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=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; 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=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 1333.64 | Gross profit | 1858.24 | Gross loss | -524.60 |
| Profit factor | 3.54 | Expected payoff | 40.41 | ||
| Absolute drawdown | 52.39 | Maximal drawdown | 152.17 (8.51%) | Relative drawdown | 13.34% (149.35) |
| Total trades | 33 | Short positions (won %) | 14 (71.43%) | Long positions (won %) | 19 (73.68%) |
| Profit trades (% of total) | 24 (72.73%) | Loss trades (% of total) | 9 (27.27%) | ||
| Largest | profit trade | 105.83 | loss trade | -88.10 | |
| Average | profit trade | 77.43 | loss trade | -58.29 | |
| Maximum | consecutive wins (profit in money) | 8 (665.14) | consecutive losses (loss in money) | 2 (-43.88) | |
| Maximal | consecutive profit (count of wins) | 665.14 (8) | consecutive loss (count of losses) | -88.10 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.01.16 04:00 | buy | 1 | 0.10 | 155.805 | 0.000 | 0.000 | ||
| 2 | 2025.01.16 04:00 | modify | 1 | 0.10 | 155.805 | 154.605 | 157.305 | ||
| 3 | 2025.01.22 16:00 | buy | 2 | 0.10 | 156.427 | 0.000 | 0.000 | ||
| 4 | 2025.01.22 16:00 | modify | 2 | 0.10 | 156.427 | 155.880 | 157.305 | ||
| 5 | 2025.01.22 16:00 | modify | 1 | 0.10 | 155.805 | 155.880 | 157.305 | ||
| 6 | 2025.01.23 08:00 | buy | 3 | 0.10 | 156.635 | 0.000 | 0.000 | ||
| 7 | 2025.01.23 08:00 | modify | 3 | 0.10 | 156.635 | 156.180 | 157.305 | ||
| 8 | 2025.01.23 08:00 | modify | 2 | 0.10 | 156.427 | 156.180 | 157.305 | ||
| 9 | 2025.01.23 08:00 | modify | 1 | 0.10 | 155.805 | 156.180 | 157.305 | ||
| 10 | 2025.01.23 16:00 | s/l | 1 | 0.10 | 156.180 | 156.180 | 157.305 | 26.50 | 1026.50 |
| 11 | 2025.01.23 16:00 | s/l | 2 | 0.10 | 156.180 | 156.180 | 157.305 | -14.75 | 1011.75 |
| 12 | 2025.01.23 16:00 | s/l | 3 | 0.10 | 156.180 | 156.180 | 157.305 | -29.13 | 982.62 |
| 13 | 2025.01.27 12:00 | buy | 4 | 0.10 | 153.989 | 0.000 | 0.000 | ||
| 14 | 2025.01.27 12:00 | modify | 4 | 0.10 | 153.989 | 152.789 | 155.489 | ||
| 15 | 2025.01.28 04:00 | t/p | 4 | 0.10 | 155.489 | 152.789 | 155.489 | 96.68 | 1079.30 |
| 16 | 2025.02.05 04:00 | buy | 5 | 0.10 | 153.245 | 0.000 | 0.000 | ||
| 17 | 2025.02.05 04:00 | modify | 5 | 0.10 | 153.245 | 152.045 | 154.745 | ||
| 18 | 2025.02.06 04:00 | s/l | 5 | 0.10 | 152.045 | 152.045 | 154.745 | -77.75 | 1001.54 |
| 19 | 2025.02.12 04:00 | sell | 6 | 0.10 | 153.636 | 0.000 | 0.000 | ||
