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=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 | 79441 | Modelling quality | n/a |
| Mismatched charts errors | 12 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 837.94 | Gross profit | 974.91 | Gross loss | -136.97 |
| Profit factor | 7.12 | Expected payoff | 22.05 | ||
| Absolute drawdown | 25.32 | Maximal drawdown | 140.52 (9.57%) | Relative drawdown | 10.48% (139.23) |
| Total trades | 38 | Short positions (won %) | 26 (69.23%) | Long positions (won %) | 12 (58.33%) |
| Profit trades (% of total) | 25 (65.79%) | Loss trades (% of total) | 13 (34.21%) | ||
| Largest | profit trade | 94.81 | loss trade | -15.16 | |
| Average | profit trade | 39.00 | loss trade | -10.54 | |
| Maximum | consecutive wins (profit in money) | 6 (289.53) | consecutive losses (loss in money) | 2 (-14.94) | |
| Maximal | consecutive profit (count of wins) | 289.53 (6) | consecutive loss (count of losses) | -15.16 (1) | |
| Average | consecutive wins | 2 | 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 | 2025.05.02 10:40 | sell | 2 | 0.10 | 163.939 | 0.000 | 0.000 | ||
| 4 | 2025.05.02 10:40 | modify | 2 | 0.10 | 163.939 | 164.113 | 162.763 | ||
| 5 | 2025.05.02 10:40 | modify | 1 | 0.10 | 164.263 | 164.113 | 162.763 | ||
| 6 | 2025.05.05 02:00 | sell | 3 | 0.10 | 163.498 | 0.000 | 0.000 | ||
| 7 | 2025.05.05 02:00 | modify | 3 | 0.10 | 163.498 | 163.738 | 162.763 | ||
| 8 | 2025.05.05 02:00 | modify | 2 | 0.10 | 163.939 | 163.738 | 162.763 | ||
| 9 | 2025.05.05 02:00 | modify | 1 | 0.10 | 164.263 | 163.738 | 162.763 | ||
| 10 | 2025.05.05 10:45 | sell | 4 | 0.10 | 163.283 | 0.000 | 0.000 | ||
| 11 | 2025.05.05 10:45 | modify | 4 | 0.10 | 163.283 | 163.513 | 162.763 | ||
| 12 | 2025.05.05 10:45 | modify | 3 | 0.10 | 163.498 | 163.513 | 162.763 | ||
| 13 | 2025.05.05 10:45 | modify | 2 | 0.10 | 163.939 | 163.513 | 162.763 | ||
| 14 | 2025.05.05 10:45 | modify | 1 | 0.10 | 164.263 | 163.513 | 162.763 | ||
| 15 | 2025.05.05 19:30 | t/p | 1 | 0.10 | 162.763 | 163.513 | 162.763 | 93.97 | 1093.97 |
| 16 | 2025.05.05 19:30 | t/p | 2 | 0.10 | 162.763 | 163.513 | 162.763 | 73.52 | 1167.49 |
| 17 | 2025.05.05 19:30 | t/p | 3 | 0.10 | 162.763 | 163.513 | 162.763 | 46.40 | 1213.89 |
| 18 | 2025.05.05 19:30 | t/p | 4 | 0.10 | 162.763 | 163.513 | 162.763 | 32.83 | 1246.72 |
| 19 | 2025.06.23 12:00 | sell | 5 | 0.10 | 169.325 | 0.000 | 0.000 | ||
| 20 | 2025.06.23 12:00 | modify | 5 | 0.10 | 169.325 | 170.825 | 167.825 | ||
| 21 | 2025.06.23 13:05 | sell | 6 | 0.10 | 169.001 | 0.000 | 0.000 | ||
| 22 | 2025.06.23 13:05 | modify | 6 | 0.10 | 169.001 | 169.175 | 167.825 | ||
