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=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 | 705.27 | Gross profit | 1216.06 | Gross loss | -510.79 |
| Profit factor | 2.38 | Expected payoff | 29.39 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 221.34 (16.75%) | Relative drawdown | 16.75% (221.34) |
| Total trades | 24 | Short positions (won %) | 15 (60.00%) | Long positions (won %) | 9 (77.78%) |
| Profit trades (% of total) | 16 (66.67%) | Loss trades (% of total) | 8 (33.33%) | ||
| Largest | profit trade | 89.16 | loss trade | -110.74 | |
| Average | profit trade | 76.00 | loss trade | -63.85 | |
| Maximum | consecutive wins (profit in money) | 4 (349.65) | consecutive losses (loss in money) | 3 (-150.86) | |
| Maximal | consecutive profit (count of wins) | 349.65 (4) | consecutive loss (count of losses) | -150.86 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.05.06 12:00 | buy | 1 | 0.10 | 161.759 | 0.000 | 0.000 | ||
| 2 | 2025.05.06 12:00 | modify | 1 | 0.10 | 161.759 | 160.259 | 163.159 | ||
| 3 | 2025.05.08 12:00 | t/p | 1 | 0.10 | 163.159 | 160.259 | 163.159 | 88.85 | 1088.85 |
| 4 | 2025.05.12 12:00 | sell | 2 | 0.10 | 164.311 | 0.000 | 0.000 | ||
| 5 | 2025.05.12 12:00 | modify | 2 | 0.10 | 164.311 | 165.811 | 162.911 | ||
| 6 | 2025.05.15 20:00 | t/p | 2 | 0.10 | 162.911 | 165.811 | 162.911 | 84.78 | 1173.63 |
| 7 | 2025.06.23 08:00 | sell | 3 | 0.10 | 169.400 | 0.000 | 0.000 | ||
| 8 | 2025.06.23 08:00 | modify | 3 | 0.10 | 169.400 | 170.900 | 168.000 | ||
| 9 | 2025.06.24 16:00 | t/p | 3 | 0.10 | 168.000 | 170.900 | 168.000 | 87.69 | 1261.32 |
| 10 | 2025.07.08 04:00 | sell | 4 | 0.10 | 171.584 | 0.000 | 0.000 | ||
| 11 | 2025.07.08 04:00 | modify | 4 | 0.10 | 171.584 | 173.084 | 170.184 | ||
| 12 | 2025.07.15 16:00 | s/l | 4 | 0.10 | 173.084 | 173.084 | 170.184 | -99.82 | 1161.50 |
| 13 | 2025.07.31 04:00 | buy | 5 | 0.10 | 169.946 | 0.000 | 0.000 | ||
| 14 | 2025.07.31 04:00 | modify | 5 | 0.10 | 169.946 | 168.446 | 171.346 | ||
| 15 | 2025.07.31 12:00 | t/p | 5 | 0.10 | 171.346 | 168.446 | 171.346 | 88.42 | 1249.92 |
| 16 | 2025.08.14 04:00 | buy | 6 | 0.10 | 171.539 | 0.000 | 0.000 | ||
| 17 | 2025.08.14 04:00 | modify | 6 | 0.10 | 171.539 | 170.039 | 172.939 | ||
| 18 | 2025.08.15 20:00 | buy | 7 | 0.10 | 172.314 | 0.000 | 0.000 | ||
| 19 | 2025.08.15 20:00 | modify | 7 | 0.10 | 172.314 | 171.889 | 172.939 | ||
