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 20:00 (2025.03.01 - 2026.03.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 79441 | Modelling quality | n/a |
| Mismatched charts errors | 12 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 790.14 | Gross profit | 1068.43 | Gross loss | -278.28 |
| Profit factor | 3.84 | Expected payoff | 22.58 | ||
| Absolute drawdown | 34.19 | Maximal drawdown | 231.67 (18.13%) | Relative drawdown | 18.13% (231.67) |
| Total trades | 35 | Short positions (won %) | 22 (68.18%) | Long positions (won %) | 13 (61.54%) |
| Profit trades (% of total) | 23 (65.71%) | Loss trades (% of total) | 12 (34.29%) | ||
| Largest | profit trade | 95.14 | loss trade | -56.73 | |
| Average | profit trade | 46.45 | loss trade | -23.19 | |
| Maximum | consecutive wins (profit in money) | 6 (329.83) | consecutive losses (loss in money) | 3 (-58.32) | |
| Maximal | consecutive profit (count of wins) | 329.83 (6) | consecutive loss (count of losses) | -58.32 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | 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 06:10 | buy | 2 | 0.10 | 162.933 | 0.000 | 0.000 | ||
| 4 | 2025.05.01 06:10 | modify | 2 | 0.10 | 162.933 | 162.471 | 163.746 | ||
| 5 | 2025.05.01 06:10 | modify | 1 | 0.10 | 162.246 | 162.471 | 163.746 | ||
| 6 | 2025.05.01 07:35 | buy | 3 | 0.10 | 163.309 | 0.000 | 0.000 | ||
| 7 | 2025.05.01 07:35 | modify | 3 | 0.10 | 163.309 | 162.846 | 163.746 | ||
| 8 | 2025.05.01 07:35 | modify | 2 | 0.10 | 162.933 | 162.846 | 163.746 | ||
| 9 | 2025.05.01 07:35 | modify | 1 | 0.10 | 162.246 | 162.846 | 163.746 | ||
| 10 | 2025.05.01 12:40 | t/p | 1 | 0.10 | 163.746 | 162.846 | 163.746 | 95.14 | 1095.14 |
| 11 | 2025.05.01 12:40 | t/p | 2 | 0.10 | 163.746 | 162.846 | 163.746 | 51.34 | 1146.48 |
| 12 | 2025.05.01 12:40 | t/p | 3 | 0.10 | 163.746 | 162.846 | 163.746 | 27.59 | 1174.07 |
| 13 | 2025.05.15 12:00 | buy | 4 | 0.10 | 163.389 | 0.000 | 0.000 | ||
| 14 | 2025.05.15 12:00 | modify | 4 | 0.10 | 163.389 | 162.489 | 164.889 | ||
| 15 | 2025.05.16 00:40 | s/l | 4 | 0.10 | 162.489 | 162.489 | 164.889 | -56.73 | 1117.34 |
| 16 | 2025.05.27 16:00 | sell | 5 | 0.10 | 163.520 | 0.000 | 0.000 | ||
| 17 | 2025.05.27 16:00 | modify | 5 | 0.10 | 163.520 | 164.420 | 162.020 | ||
| 18 | 2025.05.30 12:50 | sell | 6 | 0.10 | 162.828 | 0.000 | 0.000 | ||
