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 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=2; 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=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 | 481.03 | Gross profit | 481.03 | Gross loss | -0.00 |
| Profit factor | Expected payoff | 68.72 | |||
| Absolute drawdown | 15.46 | Maximal drawdown | 41.53 (2.97%) | Relative drawdown | 2.97% (41.53) |
| Total trades | 7 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 3 (100.00%) |
| Profit trades (% of total) | 7 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 84.66 | loss trade | -0.00 | |
| Average | profit trade | 68.72 | loss trade | -0.00 | |
| Maximum | consecutive wins (profit in money) | 7 (481.03) | consecutive losses (loss in money) | 0 (-0.00) | |
| Maximal | consecutive profit (count of wins) | 481.03 (7) | consecutive loss (count of losses) | -0.00 (0) | |
| Average | consecutive wins | 7 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.02.20 12:00 | buy | 1 | 0.10 | 156.840 | 0.000 | 0.000 | ||
| 2 | 2025.02.20 12:00 | modify | 1 | 0.10 | 156.840 | 155.640 | 158.140 | ||
| 3 | 2025.02.21 04:00 | t/p | 1 | 0.10 | 158.140 | 155.640 | 158.140 | 84.66 | 1084.66 |
| 4 | 2025.06.23 12:00 | sell | 2 | 0.10 | 169.325 | 0.000 | 0.000 | ||
| 5 | 2025.06.23 12:00 | modify | 2 | 0.10 | 169.325 | 170.525 | 168.025 | ||
| 6 | 2025.06.24 12:00 | sell | 3 | 0.10 | 168.280 | 0.000 | 0.000 | ||
| 7 | 2025.06.24 12:00 | modify | 3 | 0.10 | 168.280 | 168.805 | 168.025 | ||
| 8 | 2025.06.24 12:00 | modify | 2 | 0.10 | 169.325 | 168.805 | 168.025 | ||
| 9 | 2025.06.24 16:00 | t/p | 2 | 0.10 | 168.025 | 168.805 | 168.025 | 83.51 | 1168.17 |
| 10 | 2025.06.24 16:00 | t/p | 3 | 0.10 | 168.025 | 168.805 | 168.025 | 16.56 | 1184.73 |
| 11 | 2025.07.09 04:00 | sell | 4 | 0.10 | 172.167 | 0.000 | 0.000 | ||
| 12 | 2025.07.09 04:00 | modify | 4 | 0.10 | 172.167 | 173.367 | 170.867 | ||
| 13 | 2025.07.11 04:00 | t/p | 4 | 0.10 | 170.867 | 173.367 | 170.867 | 80.75 | 1265.48 |
| 14 | 2025.10.02 00:00 | buy | 5 | 0.10 | 172.632 | 0.000 | 0.000 | ||
| 15 | 2025.10.02 00:00 | modify | 5 | 0.10 | 172.632 | 171.432 | 173.932 | ||
| 16 | 2025.10.03 20:00 | buy | 6 | 0.10 | 173.160 | 0.000 | 0.000 | ||
| 17 | 2025.10.03 20:00 | modify | 6 | 0.10 | 173.160 | 172.762 | 173.932 | ||
| 18 | 2025.10.03 20:00 | modify | 5 | 0.10 | 172.632 | 172.762 | 173.932 | ||
| 19 | 2025.10.05 20:00 | t/p | 5 | 0.10 | 173.932 | 172.762 | 173.932 | 84.66 | 1350.14 |
| 20 | 2025.10.05 20:00 | t/p | 6 | 0.10 | 173.932 | 172.762 | 173.932 | 50.14 | 1400.28 |
| 21 | 2025.10.08 04:00 | sell | 7 | 0.10 | 177.161 | 0.000 | 0.000 | ||
| 22 | 2025.10.08 04:00 | modify | 7 | 0.10 | 177.161 | 178.361 | 175.861 | ||
| 23 | 2025.10.12 20:00 | t/p | 7 | 0.10 | 175.861 | 178.361 | 175.861 | 80.75 | 1481.03 |