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 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=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 | 79133 | Modelling quality | n/a |
| Mismatched charts errors | 8 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1711.73 | Gross profit | 1741.64 | Gross loss | -29.91 |
| Profit factor | 58.23 | Expected payoff | 51.87 | ||
| Absolute drawdown | 64.22 | Maximal drawdown | 114.59 (5.42%) | Relative drawdown | 8.93% (91.75) |
| Total trades | 33 | Short positions (won %) | 21 (95.24%) | Long positions (won %) | 12 (100.00%) |
| Profit trades (% of total) | 32 (96.97%) | Loss trades (% of total) | 1 (3.03%) | ||
| Largest | profit trade | 98.60 | loss trade | -29.91 | |
| Average | profit trade | 54.43 | loss trade | -29.91 | |
| Maximum | consecutive wins (profit in money) | 16 (886.10) | consecutive losses (loss in money) | 1 (-29.91) | |
| Maximal | consecutive profit (count of wins) | 886.10 (16) | consecutive loss (count of losses) | -29.91 (1) | |
| Average | consecutive wins | 16 | 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 17:15 | buy | 2 | 0.10 | 141.420 | 0.000 | 0.000 | ||
| 4 | 2025.04.22 17:15 | modify | 2 | 0.10 | 141.420 | 140.996 | 142.186 | ||
| 5 | 2025.04.22 17:15 | modify | 1 | 0.10 | 140.786 | 140.996 | 142.186 | ||
| 6 | 2025.04.22 19:59 | buy | 3 | 0.10 | 141.639 | 0.000 | 0.000 | ||
| 7 | 2025.04.22 19:59 | modify | 3 | 0.10 | 141.639 | 141.346 | 142.186 | ||
| 8 | 2025.04.22 19:59 | buy | 4 | 0.10 | 141.639 | 0.000 | 0.000 | ||
| 9 | 2025.04.22 19:59 | modify | 4 | 0.10 | 141.639 | 141.276 | 142.186 | ||
| 10 | 2025.04.22 19:59 | modify | 2 | 0.10 | 141.420 | 141.276 | 142.186 | ||
| 11 | 2025.04.22 19:59 | modify | 1 | 0.10 | 140.786 | 141.276 | 142.186 | ||
| 12 | 2025.04.22 20:00 | modify | 3 | 0.10 | 141.639 | 141.276 | 142.186 | ||
| 13 | 2025.04.22 21:30 | t/p | 1 | 0.10 | 142.186 | 141.276 | 142.186 | 98.60 | 1098.60 |
| 14 | 2025.04.22 21:30 | t/p | 2 | 0.10 | 142.186 | 141.276 | 142.186 | 53.85 | 1152.45 |
| 15 | 2025.04.22 21:30 | t/p | 3 | 0.10 | 142.186 | 141.276 | 142.186 | 38.45 | 1190.90 |
| 16 | 2025.04.22 21:30 | t/p | 4 | 0.10 | 142.186 | 141.276 | 142.186 | 38.45 | 1229.35 |
| 17 | 2025.05.12 08:00 | sell | 5 | 0.10 | 147.916 | 0.000 | 0.000 | ||
| 18 | 2025.05.12 08:00 | modify | 5 | 0.10 | 147.916 | 148.916 | 146.516 | ||
| 19 | 2025.05.14 00:40 | sell | 6 | 0.10 | 147.278 | 0.000 | 0.000 | ||
| 20 | 2025.05.14 00:40 | modify | 6 | 0.10 | 147.278 | 147.706 | 146.516 | ||
| 21 | 2025.05.14 00:40 | modify | 5 | 0.10 | 147.916 | 147.706 | 146.516 | ||
| 22 | 2025.05.14 03:50 | sell | 7 | 0.10 | 147.062 | 0.000 | 0.000 | ||
| 23 | 2025.05.14 03:50 | modify | 7 | 0.10 | 147.062 | 147.356 | 146.516 | ||
| 24 | 2025.05.14 03:50 | sell | 8 | 0.10 | 147.062 | 0.000 | 0.000 | ||
