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=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 | 7224 | Ticks modelled | 13446 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1048.66 | Gross profit | 1234.52 | Gross loss | -185.85 |
| Profit factor | 6.64 | Expected payoff | 34.96 | ||
| Absolute drawdown | 52.98 | Maximal drawdown | 174.13 (11.52%) | Relative drawdown | 11.52% (174.13) |
| Total trades | 30 | Short positions (won %) | 12 (75.00%) | Long positions (won %) | 18 (72.22%) |
| Profit trades (% of total) | 22 (73.33%) | Loss trades (% of total) | 8 (26.67%) | ||
| Largest | profit trade | 90.78 | loss trade | -93.47 | |
| Average | profit trade | 56.11 | loss trade | -23.23 | |
| Maximum | consecutive wins (profit in money) | 10 (653.53) | consecutive losses (loss in money) | 2 (-18.89) | |
| Maximal | consecutive profit (count of wins) | 653.53 (10) | consecutive loss (count of losses) | -93.47 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.05.12 09:00 | sell | 1 | 0.10 | 147.754 | 0.000 | 0.000 | ||
| 2 | 2025.05.12 09:00 | modify | 1 | 0.10 | 147.754 | 149.154 | 146.454 | ||
| 3 | 2025.05.13 23:00 | sell | 2 | 0.10 | 147.344 | 0.000 | 0.000 | ||
| 4 | 2025.05.13 23:00 | modify | 2 | 0.10 | 147.344 | 147.624 | 146.454 | ||
| 5 | 2025.05.13 23:00 | modify | 1 | 0.10 | 147.754 | 147.624 | 146.454 | ||
| 6 | 2025.05.14 01:00 | s/l | 1 | 0.10 | 147.624 | 147.624 | 146.454 | 6.27 | 1006.27 |
| 7 | 2025.05.14 01:00 | s/l | 2 | 0.10 | 147.624 | 147.624 | 146.454 | -20.26 | 986.01 |
| 8 | 2025.05.14 11:00 | buy | 3 | 0.10 | 145.952 | 0.000 | 0.000 | ||
| 9 | 2025.05.14 11:00 | modify | 3 | 0.10 | 145.952 | 144.552 | 147.252 | ||
| 10 | 2025.05.14 19:00 | buy | 4 | 0.10 | 146.750 | 0.000 | 0.000 | ||
| 11 | 2025.05.14 19:00 | modify | 4 | 0.10 | 146.750 | 146.537 | 147.252 | ||
| 12 | 2025.05.14 19:00 | modify | 3 | 0.10 | 145.952 | 146.537 | 147.252 | ||
| 13 | 2025.05.15 00:00 | s/l | 3 | 0.10 | 146.537 | 146.537 | 147.252 | 40.42 | 1026.43 |
| 14 | 2025.05.15 00:00 | s/l | 4 | 0.10 | 146.537 | 146.537 | 147.252 | -13.99 | 1012.44 |
| 15 | 2025.06.02 09:00 | buy | 5 | 0.10 | 142.959 | 0.000 | 0.000 | ||
| 16 | 2025.06.02 09:00 | modify | 5 | 0.10 | 142.959 | 141.559 | 144.259 | ||
| 17 | 2025.06.04 02:00 | t/p | 5 | 0.10 | 144.259 | 141.559 | 144.259 | 90.78 | 1103.22 |
| 18 | 2025.06.06 15:00 | sell | 6 | 0.10 | 144.899 | 0.000 | 0.000 | ||
| 19 | 2025.06.06 15:00 | modify | 6 | 0.10 | 144.899 | 146.299 | 143.599 | ||
| 20 | 2025.06.09 03:00 | sell | 7 | 0.10 | 144.497 | 0.000 | 0.000 | ||
| 21 | 2025.06.09 03:00 | modify | 7 | 0.10 | 144.497 | 144.769 | 143.599 | ||
| 22 | 2025.06.09 03:00 | modify | 6 | 0.10 | 144.899 | 144.769 | 143.599 | ||
| 23 | 2025.06.09 10:00 | sell | 8 | 0.10 | 144.103 | 0.000 | 0.000 | ||
| 24 | 2025.06.09 10:00 | modify | 8 | 0.10 | 144.103 | 144.314 | 143.599 | ||
| 25 | 2025.06.09 10:00 | modify | 7 | 0.10 | 144.497 | 144.314 | 143.599 | ||
| 26 | 2025.06.09 10:00 | modify | 6 | 0.10 | 144.899 | 144.314 | 143.599 | ||
