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 | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1904 | Ticks modelled | 29634631 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1714.11 | Gross profit | 1799.26 | Gross loss | -85.15 |
| Profit factor | 21.13 | Expected payoff | 45.11 | ||
| Absolute drawdown | 64.22 | Maximal drawdown | 133.61 (7.41%) | Relative drawdown | 8.93% (91.75) |
| Total trades | 38 | Short positions (won %) | 26 (96.15%) | Long positions (won %) | 12 (75.00%) |
| Profit trades (% of total) | 34 (89.47%) | Loss trades (% of total) | 4 (10.53%) | ||
| Largest | profit trade | 98.63 | loss trade | -28.83 | |
| Average | profit trade | 52.92 | loss trade | -21.29 | |
| Maximum | consecutive wins (profit in money) | 17 (914.92) | consecutive losses (loss in money) | 3 (-56.32) | |
| Maximal | consecutive profit (count of wins) | 914.92 (17) | consecutive loss (count of losses) | -56.32 (3) | |
| Average | consecutive wins | 11 | consecutive losses | 2 | |
| # | 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 17:09 | buy | 2 | 0.10 | 141.417 | 0.000 | 0.000 | ||
| 4 | 2025.04.22 17:09 | modify | 2 | 0.10 | 141.417 | 140.996 | 142.186 | ||
| 5 | 2025.04.22 17:09 | modify | 1 | 0.10 | 140.786 | 140.996 | 142.186 | ||
| 6 | 2025.04.22 19:58 | buy | 3 | 0.10 | 141.628 | 0.000 | 0.000 | ||
| 7 | 2025.04.22 19:58 | modify | 3 | 0.10 | 141.628 | 141.346 | 142.186 | ||
| 8 | 2025.04.22 19:58 | buy | 4 | 0.10 | 141.628 | 0.000 | 0.000 | ||
| 9 | 2025.04.22 19:58 | modify | 4 | 0.10 | 141.628 | 141.276 | 142.186 | ||
| 10 | 2025.04.22 19:58 | modify | 2 | 0.10 | 141.417 | 141.276 | 142.186 | ||
| 11 | 2025.04.22 19:58 | modify | 1 | 0.10 | 140.786 | 141.276 | 142.186 | ||
| 12 | 2025.04.22 19:58 | modify | 3 | 0.10 | 141.628 | 141.276 | 142.186 | ||
| 13 | 2025.04.22 21:35 | t/p | 1 | 0.10 | 142.186 | 141.276 | 142.186 | 98.63 | 1098.63 |
| 14 | 2025.04.22 21:35 | t/p | 2 | 0.10 | 142.186 | 141.276 | 142.186 | 54.07 | 1152.70 |
| 15 | 2025.04.22 21:35 | t/p | 3 | 0.10 | 142.186 | 141.276 | 142.186 | 39.24 | 1191.94 |
| 16 | 2025.04.22 21:35 | t/p | 4 | 0.10 | 142.186 | 141.276 | 142.186 | 39.24 | 1231.18 |
| 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 00:54 | sell | 6 | 0.10 | 147.280 | 0.000 | 0.000 | ||
| 20 | 2025.05.14 00:54 | modify | 6 | 0.10 | 147.280 | 147.706 | 146.516 | ||
| 21 | 2025.05.14 00:54 | modify | 5 | 0.10 | 147.916 | 147.706 | 146.516 | ||
| 22 | 2025.05.14 01:26 | sell | 7 | 0.10 | 147.074 | 0.000 | 0.000 | ||
| 23 | 2025.05.14 01:26 | modify | 7 | 0.10 | 147.074 | 147.356 | 146.516 | ||
