Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1460)
| Symbol | USDJPY (US Dollar 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=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 1031.38 | Gross profit | 1106.72 | Gross loss | -75.34 |
| Profit factor | 14.69 | Expected payoff | 60.67 | ||
| Absolute drawdown | 41.39 | Maximal drawdown | 123.48 (7.92%) | Relative drawdown | 7.92% (123.48) |
| Total trades | 17 | Short positions (won %) | 11 (90.91%) | Long positions (won %) | 6 (100.00%) |
| Profit trades (% of total) | 16 (94.12%) | Loss trades (% of total) | 1 (5.88%) | ||
| Largest | profit trade | 98.49 | loss trade | -75.34 | |
| Average | profit trade | 69.17 | loss trade | -75.34 | |
| Maximum | consecutive wins (profit in money) | 8 (574.72) | consecutive losses (loss in money) | 1 (-75.34) | |
| Maximal | consecutive profit (count of wins) | 574.72 (8) | consecutive loss (count of losses) | -75.34 (1) | |
| Average | consecutive wins | 8 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.04.21 04:00 | buy | 1 | 0.10 | 140.786 | 0.000 | 0.000 | ||
| 2 | 2025.04.21 04:00 | modify | 1 | 0.10 | 140.786 | 139.786 | 142.186 | ||
| 3 | 2025.04.22 20:00 | buy | 2 | 0.10 | 141.638 | 0.000 | 0.000 | ||
| 4 | 2025.04.22 20:00 | modify | 2 | 0.10 | 141.638 | 141.346 | 142.186 | ||
| 5 | 2025.04.22 20:00 | buy | 3 | 0.10 | 141.638 | 0.000 | 0.000 | ||
| 6 | 2025.04.22 20:00 | modify | 3 | 0.10 | 141.638 | 141.276 | 142.186 | ||
| 7 | 2025.04.22 20:00 | modify | 1 | 0.10 | 140.786 | 141.276 | 142.186 | ||
| 8 | 2025.04.23 00:00 | t/p | 1 | 0.10 | 142.186 | 141.276 | 142.186 | 98.49 | 1098.49 |
| 9 | 2025.04.23 00:00 | t/p | 2 | 0.10 | 142.186 | 141.346 | 142.186 | 38.59 | 1137.07 |
| 10 | 2025.04.23 00:00 | t/p | 3 | 0.10 | 142.186 | 141.276 | 142.186 | 38.59 | 1175.66 |
| 11 | 2025.05.12 08:00 | sell | 4 | 0.10 | 147.916 | 0.000 | 0.000 | ||
| 12 | 2025.05.12 08:00 | modify | 4 | 0.10 | 147.916 | 148.916 | 146.516 | ||
| 13 | 2025.05.14 12:00 | t/p | 4 | 0.10 | 146.516 | 148.916 | 146.516 | 93.27 | 1268.94 |
| 14 | 2025.06.23 08:00 | sell | 5 | 0.10 | 147.330 | 0.000 | 0.000 | ||
| 15 | 2025.06.23 08:00 | modify | 5 | 0.10 | 147.330 | 148.330 | 145.930 | ||
| 16 | 2025.06.23 16:00 | sell | 6 | 0.10 | 146.467 | 0.000 | 0.000 | ||
| 17 | 2025.06.23 16:00 | modify | 6 | 0.10 | 146.467 | 146.770 | 145.930 | ||
| 18 | 2025.06.23 16:00 | sell | 7 | 0.10 | 146.467 | 0.000 | 0.000 | ||
| 19 | 2025.06.23 16:00 | modify | 7 | 0.10 | 146.467 | 146.840 | 145.930 | ||
| 20 | 2025.06.23 16:00 | modify | 5 | 0.10 | 147.330 | 146.840 | 145.930 | ||
| 21 | 2025.06.23 20:00 | modify | 6 | 0.10 | 146.467 | 146.840 | 145.930 | ||
| 22 | 2025.06.24 00:00 | t/p | 5 | 0.10 | 145.930 | 146.840 | 145.930 | 94.68 | 1363.61 |
| 23 | 2025.06.24 00:00 | t/p | 6 | 0.10 | 145.930 | 146.840 | 145.930 | 35.55 | 1399.16 |
