Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1470)
| Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 1 Hour (H1) 2025.05.01 00:00 - 2026.04.30 23:59 (2025.05.01 - 2026.05.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; 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 | 7224 | Ticks modelled | 13446 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 849.41 | Gross profit | 1573.84 | Gross loss | -724.43 |
| Profit factor | 2.17 | Expected payoff | 21.78 | ||
| Absolute drawdown | 43.77 | Maximal drawdown | 329.12 (25.61%) | Relative drawdown | 25.61% (329.12) |
| Total trades | 39 | Short positions (won %) | 21 (71.43%) | Long positions (won %) | 18 (61.11%) |
| Profit trades (% of total) | 26 (66.67%) | Loss trades (% of total) | 13 (33.33%) | ||
| Largest | profit trade | 97.52 | loss trade | -90.88 | |
| Average | profit trade | 60.53 | loss trade | -55.73 | |
| Maximum | consecutive wins (profit in money) | 6 (282.72) | consecutive losses (loss in money) | 3 (-270.14) | |
| Maximal | consecutive profit (count of wins) | 283.96 (4) | consecutive loss (count of losses) | -270.14 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.05.01 15:00 | sell | 1 | 0.10 | 145.349 | 0.000 | 0.000 | ||
| 2 | 2025.05.01 15:00 | modify | 1 | 0.10 | 145.349 | 146.649 | 143.949 | ||
| 3 | 2025.05.02 14:00 | t/p | 1 | 0.10 | 143.949 | 146.649 | 143.949 | 96.03 | 1096.03 |
| 4 | 2025.05.02 14:00 | buy | 2 | 0.10 | 143.894 | 0.000 | 0.000 | ||
| 5 | 2025.05.02 14:00 | modify | 2 | 0.10 | 143.894 | 142.594 | 145.294 | ||
| 6 | 2025.05.02 18:00 | buy | 3 | 0.10 | 144.753 | 0.000 | 0.000 | ||
| 7 | 2025.05.02 18:00 | modify | 3 | 0.10 | 144.753 | 144.244 | 145.294 | ||
| 8 | 2025.05.02 18:00 | modify | 2 | 0.10 | 143.894 | 144.244 | 145.294 | ||
| 9 | 2025.05.05 02:00 | s/l | 2 | 0.10 | 144.244 | 144.244 | 145.294 | 24.45 | 1120.47 |
| 10 | 2025.05.05 02:00 | s/l | 3 | 0.10 | 144.244 | 144.244 | 145.294 | -35.12 | 1085.36 |
| 11 | 2025.05.06 13:00 | buy | 4 | 0.10 | 142.543 | 0.000 | 0.000 | ||
| 12 | 2025.05.06 13:00 | modify | 4 | 0.10 | 142.543 | 141.243 | 143.943 | ||
| 13 | 2025.05.07 20:00 | t/p | 4 | 0.10 | 143.943 | 141.243 | 143.943 | 97.52 | 1182.88 |
| 14 | 2025.05.08 09:00 | sell | 5 | 0.10 | 144.809 | 0.000 | 0.000 | ||
| 15 | 2025.05.08 09:00 | modify | 5 | 0.10 | 144.809 | 146.109 | 143.409 | ||
