Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | USDJPY (US Dollar 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=9; 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=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 2611 | Ticks modelled | 4221 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1308.91 | Gross profit | 1766.04 | Gross loss | -457.13 |
| Profit factor | 3.86 | Expected payoff | 45.13 | ||
| Absolute drawdown | 22.15 | Maximal drawdown | 154.79 (13.67%) | Relative drawdown | 13.67% (154.79) |
| Total trades | 29 | Short positions (won %) | 18 (72.22%) | Long positions (won %) | 11 (63.64%) |
| Profit trades (% of total) | 20 (68.97%) | Loss trades (% of total) | 9 (31.03%) | ||
| Largest | profit trade | 105.47 | loss trade | -64.71 | |
| Average | profit trade | 88.30 | loss trade | -50.79 | |
| Maximum | consecutive wins (profit in money) | 7 (676.14) | consecutive losses (loss in money) | 2 (-124.78) | |
| Maximal | consecutive profit (count of wins) | 676.14 (7) | consecutive loss (count of losses) | -124.78 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.02.03 08:00 | sell | 1 | 0.10 | 155.623 | 0.000 | 0.000 | ||
| 2 | 2025.02.03 08:00 | modify | 1 | 0.10 | 155.623 | 156.523 | 154.123 | ||
| 3 | 2025.02.03 16:00 | t/p | 1 | 0.10 | 154.123 | 156.523 | 154.123 | 96.93 | 1096.93 |
| 4 | 2025.02.05 08:00 | buy | 2 | 0.10 | 153.331 | 0.000 | 0.000 | ||
| 5 | 2025.02.05 08:00 | modify | 2 | 0.10 | 153.331 | 152.431 | 154.831 | ||
| 6 | 2025.02.05 16:00 | s/l | 2 | 0.10 | 152.431 | 152.431 | 154.831 | -59.16 | 1037.77 |
| 7 | 2025.02.12 20:00 | sell | 3 | 0.10 | 154.426 | 0.000 | 0.000 | ||
| 8 | 2025.02.12 20:00 | modify | 3 | 0.10 | 154.426 | 155.326 | 152.926 | ||
| 9 | 2025.02.13 20:00 | t/p | 3 | 0.10 | 152.926 | 155.326 | 152.926 | 94.87 | 1132.64 |
| 10 | 2025.02.14 20:00 | buy | 4 | 0.10 | 152.240 | 0.000 | 0.000 | ||
| 11 | 2025.02.14 20:00 | modify | 4 | 0.10 | 152.240 | 151.340 | 153.740 | ||
| 12 | 2025.02.17 16:00 | s/l | 4 | 0.10 | 151.340 | 151.340 | 153.740 | -59.10 | 1073.53 |
| 13 | 2025.03.14 12:00 | sell | 5 | 0.10 | 148.731 | 0.000 | 0.000 | ||
| 14 | 2025.03.14 12:00 | modify | 5 | 0.10 | 148.731 | 149.631 | 147.231 | ||
| 15 | 2025.03.18 04:00 | s/l | 5 | 0.10 | 149.631 | 149.631 | 147.231 | -62.24 | 1011.30 |
| 16 | 2025.03.24 20:00 | sell | 6 | 0.10 | 150.643 | 0.000 | 0.000 | ||
| 17 | 2025.03.24 20:00 | modify | 6 | 0.10 | 150.643 | 151.543 | 149.143 | ||
| 18 | 2025.03.31 04:00 | t/p | 6 | 0.10 | 149.143 | 151.543 | 149.143 | 93.26 | 1104.56 |
| 19 | 2025.04.22 08:00 | buy | 7 | 0.10 | 140.312 | 0.000 | 0.000 | ||
| 20 | 2025.04.22 08:00 | modify | 7 | 0.10 | 140.312 | 139.412 | 141.812 | ||
| 21 | 2025.04.23 00:00 | t/p | 7 | 0.10 | 141.812 | 139.412 | 141.812 | 105.47 | 1210.02 |
| 22 | 2025.04.29 00:00 | buy | 8 | 0.10 | 142.210 | 0.000 | 0.000 | ||
