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=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=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 1226.19 | Gross profit | 1548.69 | Gross loss | -322.50 |
| Profit factor | 4.80 | Expected payoff | 51.09 | ||
| Absolute drawdown | 65.84 | Maximal drawdown | 123.81 (10.80%) | Relative drawdown | 10.80% (123.81) |
| Total trades | 24 | Short positions (won %) | 12 (75.00%) | Long positions (won %) | 12 (75.00%) |
| Profit trades (% of total) | 18 (75.00%) | Loss trades (% of total) | 6 (25.00%) | ||
| Largest | profit trade | 105.83 | loss trade | -74.26 | |
| Average | profit trade | 86.04 | loss trade | -53.75 | |
| Maximum | consecutive wins (profit in money) | 6 (620.94) | consecutive losses (loss in money) | 1 (-74.26) | |
| Maximal | consecutive profit (count of wins) | 620.94 (6) | consecutive loss (count of losses) | -74.26 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.02.05 16:00 | buy | 1 | 0.10 | 152.166 | 0.000 | 0.000 | ||
| 2 | 2025.02.05 16:00 | modify | 1 | 0.10 | 152.166 | 151.166 | 153.666 | ||
| 3 | 2025.02.07 00:00 | s/l | 1 | 0.10 | 151.166 | 151.166 | 153.666 | -64.74 | 935.26 |
| 4 | 2025.02.12 16:00 | sell | 2 | 0.10 | 154.439 | 0.000 | 0.000 | ||
| 5 | 2025.02.12 16:00 | modify | 2 | 0.10 | 154.439 | 155.439 | 152.939 | ||
| 6 | 2025.02.13 20:00 | t/p | 2 | 0.10 | 152.939 | 155.439 | 152.939 | 94.87 | 1030.13 |
| 7 | 2025.02.20 16:00 | buy | 3 | 0.10 | 149.543 | 0.000 | 0.000 | ||
| 8 | 2025.02.20 16:00 | modify | 3 | 0.10 | 149.543 | 148.543 | 151.043 | ||
| 9 | 2025.03.03 12:00 | t/p | 3 | 0.10 | 151.043 | 148.543 | 151.043 | 102.40 | 1132.54 |
| 10 | 2025.04.03 12:00 | buy | 4 | 0.10 | 146.068 | 0.000 | 0.000 | ||
| 11 | 2025.04.03 12:00 | modify | 4 | 0.10 | 146.068 | 145.068 | 147.568 | ||
| 12 | 2025.04.04 12:00 | s/l | 4 | 0.10 | 145.068 | 145.068 | 147.568 | -68.42 | 1064.11 |
| 13 | 2025.04.21 04:00 | buy | 5 | 0.10 | 140.786 | 0.000 | 0.000 | ||
| 14 | 2025.04.21 04:00 | modify | 5 | 0.10 | 140.786 | 139.786 | 142.286 | ||
| 15 | 2025.04.23 00:00 | t/p | 5 | 0.10 | 142.286 | 139.786 | 142.286 | 105.83 | 1169.94 |
| 16 | 2025.05.01 16:00 | sell | 6 | 0.10 | 145.481 | 0.000 | 0.000 | ||
| 17 | 2025.05.01 16:00 | modify | 6 | 0.10 | 145.481 | 146.481 | 143.981 | ||
| 18 | 2025.05.02 16:00 | t/p | 6 | 0.10 | 143.981 | 146.481 | 143.981 | 102.71 | 1272.65 |