| 25 | 2025.05.14 03:50 | modify | 8 | 0.10 | 147.062 | 147.426 | 146.516 | ||
| 26 | 2025.05.14 03:50 | modify | 6 | 0.10 | 147.278 | 147.426 | 146.516 | ||
| 27 | 2025.05.14 03:50 | modify | 5 | 0.10 | 147.916 | 147.426 | 146.516 | ||
| 28 | 2025.05.14 03:55 | modify | 7 | 0.10 | 147.062 | 147.426 | 146.516 | ||
| 29 | 2025.05.14 08:30 | t/p | 5 | 0.10 | 146.516 | 147.426 | 146.516 | 93.09 | 1322.44 |
| 30 | 2025.05.14 08:30 | t/p | 6 | 0.10 | 146.516 | 147.426 | 146.516 | 52.02 | 1374.46 |
| 31 | 2025.05.14 08:30 | t/p | 7 | 0.10 | 146.516 | 147.426 | 146.516 | 37.27 | 1411.73 |
| 32 | 2025.05.14 08:30 | t/p | 8 | 0.10 | 146.516 | 147.426 | 146.516 | 37.27 | 1449.00 |
| 33 | 2025.06.23 08:00 | sell | 9 | 0.10 | 147.330 | 0.000 | 0.000 | ||
| 34 | 2025.06.23 08:00 | modify | 9 | 0.10 | 147.330 | 148.330 | 145.930 | ||
| 35 | 2025.06.23 16:10 | sell | 10 | 0.10 | 146.483 | 0.000 | 0.000 | ||
| 36 | 2025.06.23 16:10 | modify | 10 | 0.10 | 146.483 | 146.770 | 145.930 | ||
| 37 | 2025.06.23 16:10 | sell | 11 | 0.10 | 146.483 | 0.000 | 0.000 | ||
| 38 | 2025.06.23 16:10 | modify | 11 | 0.10 | 146.483 | 146.840 | 145.930 | ||
| 39 | 2025.06.23 16:10 | modify | 9 | 0.10 | 147.330 | 146.840 | 145.930 | ||
| 40 | 2025.06.23 16:15 | modify | 10 | 0.10 | 146.483 | 146.840 | 145.930 | ||
| 41 | 2025.06.23 22:40 | t/p | 9 | 0.10 | 145.930 | 146.840 | 145.930 | 96.04 | 1545.04 |
| 42 | 2025.06.23 22:40 | t/p | 10 | 0.10 | 145.930 | 146.840 | 145.930 | 37.94 | 1582.98 |
| 43 | 2025.06.23 22:40 | t/p | 11 | 0.10 | 145.930 | 146.840 | 145.930 | 37.94 | 1620.92 |
| 44 | 2025.07.01 12:00 | buy | 12 | 0.10 | 142.769 | 0.000 | 0.000 | ||
| 45 | 2025.07.01 12:00 | modify | 12 | 0.10 | 142.769 | 141.769 | 144.169 | ||
| 46 | 2025.07.01 15:20 | buy | 13 | 0.10 | 143.634 | 0.000 | 0.000 | ||
| 47 | 2025.07.01 15:20 | modify | 13 | 0.10 | 143.634 | 143.329 | 144.169 | ||
| 48 | 2025.07.01 15:20 | buy | 14 | 0.10 | 143.634 | 0.000 | 0.000 | ||
| 49 | 2025.07.01 15:20 | modify | 14 | 0.10 | 143.634 | 143.259 | 144.169 | ||
| 50 | 2025.07.01 15:20 | modify | 12 | 0.10 | 142.769 | 143.259 | 144.169 | ||
| 51 | 2025.07.01 15:26 | modify | 13 | 0.10 | 143.634 | 143.259 | 144.169 | ||
| 52 | 2025.07.01 21:05 | buy | 15 | 0.10 | 143.401 | 0.000 | 0.000 | ||
| 53 | 2025.07.01 21:05 | modify | 15 | 0.10 | 143.401 | 142.979 | 144.169 | ||
| 54 | 2025.07.01 21:10 | modify | 15 | 0.10 | 143.401 | 143.259 | 144.169 | ||
| 55 | 2025.07.02 09:40 | t/p | 12 | 0.10 | 144.169 | 143.259 | 144.169 | 97.25 | 1718.17 |
| 56 | 2025.07.02 09:40 | t/p | 13 | 0.10 | 144.169 | 143.259 | 144.169 | 37.28 | 1755.45 |
| 57 | 2025.07.02 09:40 | t/p | 14 | 0.10 | 144.169 | 143.259 | 144.169 | 37.28 | 1792.73 |
| 58 | 2025.07.02 09:40 | t/p | 15 | 0.10 | 144.169 | 143.259 | 144.169 | 53.43 | 1846.16 |