| 16 | 2025.05.08 20:00 | s/l | 5 | 0.10 | 146.109 | 146.109 | 143.409 | -89.08 | 1093.80 |
| 17 | 2025.05.12 08:00 | sell | 6 | 0.10 | 147.916 | 0.000 | 0.000 | ||
| 18 | 2025.05.12 08:00 | modify | 6 | 0.10 | 147.916 | 149.216 | 146.516 | ||
| 19 | 2025.05.13 20:00 | sell | 7 | 0.10 | 147.426 | 0.000 | 0.000 | ||
| 20 | 2025.05.13 20:00 | modify | 7 | 0.10 | 147.426 | 147.776 | 146.516 | ||
| 21 | 2025.05.13 20:00 | modify | 6 | 0.10 | 147.916 | 147.776 | 146.516 | ||
| 22 | 2025.05.14 09:00 | t/p | 6 | 0.10 | 146.516 | 147.776 | 146.516 | 93.16 | 1186.96 |
| 23 | 2025.05.14 09:00 | t/p | 7 | 0.10 | 146.516 | 147.776 | 146.516 | 60.94 | 1247.90 |
| 24 | 2025.05.14 09:00 | buy | 8 | 0.10 | 146.270 | 0.000 | 0.000 | ||
| 25 | 2025.05.14 09:00 | modify | 8 | 0.10 | 146.270 | 144.970 | 147.670 | ||
| 26 | 2025.05.16 02:00 | s/l | 8 | 0.10 | 144.970 | 144.970 | 147.670 | -88.84 | 1159.06 |
| 27 | 2025.05.27 08:00 | sell | 9 | 0.10 | 143.738 | 0.000 | 0.000 | ||
| 28 | 2025.05.27 08:00 | modify | 9 | 0.10 | 143.738 | 145.038 | 142.338 | ||
| 29 | 2025.05.28 16:00 | s/l | 9 | 0.10 | 145.038 | 145.038 | 142.338 | -90.88 | 1068.17 |
| 30 | 2025.05.29 13:00 | buy | 10 | 0.10 | 144.463 | 0.000 | 0.000 | ||
| 31 | 2025.05.29 13:00 | modify | 10 | 0.10 | 144.463 | 143.163 | 145.863 | ||
| 32 | 2025.06.02 07:00 | s/l | 10 | 0.10 | 143.163 | 143.163 | 145.863 | -90.42 | 977.75 |
| 33 | 2025.06.04 16:00 | buy | 11 | 0.10 | 142.947 | 0.000 | 0.000 | ||
| 34 | 2025.06.04 16:00 | modify | 11 | 0.10 | 142.947 | 141.647 | 144.347 | ||
| 35 | 2025.06.06 09:00 | buy | 12 | 0.10 | 144.082 | 0.000 | 0.000 | ||
| 36 | 2025.06.06 09:00 | modify | 12 | 0.10 | 144.082 | 143.647 | 144.347 | ||
| 37 | 2025.06.06 09:00 | modify | 11 | 0.10 | 142.947 | 143.647 | 144.347 | ||
| 38 | 2025.06.06 13:00 | t/p | 11 | 0.10 | 144.347 | 143.647 | 144.347 | 97.51 | 1075.26 |
| 39 | 2025.06.06 13:00 | t/p | 12 | 0.10 | 144.347 | 143.647 | 144.347 | 18.33 | 1093.59 |
| 40 | 2025.06.23 10:00 | sell | 13 | 0.10 | 147.869 | 0.000 | 0.000 | ||
| 41 | 2025.06.23 10:00 | modify | 13 | 0.10 | 147.869 | 149.169 | 146.469 | ||
| 42 | 2025.06.23 16:00 | t/p | 13 | 0.10 | 146.469 | 149.169 | 146.469 | 95.56 | 1189.15 |
| 43 | 2025.07.03 13:00 | sell | 14 | 0.10 | 145.002 | 0.000 | 0.000 | ||
| 44 | 2025.07.03 13:00 | modify | 14 | 0.10 | 145.002 | 146.302 | 143.602 | ||
| 45 | 2025.07.04 17:00 | sell | 15 | 0.10 | 144.495 | 0.000 | 0.000 | ||
