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 | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 79747 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 718.18 | Gross profit | 718.18 | Gross loss | -0.00 |
| Profit factor | Expected payoff | 47.88 | |||
| Absolute drawdown | 34.35 | Maximal drawdown | 117.06 (8.32%) | Relative drawdown | 8.32% (117.06) |
| Total trades | 15 | Short positions (won %) | 10 (100.00%) | Long positions (won %) | 5 (100.00%) |
| Profit trades (% of total) | 15 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 84.64 | loss trade | -0.00 | |
| Average | profit trade | 47.88 | loss trade | -0.00 | |
| Maximum | consecutive wins (profit in money) | 15 (718.18) | consecutive losses (loss in money) | 0 (-0.00) | |
| Maximal | consecutive profit (count of wins) | 718.18 (15) | consecutive loss (count of losses) | -0.00 (0) | |
| Average | consecutive wins | 15 | 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 01:30 | buy | 2 | 0.10 | 157.632 | 0.000 | 0.000 | ||
| 4 | 2025.02.21 01:30 | modify | 2 | 0.10 | 157.632 | 157.165 | 158.140 | ||
| 5 | 2025.02.21 01:30 | modify | 1 | 0.10 | 156.840 | 157.165 | 158.140 | ||
| 6 | 2025.02.21 02:20 | buy | 3 | 0.10 | 157.900 | 0.000 | 0.000 | ||
| 7 | 2025.02.21 02:20 | modify | 3 | 0.10 | 157.900 | 157.360 | 158.140 | ||
| 8 | 2025.02.21 02:20 | modify | 2 | 0.10 | 157.632 | 157.360 | 158.140 | ||
| 9 | 2025.02.21 02:20 | modify | 1 | 0.10 | 156.840 | 157.360 | 158.140 | ||
| 10 | 2025.02.21 02:40 | t/p | 1 | 0.10 | 158.140 | 157.360 | 158.140 | 84.64 | 1084.64 |
| 11 | 2025.02.21 02:40 | t/p | 2 | 0.10 | 158.140 | 157.360 | 158.140 | 32.98 | 1117.62 |
| 12 | 2025.02.21 02:40 | t/p | 3 | 0.10 | 158.140 | 157.360 | 158.140 | 15.58 | 1133.20 |
| 13 | 2025.06.23 12:00 | sell | 4 | 0.10 | 169.325 | 0.000 | 0.000 | ||
| 14 | 2025.06.23 12:00 | modify | 4 | 0.10 | 169.325 | 170.525 | 168.025 | ||
| 15 | 2025.06.24 01:40 | sell | 5 | 0.10 | 168.779 | 0.000 | 0.000 | ||
| 16 | 2025.06.24 01:40 | modify | 5 | 0.10 | 168.779 | 169.195 | 168.025 | ||
| 17 | 2025.06.24 01:40 | modify | 4 | 0.10 | 169.325 | 169.195 | 168.025 | ||
| 18 | 2025.06.24 06:20 | sell | 6 | 0.10 | 168.541 | 0.000 | 0.000 | ||
| 19 | 2025.06.24 06:20 | modify | 6 | 0.10 | 168.541 | 169.000 | 168.025 | ||
| 20 | 2025.06.24 06:20 | modify | 5 | 0.10 | 168.779 | 169.000 | 168.025 | ||
| 21 | 2025.06.24 06:20 | modify | 4 | 0.10 | 169.325 | 169.000 | 168.025 | ||
| 22 | 2025.06.24 11:35 | sell | 7 | 0.10 | 168.279 | 0.000 | 0.000 | ||
| 23 | 2025.06.24 11:35 | modify | 7 | 0.10 | 168.279 | 168.805 | 168.025 | ||
| 24 | 2025.06.24 11:35 | modify | 6 | 0.10 | 168.541 | 168.805 | 168.025 | ||
| 25 | 2025.06.24 11:35 | modify | 5 | 0.10 | 168.779 | 168.805 | 168.025 | ||
| 26 | 2025.06.24 11:35 | modify | 4 | 0.10 | 169.325 | 168.805 | 168.025 | ||
| 27 | 2025.06.24 14:05 | t/p | 4 | 0.10 | 168.025 | 168.805 | 168.025 | 83.48 | 1216.68 |