| 24 | 2025.05.14 01:26 | sell | 8 | 0.10 | 147.074 | 0.000 | 0.000 | ||
| 25 | 2025.05.14 01:26 | modify | 8 | 0.10 | 147.074 | 147.426 | 146.516 | ||
| 26 | 2025.05.14 01:26 | modify | 6 | 0.10 | 147.280 | 147.426 | 146.516 | ||
| 27 | 2025.05.14 01:26 | modify | 5 | 0.10 | 147.916 | 147.426 | 146.516 | ||
| 28 | 2025.05.14 01:26 | modify | 7 | 0.10 | 147.074 | 147.426 | 146.516 | ||
| 29 | 2025.05.14 08:06 | t/p | 5 | 0.10 | 146.516 | 147.426 | 146.516 | 93.07 | 1324.25 |
| 30 | 2025.05.14 08:06 | t/p | 6 | 0.10 | 146.516 | 147.426 | 146.516 | 52.15 | 1376.40 |
| 31 | 2025.05.14 08:06 | t/p | 7 | 0.10 | 146.516 | 147.426 | 146.516 | 38.09 | 1414.49 |
| 32 | 2025.05.14 08:06 | t/p | 8 | 0.10 | 146.516 | 147.426 | 146.516 | 38.09 | 1452.58 |
| 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 14:20 | sell | 10 | 0.10 | 146.700 | 0.000 | 0.000 | ||
| 36 | 2025.06.23 14:20 | modify | 10 | 0.10 | 146.700 | 147.120 | 145.930 | ||
| 37 | 2025.06.23 14:20 | modify | 9 | 0.10 | 147.330 | 147.120 | 145.930 | ||
| 38 | 2025.06.23 15:09 | sell | 11 | 0.10 | 146.489 | 0.000 | 0.000 | ||
| 39 | 2025.06.23 15:09 | modify | 11 | 0.10 | 146.489 | 146.770 | 145.930 | ||
| 40 | 2025.06.23 15:09 | sell | 12 | 0.10 | 146.489 | 0.000 | 0.000 | ||
| 41 | 2025.06.23 15:09 | modify | 12 | 0.10 | 146.489 | 146.840 | 145.930 | ||
| 42 | 2025.06.23 15:09 | modify | 10 | 0.10 | 146.700 | 146.840 | 145.930 | ||
| 43 | 2025.06.23 15:09 | modify | 9 | 0.10 | 147.330 | 146.840 | 145.930 | ||
| 44 | 2025.06.23 15:09 | modify | 11 | 0.10 | 146.489 | 146.840 | 145.930 | ||
| 45 | 2025.06.23 22:06 | t/p | 9 | 0.10 | 145.930 | 146.840 | 145.930 | 95.94 | 1548.52 |
| 46 | 2025.06.23 22:06 | t/p | 10 | 0.10 | 145.930 | 146.840 | 145.930 | 52.77 | 1601.29 |
| 47 | 2025.06.23 22:06 | t/p | 11 | 0.10 | 145.930 | 146.840 | 145.930 | 38.31 | 1639.60 |
| 48 | 2025.06.23 22:06 | t/p | 12 | 0.10 | 145.930 | 146.840 | 145.930 | 38.31 | 1677.91 |
| 49 | 2025.07.01 12:00 | buy | 13 | 0.10 | 142.769 | 0.000 | 0.000 | ||
| 50 | 2025.07.01 12:00 | modify | 13 | 0.10 | 142.769 | 141.769 | 144.169 | ||
| 51 | 2025.07.01 14:00 | buy | 14 | 0.10 | 143.416 | 0.000 | 0.000 | ||
| 52 | 2025.07.01 14:00 | modify | 14 | 0.10 | 143.416 | 142.979 | 144.169 | ||
| 53 | 2025.07.01 14:00 | modify | 13 | 0.10 | 142.769 | 142.979 | 144.169 | ||
| 54 | 2025.07.01 15:16 | buy | 15 | 0.10 | 143.610 | 0.000 | 0.000 | ||
| 55 | 2025.07.01 15:16 | modify | 15 | 0.10 | 143.610 | 143.329 | 144.169 | ||
| 56 | 2025.07.01 15:16 | buy | 16 | 0.10 | 143.610 | 0.000 | 0.000 | ||
| 57 | 2025.07.01 15:16 | modify | 16 | 0.10 | 143.610 | 143.259 | 144.169 | ||