| 20 | 2025.02.12 04:00 | modify | 6 | 0.10 | 153.636 | 154.836 | 152.136 | ||
| 21 | 2025.02.14 16:00 | t/p | 6 | 0.10 | 152.136 | 154.836 | 152.136 | 94.32 | 1095.87 |
| 22 | 2025.02.20 08:00 | buy | 7 | 0.10 | 150.201 | 0.000 | 0.000 | ||
| 23 | 2025.02.20 08:00 | modify | 7 | 0.10 | 150.201 | 149.001 | 151.701 | ||
| 24 | 2025.02.21 20:00 | s/l | 7 | 0.10 | 149.001 | 149.001 | 151.701 | -80.14 | 1015.72 |
| 25 | 2025.03.31 04:00 | buy | 8 | 0.10 | 148.949 | 0.000 | 0.000 | ||
| 26 | 2025.03.31 04:00 | modify | 8 | 0.10 | 148.949 | 147.749 | 150.449 | ||
| 27 | 2025.04.02 00:00 | buy | 9 | 0.10 | 149.779 | 0.000 | 0.000 | ||
| 28 | 2025.04.02 00:00 | modify | 9 | 0.10 | 149.779 | 149.324 | 150.449 | ||
| 29 | 2025.04.02 00:00 | modify | 8 | 0.10 | 148.949 | 149.324 | 150.449 | ||
| 30 | 2025.04.02 12:00 | s/l | 8 | 0.10 | 149.324 | 149.324 | 150.449 | 25.84 | 1041.56 |
| 31 | 2025.04.02 12:00 | s/l | 9 | 0.10 | 149.324 | 149.324 | 150.449 | -30.49 | 1011.07 |
| 32 | 2025.04.21 04:00 | buy | 10 | 0.10 | 140.786 | 0.000 | 0.000 | ||
| 33 | 2025.04.21 04:00 | modify | 10 | 0.10 | 140.786 | 139.586 | 142.286 | ||
| 34 | 2025.04.22 20:00 | buy | 11 | 0.10 | 141.638 | 0.000 | 0.000 | ||
| 35 | 2025.04.22 20:00 | modify | 11 | 0.10 | 141.638 | 141.161 | 142.286 | ||
| 36 | 2025.04.22 20:00 | modify | 10 | 0.10 | 140.786 | 141.161 | 142.286 | ||
| 37 | 2025.04.23 00:00 | t/p | 10 | 0.10 | 142.286 | 141.161 | 142.286 | 105.83 | 1116.91 |
| 38 | 2025.04.23 00:00 | t/p | 11 | 0.10 | 142.286 | 141.161 | 142.286 | 45.77 | 1162.67 |
| 39 | 2025.05.01 08:00 | sell | 12 | 0.10 | 144.366 | 0.000 | 0.000 | ||
| 40 | 2025.05.01 08:00 | modify | 12 | 0.10 | 144.366 | 145.566 | 142.866 | ||
| 41 | 2025.05.01 16:00 | s/l | 12 | 0.10 | 145.566 | 145.566 | 142.866 | -82.47 | 1080.20 |
| 42 | 2025.05.06 16:00 | buy | 13 | 0.10 | 142.799 | 0.000 | 0.000 | ||
| 43 | 2025.05.06 16:00 | modify | 13 | 0.10 | 142.799 | 141.599 | 144.299 | ||
| 44 | 2025.05.07 12:00 | buy | 14 | 0.10 | 143.418 | 0.000 | 0.000 | ||
| 45 | 2025.05.07 12:00 | modify | 14 | 0.10 | 143.418 | 142.874 | 144.299 | ||
| 46 | 2025.05.07 12:00 | modify | 13 | 0.10 | 142.799 | 142.874 | 144.299 | ||
| 47 | 2025.05.08 08:00 | t/p | 13 | 0.10 | 144.299 | 142.874 | 144.299 | 105.36 | 1185.57 |
| 48 | 2025.05.08 08:00 | t/p | 14 | 0.10 | 144.299 | 142.874 | 144.299 | 62.12 | 1247.68 |
| 49 | 2025.05.12 08:00 | sell | 15 | 0.10 | 147.916 | 0.000 | 0.000 | ||
