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=0; RSIHelp="------------------------------------"; RSI_Period=7; 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=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=35; 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=7; 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 | 472.17 | Gross profit | 1238.80 | Gross loss | -766.63 |
| Profit factor | 1.62 | Expected payoff | 12.11 | ||
| Absolute drawdown | 76.66 | Maximal drawdown | 197.21 (13.00%) | Relative drawdown | 13.00% (197.21) |
| Total trades | 39 | Short positions (won %) | 28 (50.00%) | Long positions (won %) | 11 (45.45%) |
| Profit trades (% of total) | 19 (48.72%) | Loss trades (% of total) | 20 (51.28%) | ||
| Largest | profit trade | 89.55 | loss trade | -48.85 | |
| Average | profit trade | 65.20 | loss trade | -38.33 | |
| Maximum | consecutive wins (profit in money) | 6 (389.30) | consecutive losses (loss in money) | 4 (-147.00) | |
| Maximal | consecutive profit (count of wins) | 389.30 (6) | consecutive loss (count of losses) | -147.00 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.01.06 12:00 | sell | 1 | 0.10 | 163.828 | 0.000 | 0.000 | ||
| 2 | 2025.01.06 12:00 | modify | 1 | 0.10 | 163.828 | 164.428 | 162.428 | ||
| 3 | 2025.01.07 12:00 | s/l | 1 | 0.10 | 164.428 | 164.428 | 162.428 | -38.90 | 961.10 |
| 4 | 2025.01.10 16:00 | buy | 2 | 0.10 | 161.537 | 0.000 | 0.000 | ||
| 5 | 2025.01.10 16:00 | modify | 2 | 0.10 | 161.537 | 160.937 | 162.937 | ||
| 6 | 2025.01.13 04:00 | s/l | 2 | 0.10 | 160.937 | 160.937 | 162.937 | -37.77 | 923.34 |
| 7 | 2025.01.13 12:00 | buy | 3 | 0.10 | 160.428 | 0.000 | 0.000 | ||
| 8 | 2025.01.13 12:00 | modify | 3 | 0.10 | 160.428 | 159.828 | 161.828 | ||
| 9 | 2025.01.14 04:00 | t/p | 3 | 0.10 | 161.828 | 159.828 | 161.828 | 88.88 | 1012.22 |
| 10 | 2025.01.22 16:00 | sell | 4 | 0.10 | 162.964 | 0.000 | 0.000 | ||
| 11 | 2025.01.22 16:00 | modify | 4 | 0.10 | 162.964 | 163.564 | 161.564 | ||
| 12 | 2025.01.23 16:00 | sell | 5 | 0.10 | 162.377 | 0.000 | 0.000 | ||
| 13 | 2025.01.23 16:00 | modify | 5 | 0.10 | 162.377 | 162.824 | 161.564 | ||
| 14 | 2025.01.23 16:00 | modify | 4 | 0.10 | 162.964 | 162.824 | 161.564 | ||
| 15 | 2025.01.24 04:00 | s/l | 4 | 0.10 | 162.824 | 162.824 | 161.564 | 5.24 | 1017.46 |
| 16 | 2025.01.24 04:00 | s/l | 5 | 0.10 | 162.824 | 162.824 | 161.564 | -29.21 | 988.26 |
| 17 | 2025.02.03 12:00 | buy | 6 | 0.10 | 158.534 | 0.000 | 0.000 | ||
| 18 | 2025.02.03 12:00 | modify | 6 | 0.10 | 158.534 | 157.934 | 159.934 | ||
| 19 | 2025.02.04 00:00 | t/p | 6 | 0.10 | 159.934 | 157.934 | 159.934 | 88.87 | 1077.13 |
| 20 | 2025.02.12 16:00 | sell | 7 | 0.10 | 160.221 | 0.000 | 0.000 | ||
| 21 | 2025.02.12 16:00 | modify | 7 | 0.10 | 160.221 | 160.821 | 158.821 | ||
| 22 | 2025.02.12 20:00 | s/l | 7 | 0.10 | 160.821 | 160.821 | 158.821 | -37.99 | 1039.14 |
