Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1441)
| Symbol | GBPJPY (British Pound 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=9; 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=150; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; 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 | 1910 | Ticks modelled | 41331915 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 44.33 | Gross profit | 265.63 | Gross loss | -221.30 |
| Profit factor | 1.20 | Expected payoff | 2.96 | ||
| Absolute drawdown | 208.43 | Maximal drawdown | 261.45 (24.83%) | Relative drawdown | 24.83% (261.45) |
| Total trades | 15 | Short positions (won %) | 7 (28.57%) | Long positions (won %) | 8 (62.50%) |
| Profit trades (% of total) | 7 (46.67%) | Loss trades (% of total) | 8 (53.33%) | ||
| Largest | profit trade | 84.26 | loss trade | -96.76 | |
| Average | profit trade | 37.95 | loss trade | -27.66 | |
| Maximum | consecutive wins (profit in money) | 4 (204.98) | consecutive losses (loss in money) | 4 (-142.40) | |
| Maximal | consecutive profit (count of wins) | 204.98 (4) | consecutive loss (count of losses) | -142.40 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.05.13 20:00 | sell | 1 | 0.10 | 196.153 | 0.000 | 0.000 | ||
| 2 | 2025.05.13 20:00 | modify | 1 | 0.10 | 196.153 | 197.653 | 194.853 | ||
| 3 | 2025.05.14 04:42 | sell | 2 | 0.10 | 195.503 | 0.000 | 0.000 | ||
| 4 | 2025.05.14 04:42 | modify | 2 | 0.10 | 195.503 | 196.023 | 194.853 | ||
| 5 | 2025.05.14 04:42 | modify | 1 | 0.10 | 196.153 | 196.023 | 194.853 | ||
| 6 | 2025.05.14 05:00 | sell | 3 | 0.10 | 195.435 | 0.000 | 0.000 | ||
| 7 | 2025.05.14 05:00 | modify | 3 | 0.10 | 195.435 | 195.828 | 194.853 | ||
| 8 | 2025.05.14 05:00 | sell | 4 | 0.10 | 195.435 | 0.000 | 0.000 | ||
| 9 | 2025.05.14 05:00 | modify | 4 | 0.10 | 195.435 | 195.698 | 194.853 | ||
| 10 | 2025.05.14 05:00 | modify | 2 | 0.10 | 195.503 | 195.698 | 194.853 | ||
| 11 | 2025.05.14 05:00 | modify | 1 | 0.10 | 196.153 | 195.698 | 194.853 | ||
| 12 | 2025.05.14 05:00 | modify | 3 | 0.10 | 195.435 | 195.698 | 194.853 | ||
| 13 | 2025.05.14 05:48 | s/l | 1 | 0.10 | 195.698 | 195.698 | 194.853 | 27.02 | 1027.02 |
| 14 | 2025.05.14 05:48 | s/l | 2 | 0.10 | 195.698 | 195.698 | 194.853 | -12.34 | 1014.68 |
| 15 | 2025.05.14 05:48 | s/l | 3 | 0.10 | 195.698 | 195.698 | 194.853 | -16.65 | 998.03 |
| 16 | 2025.05.14 05:48 | s/l | 4 | 0.10 | 195.698 | 195.698 | 194.853 | -16.65 | 981.38 |
| 17 | 2025.10.06 08:00 | sell | 5 | 0.10 | 201.691 | 0.000 | 0.000 | ||
| 18 | 2025.10.06 08:00 | modify | 5 | 0.10 | 201.691 | 203.191 | 200.391 | ||
| 19 | 2025.10.07 15:22 | s/l | 5 | 0.10 | 203.191 | 203.191 | 200.391 | -96.76 | 884.63 |
| 20 | 2025.10.08 16:00 | sell | 6 | 0.10 | 204.473 | 0.000 | 0.000 | ||
| 21 | 2025.10.08 16:00 | modify | 6 | 0.10 | 204.473 | 205.973 | 203.173 | ||
| 22 | 2025.10.09 13:11 | sell | 7 | 0.10 | 203.815 | 0.000 | 0.000 | ||
