Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1470)
| Symbol | GBPJPY (British Pound 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=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; 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=35; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=9; 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 | 40 | ||
| Total net profit | 918.23 | Gross profit | 2070.91 | Gross loss | -1152.68 |
| Profit factor | 1.80 | Expected payoff | 19.13 | ||
| Absolute drawdown | 163.66 | Maximal drawdown | 316.21 (16.52%) | Relative drawdown | 16.52% (316.21) |
| Total trades | 48 | Short positions (won %) | 30 (56.67%) | Long positions (won %) | 18 (61.11%) |
| Profit trades (% of total) | 28 (58.33%) | Loss trades (% of total) | 20 (41.67%) | ||
| Largest | profit trade | 91.43 | loss trade | -98.50 | |
| Average | profit trade | 73.96 | loss trade | -57.63 | |
| Maximum | consecutive wins (profit in money) | 8 (542.22) | consecutive losses (loss in money) | 3 (-245.88) | |
| Maximal | consecutive profit (count of wins) | 542.22 (8) | consecutive loss (count of losses) | -245.88 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.05.01 08:00 | sell | 1 | 0.10 | 192.084 | 0.000 | 0.000 | ||
| 2 | 2025.05.01 08:00 | modify | 1 | 0.10 | 192.084 | 193.084 | 190.684 | ||
| 3 | 2025.05.01 16:00 | s/l | 1 | 0.10 | 193.084 | 193.084 | 190.684 | -63.76 | 936.24 |
| 4 | 2025.05.12 08:00 | sell | 2 | 0.10 | 194.779 | 0.000 | 0.000 | ||
| 5 | 2025.05.12 08:00 | modify | 2 | 0.10 | 194.779 | 195.779 | 193.379 | ||
| 6 | 2025.05.12 16:00 | s/l | 2 | 0.10 | 195.779 | 195.779 | 193.379 | -63.76 | 872.48 |
| 7 | 2025.05.22 04:00 | buy | 3 | 0.10 | 192.431 | 0.000 | 0.000 | ||
| 8 | 2025.05.22 04:00 | modify | 3 | 0.10 | 192.431 | 191.431 | 193.831 | ||
| 9 | 2025.05.26 08:00 | t/p | 3 | 0.10 | 193.831 | 191.431 | 193.831 | 90.35 | 962.83 |
| 10 | 2025.05.26 08:00 | sell | 4 | 0.10 | 193.853 | 0.000 | 0.000 | ||
| 11 | 2025.05.26 08:00 | modify | 4 | 0.10 | 193.853 | 194.853 | 192.453 | ||
| 12 | 2025.05.27 12:00 | s/l | 4 | 0.10 | 194.853 | 194.853 | 192.453 | -65.41 | 897.41 |
| 13 | 2025.06.10 08:00 | buy | 5 | 0.10 | 195.036 | 0.000 | 0.000 | ||
| 14 | 2025.06.10 08:00 | modify | 5 | 0.10 | 195.036 | 194.036 | 196.436 | ||
| 15 | 2025.06.13 04:00 | s/l | 5 | 0.10 | 194.036 | 194.036 | 196.436 | -61.07 | 836.34 |
| 16 | 2025.06.13 04:00 | buy | 6 | 0.10 | 194.518 | 0.000 | 0.000 | ||
| 17 | 2025.06.13 04:00 | modify | 6 | 0.10 | 194.518 | 193.518 | 195.918 | ||
| 18 | 2025.06.13 16:00 | t/p | 6 | 0.10 | 195.918 | 193.518 | 195.918 | 89.27 | 925.61 |
| 19 | 2025.06.23 08:00 | sell | 7 | 0.10 | 198.006 | 0.000 | 0.000 | ||
