Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2025.01.01 20:00 - 2025.12.31 23:59 (2025.01.01 - 2026.01.01) | ||||
| 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=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; 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=50; 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=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 2611 | Ticks modelled | 4221 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 806.62 | Gross profit | 1517.60 | Gross loss | -710.98 |
| Profit factor | 2.13 | Expected payoff | 28.81 | ||
| Absolute drawdown | 100.24 | Maximal drawdown | 245.86 (21.46%) | Relative drawdown | 21.46% (245.86) |
| Total trades | 28 | Short positions (won %) | 18 (61.11%) | Long positions (won %) | 10 (80.00%) |
| Profit trades (% of total) | 19 (67.86%) | Loss trades (% of total) | 9 (32.14%) | ||
| Largest | profit trade | 98.87 | loss trade | -97.57 | |
| Average | profit trade | 79.87 | loss trade | -79.00 | |
| Maximum | consecutive wins (profit in money) | 4 (292.06) | consecutive losses (loss in money) | 2 (-187.99) | |
| Maximal | consecutive profit (count of wins) | 292.06 (4) | consecutive loss (count of losses) | -187.99 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.01.02 16:00 | buy | 1 | 0.10 | 194.505 | 0.000 | 0.000 | ||
| 2 | 2025.01.02 16:00 | modify | 1 | 0.10 | 194.505 | 193.105 | 196.005 | ||
| 3 | 2025.01.03 16:00 | buy | 2 | 0.10 | 195.277 | 0.000 | 0.000 | ||
| 4 | 2025.01.03 16:00 | modify | 2 | 0.10 | 195.277 | 194.655 | 196.005 | ||
| 5 | 2025.01.03 16:00 | modify | 1 | 0.10 | 194.505 | 194.655 | 196.005 | ||
| 6 | 2025.01.06 04:00 | t/p | 1 | 0.10 | 196.005 | 194.655 | 196.005 | 96.28 | 1096.28 |
| 7 | 2025.01.06 04:00 | t/p | 2 | 0.10 | 196.005 | 194.655 | 196.005 | 46.75 | 1143.02 |
| 8 | 2025.01.10 16:00 | buy | 3 | 0.10 | 192.715 | 0.000 | 0.000 | ||
| 9 | 2025.01.10 16:00 | modify | 3 | 0.10 | 192.715 | 191.315 | 194.215 | ||
| 10 | 2025.01.13 04:00 | s/l | 3 | 0.10 | 191.315 | 191.315 | 194.215 | -88.01 | 1055.01 |
| 11 | 2025.01.20 16:00 | sell | 4 | 0.10 | 191.373 | 0.000 | 0.000 | ||
| 12 | 2025.01.20 16:00 | modify | 4 | 0.10 | 191.373 | 192.773 | 189.873 | ||
| 13 | 2025.01.22 12:00 | s/l | 4 | 0.10 | 192.773 | 192.773 | 189.873 | -92.20 | 962.81 |
| 14 | 2025.02.04 16:00 | sell | 5 | 0.10 | 192.970 | 0.000 | 0.000 | ||
| 15 | 2025.02.04 16:00 | modify | 5 | 0.10 | 192.970 | 194.370 | 191.470 | ||
| 16 | 2025.02.05 04:00 | t/p | 5 | 0.10 | 191.470 | 194.370 | 191.470 | 93.17 | 1055.98 |
| 17 | 2025.02.05 16:00 | buy | 6 | 0.10 | 190.478 | 0.000 | 0.000 | ||
| 18 | 2025.02.05 16:00 | modify | 6 | 0.10 | 190.478 | 189.078 | 191.978 | ||
| 19 | 2025.02.06 16:00 | s/l | 6 | 0.10 | 189.078 | 189.078 | 191.978 | -86.71 | 969.28 |
