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 20:00 (2025.01.01 - 2026.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 79804 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 644.92 | Gross profit | 795.17 | Gross loss | -150.24 |
| Profit factor | 5.29 | Expected payoff | 23.03 | ||
| Absolute drawdown | 53.57 | Maximal drawdown | 265.55 (16.50%) | Relative drawdown | 16.50% (265.55) |
| Total trades | 28 | Short positions (won %) | 8 (62.50%) | Long positions (won %) | 20 (70.00%) |
| Profit trades (% of total) | 19 (67.86%) | Loss trades (% of total) | 9 (32.14%) | ||
| Largest | profit trade | 89.55 | loss trade | -32.37 | |
| Average | profit trade | 41.85 | loss trade | -16.69 | |
| Maximum | consecutive wins (profit in money) | 5 (250.22) | consecutive losses (loss in money) | 3 (-33.79) | |
| Maximal | consecutive profit (count of wins) | 250.22 (5) | consecutive loss (count of losses) | -33.79 (3) | |
| Average | consecutive wins | 4 | 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 02:20 | buy | 2 | 0.10 | 161.450 | 0.000 | 0.000 | ||
| 4 | 2025.01.14 02:20 | modify | 2 | 0.10 | 161.450 | 161.086 | 162.276 | ||
| 5 | 2025.01.14 02:20 | buy | 3 | 0.10 | 161.450 | 0.000 | 0.000 | ||
| 6 | 2025.01.14 02:20 | modify | 3 | 0.10 | 161.450 | 161.226 | 162.276 | ||
| 7 | 2025.01.14 02:20 | modify | 1 | 0.10 | 160.876 | 161.226 | 162.276 | ||
| 8 | 2025.01.14 02:25 | modify | 2 | 0.10 | 161.450 | 161.226 | 162.276 | ||
| 9 | 2025.01.14 10:55 | buy | 4 | 0.10 | 162.014 | 0.000 | 0.000 | ||
| 10 | 2025.01.14 10:55 | modify | 4 | 0.10 | 162.014 | 161.506 | 162.276 | ||
| 11 | 2025.01.14 10:55 | modify | 3 | 0.10 | 161.450 | 161.506 | 162.276 | ||
| 12 | 2025.01.14 10:55 | modify | 2 | 0.10 | 161.450 | 161.506 | 162.276 | ||
| 13 | 2025.01.14 10:55 | modify | 1 | 0.10 | 160.876 | 161.506 | 162.276 | ||
| 14 | 2025.01.14 15:20 | t/p | 1 | 0.10 | 162.276 | 161.506 | 162.276 | 88.88 | 1088.88 |
| 15 | 2025.01.14 15:20 | t/p | 2 | 0.10 | 162.276 | 161.506 | 162.276 | 52.31 | 1141.19 |
| 16 | 2025.01.14 15:20 | t/p | 3 | 0.10 | 162.276 | 161.506 | 162.276 | 52.31 | 1193.50 |
| 17 | 2025.01.14 15:20 | t/p | 4 | 0.10 | 162.276 | 161.506 | 162.276 | 16.59 | 1210.09 |
| 18 | 2025.02.03 08:00 | buy | 5 | 0.10 | 159.155 | 0.000 | 0.000 | ||
| 19 | 2025.02.03 08:00 | modify | 5 | 0.10 | 159.155 | 157.755 | 160.555 | ||
| 20 | 2025.02.03 22:40 | buy | 6 | 0.10 | 160.277 | 0.000 | 0.000 | ||
| 21 | 2025.02.03 22:40 | modify | 6 | 0.10 | 160.277 | 159.785 | 160.555 | ||
