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=0; RSIHelp="------------------------------------"; RSI_Period=7; 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=70; IT_TakeProfit=140; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 | 2610 | Ticks modelled | 4220 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 378.24 | Gross profit | 1305.56 | Gross loss | -927.32 |
| Profit factor | 1.41 | Expected payoff | 9.01 | ||
| Absolute drawdown | 92.34 | Maximal drawdown | 288.63 (20.66%) | Relative drawdown | 20.66% (288.63) |
| Total trades | 42 | Short positions (won %) | 25 (48.00%) | Long positions (won %) | 17 (52.94%) |
| Profit trades (% of total) | 21 (50.00%) | Loss trades (% of total) | 21 (50.00%) | ||
| Largest | profit trade | 91.83 | loss trade | -56.49 | |
| Average | profit trade | 62.17 | loss trade | -44.16 | |
| Maximum | consecutive wins (profit in money) | 5 (372.78) | consecutive losses (loss in money) | 4 (-196.31) | |
| Maximal | consecutive profit (count of wins) | 372.78 (5) | consecutive loss (count of losses) | -196.31 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.11.08 16:00 | buy | 1 | 0.10 | 163.858 | 0.000 | 0.000 | ||
| 2 | 2024.11.08 16:00 | modify | 1 | 0.10 | 163.858 | 163.158 | 165.258 | ||
| 3 | 2024.11.13 12:00 | buy | 2 | 0.10 | 164.720 | 0.000 | 0.000 | ||
| 4 | 2024.11.13 12:00 | modify | 2 | 0.10 | 164.720 | 164.278 | 165.258 | ||
| 5 | 2024.11.13 12:00 | modify | 1 | 0.10 | 163.858 | 164.278 | 165.258 | ||
| 6 | 2024.11.13 16:00 | s/l | 1 | 0.10 | 164.278 | 164.278 | 165.258 | 27.96 | 1027.96 |
| 7 | 2024.11.13 16:00 | s/l | 2 | 0.10 | 164.278 | 164.278 | 165.258 | -28.71 | 999.25 |
| 8 | 2024.11.29 12:00 | buy | 3 | 0.10 | 158.505 | 0.000 | 0.000 | ||
| 9 | 2024.11.29 12:00 | modify | 3 | 0.10 | 158.505 | 157.805 | 159.905 | ||
| 10 | 2024.12.02 08:00 | s/l | 3 | 0.10 | 157.805 | 157.805 | 159.905 | -45.23 | 954.01 |
| 11 | 2024.12.02 16:00 | buy | 4 | 0.10 | 156.928 | 0.000 | 0.000 | ||
| 12 | 2024.12.02 16:00 | modify | 4 | 0.10 | 156.928 | 156.228 | 158.328 | ||
| 13 | 2024.12.03 08:00 | buy | 5 | 0.10 | 157.503 | 0.000 | 0.000 | ||
| 14 | 2024.12.03 08:00 | modify | 5 | 0.10 | 157.503 | 156.998 | 158.328 | ||
| 15 | 2024.12.03 08:00 | modify | 4 | 0.10 | 156.928 | 156.998 | 158.328 | ||
| 16 | 2024.12.03 16:00 | s/l | 4 | 0.10 | 156.998 | 156.998 | 158.328 | 4.77 | 958.78 |
| 17 | 2024.12.03 16:00 | s/l | 5 | 0.10 | 156.998 | 156.998 | 158.328 | -32.80 | 925.98 |
