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=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 | 79709 | Modelling quality | n/a |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 1000.00 | Spread | 40 | ||
| Total net profit | 1150.31 | Gross profit | 1480.19 | Gross loss | -329.89 |
| Profit factor | 4.49 | Expected payoff | 31.09 | ||
| Absolute drawdown | 114.52 | Maximal drawdown | 241.33 (18.26%) | Relative drawdown | 18.26% (241.33) |
| Total trades | 37 | Short positions (won %) | 23 (52.17%) | Long positions (won %) | 14 (92.86%) |
| Profit trades (% of total) | 25 (67.57%) | Loss trades (% of total) | 12 (32.43%) | ||
| Largest | profit trade | 97.32 | loss trade | -96.28 | |
| Average | profit trade | 59.21 | loss trade | -27.49 | |
| Maximum | consecutive wins (profit in money) | 13 (819.97) | consecutive losses (loss in money) | 3 (-32.20) | |
| Maximal | consecutive profit (count of wins) | 819.97 (13) | consecutive loss (count of losses) | -96.28 (1) | |
| Average | consecutive wins | 4 | 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 21:00 | s/l | 1 | 0.10 | 187.548 | 187.548 | 190.548 | -94.66 | 905.34 |
| 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 09:40 | t/p | 2 | 0.10 | 194.653 | 197.653 | 194.653 | 93.02 | 998.36 |
| 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 09:45 | buy | 4 | 0.10 | 196.461 | 0.000 | 0.000 | ||
| 10 | 2025.07.03 09:45 | modify | 4 | 0.10 | 196.461 | 196.006 | 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 | 96.25 | 1094.61 |
| 16 | 2025.07.03 12:40 | t/p | 4 | 0.10 | 197.356 | 196.231 | 197.356 | 56.48 | 1151.09 |
| 17 | 2025.07.03 12:40 | t/p | 5 | 0.10 | 197.356 | 196.231 | 197.356 | 56.48 | 1207.57 |
| 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 | 2025.07.14 06:55 | sell | 7 | 0.10 | 198.159 | 0.000 | 0.000 | ||
| 21 | 2025.07.14 06:55 | modify | 7 | 0.10 | 198.159 | 198.622 | 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 | 12.26 | 1219.83 |
| 27 | 2025.07.14 07:20 | s/l | 7 | 0.10 | 198.397 | 198.397 | 197.272 | -15.02 | 1204.81 |
| 28 | 2025.07.14 07:20 | s/l | 8 | 0.10 | 198.397 | 198.397 | 197.272 | -15.02 | 1189.79 |
| 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 | 200.741 | 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 | 199.091 | 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 | 31.35 | 1221.14 |
| 43 | 2025.07.17 00:20 | s/l | 10 | 0.10 | 198.641 | 198.641 | 197.741 | -6.28 | 1214.87 |
| 44 | 2025.07.17 00:20 | s/l | 11 | 0.10 | 198.641 | 198.641 | 197.741 | -6.28 | 1208.59 |
