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=2; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=9; 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 | 577.89 | Gross profit | 644.50 | Gross loss | -66.61 |
| Profit factor | 9.68 | Expected payoff | 41.28 | ||
| Absolute drawdown | 30.27 | Maximal drawdown | 201.36 (14.43%) | Relative drawdown | 14.43% (201.36) |
| Total trades | 14 | Short positions (won %) | 5 (40.00%) | Long positions (won %) | 9 (88.89%) |
| Profit trades (% of total) | 10 (71.43%) | Loss trades (% of total) | 4 (28.57%) | ||
| Largest | profit trade | 90.45 | loss trade | -32.94 | |
| Average | profit trade | 64.45 | loss trade | -16.65 | |
| Maximum | consecutive wins (profit in money) | 5 (298.32) | consecutive losses (loss in money) | 3 (-34.10) | |
| Maximal | consecutive profit (count of wins) | 303.59 (4) | consecutive loss (count of losses) | -34.10 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.01.13 08:00 | buy | 1 | 0.10 | 160.876 | 0.000 | 0.000 | ||
| 2 | 2025.01.13 08:00 | modify | 1 | 0.10 | 160.876 | 159.476 | 162.276 | ||
| 3 | 2025.01.14 16:00 | t/p | 1 | 0.10 | 162.276 | 159.476 | 162.276 | 88.88 | 1088.88 |
| 4 | 2025.02.03 08:00 | buy | 2 | 0.10 | 159.155 | 0.000 | 0.000 | ||
| 5 | 2025.02.03 08:00 | modify | 2 | 0.10 | 159.155 | 157.755 | 160.555 | ||
| 6 | 2025.02.04 12:00 | t/p | 2 | 0.10 | 160.555 | 157.755 | 160.555 | 88.88 | 1177.77 |
| 7 | 2025.04.29 04:00 | buy | 3 | 0.10 | 162.246 | 0.000 | 0.000 | ||
| 8 | 2025.04.29 04:00 | modify | 3 | 0.10 | 162.246 | 160.846 | 163.646 | ||
| 9 | 2025.05.01 16:00 | t/p | 3 | 0.10 | 163.646 | 160.846 | 163.646 | 89.55 | 1267.32 |
| 10 | 2025.07.09 04:00 | sell | 4 | 0.10 | 172.167 | 0.000 | 0.000 | ||
| 11 | 2025.07.09 04:00 | modify | 4 | 0.10 | 172.167 | 173.567 | 170.767 | ||
| 12 | 2025.07.09 12:00 | sell | 5 | 0.10 | 171.585 | 0.000 | 0.000 | ||
| 13 | 2025.07.09 12:00 | modify | 5 | 0.10 | 171.585 | 171.957 | 170.767 | ||
| 14 | 2025.07.09 12:00 | sell | 6 | 0.10 | 171.585 | 0.000 | 0.000 | ||
| 15 | 2025.07.09 12:00 | modify | 6 | 0.10 | 171.585 | 171.817 | 170.767 | ||
| 16 | 2025.07.09 12:00 | modify | 4 | 0.10 | 172.167 | 171.817 | 170.767 | ||
| 17 | 2025.07.09 16:00 | modify | 5 | 0.10 | 171.585 | 171.817 | 170.767 | ||
| 18 | 2025.07.10 20:00 | sell | 7 | 0.10 | 171.031 | 0.000 | 0.000 | ||
| 19 | 2025.07.10 20:00 | modify | 7 | 0.10 | 171.031 | 171.537 | 170.767 | ||
| 20 | 2025.07.10 20:00 | modify | 6 | 0.10 | 171.585 | 171.537 | 170.767 | ||