| 23 | 2025.10.09 13:11 | modify | 7 | 0.10 | 203.815 | 204.343 | 203.173 | ||
| 24 | 2025.10.09 13:11 | modify | 6 | 0.10 | 204.473 | 204.343 | 203.173 | ||
| 25 | 2025.10.09 13:45 | s/l | 6 | 0.10 | 204.343 | 204.343 | 203.173 | 2.87 | 887.50 |
| 26 | 2025.10.09 13:45 | s/l | 7 | 0.10 | 204.343 | 204.343 | 203.173 | -33.43 | 854.07 |
| 27 | 2025.10.29 04:00 | buy | 8 | 0.10 | 201.549 | 0.000 | 0.000 | ||
| 28 | 2025.10.29 04:00 | modify | 8 | 0.10 | 201.549 | 200.049 | 202.849 | ||
| 29 | 2025.10.30 05:58 | buy | 9 | 0.10 | 202.200 | 0.000 | 0.000 | ||
| 30 | 2025.10.30 05:58 | modify | 9 | 0.10 | 202.200 | 201.679 | 202.849 | ||
| 31 | 2025.10.30 05:58 | modify | 8 | 0.10 | 201.549 | 201.679 | 202.849 | ||
| 32 | 2025.10.30 06:01 | buy | 10 | 0.10 | 202.265 | 0.000 | 0.000 | ||
| 33 | 2025.10.30 06:01 | modify | 10 | 0.10 | 202.265 | 201.874 | 202.849 | ||
| 34 | 2025.10.30 06:01 | buy | 11 | 0.10 | 202.265 | 0.000 | 0.000 | ||
| 35 | 2025.10.30 06:01 | modify | 11 | 0.10 | 202.265 | 202.004 | 202.849 | ||
| 36 | 2025.10.30 06:01 | modify | 9 | 0.10 | 202.200 | 202.004 | 202.849 | ||
| 37 | 2025.10.30 06:01 | modify | 8 | 0.10 | 201.549 | 202.004 | 202.849 | ||
| 38 | 2025.10.30 06:01 | modify | 10 | 0.10 | 202.265 | 202.004 | 202.849 | ||
| 39 | 2025.10.30 06:35 | s/l | 8 | 0.10 | 202.004 | 202.004 | 202.849 | 30.75 | 884.82 |
| 40 | 2025.10.30 06:35 | s/l | 9 | 0.10 | 202.004 | 202.004 | 202.849 | -12.41 | 872.41 |
| 41 | 2025.10.30 06:35 | s/l | 10 | 0.10 | 202.004 | 202.004 | 202.849 | -16.53 | 855.88 |
| 42 | 2025.10.30 06:35 | s/l | 11 | 0.10 | 202.004 | 202.004 | 202.849 | -16.53 | 839.35 |
| 43 | 2025.11.05 08:00 | buy | 12 | 0.10 | 200.077 | 0.000 | 0.000 | ||
| 44 | 2025.11.05 08:00 | modify | 12 | 0.10 | 200.077 | 198.577 | 201.377 | ||
| 45 | 2025.11.05 13:38 | buy | 13 | 0.10 | 200.727 | 0.000 | 0.000 | ||
| 46 | 2025.11.05 13:38 | modify | 13 | 0.10 | 200.727 | 200.207 | 201.377 | ||
| 47 | 2025.11.05 13:38 | modify | 12 | 0.10 | 200.077 | 200.207 | 201.377 | ||
| 48 | 2025.11.05 15:00 | buy | 14 | 0.10 | 200.795 | 0.000 | 0.000 | ||
| 49 | 2025.11.05 15:00 | modify | 14 | 0.10 | 200.795 | 200.402 | 201.377 | ||
| 50 | 2025.11.05 15:00 | buy | 15 | 0.10 | 200.795 | 0.000 | 0.000 | ||
| 51 | 2025.11.05 15:00 | modify | 15 | 0.10 | 200.795 | 200.532 | 201.377 | ||
| 52 | 2025.11.05 15:00 | modify | 13 | 0.10 | 200.727 | 200.532 | 201.377 | ||
| 53 | 2025.11.05 15:00 | modify | 12 | 0.10 | 200.077 | 200.532 | 201.377 | ||
| 54 | 2025.11.05 15:00 | modify | 14 | 0.10 | 200.795 | 200.532 | 201.377 | ||
| 55 | 2025.11.06 13:49 | t/p | 12 | 0.10 | 201.377 | 200.532 | 201.377 | 84.26 | 923.62 |
| 56 | 2025.11.06 13:49 | t/p | 13 | 0.10 | 201.377 | 200.532 | 201.377 | 43.10 | 966.72 |
| 57 | 2025.11.06 13:49 | t/p | 14 | 0.10 | 201.377 | 200.532 | 201.377 | 38.80 | 1005.53 |
| 58 | 2025.11.06 13:49 | t/p | 15 | 0.10 | 201.377 | 200.532 | 201.377 | 38.80 | 1044.33 |