Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1460)
| Symbol | GBPJPY (British Pound 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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; 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 | 2605 | Ticks modelled | 79709 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 1374.94 | Gross profit | 1512.94 | Gross loss | -138.00 |
| Profit factor | 10.96 | Expected payoff | 45.83 | ||
| Absolute drawdown | 95.62 | Maximal drawdown | 177.40 (13.23%) | Relative drawdown | 13.23% (177.40) |
| Total trades | 30 | Short positions (won %) | 14 (64.29%) | Long positions (won %) | 16 (93.75%) |
| Profit trades (% of total) | 24 (80.00%) | Loss trades (% of total) | 6 (20.00%) | ||
| Largest | profit trade | 96.81 | loss trade | -75.75 | |
| Average | profit trade | 63.04 | loss trade | -23.00 | |
| Maximum | consecutive wins (profit in money) | 18 (1167.01) | consecutive losses (loss in money) | 3 (-32.21) | |
| Maximal | consecutive profit (count of wins) | 1167.01 (18) | consecutive loss (count of losses) | -75.75 (1) | |
| Average | consecutive wins | 8 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.04.04 20:00 | buy | 1 | 0.10 | 189.048 | 0.000 | 0.000 | ||
| 2 | 2025.04.04 20:00 | modify | 1 | 0.10 | 189.048 | 187.848 | 190.548 | ||
| 3 | 2025.04.06 21:00 | s/l | 1 | 0.10 | 187.848 | 187.848 | 190.548 | -75.75 | 924.25 |
| 4 | 2025.05.13 20:00 | sell | 2 | 0.10 | 196.153 | 0.000 | 0.000 | ||
| 5 | 2025.05.13 20:00 | modify | 2 | 0.10 | 196.153 | 197.353 | 194.653 | ||
| 6 | 2025.05.14 09:40 | t/p | 2 | 0.10 | 194.653 | 197.353 | 194.653 | 93.05 | 1017.30 |
| 7 | 2025.07.02 20:00 | buy | 3 | 0.10 | 195.856 | 0.000 | 0.000 | ||
| 8 | 2025.07.02 20:00 | modify | 3 | 0.10 | 195.856 | 194.656 | 197.356 | ||
| 9 | 2025.07.03 09:45 | buy | 4 | 0.10 | 196.461 | 0.000 | 0.000 | ||
| 10 | 2025.07.03 09:45 | modify | 4 | 0.10 | 196.461 | 195.931 | 197.356 | ||
| 11 | 2025.07.03 09:45 | buy | 5 | 0.10 | 196.461 | 0.000 | 0.000 | ||
| 12 | 2025.07.03 09:45 | modify | 5 | 0.10 | 196.461 | 196.231 | 197.356 | ||
| 13 | 2025.07.03 09:45 | modify | 3 | 0.10 | 195.856 | 196.231 | 197.356 | ||
| 14 | 2025.07.03 09:50 | modify | 4 | 0.10 | 196.461 | 196.231 | 197.356 | ||
| 15 | 2025.07.03 12:40 | t/p | 3 | 0.10 | 197.356 | 196.231 | 197.356 | 96.27 | 1113.57 |
| 16 | 2025.07.03 12:40 | t/p | 4 | 0.10 | 197.356 | 196.231 | 197.356 | 56.49 | 1170.06 |
| 17 | 2025.07.03 12:40 | t/p | 5 | 0.10 | 197.356 | 196.231 | 197.356 | 56.49 | 1226.55 |
| 18 | 2025.07.07 20:00 | sell | 6 | 0.10 | 198.772 | 0.000 | 0.000 | ||
