Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | USDJPY (US Dollar 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=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; 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=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=30; 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=35; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 1173.09 | Gross profit | 1746.21 | Gross loss | -573.12 |
| Profit factor | 3.05 | Expected payoff | 30.08 | ||
| Absolute drawdown | 145.80 | Maximal drawdown | 233.15 (21.44%) | Relative drawdown | 21.44% (233.15) |
| Total trades | 39 | Short positions (won %) | 17 (76.47%) | Long positions (won %) | 22 (68.18%) |
| Profit trades (% of total) | 28 (71.79%) | Loss trades (% of total) | 11 (28.21%) | ||
| Largest | profit trade | 99.08 | loss trade | -89.07 | |
| Average | profit trade | 62.36 | loss trade | -52.10 | |
| Maximum | consecutive wins (profit in money) | 13 (882.84) | consecutive losses (loss in money) | 2 (-169.46) | |
| Maximal | consecutive profit (count of wins) | 882.84 (13) | consecutive loss (count of losses) | -169.46 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.01.22 18:00 | sell | 1 | 0.10 | 156.613 | 0.000 | 0.000 | ||
| 2 | 2025.01.22 18:00 | modify | 1 | 0.10 | 156.613 | 157.913 | 155.213 | ||
| 3 | 2025.01.24 05:00 | t/p | 1 | 0.10 | 155.213 | 157.913 | 155.213 | 85.91 | 1085.91 |
| 4 | 2025.02.04 19:00 | buy | 2 | 0.10 | 154.327 | 0.000 | 0.000 | ||
| 5 | 2025.02.04 19:00 | modify | 2 | 0.10 | 154.327 | 153.027 | 155.727 | ||
| 6 | 2025.02.05 09:00 | s/l | 2 | 0.10 | 153.027 | 153.027 | 155.727 | -84.58 | 1001.33 |
| 7 | 2025.02.13 17:00 | buy | 3 | 0.10 | 153.207 | 0.000 | 0.000 | ||
| 8 | 2025.02.13 17:00 | modify | 3 | 0.10 | 153.207 | 151.907 | 154.607 | ||
| 9 | 2025.02.17 01:00 | s/l | 3 | 0.10 | 151.907 | 151.907 | 154.607 | -84.88 | 916.45 |
| 10 | 2025.04.21 05:00 | buy | 4 | 0.10 | 140.796 | 0.000 | 0.000 | ||
| 11 | 2025.04.21 05:00 | modify | 4 | 0.10 | 140.796 | 139.496 | 142.196 | ||
| 12 | 2025.04.22 20:00 | buy | 5 | 0.10 | 141.638 | 0.000 | 0.000 | ||
| 13 | 2025.04.22 20:00 | modify | 5 | 0.10 | 141.638 | 141.286 | 142.196 | ||
| 14 | 2025.04.22 20:00 | buy | 6 | 0.10 | 141.638 | 0.000 | 0.000 | ||
| 15 | 2025.04.22 20:00 | modify | 6 | 0.10 | 141.638 | 141.286 | 142.196 | ||
| 16 | 2025.04.22 20:00 | modify | 4 | 0.10 | 140.796 | 141.286 | 142.196 | ||
| 17 | 2025.04.22 22:00 | t/p | 4 | 0.10 | 142.196 | 141.286 | 142.196 | 98.61 | 1015.06 |
| 18 | 2025.04.22 22:00 | t/p | 5 | 0.10 | 142.196 | 141.286 | 142.196 | 39.16 | 1054.22 |
| 19 | 2025.04.22 22:00 | t/p | 6 | 0.10 | 142.196 | 141.286 | 142.196 | 39.16 | 1093.38 |
| 20 | 2025.04.25 05:00 | sell | 7 | 0.10 | 143.616 | 0.000 | 0.000 | ||
| 21 | 2025.04.25 05:00 | modify | 7 | 0.10 | 143.616 | 144.916 | 142.216 | ||