| 22 | 2025.02.03 22:40 | modify | 5 | 0.10 | 159.155 | 159.785 | 160.555 | ||
| 23 | 2025.02.04 05:20 | s/l | 5 | 0.10 | 159.785 | 159.785 | 160.555 | 40.12 | 1250.22 |
| 24 | 2025.02.04 05:20 | s/l | 6 | 0.10 | 159.785 | 159.785 | 160.555 | -30.93 | 1219.29 |
| 25 | 2025.04.29 04:00 | buy | 7 | 0.10 | 162.246 | 0.000 | 0.000 | ||
| 26 | 2025.04.29 04:00 | modify | 7 | 0.10 | 162.246 | 160.846 | 163.646 | ||
| 27 | 2025.05.01 05:30 | buy | 8 | 0.10 | 162.831 | 0.000 | 0.000 | ||
| 28 | 2025.05.01 05:30 | modify | 8 | 0.10 | 162.831 | 162.456 | 163.646 | ||
| 29 | 2025.05.01 05:30 | buy | 9 | 0.10 | 162.831 | 0.000 | 0.000 | ||
| 30 | 2025.05.01 05:30 | modify | 9 | 0.10 | 162.831 | 162.596 | 163.646 | ||
| 31 | 2025.05.01 05:30 | modify | 7 | 0.10 | 162.246 | 162.596 | 163.646 | ||
| 32 | 2025.05.01 05:35 | modify | 8 | 0.10 | 162.831 | 162.596 | 163.646 | ||
| 33 | 2025.05.01 08:55 | buy | 10 | 0.10 | 163.371 | 0.000 | 0.000 | ||
| 34 | 2025.05.01 08:55 | modify | 10 | 0.10 | 163.371 | 162.876 | 163.646 | ||
| 35 | 2025.05.01 08:55 | modify | 9 | 0.10 | 162.831 | 162.876 | 163.646 | ||
| 36 | 2025.05.01 08:55 | modify | 8 | 0.10 | 162.831 | 162.876 | 163.646 | ||
| 37 | 2025.05.01 08:55 | modify | 7 | 0.10 | 162.246 | 162.876 | 163.646 | ||
| 38 | 2025.05.01 12:30 | t/p | 7 | 0.10 | 163.646 | 162.876 | 163.646 | 89.55 | 1308.84 |
| 39 | 2025.05.01 12:30 | t/p | 8 | 0.10 | 163.646 | 162.876 | 163.646 | 51.61 | 1360.45 |
| 40 | 2025.05.01 12:30 | t/p | 9 | 0.10 | 163.646 | 162.876 | 163.646 | 51.61 | 1412.06 |
| 41 | 2025.05.01 12:30 | t/p | 10 | 0.10 | 163.646 | 162.876 | 163.646 | 17.41 | 1429.47 |
| 42 | 2025.07.09 04:00 | sell | 11 | 0.10 | 172.167 | 0.000 | 0.000 | ||
| 43 | 2025.07.09 04:00 | modify | 11 | 0.10 | 172.167 | 173.567 | 170.767 | ||
| 44 | 2025.07.09 11:59 | sell | 12 | 0.10 | 171.583 | 0.000 | 0.000 | ||
| 45 | 2025.07.09 11:59 | modify | 12 | 0.10 | 171.583 | 171.957 | 170.767 | ||
| 46 | 2025.07.09 11:59 | sell | 13 | 0.10 | 171.583 | 0.000 | 0.000 | ||
| 47 | 2025.07.09 11:59 | modify | 13 | 0.10 | 171.583 | 171.817 | 170.767 | ||
| 48 | 2025.07.09 11:59 | modify | 11 | 0.10 | 172.167 | 171.817 | 170.767 | ||
| 49 | 2025.07.09 12:00 | modify | 12 | 0.10 | 171.583 | 171.817 | 170.767 | ||
| 50 | 2025.07.10 17:40 | sell | 14 | 0.10 | 171.040 | 0.000 | 0.000 | ||
| 51 | 2025.07.10 17:40 | modify | 14 | 0.10 | 171.040 | 171.537 | 170.767 | ||
| 52 | 2025.07.10 17:40 | modify | 13 | 0.10 | 171.583 | 171.537 | 170.767 | ||
| 53 | 2025.07.10 17:40 | modify | 12 | 0.10 | 171.583 | 171.537 | 170.767 | ||