| 19 | 2025.07.07 20:00 | modify | 6 | 0.10 | 198.772 | 199.972 | 197.272 | ||
| 20 | 2025.07.14 06:55 | sell | 7 | 0.10 | 198.159 | 0.000 | 0.000 | ||
| 21 | 2025.07.14 06:55 | modify | 7 | 0.10 | 198.159 | 198.697 | 197.272 | ||
| 22 | 2025.07.14 06:55 | sell | 8 | 0.10 | 198.159 | 0.000 | 0.000 | ||
| 23 | 2025.07.14 06:55 | modify | 8 | 0.10 | 198.159 | 198.397 | 197.272 | ||
| 24 | 2025.07.14 06:55 | modify | 6 | 0.10 | 198.772 | 198.397 | 197.272 | ||
| 25 | 2025.07.14 07:00 | modify | 7 | 0.10 | 198.159 | 198.397 | 197.272 | ||
| 26 | 2025.07.14 07:20 | s/l | 6 | 0.10 | 198.397 | 198.397 | 197.272 | 12.27 | 1238.82 |
| 27 | 2025.07.14 07:20 | s/l | 7 | 0.10 | 198.397 | 198.397 | 197.272 | -15.02 | 1223.80 |
| 28 | 2025.07.14 07:20 | s/l | 8 | 0.10 | 198.397 | 198.397 | 197.272 | -15.02 | 1208.78 |
| 29 | 2025.07.15 20:00 | sell | 9 | 0.10 | 199.241 | 0.000 | 0.000 | ||
| 30 | 2025.07.15 20:00 | modify | 9 | 0.10 | 199.241 | 200.441 | 197.741 | ||
| 31 | 2025.07.16 17:10 | sell | 10 | 0.10 | 198.619 | 0.000 | 0.000 | ||
| 32 | 2025.07.16 17:10 | modify | 10 | 0.10 | 198.619 | 199.166 | 197.741 | ||
| 33 | 2025.07.16 17:10 | sell | 11 | 0.10 | 198.619 | 0.000 | 0.000 | ||
| 34 | 2025.07.16 17:10 | modify | 11 | 0.10 | 198.619 | 198.866 | 197.741 | ||
| 35 | 2025.07.16 17:10 | modify | 9 | 0.10 | 199.241 | 198.866 | 197.741 | ||
| 36 | 2025.07.16 17:15 | modify | 10 | 0.10 | 198.619 | 198.866 | 197.741 | ||
| 37 | 2025.07.16 19:20 | sell | 12 | 0.10 | 198.407 | 0.000 | 0.000 | ||
| 38 | 2025.07.16 19:20 | modify | 12 | 0.10 | 198.407 | 198.641 | 197.741 | ||
| 39 | 2025.07.16 19:20 | modify | 11 | 0.10 | 198.619 | 198.641 | 197.741 | ||
| 40 | 2025.07.16 19:20 | modify | 10 | 0.10 | 198.619 | 198.641 | 197.741 | ||
| 41 | 2025.07.16 19:20 | modify | 9 | 0.10 | 199.241 | 198.641 | 197.741 | ||
| 42 | 2025.07.17 00:20 | s/l | 9 | 0.10 | 198.641 | 198.641 | 197.741 | 31.36 | 1240.14 |
| 43 | 2025.07.17 00:20 | s/l | 10 | 0.10 | 198.641 | 198.641 | 197.741 | -6.28 | 1233.87 |
| 44 | 2025.07.17 00:20 | s/l | 11 | 0.10 | 198.641 | 198.641 | 197.741 | -6.28 | 1227.59 |
| 45 | 2025.07.17 00:20 | s/l | 12 | 0.10 | 198.641 | 198.641 | 197.741 | -19.66 | 1207.93 |
| 46 | 2025.10.01 12:00 | buy | 13 | 0.10 | 198.220 | 0.000 | 0.000 | ||
| 47 | 2025.10.01 12:00 | modify | 13 | 0.10 | 198.220 | 197.020 | 199.720 | ||
| 48 | 2025.10.03 16:55 | buy | 14 | 0.10 | 198.837 | 0.000 | 0.000 | ||
| 49 | 2025.10.03 16:55 | modify | 14 | 0.10 | 198.837 | 198.295 | 199.720 | ||
| 50 | 2025.10.03 16:55 | buy | 15 | 0.10 | 198.837 | 0.000 | 0.000 | ||
| 51 | 2025.10.03 16:55 | modify | 15 | 0.10 | 198.837 | 198.595 | 199.720 | ||
