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=0; RSIHelp="------------------------------------"; RSI_Period=9; 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=150; IT_TakeProfit=150; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 40 | ||
| Total net profit | 714.90 | Gross profit | 1237.31 | Gross loss | -522.41 |
| Profit factor | 2.37 | Expected payoff | 29.79 | ||
| Absolute drawdown | 43.06 | Maximal drawdown | 245.75 (15.05%) | Relative drawdown | 15.05% (245.75) |
| Total trades | 24 | Short positions (won %) | 16 (68.75%) | Long positions (won %) | 8 (75.00%) |
| Profit trades (% of total) | 17 (70.83%) | Loss trades (% of total) | 7 (29.17%) | ||
| Largest | profit trade | 97.58 | loss trade | -98.53 | |
| Average | profit trade | 72.78 | loss trade | -74.63 | |
| Maximum | consecutive wins (profit in money) | 7 (592.49) | consecutive losses (loss in money) | 2 (-195.29) | |
| Maximal | consecutive profit (count of wins) | 592.49 (7) | consecutive loss (count of losses) | -195.29 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.01.13 04:00 | buy | 1 | 0.10 | 191.181 | 0.000 | 0.000 | ||
| 2 | 2025.01.13 04:00 | modify | 1 | 0.10 | 191.181 | 189.681 | 192.681 | ||
| 3 | 2025.01.14 04:00 | t/p | 1 | 0.10 | 192.681 | 189.681 | 192.681 | 95.63 | 1095.63 |
| 4 | 2025.01.26 20:00 | sell | 2 | 0.10 | 194.085 | 0.000 | 0.000 | ||
| 5 | 2025.01.26 20:00 | modify | 2 | 0.10 | 194.085 | 195.585 | 192.585 | ||
| 6 | 2025.01.27 12:00 | t/p | 2 | 0.10 | 192.585 | 195.585 | 192.585 | 93.17 | 1188.80 |
| 7 | 2025.02.13 08:00 | sell | 3 | 0.10 | 192.985 | 0.000 | 0.000 | ||
| 8 | 2025.02.13 08:00 | modify | 3 | 0.10 | 192.985 | 194.485 | 191.485 | ||
| 9 | 2025.02.13 16:00 | t/p | 3 | 0.10 | 191.485 | 194.485 | 191.485 | 94.96 | 1283.76 |
| 10 | 2025.03.18 00:00 | sell | 4 | 0.10 | 193.963 | 0.000 | 0.000 | ||
| 11 | 2025.03.18 00:00 | modify | 4 | 0.10 | 193.963 | 195.463 | 192.463 | ||
| 12 | 2025.03.20 04:00 | sell | 5 | 0.10 | 192.980 | 0.000 | 0.000 | ||
| 13 | 2025.03.20 04:00 | modify | 5 | 0.10 | 192.980 | 193.438 | 192.463 | ||
| 14 | 2025.03.20 04:00 | modify | 4 | 0.10 | 193.963 | 193.438 | 192.463 | ||
| 15 | 2025.03.20 12:00 | t/p | 4 | 0.10 | 192.463 | 193.438 | 192.463 | 87.83 | 1371.59 |
| 16 | 2025.03.20 12:00 | t/p | 5 | 0.10 | 192.463 | 193.438 | 192.463 | 32.74 | 1404.33 |
| 17 | 2025.04.09 12:00 | buy | 6 | 0.10 | 184.800 | 0.000 | 0.000 | ||
