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=2; RSIHelp="------------------------------------"; RSI_Period=6; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=20; 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=35; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 63.66 | Gross profit | 566.33 | Gross loss | -502.67 |
| Profit factor | 1.13 | Expected payoff | 3.18 | ||
| Absolute drawdown | 59.20 | Maximal drawdown | 226.63 (19.41%) | Relative drawdown | 19.41% (226.63) |
| Total trades | 20 | Short positions (won %) | 13 (46.15%) | Long positions (won %) | 7 (57.14%) |
| Profit trades (% of total) | 10 (50.00%) | Loss trades (% of total) | 10 (50.00%) | ||
| Largest | profit trade | 94.77 | loss trade | -110.68 | |
| Average | profit trade | 56.63 | loss trade | -50.27 | |
| Maximum | consecutive wins (profit in money) | 3 (219.67) | consecutive losses (loss in money) | 2 (-125.82) | |
| Maximal | consecutive profit (count of wins) | 219.67 (3) | consecutive loss (count of losses) | -125.82 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.05.02 00:00 | sell | 1 | 0.10 | 164.263 | 0.000 | 0.000 | ||
| 2 | 2025.05.02 00:00 | modify | 1 | 0.10 | 164.263 | 165.763 | 162.763 | ||
| 3 | 2025.05.05 20:00 | t/p | 1 | 0.10 | 162.763 | 165.763 | 162.763 | 93.94 | 1093.94 |
| 4 | 2025.06.23 12:00 | sell | 2 | 0.10 | 169.325 | 0.000 | 0.000 | ||
| 5 | 2025.06.23 12:00 | modify | 2 | 0.10 | 169.325 | 170.825 | 167.825 | ||
| 6 | 2025.07.07 16:00 | s/l | 2 | 0.10 | 170.825 | 170.825 | 167.825 | -104.85 | 989.10 |
| 7 | 2025.07.09 04:00 | sell | 3 | 0.10 | 172.167 | 0.000 | 0.000 | ||
| 8 | 2025.07.09 04:00 | modify | 3 | 0.10 | 172.167 | 173.667 | 170.667 | ||
| 9 | 2025.07.10 16:00 | sell | 4 | 0.10 | 171.175 | 0.000 | 0.000 | ||
| 10 | 2025.07.10 16:00 | modify | 4 | 0.10 | 171.175 | 171.417 | 170.667 | ||
| 11 | 2025.07.10 16:00 | modify | 3 | 0.10 | 172.167 | 171.417 | 170.667 | ||
| 12 | 2025.07.11 04:00 | s/l | 3 | 0.10 | 171.417 | 171.417 | 170.667 | 44.42 | 1033.51 |
| 13 | 2025.07.11 04:00 | s/l | 4 | 0.10 | 171.417 | 171.417 | 170.667 | -16.01 | 1017.51 |
| 14 | 2025.07.30 08:00 | buy | 5 | 0.10 | 171.116 | 0.000 | 0.000 | ||
| 15 | 2025.07.30 08:00 | modify | 5 | 0.10 | 171.116 | 169.616 | 172.616 | ||
| 16 | 2025.08.07 04:00 | buy | 6 | 0.10 | 172.101 | 0.000 | 0.000 | ||
| 17 | 2025.08.07 04:00 | modify | 6 | 0.10 | 172.101 | 171.866 | 172.616 | ||
| 18 | 2025.08.07 04:00 | modify | 5 | 0.10 | 171.116 | 171.866 | 172.616 | ||
| 19 | 2025.08.07 08:00 | s/l | 5 | 0.10 | 171.866 | 171.866 | 172.616 | 48.38 | 1065.89 |
| 20 | 2025.08.07 08:00 | s/l | 6 | 0.10 | 171.866 | 171.866 | 172.616 | -14.83 | 1051.06 |
| 21 | 2025.08.14 12:00 | buy | 7 | 0.10 | 171.253 | 0.000 | 0.000 | ||
| 22 | 2025.08.14 12:00 | modify | 7 | 0.10 | 171.253 | 169.753 | 172.753 | ||
| 23 | 2025.08.20 00:00 | buy | 8 | 0.10 | 172.018 | 0.000 | 0.000 | ||
| 24 | 2025.08.20 00:00 | modify | 8 | 0.10 | 172.018 | 171.778 | 172.753 | ||
| 25 | 2025.08.20 00:00 | modify | 7 | 0.10 | 171.253 | 171.778 | 172.753 | ||
| 26 | 2025.08.20 04:00 | s/l | 7 | 0.10 | 171.778 | 171.778 | 172.753 | 33.56 | 1084.61 |