| 23 | 2025.06.23 13:05 | modify | 5 | 0.10 | 169.325 | 169.175 | 167.825 | ||
| 24 | 2025.06.23 13:30 | s/l | 5 | 0.10 | 169.175 | 169.175 | 167.825 | 9.47 | 1256.19 |
| 25 | 2025.06.23 13:30 | s/l | 6 | 0.10 | 169.175 | 169.175 | 167.825 | -10.98 | 1245.21 |
| 26 | 2025.07.09 04:00 | sell | 7 | 0.10 | 172.167 | 0.000 | 0.000 | ||
| 27 | 2025.07.09 04:00 | modify | 7 | 0.10 | 172.167 | 173.667 | 170.667 | ||
| 28 | 2025.07.09 07:50 | sell | 8 | 0.10 | 171.863 | 0.000 | 0.000 | ||
| 29 | 2025.07.09 07:50 | modify | 8 | 0.10 | 171.863 | 172.017 | 170.667 | ||
| 30 | 2025.07.09 07:50 | modify | 7 | 0.10 | 172.167 | 172.017 | 170.667 | ||
| 31 | 2025.07.09 13:40 | sell | 9 | 0.10 | 171.402 | 0.000 | 0.000 | ||
| 32 | 2025.07.09 13:40 | modify | 9 | 0.10 | 171.402 | 171.642 | 170.667 | ||
| 33 | 2025.07.09 13:40 | modify | 8 | 0.10 | 171.863 | 171.642 | 170.667 | ||
| 34 | 2025.07.09 13:40 | modify | 7 | 0.10 | 172.167 | 171.642 | 170.667 | ||
| 35 | 2025.07.09 14:40 | s/l | 7 | 0.10 | 171.642 | 171.642 | 170.667 | 33.14 | 1278.35 |
| 36 | 2025.07.09 14:40 | s/l | 8 | 0.10 | 171.642 | 171.642 | 170.667 | 13.95 | 1292.30 |
| 37 | 2025.07.09 14:40 | s/l | 9 | 0.10 | 171.642 | 171.642 | 170.667 | -15.16 | 1277.14 |
| 38 | 2025.07.30 08:00 | buy | 10 | 0.10 | 171.116 | 0.000 | 0.000 | ||
| 39 | 2025.07.30 08:00 | modify | 10 | 0.10 | 171.116 | 169.616 | 172.616 | ||
| 40 | 2025.07.31 09:30 | buy | 11 | 0.10 | 171.445 | 0.000 | 0.000 | ||
| 41 | 2025.07.31 09:30 | modify | 11 | 0.10 | 171.445 | 171.266 | 172.616 | ||
| 42 | 2025.07.31 09:30 | modify | 10 | 0.10 | 171.116 | 171.266 | 172.616 | ||
| 43 | 2025.07.31 13:40 | buy | 12 | 0.10 | 171.870 | 0.000 | 0.000 | ||
| 44 | 2025.07.31 13:40 | modify | 12 | 0.10 | 171.870 | 171.641 | 172.616 | ||
| 45 | 2025.07.31 13:40 | modify | 11 | 0.10 | 171.445 | 171.641 | 172.616 | ||
| 46 | 2025.07.31 13:40 | modify | 10 | 0.10 | 171.116 | 171.641 | 172.616 | ||
| 47 | 2025.07.31 17:25 | buy | 13 | 0.10 | 172.102 | 0.000 | 0.000 | ||
| 48 | 2025.07.31 17:25 | modify | 13 | 0.10 | 172.102 | 171.866 | 172.616 | ||
| 49 | 2025.07.31 17:25 | modify | 12 | 0.10 | 171.870 | 171.866 | 172.616 | ||
| 50 | 2025.07.31 17:25 | modify | 11 | 0.10 | 171.445 | 171.866 | 172.616 | ||
| 51 | 2025.07.31 17:25 | modify | 10 | 0.10 | 171.116 | 171.866 | 172.616 | ||
| 52 | 2025.08.01 07:40 | s/l | 10 | 0.10 | 171.866 | 171.866 | 172.616 | 47.77 | 1324.91 |
| 53 | 2025.08.01 07:40 | s/l | 11 | 0.10 | 171.866 | 171.866 | 172.616 | 26.68 | 1351.59 |
| 54 | 2025.08.01 07:40 | s/l | 12 | 0.10 | 171.866 | 171.866 | 172.616 | -0.15 | 1351.45 |