| 19 | 2025.05.12 08:00 | sell | 7 | 0.10 | 147.916 | 0.000 | 0.000 | ||
| 20 | 2025.05.12 08:00 | modify | 7 | 0.10 | 147.916 | 148.916 | 146.416 | ||
| 21 | 2025.05.14 12:00 | t/p | 7 | 0.10 | 146.416 | 148.916 | 146.416 | 100.47 | 1373.12 |
| 22 | 2025.05.22 08:00 | buy | 8 | 0.10 | 143.081 | 0.000 | 0.000 | ||
| 23 | 2025.05.22 08:00 | modify | 8 | 0.10 | 143.081 | 142.081 | 144.581 | ||
| 24 | 2025.05.28 04:00 | t/p | 8 | 0.10 | 144.581 | 142.081 | 144.581 | 105.33 | 1478.45 |
| 25 | 2025.06.23 08:00 | sell | 9 | 0.10 | 147.330 | 0.000 | 0.000 | ||
| 26 | 2025.06.23 08:00 | modify | 9 | 0.10 | 147.330 | 148.330 | 145.830 | ||
| 27 | 2025.06.24 00:00 | t/p | 9 | 0.10 | 145.830 | 148.330 | 145.830 | 101.71 | 1580.16 |
| 28 | 2025.07.01 12:00 | buy | 10 | 0.10 | 142.769 | 0.000 | 0.000 | ||
| 29 | 2025.07.01 12:00 | modify | 10 | 0.10 | 142.769 | 141.769 | 144.269 | ||
| 30 | 2025.07.03 16:00 | t/p | 10 | 0.10 | 144.269 | 141.769 | 144.269 | 104.89 | 1685.05 |
| 31 | 2025.07.08 12:00 | sell | 11 | 0.10 | 146.588 | 0.000 | 0.000 | ||
| 32 | 2025.07.08 12:00 | modify | 11 | 0.10 | 146.588 | 147.588 | 145.088 | ||
| 33 | 2025.07.14 00:00 | s/l | 11 | 0.10 | 147.588 | 147.588 | 145.088 | -74.26 | 1610.79 |
| 34 | 2025.07.15 16:00 | sell | 12 | 0.10 | 148.757 | 0.000 | 0.000 | ||
| 35 | 2025.07.15 16:00 | modify | 12 | 0.10 | 148.757 | 149.757 | 147.257 | ||
| 36 | 2025.07.16 16:00 | t/p | 12 | 0.10 | 147.257 | 149.757 | 147.257 | 100.20 | 1710.99 |
| 37 | 2025.09.25 16:00 | sell | 13 | 0.10 | 149.788 | 0.000 | 0.000 | ||
| 38 | 2025.09.25 16:00 | modify | 13 | 0.10 | 149.788 | 150.788 | 148.288 | ||
| 39 | 2025.09.30 08:00 | t/p | 13 | 0.10 | 148.288 | 150.788 | 148.288 | 98.10 | 1809.08 |
| 40 | 2025.10.01 08:00 | buy | 14 | 0.10 | 147.153 | 0.000 | 0.000 | ||
| 41 | 2025.10.01 08:00 | modify | 14 | 0.10 | 147.153 | 146.153 | 148.653 | ||
| 42 | 2025.10.05 20:00 | t/p | 14 | 0.10 | 148.653 | 146.153 | 148.653 | 101.76 | 1910.85 |
| 43 | 2025.10.07 12:00 | sell | 15 | 0.10 | 150.897 | 0.000 | 0.000 | ||
| 44 | 2025.10.07 12:00 | modify | 15 | 0.10 | 150.897 | 151.897 | 149.397 | ||
| 45 | 2025.10.07 20:00 | s/l | 15 | 0.10 | 151.897 | 151.897 | 149.397 | -65.82 | 1845.03 |
| 46 | 2025.10.17 08:00 | buy | 16 | 0.10 | 149.733 | 0.000 | 0.000 | ||
| 47 | 2025.10.17 08:00 | modify | 16 | 0.10 | 149.733 | 148.733 | 151.233 | ||
| 48 | 2025.10.17 12:00 | buy | 17 | 0.10 | 150.264 | 0.000 | 0.000 | ||
