Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1460)
| Symbol | USDJPY (US Dollar 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=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; 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=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; 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=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 | 79133 | Modelling quality | n/a |
| Mismatched charts errors | 8 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1635.56 | Gross profit | 1741.58 | Gross loss | -106.02 |
| Profit factor | 16.43 | Expected payoff | 45.43 | ||
| Absolute drawdown | 10.20 | Maximal drawdown | 170.09 (10.04%) | Relative drawdown | 10.04% (170.09) |
| Total trades | 36 | Short positions (won %) | 26 (80.77%) | Long positions (won %) | 10 (70.00%) |
| Profit trades (% of total) | 28 (77.78%) | Loss trades (% of total) | 8 (22.22%) | ||
| Largest | profit trade | 105.67 | loss trade | -20.60 | |
| Average | profit trade | 62.20 | loss trade | -13.25 | |
| Maximum | consecutive wins (profit in money) | 13 (880.62) | consecutive losses (loss in money) | 3 (-38.29) | |
| Maximal | consecutive profit (count of wins) | 880.62 (13) | consecutive loss (count of losses) | -38.29 (3) | |
| Average | consecutive wins | 7 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.04.22 08:00 | buy | 1 | 0.10 | 140.312 | 0.000 | 0.000 | ||
| 2 | 2025.04.22 08:00 | modify | 1 | 0.10 | 140.312 | 138.812 | 141.812 | ||
| 3 | 2025.04.22 14:05 | buy | 2 | 0.10 | 140.924 | 0.000 | 0.000 | ||
| 4 | 2025.04.22 14:05 | modify | 2 | 0.10 | 140.924 | 140.387 | 141.812 | ||
| 5 | 2025.04.22 14:05 | modify | 1 | 0.10 | 140.312 | 140.387 | 141.812 | ||
| 6 | 2025.04.22 21:20 | t/p | 1 | 0.10 | 141.812 | 140.387 | 141.812 | 105.67 | 1105.67 |
| 7 | 2025.04.22 21:20 | t/p | 2 | 0.10 | 141.812 | 140.387 | 141.812 | 62.56 | 1168.23 |
| 8 | 2025.05.12 12:00 | sell | 3 | 0.10 | 147.880 | 0.000 | 0.000 | ||
| 9 | 2025.05.12 12:00 | modify | 3 | 0.10 | 147.880 | 149.380 | 146.380 | ||
| 10 | 2025.05.14 00:40 | sell | 4 | 0.10 | 147.278 | 0.000 | 0.000 | ||
| 11 | 2025.05.14 00:40 | modify | 4 | 0.10 | 147.278 | 147.805 | 146.380 | ||
| 12 | 2025.05.14 00:40 | modify | 3 | 0.10 | 147.880 | 147.805 | 146.380 | ||
| 13 | 2025.05.14 01:50 | sell | 5 | 0.10 | 147.039 | 0.000 | 0.000 | ||
| 14 | 2025.05.14 01:50 | modify | 5 | 0.10 | 147.039 | 147.355 | 146.380 | ||
| 15 | 2025.05.14 01:50 | modify | 4 | 0.10 | 147.278 | 147.355 | 146.380 | ||
| 16 | 2025.05.14 01:50 | modify | 3 | 0.10 | 147.880 | 147.355 | 146.380 | ||
| 17 | 2025.05.14 02:30 | sell | 6 | 0.10 | 147.182 | 0.000 | 0.000 | ||
