03 03:10 | buy | 32 | 0.10 | 173.233 | 0.000 | 0.000 | ||
| 134 | 2025.10.03 03:10 | modify | 32 | 0.10 | 173.233 | 172.707 | 174.132 | ||
| 135 | 2025.10.03 03:10 | modify | 31 | 0.10 | 172.632 | 172.707 | 174.132 | ||
| 136 | 2025.10.05 21:04 | t/p | 31 | 0.10 | 174.132 | 172.707 | 174.132 | 97.66 | 1615.70 |
| 137 | 2025.10.05 21:04 | t/p | 32 | 0.10 | 174.132 | 172.707 | 174.132 | 58.39 | 1674.09 |