| 18 | 2025.04.09 12:00 | modify | 6 | 0.10 | 184.800 | 183.300 | 186.300 | ||
| 19 | 2025.04.09 20:00 | t/p | 6 | 0.10 | 186.300 | 183.300 | 186.300 | 94.98 | 1499.31 |
| 20 | 2025.05.01 20:00 | sell | 7 | 0.10 | 193.253 | 0.000 | 0.000 | ||
| 21 | 2025.05.01 20:00 | modify | 7 | 0.10 | 193.253 | 194.753 | 191.753 | ||
| 22 | 2025.05.02 16:00 | t/p | 7 | 0.10 | 191.753 | 194.753 | 191.753 | 93.18 | 1592.49 |
| 23 | 2025.05.08 16:00 | sell | 8 | 0.10 | 193.237 | 0.000 | 0.000 | ||
| 24 | 2025.05.08 16:00 | modify | 8 | 0.10 | 193.237 | 194.737 | 191.737 | ||
| 25 | 2025.05.12 08:00 | s/l | 8 | 0.10 | 194.737 | 194.737 | 191.737 | -98.53 | 1493.96 |
| 26 | 2025.05.12 08:00 | sell | 9 | 0.10 | 194.779 | 0.000 | 0.000 | ||
| 27 | 2025.05.12 08:00 | modify | 9 | 0.10 | 194.779 | 196.279 | 193.279 | ||
| 28 | 2025.05.13 16:00 | s/l | 9 | 0.10 | 196.279 | 196.279 | 193.279 | -96.76 | 1397.20 |
| 29 | 2025.05.13 16:00 | sell | 10 | 0.10 | 196.169 | 0.000 | 0.000 | ||
| 30 | 2025.05.13 16:00 | modify | 10 | 0.10 | 196.169 | 197.669 | 194.669 | ||
| 31 | 2025.05.14 12:00 | t/p | 10 | 0.10 | 194.669 | 197.669 | 194.669 | 93.17 | 1490.38 |
| 32 | 2025.06.23 08:00 | sell | 11 | 0.10 | 198.006 | 0.000 | 0.000 | ||
| 33 | 2025.06.23 08:00 | modify | 11 | 0.10 | 198.006 | 199.506 | 196.506 | ||
| 34 | 2025.06.24 04:00 | sell | 12 | 0.10 | 197.239 | 0.000 | 0.000 | ||
| 35 | 2025.06.24 04:00 | modify | 12 | 0.10 | 197.239 | 197.856 | 196.506 | ||
| 36 | 2025.06.24 04:00 | modify | 11 | 0.10 | 198.006 | 197.856 | 196.506 | ||
| 37 | 2025.06.25 08:00 | s/l | 11 | 0.10 | 197.856 | 197.856 | 196.506 | 5.92 | 1496.29 |
| 38 | 2025.06.25 08:00 | s/l | 12 | 0.10 | 197.856 | 197.856 | 196.506 | -40.86 | 1455.44 |
| 39 | 2025.07.22 16:00 | buy | 13 | 0.10 | 197.915 | 0.000 | 0.000 | ||
| 40 | 2025.07.22 16:00 | modify | 13 | 0.10 | 197.915 | 196.415 | 199.415 | ||
| 41 | 2025.07.23 16:00 | buy | 14 | 0.10 | 198.844 | 0.000 | 0.000 | ||
| 42 | 2025.07.23 16:00 | modify | 14 | 0.10 | 198.844 | 198.290 | 199.415 | ||
| 43 | 2025.07.23 16:00 | modify | 13 | 0.10 | 197.915 | 198.290 | 199.415 | ||
| 44 | 2025.07.24 04:00 | s/l | 13 | 0.10 | 198.290 | 198.290 | 199.415 | 26.34 | 1481.78 |
| 45 | 2025.07.24 04:00 | s/l | 14 | 0.10 | 198.290 | 198.290 | 199.415 | -33.14 | 1448.64 |
| 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 | 196.666 | 199.666 | ||
| 48 | 2025.10.05 20:00 | t/p | 15 | 0.10 | 199.666 | 196.666 | 199.666 | 97.58 | 1546.23 |