| 58 | 2025.07.01 15:16 | modify | 14 | 0.10 | 143.416 | 143.259 | 144.169 | ||
| 59 | 2025.07.01 15:16 | modify | 13 | 0.10 | 142.769 | 143.259 | 144.169 | ||
| 60 | 2025.07.01 15:16 | modify | 15 | 0.10 | 143.610 | 143.259 | 144.169 | ||
| 61 | 2025.07.02 09:26 | t/p | 13 | 0.10 | 144.169 | 143.259 | 144.169 | 97.30 | 1775.21 |
| 62 | 2025.07.02 09:26 | t/p | 14 | 0.10 | 144.169 | 143.259 | 144.169 | 52.42 | 1827.63 |
| 63 | 2025.07.02 09:26 | t/p | 15 | 0.10 | 144.169 | 143.259 | 144.169 | 38.96 | 1866.59 |
| 64 | 2025.07.02 09:26 | t/p | 16 | 0.10 | 144.169 | 143.259 | 144.169 | 38.96 | 1905.55 |
| 65 | 2025.07.08 12:00 | sell | 17 | 0.10 | 146.588 | 0.000 | 0.000 | ||
| 66 | 2025.07.08 12:00 | modify | 17 | 0.10 | 146.588 | 147.588 | 145.188 | ||
| 67 | 2025.07.10 00:22 | sell | 18 | 0.10 | 145.956 | 0.000 | 0.000 | ||
| 68 | 2025.07.10 00:22 | modify | 18 | 0.10 | 145.956 | 146.378 | 145.188 | ||
| 69 | 2025.07.10 00:22 | modify | 17 | 0.10 | 146.588 | 146.378 | 145.188 | ||
| 70 | 2025.07.10 04:33 | s/l | 17 | 0.10 | 146.378 | 146.378 | 145.188 | 9.38 | 1914.92 |
| 71 | 2025.07.10 04:33 | s/l | 18 | 0.10 | 146.378 | 146.378 | 145.188 | -28.83 | 1886.09 |
| 72 | 2025.07.15 16:00 | sell | 19 | 0.10 | 148.757 | 0.000 | 0.000 | ||
| 73 | 2025.07.15 16:00 | modify | 19 | 0.10 | 148.757 | 149.757 | 147.357 | ||
| 74 | 2025.07.16 15:15 | sell | 20 | 0.10 | 148.126 | 0.000 | 0.000 | ||
| 75 | 2025.07.16 15:15 | modify | 20 | 0.10 | 148.126 | 148.547 | 147.357 | ||
| 76 | 2025.07.16 15:15 | modify | 19 | 0.10 | 148.757 | 148.547 | 147.357 | ||
| 77 | 2025.07.16 15:16 | sell | 21 | 0.10 | 147.905 | 0.000 | 0.000 | ||
| 78 | 2025.07.16 15:16 | modify | 21 | 0.10 | 147.905 | 148.197 | 147.357 | ||
| 79 | 2025.07.16 15:16 | sell | 22 | 0.10 | 147.905 | 0.000 | 0.000 | ||
| 80 | 2025.07.16 15:16 | modify | 22 | 0.10 | 147.905 | 148.267 | 147.357 | ||
| 81 | 2025.07.16 15:16 | modify | 20 | 0.10 | 148.126 | 148.267 | 147.357 | ||
| 82 | 2025.07.16 15:16 | modify | 19 | 0.10 | 148.757 | 148.267 | 147.357 | ||
| 83 | 2025.07.16 15:16 | modify | 21 | 0.10 | 147.905 | 148.267 | 147.357 | ||
| 84 | 2025.07.16 15:16 | t/p | 19 | 0.10 | 147.357 | 148.267 | 147.357 | 93.79 | 1979.88 |
| 85 | 2025.07.16 15:16 | t/p | 20 | 0.10 | 147.357 | 148.267 | 147.357 | 52.20 | 2032.08 |
| 86 | 2025.07.16 15:16 | t/p | 21 | 0.10 | 147.357 | 148.267 | 147.357 | 37.20 | 2069.28 |
| 87 | 2025.07.16 15:16 | t/p | 22 | 0.10 | 147.357 | 148.267 | 147.357 | 37.20 | 2106.48 |
| 88 | 2025.09.25 16:00 | sell | 23 | 0.10 | 149.788 | 0.000 | 0.000 | ||