| 28 | 2025.06.24 14:05 | t/p | 5 | 0.10 | 168.025 | 168.805 | 168.025 | 48.95 | 1265.63 |
| 29 | 2025.06.24 14:05 | t/p | 6 | 0.10 | 168.025 | 168.805 | 168.025 | 33.50 | 1299.13 |
| 30 | 2025.06.24 14:05 | t/p | 7 | 0.10 | 168.025 | 168.805 | 168.025 | 16.49 | 1315.62 |
| 31 | 2025.07.09 04:00 | sell | 8 | 0.10 | 172.167 | 0.000 | 0.000 | ||
| 32 | 2025.07.09 04:00 | modify | 8 | 0.10 | 172.167 | 173.367 | 170.867 | ||
| 33 | 2025.07.09 09:40 | sell | 9 | 0.10 | 171.624 | 0.000 | 0.000 | ||
| 34 | 2025.07.09 09:40 | modify | 9 | 0.10 | 171.624 | 172.037 | 170.867 | ||
| 35 | 2025.07.09 09:40 | modify | 8 | 0.10 | 172.167 | 172.037 | 170.867 | ||
| 36 | 2025.07.09 14:05 | sell | 10 | 0.10 | 171.367 | 0.000 | 0.000 | ||
| 37 | 2025.07.09 14:05 | modify | 10 | 0.10 | 171.367 | 171.842 | 170.867 | ||
| 38 | 2025.07.09 14:05 | modify | 9 | 0.10 | 171.624 | 171.842 | 170.867 | ||
| 39 | 2025.07.09 14:05 | modify | 8 | 0.10 | 172.167 | 171.842 | 170.867 | ||
| 40 | 2025.07.10 14:55 | sell | 11 | 0.10 | 171.122 | 0.000 | 0.000 | ||
| 41 | 2025.07.10 14:55 | modify | 11 | 0.10 | 171.122 | 171.647 | 170.867 | ||
| 42 | 2025.07.10 14:55 | modify | 10 | 0.10 | 171.367 | 171.647 | 170.867 | ||
| 43 | 2025.07.10 14:55 | modify | 9 | 0.10 | 171.624 | 171.647 | 170.867 | ||
| 44 | 2025.07.10 14:55 | modify | 8 | 0.10 | 172.167 | 171.647 | 170.867 | ||
| 45 | 2025.07.11 00:40 | t/p | 8 | 0.10 | 170.867 | 171.647 | 170.867 | 80.73 | 1396.35 |
| 46 | 2025.07.11 00:40 | t/p | 9 | 0.10 | 170.867 | 171.647 | 170.867 | 45.47 | 1441.82 |
| 47 | 2025.07.11 00:40 | t/p | 10 | 0.10 | 170.867 | 171.647 | 170.867 | 28.79 | 1470.62 |
| 48 | 2025.07.11 00:40 | t/p | 11 | 0.10 | 170.867 | 171.647 | 170.867 | 15.64 | 1486.26 |
| 49 | 2025.10.02 00:00 | buy | 12 | 0.10 | 172.632 | 0.000 | 0.000 | ||
| 50 | 2025.10.02 00:00 | modify | 12 | 0.10 | 172.632 | 171.432 | 173.932 | ||
| 51 | 2025.10.03 02:40 | buy | 13 | 0.10 | 173.161 | 0.000 | 0.000 | ||
| 52 | 2025.10.03 02:40 | modify | 13 | 0.10 | 173.161 | 172.762 | 173.932 | ||
| 53 | 2025.10.03 02:40 | modify | 12 | 0.10 | 172.632 | 172.762 | 173.932 | ||
| 54 | 2025.10.05 21:00 | t/p | 12 | 0.10 | 173.932 | 172.762 | 173.932 | 84.64 | 1570.89 |
| 55 | 2025.10.05 21:00 | t/p | 13 | 0.10 | 173.932 | 172.762 | 173.932 | 50.07 | 1620.96 |
| 56 | 2025.10.08 04:00 | sell | 14 | 0.10 | 177.161 | 0.000 | 0.000 | ||
| 57 | 2025.10.08 04:00 | modify | 14 | 0.10 | 177.161 | 178.361 | 175.861 | ||
| 58 | 2025.10.10 19:20 | sell | 15 | 0.10 | 176.115 | 0.000 | 0.000 | ||
| 59 | 2025.10.10 19:20 | modify | 15 | 0.10 | 176.115 | 176.641 | 175.861 | ||
| 60 | 2025.10.10 19:20 | modify | 14 | 0.10 | 177.161 | 176.641 | 175.861 | ||
| 61 | 2025.10.10 20:30 | t/p | 14 | 0.10 | 175.861 | 176.641 | 175.861 | 80.72 | 1701.69 |
| 62 | 2025.10.10 20:30 | t/p | 15 | 0.10 | 175.861 | 176.641 | 175.861 | 16.49 | 1718.18 |