| 46 | 2025.07.04 17:00 | modify | 15 | 0.10 | 144.495 | 144.862 | 143.602 | ||
| 47 | 2025.07.04 17:00 | modify | 14 | 0.10 | 145.002 | 144.862 | 143.602 | ||
| 48 | 2025.07.07 03:00 | s/l | 14 | 0.10 | 144.862 | 144.862 | 143.602 | 7.12 | 1196.27 |
| 49 | 2025.07.07 03:00 | s/l | 15 | 0.10 | 144.862 | 144.862 | 143.602 | -26.60 | 1169.67 |
| 50 | 2025.07.15 15:00 | sell | 16 | 0.10 | 148.813 | 0.000 | 0.000 | ||
| 51 | 2025.07.15 15:00 | modify | 16 | 0.10 | 148.813 | 150.113 | 147.413 | ||
| 52 | 2025.07.16 16:00 | t/p | 16 | 0.10 | 147.413 | 150.113 | 147.413 | 93.24 | 1262.90 |
| 53 | 2025.07.22 14:00 | buy | 17 | 0.10 | 146.601 | 0.000 | 0.000 | ||
| 54 | 2025.07.22 14:00 | modify | 17 | 0.10 | 146.601 | 145.301 | 148.001 | ||
| 55 | 2025.07.24 22:00 | buy | 18 | 0.10 | 147.120 | 0.000 | 0.000 | ||
| 56 | 2025.07.24 22:00 | modify | 18 | 0.10 | 147.120 | 146.741 | 148.001 | ||
| 57 | 2025.07.24 22:00 | modify | 17 | 0.10 | 146.601 | 146.741 | 148.001 | ||
| 58 | 2025.07.25 03:00 | buy | 19 | 0.10 | 147.444 | 0.000 | 0.000 | ||
| 59 | 2025.07.25 03:00 | modify | 19 | 0.10 | 147.444 | 146.951 | 148.001 | ||
| 60 | 2025.07.25 03:00 | modify | 18 | 0.10 | 147.120 | 146.951 | 148.001 | ||
| 61 | 2025.07.25 03:00 | modify | 17 | 0.10 | 146.601 | 146.951 | 148.001 | ||
| 62 | 2025.07.25 06:00 | s/l | 17 | 0.10 | 146.951 | 146.951 | 148.001 | 24.70 | 1287.61 |
| 63 | 2025.07.25 06:00 | s/l | 18 | 0.10 | 146.951 | 146.951 | 148.001 | -11.32 | 1276.28 |
| 64 | 2025.07.25 06:00 | s/l | 19 | 0.10 | 146.951 | 146.951 | 148.001 | -33.55 | 1242.73 |
| 65 | 2025.07.31 14:00 | sell | 20 | 0.10 | 150.565 | 0.000 | 0.000 | ||
| 66 | 2025.07.31 14:00 | modify | 20 | 0.10 | 150.565 | 151.865 | 149.165 | ||
| 67 | 2025.08.01 13:00 | t/p | 20 | 0.10 | 149.165 | 151.865 | 149.165 | 92.91 | 1335.64 |
| 68 | 2025.08.01 13:00 | buy | 21 | 0.10 | 148.661 | 0.000 | 0.000 | ||
| 69 | 2025.08.01 13:00 | modify | 21 | 0.10 | 148.661 | 147.361 | 150.061 | ||
| 70 | 2025.08.01 20:00 | s/l | 21 | 0.10 | 147.361 | 147.361 | 150.061 | -88.18 | 1247.46 |
| 71 | 2025.08.14 16:00 | sell | 22 | 0.10 | 147.690 | 0.000 | 0.000 | ||
| 72 | 2025.08.14 16:00 | modify | 22 | 0.10 | 147.690 | 148.990 | 146.290 | ||
| 73 | 2025.08.22 16:00 | sell | 23 | 0.10 | 146.826 | 0.000 | 0.000 | ||
| 74 | 2025.08.22 16:00 | modify | 23 | 0.10 | 146.826 | 147.340 | 146.290 | ||
| 75 | 2025.08.22 16:00 | modify | 22 | 0.10 | 147.690 | 147.340 | 146.290 | ||