| 89 | 2025.09.25 16:00 | modify | 23 | 0.10 | 149.788 | 150.788 | 148.388 | ||
| 90 | 2025.09.29 00:54 | sell | 24 | 0.10 | 149.158 | 0.000 | 0.000 | ||
| 91 | 2025.09.29 00:54 | modify | 24 | 0.10 | 149.158 | 149.578 | 148.388 | ||
| 92 | 2025.09.29 00:54 | modify | 23 | 0.10 | 149.788 | 149.578 | 148.388 | ||
| 93 | 2025.09.29 02:21 | sell | 25 | 0.10 | 148.945 | 0.000 | 0.000 | ||
| 94 | 2025.09.29 02:21 | modify | 25 | 0.10 | 148.945 | 149.228 | 148.388 | ||
| 95 | 2025.09.29 02:21 | sell | 26 | 0.10 | 148.945 | 0.000 | 0.000 | ||
| 96 | 2025.09.29 02:21 | modify | 26 | 0.10 | 148.945 | 149.298 | 148.388 | ||
| 97 | 2025.09.29 02:21 | modify | 24 | 0.10 | 149.158 | 149.298 | 148.388 | ||
| 98 | 2025.09.29 02:21 | modify | 23 | 0.10 | 149.788 | 149.298 | 148.388 | ||
| 99 | 2025.09.29 02:21 | modify | 25 | 0.10 | 148.945 | 149.298 | 148.388 | ||
| 100 | 2025.09.30 05:00 | t/p | 23 | 0.10 | 148.388 | 149.298 | 148.388 | 90.62 | 2197.10 |
| 101 | 2025.09.30 05:00 | t/p | 24 | 0.10 | 148.388 | 149.298 | 148.388 | 50.65 | 2247.75 |
| 102 | 2025.09.30 05:00 | t/p | 25 | 0.10 | 148.388 | 149.298 | 148.388 | 36.29 | 2284.04 |
| 103 | 2025.09.30 05:00 | t/p | 26 | 0.10 | 148.388 | 149.298 | 148.388 | 36.29 | 2320.32 |
| 104 | 2025.10.17 08:00 | buy | 27 | 0.10 | 149.733 | 0.000 | 0.000 | ||
| 105 | 2025.10.17 08:00 | modify | 27 | 0.10 | 149.733 | 148.733 | 151.133 | ||
| 106 | 2025.10.17 12:03 | buy | 28 | 0.10 | 150.363 | 0.000 | 0.000 | ||
| 107 | 2025.10.17 12:03 | modify | 28 | 0.10 | 150.363 | 149.943 | 151.133 | ||
| 108 | 2025.10.17 12:03 | modify | 27 | 0.10 | 149.733 | 149.943 | 151.133 | ||
| 109 | 2025.10.17 14:14 | buy | 29 | 0.10 | 150.576 | 0.000 | 0.000 | ||
| 110 | 2025.10.17 14:14 | modify | 29 | 0.10 | 150.576 | 150.293 | 151.133 | ||
| 111 | 2025.10.17 14:14 | buy | 30 | 0.10 | 150.576 | 0.000 | 0.000 | ||
| 112 | 2025.10.17 14:14 | modify | 30 | 0.10 | 150.576 | 150.223 | 151.133 | ||
| 113 | 2025.10.17 14:14 | modify | 28 | 0.10 | 150.363 | 150.223 | 151.133 | ||
| 114 | 2025.10.17 14:14 | modify | 27 | 0.10 | 149.733 | 150.223 | 151.133 | ||
| 115 | 2025.10.17 14:14 | modify | 29 | 0.10 | 150.576 | 150.223 | 151.133 | ||
| 116 | 2025.10.17 15:38 | s/l | 27 | 0.10 | 150.223 | 150.223 | 151.133 | 32.62 | 2352.94 |
| 117 | 2025.10.17 15:38 | s/l | 28 | 0.10 | 150.223 | 150.223 | 151.133 | -9.32 | 2343.62 |
| 118 | 2025.10.17 15:38 | s/l | 29 | 0.10 | 150.223 | 150.223 | 151.133 | -23.50 | 2320.12 |
| 119 | 2025.10.17 15:38 | s/l | 30 | 0.10 | 150.223 | 150.223 | 151.133 | -23.50 | 2296.62 |
| 120 | 2025.11.20 16:00 | sell | 31 | 0.10 | 157.679 | 0.000 | 0.000 | ||