| 59 | 2025.07.08 12:00 | sell | 16 | 0.10 | 146.588 | 0.000 | 0.000 | ||
| 60 | 2025.07.08 12:00 | modify | 16 | 0.10 | 146.588 | 147.588 | 145.188 | ||
| 61 | 2025.07.10 02:25 | sell | 17 | 0.10 | 145.940 | 0.000 | 0.000 | ||
| 62 | 2025.07.10 02:25 | modify | 17 | 0.10 | 145.940 | 146.378 | 145.188 | ||
| 63 | 2025.07.10 02:25 | modify | 16 | 0.10 | 146.588 | 146.378 | 145.188 | ||
| 64 | 2025.07.10 04:05 | s/l | 16 | 0.10 | 146.378 | 146.378 | 145.188 | 9.38 | 1855.53 |
| 65 | 2025.07.10 04:05 | s/l | 17 | 0.10 | 146.378 | 146.378 | 145.188 | -29.91 | 1825.62 |
| 66 | 2025.07.15 16:00 | sell | 18 | 0.10 | 148.757 | 0.000 | 0.000 | ||
| 67 | 2025.07.15 16:00 | modify | 18 | 0.10 | 148.757 | 149.757 | 147.357 | ||
| 68 | 2025.07.16 15:40 | t/p | 18 | 0.10 | 147.357 | 149.757 | 147.357 | 94.03 | 1919.65 |
| 69 | 2025.09.25 16:00 | sell | 19 | 0.10 | 149.788 | 0.000 | 0.000 | ||
| 70 | 2025.09.25 16:00 | modify | 19 | 0.10 | 149.788 | 150.788 | 148.388 | ||
| 71 | 2025.09.29 00:50 | sell | 20 | 0.10 | 149.140 | 0.000 | 0.000 | ||
| 72 | 2025.09.29 00:50 | modify | 20 | 0.10 | 149.140 | 149.578 | 148.388 | ||
| 73 | 2025.09.29 00:50 | modify | 19 | 0.10 | 149.788 | 149.578 | 148.388 | ||
| 74 | 2025.09.29 02:55 | sell | 21 | 0.10 | 148.937 | 0.000 | 0.000 | ||
| 75 | 2025.09.29 02:55 | modify | 21 | 0.10 | 148.937 | 149.228 | 148.388 | ||
| 76 | 2025.09.29 02:55 | sell | 22 | 0.10 | 148.937 | 0.000 | 0.000 | ||
| 77 | 2025.09.29 02:55 | modify | 22 | 0.10 | 148.937 | 149.298 | 148.388 | ||
| 78 | 2025.09.29 02:55 | modify | 20 | 0.10 | 149.140 | 149.298 | 148.388 | ||
| 79 | 2025.09.29 02:55 | modify | 19 | 0.10 | 149.788 | 149.298 | 148.388 | ||
| 80 | 2025.09.29 03:00 | modify | 21 | 0.10 | 148.937 | 149.298 | 148.388 | ||
| 81 | 2025.09.30 05:30 | t/p | 19 | 0.10 | 148.388 | 149.298 | 148.388 | 90.65 | 2010.30 |
| 82 | 2025.09.30 05:30 | t/p | 20 | 0.10 | 148.388 | 149.298 | 148.388 | 49.46 | 2059.76 |
| 83 | 2025.09.30 05:30 | t/p | 21 | 0.10 | 148.388 | 149.298 | 148.388 | 35.77 | 2095.53 |
| 84 | 2025.09.30 05:30 | t/p | 22 | 0.10 | 148.388 | 149.298 | 148.388 | 35.77 | 2131.29 |
| 85 | 2025.10.17 08:00 | buy | 23 | 0.10 | 149.733 | 0.000 | 0.000 | ||
| 86 | 2025.10.17 08:00 | modify | 23 | 0.10 | 149.733 | 148.733 | 151.133 | ||
| 87 | 2025.10.17 13:55 | buy | 24 | 0.10 | 150.387 | 0.000 | 0.000 | ||
| 88 | 2025.10.17 13:55 | modify | 24 | 0.10 | 150.387 | 149.943 | 151.133 | ||
| 89 | 2025.10.17 13:55 | modify | 23 | 0.10 | 149.733 | 149.943 | 151.133 | ||
| 90 | 2025.10.17 20:20 | buy | 25 | 0.10 | 150.577 | 0.000 | 0.000 | ||
| 91 | 2025.10.17 20:20 | modify | 25 | 0.10 | 150.577 | 150.293 | 151.133 | ||
| 92 | 2025.10.17 20:20 | buy | 26 | 0.10 | 150.577 | 0.000 | 0.000 | ||
| 93 | 2025.10.17 20:20 | modify | 26 | 0.10 | 150.577 | 150.223 | 151.133 | ||