| 45 | 2025.07.17 00:20 | s/l | 12 | 0.10 | 198.641 | 198.641 | 197.741 | -19.65 | 1188.94 |
| 46 | 2025.09.01 20:00 | sell | 13 | 0.10 | 199.409 | 0.000 | 0.000 | ||
| 47 | 2025.09.01 20:00 | modify | 13 | 0.10 | 199.409 | 200.909 | 197.909 | ||
| 48 | 2025.09.02 08:40 | sell | 14 | 0.10 | 198.800 | 0.000 | 0.000 | ||
| 49 | 2025.09.02 08:40 | modify | 14 | 0.10 | 198.800 | 199.259 | 197.909 | ||
| 50 | 2025.09.02 08:40 | sell | 15 | 0.10 | 198.800 | 0.000 | 0.000 | ||
| 51 | 2025.09.02 08:40 | modify | 15 | 0.10 | 198.800 | 199.034 | 197.909 | ||
| 52 | 2025.09.02 08:40 | modify | 13 | 0.10 | 199.409 | 199.034 | 197.909 | ||
| 53 | 2025.09.02 08:45 | modify | 14 | 0.10 | 198.800 | 199.034 | 197.909 | ||
| 54 | 2025.09.02 08:55 | s/l | 13 | 0.10 | 199.034 | 199.034 | 197.909 | 22.03 | 1210.98 |
| 55 | 2025.09.02 08:55 | s/l | 14 | 0.10 | 199.034 | 199.034 | 197.909 | -14.76 | 1196.22 |
| 56 | 2025.09.02 08:55 | s/l | 15 | 0.10 | 199.034 | 199.034 | 197.909 | -14.76 | 1181.46 |
| 57 | 2025.09.12 16:00 | sell | 16 | 0.10 | 200.272 | 0.000 | 0.000 | ||
| 58 | 2025.09.12 16:00 | modify | 16 | 0.10 | 200.272 | 201.772 | 198.772 | ||
| 59 | 2025.09.16 21:50 | sell | 17 | 0.10 | 199.645 | 0.000 | 0.000 | ||
| 60 | 2025.09.16 21:50 | modify | 17 | 0.10 | 199.645 | 200.122 | 198.772 | ||
| 61 | 2025.09.16 21:50 | sell | 18 | 0.10 | 199.645 | 0.000 | 0.000 | ||
| 62 | 2025.09.16 21:50 | modify | 18 | 0.10 | 199.645 | 199.897 | 198.772 | ||
| 63 | 2025.09.16 21:50 | modify | 16 | 0.10 | 200.272 | 199.897 | 198.772 | ||
| 64 | 2025.09.16 21:55 | modify | 17 | 0.10 | 199.645 | 199.897 | 198.772 | ||
| 65 | 2025.09.16 22:20 | s/l | 16 | 0.10 | 199.897 | 199.897 | 198.772 | 20.40 | 1201.86 |
| 66 | 2025.09.16 22:20 | s/l | 17 | 0.10 | 199.897 | 199.897 | 198.772 | -15.90 | 1185.96 |
| 67 | 2025.09.16 22:20 | s/l | 18 | 0.10 | 199.897 | 199.897 | 198.772 | -15.90 | 1170.06 |
| 68 | 2025.09.30 16:00 | buy | 19 | 0.10 | 198.943 | 0.000 | 0.000 | ||
| 69 | 2025.09.30 16:00 | modify | 19 | 0.10 | 198.943 | 197.443 | 200.443 | ||
| 70 | 2025.10.05 21:00 | t/p | 19 | 0.10 | 200.443 | 197.443 | 200.443 | 97.32 | 1267.37 |
| 71 | 2025.10.06 08:00 | sell | 20 | 0.10 | 201.691 | 0.000 | 0.000 | ||
| 72 | 2025.10.06 08:00 | modify | 20 | 0.10 | 201.691 | 203.191 | 200.191 | ||
| 73 | 2025.10.07 15:30 | s/l | 20 | 0.10 | 203.191 | 203.191 | 200.191 | -96.28 | 1171.09 |
| 74 | 2025.10.29 12:00 | buy | 21 | 0.10 | 201.255 | 0.000 | 0.000 | ||
| 75 | 2025.10.29 12:00 | modify | 21 | 0.10 | 201.255 | 199.755 | 202.755 | ||
| 76 | 2025.10.30 05:30 | buy | 22 | 0.10 | 202.087 | 0.000 | 0.000 | ||