| 20 | 2025.02.07 16:00 | buy | 7 | 0.10 | 188.121 | 0.000 | 0.000 | ||
| 21 | 2025.02.07 16:00 | modify | 7 | 0.10 | 188.121 | 186.721 | 189.621 | ||
| 22 | 2025.02.11 20:00 | t/p | 7 | 0.10 | 189.621 | 186.721 | 189.621 | 96.29 | 1065.57 |
| 23 | 2025.03.04 16:00 | buy | 8 | 0.10 | 188.677 | 0.000 | 0.000 | ||
| 24 | 2025.03.04 16:00 | modify | 8 | 0.10 | 188.677 | 187.277 | 190.177 | ||
| 25 | 2025.03.04 20:00 | t/p | 8 | 0.10 | 190.177 | 187.277 | 190.177 | 94.99 | 1160.56 |
| 26 | 2025.03.24 16:00 | sell | 9 | 0.10 | 194.623 | 0.000 | 0.000 | ||
| 27 | 2025.03.24 16:00 | modify | 9 | 0.10 | 194.623 | 196.023 | 193.123 | ||
| 28 | 2025.03.26 12:00 | sell | 10 | 0.10 | 193.714 | 0.000 | 0.000 | ||
| 29 | 2025.03.26 12:00 | modify | 10 | 0.10 | 193.714 | 194.248 | 193.123 | ||
| 30 | 2025.03.26 12:00 | modify | 9 | 0.10 | 194.623 | 194.248 | 193.123 | ||
| 31 | 2025.03.26 16:00 | s/l | 9 | 0.10 | 194.248 | 194.248 | 193.123 | 20.17 | 1180.72 |
| 32 | 2025.03.26 16:00 | s/l | 10 | 0.10 | 194.248 | 194.248 | 193.123 | -33.80 | 1146.92 |
| 33 | 2025.04.02 16:00 | sell | 11 | 0.10 | 194.580 | 0.000 | 0.000 | ||
| 34 | 2025.04.02 16:00 | modify | 11 | 0.10 | 194.580 | 195.980 | 193.080 | ||
| 35 | 2025.04.03 00:00 | t/p | 11 | 0.10 | 193.080 | 195.980 | 193.080 | 89.60 | 1236.52 |
| 36 | 2025.04.25 16:00 | sell | 12 | 0.10 | 191.598 | 0.000 | 0.000 | ||
| 37 | 2025.04.25 16:00 | modify | 12 | 0.10 | 191.598 | 192.998 | 190.098 | ||
| 38 | 2025.04.29 16:00 | sell | 13 | 0.10 | 190.616 | 0.000 | 0.000 | ||
| 39 | 2025.04.29 16:00 | modify | 13 | 0.10 | 190.616 | 191.073 | 190.098 | ||
| 40 | 2025.04.29 16:00 | modify | 12 | 0.10 | 191.598 | 191.073 | 190.098 | ||
| 41 | 2025.04.30 08:00 | s/l | 12 | 0.10 | 191.073 | 191.073 | 190.098 | 27.88 | 1264.41 |
| 42 | 2025.04.30 08:00 | s/l | 13 | 0.10 | 191.073 | 191.073 | 190.098 | -30.72 | 1233.69 |
| 43 | 2025.05.05 16:00 | buy | 14 | 0.10 | 191.268 | 0.000 | 0.000 | ||
| 44 | 2025.05.05 16:00 | modify | 14 | 0.10 | 191.268 | 189.868 | 192.768 | ||
| 45 | 2025.05.08 12:00 | t/p | 14 | 0.10 | 192.768 | 189.868 | 192.768 | 98.22 | 1331.91 |
| 46 | 2025.05.13 16:00 | sell | 15 | 0.10 | 196.169 | 0.000 | 0.000 | ||
| 47 | 2025.05.13 16:00 | modify | 15 | 0.10 | 196.169 | 197.569 | 194.669 | ||
| 48 | 2025.05.14 12:00 | t/p | 15 | 0.10 | 194.669 | 197.569 | 194.669 | 93.17 | 1425.08 |
| 49 | 2025.06.03 16:00 | sell | 16 | 0.10 | 194.601 | 0.000 | 0.000 | ||
| 50 | 2025.06.03 16:00 | modify | 16 | 0.10 | 194.601 | 196.001 | 193.101 | ||
| 51 | 2025.06.06 16:00 | s/l | 16 | 0.10 | 196.001 | 196.001 | 193.101 | -97.57 | 1327.51 |
| 52 | 2025.06.06 16:00 | sell | 17 | 0.10 | 196.025 | 0.000 | 0.000 | ||
| 53 | 2025.06.06 16:00 | modify | 17 | 0.10 | 196.025 | 197.425 | 194.525 | ||
| 54 | 2025.06.13 04:00 | t/p | 17 | 0.10 | 194.525 | 197.425 | 194.525 | 82.47 | 1409.98 |
