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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 | 2611 | Ticks modelled | 4221 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1129.78 | Gross profit | 1606.31 | Gross loss | -476.53 |
| Profit factor | 3.37 | Expected payoff | 36.44 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 165.80 (10.96%) | Relative drawdown | 10.96% (165.80) |
| Total trades | 31 | Short positions (won %) | 14 (85.71%) | Long positions (won %) | 17 (70.59%) |
| Profit trades (% of total) | 24 (77.42%) | Loss trades (% of total) | 7 (22.58%) | ||
| Largest | profit trade | 90.23 | loss trade | -100.39 | |
| Average | profit trade | 66.93 | loss trade | -68.08 | |
| Maximum | consecutive wins (profit in money) | 11 (735.75) | consecutive losses (loss in money) | 1 (-100.39) | |
| Maximal | consecutive profit (count of wins) | 735.75 (11) | consecutive loss (count of losses) | -100.39 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.01.02 16:00 | buy | 1 | 0.10 | 161.494 | 0.000 | 0.000 | ||
| 2 | 2025.01.02 16:00 | modify | 1 | 0.10 | 161.494 | 159.994 | 162.894 | ||
| 3 | 2025.01.06 00:00 | buy | 2 | 0.10 | 162.349 | 0.000 | 0.000 | ||
| 4 | 2025.01.06 00:00 | modify | 2 | 0.10 | 162.349 | 161.914 | 162.894 | ||
| 5 | 2025.01.06 00:00 | modify | 1 | 0.10 | 161.494 | 161.914 | 162.894 | ||
| 6 | 2025.01.06 12:00 | t/p | 1 | 0.10 | 162.894 | 161.914 | 162.894 | 89.10 | 1089.10 |
| 7 | 2025.01.06 12:00 | t/p | 2 | 0.10 | 162.894 | 161.914 | 162.894 | 34.51 | 1123.61 |
| 8 | 2025.01.06 12:00 | sell | 3 | 0.10 | 163.828 | 0.000 | 0.000 | ||
| 9 | 2025.01.06 12:00 | modify | 3 | 0.10 | 163.828 | 165.328 | 162.428 | ||
| 10 | 2025.01.09 16:00 | t/p | 3 | 0.10 | 162.428 | 165.328 | 162.428 | 84.10 | 1207.71 |
| 11 | 2025.01.10 16:00 | buy | 4 | 0.10 | 161.537 | 0.000 | 0.000 | ||
| 12 | 2025.01.10 16:00 | modify | 4 | 0.10 | 161.537 | 160.037 | 162.937 | ||
| 13 | 2025.01.13 12:00 | s/l | 4 | 0.10 | 160.037 | 160.037 | 162.937 | -94.77 | 1112.95 |
| 14 | 2025.01.13 12:00 | buy | 5 | 0.10 | 160.428 | 0.000 | 0.000 | ||
| 15 | 2025.01.13 12:00 | modify | 5 | 0.10 | 160.428 | 158.928 | 161.828 | ||
| 16 | 2025.01.14 04:00 | t/p | 5 | 0.10 | 161.828 | 158.928 | 161.828 | 88.88 | 1201.83 |
| 17 | 2025.01.14 16:00 | sell | 6 | 0.10 | 162.621 | 0.000 | 0.000 | ||
| 18 | 2025.01.14 16:00 | modify | 6 | 0.10 | 162.621 | 164.121 | 161.221 | ||
| 19 | 2025.01.15 16:00 | t/p | 6 | 0.10 | 161.221 | 164.121 | 161.221 | 87.73 | 1289.57 |
| 20 | 2025.01.16 04:00 | buy | 7 | 0.10 | 160.303 | 0.000 | 0.000 | ||
| 21 | 2025.01.16 04:00 | modify | 7 | 0.10 | 160.303 | 158.803 | 161.703 | ||
| 22 | 2025.01.20 16:00 | t/p | 7 | 0.10 | 161.703 | 158.803 | 161.703 | 89.10 | 1378.67 |
| 23 | 2025.01.20 16:00 | sell | 8 | 0.10 | 161.923 | 0.000 | 0.000 | ||
| 24 | 2025.01.20 16:00 | modify | 8 | 0.10 | 161.923 | 163.423 | 160.523 | ||
| 25 | 2025.01.24 12:00 | s/l | 8 | 0.10 | 163.423 | 163.423 | 160.523 | -100.39 | 1278.28 |
| 26 | 2025.01.24 12:00 | sell | 9 | 0.10 | 163.680 | 0.000 | 0.000 | ||