| 18 | 2025.05.14 02:30 | modify | 6 | 0.10 | 147.182 | 147.430 | 146.380 | ||
| 19 | 2025.05.14 02:35 | modify | 6 | 0.10 | 147.182 | 147.355 | 146.380 | ||
| 20 | 2025.05.14 08:40 | t/p | 3 | 0.10 | 146.380 | 147.355 | 146.380 | 100.15 | 1268.38 |
| 21 | 2025.05.14 08:40 | t/p | 4 | 0.10 | 146.380 | 147.355 | 146.380 | 61.45 | 1329.83 |
| 22 | 2025.05.14 08:40 | t/p | 5 | 0.10 | 146.380 | 147.355 | 146.380 | 45.09 | 1374.92 |
| 23 | 2025.05.14 08:40 | t/p | 6 | 0.10 | 146.380 | 147.355 | 146.380 | 54.88 | 1429.80 |
| 24 | 2025.06.02 16:00 | buy | 7 | 0.10 | 142.802 | 0.000 | 0.000 | ||
| 25 | 2025.06.02 16:00 | modify | 7 | 0.10 | 142.802 | 141.302 | 144.302 | ||
| 26 | 2025.06.03 13:10 | buy | 8 | 0.10 | 143.410 | 0.000 | 0.000 | ||
| 27 | 2025.06.03 13:10 | modify | 8 | 0.10 | 143.410 | 142.877 | 144.302 | ||
| 28 | 2025.06.03 13:10 | modify | 7 | 0.10 | 142.802 | 142.877 | 144.302 | ||
| 29 | 2025.06.03 13:20 | buy | 9 | 0.10 | 143.487 | 0.000 | 0.000 | ||
| 30 | 2025.06.03 13:20 | modify | 9 | 0.10 | 143.487 | 143.252 | 144.302 | ||
| 31 | 2025.06.03 13:20 | modify | 8 | 0.10 | 143.410 | 143.252 | 144.302 | ||
| 32 | 2025.06.03 13:20 | modify | 7 | 0.10 | 142.802 | 143.252 | 144.302 | ||
| 33 | 2025.06.03 13:40 | buy | 10 | 0.10 | 143.642 | 0.000 | 0.000 | ||
| 34 | 2025.06.03 13:40 | modify | 10 | 0.10 | 143.642 | 143.327 | 144.302 | ||
| 35 | 2025.06.03 13:40 | modify | 9 | 0.10 | 143.487 | 143.327 | 144.302 | ||
| 36 | 2025.06.03 13:40 | modify | 8 | 0.10 | 143.410 | 143.327 | 144.302 | ||
| 37 | 2025.06.03 13:40 | modify | 7 | 0.10 | 142.802 | 143.327 | 144.302 | ||
| 38 | 2025.06.04 05:05 | t/p | 7 | 0.10 | 144.302 | 143.327 | 144.302 | 104.28 | 1534.08 |
| 39 | 2025.06.04 05:05 | t/p | 8 | 0.10 | 144.302 | 143.327 | 144.302 | 61.98 | 1596.06 |
| 40 | 2025.06.04 05:05 | t/p | 9 | 0.10 | 144.302 | 143.327 | 144.302 | 56.64 | 1652.70 |
| 41 | 2025.06.04 05:05 | t/p | 10 | 0.10 | 144.302 | 143.327 | 144.302 | 45.91 | 1698.61 |
| 42 | 2025.07.16 00:00 | sell | 11 | 0.10 | 148.781 | 0.000 | 0.000 | ||
| 43 | 2025.07.16 00:00 | modify | 11 | 0.10 | 148.781 | 150.281 | 147.281 | ||
| 44 | 2025.07.16 15:20 | sell | 12 | 0.10 | 147.928 | 0.000 | 0.000 | ||
| 45 | 2025.07.16 15:20 | modify | 12 | 0.10 | 147.928 | 148.256 | 147.281 | ||
| 46 | 2025.07.16 15:20 | modify | 11 | 0.10 | 148.781 | 148.256 | 147.281 | ||
| 47 | 2025.07.16 15:40 | t/p | 11 | 0.10 | 147.281 | 148.256 | 147.281 | 102.09 | 1800.70 |
| 48 | 2025.07.16 15:40 | t/p | 12 | 0.10 | 147.281 | 148.256 | 147.281 | 44.04 | 1844.74 |
| 49 | 2025.08.14 08:00 | buy | 13 | 0.10 | 146.581 | 0.000 | 0.000 | ||
| 50 | 2025.08.14 08:00 | modify | 13 | 0.10 | 146.581 | 145.081 | 148.081 | ||
