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=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=60; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 819.74 | Gross profit | 1419.27 | Gross loss | -599.53 |
| Profit factor | 2.37 | Expected payoff | 24.84 | ||
| Absolute drawdown | 12.08 | Maximal drawdown | 190.64 (10.66%) | Relative drawdown | 10.66% (190.64) |
| Total trades | 33 | Short positions (won %) | 24 (58.33%) | Long positions (won %) | 9 (44.44%) |
| Profit trades (% of total) | 18 (54.55%) | Loss trades (% of total) | 15 (45.45%) | ||
| Largest | profit trade | 98.46 | loss trade | -50.50 | |
| Average | profit trade | 78.85 | loss trade | -39.97 | |
| Maximum | consecutive wins (profit in money) | 4 (232.60) | consecutive losses (loss in money) | 3 (-126.83) | |
| Maximal | consecutive profit (count of wins) | 287.10 (3) | consecutive loss (count of losses) | -126.83 (3) | |
| Average | consecutive wins | 2 | 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 | 156.223 | 154.223 | ||
| 3 | 2025.02.03 16:00 | t/p | 1 | 0.10 | 154.223 | 156.223 | 154.223 | 90.47 | 1090.47 |
| 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 | 152.731 | 154.731 | ||
| 6 | 2025.02.05 12:00 | s/l | 2 | 0.10 | 152.731 | 152.731 | 154.731 | -39.25 | 1051.22 |
| 7 | 2025.02.12 12:00 | sell | 3 | 0.10 | 153.553 | 0.000 | 0.000 | ||
| 8 | 2025.02.12 12:00 | modify | 3 | 0.10 | 153.553 | 154.153 | 152.153 | ||
| 9 | 2025.02.12 16:00 | s/l | 3 | 0.10 | 154.153 | 154.153 | 152.153 | -38.84 | 1012.38 |
| 10 | 2025.02.12 20:00 | sell | 4 | 0.10 | 154.426 | 0.000 | 0.000 | ||
| 11 | 2025.02.12 20:00 | modify | 4 | 0.10 | 154.426 | 155.026 | 153.026 | ||
| 12 | 2025.02.13 20:00 | t/p | 4 | 0.10 | 153.026 | 155.026 | 153.026 | 88.34 | 1100.72 |
| 13 | 2025.02.14 20:00 | buy | 5 | 0.10 | 152.240 | 0.000 | 0.000 | ||
| 14 | 2025.02.14 20:00 | modify | 5 | 0.10 | 152.240 | 151.640 | 153.640 | ||
| 15 | 2025.02.17 04:00 | s/l | 5 | 0.10 | 151.640 | 151.640 | 153.640 | -39.21 | 1061.50 |
| 16 | 2025.02.20 12:00 | buy | 6 | 0.10 | 150.252 | 0.000 | 0.000 | ||
| 17 | 2025.02.20 12:00 | modify | 6 | 0.10 | 150.252 | 149.652 | 151.652 | ||
| 18 | 2025.02.20 16:00 | s/l | 6 | 0.10 | 149.652 | 149.652 | 151.652 | -40.13 | 1021.37 |
| 19 | 2025.03.24 20:00 | sell | 7 | 0.10 | 150.643 | 0.000 | 0.000 | ||
| 20 | 2025.03.24 20:00 | modify | 7 | 0.10 | 150.643 | 151.243 | 149.243 | ||
| 21 | 2025.03.31 04:00 | t/p | 7 | 0.10 | 149.243 | 151.243 | 149.243 | 86.54 | 1107.92 |
| 22 | 2025.04.03 16:00 | buy | 8 | 0.10 | 146.075 | 0.000 | 0.000 | ||
| 23 | 2025.04.03 16:00 | modify | 8 | 0.10 | 146.075 | 145.475 | 147.475 | ||
| 24 | 2025.04.04 08:00 | s/l | 8 | 0.10 | 145.475 | 145.475 | 147.475 | -40.66 | 1067.25 |
| 25 | 2025.04.22 08:00 | buy | 9 | 0.10 | 140.312 | 0.000 | 0.000 | ||
| 26 | 2025.04.22 08:00 | modify | 9 | 0.10 | 140.312 | 139.712 | 141.712 | ||
| 27 | 2025.04.23 00:00 | t/p | 9 | 0.10 | 141.712 | 139.712 | 141.712 | 98.46 | 1165.71 |