| 19 | 2025.05.30 12:50 | modify | 6 | 0.10 | 162.828 | 163.295 | 162.020 | ||
| 20 | 2025.05.30 12:50 | modify | 5 | 0.10 | 163.520 | 163.295 | 162.020 | ||
| 21 | 2025.05.30 14:06 | s/l | 5 | 0.10 | 163.295 | 163.295 | 162.020 | 10.57 | 1127.91 |
| 22 | 2025.05.30 14:06 | s/l | 6 | 0.10 | 163.295 | 163.295 | 162.020 | -29.48 | 1098.43 |
| 23 | 2025.06.23 12:00 | sell | 7 | 0.10 | 169.325 | 0.000 | 0.000 | ||
| 24 | 2025.06.23 12:00 | modify | 7 | 0.10 | 169.325 | 170.225 | 167.825 | ||
| 25 | 2025.06.24 03:50 | sell | 8 | 0.10 | 168.636 | 0.000 | 0.000 | ||
| 26 | 2025.06.24 03:50 | modify | 8 | 0.10 | 168.636 | 169.100 | 167.825 | ||
| 27 | 2025.06.24 03:50 | modify | 7 | 0.10 | 169.325 | 169.100 | 167.825 | ||
| 28 | 2025.06.24 07:20 | sell | 9 | 0.10 | 168.402 | 0.000 | 0.000 | ||
| 29 | 2025.06.24 07:20 | modify | 9 | 0.10 | 168.402 | 168.650 | 167.825 | ||
| 30 | 2025.06.24 07:20 | modify | 8 | 0.10 | 168.636 | 168.650 | 167.825 | ||
| 31 | 2025.06.24 07:20 | modify | 7 | 0.10 | 169.325 | 168.650 | 167.825 | ||
| 32 | 2025.06.24 12:30 | sell | 10 | 0.10 | 168.248 | 0.000 | 0.000 | ||
| 33 | 2025.06.24 12:30 | modify | 10 | 0.10 | 168.248 | 168.725 | 167.825 | ||
| 34 | 2025.06.24 12:30 | modify | 9 | 0.10 | 168.402 | 168.725 | 167.825 | ||
| 35 | 2025.06.24 12:30 | modify | 8 | 0.10 | 168.636 | 168.725 | 167.825 | ||
| 36 | 2025.06.24 12:30 | modify | 7 | 0.10 | 169.325 | 168.725 | 167.825 | ||
| 37 | 2025.06.25 06:40 | s/l | 7 | 0.10 | 168.725 | 168.725 | 167.825 | 36.42 | 1134.86 |
| 38 | 2025.06.25 06:40 | s/l | 8 | 0.10 | 168.725 | 168.725 | 167.825 | -6.35 | 1128.51 |
| 39 | 2025.06.25 06:40 | s/l | 9 | 0.10 | 168.725 | 168.725 | 167.825 | -21.13 | 1107.38 |
| 40 | 2025.06.25 06:40 | s/l | 10 | 0.10 | 168.725 | 168.725 | 167.825 | -30.85 | 1076.53 |
| 41 | 2025.08.14 12:00 | buy | 11 | 0.10 | 171.253 | 0.000 | 0.000 | ||
| 42 | 2025.08.14 12:00 | modify | 11 | 0.10 | 171.253 | 170.353 | 172.753 | ||
| 43 | 2025.08.14 15:25 | buy | 12 | 0.10 | 172.165 | 0.000 | 0.000 | ||
| 44 | 2025.08.14 15:25 | modify | 12 | 0.10 | 172.165 | 171.928 | 172.753 | ||
| 45 | 2025.08.14 15:25 | modify | 11 | 0.10 | 171.253 | 171.928 | 172.753 | ||
| 46 | 2025.08.15 00:30 | s/l | 11 | 0.10 | 171.928 | 171.928 | 172.753 | 42.72 | 1119.26 |
| 47 | 2025.08.15 00:30 | s/l | 12 | 0.10 | 171.928 | 171.928 | 172.753 | -14.87 | 1104.39 |
| 48 | 2025.09.02 12:00 | sell | 13 | 0.10 | 173.090 | 0.000 | 0.000 | ||