| 23 | 2025.04.29 00:00 | modify | 8 | 0.10 | 142.210 | 141.310 | 143.710 | ||
| 24 | 2025.04.30 08:00 | buy | 9 | 0.10 | 142.835 | 0.000 | 0.000 | ||
| 25 | 2025.04.30 08:00 | modify | 9 | 0.10 | 142.835 | 142.510 | 143.710 | ||
| 26 | 2025.04.30 08:00 | modify | 8 | 0.10 | 142.210 | 142.510 | 143.710 | ||
| 27 | 2025.04.30 16:00 | s/l | 8 | 0.10 | 142.510 | 142.510 | 143.710 | 21.40 | 1231.42 |
| 28 | 2025.04.30 16:00 | s/l | 9 | 0.10 | 142.510 | 142.510 | 143.710 | -22.78 | 1208.64 |
| 29 | 2025.05.12 12:00 | sell | 10 | 0.10 | 147.880 | 0.000 | 0.000 | ||
| 30 | 2025.05.12 12:00 | modify | 10 | 0.10 | 147.880 | 148.780 | 146.380 | ||
| 31 | 2025.05.14 12:00 | t/p | 10 | 0.10 | 146.380 | 148.780 | 146.380 | 100.47 | 1309.11 |
| 32 | 2025.05.25 20:00 | buy | 11 | 0.10 | 142.471 | 0.000 | 0.000 | ||
| 33 | 2025.05.25 20:00 | modify | 11 | 0.10 | 142.471 | 141.571 | 143.971 | ||
| 34 | 2025.05.27 12:00 | t/p | 11 | 0.10 | 143.971 | 141.571 | 143.971 | 104.80 | 1413.91 |
| 35 | 2025.06.02 16:00 | buy | 12 | 0.10 | 142.802 | 0.000 | 0.000 | ||
| 36 | 2025.06.02 16:00 | modify | 12 | 0.10 | 142.802 | 141.902 | 144.302 | ||
| 37 | 2025.06.04 08:00 | t/p | 12 | 0.10 | 144.302 | 141.902 | 144.302 | 104.81 | 1518.72 |
| 38 | 2025.06.06 20:00 | sell | 13 | 0.10 | 144.785 | 0.000 | 0.000 | ||
| 39 | 2025.06.06 20:00 | modify | 13 | 0.10 | 144.785 | 145.685 | 143.285 | ||
| 40 | 2025.06.12 00:00 | sell | 14 | 0.10 | 144.180 | 0.000 | 0.000 | ||
| 41 | 2025.06.12 00:00 | modify | 14 | 0.10 | 144.180 | 144.485 | 143.285 | ||
| 42 | 2025.06.12 00:00 | modify | 13 | 0.10 | 144.785 | 144.485 | 143.285 | ||
| 43 | 2025.06.12 16:00 | t/p | 13 | 0.10 | 143.285 | 144.485 | 143.285 | 98.02 | 1616.74 |
| 44 | 2025.06.12 16:00 | t/p | 14 | 0.10 | 143.285 | 144.485 | 143.285 | 62.29 | 1679.03 |
| 45 | 2025.06.12 16:00 | buy | 15 | 0.10 | 143.677 | 0.000 | 0.000 | ||
| 46 | 2025.06.12 16:00 | modify | 15 | 0.10 | 143.677 | 142.777 | 145.177 | ||
| 47 | 2025.06.17 16:00 | t/p | 15 | 0.10 | 145.177 | 142.777 | 145.177 | 104.49 | 1783.52 |
| 48 | 2025.07.16 00:00 | sell | 16 | 0.10 | 148.781 | 0.000 | 0.000 | ||
| 49 | 2025.07.16 00:00 | modify | 16 | 0.10 | 148.781 | 149.681 | 147.281 | ||
| 50 | 2025.07.16 16:00 | t/p | 16 | 0.10 | 147.281 | 149.681 | 147.281 | 101.26 | 1884.78 |
| 51 | 2025.07.21 20:00 | buy | 17 | 0.10 | 147.388 | 0.000 | 0.000 | ||
| 52 | 2025.07.21 20:00 | modify | 17 | 0.10 | 147.388 | 146.488 | 148.888 | ||
| 53 | 2025.07.22 16:00 | s/l | 17 | 0.10 | 146.488 | 146.488 | 148.888 | -61.13 | 1823.64 |
| 54 | 2025.08.14 08:00 | buy | 18 | 0.10 | 146.581 | 0.000 | 0.000 | ||
| 55 | 2025.08.14 08:00 | modify | 18 | 0.10 | 146.581 | 145.681 | 148.081 | ||
| 56 | 2025.08.15 20:00 | buy | 19 | 0.10 | 147.269 | 0.000 | 0.000 | ||
| 57 | 2025.08.15 20:00 | modify | 19 | 0.10 | 147.269 | 146.956 | 148.081 | ||