| 20 | 2025.08.15 20:00 | modify | 6 | 0.10 | 171.539 | 171.889 | 172.939 | ||
| 21 | 2025.08.18 04:00 | buy | 8 | 0.10 | 172.521 | 0.000 | 0.000 | ||
| 22 | 2025.08.18 04:00 | modify | 8 | 0.10 | 172.521 | 172.099 | 172.939 | ||
| 23 | 2025.08.18 04:00 | modify | 7 | 0.10 | 172.314 | 172.099 | 172.939 | ||
| 24 | 2025.08.18 04:00 | modify | 6 | 0.10 | 171.539 | 172.099 | 172.939 | ||
| 25 | 2025.08.18 12:00 | s/l | 6 | 0.10 | 172.099 | 172.099 | 172.939 | 35.59 | 1285.50 |
| 26 | 2025.08.18 12:00 | s/l | 7 | 0.10 | 172.099 | 172.099 | 172.939 | -13.48 | 1272.03 |
| 27 | 2025.08.18 12:00 | s/l | 8 | 0.10 | 172.099 | 172.099 | 172.939 | -26.65 | 1245.38 |
| 28 | 2025.09.02 08:00 | sell | 9 | 0.10 | 173.117 | 0.000 | 0.000 | ||
| 29 | 2025.09.02 08:00 | modify | 9 | 0.10 | 173.117 | 174.617 | 171.717 | ||
| 30 | 2025.09.24 08:00 | s/l | 9 | 0.10 | 174.617 | 174.617 | 171.717 | -110.74 | 1134.64 |
| 31 | 2025.10.01 08:00 | buy | 10 | 0.10 | 172.897 | 0.000 | 0.000 | ||
| 32 | 2025.10.01 08:00 | modify | 10 | 0.10 | 172.897 | 171.397 | 174.297 | ||
| 33 | 2025.10.05 20:00 | t/p | 10 | 0.10 | 174.297 | 171.397 | 174.297 | 88.85 | 1223.49 |
| 34 | 2025.10.08 12:00 | sell | 11 | 0.10 | 177.519 | 0.000 | 0.000 | ||
| 35 | 2025.10.08 12:00 | modify | 11 | 0.10 | 177.519 | 179.019 | 176.119 | ||
| 36 | 2025.10.10 20:00 | t/p | 11 | 0.10 | 176.119 | 179.019 | 176.119 | 85.51 | 1309.00 |
| 37 | 2025.10.30 08:00 | sell | 12 | 0.10 | 178.251 | 0.000 | 0.000 | ||
| 38 | 2025.10.30 08:00 | modify | 12 | 0.10 | 178.251 | 179.751 | 176.851 | ||
| 39 | 2025.11.04 08:00 | t/p | 12 | 0.10 | 176.851 | 179.751 | 176.851 | 86.24 | 1395.23 |
| 40 | 2025.11.04 12:00 | buy | 13 | 0.10 | 176.482 | 0.000 | 0.000 | ||
| 41 | 2025.11.04 12:00 | modify | 13 | 0.10 | 176.482 | 174.982 | 177.882 | ||
| 42 | 2025.11.10 04:00 | t/p | 13 | 0.10 | 177.882 | 174.982 | 177.882 | 89.05 | 1484.29 |
| 43 | 2025.11.10 12:00 | sell | 14 | 0.10 | 178.220 | 0.000 | 0.000 | ||
| 44 | 2025.11.10 12:00 | modify | 14 | 0.10 | 178.220 | 179.720 | 176.820 | ||
| 45 | 2025.11.13 08:00 | s/l | 14 | 0.10 | 179.720 | 179.720 | 176.820 | -98.38 | 1385.91 |
| 46 | 2025.11.20 08:00 | sell | 15 | 0.10 | 181.392 | 0.000 | 0.000 | ||
| 47 | 2025.11.20 08:00 | modify | 15 | 0.10 | 181.392 | 182.892 | 179.992 | ||
| 48 | 2025.11.21 16:00 | t/p | 15 | 0.10 | 179.992 | 182.892 | 179.992 | 87.69 | 1473.60 |
