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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1910 | Ticks modelled | 45710393 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 212.65 | Gross profit | 407.45 | Gross loss | -194.80 |
| Profit factor | 2.09 | Expected payoff | 7.88 | ||
| Absolute drawdown | 79.09 | Maximal drawdown | 265.55 (19.15%) | Relative drawdown | 19.15% (265.55) |
| Total trades | 27 | Short positions (won %) | 7 (57.14%) | Long positions (won %) | 20 (55.00%) |
| Profit trades (% of total) | 15 (55.56%) | Loss trades (% of total) | 12 (44.44%) | ||
| Largest | profit trade | 89.55 | loss trade | -31.99 | |
| Average | profit trade | 27.16 | loss trade | -16.23 | |
| Maximum | consecutive wins (profit in money) | 7 (249.02) | consecutive losses (loss in money) | 2 (-26.58) | |
| Maximal | consecutive profit (count of wins) | 249.02 (7) | consecutive loss (count of losses) | -31.99 (1) | |
| Average | consecutive wins | 2 | 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 | 2025.01.13 22:13 | buy | 2 | 0.10 | 161.436 | 0.000 | 0.000 | ||
| 4 | 2025.01.13 22:13 | modify | 2 | 0.10 | 161.436 | 161.086 | 162.276 | ||
| 5 | 2025.01.13 22:13 | buy | 3 | 0.10 | 161.436 | 0.000 | 0.000 | ||
| 6 | 2025.01.13 22:13 | modify | 3 | 0.10 | 161.436 | 161.226 | 162.276 | ||
| 7 | 2025.01.13 22:13 | modify | 1 | 0.10 | 160.876 | 161.226 | 162.276 | ||
| 8 | 2025.01.13 22:13 | modify | 2 | 0.10 | 161.436 | 161.226 | 162.276 | ||
| 9 | 2025.01.14 00:03 | s/l | 1 | 0.10 | 161.226 | 161.226 | 162.276 | 22.39 | 1022.39 |
| 10 | 2025.01.14 00:03 | s/l | 2 | 0.10 | 161.226 | 161.226 | 162.276 | -13.07 | 1009.33 |
| 11 | 2025.01.14 00:03 | s/l | 3 | 0.10 | 161.226 | 161.226 | 162.276 | -13.07 | 996.26 |
| 12 | 2025.02.03 08:00 | buy | 4 | 0.10 | 159.155 | 0.000 | 0.000 | ||
| 13 | 2025.02.03 08:00 | modify | 4 | 0.10 | 159.155 | 157.755 | 160.555 | ||
| 14 | 2025.02.03 15:42 | buy | 5 | 0.10 | 159.715 | 0.000 | 0.000 | ||
| 15 | 2025.02.03 15:42 | modify | 5 | 0.10 | 159.715 | 159.365 | 160.555 | ||
| 16 | 2025.02.03 15:42 | buy | 6 | 0.10 | 159.715 | 0.000 | 0.000 | ||
| 17 | 2025.02.03 15:42 | modify | 6 | 0.10 | 159.715 | 159.505 | 160.555 | ||
| 18 | 2025.02.03 15:42 | modify | 4 | 0.10 | 159.155 | 159.505 | 160.555 | ||
| 19 | 2025.02.03 15:42 | modify | 5 | 0.10 | 159.715 | 159.505 | 160.555 | ||
| 20 | 2025.02.03 15:48 | s/l | 4 | 0.10 | 159.505 | 159.505 | 160.555 | 22.17 | 1018.43 |
| 21 | 2025.02.03 15:48 | s/l | 5 | 0.10 | 159.505 | 159.505 | 160.555 | -13.29 | 1005.14 |
| 22 | 2025.02.03 15:48 | s/l | 6 | 0.10 | 159.505 | 159.505 | 160.555 | -13.29 | 991.85 |
| 23 | 2025.04.29 04:00 | buy | 7 | 0.10 | 162.246 | 0.000 | 0.000 | ||
| 24 | 2025.04.29 04:00 | modify | 7 | 0.10 | 162.246 | 160.846 | 163.646 | ||
| 25 | 2025.05.01 05:23 | buy | 8 | 0.10 | 162.821 | 0.000 | 0.000 | ||
| 26 | 2025.05.01 05:23 | modify | 8 | 0.10 | 162.821 | 162.456 | 163.646 | ||
| 27 | 2025.05.01 05:23 | buy | 9 | 0.10 | 162.821 | 0.000 | 0.000 | ||
| 28 | 2025.05.01 05:23 | modify | 9 | 0.10 | 162.821 | 162.596 | 163.646 | ||
| 29 | 2025.05.01 05:23 | modify | 7 | 0.10 | 162.246 | 162.596 | 163.646 | ||