| 21 | 2025.07.10 20:00 | modify | 5 | 0.10 | 171.585 | 171.537 | 170.767 | ||
| 22 | 2025.07.10 20:00 | modify | 4 | 0.10 | 172.167 | 171.537 | 170.767 | ||
| 23 | 2025.07.11 04:00 | s/l | 4 | 0.10 | 171.537 | 171.537 | 170.767 | 36.27 | 1303.59 |
| 24 | 2025.07.11 04:00 | s/l | 5 | 0.10 | 171.537 | 171.537 | 170.767 | -0.58 | 1303.01 |
| 25 | 2025.07.11 04:00 | s/l | 6 | 0.10 | 171.537 | 171.537 | 170.767 | -0.58 | 1302.43 |
| 26 | 2025.07.11 04:00 | s/l | 7 | 0.10 | 171.537 | 171.537 | 170.767 | -32.94 | 1269.49 |
| 27 | 2025.07.30 08:00 | buy | 8 | 0.10 | 171.116 | 0.000 | 0.000 | ||
| 28 | 2025.07.30 08:00 | modify | 8 | 0.10 | 171.116 | 169.716 | 172.516 | ||
| 29 | 2025.08.08 16:00 | buy | 9 | 0.10 | 172.263 | 0.000 | 0.000 | ||
| 30 | 2025.08.08 16:00 | modify | 9 | 0.10 | 172.263 | 171.746 | 172.516 | ||
| 31 | 2025.08.08 16:00 | modify | 8 | 0.10 | 171.116 | 171.746 | 172.516 | ||
| 32 | 2025.08.11 00:00 | s/l | 8 | 0.10 | 171.746 | 171.746 | 172.516 | 42.59 | 1312.08 |
| 33 | 2025.08.11 00:00 | s/l | 9 | 0.10 | 171.746 | 171.746 | 172.516 | -32.52 | 1279.57 |
| 34 | 2025.10.08 04:00 | sell | 10 | 0.10 | 177.161 | 0.000 | 0.000 | ||
| 35 | 2025.10.08 04:00 | modify | 10 | 0.10 | 177.161 | 178.561 | 175.761 | ||
| 36 | 2025.10.12 20:00 | t/p | 10 | 0.10 | 175.761 | 178.561 | 175.761 | 85.02 | 1364.58 |
| 37 | 2025.11.05 04:00 | buy | 11 | 0.10 | 176.394 | 0.000 | 0.000 | ||
| 38 | 2025.11.05 04:00 | modify | 11 | 0.10 | 176.394 | 174.994 | 177.794 | ||
| 39 | 2025.11.07 20:00 | buy | 12 | 0.10 | 177.534 | 0.000 | 0.000 | ||
| 40 | 2025.11.07 20:00 | modify | 12 | 0.10 | 177.534 | 177.024 | 177.794 | ||
| 41 | 2025.11.07 20:00 | modify | 11 | 0.10 | 176.394 | 177.024 | 177.794 | ||
| 42 | 2025.11.10 04:00 | t/p | 11 | 0.10 | 177.794 | 177.024 | 177.794 | 89.78 | 1454.37 |
| 43 | 2025.11.10 04:00 | t/p | 12 | 0.10 | 177.794 | 177.024 | 177.794 | 16.69 | 1471.06 |
| 44 | 2025.12.01 08:00 | buy | 13 | 0.10 | 180.354 | 0.000 | 0.000 | ||
| 45 | 2025.12.01 08:00 | modify | 13 | 0.10 | 180.354 | 178.954 | 181.754 | ||
| 46 | 2025.12.08 20:00 | buy | 14 | 0.10 | 181.499 | 0.000 | 0.000 | ||
| 47 | 2025.12.08 20:00 | modify | 14 | 0.10 | 181.499 | 180.984 | 181.754 | ||
| 48 | 2025.12.08 20:00 | modify | 13 | 0.10 | 180.354 | 180.984 | 181.754 | ||
| 49 | 2025.12.09 08:00 | t/p | 13 | 0.10 | 181.754 | 180.984 | 181.754 | 90.45 | 1561.51 |
| 50 | 2025.12.09 08:00 | t/p | 14 | 0.10 | 181.754 | 180.984 | 181.754 | 16.37 | 1577.89 |