| 49 | 2025.09.02 12:00 | modify | 13 | 0.10 | 173.090 | 173.990 | 171.590 | ||
| 50 | 2025.09.09 10:55 | sell | 14 | 0.10 | 172.163 | 0.000 | 0.000 | ||
| 51 | 2025.09.09 10:55 | modify | 14 | 0.10 | 172.163 | 172.415 | 171.590 | ||
| 52 | 2025.09.09 10:55 | modify | 13 | 0.10 | 173.090 | 172.415 | 171.590 | ||
| 53 | 2025.09.09 12:30 | s/l | 13 | 0.10 | 172.415 | 172.415 | 171.590 | 37.53 | 1141.92 |
| 54 | 2025.09.09 12:30 | s/l | 14 | 0.10 | 172.415 | 172.415 | 171.590 | -15.92 | 1126.00 |
| 55 | 2025.10.01 16:00 | buy | 15 | 0.10 | 172.533 | 0.000 | 0.000 | ||
| 56 | 2025.10.01 16:00 | modify | 15 | 0.10 | 172.533 | 171.633 | 174.033 | ||
| 57 | 2025.10.03 03:05 | buy | 16 | 0.10 | 173.232 | 0.000 | 0.000 | ||
| 58 | 2025.10.03 03:05 | modify | 16 | 0.10 | 173.232 | 172.758 | 174.033 | ||
| 59 | 2025.10.03 03:05 | modify | 15 | 0.10 | 172.533 | 172.758 | 174.033 | ||
| 60 | 2025.10.05 21:00 | t/p | 15 | 0.10 | 174.033 | 172.758 | 174.033 | 95.14 | 1221.13 |
| 61 | 2025.10.05 21:00 | t/p | 16 | 0.10 | 174.033 | 172.758 | 174.033 | 50.58 | 1271.71 |
| 62 | 2025.10.08 04:00 | sell | 17 | 0.10 | 177.161 | 0.000 | 0.000 | ||
| 63 | 2025.10.08 04:00 | modify | 17 | 0.10 | 177.161 | 178.061 | 175.661 | ||
| 64 | 2025.10.10 11:40 | sell | 18 | 0.10 | 176.466 | 0.000 | 0.000 | ||
| 65 | 2025.10.10 11:40 | modify | 18 | 0.10 | 176.466 | 176.936 | 175.661 | ||
| 66 | 2025.10.10 11:40 | modify | 17 | 0.10 | 177.161 | 176.936 | 175.661 | ||
| 67 | 2025.10.10 18:40 | sell | 19 | 0.10 | 176.088 | 0.000 | 0.000 | ||
| 68 | 2025.10.10 18:40 | modify | 19 | 0.10 | 176.088 | 176.561 | 175.661 | ||
| 69 | 2025.10.10 18:40 | modify | 18 | 0.10 | 176.466 | 176.561 | 175.661 | ||
| 70 | 2025.10.10 18:40 | modify | 17 | 0.10 | 177.161 | 176.561 | 175.661 | ||
| 71 | 2025.10.10 20:40 | t/p | 17 | 0.10 | 175.661 | 176.561 | 175.661 | 91.80 | 1363.51 |
| 72 | 2025.10.10 20:40 | t/p | 18 | 0.10 | 175.661 | 176.561 | 175.661 | 50.83 | 1414.34 |
| 73 | 2025.10.10 20:40 | t/p | 19 | 0.10 | 175.661 | 176.561 | 175.661 | 26.96 | 1441.30 |
| 74 | 2025.11.05 04:00 | buy | 20 | 0.10 | 176.394 | 0.000 | 0.000 | ||
| 75 | 2025.11.05 04:00 | modify | 20 | 0.10 | 176.394 | 175.494 | 177.894 | ||
| 76 | 2025.11.05 15:30 | buy | 21 | 0.10 | 177.079 | 0.000 | 0.000 | ||
| 77 | 2025.11.05 15:30 | modify | 21 | 0.10 | 177.079 | 176.619 | 177.894 | ||
| 78 | 2025.11.05 15:30 | modify | 20 | 0.10 | 176.394 | 176.619 | 177.894 | ||