| 20 | 2025.06.23 08:00 | modify | 7 | 0.10 | 198.006 | 199.006 | 196.606 | ||
| 21 | 2025.07.01 12:00 | t/p | 7 | 0.10 | 196.606 | 199.006 | 196.606 | 76.02 | 1001.64 |
| 22 | 2025.07.11 04:00 | sell | 8 | 0.10 | 199.338 | 0.000 | 0.000 | ||
| 23 | 2025.07.11 04:00 | modify | 8 | 0.10 | 199.338 | 200.338 | 197.938 | ||
| 24 | 2025.07.22 16:00 | t/p | 8 | 0.10 | 197.938 | 200.338 | 197.938 | 74.37 | 1076.01 |
| 25 | 2025.07.29 04:00 | buy | 9 | 0.10 | 197.957 | 0.000 | 0.000 | ||
| 26 | 2025.07.29 04:00 | modify | 9 | 0.10 | 197.957 | 196.957 | 199.357 | ||
| 27 | 2025.07.31 20:00 | t/p | 9 | 0.10 | 199.357 | 196.957 | 199.357 | 91.43 | 1167.44 |
| 28 | 2025.08.08 08:00 | sell | 10 | 0.10 | 198.027 | 0.000 | 0.000 | ||
| 29 | 2025.08.08 08:00 | modify | 10 | 0.10 | 198.027 | 199.027 | 196.627 | ||
| 30 | 2025.08.11 20:00 | s/l | 10 | 0.10 | 199.027 | 199.027 | 196.627 | -65.41 | 1102.02 |
| 31 | 2025.08.12 04:00 | sell | 11 | 0.10 | 199.365 | 0.000 | 0.000 | ||
| 32 | 2025.08.12 04:00 | modify | 11 | 0.10 | 199.365 | 200.365 | 197.965 | ||
| 33 | 2025.08.20 16:00 | t/p | 11 | 0.10 | 197.965 | 200.365 | 197.965 | 76.02 | 1178.05 |
| 34 | 2025.09.02 04:00 | sell | 12 | 0.10 | 199.772 | 0.000 | 0.000 | ||
| 35 | 2025.09.02 04:00 | modify | 12 | 0.10 | 199.772 | 200.772 | 198.372 | ||
| 36 | 2025.09.02 16:00 | t/p | 12 | 0.10 | 198.372 | 200.772 | 198.372 | 89.26 | 1267.31 |
| 37 | 2025.09.19 08:00 | buy | 13 | 0.10 | 199.614 | 0.000 | 0.000 | ||
| 38 | 2025.09.19 08:00 | modify | 13 | 0.10 | 199.614 | 198.614 | 201.014 | ||
| 39 | 2025.09.22 00:00 | t/p | 13 | 0.10 | 201.014 | 198.614 | 201.014 | 89.82 | 1357.13 |
| 40 | 2025.09.30 08:00 | buy | 14 | 0.10 | 199.127 | 0.000 | 0.000 | ||
| 41 | 2025.09.30 08:00 | modify | 14 | 0.10 | 199.127 | 198.127 | 200.527 | ||
| 42 | 2025.10.01 08:00 | s/l | 14 | 0.10 | 198.127 | 198.127 | 200.527 | -63.22 | 1293.90 |
| 43 | 2025.10.01 08:00 | buy | 15 | 0.10 | 198.166 | 0.000 | 0.000 | ||
| 44 | 2025.10.01 08:00 | modify | 15 | 0.10 | 198.166 | 197.166 | 199.566 | ||
| 45 | 2025.10.05 20:00 | t/p | 15 | 0.10 | 199.566 | 197.166 | 199.566 | 91.43 | 1385.33 |
| 46 | 2025.10.14 08:00 | buy | 16 | 0.10 | 201.487 | 0.000 | 0.000 | ||
| 47 | 2025.10.14 08:00 | modify | 16 | 0.10 | 201.487 | 200.487 | 202.887 | ||
| 48 | 2025.10.15 20:00 | buy | 17 | 0.10 | 202.611 | 0.000 | 0.000 | ||
| 49 | 2025.10.15 20:00 | modify | 17 | 0.10 | 202.611 | 201.977 | 202.887 | ||
| 50 | 2025.10.15 20:00 | modify | 16 | 0.10 | 201.487 | 201.977 | 202.887 | ||
| 51 | 2025.10.16 08:00 | t/p | 16 | 0.10 | 202.887 | 201.977 | 202.887 | 91.43 | 1476.76 |
| 52 | 2025.10.16 08:00 | t/p | 17 | 0.10 | 202.887 | 201.977 | 202.887 | 19.22 | 1495.98 |
