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 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=4; 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=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; 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=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 40 | ||
| Total net profit | 666.00 | Gross profit | 1006.90 | Gross loss | -340.90 |
| Profit factor | 2.95 | Expected payoff | 26.64 | ||
| Absolute drawdown | 105.26 | Maximal drawdown | 176.33 (13.37%) | Relative drawdown | 13.37% (176.33) |
| Total trades | 25 | Short positions (won %) | 16 (37.50%) | Long positions (won %) | 9 (88.89%) |
| Profit trades (% of total) | 14 (56.00%) | Loss trades (% of total) | 11 (44.00%) | ||
| Largest | profit trade | 97.86 | loss trade | -96.30 | |
| Average | profit trade | 71.92 | loss trade | -30.99 | |
| Maximum | consecutive wins (profit in money) | 4 (368.84) | consecutive losses (loss in money) | 3 (-39.86) | |
| Maximal | consecutive profit (count of wins) | 368.84 (4) | consecutive loss (count of losses) | -96.30 (1) | |
| Average | consecutive wins | 2 | 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 | 187.548 | 190.548 | ||
| 3 | 2025.04.06 20:00 | s/l | 1 | 0.10 | 187.548 | 187.548 | 190.548 | -94.67 | 905.33 |
| 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 | 197.653 | 194.653 | ||
| 6 | 2025.05.14 12:00 | t/p | 2 | 0.10 | 194.653 | 197.653 | 194.653 | 93.04 | 998.37 |
| 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 | 194.356 | 197.356 | ||
| 9 | 2025.07.03 08:00 | buy | 4 | 0.10 | 196.479 | 0.000 | 0.000 | ||
| 10 | 2025.07.03 08:00 | modify | 4 | 0.10 | 196.479 | 196.006 | 197.356 | ||
| 11 | 2025.07.03 08:00 | buy | 5 | 0.10 | 196.479 | 0.000 | 0.000 | ||
| 12 | 2025.07.03 08:00 | modify | 5 | 0.10 | 196.479 | 196.231 | 197.356 | ||
| 13 | 2025.07.03 08:00 | modify | 3 | 0.10 | 195.856 | 196.231 | 197.356 | ||
| 14 | 2025.07.03 12:00 | modify | 4 | 0.10 | 196.479 | 196.231 | 197.356 | ||
| 15 | 2025.07.03 16:00 | t/p | 3 | 0.10 | 197.356 | 196.231 | 197.356 | 96.27 | 1094.64 |
| 16 | 2025.07.03 16:00 | t/p | 4 | 0.10 | 197.356 | 196.231 | 197.356 | 55.36 | 1150.00 |
| 17 | 2025.07.03 16:00 | t/p | 5 | 0.10 | 197.356 | 196.231 | 197.356 | 55.36 | 1205.36 |
| 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 | 200.272 | 197.272 | ||
| 20 | 2025.07.29 16:00 | sell | 7 | 0.10 | 198.171 | 0.000 | 0.000 | ||
| 21 | 2025.07.29 16:00 | modify | 7 | 0.10 | 198.171 | 198.622 | 197.272 | ||