| 79 | 2025.11.06 15:40 | s/l | 20 | 0.10 | 176.619 | 176.619 | 177.894 | 14.52 | 1455.82 |
| 80 | 2025.11.06 15:40 | s/l | 21 | 0.10 | 176.619 | 176.619 | 177.894 | -28.73 | 1427.10 |
| 81 | 2025.11.20 12:00 | sell | 22 | 0.10 | 181.371 | 0.000 | 0.000 | ||
| 82 | 2025.11.20 12:00 | modify | 22 | 0.10 | 181.371 | 182.271 | 179.871 | ||
| 83 | 2025.11.21 09:55 | sell | 23 | 0.10 | 180.679 | 0.000 | 0.000 | ||
| 84 | 2025.11.21 09:55 | modify | 23 | 0.10 | 180.679 | 181.146 | 179.871 | ||
| 85 | 2025.11.21 09:55 | modify | 22 | 0.10 | 181.371 | 181.146 | 179.871 | ||
| 86 | 2025.11.21 10:40 | sell | 24 | 0.10 | 180.298 | 0.000 | 0.000 | ||
| 87 | 2025.11.21 10:40 | modify | 24 | 0.10 | 180.298 | 180.771 | 179.871 | ||
| 88 | 2025.11.21 10:40 | modify | 23 | 0.10 | 180.679 | 180.771 | 179.871 | ||
| 89 | 2025.11.21 10:40 | modify | 22 | 0.10 | 181.371 | 180.771 | 179.871 | ||
| 90 | 2025.11.21 15:40 | t/p | 22 | 0.10 | 179.871 | 180.771 | 179.871 | 93.98 | 1521.08 |
| 91 | 2025.11.21 15:40 | t/p | 23 | 0.10 | 179.871 | 180.771 | 179.871 | 51.02 | 1572.10 |
| 92 | 2025.11.21 15:40 | t/p | 24 | 0.10 | 179.871 | 180.771 | 179.871 | 26.96 | 1599.06 |
| 93 | 2025.12.01 08:00 | buy | 25 | 0.10 | 180.354 | 0.000 | 0.000 | ||
| 94 | 2025.12.01 08:00 | modify | 25 | 0.10 | 180.354 | 179.454 | 181.854 | ||
| 95 | 2025.12.02 08:06 | buy | 26 | 0.10 | 181.032 | 0.000 | 0.000 | ||
| 96 | 2025.12.02 08:06 | modify | 26 | 0.10 | 181.032 | 180.579 | 181.854 | ||
| 97 | 2025.12.02 08:06 | modify | 25 | 0.10 | 180.354 | 180.579 | 181.854 | ||
| 98 | 2025.12.02 12:50 | buy | 27 | 0.10 | 181.271 | 0.000 | 0.000 | ||
| 99 | 2025.12.02 12:50 | modify | 27 | 0.10 | 181.271 | 181.029 | 181.854 | ||
| 100 | 2025.12.02 12:50 | modify | 26 | 0.10 | 181.032 | 181.029 | 181.854 | ||
| 101 | 2025.12.02 12:50 | modify | 25 | 0.10 | 180.354 | 181.029 | 181.854 | ||
| 102 | 2025.12.02 15:30 | s/l | 25 | 0.10 | 181.029 | 181.029 | 181.854 | 42.73 | 1641.79 |
| 103 | 2025.12.02 15:30 | s/l | 26 | 0.10 | 181.029 | 181.029 | 181.854 | -0.18 | 1641.61 |
| 104 | 2025.12.02 15:30 | s/l | 27 | 0.10 | 181.029 | 181.029 | 181.854 | -15.28 | 1626.33 |
| 105 | 2026.01.13 12:00 | sell | 28 | 0.10 | 185.358 | 0.000 | 0.000 | ||
| 106 | 2026.01.13 12:00 | modify | 28 | 0.10 | 185.358 | 186.258 | 183.858 | ||
| 107 | 2026.01.14 12:35 | sell | 29 | 0.10 | 184.669 | 0.000 | 0.000 | ||