| 77 | 2025.10.30 05:30 | modify | 22 | 0.10 | 202.087 | 201.855 | 202.755 | ||
| 78 | 2025.10.30 05:30 | modify | 21 | 0.10 | 201.255 | 201.855 | 202.755 | ||
| 79 | 2025.10.30 08:06 | t/p | 21 | 0.10 | 202.755 | 201.855 | 202.755 | 96.25 | 1267.35 |
| 80 | 2025.10.30 08:06 | t/p | 22 | 0.10 | 202.755 | 201.855 | 202.755 | 42.15 | 1309.50 |
| 81 | 2025.12.26 20:00 | sell | 23 | 0.10 | 211.276 | 0.000 | 0.000 | ||
| 82 | 2025.12.26 20:00 | modify | 23 | 0.10 | 211.276 | 212.776 | 209.776 | ||
| 83 | 2025.12.29 08:15 | sell | 24 | 0.10 | 210.432 | 0.000 | 0.000 | ||
| 84 | 2025.12.29 08:15 | modify | 24 | 0.10 | 210.432 | 210.676 | 209.776 | ||
| 85 | 2025.12.29 08:15 | modify | 23 | 0.10 | 211.276 | 210.676 | 209.776 | ||
| 86 | 2025.12.29 08:30 | s/l | 23 | 0.10 | 210.676 | 210.676 | 209.776 | 36.23 | 1345.73 |
| 87 | 2025.12.29 08:30 | s/l | 24 | 0.10 | 210.676 | 210.676 | 209.776 | -15.39 | 1330.34 |
| 88 | 2026.01.13 12:00 | sell | 25 | 0.10 | 214.016 | 0.000 | 0.000 | ||
| 89 | 2026.01.13 12:00 | modify | 25 | 0.10 | 214.016 | 215.516 | 212.516 | ||
| 90 | 2026.01.14 11:30 | sell | 26 | 0.10 | 213.388 | 0.000 | 0.000 | ||
| 91 | 2026.01.14 11:30 | modify | 26 | 0.10 | 213.388 | 213.866 | 212.516 | ||
| 92 | 2026.01.14 11:30 | sell | 27 | 0.10 | 213.388 | 0.000 | 0.000 | ||
| 93 | 2026.01.14 11:30 | modify | 27 | 0.10 | 213.388 | 213.641 | 212.516 | ||
| 94 | 2026.01.14 11:30 | modify | 25 | 0.10 | 214.016 | 213.641 | 212.516 | ||
| 95 | 2026.01.14 11:35 | modify | 26 | 0.10 | 213.388 | 213.641 | 212.516 | ||
| 96 | 2026.01.15 08:35 | sell | 28 | 0.10 | 213.175 | 0.000 | 0.000 | ||
| 97 | 2026.01.15 08:35 | modify | 28 | 0.10 | 213.175 | 213.416 | 212.516 | ||
| 98 | 2026.01.15 08:35 | modify | 27 | 0.10 | 213.388 | 213.416 | 212.516 | ||
| 99 | 2026.01.15 08:35 | modify | 26 | 0.10 | 213.388 | 213.416 | 212.516 | ||
| 100 | 2026.01.15 08:35 | modify | 25 | 0.10 | 214.016 | 213.416 | 212.516 | ||
| 101 | 2026.01.15 13:30 | t/p | 25 | 0.10 | 212.516 | 213.416 | 212.516 | 88.14 | 1418.48 |
| 102 | 2026.01.15 13:30 | t/p | 26 | 0.10 | 212.516 | 213.416 | 212.516 | 50.13 | 1468.61 |
| 103 | 2026.01.15 13:30 | t/p | 27 | 0.10 | 212.516 | 213.416 | 212.516 | 50.13 | 1518.74 |
| 104 | 2026.01.15 13:30 | t/p | 28 | 0.10 | 212.516 | 213.416 | 212.516 | 41.58 | 1560.32 |
| 105 | 2026.01.16 08:00 | buy | 29 | 0.10 | 211.833 | 0.000 | 0.000 | ||
| 106 | 2026.01.16 08:00 | modify | 29 | 0.10 | 211.833 | 210.333 | 213.333 | ||
| 107 | 2026.01.20 04:50 | buy | 30 | 0.10 | 212.451 | 0.000 | 0.000 | ||
| 108 | 2026.01.20 04:50 | modify | 30 | 0.10 | 212.451 | 211.983 | 213.333 | ||