| 23 | 2025.02.19 16:00 | buy | 8 | 0.10 | 157.870 | 0.000 | 0.000 | ||
| 24 | 2025.02.19 16:00 | modify | 8 | 0.10 | 157.870 | 157.270 | 159.270 | ||
| 25 | 2025.02.20 04:00 | s/l | 8 | 0.10 | 157.270 | 157.270 | 159.270 | -37.32 | 1001.83 |
| 26 | 2025.03.05 16:00 | sell | 9 | 0.10 | 160.304 | 0.000 | 0.000 | ||
| 27 | 2025.03.05 16:00 | modify | 9 | 0.10 | 160.304 | 160.904 | 158.904 | ||
| 28 | 2025.03.06 04:00 | s/l | 9 | 0.10 | 160.904 | 160.904 | 158.904 | -40.70 | 961.13 |
| 29 | 2025.03.12 12:00 | sell | 10 | 0.10 | 162.131 | 0.000 | 0.000 | ||
| 30 | 2025.03.12 12:00 | modify | 10 | 0.10 | 162.131 | 162.731 | 160.731 | ||
| 31 | 2025.03.12 20:00 | sell | 11 | 0.10 | 161.553 | 0.000 | 0.000 | ||
| 32 | 2025.03.12 20:00 | modify | 11 | 0.10 | 161.553 | 161.991 | 160.731 | ||
| 33 | 2025.03.12 20:00 | modify | 10 | 0.10 | 162.131 | 161.991 | 160.731 | ||
| 34 | 2025.03.13 04:00 | sell | 12 | 0.10 | 161.140 | 0.000 | 0.000 | ||
| 35 | 2025.03.13 04:00 | modify | 12 | 0.10 | 161.140 | 161.641 | 160.731 | ||
| 36 | 2025.03.13 04:00 | modify | 11 | 0.10 | 161.553 | 161.641 | 160.731 | ||
| 37 | 2025.03.13 04:00 | modify | 10 | 0.10 | 162.131 | 161.641 | 160.731 | ||
| 38 | 2025.03.13 08:00 | t/p | 10 | 0.10 | 160.731 | 161.641 | 160.731 | 85.91 | 1047.05 |
| 39 | 2025.03.13 08:00 | t/p | 11 | 0.10 | 160.731 | 161.641 | 160.731 | 49.32 | 1096.37 |
| 40 | 2025.03.13 08:00 | t/p | 12 | 0.10 | 160.731 | 161.641 | 160.731 | 25.89 | 1122.26 |
| 41 | 2025.05.01 16:00 | sell | 13 | 0.10 | 164.104 | 0.000 | 0.000 | ||
| 42 | 2025.05.01 16:00 | modify | 13 | 0.10 | 164.104 | 164.704 | 162.704 | ||
| 43 | 2025.05.05 04:00 | sell | 14 | 0.10 | 163.522 | 0.000 | 0.000 | ||
| 44 | 2025.05.05 04:00 | modify | 14 | 0.10 | 163.522 | 163.964 | 162.704 | ||
| 45 | 2025.05.05 04:00 | modify | 13 | 0.10 | 164.104 | 163.964 | 162.704 | ||
| 46 | 2025.05.05 20:00 | t/p | 13 | 0.10 | 162.704 | 163.964 | 162.704 | 86.83 | 1209.09 |
| 47 | 2025.05.05 20:00 | t/p | 14 | 0.10 | 162.704 | 163.964 | 162.704 | 51.79 | 1260.88 |
| 48 | 2025.05.06 12:00 | buy | 15 | 0.10 | 161.759 | 0.000 | 0.000 | ||
| 49 | 2025.05.06 12:00 | modify | 15 | 0.10 | 161.759 | 161.159 | 163.159 | ||
| 50 | 2025.05.08 12:00 | t/p | 15 | 0.10 | 163.159 | 161.159 | 163.159 | 89.55 | 1350.43 |
| 51 | 2025.05.12 16:00 | sell | 16 | 0.10 | 164.461 | 0.000 | 0.000 | ||
| 52 | 2025.05.12 16:00 | modify | 16 | 0.10 | 164.461 | 165.061 | 163.061 | ||
| 53 | 2025.05.13 16:00 | s/l | 16 | 0.10 | 165.061 | 165.061 | 163.061 | -38.89 | 1311.54 |
| 54 | 2025.05.13 16:00 | sell | 17 | 0.10 | 165.115 | 0.000 | 0.000 | ||
| 55 | 2025.05.13 16:00 | modify | 17 | 0.10 | 165.115 | 165.715 | 163.715 | ||
| 56 | 2025.05.15 04:00 | t/p | 17 | 0.10 | 163.715 | 165.715 | 163.715 | 85.01 | 1396.55 |
| 57 | 2025.06.23 08:00 | sell | 18 | 0.10 | 169.400 | 0.000 | 0.000 | ||