| 108 | 2026.01.14 12:35 | modify | 29 | 0.10 | 184.669 | 185.133 | 183.858 | ||
| 109 | 2026.01.14 12:35 | modify | 28 | 0.10 | 185.358 | 185.133 | 183.858 | ||
| 110 | 2026.01.14 14:50 | sell | 30 | 0.10 | 184.432 | 0.000 | 0.000 | ||
| 111 | 2026.01.14 14:50 | modify | 30 | 0.10 | 184.432 | 184.683 | 183.858 | ||
| 112 | 2026.01.14 14:50 | modify | 29 | 0.10 | 184.669 | 184.683 | 183.858 | ||
| 113 | 2026.01.14 14:50 | modify | 28 | 0.10 | 185.358 | 184.683 | 183.858 | ||
| 114 | 2026.01.14 16:40 | sell | 31 | 0.10 | 184.290 | 0.000 | 0.000 | ||
| 115 | 2026.01.14 16:40 | modify | 31 | 0.10 | 184.290 | 184.758 | 183.858 | ||
| 116 | 2026.01.14 16:40 | modify | 30 | 0.10 | 184.432 | 184.758 | 183.858 | ||
| 117 | 2026.01.14 16:40 | modify | 29 | 0.10 | 184.669 | 184.758 | 183.858 | ||
| 118 | 2026.01.14 16:40 | modify | 28 | 0.10 | 185.358 | 184.758 | 183.858 | ||
| 119 | 2026.01.16 02:30 | t/p | 28 | 0.10 | 183.858 | 184.758 | 183.858 | 91.07 | 1717.40 |
| 120 | 2026.01.16 02:30 | t/p | 29 | 0.10 | 183.858 | 184.758 | 183.858 | 48.30 | 1765.70 |
| 121 | 2026.01.16 02:30 | t/p | 30 | 0.10 | 183.858 | 184.758 | 183.858 | 33.34 | 1799.04 |
| 122 | 2026.01.16 02:30 | t/p | 31 | 0.10 | 183.858 | 184.758 | 183.858 | 24.37 | 1823.41 |
| 123 | 2026.02.19 08:00 | sell | 32 | 0.10 | 182.889 | 0.000 | 0.000 | ||
| 124 | 2026.02.19 08:00 | modify | 32 | 0.10 | 182.889 | 183.789 | 181.389 | ||
| 125 | 2026.02.19 11:30 | sell | 33 | 0.10 | 182.208 | 0.000 | 0.000 | ||
| 126 | 2026.02.19 11:30 | modify | 33 | 0.10 | 182.208 | 182.664 | 181.389 | ||
| 127 | 2026.02.19 11:30 | modify | 32 | 0.10 | 182.889 | 182.664 | 181.389 | ||
| 128 | 2026.02.19 23:40 | s/l | 32 | 0.10 | 182.664 | 182.664 | 181.389 | 14.21 | 1837.62 |
| 129 | 2026.02.19 23:40 | s/l | 33 | 0.10 | 182.664 | 182.664 | 181.389 | -28.79 | 1808.83 |
| 130 | 2026.02.25 16:00 | sell | 34 | 0.10 | 184.531 | 0.000 | 0.000 | ||
| 131 | 2026.02.25 16:00 | modify | 34 | 0.10 | 184.531 | 185.431 | 183.031 | ||
| 132 | 2026.02.27 00:30 | sell | 35 | 0.10 | 183.831 | 0.000 | 0.000 | ||
| 133 | 2026.02.27 00:30 | modify | 35 | 0.10 | 183.831 | 184.306 | 183.031 | ||
| 134 | 2026.02.27 00:30 | modify | 34 | 0.10 | 184.531 | 184.306 | 183.031 | ||
| 135 | 2026.02.27 07:20 | s/l | 34 | 0.10 | 184.306 | 184.306 | 183.031 | 11.30 | 1820.13 |
| 136 | 2026.02.27 07:20 | s/l | 35 | 0.10 | 184.306 | 184.306 | 183.031 | -29.99 | 1790.14 |