Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1470)
| Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
| Period | 4 Hours (H4) 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=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 | 2611 | Ticks modelled | 4220 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1040.78 | Gross profit | 1639.26 | Gross loss | -598.48 |
| Profit factor | 2.74 | Expected payoff | 34.69 | ||
| Absolute drawdown | 74.65 | Maximal drawdown | 176.36 (13.57%) | Relative drawdown | 13.57% (176.36) |
| Total trades | 30 | Short positions (won %) | 11 (72.73%) | Long positions (won %) | 19 (73.68%) |
| Profit trades (% of total) | 22 (73.33%) | Loss trades (% of total) | 8 (26.67%) | ||
| Largest | profit trade | 90.03 | loss trade | -98.15 | |
| Average | profit trade | 74.51 | loss trade | -74.81 | |
| Maximum | consecutive wins (profit in money) | 6 (402.46) | consecutive losses (loss in money) | 2 (-51.04) | |
| Maximal | consecutive profit (count of wins) | 402.46 (6) | consecutive loss (count of losses) | -98.15 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.05.01 08:00 | sell | 1 | 0.10 | 163.293 | 0.000 | 0.000 | ||
| 2 | 2025.05.01 08:00 | modify | 1 | 0.10 | 163.293 | 164.693 | 161.893 | ||
| 3 | 2025.05.06 12:00 | t/p | 1 | 0.10 | 161.893 | 164.693 | 161.893 | 87.06 | 1087.06 |
| 4 | 2025.05.06 12:00 | buy | 2 | 0.10 | 161.759 | 0.000 | 0.000 | ||
| 5 | 2025.05.06 12:00 | modify | 2 | 0.10 | 161.759 | 160.359 | 163.159 | ||
| 6 | 2025.05.08 12:00 | t/p | 2 | 0.10 | 163.159 | 160.359 | 163.159 | 89.70 | 1176.76 |
| 7 | 2025.05.23 12:00 | buy | 3 | 0.10 | 161.500 | 0.000 | 0.000 | ||
| 8 | 2025.05.23 12:00 | modify | 3 | 0.10 | 161.500 | 160.100 | 162.900 | ||
| 9 | 2025.05.26 08:00 | t/p | 3 | 0.10 | 162.900 | 160.100 | 162.900 | 89.40 | 1266.16 |
| 10 | 2025.05.27 12:00 | sell | 4 | 0.10 | 163.567 | 0.000 | 0.000 | ||
| 11 | 2025.05.27 12:00 | modify | 4 | 0.10 | 163.567 | 164.967 | 162.167 | ||
| 12 | 2025.06.06 16:00 | s/l | 4 | 0.10 | 164.967 | 164.967 | 162.167 | -98.15 | 1168.01 |
| 13 | 2025.06.23 08:00 | sell | 5 | 0.10 | 169.400 | 0.000 | 0.000 | ||
| 14 | 2025.06.23 08:00 | modify | 5 | 0.10 | 169.400 | 170.800 | 168.000 | ||
| 15 | 2025.06.24 16:00 | t/p | 5 | 0.10 | 168.000 | 170.800 | 168.000 | 88.54 | 1256.55 |
| 16 | 2025.07.28 16:00 | buy | 6 | 0.10 | 172.374 | 0.000 | 0.000 | ||
| 17 | 2025.07.28 16:00 | modify | 6 | 0.10 | 172.374 | 170.974 | 173.774 | ||
| 18 | 2025.07.30 08:00 | s/l | 6 | 0.10 | 170.974 | 170.974 | 173.774 | -89.08 | 1167.47 |
| 19 | 2025.07.31 12:00 | sell | 7 | 0.10 | 171.597 | 0.000 | 0.000 | ||
| 20 | 2025.07.31 12:00 | modify | 7 | 0.10 | 171.597 | 172.997 | 170.197 | ||
| 21 | 2025.08.04 16:00 | t/p | 7 | 0.10 | 170.197 | 172.997 | 170.197 | 87.80 | 1255.27 |
| 22 | 2025.08.14 04:00 | buy | 8 | 0.10 | 171.539 | 0.000 | 0.000 | ||
| 23 | 2025.08.14 04:00 | modify | 8 | 0.10 | 171.539 | 170.139 | 172.939 | ||