| 50 | 2025.05.12 08:00 | modify | 15 | 0.10 | 147.916 | 149.116 | 146.416 | ||
| 51 | 2025.05.14 04:00 | sell | 16 | 0.10 | 147.082 | 0.000 | 0.000 | ||
| 52 | 2025.05.14 04:00 | modify | 16 | 0.10 | 147.082 | 147.541 | 146.416 | ||
| 53 | 2025.05.14 04:00 | modify | 15 | 0.10 | 147.916 | 147.541 | 146.416 | ||
| 54 | 2025.05.14 12:00 | t/p | 15 | 0.10 | 146.416 | 147.541 | 146.416 | 100.47 | 1348.16 |
| 55 | 2025.05.14 12:00 | t/p | 16 | 0.10 | 146.416 | 147.541 | 146.416 | 45.55 | 1393.71 |
| 56 | 2025.06.06 16:00 | sell | 17 | 0.10 | 144.878 | 0.000 | 0.000 | ||
| 57 | 2025.06.06 16:00 | modify | 17 | 0.10 | 144.878 | 146.078 | 143.378 | ||
| 58 | 2025.06.12 16:00 | t/p | 17 | 0.10 | 143.378 | 146.078 | 143.378 | 98.02 | 1491.72 |
| 59 | 2025.06.23 08:00 | sell | 18 | 0.10 | 147.330 | 0.000 | 0.000 | ||
| 60 | 2025.06.23 08:00 | modify | 18 | 0.10 | 147.330 | 148.530 | 145.830 | ||
| 61 | 2025.06.24 00:00 | t/p | 18 | 0.10 | 145.830 | 148.530 | 145.830 | 101.71 | 1593.43 |
| 62 | 2025.07.01 12:00 | buy | 19 | 0.10 | 142.769 | 0.000 | 0.000 | ||
| 63 | 2025.07.01 12:00 | modify | 19 | 0.10 | 142.769 | 141.569 | 144.269 | ||
| 64 | 2025.07.01 16:00 | buy | 20 | 0.10 | 143.608 | 0.000 | 0.000 | ||
| 65 | 2025.07.01 16:00 | modify | 20 | 0.10 | 143.608 | 143.144 | 144.269 | ||
| 66 | 2025.07.01 16:00 | modify | 19 | 0.10 | 142.769 | 143.144 | 144.269 | ||
| 67 | 2025.07.03 16:00 | t/p | 19 | 0.10 | 144.269 | 143.144 | 144.269 | 104.89 | 1698.32 |
| 68 | 2025.07.03 16:00 | t/p | 20 | 0.10 | 144.269 | 143.144 | 144.269 | 47.02 | 1745.35 |
| 69 | 2025.07.08 16:00 | sell | 21 | 0.10 | 146.813 | 0.000 | 0.000 | ||
| 70 | 2025.07.08 16:00 | modify | 21 | 0.10 | 146.813 | 148.013 | 145.313 | ||
| 71 | 2025.07.15 16:00 | s/l | 21 | 0.10 | 148.013 | 148.013 | 145.313 | -88.10 | 1657.25 |
| 72 | 2025.07.15 16:00 | sell | 22 | 0.10 | 148.757 | 0.000 | 0.000 | ||
| 73 | 2025.07.15 16:00 | modify | 22 | 0.10 | 148.757 | 149.957 | 147.257 | ||
| 74 | 2025.07.16 16:00 | t/p | 22 | 0.10 | 147.257 | 149.957 | 147.257 | 100.20 | 1757.44 |
| 75 | 2025.07.22 16:00 | buy | 23 | 0.10 | 146.397 | 0.000 | 0.000 | ||
| 76 | 2025.07.22 16:00 | modify | 23 | 0.10 | 146.397 | 145.197 | 147.897 | ||
| 77 | 2025.07.25 04:00 | buy | 24 | 0.10 | 147.245 | 0.000 | 0.000 | ||
| 78 | 2025.07.25 04:00 | modify | 24 | 0.10 | 147.245 | 146.772 | 147.897 | ||
| 79 | 2025.07.25 04:00 | modify | 23 | 0.10 | 146.397 | 146.772 | 147.897 | ||
| 80 | 2025.07.25 12:00 | t/p | 23 | 0.10 | 147.897 | 146.772 | 147.897 | 103.36 | 1860.80 |
