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=0; RSIHelp="------------------------------------"; RSI_Period=9; 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=100; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 1090.86 | Gross profit | 1464.30 | Gross loss | -373.45 |
| Profit factor | 3.92 | Expected payoff | 43.63 | ||
| Absolute drawdown | 109.98 | Maximal drawdown | 155.22 (8.60%) | Relative drawdown | 12.23% (123.98) |
| Total trades | 25 | Short positions (won %) | 15 (73.33%) | Long positions (won %) | 10 (80.00%) |
| Profit trades (% of total) | 19 (76.00%) | Loss trades (% of total) | 6 (24.00%) | ||
| Largest | profit trade | 98.49 | loss trade | -75.34 | |
| Average | profit trade | 77.07 | loss trade | -62.24 | |
| Maximum | consecutive wins (profit in money) | 5 (360.30) | consecutive losses (loss in money) | 1 (-75.34) | |
| Maximal | consecutive profit (count of wins) | 360.30 (5) | consecutive loss (count of losses) | -75.34 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.04.03 12:00 | buy | 1 | 0.10 | 146.068 | 0.000 | 0.000 | ||
| 2 | 2025.04.03 12:00 | modify | 1 | 0.10 | 146.068 | 145.068 | 147.468 | ||
| 3 | 2025.04.04 12:00 | s/l | 1 | 0.10 | 145.068 | 145.068 | 147.468 | -68.59 | 931.41 |
| 4 | 2025.04.21 04:00 | buy | 2 | 0.10 | 140.786 | 0.000 | 0.000 | ||
| 5 | 2025.04.21 04:00 | modify | 2 | 0.10 | 140.786 | 139.786 | 142.186 | ||
| 6 | 2025.04.22 20:00 | buy | 3 | 0.10 | 141.638 | 0.000 | 0.000 | ||
| 7 | 2025.04.22 20:00 | modify | 3 | 0.10 | 141.638 | 141.276 | 142.186 | ||
| 8 | 2025.04.22 20:00 | modify | 2 | 0.10 | 140.786 | 141.276 | 142.186 | ||
| 9 | 2025.04.23 00:00 | t/p | 2 | 0.10 | 142.186 | 141.276 | 142.186 | 98.49 | 1029.89 |
| 10 | 2025.04.23 00:00 | t/p | 3 | 0.10 | 142.186 | 141.276 | 142.186 | 38.59 | 1068.48 |
| 11 | 2025.05.01 16:00 | sell | 4 | 0.10 | 145.481 | 0.000 | 0.000 | ||
| 12 | 2025.05.01 16:00 | modify | 4 | 0.10 | 145.481 | 146.481 | 144.081 | ||
| 13 | 2025.05.02 16:00 | t/p | 4 | 0.10 | 144.081 | 146.481 | 144.081 | 95.61 | 1164.09 |
| 14 | 2025.05.12 08:00 | sell | 5 | 0.10 | 147.916 | 0.000 | 0.000 | ||
| 15 | 2025.05.12 08:00 | modify | 5 | 0.10 | 147.916 | 148.916 | 146.516 | ||
| 16 | 2025.05.14 12:00 | t/p | 5 | 0.10 | 146.516 | 148.916 | 146.516 | 93.27 | 1257.36 |
| 17 | 2025.05.22 08:00 | buy | 6 | 0.10 | 143.081 | 0.000 | 0.000 | ||
| 18 | 2025.05.22 08:00 | modify | 6 | 0.10 | 143.081 | 142.081 | 144.481 | ||
| 19 | 2025.05.22 16:00 | buy | 7 | 0.10 | 143.924 | 0.000 | 0.000 | ||