| 76 | 2025.08.25 01:00 | s/l | 22 | 0.10 | 147.340 | 147.340 | 146.290 | 12.27 | 1259.73 |
| 77 | 2025.08.25 01:00 | s/l | 23 | 0.10 | 147.340 | 147.340 | 146.290 | -36.14 | 1223.58 |
| 78 | 2025.09.02 08:00 | sell | 24 | 0.10 | 148.653 | 0.000 | 0.000 | ||
| 79 | 2025.09.02 08:00 | modify | 24 | 0.10 | 148.653 | 149.953 | 147.253 | ||
| 80 | 2025.09.05 02:00 | sell | 25 | 0.10 | 148.141 | 0.000 | 0.000 | ||
| 81 | 2025.09.05 02:00 | modify | 25 | 0.10 | 148.141 | 148.513 | 147.253 | ||
| 82 | 2025.09.05 02:00 | modify | 24 | 0.10 | 148.653 | 148.513 | 147.253 | ||
| 83 | 2025.09.05 13:00 | t/p | 24 | 0.10 | 147.253 | 148.513 | 147.253 | 88.65 | 1312.23 |
| 84 | 2025.09.05 13:00 | t/p | 25 | 0.10 | 147.253 | 148.513 | 147.253 | 60.27 | 1372.50 |
| 85 | 2025.09.05 14:00 | buy | 26 | 0.10 | 147.084 | 0.000 | 0.000 | ||
| 86 | 2025.09.05 14:00 | modify | 26 | 0.10 | 147.084 | 145.784 | 148.484 | ||
| 87 | 2025.09.08 01:00 | t/p | 26 | 0.10 | 148.484 | 145.784 | 148.484 | 94.55 | 1467.05 |
| 88 | 2025.10.30 13:00 | sell | 27 | 0.10 | 154.288 | 0.000 | 0.000 | ||
| 89 | 2025.10.30 13:00 | modify | 27 | 0.10 | 154.288 | 155.588 | 152.888 | ||
| 90 | 2025.11.05 02:00 | sell | 28 | 0.10 | 153.161 | 0.000 | 0.000 | ||
| 91 | 2025.11.05 02:00 | modify | 28 | 0.10 | 153.161 | 153.588 | 152.888 | ||
| 92 | 2025.11.05 02:00 | modify | 27 | 0.10 | 154.288 | 153.588 | 152.888 | ||
| 93 | 2025.11.05 04:00 | s/l | 27 | 0.10 | 153.588 | 153.588 | 152.888 | 40.49 | 1507.54 |
| 94 | 2025.11.05 04:00 | s/l | 28 | 0.10 | 153.588 | 153.588 | 152.888 | -27.81 | 1479.73 |
| 95 | 2025.12.19 09:00 | sell | 29 | 0.10 | 156.929 | 0.000 | 0.000 | ||
| 96 | 2025.12.19 09:00 | modify | 29 | 0.10 | 156.929 | 158.229 | 155.529 | ||
| 97 | 2025.12.23 08:00 | sell | 30 | 0.10 | 156.072 | 0.000 | 0.000 | ||
| 98 | 2025.12.23 08:00 | modify | 30 | 0.10 | 156.072 | 156.579 | 155.529 | ||
| 99 | 2025.12.23 08:00 | modify | 29 | 0.10 | 156.929 | 156.579 | 155.529 | ||
| 100 | 2025.12.24 06:00 | sell | 31 | 0.10 | 155.797 | 0.000 | 0.000 | ||
| 101 | 2025.12.24 06:00 | modify | 31 | 0.10 | 155.797 | 156.229 | 155.529 | ||
| 102 | 2025.12.24 06:00 | modify | 30 | 0.10 | 156.072 | 156.229 | 155.529 | ||
| 103 | 2025.12.24 06:00 | modify | 29 | 0.10 | 156.929 | 156.229 | 155.529 | ||
| 104 | 2025.12.25 06:00 | t/p | 29 | 0.10 | 155.529 | 156.229 | 155.529 | 82.19 | 1561.93 |