| 24 | 2025.08.18 00:00 | buy | 9 | 0.10 | 172.382 | 0.000 | 0.000 | ||
| 25 | 2025.08.18 00:00 | modify | 9 | 0.10 | 172.382 | 171.889 | 172.939 | ||
| 26 | 2025.08.18 00:00 | modify | 8 | 0.10 | 171.539 | 171.889 | 172.939 | ||
| 27 | 2025.08.19 00:00 | buy | 10 | 0.10 | 172.618 | 0.000 | 0.000 | ||
| 28 | 2025.08.19 00:00 | modify | 10 | 0.10 | 172.618 | 172.099 | 172.939 | ||
| 29 | 2025.08.19 00:00 | modify | 9 | 0.10 | 172.382 | 172.099 | 172.939 | ||
| 30 | 2025.08.19 00:00 | modify | 8 | 0.10 | 171.539 | 172.099 | 172.939 | ||
| 31 | 2025.08.19 04:00 | s/l | 8 | 0.10 | 172.099 | 172.099 | 172.939 | 36.03 | 1291.30 |
| 32 | 2025.08.19 04:00 | s/l | 9 | 0.10 | 172.099 | 172.099 | 172.939 | -17.94 | 1273.36 |
| 33 | 2025.08.19 04:00 | s/l | 10 | 0.10 | 172.099 | 172.099 | 172.939 | -33.10 | 1240.26 |
| 34 | 2025.09.09 12:00 | buy | 11 | 0.10 | 172.317 | 0.000 | 0.000 | ||
| 35 | 2025.09.09 12:00 | modify | 11 | 0.10 | 172.317 | 170.917 | 173.717 | ||
| 36 | 2025.09.12 08:00 | buy | 12 | 0.10 | 173.164 | 0.000 | 0.000 | ||
| 37 | 2025.09.12 08:00 | modify | 12 | 0.10 | 173.164 | 172.667 | 173.717 | ||
| 38 | 2025.09.12 08:00 | modify | 11 | 0.10 | 172.317 | 172.667 | 173.717 | ||
| 39 | 2025.09.16 20:00 | t/p | 11 | 0.10 | 173.717 | 172.667 | 173.717 | 90.03 | 1330.29 |
| 40 | 2025.09.16 20:00 | t/p | 12 | 0.10 | 173.717 | 172.667 | 173.717 | 35.48 | 1365.77 |
| 41 | 2025.10.01 12:00 | buy | 13 | 0.10 | 172.523 | 0.000 | 0.000 | ||
| 42 | 2025.10.01 12:00 | modify | 13 | 0.10 | 172.523 | 171.123 | 173.923 | ||
| 43 | 2025.10.05 20:00 | t/p | 13 | 0.10 | 173.923 | 171.123 | 173.923 | 89.71 | 1455.48 |
| 44 | 2025.10.06 12:00 | sell | 14 | 0.10 | 175.564 | 0.000 | 0.000 | ||
| 45 | 2025.10.06 12:00 | modify | 14 | 0.10 | 175.564 | 176.964 | 174.164 | ||
| 46 | 2025.10.07 20:00 | s/l | 14 | 0.10 | 176.964 | 176.964 | 174.164 | -90.02 | 1365.46 |
| 47 | 2025.10.30 08:00 | sell | 15 | 0.10 | 178.251 | 0.000 | 0.000 | ||
| 48 | 2025.10.30 08:00 | modify | 15 | 0.10 | 178.251 | 179.651 | 176.851 | ||
| 49 | 2025.11.04 04:00 | sell | 16 | 0.10 | 177.399 | 0.000 | 0.000 | ||
| 50 | 2025.11.04 04:00 | modify | 16 | 0.10 | 177.399 | 177.901 | 176.851 | ||
| 51 | 2025.11.04 04:00 | modify | 15 | 0.10 | 178.251 | 177.901 | 176.851 | ||
| 52 | 2025.11.04 08:00 | t/p | 15 | 0.10 | 176.851 | 177.901 | 176.851 | 87.06 | 1452.52 |
| 53 | 2025.11.04 08:00 | t/p | 16 | 0.10 | 176.851 | 177.901 | 176.851 | 34.95 | 1487.47 |
| 54 | 2025.11.04 12:00 | buy | 17 | 0.10 | 176.482 | 0.000 | 0.000 | ||
| 55 | 2025.11.04 12:00 | modify | 17 | 0.10 | 176.482 | 175.082 | 177.882 | ||
| 56 | 2025.11.07 20:00 | buy | 18 | 0.10 | 177.534 | 0.000 | 0.000 | ||
| 57 | 2025.11.07 20:00 | modify | 18 | 0.10 | 177.534 | 177.042 | 177.882 | ||
| 58 | 2025.11.07 20:00 | modify | 17 | 0.10 | 176.482 | 177.042 | 177.882 | ||
| 59 | 2025.11.10 04:00 | t/p | 17 | 0.10 | 177.882 | 177.042 | 177.882 | 89.92 | 1577.40 |
| 60 | 2025.11.10 04:00 | t/p | 18 | 0.10 | 177.882 | 177.042 | 177.882 | 22.31 | 1599.70 |