| 58 | 2025.08.15 20:00 | modify | 18 | 0.10 | 146.581 | 146.956 | 148.081 | ||
| 59 | 2025.08.19 04:00 | t/p | 18 | 0.10 | 148.081 | 146.956 | 148.081 | 102.54 | 1926.18 |
| 60 | 2025.08.19 04:00 | t/p | 19 | 0.10 | 148.081 | 146.956 | 148.081 | 55.64 | 1981.82 |
| 61 | 2025.08.22 08:00 | sell | 20 | 0.10 | 148.602 | 0.000 | 0.000 | ||
| 62 | 2025.08.22 08:00 | modify | 20 | 0.10 | 148.602 | 149.502 | 147.102 | ||
| 63 | 2025.08.22 16:00 | t/p | 20 | 0.10 | 147.102 | 149.502 | 147.102 | 102.14 | 2083.96 |
| 64 | 2025.09.02 12:00 | sell | 21 | 0.10 | 148.619 | 0.000 | 0.000 | ||
| 65 | 2025.09.02 12:00 | modify | 21 | 0.10 | 148.619 | 149.519 | 147.119 | ||
| 66 | 2025.09.05 16:00 | t/p | 21 | 0.10 | 147.119 | 149.519 | 147.119 | 96.81 | 2180.77 |
| 67 | 2025.09.18 20:00 | sell | 22 | 0.10 | 147.951 | 0.000 | 0.000 | ||
| 68 | 2025.09.18 20:00 | modify | 22 | 0.10 | 147.951 | 148.851 | 146.451 | ||
| 69 | 2025.09.24 20:00 | s/l | 22 | 0.10 | 148.851 | 148.851 | 146.451 | -64.71 | 2116.07 |
| 70 | 2025.09.25 00:00 | sell | 23 | 0.10 | 148.783 | 0.000 | 0.000 | ||
| 71 | 2025.09.25 00:00 | modify | 23 | 0.10 | 148.783 | 149.683 | 147.283 | ||
| 72 | 2025.09.25 16:00 | s/l | 23 | 0.10 | 149.683 | 149.683 | 147.283 | -60.07 | 2056.00 |
| 73 | 2025.09.25 20:00 | sell | 24 | 0.10 | 149.770 | 0.000 | 0.000 | ||
| 74 | 2025.09.25 20:00 | modify | 24 | 0.10 | 149.770 | 150.670 | 148.270 | ||
| 75 | 2025.09.30 08:00 | t/p | 24 | 0.10 | 148.270 | 150.670 | 148.270 | 98.11 | 2154.10 |
| 76 | 2025.10.08 20:00 | sell | 25 | 0.10 | 152.706 | 0.000 | 0.000 | ||
| 77 | 2025.10.08 20:00 | modify | 25 | 0.10 | 152.706 | 153.606 | 151.206 | ||
| 78 | 2025.10.10 16:00 | sell | 26 | 0.10 | 151.941 | 0.000 | 0.000 | ||
| 79 | 2025.10.10 16:00 | modify | 26 | 0.10 | 151.941 | 152.106 | 151.206 | ||
| 80 | 2025.10.10 16:00 | modify | 25 | 0.10 | 152.706 | 152.106 | 151.206 | ||
| 81 | 2025.10.10 20:00 | s/l | 25 | 0.10 | 152.106 | 152.106 | 151.206 | 35.32 | 2189.43 |
| 82 | 2025.10.10 20:00 | s/l | 26 | 0.10 | 152.106 | 152.106 | 151.206 | -10.88 | 2178.55 |
| 83 | 2025.11.20 00:00 | sell | 27 | 0.10 | 156.998 | 0.000 | 0.000 | ||
| 84 | 2025.11.20 00:00 | modify | 27 | 0.10 | 156.998 | 157.898 | 155.498 | ||
| 85 | 2025.11.20 16:00 | s/l | 27 | 0.10 | 157.898 | 157.898 | 155.498 | -57.06 | 2121.49 |
| 86 | 2025.12.09 20:00 | sell | 28 | 0.10 | 156.835 | 0.000 | 0.000 | ||
| 87 | 2025.12.09 20:00 | modify | 28 | 0.10 | 156.835 | 157.735 | 155.335 | ||
| 88 | 2025.12.11 16:00 | t/p | 28 | 0.10 | 155.335 | 157.735 | 155.335 | 92.39 | 2213.88 |
| 89 | 2025.12.22 00:00 | sell | 29 | 0.10 | 157.623 | 0.000 | 0.000 | ||
| 90 | 2025.12.22 00:00 | modify | 29 | 0.10 | 157.623 | 158.523 | 156.123 | ||
| 91 | 2025.12.23 08:00 | t/p | 29 | 0.10 | 156.123 | 158.523 | 156.123 | 95.03 | 2308.91 |