| 53 | 2025.10.16 08:00 | sell | 18 | 0.10 | 203.066 | 0.000 | 0.000 | ||
| 54 | 2025.10.16 08:00 | modify | 18 | 0.10 | 203.066 | 204.066 | 201.666 | ||
| 55 | 2025.10.16 16:00 | sell | 19 | 0.10 | 202.350 | 0.000 | 0.000 | ||
| 56 | 2025.10.16 16:00 | modify | 19 | 0.10 | 202.350 | 202.576 | 201.666 | ||
| 57 | 2025.10.16 16:00 | sell | 20 | 0.10 | 202.350 | 0.000 | 0.000 | ||
| 58 | 2025.10.16 16:00 | modify | 20 | 0.10 | 202.350 | 202.646 | 201.666 | ||
| 59 | 2025.10.16 16:00 | modify | 18 | 0.10 | 203.066 | 202.646 | 201.666 | ||
| 60 | 2025.10.16 20:00 | modify | 19 | 0.10 | 202.350 | 202.646 | 201.666 | ||
| 61 | 2025.10.17 04:00 | t/p | 18 | 0.10 | 201.666 | 202.646 | 201.666 | 87.62 | 1583.60 |
| 62 | 2025.10.17 04:00 | t/p | 19 | 0.10 | 201.666 | 202.646 | 201.666 | 41.97 | 1625.56 |
| 63 | 2025.10.17 04:00 | t/p | 20 | 0.10 | 201.666 | 202.646 | 201.666 | 41.97 | 1667.53 |
| 64 | 2025.10.23 08:00 | sell | 21 | 0.10 | 203.593 | 0.000 | 0.000 | ||
| 65 | 2025.10.23 08:00 | modify | 21 | 0.10 | 203.593 | 204.593 | 202.193 | ||
| 66 | 2025.10.28 12:00 | t/p | 21 | 0.10 | 202.193 | 204.593 | 202.193 | 84.30 | 1751.82 |
| 67 | 2025.10.30 08:00 | sell | 22 | 0.10 | 202.461 | 0.000 | 0.000 | ||
| 68 | 2025.10.30 08:00 | modify | 22 | 0.10 | 202.461 | 203.461 | 201.061 | ||
| 69 | 2025.11.04 12:00 | t/p | 22 | 0.10 | 201.061 | 203.461 | 201.061 | 84.30 | 1836.12 |
| 70 | 2025.11.20 04:00 | sell | 23 | 0.10 | 205.376 | 0.000 | 0.000 | ||
| 71 | 2025.11.20 04:00 | modify | 23 | 0.10 | 205.376 | 206.376 | 203.976 | ||
| 72 | 2025.11.20 16:00 | s/l | 23 | 0.10 | 206.376 | 206.376 | 203.976 | -63.76 | 1772.36 |
| 73 | 2025.11.21 08:00 | buy | 24 | 0.10 | 205.067 | 0.000 | 0.000 | ||
| 74 | 2025.11.21 08:00 | modify | 24 | 0.10 | 205.067 | 204.067 | 206.467 | ||
| 75 | 2025.11.25 16:00 | buy | 25 | 0.10 | 205.788 | 0.000 | 0.000 | ||
| 76 | 2025.11.25 16:00 | modify | 25 | 0.10 | 205.788 | 205.557 | 206.467 | ||
| 77 | 2025.11.25 16:00 | buy | 26 | 0.10 | 205.788 | 0.000 | 0.000 | ||
| 78 | 2025.11.25 16:00 | modify | 26 | 0.10 | 205.788 | 205.487 | 206.467 | ||
| 79 | 2025.11.25 16:00 | modify | 24 | 0.10 | 205.067 | 205.487 | 206.467 | ||
| 80 | 2025.11.25 20:00 | modify | 25 | 0.10 | 205.788 | 205.487 | 206.467 | ||
| 81 | 2025.11.26 00:00 | s/l | 24 | 0.10 | 205.487 | 205.487 | 206.467 | 28.41 | 1800.77 |
| 82 | 2025.11.26 00:00 | s/l | 25 | 0.10 | 205.487 | 205.487 | 206.467 | -18.65 | 1782.12 |
| 83 | 2025.11.26 00:00 | s/l | 26 | 0.10 | 205.487 | 205.487 | 206.467 | -18.65 | 1763.47 |
| 84 | 2025.12.01 04:00 | buy | 27 | 0.10 | 205.726 | 0.000 | 0.000 | ||
| 85 | 2025.12.01 04:00 | modify | 27 | 0.10 | 205.726 | 204.726 | 207.126 | ||
| 86 | 2025.12.03 20:00 | t/p | 27 | 0.10 | 207.126 | 204.726 | 207.126 | 90.35 | 1853.82 |