| 61 | 2025.11.21 16:00 | buy | 19 | 0.10 | 180.097 | 0.000 | 0.000 | ||
| 62 | 2025.11.21 16:00 | modify | 19 | 0.10 | 180.097 | 178.697 | 181.497 | ||
| 63 | 2025.11.28 04:00 | t/p | 19 | 0.10 | 181.497 | 178.697 | 181.497 | 90.03 | 1689.73 |
| 64 | 2025.12.19 12:00 | sell | 20 | 0.10 | 184.241 | 0.000 | 0.000 | ||
| 65 | 2025.12.19 12:00 | modify | 20 | 0.10 | 184.241 | 185.641 | 182.841 | ||
| 66 | 2026.01.05 16:00 | t/p | 20 | 0.10 | 182.841 | 185.641 | 182.841 | 78.19 | 1767.92 |
| 67 | 2026.01.20 08:00 | sell | 21 | 0.10 | 185.113 | 0.000 | 0.000 | ||
| 68 | 2026.01.20 08:00 | modify | 21 | 0.10 | 185.113 | 186.513 | 183.713 | ||
| 69 | 2026.01.23 08:00 | s/l | 21 | 0.10 | 186.513 | 186.513 | 183.713 | -92.98 | 1674.95 |
| 70 | 2026.01.29 16:00 | buy | 22 | 0.10 | 182.324 | 0.000 | 0.000 | ||
| 71 | 2026.01.29 16:00 | modify | 22 | 0.10 | 182.324 | 180.924 | 183.724 | ||
| 72 | 2026.01.30 12:00 | t/p | 22 | 0.10 | 183.724 | 180.924 | 183.724 | 89.40 | 1764.34 |
| 73 | 2026.02.04 04:00 | sell | 23 | 0.10 | 184.877 | 0.000 | 0.000 | ||
| 74 | 2026.02.04 04:00 | modify | 23 | 0.10 | 184.877 | 186.277 | 183.477 | ||
| 75 | 2026.02.10 20:00 | t/p | 23 | 0.10 | 183.477 | 186.277 | 183.477 | 84.84 | 1849.19 |
| 76 | 2026.02.11 04:00 | buy | 24 | 0.10 | 182.943 | 0.000 | 0.000 | ||
| 77 | 2026.02.11 04:00 | modify | 24 | 0.10 | 182.943 | 181.543 | 184.343 | ||
| 78 | 2026.02.11 16:00 | s/l | 24 | 0.10 | 181.543 | 181.543 | 184.343 | -89.29 | 1759.90 |
| 79 | 2026.02.12 04:00 | buy | 25 | 0.10 | 181.113 | 0.000 | 0.000 | ||
| 80 | 2026.02.12 04:00 | modify | 25 | 0.10 | 181.113 | 179.713 | 182.513 | ||
| 81 | 2026.02.12 16:00 | t/p | 25 | 0.10 | 182.513 | 179.713 | 182.513 | 89.28 | 1849.18 |
| 82 | 2026.02.24 08:00 | sell | 26 | 0.10 | 183.873 | 0.000 | 0.000 | ||
| 83 | 2026.02.24 08:00 | modify | 26 | 0.10 | 183.873 | 185.273 | 182.473 | ||
| 84 | 2026.03.03 16:00 | t/p | 26 | 0.10 | 182.473 | 185.273 | 182.473 | 84.11 | 1933.28 |
| 85 | 2026.03.19 08:00 | buy | 27 | 0.10 | 182.394 | 0.000 | 0.000 | ||
| 86 | 2026.03.19 08:00 | modify | 27 | 0.10 | 182.394 | 180.994 | 183.794 | ||
| 87 | 2026.03.20 16:00 | t/p | 27 | 0.10 | 183.794 | 180.994 | 183.794 | 89.40 | 2022.68 |
| 88 | 2026.03.30 16:00 | buy | 28 | 0.10 | 182.696 | 0.000 | 0.000 | ||
| 89 | 2026.03.30 16:00 | modify | 28 | 0.10 | 182.696 | 181.296 | 184.096 | ||
| 90 | 2026.04.01 16:00 | t/p | 28 | 0.10 | 184.096 | 181.296 | 184.096 | 89.50 | 2112.18 |
| 91 | 2026.04.17 16:00 | buy | 29 | 0.10 | 186.596 | 0.000 | 0.000 | ||
| 92 | 2026.04.17 16:00 | modify | 29 | 0.10 | 186.596 | 185.196 | 187.996 | ||
| 93 | 2026.04.30 16:00 | s/l | 29 | 0.10 | 185.196 | 185.196 | 187.996 | -87.92 | 2024.26 |
| 94 | 2026.04.30 16:00 | buy | 30 | 0.10 | 183.411 | 0.000 | 0.000 | ||
| 95 | 2026.04.30 16:00 | modify | 30 | 0.10 | 183.411 | 182.011 | 184.811 | ||
| 96 | 2026.04.30 23:59 | close at stop | 30 | 0.10 | 183.670 | 182.011 | 184.811 | 16.52 | 2040.78 |