| 51 | 2025.08.14 13:20 | buy | 14 | 0.10 | 147.190 | 0.000 | 0.000 | ||
| 52 | 2025.08.14 13:20 | modify | 14 | 0.10 | 147.190 | 146.656 | 148.081 | ||
| 53 | 2025.08.14 13:20 | modify | 13 | 0.10 | 146.581 | 146.656 | 148.081 | ||
| 54 | 2025.08.15 01:45 | buy | 15 | 0.10 | 147.285 | 0.000 | 0.000 | ||
| 55 | 2025.08.15 01:45 | modify | 15 | 0.10 | 147.285 | 147.031 | 148.081 | ||
| 56 | 2025.08.15 01:45 | modify | 14 | 0.10 | 147.190 | 147.031 | 148.081 | ||
| 57 | 2025.08.15 01:45 | modify | 13 | 0.10 | 146.581 | 147.031 | 148.081 | ||
| 58 | 2025.08.15 02:05 | buy | 16 | 0.10 | 147.409 | 0.000 | 0.000 | ||
| 59 | 2025.08.15 02:05 | modify | 16 | 0.10 | 147.409 | 147.106 | 148.081 | ||
| 60 | 2025.08.15 02:05 | modify | 15 | 0.10 | 147.285 | 147.106 | 148.081 | ||
| 61 | 2025.08.15 02:05 | modify | 14 | 0.10 | 147.190 | 147.106 | 148.081 | ||
| 62 | 2025.08.15 02:05 | modify | 13 | 0.10 | 146.581 | 147.106 | 148.081 | ||
| 63 | 2025.08.15 05:05 | s/l | 13 | 0.10 | 147.106 | 147.106 | 148.081 | 35.89 | 1880.62 |
| 64 | 2025.08.15 05:05 | s/l | 14 | 0.10 | 147.106 | 147.106 | 148.081 | -5.52 | 1875.10 |
| 65 | 2025.08.15 05:05 | s/l | 15 | 0.10 | 147.106 | 147.106 | 148.081 | -12.17 | 1862.93 |
| 66 | 2025.08.15 05:05 | s/l | 16 | 0.10 | 147.106 | 147.106 | 148.081 | -20.60 | 1842.33 |
| 67 | 2025.08.22 08:00 | sell | 17 | 0.10 | 148.602 | 0.000 | 0.000 | ||
| 68 | 2025.08.22 08:00 | modify | 17 | 0.10 | 148.602 | 150.102 | 147.102 | ||
| 69 | 2025.08.22 14:33 | t/p | 17 | 0.10 | 147.102 | 150.102 | 147.102 | 102.16 | 1944.49 |
| 70 | 2025.09.02 12:00 | sell | 18 | 0.10 | 148.619 | 0.000 | 0.000 | ||
| 71 | 2025.09.02 12:00 | modify | 18 | 0.10 | 148.619 | 150.119 | 147.119 | ||
| 72 | 2025.09.02 14:33 | sell | 19 | 0.10 | 147.936 | 0.000 | 0.000 | ||
| 73 | 2025.09.02 14:33 | modify | 19 | 0.10 | 147.936 | 148.169 | 147.119 | ||
| 74 | 2025.09.02 14:33 | modify | 18 | 0.10 | 148.619 | 148.169 | 147.119 | ||
| 75 | 2025.09.02 15:20 | s/l | 18 | 0.10 | 148.169 | 148.169 | 147.119 | 30.36 | 1974.85 |
| 76 | 2025.09.02 15:20 | s/l | 19 | 0.10 | 148.169 | 148.169 | 147.119 | -15.72 | 1959.13 |
| 77 | 2025.09.25 00:00 | sell | 20 | 0.10 | 148.783 | 0.000 | 0.000 | ||
| 78 | 2025.09.25 00:00 | modify | 20 | 0.10 | 148.783 | 150.283 | 147.283 | ||
| 79 | 2025.09.30 06:30 | sell | 21 | 0.10 | 148.160 | 0.000 | 0.000 | ||
| 80 | 2025.09.30 06:30 | modify | 21 | 0.10 | 148.160 | 148.708 | 147.283 | ||
| 81 | 2025.09.30 06:30 | modify | 20 | 0.10 | 148.783 | 148.708 | 147.283 | ||
| 82 | 2025.09.30 07:20 | sell | 22 | 0.10 | 148.090 | 0.000 | 0.000 | ||
| 83 | 2025.09.30 07:20 | modify | 22 | 0.10 | 148.090 | 148.333 | 147.283 | ||