| 121 | 2025.11.20 16:00 | modify | 31 | 0.10 | 157.679 | 158.679 | 156.279 | ||
| 122 | 2025.11.21 06:17 | sell | 32 | 0.10 | 157.049 | 0.000 | 0.000 | ||
| 123 | 2025.11.21 06:17 | modify | 32 | 0.10 | 157.049 | 157.469 | 156.279 | ||
| 124 | 2025.11.21 06:17 | modify | 31 | 0.10 | 157.679 | 157.469 | 156.279 | ||
| 125 | 2025.11.21 07:37 | sell | 33 | 0.10 | 156.838 | 0.000 | 0.000 | ||
| 126 | 2025.11.21 07:37 | modify | 33 | 0.10 | 156.838 | 157.119 | 156.279 | ||
| 127 | 2025.11.21 07:37 | sell | 34 | 0.10 | 156.838 | 0.000 | 0.000 | ||
| 128 | 2025.11.21 07:37 | modify | 34 | 0.10 | 156.838 | 157.189 | 156.279 | ||
| 129 | 2025.11.21 07:37 | modify | 32 | 0.10 | 157.049 | 157.189 | 156.279 | ||
| 130 | 2025.11.21 07:37 | modify | 31 | 0.10 | 157.679 | 157.189 | 156.279 | ||
| 131 | 2025.11.21 07:37 | modify | 33 | 0.10 | 156.838 | 157.189 | 156.279 | ||
| 132 | 2025.11.21 15:01 | t/p | 31 | 0.10 | 156.279 | 157.189 | 156.279 | 88.35 | 2384.97 |
| 133 | 2025.11.21 15:01 | t/p | 32 | 0.10 | 156.279 | 157.189 | 156.279 | 49.27 | 2434.24 |
| 134 | 2025.11.21 15:01 | t/p | 33 | 0.10 | 156.279 | 157.189 | 156.279 | 35.77 | 2470.01 |
| 135 | 2025.11.21 15:01 | t/p | 34 | 0.10 | 156.279 | 157.189 | 156.279 | 35.77 | 2505.78 |
| 136 | 2025.12.19 12:00 | sell | 35 | 0.10 | 157.321 | 0.000 | 0.000 | ||
| 137 | 2025.12.19 12:00 | modify | 35 | 0.10 | 157.321 | 158.321 | 155.921 | ||
| 138 | 2025.12.23 00:55 | sell | 36 | 0.10 | 156.690 | 0.000 | 0.000 | ||
| 139 | 2025.12.23 00:55 | modify | 36 | 0.10 | 156.690 | 157.111 | 155.921 | ||
| 140 | 2025.12.23 00:55 | modify | 35 | 0.10 | 157.321 | 157.111 | 155.921 | ||
| 141 | 2025.12.23 01:42 | sell | 37 | 0.10 | 156.480 | 0.000 | 0.000 | ||
| 142 | 2025.12.23 01:42 | modify | 37 | 0.10 | 156.480 | 156.761 | 155.921 | ||
| 143 | 2025.12.23 01:42 | sell | 38 | 0.10 | 156.480 | 0.000 | 0.000 | ||
| 144 | 2025.12.23 01:42 | modify | 38 | 0.10 | 156.480 | 156.831 | 155.921 | ||
| 145 | 2025.12.23 01:42 | modify | 36 | 0.10 | 156.690 | 156.831 | 155.921 | ||
| 146 | 2025.12.23 01:42 | modify | 35 | 0.10 | 157.321 | 156.831 | 155.921 | ||
| 147 | 2025.12.23 01:42 | modify | 37 | 0.10 | 156.480 | 156.831 | 155.921 | ||
| 148 | 2025.12.23 09:00 | t/p | 35 | 0.10 | 155.921 | 156.831 | 155.921 | 87.30 | 2593.09 |
| 149 | 2025.12.23 09:00 | t/p | 36 | 0.10 | 155.921 | 156.831 | 155.921 | 49.32 | 2642.41 |
| 150 | 2025.12.23 09:00 | t/p | 37 | 0.10 | 155.921 | 156.831 | 155.921 | 35.85 | 2678.26 |
| 151 | 2025.12.23 09:00 | t/p | 38 | 0.10 | 155.921 | 156.831 | 155.921 | 35.85 | 2714.11 |