Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | EURJPY (Euro 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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; 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=120; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 30 | ||
| Total net profit | 525.81 | Gross profit | 983.59 | Gross loss | -457.79 |
| Profit factor | 2.15 | Expected payoff | 23.90 | ||
| Absolute drawdown | 40.93 | Maximal drawdown | 238.99 (16.79%) | Relative drawdown | 16.79% (238.99) |
| Total trades | 22 | Short positions (won %) | 11 (63.64%) | Long positions (won %) | 11 (72.73%) |
| Profit trades (% of total) | 15 (68.18%) | Loss trades (% of total) | 7 (31.82%) | ||
| Largest | profit trade | 83.45 | loss trade | -92.27 | |
| Average | profit trade | 65.57 | loss trade | -65.40 | |
| Maximum | consecutive wins (profit in money) | 6 (423.45) | consecutive losses (loss in money) | 2 (-162.37) | |
| Maximal | consecutive profit (count of wins) | 423.45 (6) | consecutive loss (count of losses) | -162.37 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.01.06 16:00 | sell | 1 | 0.10 | 163.729 | 0.000 | 0.000 | ||
| 2 | 2025.01.06 16:00 | modify | 1 | 0.10 | 163.729 | 164.929 | 162.429 | ||
| 3 | 2025.01.09 12:00 | sell | 2 | 0.10 | 162.663 | 0.000 | 0.000 | ||
| 4 | 2025.01.09 12:00 | modify | 2 | 0.10 | 162.663 | 163.274 | 162.429 | ||
| 5 | 2025.01.09 12:00 | modify | 1 | 0.10 | 163.729 | 163.274 | 162.429 | ||
| 6 | 2025.01.09 16:00 | t/p | 1 | 0.10 | 162.429 | 163.274 | 162.429 | 77.77 | 1077.77 |
| 7 | 2025.01.09 16:00 | t/p | 2 | 0.10 | 162.429 | 163.274 | 162.429 | 14.82 | 1092.59 |
| 8 | 2025.01.13 08:00 | buy | 3 | 0.10 | 160.876 | 0.000 | 0.000 | ||
| 9 | 2025.01.13 08:00 | modify | 3 | 0.10 | 160.876 | 159.676 | 162.176 | ||
| 10 | 2025.01.14 16:00 | t/p | 3 | 0.10 | 162.176 | 159.676 | 162.176 | 82.54 | 1175.14 |
| 11 | 2025.02.03 08:00 | buy | 4 | 0.10 | 159.155 | 0.000 | 0.000 | ||
| 12 | 2025.02.03 08:00 | modify | 4 | 0.10 | 159.155 | 157.955 | 160.455 | ||
| 13 | 2025.02.04 00:00 | t/p | 4 | 0.10 | 160.455 | 157.955 | 160.455 | 82.54 | 1257.68 |
| 14 | 2025.02.20 12:00 | buy | 5 | 0.10 | 156.840 | 0.000 | 0.000 | ||
| 15 | 2025.02.20 12:00 | modify | 5 | 0.10 | 156.840 | 155.640 | 158.140 | ||
| 16 | 2025.02.21 04:00 | t/p | 5 | 0.10 | 158.140 | 155.640 | 158.140 | 82.54 | 1340.23 |
| 17 | 2025.04.29 04:00 | buy | 6 | 0.10 | 162.246 | 0.000 | 0.000 | ||
| 18 | 2025.04.29 04:00 | modify | 6 | 0.10 | 162.246 | 161.046 | 163.546 | ||
| 19 | 2025.05.01 12:00 | t/p | 6 | 0.10 | 163.546 | 161.046 | 163.546 | 83.22 | 1423.45 |
| 20 | 2025.05.15 12:00 | buy | 7 | 0.10 | 163.389 | 0.000 | 0.000 | ||
| 21 | 2025.05.15 12:00 | modify | 7 | 0.10 | 163.389 | 162.189 | 164.689 | ||
| 22 | 2025.05.19 04:00 | s/l | 7 | 0.10 | 162.189 | 162.189 | 164.689 | -75.54 | 1347.91 |
| 23 | 2025.05.27 16:00 | sell | 8 | 0.10 | 163.520 | 0.000 | 0.000 | ||
| 24 | 2025.05.27 16:00 | modify | 8 | 0.10 | 163.520 | 164.720 | 162.220 | ||
| 25 | 2025.06.06 08:00 | s/l | 8 | 0.10 | 164.720 | 164.720 | 162.220 | -86.83 | 1261.07 |
| 26 | 2025.06.23 12:00 | sell | 9 | 0.10 | 169.325 | 0.000 | 0.000 | ||
| 27 | 2025.06.23 12:00 | modify | 9 | 0.10 | 169.325 | 170.525 | 168.025 | ||
| 28 | 2025.06.24 12:00 | sell | 10 | 0.10 | 168.280 | 0.000 | 0.000 | ||
| 29 | 2025.06.24 12:00 | modify | 10 | 0.10 | 168.280 | 168.870 | 168.025 | ||
