Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2025.01.01 22:00 - 2025.12.31 21:59 (2025.01.01 - 2026.01.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; 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=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; 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 | 7224 | Ticks modelled | 13447 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 986.44 | Gross profit | 1267.65 | Gross loss | -281.21 |
| Profit factor | 4.51 | Expected payoff | 30.83 | ||
| Absolute drawdown | 23.58 | Maximal drawdown | 164.84 (10.20%) | Relative drawdown | 10.20% (164.84) |
| Total trades | 32 | Short positions (won %) | 20 (75.00%) | Long positions (won %) | 12 (58.33%) |
| Profit trades (% of total) | 22 (68.75%) | Loss trades (% of total) | 10 (31.25%) | ||
| Largest | profit trade | 95.88 | loss trade | -34.59 | |
| Average | profit trade | 57.62 | loss trade | -28.12 | |
| Maximum | consecutive wins (profit in money) | 5 (328.81) | consecutive losses (loss in money) | 3 (-77.12) | |
| Maximal | consecutive profit (count of wins) | 328.81 (5) | consecutive loss (count of losses) | -77.12 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.01.14 17:00 | sell | 1 | 0.10 | 162.551 | 0.000 | 0.000 | ||
| 2 | 2025.01.14 17:00 | modify | 1 | 0.10 | 162.551 | 162.951 | 161.051 | ||
| 3 | 2025.01.15 06:00 | sell | 2 | 0.10 | 161.929 | 0.000 | 0.000 | ||
| 4 | 2025.01.15 06:00 | modify | 2 | 0.10 | 161.929 | 162.476 | 161.051 | ||
| 5 | 2025.01.15 06:00 | modify | 1 | 0.10 | 162.551 | 162.476 | 161.051 | ||
| 6 | 2025.01.15 10:00 | sell | 3 | 0.10 | 161.723 | 0.000 | 0.000 | ||
| 7 | 2025.01.15 10:00 | modify | 3 | 0.10 | 161.723 | 161.951 | 161.051 | ||
| 8 | 2025.01.15 10:00 | sell | 4 | 0.10 | 161.723 | 0.000 | 0.000 | ||
| 9 | 2025.01.15 10:00 | modify | 4 | 0.10 | 161.723 | 161.951 | 161.051 | ||
| 10 | 2025.01.15 10:00 | modify | 2 | 0.10 | 161.929 | 161.951 | 161.051 | ||
| 11 | 2025.01.15 10:00 | modify | 1 | 0.10 | 162.551 | 161.951 | 161.051 | ||
| 12 | 2025.01.15 17:00 | t/p | 1 | 0.10 | 161.051 | 161.951 | 161.051 | 94.05 | 1094.05 |
| 13 | 2025.01.15 17:00 | t/p | 2 | 0.10 | 161.051 | 161.951 | 161.051 | 55.59 | 1149.64 |
| 14 | 2025.01.15 17:00 | t/p | 3 | 0.10 | 161.051 | 161.951 | 161.051 | 42.54 | 1192.18 |
| 15 | 2025.01.15 17:00 | t/p | 4 | 0.10 | 161.051 | 161.951 | 161.051 | 42.54 | 1234.72 |
| 16 | 2025.01.15 18:00 | buy | 5 | 0.10 | 161.050 | 0.000 | 0.000 | ||