| 30 | 2025.05.01 05:23 | modify | 8 | 0.10 | 162.821 | 162.596 | 163.646 | ||
| 31 | 2025.05.01 06:46 | buy | 10 | 0.10 | 163.370 | 0.000 | 0.000 | ||
| 32 | 2025.05.01 06:46 | modify | 10 | 0.10 | 163.370 | 162.876 | 163.646 | ||
| 33 | 2025.05.01 06:46 | modify | 9 | 0.10 | 162.821 | 162.876 | 163.646 | ||
| 34 | 2025.05.01 06:46 | modify | 8 | 0.10 | 162.821 | 162.876 | 163.646 | ||
| 35 | 2025.05.01 06:46 | modify | 7 | 0.10 | 162.246 | 162.876 | 163.646 | ||
| 36 | 2025.05.01 12:44 | t/p | 7 | 0.10 | 163.646 | 162.876 | 163.646 | 89.55 | 1081.40 |
| 37 | 2025.05.01 12:44 | t/p | 8 | 0.10 | 163.646 | 162.876 | 163.646 | 52.24 | 1133.64 |
| 38 | 2025.05.01 12:44 | t/p | 9 | 0.10 | 163.646 | 162.876 | 163.646 | 52.24 | 1185.88 |
| 39 | 2025.05.01 12:44 | t/p | 10 | 0.10 | 163.646 | 162.876 | 163.646 | 17.48 | 1203.36 |
| 40 | 2025.07.09 04:00 | sell | 11 | 0.10 | 172.167 | 0.000 | 0.000 | ||
| 41 | 2025.07.09 04:00 | modify | 11 | 0.10 | 172.167 | 173.567 | 170.767 | ||
| 42 | 2025.07.09 10:52 | sell | 12 | 0.10 | 171.604 | 0.000 | 0.000 | ||
| 43 | 2025.07.09 10:52 | modify | 12 | 0.10 | 171.604 | 171.957 | 170.767 | ||
| 44 | 2025.07.09 10:52 | sell | 13 | 0.10 | 171.604 | 0.000 | 0.000 | ||
| 45 | 2025.07.09 10:52 | modify | 13 | 0.10 | 171.604 | 171.817 | 170.767 | ||
| 46 | 2025.07.09 10:52 | modify | 11 | 0.10 | 172.167 | 171.817 | 170.767 | ||
| 47 | 2025.07.09 10:52 | modify | 12 | 0.10 | 171.604 | 171.817 | 170.767 | ||
| 48 | 2025.07.10 17:49 | sell | 14 | 0.10 | 171.046 | 0.000 | 0.000 | ||
| 49 | 2025.07.10 17:49 | modify | 14 | 0.10 | 171.046 | 171.537 | 170.767 | ||
| 50 | 2025.07.10 17:49 | modify | 13 | 0.10 | 171.604 | 171.537 | 170.767 | ||
| 51 | 2025.07.10 17:49 | modify | 12 | 0.10 | 171.604 | 171.537 | 170.767 | ||
| 52 | 2025.07.10 17:49 | modify | 11 | 0.10 | 172.167 | 171.537 | 170.767 | ||
| 53 | 2025.07.11 02:05 | s/l | 11 | 0.10 | 171.537 | 171.537 | 170.767 | 36.27 | 1239.63 |
| 54 | 2025.07.11 02:05 | s/l | 12 | 0.10 | 171.537 | 171.537 | 170.767 | 0.62 | 1240.25 |
| 55 | 2025.07.11 02:05 | s/l | 13 | 0.10 | 171.537 | 171.537 | 170.767 | 0.62 | 1240.87 |
| 56 | 2025.07.11 02:05 | s/l | 14 | 0.10 | 171.537 | 171.537 | 170.767 | -31.99 | 1208.89 |
| 57 | 2025.07.30 08:00 | buy | 15 | 0.10 | 171.116 | 0.000 | 0.000 | ||
| 58 | 2025.07.30 08:00 | modify | 15 | 0.10 | 171.116 | 169.716 | 172.516 | ||
| 59 | 2025.07.31 11:24 | buy | 16 | 0.10 | 171.676 | 0.000 | 0.000 | ||
| 60 | 2025.07.31 11:24 | modify | 16 | 0.10 | 171.676 | 171.326 | 172.516 | ||
| 61 | 2025.07.31 11:24 | buy | 17 | 0.10 | 171.676 | 0.000 | 0.000 | ||
| 62 | 2025.07.31 11:24 | modify | 17 | 0.10 | 171.676 | 171.466 | 172.516 | ||
| 63 | 2025.07.31 11:24 | modify | 15 | 0.10 | 171.116 | 171.466 | 172.516 | ||
| 64 | 2025.07.31 11:24 | modify | 16 | 0.10 | 171.676 | 171.466 | 172.516 | ||
| 65 | 2025.07.31 11:44 | s/l | 15 | 0.10 | 171.466 | 171.466 | 172.516 | 22.83 | 1231.72 |
| 66 | 2025.07.31 11:44 | s/l | 16 | 0.10 | 171.466 | 171.466 | 172.516 | -13.30 | 1218.42 |
| 67 | 2025.07.31 11:44 | s/l | 17 | 0.10 | 171.466 | 171.466 | 172.516 | -13.30 | 1205.12 |