| 28 | 2025.05.02 00:00 | sell | 10 | 0.10 | 145.406 | 0.000 | 0.000 | ||
| 29 | 2025.05.02 00:00 | modify | 10 | 0.10 | 145.406 | 146.006 | 144.006 | ||
| 30 | 2025.05.02 12:00 | sell | 11 | 0.10 | 144.557 | 0.000 | 0.000 | ||
| 31 | 2025.05.02 12:00 | modify | 11 | 0.10 | 144.557 | 145.056 | 144.006 | ||
| 32 | 2025.05.02 12:00 | modify | 10 | 0.10 | 145.406 | 145.056 | 144.006 | ||
| 33 | 2025.05.02 16:00 | t/p | 10 | 0.10 | 144.006 | 145.056 | 144.006 | 96.85 | 1262.56 |
| 34 | 2025.05.02 16:00 | t/p | 11 | 0.10 | 144.006 | 145.056 | 144.006 | 38.12 | 1300.68 |
| 35 | 2025.05.12 12:00 | sell | 12 | 0.10 | 147.880 | 0.000 | 0.000 | ||
| 36 | 2025.05.12 12:00 | modify | 12 | 0.10 | 147.880 | 148.480 | 146.480 | ||
| 37 | 2025.05.12 20:00 | s/l | 12 | 0.10 | 148.480 | 148.480 | 146.480 | -40.42 | 1260.26 |
| 38 | 2025.05.13 00:00 | sell | 13 | 0.10 | 148.257 | 0.000 | 0.000 | ||
| 39 | 2025.05.13 00:00 | modify | 13 | 0.10 | 148.257 | 148.857 | 146.857 | ||
| 40 | 2025.05.14 12:00 | t/p | 13 | 0.10 | 146.857 | 148.857 | 146.857 | 94.70 | 1354.95 |
| 41 | 2025.06.02 16:00 | buy | 14 | 0.10 | 142.802 | 0.000 | 0.000 | ||
| 42 | 2025.06.02 16:00 | modify | 14 | 0.10 | 142.802 | 142.202 | 144.202 | ||
| 43 | 2025.06.04 04:00 | t/p | 14 | 0.10 | 144.202 | 142.202 | 144.202 | 97.89 | 1452.84 |
| 44 | 2025.07.16 00:00 | sell | 15 | 0.10 | 148.781 | 0.000 | 0.000 | ||
| 45 | 2025.07.16 00:00 | modify | 15 | 0.10 | 148.781 | 149.381 | 147.381 | ||
| 46 | 2025.07.16 16:00 | t/p | 15 | 0.10 | 147.381 | 149.381 | 147.381 | 94.51 | 1547.35 |
| 47 | 2025.07.21 20:00 | buy | 16 | 0.10 | 147.388 | 0.000 | 0.000 | ||
| 48 | 2025.07.21 20:00 | modify | 16 | 0.10 | 147.388 | 146.788 | 148.788 | ||
| 49 | 2025.07.22 16:00 | s/l | 16 | 0.10 | 146.788 | 146.788 | 148.788 | -40.64 | 1506.71 |
| 50 | 2025.08.14 08:00 | buy | 17 | 0.10 | 146.581 | 0.000 | 0.000 | ||
| 51 | 2025.08.14 08:00 | modify | 17 | 0.10 | 146.581 | 145.981 | 147.981 | ||
| 52 | 2025.08.18 12:00 | buy | 18 | 0.10 | 147.579 | 0.000 | 0.000 | ||
| 53 | 2025.08.18 12:00 | modify | 18 | 0.10 | 147.579 | 147.211 | 147.981 | ||
| 54 | 2025.08.18 12:00 | modify | 17 | 0.10 | 146.581 | 147.211 | 147.981 | ||
| 55 | 2025.08.18 16:00 | t/p | 17 | 0.10 | 147.981 | 147.211 | 147.981 | 95.45 | 1602.16 |
| 56 | 2025.08.18 16:00 | t/p | 18 | 0.10 | 147.981 | 147.211 | 147.981 | 27.20 | 1629.36 |
| 57 | 2025.08.22 08:00 | sell | 19 | 0.10 | 148.602 | 0.000 | 0.000 | ||
| 58 | 2025.08.22 08:00 | modify | 19 | 0.10 | 148.602 | 149.202 | 147.202 | ||
| 59 | 2025.08.22 16:00 | t/p | 19 | 0.10 | 147.202 | 149.202 | 147.202 | 95.33 | 1724.69 |
| 60 | 2025.09.02 12:00 | sell | 20 | 0.10 | 148.619 | 0.000 | 0.000 | ||
| 61 | 2025.09.02 12:00 | modify | 20 | 0.10 | 148.619 | 149.219 | 147.219 | ||
| 62 | 2025.09.03 16:00 | sell | 21 | 0.10 | 147.968 | 0.000 | 0.000 | ||
| 63 | 2025.09.03 16:00 | modify | 21 | 0.10 | 147.968 | 148.339 | 147.219 | ||
| 64 | 2025.09.03 16:00 | modify | 20 | 0.10 | 148.619 | 148.339 | 147.219 | ||