| 18 | 2024.12.26 16:00 | sell | 6 | 0.10 | 164.528 | 0.000 | 0.000 | ||
| 19 | 2024.12.26 16:00 | modify | 6 | 0.10 | 164.528 | 165.228 | 163.128 | ||
| 20 | 2024.12.30 16:00 | t/p | 6 | 0.10 | 163.128 | 165.228 | 163.128 | 89.07 | 1015.05 |
| 21 | 2025.01.06 12:00 | sell | 7 | 0.10 | 163.828 | 0.000 | 0.000 | ||
| 22 | 2025.01.06 12:00 | modify | 7 | 0.10 | 163.828 | 164.528 | 162.428 | ||
| 23 | 2025.01.07 12:00 | s/l | 7 | 0.10 | 164.528 | 164.528 | 162.428 | -46.37 | 968.68 |
| 24 | 2025.01.10 16:00 | buy | 8 | 0.10 | 161.537 | 0.000 | 0.000 | ||
| 25 | 2025.01.10 16:00 | modify | 8 | 0.10 | 161.537 | 160.837 | 162.937 | ||
| 26 | 2025.01.13 04:00 | s/l | 8 | 0.10 | 160.837 | 160.837 | 162.937 | -45.22 | 923.46 |
| 27 | 2025.01.13 12:00 | buy | 9 | 0.10 | 160.428 | 0.000 | 0.000 | ||
| 28 | 2025.01.13 12:00 | modify | 9 | 0.10 | 160.428 | 159.728 | 161.828 | ||
| 29 | 2025.01.14 00:00 | buy | 10 | 0.10 | 161.482 | 0.000 | 0.000 | ||
| 30 | 2025.01.14 00:00 | modify | 10 | 0.10 | 161.482 | 160.918 | 161.828 | ||
| 31 | 2025.01.14 00:00 | modify | 9 | 0.10 | 160.428 | 160.918 | 161.828 | ||
| 32 | 2025.01.14 04:00 | t/p | 9 | 0.10 | 161.828 | 160.918 | 161.828 | 91.14 | 1014.60 |
| 33 | 2025.01.14 04:00 | t/p | 10 | 0.10 | 161.828 | 160.918 | 161.828 | 22.47 | 1037.07 |
| 34 | 2025.01.22 16:00 | sell | 11 | 0.10 | 162.964 | 0.000 | 0.000 | ||
| 35 | 2025.01.22 16:00 | modify | 11 | 0.10 | 162.964 | 163.664 | 161.564 | ||
| 36 | 2025.01.23 16:00 | sell | 12 | 0.10 | 162.377 | 0.000 | 0.000 | ||
| 37 | 2025.01.23 16:00 | modify | 12 | 0.10 | 162.377 | 162.894 | 161.564 | ||
| 38 | 2025.01.23 16:00 | modify | 11 | 0.10 | 162.964 | 162.894 | 161.564 | ||
| 39 | 2025.01.24 04:00 | s/l | 11 | 0.10 | 162.894 | 162.894 | 161.564 | 0.86 | 1037.93 |
| 40 | 2025.01.24 04:00 | s/l | 12 | 0.10 | 162.894 | 162.894 | 161.564 | -34.49 | 1003.44 |
| 41 | 2025.02.03 12:00 | buy | 13 | 0.10 | 158.534 | 0.000 | 0.000 | ||
| 42 | 2025.02.03 12:00 | modify | 13 | 0.10 | 158.534 | 157.834 | 159.934 | ||
| 43 | 2025.02.04 00:00 | t/p | 13 | 0.10 | 159.934 | 157.834 | 159.934 | 91.15 | 1094.59 |
| 44 | 2025.02.12 04:00 | sell | 14 | 0.10 | 159.194 | 0.000 | 0.000 | ||
| 45 | 2025.02.12 04:00 | modify | 14 | 0.10 | 159.194 | 159.894 | 157.794 | ||
| 46 | 2025.02.12 16:00 | s/l | 14 | 0.10 | 159.894 | 159.894 | 157.794 | -45.46 | 1049.13 |