| 24 | 2025.06.24 00:00 | t/p | 7 | 0.10 | 145.930 | 146.840 | 145.930 | 35.55 | 1434.71 |
| 25 | 2025.07.01 12:00 | buy | 8 | 0.10 | 142.769 | 0.000 | 0.000 | ||
| 26 | 2025.07.01 12:00 | modify | 8 | 0.10 | 142.769 | 141.769 | 144.169 | ||
| 27 | 2025.07.02 12:00 | t/p | 8 | 0.10 | 144.169 | 141.769 | 144.169 | 97.29 | 1532.00 |
| 28 | 2025.07.08 12:00 | sell | 9 | 0.10 | 146.588 | 0.000 | 0.000 | ||
| 29 | 2025.07.08 12:00 | modify | 9 | 0.10 | 146.588 | 147.588 | 145.188 | ||
| 30 | 2025.07.14 00:00 | s/l | 9 | 0.10 | 147.588 | 147.588 | 145.188 | -75.34 | 1456.66 |
| 31 | 2025.07.15 16:00 | sell | 10 | 0.10 | 148.757 | 0.000 | 0.000 | ||
| 32 | 2025.07.15 16:00 | modify | 10 | 0.10 | 148.757 | 149.757 | 147.357 | ||
| 33 | 2025.07.16 16:00 | t/p | 10 | 0.10 | 147.357 | 149.757 | 147.357 | 93.27 | 1549.93 |
| 34 | 2025.09.25 16:00 | sell | 11 | 0.10 | 149.788 | 0.000 | 0.000 | ||
| 35 | 2025.09.25 16:00 | modify | 11 | 0.10 | 149.788 | 150.788 | 148.388 | ||
| 36 | 2025.09.29 04:00 | sell | 12 | 0.10 | 148.933 | 0.000 | 0.000 | ||
| 37 | 2025.09.29 04:00 | modify | 12 | 0.10 | 148.933 | 149.228 | 148.388 | ||
| 38 | 2025.09.29 04:00 | sell | 13 | 0.10 | 148.933 | 0.000 | 0.000 | ||
| 39 | 2025.09.29 04:00 | modify | 13 | 0.10 | 148.933 | 149.298 | 148.388 | ||
| 40 | 2025.09.29 04:00 | modify | 11 | 0.10 | 149.788 | 149.298 | 148.388 | ||
| 41 | 2025.09.29 08:00 | modify | 12 | 0.10 | 148.933 | 149.298 | 148.388 | ||
| 42 | 2025.09.30 08:00 | t/p | 11 | 0.10 | 148.388 | 149.298 | 148.388 | 90.81 | 1640.74 |
| 43 | 2025.09.30 08:00 | t/p | 12 | 0.10 | 148.388 | 149.298 | 148.388 | 35.56 | 1676.30 |
| 44 | 2025.09.30 08:00 | t/p | 13 | 0.10 | 148.388 | 149.298 | 148.388 | 35.56 | 1711.85 |
| 45 | 2025.10.17 08:00 | buy | 14 | 0.10 | 149.733 | 0.000 | 0.000 | ||
| 46 | 2025.10.17 08:00 | modify | 14 | 0.10 | 149.733 | 148.733 | 151.133 | ||
| 47 | 2025.10.17 16:00 | buy | 15 | 0.10 | 150.367 | 0.000 | 0.000 | ||
| 48 | 2025.10.17 16:00 | modify | 15 | 0.10 | 150.367 | 149.943 | 151.133 | ||
| 49 | 2025.10.17 16:00 | modify | 14 | 0.10 | 149.733 | 149.943 | 151.133 | ||
| 50 | 2025.10.20 04:00 | t/p | 14 | 0.10 | 151.133 | 149.943 | 151.133 | 93.08 | 1804.93 |
| 51 | 2025.10.20 04:00 | t/p | 15 | 0.10 | 151.133 | 149.943 | 151.133 | 51.02 | 1855.95 |
| 52 | 2025.11.20 16:00 | sell | 16 | 0.10 | 157.679 | 0.000 | 0.000 | ||
| 53 | 2025.11.20 16:00 | modify | 16 | 0.10 | 157.679 | 158.679 | 156.279 | ||
| 54 | 2025.11.21 16:00 | t/p | 16 | 0.10 | 156.279 | 158.679 | 156.279 | 88.18 | 1944.13 |
| 55 | 2025.12.19 12:00 | sell | 17 | 0.10 | 157.321 | 0.000 | 0.000 | ||
| 56 | 2025.12.19 12:00 | modify | 17 | 0.10 | 157.321 | 158.321 | 155.921 | ||
| 57 | 2025.12.23 12:00 | t/p | 17 | 0.10 | 155.921 | 158.321 | 155.921 | 87.25 | 2031.38 |