| 54 | 2025.07.10 17:40 | modify | 11 | 0.10 | 172.167 | 171.537 | 170.767 | ||
| 55 | 2025.07.11 02:30 | s/l | 11 | 0.10 | 171.537 | 171.537 | 170.767 | 36.27 | 1465.74 |
| 56 | 2025.07.11 02:30 | s/l | 12 | 0.10 | 171.537 | 171.537 | 170.767 | -0.71 | 1465.03 |
| 57 | 2025.07.11 02:30 | s/l | 13 | 0.10 | 171.537 | 171.537 | 170.767 | -0.71 | 1464.32 |
| 58 | 2025.07.11 02:30 | s/l | 14 | 0.10 | 171.537 | 171.537 | 170.767 | -32.37 | 1431.96 |
| 59 | 2025.07.30 08:00 | buy | 15 | 0.10 | 171.116 | 0.000 | 0.000 | ||
| 60 | 2025.07.30 08:00 | modify | 15 | 0.10 | 171.116 | 169.716 | 172.516 | ||
| 61 | 2025.07.31 11:50 | buy | 16 | 0.10 | 171.689 | 0.000 | 0.000 | ||
| 62 | 2025.07.31 11:50 | modify | 16 | 0.10 | 171.689 | 171.326 | 172.516 | ||
| 63 | 2025.07.31 11:50 | buy | 17 | 0.10 | 171.689 | 0.000 | 0.000 | ||
| 64 | 2025.07.31 11:50 | modify | 17 | 0.10 | 171.689 | 171.466 | 172.516 | ||
| 65 | 2025.07.31 11:50 | modify | 15 | 0.10 | 171.116 | 171.466 | 172.516 | ||
| 66 | 2025.07.31 11:55 | modify | 16 | 0.10 | 171.689 | 171.466 | 172.516 | ||
| 67 | 2025.07.31 12:15 | s/l | 15 | 0.10 | 171.466 | 171.466 | 172.516 | 22.83 | 1454.79 |
| 68 | 2025.07.31 12:15 | s/l | 16 | 0.10 | 171.466 | 171.466 | 172.516 | -14.12 | 1440.67 |
| 69 | 2025.07.31 12:15 | s/l | 17 | 0.10 | 171.466 | 171.466 | 172.516 | -14.12 | 1426.55 |
| 70 | 2025.10.08 04:00 | sell | 18 | 0.10 | 177.161 | 0.000 | 0.000 | ||
| 71 | 2025.10.08 04:00 | modify | 18 | 0.10 | 177.161 | 178.561 | 175.761 | ||
| 72 | 2025.10.10 11:30 | sell | 19 | 0.10 | 176.581 | 0.000 | 0.000 | ||
| 73 | 2025.10.10 11:30 | modify | 19 | 0.10 | 176.581 | 176.951 | 175.761 | ||
| 74 | 2025.10.10 11:30 | sell | 20 | 0.10 | 176.581 | 0.000 | 0.000 | ||
| 75 | 2025.10.10 11:30 | modify | 20 | 0.10 | 176.581 | 176.811 | 175.761 | ||
| 76 | 2025.10.10 11:30 | modify | 18 | 0.10 | 177.161 | 176.811 | 175.761 | ||
| 77 | 2025.10.10 11:35 | modify | 19 | 0.10 | 176.581 | 176.811 | 175.761 | ||
| 78 | 2025.10.10 17:40 | sell | 21 | 0.10 | 176.041 | 0.000 | 0.000 | ||
| 79 | 2025.10.10 17:40 | modify | 21 | 0.10 | 176.041 | 176.531 | 175.761 | ||
| 80 | 2025.10.10 17:40 | modify | 20 | 0.10 | 176.581 | 176.531 | 175.761 | ||
| 81 | 2025.10.10 17:40 | modify | 19 | 0.10 | 176.581 | 176.531 | 175.761 | ||
| 82 | 2025.10.10 17:40 | modify | 18 | 0.10 | 177.161 | 176.531 | 175.761 | ||
| 83 | 2025.10.10 20:40 | t/p | 18 | 0.10 | 175.761 | 176.531 | 175.761 | 85.02 | 1511.57 |