| 47 | 2025.02.12 16:00 | sell | 15 | 0.10 | 160.221 | 0.000 | 0.000 | ||
| 48 | 2025.02.12 16:00 | modify | 15 | 0.10 | 160.221 | 160.921 | 158.821 | ||
| 49 | 2025.02.12 20:00 | s/l | 15 | 0.10 | 160.921 | 160.921 | 158.821 | -45.45 | 1003.68 |
| 50 | 2025.02.19 16:00 | buy | 16 | 0.10 | 157.870 | 0.000 | 0.000 | ||
| 51 | 2025.02.19 16:00 | modify | 16 | 0.10 | 157.870 | 157.170 | 159.270 | ||
| 52 | 2025.02.20 04:00 | s/l | 16 | 0.10 | 157.170 | 157.170 | 159.270 | -44.77 | 958.91 |
| 53 | 2025.03.05 16:00 | sell | 17 | 0.10 | 160.304 | 0.000 | 0.000 | ||
| 54 | 2025.03.05 16:00 | modify | 17 | 0.10 | 160.304 | 161.004 | 158.904 | ||
| 55 | 2025.03.06 04:00 | s/l | 17 | 0.10 | 161.004 | 161.004 | 158.904 | -48.21 | 910.70 |
| 56 | 2025.03.12 12:00 | sell | 18 | 0.10 | 162.131 | 0.000 | 0.000 | ||
| 57 | 2025.03.12 12:00 | modify | 18 | 0.10 | 162.131 | 162.831 | 160.731 | ||
| 58 | 2025.03.12 20:00 | sell | 19 | 0.10 | 161.553 | 0.000 | 0.000 | ||
| 59 | 2025.03.12 20:00 | modify | 19 | 0.10 | 161.553 | 162.061 | 160.731 | ||
| 60 | 2025.03.12 20:00 | modify | 18 | 0.10 | 162.131 | 162.061 | 160.731 | ||
| 61 | 2025.03.13 08:00 | t/p | 18 | 0.10 | 160.731 | 162.061 | 160.731 | 88.14 | 998.84 |
| 62 | 2025.03.13 08:00 | t/p | 19 | 0.10 | 160.731 | 162.061 | 160.731 | 50.61 | 1049.45 |
| 63 | 2025.05.01 16:00 | sell | 20 | 0.10 | 164.104 | 0.000 | 0.000 | ||
| 64 | 2025.05.01 16:00 | modify | 20 | 0.10 | 164.104 | 164.804 | 162.704 | ||
| 65 | 2025.05.05 04:00 | sell | 21 | 0.10 | 163.522 | 0.000 | 0.000 | ||
| 66 | 2025.05.05 04:00 | modify | 21 | 0.10 | 163.522 | 164.034 | 162.704 | ||
| 67 | 2025.05.05 04:00 | modify | 20 | 0.10 | 164.104 | 164.034 | 162.704 | ||
| 68 | 2025.05.05 20:00 | t/p | 20 | 0.10 | 162.704 | 164.034 | 162.704 | 89.07 | 1138.52 |
| 69 | 2025.05.05 20:00 | t/p | 21 | 0.10 | 162.704 | 164.034 | 162.704 | 53.12 | 1191.64 |
| 70 | 2025.05.06 12:00 | buy | 22 | 0.10 | 161.759 | 0.000 | 0.000 | ||
| 71 | 2025.05.06 12:00 | modify | 22 | 0.10 | 161.759 | 161.059 | 163.159 | ||
| 72 | 2025.05.08 12:00 | t/p | 22 | 0.10 | 163.159 | 161.059 | 163.159 | 91.83 | 1283.48 |
| 73 | 2025.05.12 16:00 | sell | 23 | 0.10 | 164.461 | 0.000 | 0.000 | ||
| 74 | 2025.05.12 16:00 | modify | 23 | 0.10 | 164.461 | 165.161 | 163.061 | ||
| 75 | 2025.05.13 16:00 | s/l | 23 | 0.10 | 165.161 | 165.161 | 163.061 | -46.37 | 1237.11 |
| 76 | 2025.05.13 16:00 | sell | 24 | 0.10 | 165.115 | 0.000 | 0.000 | ||
