Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1470)
| Symbol | USDJPY (US Dollar 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=5; 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=80; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 589.81 | Gross profit | 1440.22 | Gross loss | -850.40 |
| Profit factor | 1.69 | Expected payoff | 15.12 | ||
| Absolute drawdown | 83.91 | Maximal drawdown | 329.09 (19.33%) | Relative drawdown | 19.33% (329.09) |
| Total trades | 39 | Short positions (won %) | 22 (50.00%) | Long positions (won %) | 17 (52.94%) |
| Profit trades (% of total) | 20 (51.28%) | Loss trades (% of total) | 19 (48.72%) | ||
| Largest | profit trade | 90.78 | loss trade | -58.60 | |
| Average | profit trade | 72.01 | loss trade | -44.76 | |
| Maximum | consecutive wins (profit in money) | 3 (261.91) | consecutive losses (loss in money) | 5 (-195.21) | |
| Maximal | consecutive profit (count of wins) | 261.91 (3) | consecutive loss (count of losses) | -195.21 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.05.01 08:00 | sell | 1 | 0.10 | 144.366 | 0.000 | 0.000 | ||
| 2 | 2025.05.01 08:00 | modify | 1 | 0.10 | 144.366 | 145.166 | 143.066 | ||
| 3 | 2025.05.01 16:00 | s/l | 1 | 0.10 | 145.166 | 145.166 | 143.066 | -54.98 | 945.02 |
| 4 | 2025.05.06 12:00 | buy | 2 | 0.10 | 142.808 | 0.000 | 0.000 | ||
| 5 | 2025.05.06 12:00 | modify | 2 | 0.10 | 142.808 | 142.008 | 144.108 | ||
| 6 | 2025.05.08 08:00 | t/p | 2 | 0.10 | 144.108 | 142.008 | 144.108 | 90.78 | 1035.80 |
| 7 | 2025.05.08 16:00 | sell | 3 | 0.10 | 145.469 | 0.000 | 0.000 | ||
| 8 | 2025.05.08 16:00 | modify | 3 | 0.10 | 145.469 | 146.269 | 144.169 | ||
| 9 | 2025.05.12 04:00 | s/l | 3 | 0.10 | 146.269 | 146.269 | 144.169 | -57.43 | 978.37 |
| 10 | 2025.05.12 08:00 | sell | 4 | 0.10 | 147.916 | 0.000 | 0.000 | ||
| 11 | 2025.05.12 08:00 | modify | 4 | 0.10 | 147.916 | 148.716 | 146.616 | ||
| 12 | 2025.05.14 12:00 | t/p | 4 | 0.10 | 146.616 | 148.716 | 146.616 | 86.37 | 1064.74 |
| 13 | 2025.05.14 12:00 | buy | 5 | 0.10 | 146.205 | 0.000 | 0.000 | ||
| 14 | 2025.05.14 12:00 | modify | 5 | 0.10 | 146.205 | 145.405 | 147.505 | ||
| 15 | 2025.05.16 04:00 | s/l | 5 | 0.10 | 145.405 | 145.405 | 147.505 | -54.38 | 1010.36 |
| 16 | 2025.05.23 12:00 | buy | 6 | 0.10 | 142.659 | 0.000 | 0.000 | ||
| 17 | 2025.05.23 12:00 | modify | 6 | 0.10 | 142.659 | 141.859 | 143.959 | ||
| 18 | 2025.05.27 12:00 | t/p | 6 | 0.10 | 143.959 | 141.859 | 143.959 | 90.57 | 1100.93 |
| 19 | 2025.05.29 00:00 | sell | 7 | 0.10 | 145.724 | 0.000 | 0.000 | ||
| 20 | 2025.05.29 00:00 | modify | 7 | 0.10 | 145.724 | 146.524 | 144.424 | ||
| 21 | 2025.05.29 16:00 | t/p | 7 | 0.10 | 144.424 | 146.524 | 144.424 | 90.21 | 1191.14 |
| 22 | 2025.05.29 16:00 | buy | 8 | 0.10 | 144.122 | 0.000 | 0.000 | ||