| 27 | 2025.08.20 04:00 | s/l | 8 | 0.10 | 171.778 | 171.778 | 172.753 | -15.14 | 1069.47 |
| 28 | 2025.09.02 12:00 | sell | 9 | 0.10 | 173.090 | 0.000 | 0.000 | ||
| 29 | 2025.09.02 12:00 | modify | 9 | 0.10 | 173.090 | 174.590 | 171.590 | ||
| 30 | 2025.09.24 08:00 | s/l | 9 | 0.10 | 174.590 | 174.590 | 171.590 | -110.68 | 958.79 |
| 31 | 2025.10.02 00:00 | buy | 10 | 0.10 | 172.632 | 0.000 | 0.000 | ||
| 32 | 2025.10.02 00:00 | modify | 10 | 0.10 | 172.632 | 171.132 | 174.132 | ||
| 33 | 2025.10.05 20:00 | t/p | 10 | 0.10 | 174.132 | 171.132 | 174.132 | 94.77 | 1053.57 |
| 34 | 2025.10.08 04:00 | sell | 11 | 0.10 | 177.161 | 0.000 | 0.000 | ||
| 35 | 2025.10.08 04:00 | modify | 11 | 0.10 | 177.161 | 178.661 | 175.661 | ||
| 36 | 2025.10.12 20:00 | t/p | 11 | 0.10 | 175.661 | 178.661 | 175.661 | 91.76 | 1145.33 |
| 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 | 174.894 | 177.894 | ||
| 39 | 2025.11.05 16:00 | buy | 13 | 0.10 | 177.158 | 0.000 | 0.000 | ||
| 40 | 2025.11.05 16:00 | modify | 13 | 0.10 | 177.158 | 176.919 | 177.894 | ||
| 41 | 2025.11.05 16:00 | modify | 12 | 0.10 | 176.394 | 176.919 | 177.894 | ||
| 42 | 2025.11.05 20:00 | s/l | 12 | 0.10 | 176.919 | 176.919 | 177.894 | 33.14 | 1178.47 |
| 43 | 2025.11.05 20:00 | s/l | 13 | 0.10 | 176.919 | 176.919 | 177.894 | -15.09 | 1163.38 |
| 44 | 2025.11.13 12:00 | sell | 14 | 0.10 | 179.599 | 0.000 | 0.000 | ||
| 45 | 2025.11.13 12:00 | modify | 14 | 0.10 | 179.599 | 181.099 | 178.099 | ||
| 46 | 2025.11.20 00:00 | s/l | 14 | 0.10 | 181.099 | 181.099 | 178.099 | -99.76 | 1063.61 |
| 47 | 2025.12.10 00:00 | sell | 15 | 0.10 | 182.330 | 0.000 | 0.000 | ||
| 48 | 2025.12.10 00:00 | modify | 15 | 0.10 | 182.330 | 183.830 | 180.830 | ||
| 49 | 2025.12.11 04:00 | sell | 16 | 0.10 | 182.019 | 0.000 | 0.000 | ||
| 50 | 2025.12.11 04:00 | modify | 16 | 0.10 | 182.019 | 182.180 | 180.830 | ||
| 51 | 2025.12.11 04:00 | modify | 15 | 0.10 | 182.330 | 182.180 | 180.830 | ||
| 52 | 2025.12.11 08:00 | s/l | 15 | 0.10 | 182.180 | 182.180 | 180.830 | 7.29 | 1070.90 |
| 53 | 2025.12.11 08:00 | s/l | 16 | 0.10 | 182.180 | 182.180 | 180.830 | -10.16 | 1060.74 |
| 54 | 2025.12.22 00:00 | sell | 17 | 0.10 | 184.570 | 0.000 | 0.000 | ||
| 55 | 2025.12.22 00:00 | modify | 17 | 0.10 | 184.570 | 186.070 | 183.070 | ||
| 56 | 2025.12.24 04:00 | sell | 18 | 0.10 | 183.797 | 0.000 | 0.000 | ||
| 57 | 2025.12.24 04:00 | modify | 18 | 0.10 | 183.797 | 184.045 | 183.070 | ||
| 58 | 2025.12.24 04:00 | modify | 17 | 0.10 | 184.570 | 184.045 | 183.070 | ||
| 59 | 2025.12.26 04:00 | s/l | 17 | 0.10 | 184.045 | 184.045 | 183.070 | 28.76 | 1089.50 |
| 60 | 2025.12.26 04:00 | s/l | 18 | 0.10 | 184.045 | 184.045 | 183.070 | -18.57 | 1070.93 |
| 61 | 2026.01.12 12:00 | sell | 19 | 0.10 | 184.400 | 0.000 | 0.000 | ||
| 62 | 2026.01.12 12:00 | modify | 19 | 0.10 | 184.400 | 185.900 | 182.900 | ||
| 63 | 2026.01.18 20:00 | t/p | 19 | 0.10 | 182.900 | 185.900 | 182.900 | 90.30 | 1161.24 |
| 64 | 2026.02.19 08:00 | sell | 20 | 0.10 | 182.889 | 0.000 | 0.000 | ||
| 65 | 2026.02.19 08:00 | modify | 20 | 0.10 | 182.889 | 184.389 | 181.389 | ||
| 66 | 2026.02.25 12:00 | s/l | 20 | 0.10 | 184.389 | 184.389 | 181.389 | -97.58 | 1063.66 |