| 55 | 2025.07.02 16:00 | buy | 18 | 0.10 | 195.850 | 0.000 | 0.000 | ||
| 56 | 2025.07.02 16:00 | modify | 18 | 0.10 | 195.850 | 194.450 | 197.350 | ||
| 57 | 2025.07.03 16:00 | t/p | 18 | 0.10 | 197.350 | 194.450 | 197.350 | 96.92 | 1506.90 |
| 58 | 2025.07.03 16:00 | sell | 19 | 0.10 | 197.917 | 0.000 | 0.000 | ||
| 59 | 2025.07.03 16:00 | modify | 19 | 0.10 | 197.917 | 199.317 | 196.417 | ||
| 60 | 2025.07.08 04:00 | s/l | 19 | 0.10 | 199.317 | 199.317 | 196.417 | -93.99 | 1412.91 |
| 61 | 2025.07.31 16:00 | sell | 20 | 0.10 | 199.088 | 0.000 | 0.000 | ||
| 62 | 2025.07.31 16:00 | modify | 20 | 0.10 | 199.088 | 200.488 | 197.588 | ||
| 63 | 2025.08.01 16:00 | t/p | 20 | 0.10 | 197.588 | 200.488 | 197.588 | 93.18 | 1506.10 |
| 64 | 2025.08.01 16:00 | buy | 21 | 0.10 | 196.326 | 0.000 | 0.000 | ||
| 65 | 2025.08.01 16:00 | modify | 21 | 0.10 | 196.326 | 194.926 | 197.826 | ||
| 66 | 2025.08.07 12:00 | t/p | 21 | 0.10 | 197.826 | 194.926 | 197.826 | 98.87 | 1604.97 |
| 67 | 2025.08.20 16:00 | buy | 22 | 0.10 | 197.998 | 0.000 | 0.000 | ||
| 68 | 2025.08.20 16:00 | modify | 22 | 0.10 | 197.998 | 196.598 | 199.498 | ||
| 69 | 2025.08.22 12:00 | t/p | 22 | 0.10 | 199.498 | 196.598 | 199.498 | 97.57 | 1702.54 |
| 70 | 2025.10.07 16:00 | sell | 23 | 0.10 | 203.180 | 0.000 | 0.000 | ||
| 71 | 2025.10.07 16:00 | modify | 23 | 0.10 | 203.180 | 204.580 | 201.680 | ||
| 72 | 2025.10.08 08:00 | s/l | 23 | 0.10 | 204.580 | 204.580 | 201.680 | -90.43 | 1612.11 |
| 73 | 2025.11.17 16:00 | sell | 24 | 0.10 | 204.499 | 0.000 | 0.000 | ||
| 74 | 2025.11.17 16:00 | modify | 24 | 0.10 | 204.499 | 205.899 | 202.999 | ||
| 75 | 2025.11.20 08:00 | s/l | 24 | 0.10 | 205.899 | 205.899 | 202.999 | -97.56 | 1514.55 |
| 76 | 2025.11.20 16:00 | sell | 25 | 0.10 | 206.474 | 0.000 | 0.000 | ||
| 77 | 2025.11.20 16:00 | modify | 25 | 0.10 | 206.474 | 207.874 | 204.974 | ||
| 78 | 2025.11.21 08:00 | t/p | 25 | 0.10 | 204.974 | 207.874 | 204.974 | 93.18 | 1607.74 |
| 79 | 2025.11.26 16:00 | sell | 26 | 0.10 | 206.873 | 0.000 | 0.000 | ||
| 80 | 2025.11.26 16:00 | modify | 26 | 0.10 | 206.873 | 208.273 | 205.373 | ||
| 81 | 2025.12.01 12:00 | t/p | 26 | 0.10 | 205.373 | 208.273 | 205.373 | 86.04 | 1693.78 |
| 82 | 2025.12.09 16:00 | sell | 27 | 0.10 | 208.577 | 0.000 | 0.000 | ||
| 83 | 2025.12.09 16:00 | modify | 27 | 0.10 | 208.577 | 209.977 | 207.077 | ||
| 84 | 2025.12.15 04:00 | sell | 28 | 0.10 | 207.585 | 0.000 | 0.000 | ||
| 85 | 2025.12.15 04:00 | modify | 28 | 0.10 | 207.585 | 208.052 | 207.077 | ||
| 86 | 2025.12.15 04:00 | modify | 27 | 0.10 | 208.577 | 208.052 | 207.077 | ||
| 87 | 2025.12.16 04:00 | t/p | 27 | 0.10 | 207.077 | 208.052 | 207.077 | 82.47 | 1776.24 |
| 88 | 2025.12.16 04:00 | t/p | 28 | 0.10 | 207.077 | 208.052 | 207.077 | 30.37 | 1806.62 |