| 23 | 2025.05.29 16:00 | modify | 8 | 0.10 | 144.122 | 143.322 | 145.422 | ||
| 24 | 2025.06.02 08:00 | s/l | 8 | 0.10 | 143.322 | 143.322 | 145.422 | -55.63 | 1135.51 |
| 25 | 2025.06.03 16:00 | sell | 9 | 0.10 | 143.938 | 0.000 | 0.000 | ||
| 26 | 2025.06.03 16:00 | modify | 9 | 0.10 | 143.938 | 144.738 | 142.638 | ||
| 27 | 2025.06.04 20:00 | t/p | 9 | 0.10 | 142.638 | 144.738 | 142.638 | 89.69 | 1225.20 |
| 28 | 2025.06.06 16:00 | sell | 10 | 0.10 | 144.878 | 0.000 | 0.000 | ||
| 29 | 2025.06.06 16:00 | modify | 10 | 0.10 | 144.878 | 145.678 | 143.578 | ||
| 30 | 2025.06.09 08:00 | sell | 11 | 0.10 | 144.143 | 0.000 | 0.000 | ||
| 31 | 2025.06.09 08:00 | modify | 11 | 0.10 | 144.143 | 144.488 | 143.578 | ||
| 32 | 2025.06.09 08:00 | modify | 10 | 0.10 | 144.878 | 144.488 | 143.578 | ||
| 33 | 2025.06.09 12:00 | s/l | 10 | 0.10 | 144.488 | 144.488 | 143.578 | 25.71 | 1250.90 |
| 34 | 2025.06.09 12:00 | s/l | 11 | 0.10 | 144.488 | 144.488 | 143.578 | -23.87 | 1227.03 |
| 35 | 2025.06.23 08:00 | sell | 12 | 0.10 | 147.330 | 0.000 | 0.000 | ||
| 36 | 2025.06.23 08:00 | modify | 12 | 0.10 | 147.330 | 148.130 | 146.030 | ||
| 37 | 2025.06.24 00:00 | t/p | 12 | 0.10 | 146.030 | 148.130 | 146.030 | 87.80 | 1314.83 |
| 38 | 2025.06.24 04:00 | buy | 13 | 0.10 | 145.444 | 0.000 | 0.000 | ||
| 39 | 2025.06.24 04:00 | modify | 13 | 0.10 | 145.444 | 144.644 | 146.744 | ||
| 40 | 2025.06.24 16:00 | s/l | 13 | 0.10 | 144.644 | 144.644 | 146.744 | -55.21 | 1259.62 |
| 41 | 2025.06.26 08:00 | buy | 14 | 0.10 | 144.093 | 0.000 | 0.000 | ||
| 42 | 2025.06.26 08:00 | modify | 14 | 0.10 | 144.093 | 143.293 | 145.393 | ||
| 43 | 2025.07.01 08:00 | s/l | 14 | 0.10 | 143.293 | 143.293 | 145.393 | -55.38 | 1204.23 |
| 44 | 2025.07.01 12:00 | buy | 15 | 0.10 | 142.769 | 0.000 | 0.000 | ||
| 45 | 2025.07.01 12:00 | modify | 15 | 0.10 | 142.769 | 141.969 | 144.069 | ||
| 46 | 2025.07.02 12:00 | t/p | 15 | 0.10 | 144.069 | 141.969 | 144.069 | 90.33 | 1294.57 |
| 47 | 2025.07.03 16:00 | sell | 16 | 0.10 | 144.967 | 0.000 | 0.000 | ||
| 48 | 2025.07.03 16:00 | modify | 16 | 0.10 | 144.967 | 145.767 | 143.667 | ||
| 49 | 2025.07.07 16:00 | s/l | 16 | 0.10 | 145.767 | 145.767 | 143.667 | -57.38 | 1237.19 |
| 50 | 2025.07.15 16:00 | sell | 17 | 0.10 | 148.757 | 0.000 | 0.000 | ||
| 51 | 2025.07.15 16:00 | modify | 17 | 0.10 | 148.757 | 149.557 | 147.457 | ||
| 52 | 2025.07.16 16:00 | t/p | 17 | 0.10 | 147.457 | 149.557 | 147.457 | 86.49 | 1323.67 |
| 53 | 2025.07.22 16:00 | buy | 18 | 0.10 | 146.397 | 0.000 | 0.000 | ||
| 54 | 2025.07.22 16:00 | modify | 18 | 0.10 | 146.397 | 145.597 | 147.697 | ||
| 55 | 2025.07.25 12:00 | t/p | 18 | 0.10 | 147.697 | 145.597 | 147.697 | 88.91 | 1412.58 |
| 56 | 2025.07.31 16:00 | sell | 19 | 0.10 | 150.604 | 0.000 | 0.000 | ||