| 52 | 2025.10.03 16:55 | modify | 13 | 0.10 | 198.220 | 198.595 | 199.720 | ||
| 53 | 2025.10.03 17:00 | modify | 14 | 0.10 | 198.837 | 198.595 | 199.720 | ||
| 54 | 2025.10.05 21:00 | t/p | 13 | 0.10 | 199.720 | 198.595 | 199.720 | 96.81 | 1304.75 |
| 55 | 2025.10.05 21:00 | t/p | 14 | 0.10 | 199.720 | 198.595 | 199.720 | 55.74 | 1360.49 |
| 56 | 2025.10.05 21:00 | t/p | 15 | 0.10 | 199.720 | 198.595 | 199.720 | 55.74 | 1416.23 |
| 57 | 2025.10.29 12:00 | buy | 16 | 0.10 | 201.255 | 0.000 | 0.000 | ||
| 58 | 2025.10.29 12:00 | modify | 16 | 0.10 | 201.255 | 200.055 | 202.755 | ||
| 59 | 2025.10.30 05:30 | buy | 17 | 0.10 | 202.087 | 0.000 | 0.000 | ||
| 60 | 2025.10.30 05:30 | modify | 17 | 0.10 | 202.087 | 201.855 | 202.755 | ||
| 61 | 2025.10.30 05:30 | modify | 16 | 0.10 | 201.255 | 201.855 | 202.755 | ||
| 62 | 2025.10.30 08:06 | t/p | 16 | 0.10 | 202.755 | 201.855 | 202.755 | 96.28 | 1512.51 |
| 63 | 2025.10.30 08:06 | t/p | 17 | 0.10 | 202.755 | 201.855 | 202.755 | 42.17 | 1554.68 |
| 64 | 2026.01.13 12:00 | sell | 18 | 0.10 | 214.016 | 0.000 | 0.000 | ||
| 65 | 2026.01.13 12:00 | modify | 18 | 0.10 | 214.016 | 215.216 | 212.516 | ||
| 66 | 2026.01.14 11:30 | sell | 19 | 0.10 | 213.388 | 0.000 | 0.000 | ||
| 67 | 2026.01.14 11:30 | modify | 19 | 0.10 | 213.388 | 213.941 | 212.516 | ||
| 68 | 2026.01.14 11:30 | sell | 20 | 0.10 | 213.388 | 0.000 | 0.000 | ||
| 69 | 2026.01.14 11:30 | modify | 20 | 0.10 | 213.388 | 213.641 | 212.516 | ||
| 70 | 2026.01.14 11:30 | modify | 18 | 0.10 | 214.016 | 213.641 | 212.516 | ||
| 71 | 2026.01.14 11:35 | modify | 19 | 0.10 | 213.388 | 213.641 | 212.516 | ||
| 72 | 2026.01.15 08:35 | sell | 21 | 0.10 | 213.175 | 0.000 | 0.000 | ||
| 73 | 2026.01.15 08:35 | modify | 21 | 0.10 | 213.175 | 213.416 | 212.516 | ||
| 74 | 2026.01.15 08:35 | modify | 20 | 0.10 | 213.388 | 213.416 | 212.516 | ||
| 75 | 2026.01.15 08:35 | modify | 19 | 0.10 | 213.388 | 213.416 | 212.516 | ||
| 76 | 2026.01.15 08:35 | modify | 18 | 0.10 | 214.016 | 213.416 | 212.516 | ||
| 77 | 2026.01.15 13:30 | t/p | 18 | 0.10 | 212.516 | 213.416 | 212.516 | 88.17 | 1642.85 |
| 78 | 2026.01.15 13:30 | t/p | 19 | 0.10 | 212.516 | 213.416 | 212.516 | 50.15 | 1693.00 |
| 79 | 2026.01.15 13:30 | t/p | 20 | 0.10 | 212.516 | 213.416 | 212.516 | 50.15 | 1743.16 |
| 80 | 2026.01.15 13:30 | t/p | 21 | 0.10 | 212.516 | 213.416 | 212.516 | 41.60 | 1784.76 |
| 81 | 2026.01.16 08:00 | buy | 22 | 0.10 | 211.833 | 0.000 | 0.000 | ||
| 82 | 2026.01.16 08:00 | modify | 22 | 0.10 | 211.833 | 210.633 | 213.333 | ||
| 83 | 2026.01.20 04:50 | buy | 23 | 0.10 | 212.451 | 0.000 | 0.000 | ||