| 81 | 2025.07.25 12:00 | t/p | 24 | 0.10 | 147.897 | 146.772 | 147.897 | 44.15 | 1904.95 |
| 82 | 2025.09.02 08:00 | sell | 25 | 0.10 | 148.653 | 0.000 | 0.000 | ||
| 83 | 2025.09.02 08:00 | modify | 25 | 0.10 | 148.653 | 149.853 | 147.153 | ||
| 84 | 2025.09.05 16:00 | t/p | 25 | 0.10 | 147.153 | 149.853 | 147.153 | 96.81 | 2001.76 |
| 85 | 2025.09.05 16:00 | buy | 26 | 0.10 | 146.872 | 0.000 | 0.000 | ||
| 86 | 2025.09.05 16:00 | modify | 26 | 0.10 | 146.872 | 145.672 | 148.372 | ||
| 87 | 2025.09.05 20:00 | buy | 27 | 0.10 | 147.495 | 0.000 | 0.000 | ||
| 88 | 2025.09.05 20:00 | modify | 27 | 0.10 | 147.495 | 146.947 | 148.372 | ||
| 89 | 2025.09.05 20:00 | modify | 26 | 0.10 | 146.872 | 146.947 | 148.372 | ||
| 90 | 2025.09.08 00:00 | t/p | 26 | 0.10 | 148.372 | 146.947 | 148.372 | 101.49 | 2103.25 |
| 91 | 2025.09.08 00:00 | t/p | 27 | 0.10 | 148.372 | 146.947 | 148.372 | 59.49 | 2162.73 |
| 92 | 2025.09.18 16:00 | sell | 28 | 0.10 | 148.023 | 0.000 | 0.000 | ||
| 93 | 2025.09.18 16:00 | modify | 28 | 0.10 | 148.023 | 149.223 | 146.523 | ||
| 94 | 2025.09.25 16:00 | s/l | 28 | 0.10 | 149.223 | 149.223 | 146.523 | -87.55 | 2075.19 |
| 95 | 2025.09.25 16:00 | sell | 29 | 0.10 | 149.788 | 0.000 | 0.000 | ||
| 96 | 2025.09.25 16:00 | modify | 29 | 0.10 | 149.788 | 150.988 | 148.288 | ||
| 97 | 2025.09.30 08:00 | t/p | 29 | 0.10 | 148.288 | 150.988 | 148.288 | 98.10 | 2173.28 |
| 98 | 2025.10.17 08:00 | buy | 30 | 0.10 | 149.733 | 0.000 | 0.000 | ||
| 99 | 2025.10.17 08:00 | modify | 30 | 0.10 | 149.733 | 148.533 | 151.233 | ||
| 100 | 2025.10.21 08:00 | t/p | 30 | 0.10 | 151.233 | 148.533 | 151.233 | 99.94 | 2273.23 |
| 101 | 2025.10.30 12:00 | sell | 31 | 0.10 | 154.115 | 0.000 | 0.000 | ||
| 102 | 2025.10.30 12:00 | modify | 31 | 0.10 | 154.115 | 155.315 | 152.615 | ||
| 103 | 2025.11.05 04:00 | sell | 32 | 0.10 | 153.512 | 0.000 | 0.000 | ||
| 104 | 2025.11.05 04:00 | modify | 32 | 0.10 | 153.512 | 154.040 | 152.615 | ||
| 105 | 2025.11.05 04:00 | modify | 31 | 0.10 | 154.115 | 154.040 | 152.615 | ||
| 106 | 2025.11.05 16:00 | s/l | 31 | 0.10 | 154.040 | 154.040 | 152.615 | 0.60 | 2273.83 |
| 107 | 2025.11.05 16:00 | s/l | 32 | 0.10 | 154.040 | 154.040 | 152.615 | -34.21 | 2239.62 |
| 108 | 2025.12.19 12:00 | sell | 33 | 0.10 | 157.321 | 0.000 | 0.000 | ||
| 109 | 2025.12.19 12:00 | modify | 33 | 0.10 | 157.321 | 158.521 | 155.821 | ||
| 110 | 2025.12.23 12:00 | t/p | 33 | 0.10 | 155.821 | 158.521 | 155.821 | 94.02 | 2333.64 |