| 55 | 2025.08.01 07:40 | s/l | 13 | 0.10 | 171.866 | 171.866 | 172.616 | -14.80 | 1336.65 |
| 56 | 2025.08.14 12:00 | buy | 14 | 0.10 | 171.253 | 0.000 | 0.000 | ||
| 57 | 2025.08.14 12:00 | modify | 14 | 0.10 | 171.253 | 169.753 | 172.753 | ||
| 58 | 2025.08.14 14:55 | buy | 15 | 0.10 | 172.005 | 0.000 | 0.000 | ||
| 59 | 2025.08.14 14:55 | modify | 15 | 0.10 | 172.005 | 171.778 | 172.753 | ||
| 60 | 2025.08.14 14:55 | modify | 14 | 0.10 | 171.253 | 171.778 | 172.753 | ||
| 61 | 2025.08.14 15:15 | buy | 16 | 0.10 | 172.233 | 0.000 | 0.000 | ||
| 62 | 2025.08.14 15:15 | modify | 16 | 0.10 | 172.233 | 172.003 | 172.753 | ||
| 63 | 2025.08.14 15:15 | modify | 15 | 0.10 | 172.005 | 172.003 | 172.753 | ||
| 64 | 2025.08.14 15:15 | modify | 14 | 0.10 | 171.253 | 172.003 | 172.753 | ||
| 65 | 2025.08.14 15:40 | s/l | 14 | 0.10 | 172.003 | 172.003 | 172.753 | 47.35 | 1384.00 |
| 66 | 2025.08.14 15:40 | s/l | 15 | 0.10 | 172.003 | 172.003 | 172.753 | -0.13 | 1383.87 |
| 67 | 2025.08.14 15:40 | s/l | 16 | 0.10 | 172.003 | 172.003 | 172.753 | -14.52 | 1369.35 |
| 68 | 2025.09.02 12:00 | sell | 17 | 0.10 | 173.090 | 0.000 | 0.000 | ||
| 69 | 2025.09.02 12:00 | modify | 17 | 0.10 | 173.090 | 174.590 | 171.590 | ||
| 70 | 2025.09.02 13:40 | sell | 18 | 0.10 | 172.786 | 0.000 | 0.000 | ||
| 71 | 2025.09.02 13:40 | modify | 18 | 0.10 | 172.786 | 172.940 | 171.590 | ||
| 72 | 2025.09.02 13:40 | modify | 17 | 0.10 | 173.090 | 172.940 | 171.590 | ||
| 73 | 2025.09.02 14:05 | s/l | 17 | 0.10 | 172.940 | 172.940 | 171.590 | 9.47 | 1378.82 |
| 74 | 2025.09.02 14:05 | s/l | 18 | 0.10 | 172.940 | 172.940 | 171.590 | -9.72 | 1369.10 |
| 75 | 2025.10.02 00:00 | buy | 19 | 0.10 | 172.632 | 0.000 | 0.000 | ||
| 76 | 2025.10.02 00:00 | modify | 19 | 0.10 | 172.632 | 171.132 | 174.132 | ||
| 77 | 2025.10.03 10:55 | buy | 20 | 0.10 | 172.943 | 0.000 | 0.000 | ||
| 78 | 2025.10.03 10:55 | modify | 20 | 0.10 | 172.943 | 172.782 | 174.132 | ||
| 79 | 2025.10.03 10:55 | modify | 19 | 0.10 | 172.632 | 172.782 | 174.132 | ||
| 80 | 2025.10.05 21:00 | t/p | 19 | 0.10 | 174.132 | 172.782 | 174.132 | 94.81 | 1463.92 |
| 81 | 2025.10.05 21:00 | t/p | 20 | 0.10 | 174.132 | 172.782 | 174.132 | 75.08 | 1539.00 |
| 82 | 2025.10.08 04:00 | sell | 21 | 0.10 | 177.161 | 0.000 | 0.000 | ||
| 83 | 2025.10.08 04:00 | modify | 21 | 0.10 | 177.161 | 178.661 | 175.661 | ||
| 84 | 2025.10.09 16:30 | sell | 22 | 0.10 | 176.858 | 0.000 | 0.000 | ||
| 85 | 2025.10.09 16:30 | modify | 22 | 0.10 | 176.858 | 177.011 | 175.661 | ||
| 86 | 2025.10.09 16:30 | modify | 21 | 0.10 | 177.161 | 177.011 | 175.661 | ||
| 87 | 2025.10.09 19:40 | s/l | 21 | 0.10 | 177.011 | 177.011 | 175.661 | 7.29 | 1546.28 |