| 84 | 2026.01.20 04:50 | modify | 23 | 0.10 | 212.451 | 211.908 | 213.333 | ||
| 85 | 2026.01.20 04:50 | buy | 24 | 0.10 | 212.451 | 0.000 | 0.000 | ||
| 86 | 2026.01.20 04:50 | modify | 24 | 0.10 | 212.451 | 212.208 | 213.333 | ||
| 87 | 2026.01.20 04:50 | modify | 22 | 0.10 | 211.833 | 212.208 | 213.333 | ||
| 88 | 2026.01.20 04:55 | modify | 23 | 0.10 | 212.451 | 212.208 | 213.333 | ||
| 89 | 2026.01.20 07:40 | t/p | 22 | 0.10 | 213.333 | 212.208 | 213.333 | 95.75 | 1880.51 |
| 90 | 2026.01.20 07:40 | t/p | 23 | 0.10 | 213.333 | 212.208 | 213.333 | 55.68 | 1936.19 |
| 91 | 2026.01.20 07:40 | t/p | 24 | 0.10 | 213.333 | 212.208 | 213.333 | 55.68 | 1991.87 |
| 92 | 2026.02.17 12:00 | buy | 25 | 0.10 | 207.757 | 0.000 | 0.000 | ||
| 93 | 2026.02.17 12:00 | modify | 25 | 0.10 | 207.757 | 206.557 | 209.257 | ||
| 94 | 2026.02.18 07:30 | buy | 26 | 0.10 | 208.365 | 0.000 | 0.000 | ||
| 95 | 2026.02.18 07:30 | modify | 26 | 0.10 | 208.365 | 207.832 | 209.257 | ||
| 96 | 2026.02.18 07:30 | buy | 27 | 0.10 | 208.365 | 0.000 | 0.000 | ||
| 97 | 2026.02.18 07:30 | modify | 27 | 0.10 | 208.365 | 208.132 | 209.257 | ||
| 98 | 2026.02.18 07:30 | modify | 25 | 0.10 | 207.757 | 208.132 | 209.257 | ||
| 99 | 2026.02.18 07:35 | modify | 26 | 0.10 | 208.365 | 208.132 | 209.257 | ||
| 100 | 2026.02.18 08:40 | buy | 28 | 0.10 | 208.609 | 0.000 | 0.000 | ||
| 101 | 2026.02.18 08:40 | modify | 28 | 0.10 | 208.609 | 208.357 | 209.257 | ||
| 102 | 2026.02.18 08:40 | modify | 27 | 0.10 | 208.365 | 208.357 | 209.257 | ||
| 103 | 2026.02.18 08:40 | modify | 26 | 0.10 | 208.365 | 208.357 | 209.257 | ||
| 104 | 2026.02.18 08:40 | modify | 25 | 0.10 | 207.757 | 208.357 | 209.257 | ||
| 105 | 2026.02.19 03:20 | t/p | 25 | 0.10 | 209.257 | 208.357 | 209.257 | 96.81 | 2088.68 |
| 106 | 2026.02.19 03:20 | t/p | 26 | 0.10 | 209.257 | 208.357 | 209.257 | 57.90 | 2146.59 |
| 107 | 2026.02.19 03:20 | t/p | 27 | 0.10 | 209.257 | 208.357 | 209.257 | 57.90 | 2204.49 |
| 108 | 2026.02.19 03:20 | t/p | 28 | 0.10 | 209.257 | 208.357 | 209.257 | 42.50 | 2246.99 |
| 109 | 2026.02.25 16:00 | sell | 29 | 0.10 | 211.622 | 0.000 | 0.000 | ||
| 110 | 2026.02.25 16:00 | modify | 29 | 0.10 | 211.622 | 212.822 | 210.122 | ||
| 111 | 2026.02.26 16:40 | sell | 30 | 0.10 | 210.778 | 0.000 | 0.000 | ||
| 112 | 2026.02.26 16:40 | modify | 30 | 0.10 | 210.778 | 211.022 | 210.122 | ||
| 113 | 2026.02.26 16:40 | modify | 29 | 0.10 | 211.622 | 211.022 | 210.122 | ||
| 114 | 2026.02.27 00:40 | t/p | 29 | 0.10 | 210.122 | 211.022 | 210.122 | 88.17 | 2335.16 |
| 115 | 2026.02.27 00:40 | t/p | 30 | 0.10 | 210.122 | 211.022 | 210.122 | 39.78 | 2374.94 |