| 109 | 2026.01.20 04:50 | buy | 31 | 0.10 | 212.451 | 0.000 | 0.000 | ||
| 110 | 2026.01.20 04:50 | modify | 31 | 0.10 | 212.451 | 212.208 | 213.333 | ||
| 111 | 2026.01.20 04:50 | modify | 29 | 0.10 | 211.833 | 212.208 | 213.333 | ||
| 112 | 2026.01.20 04:55 | modify | 30 | 0.10 | 212.451 | 212.208 | 213.333 | ||
| 113 | 2026.01.20 07:40 | t/p | 29 | 0.10 | 213.333 | 212.208 | 213.333 | 95.72 | 1656.05 |
| 114 | 2026.01.20 07:40 | t/p | 30 | 0.10 | 213.333 | 212.208 | 213.333 | 55.66 | 1711.71 |
| 115 | 2026.01.20 07:40 | t/p | 31 | 0.10 | 213.333 | 212.208 | 213.333 | 55.66 | 1767.37 |
| 116 | 2026.02.17 12:00 | buy | 32 | 0.10 | 207.757 | 0.000 | 0.000 | ||
| 117 | 2026.02.17 12:00 | modify | 32 | 0.10 | 207.757 | 206.257 | 209.257 | ||
| 118 | 2026.02.18 07:30 | buy | 33 | 0.10 | 208.365 | 0.000 | 0.000 | ||
| 119 | 2026.02.18 07:30 | modify | 33 | 0.10 | 208.365 | 207.907 | 209.257 | ||
| 120 | 2026.02.18 07:30 | buy | 34 | 0.10 | 208.365 | 0.000 | 0.000 | ||
| 121 | 2026.02.18 07:30 | modify | 34 | 0.10 | 208.365 | 208.132 | 209.257 | ||
| 122 | 2026.02.18 07:30 | modify | 32 | 0.10 | 207.757 | 208.132 | 209.257 | ||
| 123 | 2026.02.18 07:35 | modify | 33 | 0.10 | 208.365 | 208.132 | 209.257 | ||
| 124 | 2026.02.18 08:40 | buy | 35 | 0.10 | 208.609 | 0.000 | 0.000 | ||
| 125 | 2026.02.18 08:40 | modify | 35 | 0.10 | 208.609 | 208.357 | 209.257 | ||
| 126 | 2026.02.18 08:40 | modify | 34 | 0.10 | 208.365 | 208.357 | 209.257 | ||
| 127 | 2026.02.18 08:40 | modify | 33 | 0.10 | 208.365 | 208.357 | 209.257 | ||
| 128 | 2026.02.18 08:40 | modify | 32 | 0.10 | 207.757 | 208.357 | 209.257 | ||
| 129 | 2026.02.19 03:20 | t/p | 32 | 0.10 | 209.257 | 208.357 | 209.257 | 96.78 | 1864.15 |
| 130 | 2026.02.19 03:20 | t/p | 33 | 0.10 | 209.257 | 208.357 | 209.257 | 57.88 | 1922.03 |
| 131 | 2026.02.19 03:20 | t/p | 34 | 0.10 | 209.257 | 208.357 | 209.257 | 57.88 | 1979.92 |
| 132 | 2026.02.19 03:20 | t/p | 35 | 0.10 | 209.257 | 208.357 | 209.257 | 42.49 | 2022.41 |
| 133 | 2026.02.25 16:00 | sell | 36 | 0.10 | 211.622 | 0.000 | 0.000 | ||
| 134 | 2026.02.25 16:00 | modify | 36 | 0.10 | 211.622 | 213.122 | 210.122 | ||
| 135 | 2026.02.26 16:40 | sell | 37 | 0.10 | 210.778 | 0.000 | 0.000 | ||
| 136 | 2026.02.26 16:40 | modify | 37 | 0.10 | 210.778 | 211.022 | 210.122 | ||
| 137 | 2026.02.26 16:40 | modify | 36 | 0.10 | 211.622 | 211.022 | 210.122 | ||
| 138 | 2026.02.27 00:40 | t/p | 36 | 0.10 | 210.122 | 211.022 | 210.122 | 88.14 | 2110.55 |
| 139 | 2026.02.27 00:40 | t/p | 37 | 0.10 | 210.122 | 211.022 | 210.122 | 39.76 | 2150.31 |