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 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=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=60; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 40 | ||
| Total net profit | 867.68 | Gross profit | 1259.45 | Gross loss | -391.77 |
| Profit factor | 3.21 | Expected payoff | 39.44 | ||
| Absolute drawdown | 25.22 | Maximal drawdown | 201.19 (11.19%) | Relative drawdown | 14.39% (163.88) |
| Total trades | 22 | Short positions (won %) | 12 (75.00%) | Long positions (won %) | 10 (70.00%) |
| Profit trades (% of total) | 16 (72.73%) | Loss trades (% of total) | 6 (27.27%) | ||
| Largest | profit trade | 97.58 | loss trade | -97.40 | |
| Average | profit trade | 78.72 | loss trade | -65.30 | |
| Maximum | consecutive wins (profit in money) | 9 (709.00) | consecutive losses (loss in money) | 2 (-152.46) | |
| Maximal | consecutive profit (count of wins) | 709.00 (9) | consecutive loss (count of losses) | -152.46 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.01.07 04:00 | sell | 1 | 0.10 | 198.171 | 0.000 | 0.000 | ||
| 2 | 2025.01.07 04:00 | modify | 1 | 0.10 | 198.171 | 199.371 | 196.671 | ||
| 3 | 2025.01.08 12:00 | t/p | 1 | 0.10 | 196.671 | 199.371 | 196.671 | 93.18 | 1093.18 |
| 4 | 2025.01.09 08:00 | buy | 2 | 0.10 | 193.953 | 0.000 | 0.000 | ||
| 5 | 2025.01.09 08:00 | modify | 2 | 0.10 | 193.953 | 192.753 | 195.453 | ||
| 6 | 2025.01.10 16:00 | s/l | 2 | 0.10 | 192.753 | 192.753 | 195.453 | -75.34 | 1017.84 |
| 7 | 2025.01.13 04:00 | buy | 3 | 0.10 | 191.181 | 0.000 | 0.000 | ||
| 8 | 2025.01.13 04:00 | modify | 3 | 0.10 | 191.181 | 189.981 | 192.681 | ||
| 9 | 2025.01.14 04:00 | t/p | 3 | 0.10 | 192.681 | 189.981 | 192.681 | 95.63 | 1113.47 |
| 10 | 2025.01.16 04:00 | buy | 4 | 0.10 | 190.483 | 0.000 | 0.000 | ||
| 11 | 2025.01.16 04:00 | modify | 4 | 0.10 | 190.483 | 189.283 | 191.983 | ||
| 12 | 2025.01.20 16:00 | buy | 5 | 0.10 | 191.413 | 0.000 | 0.000 | ||
| 13 | 2025.01.20 16:00 | modify | 5 | 0.10 | 191.413 | 190.858 | 191.983 | ||
| 14 | 2025.01.20 16:00 | modify | 4 | 0.10 | 190.483 | 190.858 | 191.983 | ||
| 15 | 2025.01.21 00:00 | t/p | 4 | 0.10 | 191.983 | 190.858 | 191.983 | 96.92 | 1210.39 |
| 16 | 2025.01.21 00:00 | t/p | 5 | 0.10 | 191.983 | 190.858 | 191.983 | 36.74 | 1247.13 |
| 17 | 2025.02.13 08:00 | sell | 6 | 0.10 | 192.985 | 0.000 | 0.000 | ||
| 18 | 2025.02.13 08:00 | modify | 6 | 0.10 | 192.985 | 194.185 | 191.485 | ||
| 19 | 2025.02.13 16:00 | t/p | 6 | 0.10 | 191.485 | 194.185 | 191.485 | 94.96 | 1342.09 |
| 20 | 2025.04.25 16:00 | sell | 7 | 0.10 | 191.598 | 0.000 | 0.000 | ||
| 21 | 2025.04.25 16:00 | modify | 7 | 0.10 | 191.598 | 192.798 | 190.098 | ||
| 22 | 2025.04.30 16:00 | t/p | 7 | 0.10 | 190.098 | 192.798 | 190.098 | 89.60 | 1431.69 |
| 23 | 2025.05.02 04:00 | sell | 8 | 0.10 | 193.284 | 0.000 | 0.000 | ||
| 24 | 2025.05.02 04:00 | modify | 8 | 0.10 | 193.284 | 194.484 | 191.784 | ||
| 25 | 2025.05.02 16:00 | t/p | 8 | 0.10 | 191.784 | 194.484 | 191.784 | 94.96 | 1526.65 |
| 26 | 2025.05.13 16:00 | sell | 9 | 0.10 | 196.169 | 0.000 | 0.000 | ||
| 27 | 2025.05.13 16:00 | modify | 9 | 0.10 | 196.169 | 197.369 | 194.669 | ||
| 28 | 2025.05.14 12:00 | t/p | 9 | 0.10 | 194.669 | 197.369 | 194.669 | 93.17 | 1619.83 |
| 29 | 2025.06.23 08:00 | sell | 10 | 0.10 | 198.006 | 0.000 | 0.000 | ||