| 17 | 2025.01.15 18:00 | modify | 5 | 0.10 | 161.050 | 160.650 | 162.550 | ||
| 18 | 2025.01.16 02:00 | s/l | 5 | 0.10 | 160.650 | 160.650 | 162.550 | -24.66 | 1210.07 |
| 19 | 2025.01.20 16:00 | sell | 6 | 0.10 | 161.923 | 0.000 | 0.000 | ||
| 20 | 2025.01.20 16:00 | modify | 6 | 0.10 | 161.923 | 162.323 | 160.423 | ||
| 21 | 2025.01.22 04:00 | s/l | 6 | 0.10 | 162.323 | 162.323 | 160.423 | -27.13 | 1182.94 |
| 22 | 2025.02.06 15:00 | buy | 7 | 0.10 | 157.645 | 0.000 | 0.000 | ||
| 23 | 2025.02.06 15:00 | modify | 7 | 0.10 | 157.645 | 157.245 | 159.145 | ||
| 24 | 2025.02.06 16:00 | s/l | 7 | 0.10 | 157.245 | 157.245 | 159.145 | -25.33 | 1157.61 |
| 25 | 2025.02.10 16:00 | buy | 8 | 0.10 | 156.425 | 0.000 | 0.000 | ||
| 26 | 2025.02.10 16:00 | modify | 8 | 0.10 | 156.425 | 156.025 | 157.925 | ||
| 27 | 2025.02.11 12:00 | buy | 9 | 0.10 | 157.276 | 0.000 | 0.000 | ||
| 28 | 2025.02.11 12:00 | modify | 9 | 0.10 | 157.276 | 157.025 | 157.925 | ||
| 29 | 2025.02.11 12:00 | buy | 10 | 0.10 | 157.276 | 0.000 | 0.000 | ||
| 30 | 2025.02.11 12:00 | modify | 10 | 0.10 | 157.276 | 157.025 | 157.925 | ||
| 31 | 2025.02.11 12:00 | modify | 8 | 0.10 | 156.425 | 157.025 | 157.925 | ||
| 32 | 2025.02.11 20:00 | t/p | 8 | 0.10 | 157.925 | 157.025 | 157.925 | 95.20 | 1252.81 |
| 33 | 2025.02.11 20:00 | t/p | 9 | 0.10 | 157.925 | 157.025 | 157.925 | 41.09 | 1293.90 |
| 34 | 2025.02.11 20:00 | t/p | 10 | 0.10 | 157.925 | 157.025 | 157.925 | 41.09 | 1334.99 |
| 35 | 2025.02.27 11:00 | sell | 11 | 0.10 | 157.067 | 0.000 | 0.000 | ||
| 36 | 2025.02.27 11:00 | modify | 11 | 0.10 | 157.067 | 157.467 | 155.567 | ||
| 37 | 2025.02.28 00:00 | t/p | 11 | 0.10 | 155.567 | 157.467 | 155.567 | 94.06 | 1429.06 |
| 38 | 2025.03.11 10:00 | sell | 12 | 0.10 | 160.756 | 0.000 | 0.000 | ||
| 39 | 2025.03.11 10:00 | modify | 12 | 0.10 | 160.756 | 161.156 | 159.256 | ||
| 40 | 2025.03.11 13:00 | s/l | 12 | 0.10 | 161.156 | 161.156 | 159.256 | -25.33 | 1403.73 |
| 41 | 2025.03.12 11:00 | sell | 13 | 0.10 | 162.152 | 0.000 | 0.000 | ||
| 42 | 2025.03.12 11:00 | modify | 13 | 0.10 | 162.152 | 162.552 | 160.652 | ||
| 43 | 2025.03.13 01:00 | sell | 14 | 0.10 | 161.311 | 0.000 | 0.000 | ||
| 44 | 2025.03.13 01:00 | modify | 14 | 0.10 | 161.311 | 161.552 | 160.652 | ||
| 45 | 2025.03.13 01:00 | sell | 15 | 0.10 | 161.311 | 0.000 | 0.000 | ||
| 46 | 2025.03.13 01:00 | modify | 15 | 0.10 | 161.311 | 161.552 | 160.652 | ||
| 47 | 2025.03.13 01:00 | modify | 13 | 0.10 | 162.152 | 161.552 | 160.652 | ||