| 94 | 2025.10.17 20:20 | modify | 24 | 0.10 | 150.387 | 150.223 | 151.133 | ||
| 95 | 2025.10.17 20:20 | modify | 23 | 0.10 | 149.733 | 150.223 | 151.133 | ||
| 96 | 2025.10.17 20:25 | modify | 25 | 0.10 | 150.577 | 150.223 | 151.133 | ||
| 97 | 2025.10.20 01:40 | t/p | 23 | 0.10 | 151.133 | 150.223 | 151.133 | 92.78 | 2224.07 |
| 98 | 2025.10.20 01:40 | t/p | 24 | 0.10 | 151.133 | 150.223 | 151.133 | 49.53 | 2273.60 |
| 99 | 2025.10.20 01:40 | t/p | 25 | 0.10 | 151.133 | 150.223 | 151.133 | 36.96 | 2310.56 |
| 100 | 2025.10.20 01:40 | t/p | 26 | 0.10 | 151.133 | 150.223 | 151.133 | 36.96 | 2347.52 |
| 101 | 2025.11.20 16:00 | sell | 27 | 0.10 | 157.679 | 0.000 | 0.000 | ||
| 102 | 2025.11.20 16:00 | modify | 27 | 0.10 | 157.679 | 158.679 | 156.279 | ||
| 103 | 2025.11.21 06:40 | sell | 28 | 0.10 | 157.049 | 0.000 | 0.000 | ||
| 104 | 2025.11.21 06:40 | modify | 28 | 0.10 | 157.049 | 157.469 | 156.279 | ||
| 105 | 2025.11.21 06:40 | modify | 27 | 0.10 | 157.679 | 157.469 | 156.279 | ||
| 106 | 2025.11.21 07:30 | sell | 29 | 0.10 | 156.823 | 0.000 | 0.000 | ||
| 107 | 2025.11.21 07:30 | modify | 29 | 0.10 | 156.823 | 157.119 | 156.279 | ||
| 108 | 2025.11.21 07:30 | sell | 30 | 0.10 | 156.823 | 0.000 | 0.000 | ||
| 109 | 2025.11.21 07:30 | modify | 30 | 0.10 | 156.823 | 157.189 | 156.279 | ||
| 110 | 2025.11.21 07:30 | modify | 28 | 0.10 | 157.049 | 157.189 | 156.279 | ||
| 111 | 2025.11.21 07:30 | modify | 27 | 0.10 | 157.679 | 157.189 | 156.279 | ||
| 112 | 2025.11.21 07:35 | modify | 29 | 0.10 | 156.823 | 157.189 | 156.279 | ||
| 113 | 2025.11.21 15:40 | t/p | 27 | 0.10 | 156.279 | 157.189 | 156.279 | 88.37 | 2435.88 |
| 114 | 2025.11.21 15:40 | t/p | 28 | 0.10 | 156.279 | 157.189 | 156.279 | 49.28 | 2485.16 |
| 115 | 2025.11.21 15:40 | t/p | 29 | 0.10 | 156.279 | 157.189 | 156.279 | 34.82 | 2519.98 |
| 116 | 2025.11.21 15:40 | t/p | 30 | 0.10 | 156.279 | 157.189 | 156.279 | 34.82 | 2554.80 |
| 117 | 2025.12.19 12:00 | sell | 31 | 0.10 | 157.321 | 0.000 | 0.000 | ||
| 118 | 2025.12.19 12:00 | modify | 31 | 0.10 | 157.321 | 158.321 | 155.921 | ||
| 119 | 2025.12.23 01:55 | sell | 32 | 0.10 | 156.462 | 0.000 | 0.000 | ||
| 120 | 2025.12.23 01:55 | modify | 32 | 0.10 | 156.462 | 156.761 | 155.921 | ||
| 121 | 2025.12.23 01:55 | sell | 33 | 0.10 | 156.462 | 0.000 | 0.000 | ||
| 122 | 2025.12.23 01:55 | modify | 33 | 0.10 | 156.462 | 156.831 | 155.921 | ||
| 123 | 2025.12.23 01:55 | modify | 31 | 0.10 | 157.321 | 156.831 | 155.921 | ||
| 124 | 2025.12.23 02:00 | modify | 32 | 0.10 | 156.462 | 156.831 | 155.921 | ||
| 125 | 2025.12.23 09:05 | t/p | 31 | 0.10 | 155.921 | 156.831 | 155.921 | 87.42 | 2642.23 |
| 126 | 2025.12.23 09:05 | t/p | 32 | 0.10 | 155.921 | 156.831 | 155.921 | 34.75 | 2676.98 |
| 127 | 2025.12.23 09:05 | t/p | 33 | 0.10 | 155.921 | 156.831 | 155.921 | 34.75 | 2711.73 |