| 22 | 2025.04.28 18:00 | t/p | 7 | 0.10 | 142.216 | 144.916 | 142.216 | 97.26 | 1190.63 |
| 23 | 2025.04.28 18:00 | buy | 8 | 0.10 | 142.390 | 0.000 | 0.000 | ||
| 24 | 2025.04.28 18:00 | modify | 8 | 0.10 | 142.390 | 141.090 | 143.790 | ||
| 25 | 2025.04.30 08:00 | buy | 9 | 0.10 | 142.835 | 0.000 | 0.000 | ||
| 26 | 2025.04.30 08:00 | modify | 9 | 0.10 | 142.835 | 142.460 | 143.790 | ||
| 27 | 2025.04.30 08:00 | modify | 8 | 0.10 | 142.390 | 142.460 | 143.790 | ||
| 28 | 2025.05.01 05:00 | t/p | 8 | 0.10 | 143.790 | 142.460 | 143.790 | 99.08 | 1289.71 |
| 29 | 2025.05.01 05:00 | t/p | 9 | 0.10 | 143.790 | 142.460 | 143.790 | 67.44 | 1357.15 |
| 30 | 2025.05.08 10:00 | sell | 10 | 0.10 | 144.798 | 0.000 | 0.000 | ||
| 31 | 2025.05.08 10:00 | modify | 10 | 0.10 | 144.798 | 146.098 | 143.398 | ||
| 32 | 2025.05.08 20:00 | s/l | 10 | 0.10 | 146.098 | 146.098 | 143.398 | -89.07 | 1268.08 |
| 33 | 2025.05.12 09:00 | sell | 11 | 0.10 | 147.754 | 0.000 | 0.000 | ||
| 34 | 2025.05.12 09:00 | modify | 11 | 0.10 | 147.754 | 149.054 | 146.354 | ||
| 35 | 2025.05.14 09:00 | t/p | 11 | 0.10 | 146.354 | 149.054 | 146.354 | 93.59 | 1361.67 |
| 36 | 2025.05.14 11:00 | buy | 12 | 0.10 | 145.952 | 0.000 | 0.000 | ||
| 37 | 2025.05.14 11:00 | modify | 12 | 0.10 | 145.952 | 144.652 | 147.352 | ||
| 38 | 2025.05.20 06:00 | s/l | 12 | 0.10 | 144.652 | 144.652 | 147.352 | -87.90 | 1273.77 |
| 39 | 2025.06.02 09:00 | buy | 13 | 0.10 | 142.959 | 0.000 | 0.000 | ||
| 40 | 2025.06.02 09:00 | modify | 13 | 0.10 | 142.959 | 141.659 | 144.359 | ||
| 41 | 2025.06.03 15:00 | buy | 14 | 0.10 | 143.801 | 0.000 | 0.000 | ||
| 42 | 2025.06.03 15:00 | modify | 14 | 0.10 | 143.801 | 143.449 | 144.359 | ||
| 43 | 2025.06.03 15:00 | buy | 15 | 0.10 | 143.801 | 0.000 | 0.000 | ||
| 44 | 2025.06.03 15:00 | modify | 15 | 0.10 | 143.801 | 143.449 | 144.359 | ||
| 45 | 2025.06.03 15:00 | modify | 13 | 0.10 | 142.959 | 143.449 | 144.359 | ||
| 46 | 2025.06.04 06:00 | t/p | 13 | 0.10 | 144.359 | 143.449 | 144.359 | 97.79 | 1371.56 |
| 47 | 2025.06.04 06:00 | t/p | 14 | 0.10 | 144.359 | 143.449 | 144.359 | 39.05 | 1410.61 |
| 48 | 2025.06.04 06:00 | t/p | 15 | 0.10 | 144.359 | 143.449 | 144.359 | 39.05 | 1449.65 |
| 49 | 2025.06.06 15:00 | sell | 16 | 0.10 | 144.899 | 0.000 | 0.000 | ||
| 50 | 2025.06.06 15:00 | modify | 16 | 0.10 | 144.899 | 146.199 | 143.499 | ||
| 51 | 2025.06.12 01:00 | sell | 17 | 0.10 | 144.041 | 0.000 | 0.000 | ||
| 52 | 2025.06.12 01:00 | modify | 17 | 0.10 | 144.041 | 144.409 | 143.499 | ||
| 53 | 2025.06.12 01:00 | sell | 18 | 0.10 | 144.041 | 0.000 | 0.000 | ||
| 54 | 2025.06.12 01:00 | modify | 18 | 0.10 | 144.041 | 144.409 | 143.499 | ||
| 55 | 2025.06.12 01:00 | modify | 16 | 0.10 | 144.899 | 144.409 | 143.499 | ||
| 56 | 2025.06.12 11:00 | t/p | 16 | 0.10 | 143.499 | 144.409 | 143.499 | 91.13 | 1540.78 |
| 57 | 2025.06.12 11:00 | t/p | 17 | 0.10 | 143.499 | 144.409 | 143.499 | 37.75 | 1578.53 |