| 27 | 2025.01.24 12:00 | modify | 9 | 0.10 | 163.680 | 165.180 | 162.280 | ||
| 28 | 2025.01.27 12:00 | t/p | 9 | 0.10 | 162.280 | 165.180 | 162.280 | 87.72 | 1366.00 |
| 29 | 2025.02.03 12:00 | buy | 10 | 0.10 | 158.534 | 0.000 | 0.000 | ||
| 30 | 2025.02.03 12:00 | modify | 10 | 0.10 | 158.534 | 157.034 | 159.934 | ||
| 31 | 2025.02.04 00:00 | t/p | 10 | 0.10 | 159.934 | 157.034 | 159.934 | 88.87 | 1454.88 |
| 32 | 2025.02.06 16:00 | buy | 11 | 0.10 | 157.322 | 0.000 | 0.000 | ||
| 33 | 2025.02.06 16:00 | modify | 11 | 0.10 | 157.322 | 155.822 | 158.722 | ||
| 34 | 2025.02.09 20:00 | s/l | 11 | 0.10 | 155.822 | 155.822 | 158.722 | -94.77 | 1360.11 |
| 35 | 2025.02.13 08:00 | sell | 12 | 0.10 | 160.845 | 0.000 | 0.000 | ||
| 36 | 2025.02.13 08:00 | modify | 12 | 0.10 | 160.845 | 162.345 | 159.445 | ||
| 37 | 2025.02.13 16:00 | t/p | 12 | 0.10 | 159.445 | 162.345 | 159.445 | 88.64 | 1448.75 |
| 38 | 2025.02.20 04:00 | buy | 13 | 0.10 | 156.953 | 0.000 | 0.000 | ||
| 39 | 2025.02.20 04:00 | modify | 13 | 0.10 | 156.953 | 155.453 | 158.353 | ||
| 40 | 2025.02.28 04:00 | s/l | 13 | 0.10 | 155.453 | 155.453 | 158.353 | -93.18 | 1355.57 |
| 41 | 2025.03.06 04:00 | sell | 14 | 0.10 | 161.016 | 0.000 | 0.000 | ||
| 42 | 2025.03.06 04:00 | modify | 14 | 0.10 | 161.016 | 162.516 | 159.616 | ||
| 43 | 2025.03.06 12:00 | t/p | 14 | 0.10 | 159.616 | 162.516 | 159.616 | 88.63 | 1444.20 |
| 44 | 2025.03.11 12:00 | sell | 15 | 0.10 | 160.949 | 0.000 | 0.000 | ||
| 45 | 2025.03.11 12:00 | modify | 15 | 0.10 | 160.949 | 162.449 | 159.549 | ||
| 46 | 2025.03.13 20:00 | sell | 16 | 0.10 | 160.226 | 0.000 | 0.000 | ||
| 47 | 2025.03.13 20:00 | modify | 16 | 0.10 | 160.226 | 160.809 | 159.549 | ||
| 48 | 2025.03.13 20:00 | modify | 15 | 0.10 | 160.949 | 160.809 | 159.549 | ||
| 49 | 2025.03.14 04:00 | s/l | 15 | 0.10 | 160.809 | 160.809 | 159.549 | 4.33 | 1448.53 |
| 50 | 2025.03.14 04:00 | s/l | 16 | 0.10 | 160.809 | 160.809 | 159.549 | -37.82 | 1410.72 |
| 51 | 2025.03.17 20:00 | sell | 17 | 0.10 | 162.888 | 0.000 | 0.000 | ||
| 52 | 2025.03.17 20:00 | modify | 17 | 0.10 | 162.888 | 164.388 | 161.488 | ||
| 53 | 2025.03.20 08:00 | t/p | 17 | 0.10 | 161.488 | 164.388 | 161.488 | 84.10 | 1494.82 |
| 54 | 2025.04.01 12:00 | buy | 18 | 0.10 | 160.880 | 0.000 | 0.000 | ||
| 55 | 2025.04.01 12:00 | modify | 18 | 0.10 | 160.880 | 159.380 | 162.280 | ||
| 56 | 2025.04.02 16:00 | t/p | 18 | 0.10 | 162.280 | 159.380 | 162.280 | 88.87 | 1583.70 |
| 57 | 2025.04.25 16:00 | sell | 19 | 0.10 | 163.597 | 0.000 | 0.000 | ||
| 58 | 2025.04.25 16:00 | modify | 19 | 0.10 | 163.597 | 165.097 | 162.197 | ||
| 59 | 2025.04.29 00:00 | t/p | 19 | 0.10 | 162.197 | 165.097 | 162.197 | 86.83 | 1670.53 |
| 60 | 2025.06.23 08:00 | sell | 20 | 0.10 | 169.400 | 0.000 | 0.000 | ||
| 61 | 2025.06.23 08:00 | modify | 20 | 0.10 | 169.400 | 170.900 | 168.000 | ||
| 62 | 2025.06.24 16:00 | t/p | 20 | 0.10 | 168.000 | 170.900 | 168.000 | 87.73 | 1758.26 |
| 63 | 2025.08.14 08:00 | buy | 21 | 0.10 | 171.197 | 0.000 | 0.000 | ||
| 64 | 2025.08.14 08:00 | modify | 21 | 0.10 | 171.197 | 169.697 | 172.597 | ||