| 88 | 2025.10.09 19:40 | s/l | 22 | 0.10 | 177.011 | 177.011 | 175.661 | -9.66 | 1536.62 |
| 89 | 2025.11.05 04:00 | buy | 23 | 0.10 | 176.394 | 0.000 | 0.000 | ||
| 90 | 2025.11.05 04:00 | modify | 23 | 0.10 | 176.394 | 174.894 | 177.894 | ||
| 91 | 2025.11.05 13:20 | buy | 24 | 0.10 | 176.716 | 0.000 | 0.000 | ||
| 92 | 2025.11.05 13:20 | modify | 24 | 0.10 | 176.716 | 176.544 | 177.894 | ||
| 93 | 2025.11.05 13:20 | modify | 23 | 0.10 | 176.394 | 176.544 | 177.894 | ||
| 94 | 2025.11.05 15:40 | buy | 25 | 0.10 | 177.159 | 0.000 | 0.000 | ||
| 95 | 2025.11.05 15:40 | modify | 25 | 0.10 | 177.159 | 176.919 | 177.894 | ||
| 96 | 2025.11.05 15:40 | modify | 24 | 0.10 | 176.716 | 176.919 | 177.894 | ||
| 97 | 2025.11.05 15:40 | modify | 23 | 0.10 | 176.394 | 176.919 | 177.894 | ||
| 98 | 2025.11.05 17:30 | s/l | 23 | 0.10 | 176.919 | 176.919 | 177.894 | 33.15 | 1569.77 |
| 99 | 2025.11.05 17:30 | s/l | 24 | 0.10 | 176.919 | 176.919 | 177.894 | 12.82 | 1582.59 |
| 100 | 2025.11.05 17:30 | s/l | 25 | 0.10 | 176.919 | 176.919 | 177.894 | -15.15 | 1567.44 |
| 101 | 2025.11.13 12:00 | sell | 26 | 0.10 | 179.599 | 0.000 | 0.000 | ||
| 102 | 2025.11.13 12:00 | modify | 26 | 0.10 | 179.599 | 181.099 | 178.099 | ||
| 103 | 2025.11.14 13:45 | sell | 27 | 0.10 | 179.288 | 0.000 | 0.000 | ||
| 104 | 2025.11.14 13:45 | modify | 27 | 0.10 | 179.288 | 179.449 | 178.099 | ||
| 105 | 2025.11.14 13:45 | modify | 26 | 0.10 | 179.599 | 179.449 | 178.099 | ||
| 106 | 2025.11.14 15:05 | s/l | 26 | 0.10 | 179.449 | 179.449 | 178.099 | 8.74 | 1576.19 |
| 107 | 2025.11.14 15:05 | s/l | 27 | 0.10 | 179.449 | 179.449 | 178.099 | -10.16 | 1566.03 |
| 108 | 2025.12.10 00:00 | sell | 28 | 0.10 | 182.330 | 0.000 | 0.000 | ||
| 109 | 2025.12.10 00:00 | modify | 28 | 0.10 | 182.330 | 183.830 | 180.830 | ||
| 110 | 2025.12.10 03:40 | sell | 29 | 0.10 | 182.005 | 0.000 | 0.000 | ||
| 111 | 2025.12.10 03:40 | modify | 29 | 0.10 | 182.005 | 182.180 | 180.830 | ||
| 112 | 2025.12.10 03:40 | modify | 28 | 0.10 | 182.330 | 182.180 | 180.830 | ||
| 113 | 2025.12.10 05:20 | s/l | 28 | 0.10 | 182.180 | 182.180 | 180.830 | 9.47 | 1575.50 |
| 114 | 2025.12.10 05:20 | s/l | 29 | 0.10 | 182.180 | 182.180 | 180.830 | -11.05 | 1564.45 |
| 115 | 2025.12.22 00:00 | sell | 30 | 0.10 | 184.570 | 0.000 | 0.000 | ||
| 116 | 2025.12.22 00:00 | modify | 30 | 0.10 | 184.570 | 186.070 | 183.070 | ||
| 117 | 2025.12.22 01:40 | sell | 31 | 0.10 | 184.254 | 0.000 | 0.000 | ||
| 118 | 2025.12.22 01:40 | modify | 31 | 0.10 | 184.254 | 184.420 | 183.070 | ||
| 119 | 2025.12.22 01:40 | modify | 30 | 0.10 | 184.570 | 184.420 | 183.070 | ||