| 58 | 2025.06.12 11:00 | t/p | 18 | 0.10 | 143.499 | 144.409 | 143.499 | 37.75 | 1616.28 |
| 59 | 2025.07.22 17:00 | buy | 19 | 0.10 | 146.454 | 0.000 | 0.000 | ||
| 60 | 2025.07.22 17:00 | modify | 19 | 0.10 | 146.454 | 145.154 | 147.854 | ||
| 61 | 2025.07.25 10:00 | t/p | 19 | 0.10 | 147.854 | 145.154 | 147.854 | 96.46 | 1712.74 |
| 62 | 2025.07.31 18:00 | sell | 20 | 0.10 | 150.661 | 0.000 | 0.000 | ||
| 63 | 2025.07.31 18:00 | modify | 20 | 0.10 | 150.661 | 151.961 | 149.261 | ||
| 64 | 2025.08.01 13:00 | t/p | 20 | 0.10 | 149.261 | 151.961 | 149.261 | 93.11 | 1805.84 |
| 65 | 2025.09.05 15:00 | buy | 21 | 0.10 | 147.107 | 0.000 | 0.000 | ||
| 66 | 2025.09.05 15:00 | modify | 21 | 0.10 | 147.107 | 145.807 | 148.507 | ||
| 67 | 2025.09.08 01:00 | t/p | 21 | 0.10 | 148.507 | 145.807 | 148.507 | 94.74 | 1900.58 |
| 68 | 2025.09.25 18:00 | sell | 22 | 0.10 | 149.805 | 0.000 | 0.000 | ||
| 69 | 2025.09.25 18:00 | modify | 22 | 0.10 | 149.805 | 151.105 | 148.405 | ||
| 70 | 2025.09.29 03:00 | sell | 23 | 0.10 | 148.938 | 0.000 | 0.000 | ||
| 71 | 2025.09.29 03:00 | modify | 23 | 0.10 | 148.938 | 149.315 | 148.405 | ||
| 72 | 2025.09.29 03:00 | sell | 24 | 0.10 | 148.938 | 0.000 | 0.000 | ||
| 73 | 2025.09.29 03:00 | modify | 24 | 0.10 | 148.938 | 149.315 | 148.405 | ||
| 74 | 2025.09.29 03:00 | modify | 22 | 0.10 | 149.805 | 149.315 | 148.405 | ||
| 75 | 2025.09.30 06:00 | t/p | 22 | 0.10 | 148.405 | 149.315 | 148.405 | 91.21 | 1991.79 |
| 76 | 2025.09.30 06:00 | t/p | 23 | 0.10 | 148.405 | 149.315 | 148.405 | 34.88 | 2026.66 |
| 77 | 2025.09.30 06:00 | t/p | 24 | 0.10 | 148.405 | 149.315 | 148.405 | 34.88 | 2061.54 |
| 78 | 2025.10.01 09:00 | buy | 25 | 0.10 | 147.183 | 0.000 | 0.000 | ||
| 79 | 2025.10.01 09:00 | modify | 25 | 0.10 | 147.183 | 145.883 | 148.583 | ||
| 80 | 2025.10.05 21:00 | t/p | 25 | 0.10 | 148.583 | 145.883 | 148.583 | 95.07 | 2156.61 |
| 81 | 2025.10.06 06:00 | sell | 26 | 0.10 | 150.257 | 0.000 | 0.000 | ||
| 82 | 2025.10.06 06:00 | modify | 26 | 0.10 | 150.257 | 151.557 | 148.857 | ||
| 83 | 2025.10.07 18:00 | s/l | 26 | 0.10 | 151.557 | 151.557 | 148.857 | -86.84 | 2069.77 |
| 84 | 2025.10.16 19:00 | buy | 27 | 0.10 | 150.364 | 0.000 | 0.000 | ||
| 85 | 2025.10.16 19:00 | modify | 27 | 0.10 | 150.364 | 149.064 | 151.764 | ||
| 86 | 2025.10.20 14:00 | buy | 28 | 0.10 | 150.797 | 0.000 | 0.000 | ||
| 87 | 2025.10.20 14:00 | modify | 28 | 0.10 | 150.797 | 150.434 | 151.764 | ||
| 88 | 2025.10.20 14:00 | modify | 27 | 0.10 | 150.364 | 150.434 | 151.764 | ||
| 89 | 2025.10.20 15:00 | s/l | 27 | 0.10 | 150.434 | 150.434 | 151.764 | 5.35 | 2075.12 |
| 90 | 2025.10.20 15:00 | s/l | 28 | 0.10 | 150.434 | 150.434 | 151.764 | -24.11 | 2051.01 |
| 91 | 2025.10.28 06:00 | buy | 29 | 0.10 | 151.941 | 0.000 | 0.000 | ||
| 92 | 2025.10.28 06:00 | modify | 29 | 0.10 | 151.941 | 150.641 | 153.341 | ||
| 93 | 2025.10.29 09:00 | buy | 30 | 0.10 | 152.364 | 0.000 | 0.000 | ||