| 20 | 2025.05.22 16:00 | modify | 7 | 0.10 | 143.924 | 143.571 | 144.481 | ||
| 21 | 2025.05.22 16:00 | modify | 6 | 0.10 | 143.081 | 143.571 | 144.481 | ||
| 22 | 2025.05.23 04:00 | s/l | 6 | 0.10 | 143.571 | 143.571 | 144.481 | 34.35 | 1291.71 |
| 23 | 2025.05.23 04:00 | s/l | 7 | 0.10 | 143.571 | 143.571 | 144.481 | -24.42 | 1267.29 |
| 24 | 2025.06.23 08:00 | sell | 8 | 0.10 | 147.330 | 0.000 | 0.000 | ||
| 25 | 2025.06.23 08:00 | modify | 8 | 0.10 | 147.330 | 148.330 | 145.930 | ||
| 26 | 2025.06.23 16:00 | sell | 9 | 0.10 | 146.467 | 0.000 | 0.000 | ||
| 27 | 2025.06.23 16:00 | modify | 9 | 0.10 | 146.467 | 146.840 | 145.930 | ||
| 28 | 2025.06.23 16:00 | modify | 8 | 0.10 | 147.330 | 146.840 | 145.930 | ||
| 29 | 2025.06.24 00:00 | t/p | 8 | 0.10 | 145.930 | 146.840 | 145.930 | 94.68 | 1361.97 |
| 30 | 2025.06.24 00:00 | t/p | 9 | 0.10 | 145.930 | 146.840 | 145.930 | 35.55 | 1397.52 |
| 31 | 2025.07.01 12:00 | buy | 10 | 0.10 | 142.769 | 0.000 | 0.000 | ||
| 32 | 2025.07.01 12:00 | modify | 10 | 0.10 | 142.769 | 141.769 | 144.169 | ||
| 33 | 2025.07.02 12:00 | t/p | 10 | 0.10 | 144.169 | 141.769 | 144.169 | 97.29 | 1494.80 |
| 34 | 2025.07.08 12:00 | sell | 11 | 0.10 | 146.588 | 0.000 | 0.000 | ||
| 35 | 2025.07.08 12:00 | modify | 11 | 0.10 | 146.588 | 147.588 | 145.188 | ||
| 36 | 2025.07.14 00:00 | s/l | 11 | 0.10 | 147.588 | 147.588 | 145.188 | -75.34 | 1419.47 |
| 37 | 2025.07.15 16:00 | sell | 12 | 0.10 | 148.757 | 0.000 | 0.000 | ||
| 38 | 2025.07.15 16:00 | modify | 12 | 0.10 | 148.757 | 149.757 | 147.357 | ||
| 39 | 2025.07.16 16:00 | t/p | 12 | 0.10 | 147.357 | 149.757 | 147.357 | 93.27 | 1512.73 |
| 40 | 2025.09.25 16:00 | sell | 13 | 0.10 | 149.788 | 0.000 | 0.000 | ||
| 41 | 2025.09.25 16:00 | modify | 13 | 0.10 | 149.788 | 150.788 | 148.388 | ||
| 42 | 2025.09.29 04:00 | sell | 14 | 0.10 | 148.933 | 0.000 | 0.000 | ||
| 43 | 2025.09.29 04:00 | modify | 14 | 0.10 | 148.933 | 149.298 | 148.388 | ||
| 44 | 2025.09.29 04:00 | modify | 13 | 0.10 | 149.788 | 149.298 | 148.388 | ||
| 45 | 2025.09.30 08:00 | t/p | 13 | 0.10 | 148.388 | 149.298 | 148.388 | 90.81 | 1603.55 |
| 46 | 2025.09.30 08:00 | t/p | 14 | 0.10 | 148.388 | 149.298 | 148.388 | 35.56 | 1639.10 |
| 47 | 2025.10.01 08:00 | buy | 15 | 0.10 | 147.153 | 0.000 | 0.000 | ||
| 48 | 2025.10.01 08:00 | modify | 15 | 0.10 | 147.153 | 146.153 | 148.553 | ||
| 49 | 2025.10.05 20:00 | t/p | 15 | 0.10 | 148.553 | 146.153 | 148.553 | 94.40 | 1733.51 |