| 87 | 2025.12.09 08:00 | sell | 28 | 0.10 | 208.176 | 0.000 | 0.000 | ||
| 88 | 2025.12.09 08:00 | modify | 28 | 0.10 | 208.176 | 209.176 | 206.776 | ||
| 89 | 2025.12.19 08:00 | s/l | 28 | 0.10 | 209.176 | 209.176 | 206.776 | -83.61 | 1770.20 |
| 90 | 2025.12.19 08:00 | sell | 29 | 0.10 | 209.477 | 0.000 | 0.000 | ||
| 91 | 2025.12.19 08:00 | modify | 29 | 0.10 | 209.477 | 210.477 | 208.077 | ||
| 92 | 2025.12.19 12:00 | s/l | 29 | 0.10 | 210.477 | 210.477 | 208.077 | -63.76 | 1706.44 |
| 93 | 2025.12.22 08:00 | sell | 30 | 0.10 | 211.249 | 0.000 | 0.000 | ||
| 94 | 2025.12.22 08:00 | modify | 30 | 0.10 | 211.249 | 212.249 | 209.849 | ||
| 95 | 2026.01.12 04:00 | s/l | 30 | 0.10 | 212.249 | 212.249 | 209.849 | -98.50 | 1607.94 |
| 96 | 2026.01.13 04:00 | sell | 31 | 0.10 | 213.918 | 0.000 | 0.000 | ||
| 97 | 2026.01.13 04:00 | modify | 31 | 0.10 | 213.918 | 214.918 | 212.518 | ||
| 98 | 2026.01.14 16:00 | sell | 32 | 0.10 | 212.772 | 0.000 | 0.000 | ||
| 99 | 2026.01.14 16:00 | modify | 32 | 0.10 | 212.772 | 213.428 | 212.518 | ||
| 100 | 2026.01.14 16:00 | modify | 31 | 0.10 | 213.918 | 213.428 | 212.518 | ||
| 101 | 2026.01.15 16:00 | t/p | 31 | 0.10 | 212.518 | 213.428 | 212.518 | 82.65 | 1690.59 |
| 102 | 2026.01.15 16:00 | t/p | 32 | 0.10 | 212.518 | 213.428 | 212.518 | 11.24 | 1701.83 |
| 103 | 2026.01.16 04:00 | buy | 33 | 0.10 | 211.752 | 0.000 | 0.000 | ||
| 104 | 2026.01.16 04:00 | modify | 33 | 0.10 | 211.752 | 210.752 | 213.152 | ||
| 105 | 2026.01.18 20:00 | s/l | 33 | 0.10 | 210.752 | 210.752 | 213.152 | -63.76 | 1638.07 |
| 106 | 2026.01.20 08:00 | sell | 34 | 0.10 | 213.401 | 0.000 | 0.000 | ||
| 107 | 2026.01.20 08:00 | modify | 34 | 0.10 | 213.401 | 214.401 | 212.001 | ||
| 108 | 2026.01.21 12:00 | t/p | 34 | 0.10 | 212.001 | 214.401 | 212.001 | 87.61 | 1725.68 |
| 109 | 2026.01.22 08:00 | sell | 35 | 0.10 | 213.258 | 0.000 | 0.000 | ||
| 110 | 2026.01.22 08:00 | modify | 35 | 0.10 | 213.258 | 214.258 | 211.858 | ||
| 111 | 2026.01.23 08:00 | s/l | 35 | 0.10 | 214.258 | 214.258 | 211.858 | -65.41 | 1660.26 |
| 112 | 2026.01.27 08:00 | sell | 36 | 0.10 | 211.577 | 0.000 | 0.000 | ||
| 113 | 2026.01.27 08:00 | modify | 36 | 0.10 | 211.577 | 212.577 | 210.177 | ||
| 114 | 2026.01.27 12:00 | t/p | 36 | 0.10 | 210.177 | 212.577 | 210.177 | 89.27 | 1749.53 |
| 115 | 2026.01.29 08:00 | sell | 37 | 0.10 | 212.048 | 0.000 | 0.000 | ||
| 116 | 2026.01.29 08:00 | modify | 37 | 0.10 | 212.048 | 213.048 | 210.648 | ||
| 117 | 2026.01.29 16:00 | t/p | 37 | 0.10 | 210.648 | 213.048 | 210.648 | 89.27 | 1838.80 |
| 118 | 2026.02.04 04:00 | sell | 38 | 0.10 | 214.221 | 0.000 | 0.000 | ||