| 68 | 2025.10.08 04:00 | sell | 18 | 0.10 | 177.161 | 0.000 | 0.000 | ||
| 69 | 2025.10.08 04:00 | modify | 18 | 0.10 | 177.161 | 178.561 | 175.761 | ||
| 70 | 2025.10.10 06:35 | sell | 19 | 0.10 | 176.600 | 0.000 | 0.000 | ||
| 71 | 2025.10.10 06:35 | modify | 19 | 0.10 | 176.600 | 176.951 | 175.761 | ||
| 72 | 2025.10.10 06:35 | sell | 20 | 0.10 | 176.600 | 0.000 | 0.000 | ||
| 73 | 2025.10.10 06:35 | modify | 20 | 0.10 | 176.600 | 176.811 | 175.761 | ||
| 74 | 2025.10.10 06:35 | modify | 18 | 0.10 | 177.161 | 176.811 | 175.761 | ||
| 75 | 2025.10.10 06:35 | modify | 19 | 0.10 | 176.600 | 176.811 | 175.761 | ||
| 76 | 2025.10.10 07:13 | s/l | 18 | 0.10 | 176.811 | 176.811 | 175.761 | 18.54 | 1223.66 |
| 77 | 2025.10.10 07:13 | s/l | 19 | 0.10 | 176.811 | 176.811 | 175.761 | -13.36 | 1210.30 |
| 78 | 2025.10.10 07:13 | s/l | 20 | 0.10 | 176.811 | 176.811 | 175.761 | -13.36 | 1196.94 |
| 79 | 2025.11.05 04:00 | buy | 21 | 0.10 | 176.394 | 0.000 | 0.000 | ||
| 80 | 2025.11.05 04:00 | modify | 21 | 0.10 | 176.394 | 174.994 | 177.794 | ||
| 81 | 2025.11.05 15:00 | buy | 22 | 0.10 | 176.958 | 0.000 | 0.000 | ||
| 82 | 2025.11.05 15:00 | modify | 22 | 0.10 | 176.958 | 176.604 | 177.794 | ||
| 83 | 2025.11.05 15:00 | buy | 23 | 0.10 | 176.958 | 0.000 | 0.000 | ||
| 84 | 2025.11.05 15:00 | modify | 23 | 0.10 | 176.958 | 176.744 | 177.794 | ||
| 85 | 2025.11.05 15:00 | modify | 21 | 0.10 | 176.394 | 176.744 | 177.794 | ||
| 86 | 2025.11.05 15:00 | modify | 22 | 0.10 | 176.958 | 176.744 | 177.794 | ||
| 87 | 2025.11.06 14:59 | s/l | 21 | 0.10 | 176.744 | 176.744 | 177.794 | 22.84 | 1219.78 |
| 88 | 2025.11.06 14:59 | s/l | 22 | 0.10 | 176.744 | 176.744 | 177.794 | -12.88 | 1206.91 |
| 89 | 2025.11.06 14:59 | s/l | 23 | 0.10 | 176.744 | 176.744 | 177.794 | -12.88 | 1194.03 |
| 90 | 2025.12.01 08:00 | buy | 24 | 0.10 | 180.354 | 0.000 | 0.000 | ||
| 91 | 2025.12.01 08:00 | modify | 24 | 0.10 | 180.354 | 178.954 | 181.754 | ||
| 92 | 2025.12.02 07:08 | buy | 25 | 0.10 | 180.914 | 0.000 | 0.000 | ||
| 93 | 2025.12.02 07:08 | modify | 25 | 0.10 | 180.914 | 180.564 | 181.754 | ||
| 94 | 2025.12.02 07:08 | buy | 26 | 0.10 | 180.914 | 0.000 | 0.000 | ||
| 95 | 2025.12.02 07:08 | modify | 26 | 0.10 | 180.914 | 180.704 | 181.754 | ||
| 96 | 2025.12.02 07:08 | modify | 24 | 0.10 | 180.354 | 180.704 | 181.754 | ||
| 97 | 2025.12.02 07:08 | modify | 25 | 0.10 | 180.914 | 180.704 | 181.754 | ||
| 98 | 2025.12.03 13:33 | buy | 27 | 0.10 | 181.474 | 0.000 | 0.000 | ||
| 99 | 2025.12.03 13:33 | modify | 27 | 0.10 | 181.474 | 180.984 | 181.754 | ||
| 100 | 2025.12.03 13:33 | modify | 26 | 0.10 | 180.914 | 180.984 | 181.754 | ||
| 101 | 2025.12.03 13:33 | modify | 25 | 0.10 | 180.914 | 180.984 | 181.754 | ||
| 102 | 2025.12.03 13:33 | modify | 24 | 0.10 | 180.354 | 180.984 | 181.754 | ||
| 103 | 2025.12.03 15:59 | s/l | 24 | 0.10 | 180.984 | 180.984 | 181.754 | 40.34 | 1234.37 |
| 104 | 2025.12.03 15:59 | s/l | 25 | 0.10 | 180.984 | 180.984 | 181.754 | 4.65 | 1239.03 |
| 105 | 2025.12.03 15:59 | s/l | 26 | 0.10 | 180.984 | 180.984 | 181.754 | 4.65 | 1243.68 |
| 106 | 2025.12.03 15:59 | s/l | 27 | 0.10 | 180.984 | 180.984 | 181.754 | -31.03 | 1212.65 |