| 30 | 2025.06.24 12:00 | modify | 9 | 0.10 | 169.325 | 168.870 | 168.025 | ||
| 31 | 2025.06.24 16:00 | t/p | 9 | 0.10 | 168.025 | 168.870 | 168.025 | 81.39 | 1342.47 |
| 32 | 2025.06.24 16:00 | t/p | 10 | 0.10 | 168.025 | 168.870 | 168.025 | 16.14 | 1358.61 |
| 33 | 2025.06.26 00:00 | sell | 11 | 0.10 | 169.304 | 0.000 | 0.000 | ||
| 34 | 2025.06.26 00:00 | modify | 11 | 0.10 | 169.304 | 170.504 | 168.004 | ||
| 35 | 2025.07.03 16:00 | s/l | 11 | 0.10 | 170.504 | 170.504 | 168.004 | -82.31 | 1276.30 |
| 36 | 2025.08.14 12:00 | buy | 12 | 0.10 | 171.253 | 0.000 | 0.000 | ||
| 37 | 2025.08.14 12:00 | modify | 12 | 0.10 | 171.253 | 170.053 | 172.553 | ||
| 38 | 2025.08.14 16:00 | buy | 13 | 0.10 | 171.988 | 0.000 | 0.000 | ||
| 39 | 2025.08.14 16:00 | modify | 13 | 0.10 | 171.988 | 171.708 | 172.553 | ||
| 40 | 2025.08.14 16:00 | modify | 12 | 0.10 | 171.253 | 171.708 | 172.553 | ||
| 41 | 2025.08.15 04:00 | s/l | 12 | 0.10 | 171.708 | 171.708 | 172.553 | 29.03 | 1305.34 |
| 42 | 2025.08.15 04:00 | s/l | 13 | 0.10 | 171.708 | 171.708 | 172.553 | -17.51 | 1287.83 |
| 43 | 2025.09.02 12:00 | sell | 14 | 0.10 | 173.090 | 0.000 | 0.000 | ||
| 44 | 2025.09.02 12:00 | modify | 14 | 0.10 | 173.090 | 174.290 | 171.790 | ||
| 45 | 2025.09.18 12:00 | s/l | 14 | 0.10 | 174.290 | 174.290 | 171.790 | -92.27 | 1195.57 |
| 46 | 2025.10.01 16:00 | buy | 15 | 0.10 | 172.533 | 0.000 | 0.000 | ||
| 47 | 2025.10.01 16:00 | modify | 15 | 0.10 | 172.533 | 171.333 | 173.833 | ||
| 48 | 2025.10.05 20:00 | t/p | 15 | 0.10 | 173.833 | 171.333 | 173.833 | 83.22 | 1278.79 |
| 49 | 2025.10.08 04:00 | sell | 16 | 0.10 | 177.161 | 0.000 | 0.000 | ||
| 50 | 2025.10.08 04:00 | modify | 16 | 0.10 | 177.161 | 178.361 | 175.861 | ||
| 51 | 2025.10.12 20:00 | t/p | 16 | 0.10 | 175.861 | 178.361 | 175.861 | 78.68 | 1357.47 |
| 52 | 2025.11.05 04:00 | buy | 17 | 0.10 | 176.394 | 0.000 | 0.000 | ||
| 53 | 2025.11.05 04:00 | modify | 17 | 0.10 | 176.394 | 175.194 | 177.694 | ||
| 54 | 2025.11.10 00:00 | t/p | 17 | 0.10 | 177.694 | 175.194 | 177.694 | 83.45 | 1440.92 |
| 55 | 2025.11.20 12:00 | sell | 18 | 0.10 | 181.371 | 0.000 | 0.000 | ||
| 56 | 2025.11.20 12:00 | modify | 18 | 0.10 | 181.371 | 182.571 | 180.071 | ||
| 57 | 2025.11.21 16:00 | t/p | 18 | 0.10 | 180.071 | 182.571 | 180.071 | 81.40 | 1522.33 |
| 58 | 2025.12.01 08:00 | buy | 19 | 0.10 | 180.354 | 0.000 | 0.000 | ||
| 59 | 2025.12.01 08:00 | modify | 19 | 0.10 | 180.354 | 179.154 | 181.654 | ||
| 60 | 2025.12.02 12:00 | buy | 20 | 0.10 | 181.084 | 0.000 | 0.000 | ||
| 61 | 2025.12.02 12:00 | modify | 20 | 0.10 | 181.084 | 180.809 | 181.654 | ||
| 62 | 2025.12.02 12:00 | modify | 19 | 0.10 | 180.354 | 180.809 | 181.654 | ||
| 63 | 2025.12.02 20:00 | s/l | 19 | 0.10 | 180.809 | 180.809 | 181.654 | 29.03 | 1551.36 |
| 64 | 2025.12.02 20:00 | s/l | 20 | 0.10 | 180.809 | 180.809 | 181.654 | -17.41 | 1533.95 |
| 65 | 2025.12.10 00:00 | sell | 21 | 0.10 | 182.330 | 0.000 | 0.000 | ||
| 66 | 2025.12.10 00:00 | modify | 21 | 0.10 | 182.330 | 183.530 | 181.030 | ||
| 67 | 2025.12.19 12:00 | s/l | 21 | 0.10 | 183.530 | 183.530 | 181.030 | -85.93 | 1448.02 |
| 68 | 2025.12.22 00:00 | sell | 22 | 0.10 | 184.570 | 0.000 | 0.000 | ||
| 69 | 2025.12.22 00:00 | modify | 22 | 0.10 | 184.570 | 185.770 | 183.270 | ||
| 70 | 2025.12.25 20:00 | t/p | 22 | 0.10 | 183.270 | 185.770 | 183.270 | 77.78 | 1525.81 |