| 94 | 2025.10.29 09:00 | modify | 30 | 0.10 | 152.364 | 152.011 | 153.341 | ||
| 95 | 2025.10.29 09:00 | modify | 29 | 0.10 | 151.941 | 152.011 | 153.341 | ||
| 96 | 2025.10.29 14:00 | s/l | 29 | 0.10 | 152.011 | 152.011 | 153.341 | 4.96 | 2055.97 |
| 97 | 2025.10.29 14:00 | s/l | 30 | 0.10 | 152.011 | 152.011 | 153.341 | -23.23 | 2032.74 |
| 98 | 2025.10.30 14:00 | sell | 31 | 0.10 | 154.197 | 0.000 | 0.000 | ||
| 99 | 2025.10.30 14:00 | modify | 31 | 0.10 | 154.197 | 155.497 | 152.797 | ||
| 100 | 2025.11.07 11:00 | sell | 32 | 0.10 | 153.352 | 0.000 | 0.000 | ||
| 101 | 2025.11.07 11:00 | modify | 32 | 0.10 | 153.352 | 153.707 | 152.797 | ||
| 102 | 2025.11.07 11:00 | sell | 33 | 0.10 | 153.352 | 0.000 | 0.000 | ||
| 103 | 2025.11.07 11:00 | modify | 33 | 0.10 | 153.352 | 153.707 | 152.797 | ||
| 104 | 2025.11.07 11:00 | modify | 31 | 0.10 | 154.197 | 153.707 | 152.797 | ||
| 105 | 2025.11.09 22:00 | s/l | 31 | 0.10 | 153.707 | 153.707 | 152.797 | 23.37 | 2056.10 |
| 106 | 2025.11.09 22:00 | s/l | 32 | 0.10 | 153.707 | 153.707 | 152.797 | -23.09 | 2033.01 |
| 107 | 2025.11.09 22:00 | s/l | 33 | 0.10 | 153.707 | 153.707 | 152.797 | -23.09 | 2009.92 |
| 108 | 2025.12.01 14:00 | buy | 34 | 0.10 | 154.872 | 0.000 | 0.000 | ||
| 109 | 2025.12.01 14:00 | modify | 34 | 0.10 | 154.872 | 153.572 | 156.272 | ||
| 110 | 2025.12.01 17:00 | buy | 35 | 0.10 | 155.315 | 0.000 | 0.000 | ||
| 111 | 2025.12.01 17:00 | modify | 35 | 0.10 | 155.315 | 154.942 | 156.272 | ||
| 112 | 2025.12.01 17:00 | modify | 34 | 0.10 | 154.872 | 154.942 | 156.272 | ||
| 113 | 2025.12.03 06:00 | buy | 36 | 0.10 | 155.722 | 0.000 | 0.000 | ||
| 114 | 2025.12.03 06:00 | modify | 36 | 0.10 | 155.722 | 155.362 | 156.272 | ||
| 115 | 2025.12.03 06:00 | buy | 37 | 0.10 | 155.722 | 0.000 | 0.000 | ||
| 116 | 2025.12.03 06:00 | modify | 37 | 0.10 | 155.722 | 155.362 | 156.272 | ||
| 117 | 2025.12.03 06:00 | modify | 35 | 0.10 | 155.315 | 155.362 | 156.272 | ||
| 118 | 2025.12.03 06:00 | modify | 34 | 0.10 | 154.872 | 155.362 | 156.272 | ||
| 119 | 2025.12.03 13:00 | s/l | 34 | 0.10 | 155.362 | 155.362 | 156.272 | 32.24 | 2042.17 |
| 120 | 2025.12.03 13:00 | s/l | 35 | 0.10 | 155.362 | 155.362 | 156.272 | 3.73 | 2045.90 |
| 121 | 2025.12.03 13:00 | s/l | 36 | 0.10 | 155.362 | 155.362 | 156.272 | -23.16 | 2022.74 |
| 122 | 2025.12.03 13:00 | s/l | 37 | 0.10 | 155.362 | 155.362 | 156.272 | -23.16 | 1999.58 |
| 123 | 2025.12.09 17:00 | sell | 38 | 0.10 | 156.857 | 0.000 | 0.000 | ||
| 124 | 2025.12.09 17:00 | modify | 38 | 0.10 | 156.857 | 158.157 | 155.457 | ||
| 125 | 2025.12.11 14:00 | t/p | 38 | 0.10 | 155.457 | 158.157 | 155.457 | 85.89 | 2085.47 |
| 126 | 2025.12.19 13:00 | sell | 39 | 0.10 | 157.239 | 0.000 | 0.000 | ||
| 127 | 2025.12.19 13:00 | modify | 39 | 0.10 | 157.239 | 158.539 | 155.839 | ||
| 128 | 2025.12.23 10:00 | t/p | 39 | 0.10 | 155.839 | 158.539 | 155.839 | 87.62 | 2173.09 |