| 105 | 2025.12.25 06:00 | t/p | 30 | 0.10 | 155.529 | 156.229 | 155.529 | 29.74 | 1591.67 |
| 106 | 2025.12.25 06:00 | t/p | 31 | 0.10 | 155.529 | 156.229 | 155.529 | 13.38 | 1605.04 |
| 107 | 2026.01.27 13:00 | buy | 32 | 0.10 | 153.331 | 0.000 | 0.000 | ||
| 108 | 2026.01.27 13:00 | modify | 32 | 0.10 | 153.331 | 152.031 | 154.731 | ||
| 109 | 2026.01.30 03:00 | buy | 33 | 0.10 | 153.835 | 0.000 | 0.000 | ||
| 110 | 2026.01.30 03:00 | modify | 33 | 0.10 | 153.835 | 153.471 | 154.731 | ||
| 111 | 2026.01.30 03:00 | modify | 32 | 0.10 | 153.331 | 153.471 | 154.731 | ||
| 112 | 2026.01.30 16:00 | t/p | 32 | 0.10 | 154.731 | 153.471 | 154.731 | 91.64 | 1696.69 |
| 113 | 2026.01.30 16:00 | t/p | 33 | 0.10 | 154.731 | 153.471 | 154.731 | 58.09 | 1754.78 |
| 114 | 2026.02.24 08:00 | sell | 34 | 0.10 | 156.100 | 0.000 | 0.000 | ||
| 115 | 2026.02.24 08:00 | modify | 34 | 0.10 | 156.100 | 157.400 | 154.700 | ||
| 116 | 2026.02.25 06:00 | sell | 35 | 0.10 | 155.595 | 0.000 | 0.000 | ||
| 117 | 2026.02.25 06:00 | modify | 35 | 0.10 | 155.595 | 155.960 | 154.700 | ||
| 118 | 2026.02.25 06:00 | modify | 34 | 0.10 | 156.100 | 155.960 | 154.700 | ||
| 119 | 2026.02.25 09:00 | s/l | 34 | 0.10 | 155.960 | 155.960 | 154.700 | 7.68 | 1762.45 |
| 120 | 2026.02.25 09:00 | s/l | 35 | 0.10 | 155.960 | 155.960 | 154.700 | -23.35 | 1739.10 |
| 121 | 2026.03.19 14:00 | buy | 36 | 0.10 | 158.253 | 0.000 | 0.000 | ||
| 122 | 2026.03.19 14:00 | modify | 36 | 0.10 | 158.253 | 156.953 | 159.653 | ||
| 123 | 2026.03.20 19:00 | buy | 37 | 0.10 | 159.381 | 0.000 | 0.000 | ||
| 124 | 2026.03.20 19:00 | modify | 37 | 0.10 | 159.381 | 158.953 | 159.653 | ||
| 125 | 2026.03.20 19:00 | modify | 36 | 0.10 | 158.253 | 158.953 | 159.653 | ||
| 126 | 2026.03.23 07:00 | t/p | 36 | 0.10 | 159.653 | 158.953 | 159.653 | 88.14 | 1827.24 |
| 127 | 2026.03.23 07:00 | t/p | 37 | 0.10 | 159.653 | 158.953 | 159.653 | 17.23 | 1844.48 |
| 128 | 2026.04.17 14:00 | buy | 38 | 0.10 | 158.216 | 0.000 | 0.000 | ||
| 129 | 2026.04.17 14:00 | modify | 38 | 0.10 | 158.216 | 156.916 | 159.616 | ||
| 130 | 2026.04.21 20:00 | t/p | 38 | 0.10 | 159.616 | 156.916 | 159.616 | 88.06 | 1932.54 |
| 131 | 2026.04.30 11:00 | buy | 39 | 0.10 | 157.188 | 0.000 | 0.000 | ||
| 132 | 2026.04.30 11:00 | modify | 39 | 0.10 | 157.188 | 155.888 | 158.588 | ||
| 133 | 2026.04.30 12:00 | s/l | 39 | 0.10 | 155.888 | 155.888 | 158.588 | -83.13 | 1849.41 |