| 65 | 2025.08.18 04:00 | t/p | 21 | 0.10 | 172.597 | 169.697 | 172.597 | 89.10 | 1847.36 |
| 66 | 2025.09.09 12:00 | buy | 22 | 0.10 | 172.317 | 0.000 | 0.000 | ||
| 67 | 2025.09.09 12:00 | modify | 22 | 0.10 | 172.317 | 170.817 | 173.717 | ||
| 68 | 2025.09.12 08:00 | buy | 23 | 0.10 | 173.164 | 0.000 | 0.000 | ||
| 69 | 2025.09.12 08:00 | modify | 23 | 0.10 | 173.164 | 172.737 | 173.717 | ||
| 70 | 2025.09.12 08:00 | modify | 22 | 0.10 | 172.317 | 172.737 | 173.717 | ||
| 71 | 2025.09.12 12:00 | buy | 24 | 0.10 | 173.325 | 0.000 | 0.000 | ||
| 72 | 2025.09.12 12:00 | modify | 24 | 0.10 | 173.325 | 172.877 | 173.717 | ||
| 73 | 2025.09.12 12:00 | modify | 23 | 0.10 | 173.164 | 172.877 | 173.717 | ||
| 74 | 2025.09.12 12:00 | modify | 22 | 0.10 | 172.317 | 172.877 | 173.717 | ||
| 75 | 2025.09.16 20:00 | t/p | 22 | 0.10 | 173.717 | 172.877 | 173.717 | 90.23 | 1937.60 |
| 76 | 2025.09.16 20:00 | t/p | 23 | 0.10 | 173.717 | 172.877 | 173.717 | 35.47 | 1973.07 |
| 77 | 2025.09.16 20:00 | t/p | 24 | 0.10 | 173.717 | 172.877 | 173.717 | 25.28 | 1998.35 |
| 78 | 2025.10.30 08:00 | sell | 25 | 0.10 | 178.251 | 0.000 | 0.000 | ||
| 79 | 2025.10.30 08:00 | modify | 25 | 0.10 | 178.251 | 179.751 | 176.851 | ||
| 80 | 2025.11.04 04:00 | sell | 26 | 0.10 | 177.399 | 0.000 | 0.000 | ||
| 81 | 2025.11.04 04:00 | modify | 26 | 0.10 | 177.399 | 177.831 | 176.851 | ||
| 82 | 2025.11.04 04:00 | modify | 25 | 0.10 | 178.251 | 177.831 | 176.851 | ||
| 83 | 2025.11.04 08:00 | t/p | 25 | 0.10 | 176.851 | 177.831 | 176.851 | 85.92 | 2084.27 |
| 84 | 2025.11.04 08:00 | t/p | 26 | 0.10 | 176.851 | 177.831 | 176.851 | 34.70 | 2118.97 |
| 85 | 2025.11.04 16:00 | buy | 27 | 0.10 | 176.291 | 0.000 | 0.000 | ||
| 86 | 2025.11.04 16:00 | modify | 27 | 0.10 | 176.291 | 174.791 | 177.691 | ||
| 87 | 2025.11.05 16:00 | buy | 28 | 0.10 | 177.158 | 0.000 | 0.000 | ||
| 88 | 2025.11.05 16:00 | modify | 28 | 0.10 | 177.158 | 176.711 | 177.691 | ||
| 89 | 2025.11.05 16:00 | modify | 27 | 0.10 | 176.291 | 176.711 | 177.691 | ||
| 90 | 2025.11.06 16:00 | s/l | 27 | 0.10 | 176.711 | 176.711 | 177.691 | 27.50 | 2146.47 |
| 91 | 2025.11.06 16:00 | s/l | 28 | 0.10 | 176.711 | 176.711 | 177.691 | -27.63 | 2118.85 |
| 92 | 2025.11.21 16:00 | buy | 29 | 0.10 | 180.097 | 0.000 | 0.000 | ||
| 93 | 2025.11.21 16:00 | modify | 29 | 0.10 | 180.097 | 178.597 | 181.497 | ||
| 94 | 2025.11.24 12:00 | buy | 30 | 0.10 | 181.099 | 0.000 | 0.000 | ||
| 95 | 2025.11.24 12:00 | modify | 30 | 0.10 | 181.099 | 180.657 | 181.497 | ||
| 96 | 2025.11.24 12:00 | modify | 29 | 0.10 | 180.097 | 180.657 | 181.497 | ||
| 97 | 2025.11.24 20:00 | s/l | 29 | 0.10 | 180.657 | 180.657 | 181.497 | 35.68 | 2154.53 |
| 98 | 2025.11.24 20:00 | s/l | 30 | 0.10 | 180.657 | 180.657 | 181.497 | -27.99 | 2126.54 |
| 99 | 2025.12.19 12:00 | sell | 31 | 0.10 | 184.241 | 0.000 | 0.000 | ||
| 100 | 2025.12.19 12:00 | modify | 31 | 0.10 | 184.241 | 185.741 | 182.841 | ||
| 101 | 2025.12.31 23:59 | close at stop | 31 | 0.10 | 184.047 | 185.741 | 182.841 | 3.24 | 2129.78 |