| 84 | 2025.10.10 20:40 | t/p | 19 | 0.10 | 175.761 | 176.531 | 175.761 | 51.92 | 1563.49 |
| 85 | 2025.10.10 20:40 | t/p | 20 | 0.10 | 175.761 | 176.531 | 175.761 | 51.92 | 1615.41 |
| 86 | 2025.10.10 20:40 | t/p | 21 | 0.10 | 175.761 | 176.531 | 175.761 | 17.73 | 1633.14 |
| 87 | 2025.11.05 04:00 | buy | 22 | 0.10 | 176.394 | 0.000 | 0.000 | ||
| 88 | 2025.11.05 04:00 | modify | 22 | 0.10 | 176.394 | 174.994 | 177.794 | ||
| 89 | 2025.11.05 17:35 | buy | 23 | 0.10 | 176.955 | 0.000 | 0.000 | ||
| 90 | 2025.11.05 17:35 | modify | 23 | 0.10 | 176.955 | 176.604 | 177.794 | ||
| 91 | 2025.11.05 17:35 | buy | 24 | 0.10 | 176.955 | 0.000 | 0.000 | ||
| 92 | 2025.11.05 17:35 | modify | 24 | 0.10 | 176.955 | 176.744 | 177.794 | ||
| 93 | 2025.11.05 17:35 | modify | 22 | 0.10 | 176.394 | 176.744 | 177.794 | ||
| 94 | 2025.11.05 17:40 | modify | 23 | 0.10 | 176.955 | 176.744 | 177.794 | ||
| 95 | 2025.11.06 14:40 | s/l | 22 | 0.10 | 176.744 | 176.744 | 177.794 | 22.84 | 1655.98 |
| 96 | 2025.11.06 14:40 | s/l | 23 | 0.10 | 176.744 | 176.744 | 177.794 | -12.69 | 1643.30 |
| 97 | 2025.11.06 14:40 | s/l | 24 | 0.10 | 176.744 | 176.744 | 177.794 | -12.69 | 1630.61 |
| 98 | 2025.12.01 08:00 | buy | 25 | 0.10 | 180.354 | 0.000 | 0.000 | ||
| 99 | 2025.12.01 08:00 | modify | 25 | 0.10 | 180.354 | 178.954 | 181.754 | ||
| 100 | 2025.12.02 17:20 | buy | 26 | 0.10 | 180.941 | 0.000 | 0.000 | ||
| 101 | 2025.12.02 17:20 | modify | 26 | 0.10 | 180.941 | 180.564 | 181.754 | ||
| 102 | 2025.12.02 17:20 | buy | 27 | 0.10 | 180.941 | 0.000 | 0.000 | ||
| 103 | 2025.12.02 17:20 | modify | 27 | 0.10 | 180.941 | 180.704 | 181.754 | ||
| 104 | 2025.12.02 17:20 | modify | 25 | 0.10 | 180.354 | 180.704 | 181.754 | ||
| 105 | 2025.12.02 17:25 | modify | 26 | 0.10 | 180.941 | 180.704 | 181.754 | ||
| 106 | 2025.12.03 13:40 | buy | 28 | 0.10 | 181.488 | 0.000 | 0.000 | ||
| 107 | 2025.12.03 13:40 | modify | 28 | 0.10 | 181.488 | 180.984 | 181.754 | ||
| 108 | 2025.12.03 13:40 | modify | 27 | 0.10 | 180.941 | 180.984 | 181.754 | ||
| 109 | 2025.12.03 13:40 | modify | 26 | 0.10 | 180.941 | 180.984 | 181.754 | ||
| 110 | 2025.12.03 13:40 | modify | 25 | 0.10 | 180.354 | 180.984 | 181.754 | ||
| 111 | 2025.12.03 15:59 | s/l | 25 | 0.10 | 180.984 | 180.984 | 181.754 | 40.34 | 1670.95 |
| 112 | 2025.12.03 15:59 | s/l | 26 | 0.10 | 180.984 | 180.984 | 181.754 | 2.94 | 1673.90 |
| 113 | 2025.12.03 15:59 | s/l | 27 | 0.10 | 180.984 | 180.984 | 181.754 | 2.94 | 1676.84 |
| 114 | 2025.12.03 15:59 | s/l | 28 | 0.10 | 180.984 | 180.984 | 181.754 | -31.92 | 1644.92 |