Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1460)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 2025.03.02 20:00 - 2026.02.27 23:59 (2025.03.01 - 2026.03.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 2605 | Ticks modelled | 4209 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 386.89 | Gross profit | 732.45 | Gross loss | -345.56 |
| Profit factor | 2.12 | Expected payoff | 21.49 | ||
| Absolute drawdown | 118.54 | Maximal drawdown | 240.37 (21.43%) | Relative drawdown | 21.43% (240.37) |
| Total trades | 18 | Short positions (won %) | 9 (55.56%) | Long positions (won %) | 9 (66.67%) |
| Profit trades (% of total) | 11 (61.11%) | Loss trades (% of total) | 7 (38.89%) | ||
| Largest | profit trade | 95.22 | loss trade | -69.91 | |
| Average | profit trade | 66.59 | loss trade | -49.37 | |
| Maximum | consecutive wins (profit in money) | 6 (469.85) | consecutive losses (loss in money) | 3 (-187.07) | |
| Maximal | consecutive profit (count of wins) | 469.85 (6) | consecutive loss (count of losses) | -187.07 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.04.29 04:00 | buy | 1 | 0.10 | 162.246 | 0.000 | 0.000 | ||
| 2 | 2025.04.29 04:00 | modify | 1 | 0.10 | 162.246 | 161.346 | 163.746 | ||
| 3 | 2025.05.01 08:00 | buy | 2 | 0.10 | 163.323 | 0.000 | 0.000 | ||
| 4 | 2025.05.01 08:00 | modify | 2 | 0.10 | 163.323 | 162.846 | 163.746 | ||
| 5 | 2025.05.01 08:00 | modify | 1 | 0.10 | 162.246 | 162.846 | 163.746 | ||
| 6 | 2025.05.01 16:00 | t/p | 1 | 0.10 | 163.746 | 162.846 | 163.746 | 95.12 | 1095.12 |
| 7 | 2025.05.01 16:00 | t/p | 2 | 0.10 | 163.746 | 162.846 | 163.746 | 26.71 | 1121.83 |
| 8 | 2025.05.15 12:00 | buy | 3 | 0.10 | 163.389 | 0.000 | 0.000 | ||
| 9 | 2025.05.15 12:00 | modify | 3 | 0.10 | 163.389 | 162.489 | 164.889 | ||
| 10 | 2025.05.16 04:00 | s/l | 3 | 0.10 | 162.489 | 162.489 | 164.889 | -56.72 | 1065.11 |
| 11 | 2025.05.27 16:00 | sell | 4 | 0.10 | 163.520 | 0.000 | 0.000 | ||
| 12 | 2025.05.27 16:00 | modify | 4 | 0.10 | 163.520 | 164.420 | 162.020 | ||
| 13 | 2025.06.05 16:00 | s/l | 4 | 0.10 | 164.420 | 164.420 | 162.020 | -64.81 | 1000.30 |
| 14 | 2025.06.23 12:00 | sell | 5 | 0.10 | 169.325 | 0.000 | 0.000 | ||
| 15 | 2025.06.23 12:00 | modify | 5 | 0.10 | 169.325 | 170.225 | 167.825 | ||
| 16 | 2025.07.03 16:00 | s/l | 5 | 0.10 | 170.225 | 170.225 | 167.825 | -65.54 | 934.75 |
| 17 | 2025.08.14 12:00 | buy | 6 | 0.10 | 171.253 | 0.000 | 0.000 | ||
| 18 | 2025.08.14 12:00 | modify | 6 | 0.10 | 171.253 | 170.353 | 172.753 | ||
| 19 | 2025.08.14 20:00 | buy | 7 | 0.10 | 172.162 | 0.000 | 0.000 | ||
| 20 | 2025.08.14 20:00 | modify | 7 | 0.10 | 172.162 | 171.928 | 172.753 | ||
| 21 | 2025.08.14 20:00 | modify | 6 | 0.10 | 171.253 | 171.928 | 172.753 | ||
| 22 | 2025.08.15 04:00 | s/l | 6 | 0.10 | 171.928 | 171.928 | 172.753 | 42.71 | 977.47 |
| 23 | 2025.08.15 04:00 | s/l | 7 | 0.10 | 171.928 | 171.928 | 172.753 | -14.68 | 962.79 |