| 49 | 2025.10.17 12:00 | modify | 17 | 0.10 | 150.264 | 149.883 | 151.233 | ||
| 50 | 2025.10.17 12:00 | modify | 16 | 0.10 | 149.733 | 149.883 | 151.233 | ||
| 51 | 2025.10.17 20:00 | buy | 18 | 0.10 | 150.511 | 0.000 | 0.000 | ||
| 52 | 2025.10.17 20:00 | modify | 18 | 0.10 | 150.511 | 150.108 | 151.233 | ||
| 53 | 2025.10.17 20:00 | modify | 17 | 0.10 | 150.264 | 150.108 | 151.233 | ||
| 54 | 2025.10.17 20:00 | modify | 16 | 0.10 | 149.733 | 150.108 | 151.233 | ||
| 55 | 2025.10.21 08:00 | t/p | 16 | 0.10 | 151.233 | 150.108 | 151.233 | 99.94 | 1944.97 |
| 56 | 2025.10.21 08:00 | t/p | 17 | 0.10 | 151.233 | 150.108 | 151.233 | 64.81 | 2009.78 |
| 57 | 2025.10.21 08:00 | t/p | 18 | 0.10 | 151.233 | 150.108 | 151.233 | 48.47 | 2058.25 |
| 58 | 2025.10.23 08:00 | sell | 19 | 0.10 | 152.497 | 0.000 | 0.000 | ||
| 59 | 2025.10.23 08:00 | modify | 19 | 0.10 | 152.497 | 153.497 | 150.997 | ||
| 60 | 2025.10.29 00:00 | sell | 20 | 0.10 | 151.737 | 0.000 | 0.000 | ||
| 61 | 2025.10.29 00:00 | modify | 20 | 0.10 | 151.737 | 152.122 | 150.997 | ||
| 62 | 2025.10.29 00:00 | modify | 19 | 0.10 | 152.497 | 152.122 | 150.997 | ||
| 63 | 2025.10.29 04:00 | s/l | 19 | 0.10 | 152.122 | 152.122 | 150.997 | 20.40 | 2078.66 |
| 64 | 2025.10.29 04:00 | s/l | 20 | 0.10 | 152.122 | 152.122 | 150.997 | -25.32 | 2053.34 |
| 65 | 2025.12.01 12:00 | buy | 21 | 0.10 | 155.135 | 0.000 | 0.000 | ||
| 66 | 2025.12.01 12:00 | modify | 21 | 0.10 | 155.135 | 154.135 | 156.635 | ||
| 67 | 2025.12.02 04:00 | buy | 22 | 0.10 | 155.662 | 0.000 | 0.000 | ||
| 68 | 2025.12.02 04:00 | modify | 22 | 0.10 | 155.662 | 155.285 | 156.635 | ||
| 69 | 2025.12.02 04:00 | modify | 21 | 0.10 | 155.135 | 155.285 | 156.635 | ||
| 70 | 2025.12.03 16:00 | s/l | 21 | 0.10 | 155.285 | 155.285 | 156.635 | 10.37 | 2063.71 |
| 71 | 2025.12.03 16:00 | s/l | 22 | 0.10 | 155.285 | 155.285 | 156.635 | -23.93 | 2039.77 |
| 72 | 2025.12.09 16:00 | sell | 23 | 0.10 | 156.866 | 0.000 | 0.000 | ||
| 73 | 2025.12.09 16:00 | modify | 23 | 0.10 | 156.866 | 157.866 | 155.366 | ||
| 74 | 2025.12.11 16:00 | t/p | 23 | 0.10 | 155.366 | 157.866 | 155.366 | 92.39 | 2132.17 |
| 75 | 2025.12.19 12:00 | sell | 24 | 0.10 | 157.321 | 0.000 | 0.000 | ||
| 76 | 2025.12.19 12:00 | modify | 24 | 0.10 | 157.321 | 158.321 | 155.821 | ||
| 77 | 2025.12.23 12:00 | t/p | 24 | 0.10 | 155.821 | 158.321 | 155.821 | 94.02 | 2226.19 |