| 65 | 2025.09.04 08:00 | s/l | 20 | 0.10 | 148.339 | 148.339 | 147.219 | 14.61 | 1739.31 |
| 66 | 2025.09.04 08:00 | s/l | 21 | 0.10 | 148.339 | 148.339 | 147.219 | -28.19 | 1711.11 |
| 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 | 148.551 | 146.551 | ||
| 69 | 2025.09.24 16:00 | s/l | 22 | 0.10 | 148.551 | 148.551 | 146.551 | -44.60 | 1666.52 |
| 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 | 149.383 | 147.383 | ||
| 72 | 2025.09.25 16:00 | s/l | 23 | 0.10 | 149.383 | 149.383 | 147.383 | -40.04 | 1626.48 |
| 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 | 150.370 | 148.370 | ||
| 75 | 2025.09.30 08:00 | t/p | 24 | 0.10 | 148.370 | 150.370 | 148.370 | 91.35 | 1717.83 |
| 76 | 2025.10.06 08:00 | sell | 25 | 0.10 | 150.027 | 0.000 | 0.000 | ||
| 77 | 2025.10.06 08:00 | modify | 25 | 0.10 | 150.027 | 150.627 | 148.627 | ||
| 78 | 2025.10.07 04:00 | s/l | 25 | 0.10 | 150.627 | 150.627 | 148.627 | -40.95 | 1676.87 |
| 79 | 2025.10.07 04:00 | sell | 26 | 0.10 | 150.361 | 0.000 | 0.000 | ||
| 80 | 2025.10.07 04:00 | modify | 26 | 0.10 | 150.361 | 150.961 | 148.961 | ||
| 81 | 2025.10.07 12:00 | s/l | 26 | 0.10 | 150.961 | 150.961 | 148.961 | -39.75 | 1637.12 |
| 82 | 2025.10.08 20:00 | sell | 27 | 0.10 | 152.706 | 0.000 | 0.000 | ||
| 83 | 2025.10.08 20:00 | modify | 27 | 0.10 | 152.706 | 153.306 | 151.306 | ||
| 84 | 2025.10.12 20:00 | t/p | 27 | 0.10 | 151.306 | 153.306 | 151.306 | 87.94 | 1725.07 |
| 85 | 2025.10.30 20:00 | sell | 28 | 0.10 | 154.073 | 0.000 | 0.000 | ||
| 86 | 2025.10.30 20:00 | modify | 28 | 0.10 | 154.073 | 154.673 | 152.673 | ||
| 87 | 2025.11.12 08:00 | s/l | 28 | 0.10 | 154.673 | 154.673 | 152.673 | -50.50 | 1674.56 |
| 88 | 2025.11.20 00:00 | sell | 29 | 0.10 | 156.998 | 0.000 | 0.000 | ||
| 89 | 2025.11.20 00:00 | modify | 29 | 0.10 | 156.998 | 157.598 | 155.598 | ||
| 90 | 2025.11.20 08:00 | s/l | 29 | 0.10 | 157.598 | 157.598 | 155.598 | -38.09 | 1636.47 |
| 91 | 2025.12.09 12:00 | sell | 30 | 0.10 | 156.187 | 0.000 | 0.000 | ||
| 92 | 2025.12.09 12:00 | modify | 30 | 0.10 | 156.187 | 156.787 | 154.787 | ||
| 93 | 2025.12.09 16:00 | s/l | 30 | 0.10 | 156.787 | 156.787 | 154.787 | -38.24 | 1598.23 |
| 94 | 2025.12.09 20:00 | sell | 31 | 0.10 | 156.835 | 0.000 | 0.000 | ||
| 95 | 2025.12.09 20:00 | modify | 31 | 0.10 | 156.835 | 157.435 | 155.435 | ||
| 96 | 2025.12.11 16:00 | t/p | 31 | 0.10 | 155.435 | 157.435 | 155.435 | 85.94 | 1684.17 |
| 97 | 2025.12.22 00:00 | sell | 32 | 0.10 | 157.623 | 0.000 | 0.000 | ||
| 98 | 2025.12.22 00:00 | modify | 32 | 0.10 | 157.623 | 158.223 | 156.223 | ||
| 99 | 2025.12.22 16:00 | sell | 33 | 0.10 | 156.974 | 0.000 | 0.000 | ||
| 100 | 2025.12.22 16:00 | modify | 33 | 0.10 | 156.974 | 157.343 | 156.223 | ||
| 101 | 2025.12.22 16:00 | modify | 32 | 0.10 | 157.623 | 157.343 | 156.223 | ||
| 102 | 2025.12.23 04:00 | t/p | 32 | 0.10 | 156.223 | 157.343 | 156.223 | 88.56 | 1772.73 |
| 103 | 2025.12.23 04:00 | t/p | 33 | 0.10 | 156.223 | 157.343 | 156.223 | 47.01 | 1819.74 |