| 84 | 2025.09.30 07:20 | modify | 21 | 0.10 | 148.160 | 148.333 | 147.283 | ||
| 85 | 2025.09.30 07:20 | modify | 20 | 0.10 | 148.783 | 148.333 | 147.283 | ||
| 86 | 2025.09.30 07:40 | sell | 23 | 0.10 | 147.940 | 0.000 | 0.000 | ||
| 87 | 2025.09.30 07:40 | modify | 23 | 0.10 | 147.940 | 148.258 | 147.283 | ||
| 88 | 2025.09.30 07:40 | modify | 22 | 0.10 | 148.090 | 148.258 | 147.283 | ||
| 89 | 2025.09.30 07:40 | modify | 21 | 0.10 | 148.160 | 148.258 | 147.283 | ||
| 90 | 2025.09.30 07:40 | modify | 20 | 0.10 | 148.783 | 148.258 | 147.283 | ||
| 91 | 2025.10.01 06:33 | t/p | 20 | 0.10 | 147.283 | 148.258 | 147.283 | 96.94 | 2056.07 |
| 92 | 2025.10.01 06:33 | t/p | 21 | 0.10 | 147.283 | 148.258 | 147.283 | 58.34 | 2114.41 |
| 93 | 2025.10.01 06:33 | t/p | 22 | 0.10 | 147.283 | 148.258 | 147.283 | 53.59 | 2168.00 |
| 94 | 2025.10.01 06:33 | t/p | 23 | 0.10 | 147.283 | 148.258 | 147.283 | 43.40 | 2211.39 |
| 95 | 2025.11.20 00:00 | sell | 24 | 0.10 | 156.998 | 0.000 | 0.000 | ||
| 96 | 2025.11.20 00:00 | modify | 24 | 0.10 | 156.998 | 158.498 | 155.498 | ||
| 97 | 2025.11.21 15:30 | sell | 25 | 0.10 | 156.388 | 0.000 | 0.000 | ||
| 98 | 2025.11.21 15:30 | modify | 25 | 0.10 | 156.388 | 156.923 | 155.498 | ||
| 99 | 2025.11.21 15:30 | modify | 24 | 0.10 | 156.998 | 156.923 | 155.498 | ||
| 100 | 2025.11.21 20:15 | sell | 26 | 0.10 | 156.319 | 0.000 | 0.000 | ||
| 101 | 2025.11.21 20:15 | modify | 26 | 0.10 | 156.319 | 156.548 | 155.498 | ||
| 102 | 2025.11.21 20:15 | modify | 25 | 0.10 | 156.388 | 156.548 | 155.498 | ||
| 103 | 2025.11.21 20:15 | modify | 24 | 0.10 | 156.998 | 156.548 | 155.498 | ||
| 104 | 2025.11.23 22:20 | s/l | 24 | 0.10 | 156.548 | 156.548 | 155.498 | 27.50 | 2238.89 |
| 105 | 2025.11.23 22:20 | s/l | 25 | 0.10 | 156.548 | 156.548 | 155.498 | -10.22 | 2228.67 |
| 106 | 2025.11.23 22:20 | s/l | 26 | 0.10 | 156.548 | 156.548 | 155.498 | -14.63 | 2214.04 |
| 107 | 2025.12.10 00:00 | sell | 27 | 0.10 | 156.805 | 0.000 | 0.000 | ||
| 108 | 2025.12.10 00:00 | modify | 27 | 0.10 | 156.805 | 158.305 | 155.305 | ||
| 109 | 2025.12.10 19:40 | sell | 28 | 0.10 | 156.101 | 0.000 | 0.000 | ||
| 110 | 2025.12.10 19:40 | modify | 28 | 0.10 | 156.101 | 156.355 | 155.305 | ||
| 111 | 2025.12.10 19:40 | modify | 27 | 0.10 | 156.805 | 156.355 | 155.305 | ||
| 112 | 2025.12.10 22:20 | sell | 29 | 0.10 | 155.951 | 0.000 | 0.000 | ||
| 113 | 2025.12.10 22:20 | modify | 29 | 0.10 | 155.951 | 156.280 | 155.305 | ||
| 114 | 2025.12.10 22:20 | modify | 28 | 0.10 | 156.101 | 156.280 | 155.305 | ||
| 115 | 2025.12.10 22:20 | modify | 27 | 0.10 | 156.805 | 156.280 | 155.305 | ||
| 116 | 2025.12.11 13:40 | t/p | 27 | 0.10 | 155.305 | 156.280 | 155.305 | 92.89 | 2306.93 |