| 58 | 2025.06.23 08:00 | modify | 18 | 0.10 | 169.400 | 170.000 | 168.000 | ||
| 59 | 2025.06.24 16:00 | t/p | 18 | 0.10 | 168.000 | 170.000 | 168.000 | 87.73 | 1484.29 |
| 60 | 2025.07.07 16:00 | sell | 19 | 0.10 | 171.145 | 0.000 | 0.000 | ||
| 61 | 2025.07.07 16:00 | modify | 19 | 0.10 | 171.145 | 171.745 | 169.745 | ||
| 62 | 2025.07.08 04:00 | s/l | 19 | 0.10 | 171.745 | 171.745 | 169.745 | -38.90 | 1445.39 |
| 63 | 2025.07.15 08:00 | sell | 20 | 0.10 | 172.706 | 0.000 | 0.000 | ||
| 64 | 2025.07.15 08:00 | modify | 20 | 0.10 | 172.706 | 173.306 | 171.306 | ||
| 65 | 2025.07.25 12:00 | s/l | 20 | 0.10 | 173.306 | 173.306 | 171.306 | -48.85 | 1396.54 |
| 66 | 2025.07.29 12:00 | buy | 21 | 0.10 | 171.648 | 0.000 | 0.000 | ||
| 67 | 2025.07.29 12:00 | modify | 21 | 0.10 | 171.648 | 171.048 | 173.048 | ||
| 68 | 2025.07.29 16:00 | s/l | 21 | 0.10 | 171.048 | 171.048 | 173.048 | -38.00 | 1358.54 |
| 69 | 2025.08.14 08:00 | buy | 22 | 0.10 | 171.197 | 0.000 | 0.000 | ||
| 70 | 2025.08.14 08:00 | modify | 22 | 0.10 | 171.197 | 170.597 | 172.597 | ||
| 71 | 2025.08.15 08:00 | buy | 23 | 0.10 | 171.768 | 0.000 | 0.000 | ||
| 72 | 2025.08.15 08:00 | modify | 23 | 0.10 | 171.768 | 171.337 | 172.597 | ||
| 73 | 2025.08.15 08:00 | modify | 22 | 0.10 | 171.197 | 171.337 | 172.597 | ||
| 74 | 2025.08.18 04:00 | t/p | 22 | 0.10 | 172.597 | 171.337 | 172.597 | 89.10 | 1447.64 |
| 75 | 2025.08.18 04:00 | t/p | 23 | 0.10 | 172.597 | 171.337 | 172.597 | 52.71 | 1500.35 |
| 76 | 2025.09.01 08:00 | sell | 24 | 0.10 | 172.444 | 0.000 | 0.000 | ||
| 77 | 2025.09.01 08:00 | modify | 24 | 0.10 | 172.444 | 173.044 | 171.044 | ||
| 78 | 2025.09.02 08:00 | s/l | 24 | 0.10 | 173.044 | 173.044 | 171.044 | -38.90 | 1461.46 |
| 79 | 2025.09.02 08:00 | sell | 25 | 0.10 | 173.117 | 0.000 | 0.000 | ||
| 80 | 2025.09.02 08:00 | modify | 25 | 0.10 | 173.117 | 173.717 | 171.717 | ||
| 81 | 2025.09.04 00:00 | sell | 26 | 0.10 | 172.552 | 0.000 | 0.000 | ||
| 82 | 2025.09.04 00:00 | modify | 26 | 0.10 | 172.552 | 172.977 | 171.717 | ||
| 83 | 2025.09.04 00:00 | modify | 25 | 0.10 | 173.117 | 172.977 | 171.717 | ||
| 84 | 2025.09.04 16:00 | s/l | 25 | 0.10 | 172.977 | 172.977 | 171.717 | 5.24 | 1466.70 |
| 85 | 2025.09.04 16:00 | s/l | 26 | 0.10 | 172.977 | 172.977 | 171.717 | -26.91 | 1439.79 |
| 86 | 2025.09.18 16:00 | sell | 27 | 0.10 | 174.361 | 0.000 | 0.000 | ||
| 87 | 2025.09.18 16:00 | modify | 27 | 0.10 | 174.361 | 174.961 | 172.961 | ||
| 88 | 2025.09.25 20:00 | s/l | 27 | 0.10 | 174.961 | 174.961 | 172.961 | -44.33 | 1395.46 |
| 89 | 2025.09.30 12:00 | buy | 28 | 0.10 | 173.775 | 0.000 | 0.000 | ||
| 90 | 2025.09.30 12:00 | modify | 28 | 0.10 | 173.775 | 173.175 | 175.175 | ||
| 91 | 2025.10.01 08:00 | s/l | 28 | 0.10 | 173.175 | 173.175 | 175.175 | -37.78 | 1357.69 |