| 30 | 2025.06.23 08:00 | modify | 10 | 0.10 | 198.006 | 199.206 | 196.506 | ||
| 31 | 2025.07.01 12:00 | t/p | 10 | 0.10 | 196.506 | 199.206 | 196.506 | 80.67 | 1700.50 |
| 32 | 2025.07.22 16:00 | buy | 11 | 0.10 | 197.915 | 0.000 | 0.000 | ||
| 33 | 2025.07.22 16:00 | modify | 11 | 0.10 | 197.915 | 196.715 | 199.415 | ||
| 34 | 2025.07.23 16:00 | buy | 12 | 0.10 | 198.844 | 0.000 | 0.000 | ||
| 35 | 2025.07.23 16:00 | modify | 12 | 0.10 | 198.844 | 198.290 | 199.415 | ||
| 36 | 2025.07.23 16:00 | modify | 11 | 0.10 | 197.915 | 198.290 | 199.415 | ||
| 37 | 2025.07.24 04:00 | s/l | 11 | 0.10 | 198.290 | 198.290 | 199.415 | 26.34 | 1726.84 |
| 38 | 2025.07.24 04:00 | s/l | 12 | 0.10 | 198.290 | 198.290 | 199.415 | -33.14 | 1693.71 |
| 39 | 2025.08.12 12:00 | sell | 13 | 0.10 | 199.753 | 0.000 | 0.000 | ||
| 40 | 2025.08.12 12:00 | modify | 13 | 0.10 | 199.753 | 200.953 | 198.253 | ||
| 41 | 2025.08.14 12:00 | sell | 14 | 0.10 | 198.850 | 0.000 | 0.000 | ||
| 42 | 2025.08.14 12:00 | modify | 14 | 0.10 | 198.850 | 199.378 | 198.253 | ||
| 43 | 2025.08.14 12:00 | modify | 13 | 0.10 | 199.753 | 199.378 | 198.253 | ||
| 44 | 2025.08.14 16:00 | s/l | 13 | 0.10 | 199.378 | 199.378 | 198.253 | 16.60 | 1710.30 |
| 45 | 2025.08.14 16:00 | s/l | 14 | 0.10 | 199.378 | 199.378 | 198.253 | -33.43 | 1676.87 |
| 46 | 2025.10.01 08:00 | buy | 15 | 0.10 | 198.166 | 0.000 | 0.000 | ||
| 47 | 2025.10.01 08:00 | modify | 15 | 0.10 | 198.166 | 196.966 | 199.666 | ||
| 48 | 2025.10.05 20:00 | t/p | 15 | 0.10 | 199.666 | 196.966 | 199.666 | 97.58 | 1774.45 |
| 49 | 2025.10.06 20:00 | sell | 16 | 0.10 | 202.655 | 0.000 | 0.000 | ||
| 50 | 2025.10.06 20:00 | modify | 16 | 0.10 | 202.655 | 203.855 | 201.155 | ||
| 51 | 2025.10.07 20:00 | s/l | 16 | 0.10 | 203.855 | 203.855 | 201.155 | -77.77 | 1696.69 |
| 52 | 2025.10.12 20:00 | buy | 17 | 0.10 | 202.556 | 0.000 | 0.000 | ||
| 53 | 2025.10.12 20:00 | modify | 17 | 0.10 | 202.556 | 201.356 | 204.056 | ||
| 54 | 2025.10.14 08:00 | s/l | 17 | 0.10 | 201.356 | 201.356 | 204.056 | -74.69 | 1621.99 |
| 55 | 2025.10.29 04:00 | buy | 18 | 0.10 | 201.549 | 0.000 | 0.000 | ||
| 56 | 2025.10.29 04:00 | modify | 18 | 0.10 | 201.549 | 200.349 | 203.049 | ||
| 57 | 2025.10.30 12:00 | t/p | 18 | 0.10 | 203.049 | 200.349 | 203.049 | 96.93 | 1718.93 |
| 58 | 2025.11.05 04:00 | buy | 19 | 0.10 | 199.906 | 0.000 | 0.000 | ||
| 59 | 2025.11.05 04:00 | modify | 19 | 0.10 | 199.906 | 198.706 | 201.406 | ||
| 60 | 2025.11.07 16:00 | t/p | 19 | 0.10 | 201.406 | 198.706 | 201.406 | 97.57 | 1816.50 |
| 61 | 2025.11.20 16:00 | sell | 20 | 0.10 | 206.474 | 0.000 | 0.000 | ||
| 62 | 2025.11.20 16:00 | modify | 20 | 0.10 | 206.474 | 207.674 | 204.974 | ||
| 63 | 2025.11.21 04:00 | sell | 21 | 0.10 | 205.849 | 0.000 | 0.000 | ||
| 64 | 2025.11.21 04:00 | modify | 21 | 0.10 | 205.849 | 206.324 | 204.974 | ||
| 65 | 2025.11.21 04:00 | modify | 20 | 0.10 | 206.474 | 206.324 | 204.974 | ||
| 66 | 2025.11.21 08:00 | t/p | 20 | 0.10 | 204.974 | 206.324 | 204.974 | 93.18 | 1909.68 |
| 67 | 2025.11.21 08:00 | t/p | 21 | 0.10 | 204.974 | 206.324 | 204.974 | 55.40 | 1965.08 |
| 68 | 2025.12.09 12:00 | sell | 22 | 0.10 | 208.176 | 0.000 | 0.000 | ||
| 69 | 2025.12.09 12:00 | modify | 22 | 0.10 | 208.176 | 209.376 | 206.676 | ||
| 70 | 2025.12.19 08:00 | s/l | 22 | 0.10 | 209.376 | 209.376 | 206.676 | -97.40 | 1867.68 |