| 57 | 2025.07.31 16:00 | modify | 19 | 0.10 | 150.604 | 151.404 | 149.304 | ||
| 58 | 2025.08.01 16:00 | t/p | 19 | 0.10 | 149.304 | 151.404 | 149.304 | 86.52 | 1499.09 |
| 59 | 2025.08.01 16:00 | buy | 20 | 0.10 | 148.086 | 0.000 | 0.000 | ||
| 60 | 2025.08.01 16:00 | modify | 20 | 0.10 | 148.086 | 147.286 | 149.386 | ||
| 61 | 2025.08.03 20:00 | s/l | 20 | 0.10 | 147.286 | 147.286 | 149.386 | -54.34 | 1444.75 |
| 62 | 2025.08.22 16:00 | buy | 21 | 0.10 | 146.856 | 0.000 | 0.000 | ||
| 63 | 2025.08.22 16:00 | modify | 21 | 0.10 | 146.856 | 146.056 | 148.156 | ||
| 64 | 2025.08.25 20:00 | buy | 22 | 0.10 | 147.848 | 0.000 | 0.000 | ||
| 65 | 2025.08.25 20:00 | modify | 22 | 0.10 | 147.848 | 147.376 | 148.156 | ||
| 66 | 2025.08.25 20:00 | modify | 21 | 0.10 | 146.856 | 147.376 | 148.156 | ||
| 67 | 2025.08.26 04:00 | s/l | 21 | 0.10 | 147.376 | 147.376 | 148.156 | 35.53 | 1480.28 |
| 68 | 2025.08.26 04:00 | s/l | 22 | 0.10 | 147.376 | 147.376 | 148.156 | -31.77 | 1448.52 |
| 69 | 2025.09.02 08:00 | sell | 23 | 0.10 | 148.653 | 0.000 | 0.000 | ||
| 70 | 2025.09.02 08:00 | modify | 23 | 0.10 | 148.653 | 149.453 | 147.353 | ||
| 71 | 2025.09.05 16:00 | t/p | 23 | 0.10 | 147.353 | 149.453 | 147.353 | 82.14 | 1530.65 |
| 72 | 2025.09.05 16:00 | buy | 24 | 0.10 | 146.872 | 0.000 | 0.000 | ||
| 73 | 2025.09.05 16:00 | modify | 24 | 0.10 | 146.872 | 146.072 | 148.172 | ||
| 74 | 2025.09.08 00:00 | t/p | 24 | 0.10 | 148.172 | 146.072 | 148.172 | 87.83 | 1618.48 |
| 75 | 2025.09.25 16:00 | sell | 25 | 0.10 | 149.788 | 0.000 | 0.000 | ||
| 76 | 2025.09.25 16:00 | modify | 25 | 0.10 | 149.788 | 150.588 | 148.488 | ||
| 77 | 2025.09.30 00:00 | t/p | 25 | 0.10 | 148.488 | 150.588 | 148.488 | 83.63 | 1702.11 |
| 78 | 2025.10.06 00:00 | sell | 26 | 0.10 | 149.580 | 0.000 | 0.000 | ||
| 79 | 2025.10.06 00:00 | modify | 26 | 0.10 | 149.580 | 150.380 | 148.280 | ||
| 80 | 2025.10.06 08:00 | s/l | 26 | 0.10 | 150.380 | 150.380 | 148.280 | -53.32 | 1648.79 |
| 81 | 2025.10.21 12:00 | sell | 27 | 0.10 | 151.949 | 0.000 | 0.000 | ||
| 82 | 2025.10.21 12:00 | modify | 27 | 0.10 | 151.949 | 152.749 | 150.649 | ||
| 83 | 2025.10.23 12:00 | s/l | 27 | 0.10 | 152.749 | 152.749 | 150.649 | -57.49 | 1591.30 |
| 84 | 2025.10.30 12:00 | sell | 28 | 0.10 | 154.115 | 0.000 | 0.000 | ||
| 85 | 2025.10.30 12:00 | modify | 28 | 0.10 | 154.115 | 154.915 | 152.815 | ||
| 86 | 2025.11.04 08:00 | sell | 29 | 0.10 | 153.589 | 0.000 | 0.000 | ||
| 87 | 2025.11.04 08:00 | modify | 29 | 0.10 | 153.589 | 153.985 | 152.815 | ||
| 88 | 2025.11.04 08:00 | modify | 28 | 0.10 | 154.115 | 153.985 | 152.815 | ||
| 89 | 2025.11.04 16:00 | sell | 30 | 0.10 | 153.382 | 0.000 | 0.000 | ||
| 90 | 2025.11.04 16:00 | modify | 30 | 0.10 | 153.382 | 153.725 | 152.815 | ||
| 91 | 2025.11.04 16:00 | modify | 29 | 0.10 | 153.589 | 153.725 | 152.815 | ||