| 24 | 2025.09.02 12:00 | sell | 8 | 0.10 | 173.090 | 0.000 | 0.000 | ||
| 25 | 2025.09.02 12:00 | modify | 8 | 0.10 | 173.090 | 173.990 | 171.590 | ||
| 26 | 2025.09.18 08:00 | s/l | 8 | 0.10 | 173.990 | 173.990 | 171.590 | -69.91 | 892.88 |
| 27 | 2025.10.01 16:00 | buy | 9 | 0.10 | 172.533 | 0.000 | 0.000 | ||
| 28 | 2025.10.01 16:00 | modify | 9 | 0.10 | 172.533 | 171.633 | 174.033 | ||
| 29 | 2025.10.05 20:00 | t/p | 9 | 0.10 | 174.033 | 171.633 | 174.033 | 95.12 | 988.00 |
| 30 | 2025.10.08 04:00 | sell | 10 | 0.10 | 177.161 | 0.000 | 0.000 | ||
| 31 | 2025.10.08 04:00 | modify | 10 | 0.10 | 177.161 | 178.061 | 175.661 | ||
| 32 | 2025.10.10 12:00 | sell | 11 | 0.10 | 176.468 | 0.000 | 0.000 | ||
| 33 | 2025.10.10 12:00 | modify | 11 | 0.10 | 176.468 | 176.936 | 175.661 | ||
| 34 | 2025.10.10 12:00 | modify | 10 | 0.10 | 177.161 | 176.936 | 175.661 | ||
| 35 | 2025.10.12 20:00 | t/p | 10 | 0.10 | 175.661 | 176.936 | 175.661 | 91.78 | 1079.78 |
| 36 | 2025.10.12 20:00 | t/p | 11 | 0.10 | 175.661 | 176.936 | 175.661 | 50.94 | 1130.72 |
| 37 | 2025.11.05 04:00 | buy | 12 | 0.10 | 176.394 | 0.000 | 0.000 | ||
| 38 | 2025.11.05 04:00 | modify | 12 | 0.10 | 176.394 | 175.494 | 177.894 | ||
| 39 | 2025.11.10 04:00 | t/p | 12 | 0.10 | 177.894 | 175.494 | 177.894 | 95.22 | 1225.94 |
| 40 | 2025.11.20 12:00 | sell | 13 | 0.10 | 181.371 | 0.000 | 0.000 | ||
| 41 | 2025.11.20 12:00 | modify | 13 | 0.10 | 181.371 | 182.271 | 179.871 | ||
| 42 | 2025.11.21 16:00 | t/p | 13 | 0.10 | 179.871 | 182.271 | 179.871 | 93.96 | 1319.90 |
| 43 | 2025.12.01 08:00 | buy | 14 | 0.10 | 180.354 | 0.000 | 0.000 | ||
| 44 | 2025.12.01 08:00 | modify | 14 | 0.10 | 180.354 | 179.454 | 181.854 | ||
| 45 | 2025.12.03 08:00 | buy | 15 | 0.10 | 181.265 | 0.000 | 0.000 | ||
| 46 | 2025.12.03 08:00 | modify | 15 | 0.10 | 181.265 | 181.029 | 181.854 | ||
| 47 | 2025.12.03 08:00 | modify | 14 | 0.10 | 180.354 | 181.029 | 181.854 | ||
| 48 | 2025.12.03 16:00 | s/l | 14 | 0.10 | 181.029 | 181.029 | 181.854 | 42.83 | 1362.73 |
| 49 | 2025.12.03 16:00 | s/l | 15 | 0.10 | 181.029 | 181.029 | 181.854 | -14.90 | 1347.83 |
| 50 | 2026.01.13 12:00 | sell | 16 | 0.10 | 185.358 | 0.000 | 0.000 | ||
| 51 | 2026.01.13 12:00 | modify | 16 | 0.10 | 185.358 | 186.258 | 183.858 | ||
| 52 | 2026.01.16 04:00 | t/p | 16 | 0.10 | 183.858 | 186.258 | 183.858 | 91.05 | 1438.88 |
| 53 | 2026.02.19 08:00 | sell | 17 | 0.10 | 182.889 | 0.000 | 0.000 | ||
| 54 | 2026.02.19 08:00 | modify | 17 | 0.10 | 182.889 | 183.789 | 181.389 | ||
| 55 | 2026.02.24 08:00 | s/l | 17 | 0.10 | 183.789 | 183.789 | 181.389 | -59.00 | 1379.88 |
| 56 | 2026.02.25 16:00 | sell | 18 | 0.10 | 184.531 | 0.000 | 0.000 | ||
| 57 | 2026.02.25 16:00 | modify | 18 | 0.10 | 184.531 | 185.431 | 183.031 | ||
| 58 | 2026.02.27 23:59 | close at stop | 18 | 0.10 | 184.374 | 185.431 | 183.031 | 7.01 | 1386.89 |