| 50 | 2025.10.07 12:00 | sell | 16 | 0.10 | 150.897 | 0.000 | 0.000 | ||
| 51 | 2025.10.07 12:00 | modify | 16 | 0.10 | 150.897 | 151.897 | 149.497 | ||
| 52 | 2025.10.07 20:00 | s/l | 16 | 0.10 | 151.897 | 151.897 | 149.497 | -65.82 | 1667.69 |
| 53 | 2025.10.17 08:00 | buy | 17 | 0.10 | 149.733 | 0.000 | 0.000 | ||
| 54 | 2025.10.17 08:00 | modify | 17 | 0.10 | 149.733 | 148.733 | 151.133 | ||
| 55 | 2025.10.20 04:00 | t/p | 17 | 0.10 | 151.133 | 148.733 | 151.133 | 93.08 | 1760.76 |
| 56 | 2025.10.23 08:00 | sell | 18 | 0.10 | 152.497 | 0.000 | 0.000 | ||
| 57 | 2025.10.23 08:00 | modify | 18 | 0.10 | 152.497 | 153.497 | 151.097 | ||
| 58 | 2025.10.30 08:00 | s/l | 18 | 0.10 | 153.497 | 153.497 | 151.097 | -73.88 | 1686.88 |
| 59 | 2025.12.01 12:00 | buy | 19 | 0.10 | 155.135 | 0.000 | 0.000 | ||
| 60 | 2025.12.01 12:00 | modify | 19 | 0.10 | 155.135 | 154.135 | 156.535 | ||
| 61 | 2025.12.09 16:00 | t/p | 19 | 0.10 | 156.535 | 154.135 | 156.535 | 90.76 | 1777.64 |
| 62 | 2025.12.09 16:00 | sell | 20 | 0.10 | 156.866 | 0.000 | 0.000 | ||
| 63 | 2025.12.09 16:00 | modify | 20 | 0.10 | 156.866 | 157.866 | 155.466 | ||
| 64 | 2025.12.11 16:00 | t/p | 20 | 0.10 | 155.466 | 157.866 | 155.466 | 85.24 | 1862.88 |
| 65 | 2025.12.19 12:00 | sell | 21 | 0.10 | 157.321 | 0.000 | 0.000 | ||
| 66 | 2025.12.19 12:00 | modify | 21 | 0.10 | 157.321 | 158.321 | 155.921 | ||
| 67 | 2025.12.23 12:00 | t/p | 21 | 0.10 | 155.921 | 158.321 | 155.921 | 87.25 | 1950.13 |
| 68 | 2026.01.09 16:00 | sell | 22 | 0.10 | 157.871 | 0.000 | 0.000 | ||
| 69 | 2026.01.09 16:00 | modify | 22 | 0.10 | 157.871 | 158.871 | 156.471 | ||
| 70 | 2026.01.13 08:00 | s/l | 22 | 0.10 | 158.871 | 158.871 | 156.471 | -65.40 | 1884.74 |
| 71 | 2026.01.13 08:00 | sell | 23 | 0.10 | 158.942 | 0.000 | 0.000 | ||
| 72 | 2026.01.13 08:00 | modify | 23 | 0.10 | 158.942 | 159.942 | 157.542 | ||
| 73 | 2026.01.16 12:00 | sell | 24 | 0.10 | 158.091 | 0.000 | 0.000 | ||
| 74 | 2026.01.16 12:00 | modify | 24 | 0.10 | 158.091 | 158.452 | 157.542 | ||
| 75 | 2026.01.16 12:00 | modify | 23 | 0.10 | 158.942 | 158.452 | 157.542 | ||
| 76 | 2026.01.19 00:00 | t/p | 23 | 0.10 | 157.542 | 158.452 | 157.542 | 81.39 | 1966.13 |
| 77 | 2026.01.19 00:00 | t/p | 24 | 0.10 | 157.542 | 158.452 | 157.542 | 33.60 | 1999.73 |
| 78 | 2026.02.11 08:00 | buy | 25 | 0.10 | 153.136 | 0.000 | 0.000 | ||
| 79 | 2026.02.11 08:00 | modify | 25 | 0.10 | 153.136 | 152.136 | 154.536 | ||
| 80 | 2026.02.11 16:00 | t/p | 25 | 0.10 | 154.536 | 152.136 | 154.536 | 91.13 | 2090.86 |