| 48 | 2025.03.13 07:00 | t/p | 13 | 0.10 | 160.652 | 161.552 | 160.652 | 92.24 | 1495.97 |
| 49 | 2025.03.13 07:00 | t/p | 14 | 0.10 | 160.652 | 161.552 | 160.652 | 41.72 | 1537.69 |
| 50 | 2025.03.13 07:00 | t/p | 15 | 0.10 | 160.652 | 161.552 | 160.652 | 41.72 | 1579.41 |
| 51 | 2025.03.14 12:00 | sell | 16 | 0.10 | 162.063 | 0.000 | 0.000 | ||
| 52 | 2025.03.14 12:00 | modify | 16 | 0.10 | 162.063 | 162.463 | 160.563 | ||
| 53 | 2025.03.14 16:00 | sell | 17 | 0.10 | 161.456 | 0.000 | 0.000 | ||
| 54 | 2025.03.14 16:00 | modify | 17 | 0.10 | 161.456 | 161.988 | 160.563 | ||
| 55 | 2025.03.14 16:00 | modify | 16 | 0.10 | 162.063 | 161.988 | 160.563 | ||
| 56 | 2025.03.17 05:00 | s/l | 16 | 0.10 | 161.988 | 161.988 | 160.563 | 3.84 | 1583.26 |
| 57 | 2025.03.17 05:00 | s/l | 17 | 0.10 | 161.988 | 161.988 | 160.563 | -34.59 | 1548.67 |
| 58 | 2025.03.25 17:00 | buy | 18 | 0.10 | 161.883 | 0.000 | 0.000 | ||
| 59 | 2025.03.25 17:00 | modify | 18 | 0.10 | 161.883 | 161.483 | 163.383 | ||
| 60 | 2025.03.26 15:00 | buy | 19 | 0.10 | 162.490 | 0.000 | 0.000 | ||
| 61 | 2025.03.26 15:00 | modify | 19 | 0.10 | 162.490 | 161.958 | 163.383 | ||
| 62 | 2025.03.26 15:00 | modify | 18 | 0.10 | 161.883 | 161.958 | 163.383 | ||
| 63 | 2025.03.26 18:00 | s/l | 18 | 0.10 | 161.958 | 161.958 | 163.383 | 4.97 | 1553.65 |
| 64 | 2025.03.26 18:00 | s/l | 19 | 0.10 | 161.958 | 161.958 | 163.383 | -33.69 | 1519.96 |
| 65 | 2025.05.08 10:00 | sell | 20 | 0.10 | 163.400 | 0.000 | 0.000 | ||
| 66 | 2025.05.08 10:00 | modify | 20 | 0.10 | 163.400 | 163.800 | 161.900 | ||
| 67 | 2025.05.08 20:00 | s/l | 20 | 0.10 | 163.800 | 163.800 | 161.900 | -25.33 | 1494.63 |
| 68 | 2025.05.19 11:00 | sell | 21 | 0.10 | 163.308 | 0.000 | 0.000 | ||
| 69 | 2025.05.19 11:00 | modify | 21 | 0.10 | 163.308 | 163.708 | 161.808 | ||
| 70 | 2025.05.21 06:00 | sell | 22 | 0.10 | 162.688 | 0.000 | 0.000 | ||
| 71 | 2025.05.21 06:00 | modify | 22 | 0.10 | 162.688 | 163.233 | 161.808 | ||
| 72 | 2025.05.21 06:00 | modify | 21 | 0.10 | 163.308 | 163.233 | 161.808 | ||
| 73 | 2025.05.21 09:00 | s/l | 21 | 0.10 | 163.233 | 163.233 | 161.808 | 2.94 | 1497.57 |
| 74 | 2025.05.21 09:00 | s/l | 22 | 0.10 | 163.233 | 163.233 | 161.808 | -34.50 | 1463.07 |
| 75 | 2025.06.04 18:00 | buy | 23 | 0.10 | 163.145 | 0.000 | 0.000 | ||
| 76 | 2025.06.04 18:00 | modify | 23 | 0.10 | 163.145 | 162.745 | 164.645 | ||
| 77 | 2025.06.05 16:00 | t/p | 23 | 0.10 | 164.645 | 162.745 | 164.645 | 95.66 | 1558.73 |
| 78 | 2025.06.23 11:00 | sell | 24 | 0.10 | 169.621 | 0.000 | 0.000 | ||