| 22 | 2025.07.29 16:00 | sell | 8 | 0.10 | 198.171 | 0.000 | 0.000 | ||
| 23 | 2025.07.29 16:00 | modify | 8 | 0.10 | 198.171 | 198.397 | 197.272 | ||
| 24 | 2025.07.29 16:00 | modify | 6 | 0.10 | 198.772 | 198.397 | 197.272 | ||
| 25 | 2025.07.29 20:00 | s/l | 6 | 0.10 | 198.397 | 198.397 | 197.272 | -12.16 | 1193.21 |
| 26 | 2025.07.29 20:00 | s/l | 8 | 0.10 | 198.397 | 198.397 | 197.272 | -14.26 | 1178.95 |
| 27 | 2025.07.29 20:00 | close | 7 | 0.10 | 198.384 | 198.622 | 197.272 | -13.44 | 1165.51 |
| 28 | 2025.08.03 20:00 | buy | 9 | 0.10 | 195.454 | 0.000 | 0.000 | ||
| 29 | 2025.08.03 20:00 | modify | 9 | 0.10 | 195.454 | 193.954 | 196.954 | ||
| 30 | 2025.08.07 00:00 | t/p | 9 | 0.10 | 196.954 | 193.954 | 196.954 | 97.86 | 1263.36 |
| 31 | 2025.09.01 20:00 | sell | 10 | 0.10 | 199.409 | 0.000 | 0.000 | ||
| 32 | 2025.09.01 20:00 | modify | 10 | 0.10 | 199.409 | 200.909 | 197.909 | ||
| 33 | 2025.09.03 08:00 | sell | 11 | 0.10 | 198.798 | 0.000 | 0.000 | ||
| 34 | 2025.09.03 08:00 | modify | 11 | 0.10 | 198.798 | 199.259 | 197.909 | ||
| 35 | 2025.09.03 08:00 | sell | 12 | 0.10 | 198.798 | 0.000 | 0.000 | ||
| 36 | 2025.09.03 08:00 | modify | 12 | 0.10 | 198.798 | 199.034 | 197.909 | ||
| 37 | 2025.09.03 08:00 | modify | 10 | 0.10 | 199.409 | 199.034 | 197.909 | ||
| 38 | 2025.09.03 12:00 | s/l | 10 | 0.10 | 199.034 | 199.034 | 197.909 | 20.41 | 1283.78 |
| 39 | 2025.09.03 12:00 | s/l | 11 | 0.10 | 199.259 | 199.259 | 197.909 | -29.09 | 1254.69 |
| 40 | 2025.09.03 12:00 | s/l | 12 | 0.10 | 199.034 | 199.034 | 197.909 | -14.89 | 1239.80 |
| 41 | 2025.09.12 16:00 | sell | 13 | 0.10 | 200.272 | 0.000 | 0.000 | ||
| 42 | 2025.09.12 16:00 | modify | 13 | 0.10 | 200.272 | 201.772 | 198.772 | ||
| 43 | 2025.09.23 20:00 | sell | 14 | 0.10 | 199.667 | 0.000 | 0.000 | ||
| 44 | 2025.09.23 20:00 | modify | 14 | 0.10 | 199.667 | 200.122 | 198.772 | ||
| 45 | 2025.09.23 20:00 | sell | 15 | 0.10 | 199.667 | 0.000 | 0.000 | ||
| 46 | 2025.09.23 20:00 | modify | 15 | 0.10 | 199.667 | 199.897 | 198.772 | ||
| 47 | 2025.09.23 20:00 | modify | 13 | 0.10 | 200.272 | 199.897 | 198.772 | ||
| 48 | 2025.09.24 00:00 | modify | 14 | 0.10 | 199.667 | 199.897 | 198.772 | ||
| 49 | 2025.09.24 08:00 | s/l | 13 | 0.10 | 199.897 | 199.897 | 198.772 | 7.37 | 1247.17 |
| 50 | 2025.09.24 08:00 | s/l | 14 | 0.10 | 199.897 | 199.897 | 198.772 | -16.15 | 1231.02 |
| 51 | 2025.09.24 08:00 | s/l | 15 | 0.10 | 199.897 | 199.897 | 198.772 | -16.15 | 1214.87 |
| 52 | 2025.09.30 16:00 | buy | 16 | 0.10 | 198.943 | 0.000 | 0.000 | ||