| 117 | 2025.12.11 13:40 | t/p | 28 | 0.10 | 155.305 | 156.280 | 155.305 | 47.54 | 2354.47 |
| 118 | 2025.12.11 13:40 | t/p | 29 | 0.10 | 155.305 | 156.280 | 155.305 | 37.88 | 2392.35 |
| 119 | 2025.12.22 00:00 | sell | 30 | 0.10 | 157.623 | 0.000 | 0.000 | ||
| 120 | 2025.12.22 00:00 | modify | 30 | 0.10 | 157.623 | 159.123 | 156.123 | ||
| 121 | 2025.12.22 14:30 | sell | 31 | 0.10 | 157.022 | 0.000 | 0.000 | ||
| 122 | 2025.12.22 14:30 | modify | 31 | 0.10 | 157.022 | 157.548 | 156.123 | ||
| 123 | 2025.12.22 14:30 | modify | 30 | 0.10 | 157.623 | 157.548 | 156.123 | ||
| 124 | 2025.12.22 14:50 | sell | 32 | 0.10 | 156.937 | 0.000 | 0.000 | ||
| 125 | 2025.12.22 14:50 | modify | 32 | 0.10 | 156.937 | 157.173 | 156.123 | ||
| 126 | 2025.12.22 14:50 | modify | 31 | 0.10 | 157.022 | 157.173 | 156.123 | ||
| 127 | 2025.12.22 14:50 | modify | 30 | 0.10 | 157.623 | 157.173 | 156.123 | ||
| 128 | 2025.12.22 17:30 | sell | 33 | 0.10 | 156.791 | 0.000 | 0.000 | ||
| 129 | 2025.12.22 17:30 | modify | 33 | 0.10 | 156.791 | 157.098 | 156.123 | ||
| 130 | 2025.12.22 17:30 | modify | 32 | 0.10 | 156.937 | 157.098 | 156.123 | ||
| 131 | 2025.12.22 17:30 | modify | 31 | 0.10 | 157.022 | 157.098 | 156.123 | ||
| 132 | 2025.12.22 17:30 | modify | 30 | 0.10 | 157.623 | 157.098 | 156.123 | ||
| 133 | 2025.12.23 04:20 | t/p | 30 | 0.10 | 156.123 | 157.098 | 156.123 | 94.87 | 2487.22 |
| 134 | 2025.12.23 04:20 | t/p | 31 | 0.10 | 156.123 | 157.098 | 156.123 | 56.36 | 2543.58 |
| 135 | 2025.12.23 04:20 | t/p | 32 | 0.10 | 156.123 | 157.098 | 156.123 | 50.91 | 2594.49 |
| 136 | 2025.12.23 04:20 | t/p | 33 | 0.10 | 156.123 | 157.098 | 156.123 | 41.56 | 2636.04 |
| 137 | 2026.02.19 00:00 | sell | 34 | 0.10 | 154.687 | 0.000 | 0.000 | ||
| 138 | 2026.02.19 00:00 | modify | 34 | 0.10 | 154.687 | 156.187 | 153.187 | ||
| 139 | 2026.02.23 00:55 | sell | 35 | 0.10 | 154.059 | 0.000 | 0.000 | ||
| 140 | 2026.02.23 00:55 | modify | 35 | 0.10 | 154.059 | 154.612 | 153.187 | ||
| 141 | 2026.02.23 00:55 | modify | 34 | 0.10 | 154.687 | 154.612 | 153.187 | ||
| 142 | 2026.02.23 01:15 | sell | 36 | 0.10 | 153.996 | 0.000 | 0.000 | ||
| 143 | 2026.02.23 01:15 | modify | 36 | 0.10 | 153.996 | 154.237 | 153.187 | ||
| 144 | 2026.02.23 01:15 | modify | 35 | 0.10 | 154.059 | 154.237 | 153.187 | ||
| 145 | 2026.02.23 01:15 | modify | 34 | 0.10 | 154.687 | 154.237 | 153.187 | ||
| 146 | 2026.02.23 01:40 | s/l | 34 | 0.10 | 154.237 | 154.237 | 153.187 | 26.67 | 2662.72 |
| 147 | 2026.02.23 01:40 | s/l | 35 | 0.10 | 154.237 | 154.237 | 153.187 | -11.54 | 2651.18 |
| 148 | 2026.02.23 01:40 | s/l | 36 | 0.10 | 154.237 | 154.237 | 153.187 | -15.62 | 2635.56 |