| 120 | 2025.12.22 02:40 | s/l | 30 | 0.10 | 184.420 | 184.420 | 183.070 | 9.47 | 1573.92 |
| 121 | 2025.12.22 02:40 | s/l | 31 | 0.10 | 184.420 | 184.420 | 183.070 | -10.48 | 1563.44 |
| 122 | 2026.01.12 12:00 | sell | 32 | 0.10 | 184.400 | 0.000 | 0.000 | ||
| 123 | 2026.01.12 12:00 | modify | 32 | 0.10 | 184.400 | 185.900 | 182.900 | ||
| 124 | 2026.01.15 19:25 | sell | 33 | 0.10 | 184.092 | 0.000 | 0.000 | ||
| 125 | 2026.01.15 19:25 | modify | 33 | 0.10 | 184.092 | 184.250 | 182.900 | ||
| 126 | 2026.01.15 19:25 | modify | 32 | 0.10 | 184.400 | 184.250 | 182.900 | ||
| 127 | 2026.01.16 07:50 | sell | 34 | 0.10 | 183.626 | 0.000 | 0.000 | ||
| 128 | 2026.01.16 07:50 | modify | 34 | 0.10 | 183.626 | 183.875 | 182.900 | ||
| 129 | 2026.01.16 07:50 | modify | 33 | 0.10 | 184.092 | 183.875 | 182.900 | ||
| 130 | 2026.01.16 07:50 | modify | 32 | 0.10 | 184.400 | 183.875 | 182.900 | ||
| 131 | 2026.01.16 14:40 | sell | 35 | 0.10 | 183.409 | 0.000 | 0.000 | ||
| 132 | 2026.01.16 14:40 | modify | 35 | 0.10 | 183.409 | 183.650 | 182.900 | ||
| 133 | 2026.01.16 14:40 | modify | 34 | 0.10 | 183.626 | 183.650 | 182.900 | ||
| 134 | 2026.01.16 14:40 | modify | 33 | 0.10 | 184.092 | 183.650 | 182.900 | ||
| 135 | 2026.01.16 14:40 | modify | 32 | 0.10 | 184.400 | 183.650 | 182.900 | ||
| 136 | 2026.01.18 22:00 | t/p | 32 | 0.10 | 182.900 | 183.650 | 182.900 | 90.34 | 1653.78 |
| 137 | 2026.01.18 22:00 | t/p | 33 | 0.10 | 182.900 | 183.650 | 182.900 | 74.53 | 1728.31 |
| 138 | 2026.01.18 22:00 | t/p | 34 | 0.10 | 182.900 | 183.650 | 182.900 | 45.84 | 1774.15 |
| 139 | 2026.01.18 22:00 | t/p | 35 | 0.10 | 182.900 | 183.650 | 182.900 | 32.14 | 1806.29 |
| 140 | 2026.02.19 08:00 | sell | 36 | 0.10 | 182.889 | 0.000 | 0.000 | ||
| 141 | 2026.02.19 08:00 | modify | 36 | 0.10 | 182.889 | 184.389 | 181.389 | ||
| 142 | 2026.02.19 10:20 | sell | 37 | 0.10 | 182.578 | 0.000 | 0.000 | ||
| 143 | 2026.02.19 10:20 | modify | 37 | 0.10 | 182.578 | 182.739 | 181.389 | ||
| 144 | 2026.02.19 10:20 | modify | 36 | 0.10 | 182.889 | 182.739 | 181.389 | ||
| 145 | 2026.02.19 11:50 | sell | 38 | 0.10 | 182.126 | 0.000 | 0.000 | ||
| 146 | 2026.02.19 11:50 | modify | 38 | 0.10 | 182.126 | 182.364 | 181.389 | ||
| 147 | 2026.02.19 11:50 | modify | 37 | 0.10 | 182.578 | 182.364 | 181.389 | ||
| 148 | 2026.02.19 11:50 | modify | 36 | 0.10 | 182.889 | 182.364 | 181.389 | ||
| 149 | 2026.02.19 14:30 | s/l | 36 | 0.10 | 182.364 | 182.364 | 181.389 | 33.15 | 1839.44 |
| 150 | 2026.02.19 14:30 | s/l | 37 | 0.10 | 182.364 | 182.364 | 181.389 | 13.52 | 1852.96 |
| 151 | 2026.02.19 14:30 | s/l | 38 | 0.10 | 182.364 | 182.364 | 181.389 | -15.02 | 1837.94 |