| 53 | 2025.09.30 16:00 | modify | 16 | 0.10 | 198.943 | 197.443 | 200.443 | ||
| 54 | 2025.10.05 20:00 | t/p | 16 | 0.10 | 200.443 | 197.443 | 200.443 | 97.33 | 1312.20 |
| 55 | 2025.10.06 08:00 | sell | 17 | 0.10 | 201.691 | 0.000 | 0.000 | ||
| 56 | 2025.10.06 08:00 | modify | 17 | 0.10 | 201.691 | 203.191 | 200.191 | ||
| 57 | 2025.10.07 16:00 | s/l | 17 | 0.10 | 203.191 | 203.191 | 200.191 | -96.30 | 1215.90 |
| 58 | 2025.10.29 12:00 | buy | 18 | 0.10 | 201.255 | 0.000 | 0.000 | ||
| 59 | 2025.10.29 12:00 | modify | 18 | 0.10 | 201.255 | 199.755 | 202.755 | ||
| 60 | 2025.10.30 12:00 | t/p | 18 | 0.10 | 202.755 | 199.755 | 202.755 | 96.27 | 1312.17 |
| 61 | 2025.12.26 20:00 | sell | 19 | 0.10 | 211.276 | 0.000 | 0.000 | ||
| 62 | 2025.12.26 20:00 | modify | 19 | 0.10 | 211.276 | 212.776 | 209.776 | ||
| 63 | 2025.12.30 08:00 | sell | 20 | 0.10 | 210.659 | 0.000 | 0.000 | ||
| 64 | 2025.12.30 08:00 | modify | 20 | 0.10 | 210.659 | 211.126 | 209.776 | ||
| 65 | 2025.12.30 08:00 | sell | 21 | 0.10 | 210.659 | 0.000 | 0.000 | ||
| 66 | 2025.12.30 08:00 | modify | 21 | 0.10 | 210.659 | 210.901 | 209.776 | ||
| 67 | 2025.12.30 08:00 | modify | 19 | 0.10 | 211.276 | 210.901 | 209.776 | ||
| 68 | 2025.12.30 12:00 | modify | 20 | 0.10 | 210.659 | 210.901 | 209.776 | ||
| 69 | 2025.12.31 16:00 | s/l | 19 | 0.10 | 210.901 | 210.901 | 209.776 | 18.78 | 1330.96 |
| 70 | 2025.12.31 16:00 | s/l | 20 | 0.10 | 210.901 | 210.901 | 209.776 | -16.90 | 1314.06 |
| 71 | 2025.12.31 16:00 | s/l | 21 | 0.10 | 210.901 | 210.901 | 209.776 | -16.90 | 1297.16 |
| 72 | 2026.01.13 12:00 | sell | 22 | 0.10 | 214.016 | 0.000 | 0.000 | ||
| 73 | 2026.01.13 12:00 | modify | 22 | 0.10 | 214.016 | 215.516 | 212.516 | ||
| 74 | 2026.01.15 16:00 | t/p | 22 | 0.10 | 212.516 | 215.516 | 212.516 | 88.15 | 1385.31 |
| 75 | 2026.01.16 08:00 | buy | 23 | 0.10 | 211.833 | 0.000 | 0.000 | ||
| 76 | 2026.01.16 08:00 | modify | 23 | 0.10 | 211.833 | 210.333 | 213.333 | ||
| 77 | 2026.01.20 08:00 | t/p | 23 | 0.10 | 213.333 | 210.333 | 213.333 | 95.74 | 1481.05 |
| 78 | 2026.02.17 12:00 | buy | 24 | 0.10 | 207.757 | 0.000 | 0.000 | ||
| 79 | 2026.02.17 12:00 | modify | 24 | 0.10 | 207.757 | 206.257 | 209.257 | ||
| 80 | 2026.02.19 04:00 | t/p | 24 | 0.10 | 209.257 | 206.257 | 209.257 | 96.80 | 1577.85 |
| 81 | 2026.02.25 16:00 | sell | 25 | 0.10 | 211.622 | 0.000 | 0.000 | ||
| 82 | 2026.02.25 16:00 | modify | 25 | 0.10 | 211.622 | 213.122 | 210.122 | ||
| 83 | 2026.02.27 04:00 | t/p | 25 | 0.10 | 210.122 | 213.122 | 210.122 | 88.15 | 1666.00 |