| 92 | 2025.10.01 08:00 | buy | 29 | 0.10 | 172.897 | 0.000 | 0.000 | ||
| 93 | 2025.10.01 08:00 | modify | 29 | 0.10 | 172.897 | 172.297 | 174.297 | ||
| 94 | 2025.10.01 16:00 | s/l | 29 | 0.10 | 172.297 | 172.297 | 174.297 | -37.99 | 1319.70 |
| 95 | 2025.10.09 08:00 | sell | 30 | 0.10 | 177.728 | 0.000 | 0.000 | ||
| 96 | 2025.10.09 08:00 | modify | 30 | 0.10 | 177.728 | 178.328 | 176.328 | ||
| 97 | 2025.10.10 16:00 | t/p | 30 | 0.10 | 176.328 | 178.328 | 176.328 | 87.73 | 1407.43 |
| 98 | 2025.10.23 16:00 | sell | 31 | 0.10 | 177.337 | 0.000 | 0.000 | ||
| 99 | 2025.10.23 16:00 | modify | 31 | 0.10 | 177.337 | 177.937 | 175.937 | ||
| 100 | 2025.10.27 00:00 | s/l | 31 | 0.10 | 177.937 | 177.937 | 175.937 | -39.80 | 1367.63 |
| 101 | 2025.10.30 12:00 | sell | 32 | 0.10 | 178.750 | 0.000 | 0.000 | ||
| 102 | 2025.10.30 12:00 | modify | 32 | 0.10 | 178.750 | 179.350 | 177.350 | ||
| 103 | 2025.10.30 20:00 | sell | 33 | 0.10 | 178.181 | 0.000 | 0.000 | ||
| 104 | 2025.10.30 20:00 | modify | 33 | 0.10 | 178.181 | 178.610 | 177.350 | ||
| 105 | 2025.10.30 20:00 | modify | 32 | 0.10 | 178.750 | 178.610 | 177.350 | ||
| 106 | 2025.11.03 16:00 | t/p | 32 | 0.10 | 177.350 | 178.610 | 177.350 | 86.83 | 1454.46 |
| 107 | 2025.11.03 16:00 | t/p | 33 | 0.10 | 177.350 | 178.610 | 177.350 | 50.81 | 1505.27 |
| 108 | 2025.11.04 12:00 | buy | 34 | 0.10 | 176.482 | 0.000 | 0.000 | ||
| 109 | 2025.11.04 12:00 | modify | 34 | 0.10 | 176.482 | 175.882 | 177.882 | ||
| 110 | 2025.11.05 04:00 | s/l | 34 | 0.10 | 175.882 | 175.882 | 177.882 | -37.78 | 1467.49 |
| 111 | 2025.11.10 08:00 | sell | 35 | 0.10 | 178.194 | 0.000 | 0.000 | ||
| 112 | 2025.11.10 08:00 | modify | 35 | 0.10 | 178.194 | 178.794 | 176.794 | ||
| 113 | 2025.11.12 04:00 | s/l | 35 | 0.10 | 178.794 | 178.794 | 176.794 | -39.79 | 1427.70 |
| 114 | 2025.11.20 16:00 | sell | 36 | 0.10 | 181.774 | 0.000 | 0.000 | ||
| 115 | 2025.11.20 16:00 | modify | 36 | 0.10 | 181.774 | 182.374 | 180.374 | ||
| 116 | 2025.11.21 08:00 | sell | 37 | 0.10 | 180.905 | 0.000 | 0.000 | ||
| 117 | 2025.11.21 08:00 | modify | 37 | 0.10 | 180.905 | 181.284 | 180.374 | ||
| 118 | 2025.11.21 08:00 | modify | 36 | 0.10 | 181.774 | 181.284 | 180.374 | ||
| 119 | 2025.11.21 12:00 | t/p | 36 | 0.10 | 180.374 | 181.284 | 180.374 | 87.72 | 1515.43 |
| 120 | 2025.11.21 12:00 | t/p | 37 | 0.10 | 180.374 | 181.284 | 180.374 | 33.61 | 1549.04 |
| 121 | 2025.12.09 12:00 | sell | 38 | 0.10 | 181.858 | 0.000 | 0.000 | ||
| 122 | 2025.12.09 12:00 | modify | 38 | 0.10 | 181.858 | 182.458 | 180.458 | ||
| 123 | 2025.12.09 16:00 | s/l | 38 | 0.10 | 182.458 | 182.458 | 180.458 | -37.98 | 1511.06 |
| 124 | 2025.12.19 12:00 | sell | 39 | 0.10 | 184.241 | 0.000 | 0.000 | ||
| 125 | 2025.12.19 12:00 | modify | 39 | 0.10 | 184.241 | 184.841 | 182.841 | ||
| 126 | 2025.12.22 08:00 | s/l | 39 | 0.10 | 184.841 | 184.841 | 182.841 | -38.89 | 1472.17 |