| 77 | 2025.05.13 16:00 | modify | 24 | 0.10 | 165.115 | 165.815 | 163.715 | ||
| 78 | 2025.05.15 04:00 | t/p | 24 | 0.10 | 163.715 | 165.815 | 163.715 | 87.22 | 1324.33 |
| 79 | 2025.05.16 04:00 | buy | 25 | 0.10 | 162.731 | 0.000 | 0.000 | ||
| 80 | 2025.05.16 04:00 | modify | 25 | 0.10 | 162.731 | 162.031 | 164.131 | ||
| 81 | 2025.05.22 08:00 | s/l | 25 | 0.10 | 162.031 | 162.031 | 164.131 | -44.08 | 1280.25 |
| 82 | 2025.06.23 08:00 | sell | 26 | 0.10 | 169.400 | 0.000 | 0.000 | ||
| 83 | 2025.06.23 08:00 | modify | 26 | 0.10 | 169.400 | 170.100 | 168.000 | ||
| 84 | 2025.06.24 16:00 | t/p | 26 | 0.10 | 168.000 | 170.100 | 168.000 | 89.98 | 1370.23 |
| 85 | 2025.07.07 16:00 | sell | 27 | 0.10 | 171.145 | 0.000 | 0.000 | ||
| 86 | 2025.07.07 16:00 | modify | 27 | 0.10 | 171.145 | 171.845 | 169.745 | ||
| 87 | 2025.07.08 12:00 | s/l | 27 | 0.10 | 171.845 | 171.845 | 169.745 | -46.38 | 1323.85 |
| 88 | 2025.07.15 08:00 | sell | 28 | 0.10 | 172.706 | 0.000 | 0.000 | ||
| 89 | 2025.07.15 08:00 | modify | 28 | 0.10 | 172.706 | 173.406 | 171.306 | ||
| 90 | 2025.07.25 12:00 | s/l | 28 | 0.10 | 173.406 | 173.406 | 171.306 | -56.49 | 1267.36 |
| 91 | 2025.07.29 12:00 | buy | 29 | 0.10 | 171.648 | 0.000 | 0.000 | ||
| 92 | 2025.07.29 12:00 | modify | 29 | 0.10 | 171.648 | 170.948 | 173.048 | ||
| 93 | 2025.07.30 08:00 | s/l | 29 | 0.10 | 170.948 | 170.948 | 173.048 | -45.23 | 1222.13 |
| 94 | 2025.08.07 04:00 | sell | 30 | 0.10 | 172.071 | 0.000 | 0.000 | ||
| 95 | 2025.08.07 04:00 | modify | 30 | 0.10 | 172.071 | 172.771 | 170.671 | ||
| 96 | 2025.08.12 16:00 | s/l | 30 | 0.10 | 172.771 | 172.771 | 170.671 | -48.21 | 1173.92 |
| 97 | 2025.08.14 08:00 | buy | 31 | 0.10 | 171.197 | 0.000 | 0.000 | ||
| 98 | 2025.08.14 08:00 | modify | 31 | 0.10 | 171.197 | 170.497 | 172.597 | ||
| 99 | 2025.08.15 08:00 | buy | 32 | 0.10 | 171.768 | 0.000 | 0.000 | ||
| 100 | 2025.08.15 08:00 | modify | 32 | 0.10 | 171.768 | 171.267 | 172.597 | ||
| 101 | 2025.08.15 08:00 | modify | 31 | 0.10 | 171.197 | 171.267 | 172.597 | ||
| 102 | 2025.08.18 04:00 | t/p | 31 | 0.10 | 172.597 | 171.267 | 172.597 | 91.38 | 1265.30 |
| 103 | 2025.08.18 04:00 | t/p | 32 | 0.10 | 172.597 | 171.267 | 172.597 | 54.07 | 1319.37 |
| 104 | 2025.09.01 08:00 | sell | 33 | 0.10 | 172.444 | 0.000 | 0.000 | ||
| 105 | 2025.09.01 08:00 | modify | 33 | 0.10 | 172.444 | 173.144 | 171.044 | ||
| 106 | 2025.09.02 08:00 | s/l | 33 | 0.10 | 173.144 | 173.144 | 171.044 | -46.37 | 1273.00 |