| 49 | 2025.10.06 00:00 | sell | 16 | 0.10 | 200.911 | 0.000 | 0.000 | ||
| 50 | 2025.10.06 00:00 | modify | 16 | 0.10 | 200.911 | 202.411 | 199.411 | ||
| 51 | 2025.10.06 20:00 | s/l | 16 | 0.10 | 202.411 | 202.411 | 199.411 | -94.97 | 1451.26 |
| 52 | 2025.10.07 20:00 | sell | 17 | 0.10 | 203.873 | 0.000 | 0.000 | ||
| 53 | 2025.10.07 20:00 | modify | 17 | 0.10 | 203.873 | 205.373 | 202.373 | ||
| 54 | 2025.10.10 16:00 | t/p | 17 | 0.10 | 202.373 | 205.373 | 202.373 | 86.04 | 1537.30 |
| 55 | 2025.10.29 00:00 | buy | 18 | 0.10 | 201.519 | 0.000 | 0.000 | ||
| 56 | 2025.10.29 00:00 | modify | 18 | 0.10 | 201.519 | 200.019 | 203.019 | ||
| 57 | 2025.10.30 08:00 | buy | 19 | 0.10 | 202.501 | 0.000 | 0.000 | ||
| 58 | 2025.10.30 08:00 | modify | 19 | 0.10 | 202.501 | 202.044 | 203.019 | ||
| 59 | 2025.10.30 08:00 | modify | 18 | 0.10 | 201.519 | 202.044 | 203.019 | ||
| 60 | 2025.10.30 12:00 | t/p | 18 | 0.10 | 203.019 | 202.044 | 203.019 | 96.93 | 1634.23 |
| 61 | 2025.10.30 12:00 | t/p | 19 | 0.10 | 203.019 | 202.044 | 203.019 | 32.81 | 1667.04 |
| 62 | 2025.11.04 12:00 | buy | 20 | 0.10 | 200.578 | 0.000 | 0.000 | ||
| 63 | 2025.11.04 12:00 | modify | 20 | 0.10 | 200.578 | 199.078 | 202.078 | ||
| 64 | 2025.11.05 04:00 | s/l | 20 | 0.10 | 199.078 | 199.078 | 202.078 | -94.33 | 1572.71 |
| 65 | 2025.11.20 16:00 | sell | 21 | 0.10 | 206.474 | 0.000 | 0.000 | ||
| 66 | 2025.11.20 16:00 | modify | 21 | 0.10 | 206.474 | 207.974 | 204.974 | ||
| 67 | 2025.11.21 08:00 | t/p | 21 | 0.10 | 204.974 | 207.974 | 204.974 | 93.18 | 1665.89 |
| 68 | 2025.12.09 16:00 | sell | 22 | 0.10 | 208.577 | 0.000 | 0.000 | ||
| 69 | 2025.12.09 16:00 | modify | 22 | 0.10 | 208.577 | 210.077 | 207.077 | ||
| 70 | 2025.12.15 04:00 | sell | 23 | 0.10 | 207.585 | 0.000 | 0.000 | ||
| 71 | 2025.12.15 04:00 | modify | 23 | 0.10 | 207.585 | 208.052 | 207.077 | ||
| 72 | 2025.12.15 04:00 | modify | 22 | 0.10 | 208.577 | 208.052 | 207.077 | ||
| 73 | 2025.12.16 04:00 | t/p | 22 | 0.10 | 207.077 | 208.052 | 207.077 | 82.47 | 1748.36 |
| 74 | 2025.12.16 04:00 | t/p | 23 | 0.10 | 207.077 | 208.052 | 207.077 | 30.37 | 1778.73 |
| 75 | 2025.12.19 12:00 | sell | 24 | 0.10 | 210.370 | 0.000 | 0.000 | ||
| 76 | 2025.12.19 12:00 | modify | 24 | 0.10 | 210.370 | 211.870 | 208.870 | ||
| 77 | 2025.12.31 23:59 | close at stop | 24 | 0.10 | 211.096 | 211.870 | 208.870 | -63.83 | 1714.90 |