| 49 | 2026.01.05 12:00 | buy | 16 | 0.10 | 182.986 | 0.000 | 0.000 | ||
| 50 | 2026.01.05 12:00 | modify | 16 | 0.10 | 182.986 | 181.486 | 184.386 | ||
| 51 | 2026.01.12 08:00 | t/p | 16 | 0.10 | 184.386 | 181.486 | 184.386 | 89.16 | 1562.76 |
| 52 | 2026.01.13 08:00 | sell | 17 | 0.10 | 185.389 | 0.000 | 0.000 | ||
| 53 | 2026.01.13 08:00 | modify | 17 | 0.10 | 185.389 | 186.889 | 183.989 | ||
| 54 | 2026.01.15 08:00 | sell | 18 | 0.10 | 184.406 | 0.000 | 0.000 | ||
| 55 | 2026.01.15 08:00 | modify | 18 | 0.10 | 184.406 | 184.829 | 183.989 | ||
| 56 | 2026.01.15 08:00 | modify | 17 | 0.10 | 185.389 | 184.829 | 183.989 | ||
| 57 | 2026.01.15 16:00 | t/p | 17 | 0.10 | 183.989 | 184.829 | 183.989 | 85.51 | 1648.27 |
| 58 | 2026.01.15 16:00 | t/p | 18 | 0.10 | 183.989 | 184.829 | 183.989 | 26.33 | 1674.60 |
| 59 | 2026.01.20 08:00 | sell | 19 | 0.10 | 185.113 | 0.000 | 0.000 | ||
| 60 | 2026.01.20 08:00 | modify | 19 | 0.10 | 185.113 | 186.613 | 183.713 | ||
| 61 | 2026.01.23 08:00 | s/l | 19 | 0.10 | 186.613 | 186.613 | 183.713 | -98.37 | 1576.23 |
| 62 | 2026.02.04 04:00 | sell | 20 | 0.10 | 184.877 | 0.000 | 0.000 | ||
| 63 | 2026.02.04 04:00 | modify | 20 | 0.10 | 184.877 | 186.377 | 183.477 | ||
| 64 | 2026.02.10 20:00 | t/p | 20 | 0.10 | 183.477 | 186.377 | 183.477 | 84.05 | 1660.28 |
| 65 | 2026.02.12 04:00 | buy | 21 | 0.10 | 181.113 | 0.000 | 0.000 | ||
| 66 | 2026.02.12 04:00 | modify | 21 | 0.10 | 181.113 | 179.613 | 182.513 | ||
| 67 | 2026.02.12 16:00 | t/p | 21 | 0.10 | 182.513 | 179.613 | 182.513 | 88.43 | 1748.71 |
| 68 | 2026.02.19 04:00 | sell | 22 | 0.10 | 182.924 | 0.000 | 0.000 | ||
| 69 | 2026.02.19 04:00 | modify | 22 | 0.10 | 182.924 | 184.424 | 181.524 | ||
| 70 | 2026.02.23 16:00 | sell | 23 | 0.10 | 182.141 | 0.000 | 0.000 | ||
| 71 | 2026.02.23 16:00 | modify | 23 | 0.10 | 182.141 | 182.574 | 181.524 | ||
| 72 | 2026.02.23 16:00 | modify | 22 | 0.10 | 182.924 | 182.574 | 181.524 | ||
| 73 | 2026.02.24 04:00 | s/l | 22 | 0.10 | 182.574 | 182.574 | 181.524 | 19.92 | 1768.63 |
| 74 | 2026.02.24 04:00 | s/l | 23 | 0.10 | 182.574 | 182.574 | 181.524 | -28.08 | 1740.55 |
| 75 | 2026.02.24 08:00 | sell | 24 | 0.10 | 183.873 | 0.000 | 0.000 | ||
| 76 | 2026.02.24 08:00 | modify | 24 | 0.10 | 183.873 | 185.373 | 182.473 | ||
| 77 | 2026.02.27 23:59 | close at stop | 24 | 0.10 | 184.374 | 185.373 | 182.473 | -35.28 | 1705.27 |