| 79 | 2025.06.23 11:00 | modify | 24 | 0.10 | 169.621 | 170.021 | 168.121 | ||
| 80 | 2025.06.23 15:00 | sell | 25 | 0.10 | 169.000 | 0.000 | 0.000 | ||
| 81 | 2025.06.23 15:00 | modify | 25 | 0.10 | 169.000 | 169.546 | 168.121 | ||
| 82 | 2025.06.23 15:00 | modify | 24 | 0.10 | 169.621 | 169.546 | 168.121 | ||
| 83 | 2025.06.24 03:00 | sell | 26 | 0.10 | 168.787 | 0.000 | 0.000 | ||
| 84 | 2025.06.24 03:00 | modify | 26 | 0.10 | 168.787 | 169.021 | 168.121 | ||
| 85 | 2025.06.24 03:00 | sell | 27 | 0.10 | 168.787 | 0.000 | 0.000 | ||
| 86 | 2025.06.24 03:00 | modify | 27 | 0.10 | 168.787 | 169.021 | 168.121 | ||
| 87 | 2025.06.24 03:00 | modify | 25 | 0.10 | 169.000 | 169.021 | 168.121 | ||
| 88 | 2025.06.24 03:00 | modify | 24 | 0.10 | 169.621 | 169.021 | 168.121 | ||
| 89 | 2025.06.24 09:00 | t/p | 24 | 0.10 | 168.121 | 169.021 | 168.121 | 94.06 | 1652.80 |
| 90 | 2025.06.24 09:00 | t/p | 25 | 0.10 | 168.121 | 169.021 | 168.121 | 54.74 | 1707.54 |
| 91 | 2025.06.24 09:00 | t/p | 26 | 0.10 | 168.121 | 169.021 | 168.121 | 42.17 | 1749.71 |
| 92 | 2025.06.24 09:00 | t/p | 27 | 0.10 | 168.121 | 169.021 | 168.121 | 42.17 | 1791.88 |
| 93 | 2025.07.28 15:00 | buy | 28 | 0.10 | 172.582 | 0.000 | 0.000 | ||
| 94 | 2025.07.28 15:00 | modify | 28 | 0.10 | 172.582 | 172.182 | 174.082 | ||
| 95 | 2025.07.28 18:00 | s/l | 28 | 0.10 | 172.182 | 172.182 | 174.082 | -25.33 | 1766.55 |
| 96 | 2025.07.31 16:00 | sell | 29 | 0.10 | 172.144 | 0.000 | 0.000 | ||
| 97 | 2025.07.31 16:00 | modify | 29 | 0.10 | 172.144 | 172.544 | 170.644 | ||
| 98 | 2025.08.01 17:00 | t/p | 29 | 0.10 | 170.644 | 172.544 | 170.644 | 94.05 | 1860.61 |
| 99 | 2025.10.01 09:00 | buy | 30 | 0.10 | 172.916 | 0.000 | 0.000 | ||
| 100 | 2025.10.01 09:00 | modify | 30 | 0.10 | 172.916 | 172.516 | 174.416 | ||
| 101 | 2025.10.01 11:00 | s/l | 30 | 0.10 | 172.516 | 172.516 | 174.416 | -25.33 | 1835.28 |
| 102 | 2025.10.01 12:00 | buy | 31 | 0.10 | 172.523 | 0.000 | 0.000 | ||
| 103 | 2025.10.01 12:00 | modify | 31 | 0.10 | 172.523 | 172.123 | 174.023 | ||
| 104 | 2025.10.03 03:00 | buy | 32 | 0.10 | 173.150 | 0.000 | 0.000 | ||
| 105 | 2025.10.03 03:00 | modify | 32 | 0.10 | 173.150 | 172.598 | 174.023 | ||
| 106 | 2025.10.03 03:00 | modify | 31 | 0.10 | 172.523 | 172.598 | 174.023 | ||
| 107 | 2025.10.05 21:00 | t/p | 31 | 0.10 | 174.023 | 172.598 | 174.023 | 95.88 | 1931.16 |
| 108 | 2025.10.05 21:00 | t/p | 32 | 0.10 | 174.023 | 172.598 | 174.023 | 55.28 | 1986.44 |