| 119 | 2026.02.04 04:00 | modify | 38 | 0.10 | 214.221 | 215.221 | 212.821 | ||
| 120 | 2026.02.05 16:00 | t/p | 38 | 0.10 | 212.821 | 215.221 | 212.821 | 84.31 | 1923.11 |
| 121 | 2026.02.10 04:00 | buy | 39 | 0.10 | 212.608 | 0.000 | 0.000 | ||
| 122 | 2026.02.10 04:00 | modify | 39 | 0.10 | 212.608 | 211.608 | 214.008 | ||
| 123 | 2026.02.10 16:00 | s/l | 39 | 0.10 | 211.608 | 211.608 | 214.008 | -63.77 | 1859.34 |
| 124 | 2026.02.17 08:00 | buy | 40 | 0.10 | 207.656 | 0.000 | 0.000 | ||
| 125 | 2026.02.17 08:00 | modify | 40 | 0.10 | 207.656 | 206.656 | 209.056 | ||
| 126 | 2026.02.18 16:00 | t/p | 40 | 0.10 | 209.056 | 206.656 | 209.056 | 89.81 | 1949.15 |
| 127 | 2026.02.19 04:00 | sell | 41 | 0.10 | 209.294 | 0.000 | 0.000 | ||
| 128 | 2026.02.19 04:00 | modify | 41 | 0.10 | 209.294 | 210.294 | 207.894 | ||
| 129 | 2026.02.24 08:00 | s/l | 41 | 0.10 | 210.294 | 210.294 | 207.894 | -68.72 | 1880.43 |
| 130 | 2026.02.24 08:00 | sell | 42 | 0.10 | 210.393 | 0.000 | 0.000 | ||
| 131 | 2026.02.24 08:00 | modify | 42 | 0.10 | 210.393 | 211.393 | 208.993 | ||
| 132 | 2026.02.25 12:00 | s/l | 42 | 0.10 | 211.393 | 211.393 | 208.993 | -65.41 | 1815.01 |
| 133 | 2026.03.11 04:00 | sell | 43 | 0.10 | 212.803 | 0.000 | 0.000 | ||
| 134 | 2026.03.11 04:00 | modify | 43 | 0.10 | 212.803 | 213.803 | 211.403 | ||
| 135 | 2026.03.13 12:00 | t/p | 43 | 0.10 | 211.403 | 213.803 | 211.403 | 82.65 | 1897.66 |
| 136 | 2026.03.19 08:00 | buy | 44 | 0.10 | 211.232 | 0.000 | 0.000 | ||
| 137 | 2026.03.19 08:00 | modify | 44 | 0.10 | 211.232 | 210.232 | 212.632 | ||
| 138 | 2026.03.20 08:00 | t/p | 44 | 0.10 | 212.632 | 210.232 | 212.632 | 89.81 | 1987.47 |
| 139 | 2026.03.20 08:00 | sell | 45 | 0.10 | 212.538 | 0.000 | 0.000 | ||
| 140 | 2026.03.20 08:00 | modify | 45 | 0.10 | 212.538 | 213.538 | 211.138 | ||
| 141 | 2026.03.20 16:00 | sell | 46 | 0.10 | 211.830 | 0.000 | 0.000 | ||
| 142 | 2026.03.20 16:00 | modify | 46 | 0.10 | 211.830 | 212.048 | 211.138 | ||
| 143 | 2026.03.20 16:00 | sell | 47 | 0.10 | 211.830 | 0.000 | 0.000 | ||
| 144 | 2026.03.20 16:00 | modify | 47 | 0.10 | 211.830 | 212.118 | 211.138 | ||
| 145 | 2026.03.20 16:00 | modify | 45 | 0.10 | 212.538 | 212.118 | 211.138 | ||
| 146 | 2026.03.20 20:00 | s/l | 45 | 0.10 | 212.118 | 212.118 | 211.138 | 26.78 | 2014.25 |
| 147 | 2026.03.20 20:00 | s/l | 46 | 0.10 | 212.048 | 212.048 | 211.138 | -13.90 | 2000.35 |
| 148 | 2026.03.20 20:00 | s/l | 47 | 0.10 | 212.118 | 212.118 | 211.138 | -18.36 | 1981.99 |
| 149 | 2026.03.30 08:00 | buy | 48 | 0.10 | 211.669 | 0.000 | 0.000 | ||
| 150 | 2026.03.30 08:00 | modify | 48 | 0.10 | 211.669 | 210.669 | 213.069 | ||
| 151 | 2026.03.30 16:00 | s/l | 48 | 0.10 | 210.669 | 210.669 | 213.069 | -63.76 | 1918.23 |