| 92 | 2025.11.04 16:00 | modify | 28 | 0.10 | 154.115 | 153.725 | 152.815 | ||
| 93 | 2025.11.05 04:00 | s/l | 28 | 0.10 | 153.725 | 153.725 | 152.815 | 20.30 | 1611.60 |
| 94 | 2025.11.05 04:00 | s/l | 29 | 0.10 | 153.725 | 153.725 | 152.815 | -10.13 | 1601.46 |
| 95 | 2025.11.05 04:00 | s/l | 30 | 0.10 | 153.725 | 153.725 | 152.815 | -23.61 | 1577.85 |
| 96 | 2025.12.19 08:00 | sell | 31 | 0.10 | 156.732 | 0.000 | 0.000 | ||
| 97 | 2025.12.19 08:00 | modify | 31 | 0.10 | 156.732 | 157.532 | 155.432 | ||
| 98 | 2025.12.19 20:00 | s/l | 31 | 0.10 | 157.532 | 157.532 | 155.432 | -50.78 | 1527.07 |
| 99 | 2026.02.10 16:00 | buy | 32 | 0.10 | 154.240 | 0.000 | 0.000 | ||
| 100 | 2026.02.10 16:00 | modify | 32 | 0.10 | 154.240 | 153.440 | 155.540 | ||
| 101 | 2026.02.11 08:00 | s/l | 32 | 0.10 | 153.440 | 153.440 | 155.540 | -52.09 | 1474.98 |
| 102 | 2026.02.24 08:00 | sell | 33 | 0.10 | 156.100 | 0.000 | 0.000 | ||
| 103 | 2026.02.24 08:00 | modify | 33 | 0.10 | 156.100 | 156.900 | 154.800 | ||
| 104 | 2026.03.02 08:00 | s/l | 33 | 0.10 | 156.900 | 156.900 | 154.800 | -58.60 | 1416.39 |
| 105 | 2026.03.02 16:00 | sell | 34 | 0.10 | 157.732 | 0.000 | 0.000 | ||
| 106 | 2026.03.02 16:00 | modify | 34 | 0.10 | 157.732 | 158.532 | 156.432 | ||
| 107 | 2026.03.04 20:00 | sell | 35 | 0.10 | 157.002 | 0.000 | 0.000 | ||
| 108 | 2026.03.04 20:00 | modify | 35 | 0.10 | 157.002 | 157.342 | 156.432 | ||
| 109 | 2026.03.04 20:00 | modify | 34 | 0.10 | 157.732 | 157.342 | 156.432 | ||
| 110 | 2026.03.05 12:00 | s/l | 34 | 0.10 | 157.342 | 157.342 | 156.432 | 18.41 | 1434.79 |
| 111 | 2026.03.05 12:00 | s/l | 35 | 0.10 | 157.342 | 157.342 | 156.432 | -25.42 | 1409.37 |
| 112 | 2026.03.19 16:00 | buy | 36 | 0.10 | 158.220 | 0.000 | 0.000 | ||
| 113 | 2026.03.19 16:00 | modify | 36 | 0.10 | 158.220 | 157.420 | 159.520 | ||
| 114 | 2026.03.23 04:00 | t/p | 36 | 0.10 | 159.520 | 157.420 | 159.520 | 81.88 | 1491.25 |
| 115 | 2026.04.17 16:00 | buy | 37 | 0.10 | 158.130 | 0.000 | 0.000 | ||
| 116 | 2026.04.17 16:00 | modify | 37 | 0.10 | 158.130 | 157.330 | 159.430 | ||
| 117 | 2026.04.20 20:00 | buy | 38 | 0.10 | 158.871 | 0.000 | 0.000 | ||
| 118 | 2026.04.20 20:00 | modify | 38 | 0.10 | 158.871 | 158.520 | 159.430 | ||
| 119 | 2026.04.20 20:00 | modify | 37 | 0.10 | 158.130 | 158.520 | 159.430 | ||
| 120 | 2026.04.21 16:00 | t/p | 37 | 0.10 | 159.430 | 158.520 | 159.430 | 81.91 | 1573.16 |
| 121 | 2026.04.21 16:00 | t/p | 38 | 0.10 | 159.430 | 158.520 | 159.430 | 35.24 | 1608.40 |
| 122 | 2026.04.30 16:00 | buy | 39 | 0.10 | 156.849 | 0.000 | 0.000 | ||
| 123 | 2026.04.30 16:00 | modify | 39 | 0.10 | 156.849 | 156.049 | 158.149 | ||
| 124 | 2026.04.30 23:59 | close at stop | 39 | 0.10 | 156.558 | 156.049 | 158.149 | -18.59 | 1589.81 |