| 107 | 2025.09.02 08:00 | sell | 34 | 0.10 | 173.117 | 0.000 | 0.000 | ||
| 108 | 2025.09.02 08:00 | modify | 34 | 0.10 | 173.117 | 173.817 | 171.717 | ||
| 109 | 2025.09.04 00:00 | sell | 35 | 0.10 | 172.552 | 0.000 | 0.000 | ||
| 110 | 2025.09.04 00:00 | modify | 35 | 0.10 | 172.552 | 173.047 | 171.717 | ||
| 111 | 2025.09.04 00:00 | modify | 34 | 0.10 | 173.117 | 173.047 | 171.717 | ||
| 112 | 2025.09.04 16:00 | s/l | 34 | 0.10 | 173.047 | 173.047 | 171.717 | 0.86 | 1273.86 |
| 113 | 2025.09.04 16:00 | s/l | 35 | 0.10 | 173.047 | 173.047 | 171.717 | -32.15 | 1241.71 |
| 114 | 2025.09.18 16:00 | sell | 36 | 0.10 | 174.361 | 0.000 | 0.000 | ||
| 115 | 2025.09.18 16:00 | modify | 36 | 0.10 | 174.361 | 175.061 | 172.961 | ||
| 116 | 2025.09.26 16:00 | s/l | 36 | 0.10 | 175.061 | 175.061 | 172.961 | -52.81 | 1188.90 |
| 117 | 2025.09.30 12:00 | buy | 37 | 0.10 | 173.775 | 0.000 | 0.000 | ||
| 118 | 2025.09.30 12:00 | modify | 37 | 0.10 | 173.775 | 173.075 | 175.175 | ||
| 119 | 2025.10.01 08:00 | s/l | 37 | 0.10 | 173.075 | 173.075 | 175.175 | -45.23 | 1143.67 |
| 120 | 2025.10.01 08:00 | buy | 38 | 0.10 | 172.897 | 0.000 | 0.000 | ||
| 121 | 2025.10.01 08:00 | modify | 38 | 0.10 | 172.897 | 172.197 | 174.297 | ||
| 122 | 2025.10.05 20:00 | t/p | 38 | 0.10 | 174.297 | 172.197 | 174.297 | 91.83 | 1235.51 |
| 123 | 2025.10.09 08:00 | sell | 39 | 0.10 | 177.728 | 0.000 | 0.000 | ||
| 124 | 2025.10.09 08:00 | modify | 39 | 0.10 | 177.728 | 178.428 | 176.328 | ||
| 125 | 2025.10.10 16:00 | t/p | 39 | 0.10 | 176.328 | 178.428 | 176.328 | 89.99 | 1325.50 |
| 126 | 2025.10.23 16:00 | sell | 40 | 0.10 | 177.337 | 0.000 | 0.000 | ||
| 127 | 2025.10.23 16:00 | modify | 40 | 0.10 | 177.337 | 178.037 | 175.937 | ||
| 128 | 2025.10.27 00:00 | s/l | 40 | 0.10 | 178.037 | 178.037 | 175.937 | -47.29 | 1278.21 |
| 129 | 2025.10.30 12:00 | sell | 41 | 0.10 | 178.750 | 0.000 | 0.000 | ||
| 130 | 2025.10.30 12:00 | modify | 41 | 0.10 | 178.750 | 179.450 | 177.350 | ||
| 131 | 2025.10.30 20:00 | sell | 42 | 0.10 | 178.181 | 0.000 | 0.000 | ||
| 132 | 2025.10.30 20:00 | modify | 42 | 0.10 | 178.181 | 178.680 | 177.350 | ||
| 133 | 2025.10.30 20:00 | modify | 41 | 0.10 | 178.750 | 178.680 | 177.350 | ||
| 134 | 2025.10.31 23:59 | close at stop | 42 | 0.10 | 177.681 | 178.680 | 177.350 | 31.54 | 1309.75 |
| 135 | 2025.10.31 23:59 | close at stop | 41 | 0.10 | 177.681 | 178.680 | 177.350 | 68.49 | 1378.24 |