| 27 | 2025.06.09 12:00 | s/l | 6 | 0.10 | 144.314 | 144.314 | 143.599 | 39.21 | 1142.42 |
| 28 | 2025.06.09 12:00 | s/l | 7 | 0.10 | 144.314 | 144.314 | 143.599 | 12.66 | 1155.08 |
| 29 | 2025.06.09 12:00 | s/l | 8 | 0.10 | 144.314 | 144.314 | 143.599 | -14.60 | 1140.48 |
| 30 | 2025.07.22 17:00 | buy | 9 | 0.10 | 146.454 | 0.000 | 0.000 | ||
| 31 | 2025.07.22 17:00 | modify | 9 | 0.10 | 146.454 | 145.054 | 147.754 | ||
| 32 | 2025.07.24 22:00 | buy | 10 | 0.10 | 147.120 | 0.000 | 0.000 | ||
| 33 | 2025.07.24 22:00 | modify | 10 | 0.10 | 147.120 | 146.909 | 147.754 | ||
| 34 | 2025.07.24 22:00 | modify | 9 | 0.10 | 146.454 | 146.909 | 147.754 | ||
| 35 | 2025.07.25 01:00 | buy | 11 | 0.10 | 147.238 | 0.000 | 0.000 | ||
| 36 | 2025.07.25 01:00 | modify | 11 | 0.10 | 147.238 | 147.039 | 147.754 | ||
| 37 | 2025.07.25 01:00 | modify | 10 | 0.10 | 147.120 | 147.039 | 147.754 | ||
| 38 | 2025.07.25 01:00 | modify | 9 | 0.10 | 146.454 | 147.039 | 147.754 | ||
| 39 | 2025.07.25 06:00 | s/l | 9 | 0.10 | 147.039 | 147.039 | 147.754 | 40.69 | 1181.17 |
| 40 | 2025.07.25 06:00 | s/l | 10 | 0.10 | 147.039 | 147.039 | 147.754 | -5.34 | 1175.82 |
| 41 | 2025.07.25 06:00 | s/l | 11 | 0.10 | 147.039 | 147.039 | 147.754 | -13.55 | 1162.27 |
| 42 | 2025.09.05 15:00 | buy | 12 | 0.10 | 147.107 | 0.000 | 0.000 | ||
| 43 | 2025.09.05 15:00 | modify | 12 | 0.10 | 147.107 | 145.707 | 148.407 | ||
| 44 | 2025.09.07 23:00 | t/p | 12 | 0.10 | 148.407 | 145.707 | 148.407 | 87.58 | 1249.85 |
| 45 | 2025.09.25 18:00 | sell | 13 | 0.10 | 149.805 | 0.000 | 0.000 | ||
| 46 | 2025.09.25 18:00 | modify | 13 | 0.10 | 149.805 | 151.205 | 148.505 | ||
| 47 | 2025.09.28 21:00 | sell | 14 | 0.10 | 149.399 | 0.000 | 0.000 | ||
| 48 | 2025.09.28 21:00 | modify | 14 | 0.10 | 149.399 | 149.675 | 148.505 | ||
| 49 | 2025.09.28 21:00 | modify | 13 | 0.10 | 149.805 | 149.675 | 148.505 | ||
| 50 | 2025.09.29 09:00 | t/p | 13 | 0.10 | 148.505 | 149.675 | 148.505 | 84.96 | 1334.81 |
| 51 | 2025.09.29 09:00 | t/p | 14 | 0.10 | 148.505 | 149.675 | 148.505 | 58.91 | 1393.72 |
| 52 | 2025.10.01 09:00 | buy | 15 | 0.10 | 147.183 | 0.000 | 0.000 | ||
| 53 | 2025.10.01 09:00 | modify | 15 | 0.10 | 147.183 | 145.783 | 148.483 | ||
| 54 | 2025.10.05 21:00 | t/p | 15 | 0.10 | 148.483 | 145.783 | 148.483 | 87.66 | 1481.38 |
| 55 | 2025.10.06 06:00 | sell | 16 | 0.10 | 150.257 | 0.000 | 0.000 | ||
| 56 | 2025.10.06 06:00 | modify | 16 | 0.10 | 150.257 | 151.657 | 148.957 | ||
| 57 | 2025.10.07 19:00 | s/l | 16 | 0.10 | 151.657 | 151.657 | 148.957 | -93.47 | 1387.90 |
| 58 | 2025.10.08 03:00 | sell | 17 | 0.10 | 152.485 | 0.000 | 0.000 | ||
| 59 | 2025.10.08 03:00 | modify | 17 | 0.10 | 152.485 | 153.885 | 151.185 | ||
| 60 | 2025.10.12 21:00 | t/p | 17 | 0.10 | 151.185 | 153.885 | 151.185 | 80.51 | 1468.41 |
| 61 | 2025.10.28 06:00 | buy | 18 | 0.10 | 151.941 | 0.000 | 0.000 | ||
| 62 | 2025.10.28 06:00 | modify | 18 | 0.10 | 151.941 | 150.541 | 153.241 | ||
| 63 | 2025.10.30 07:00 | t/p | 18 | 0.10 | 153.241 | 150.541 | 153.241 | 85.48 | 1553.89 |
| 64 | 2025.12.01 14:00 | buy | 19 | 0.10 | 154.872 | 0.000 | 0.000 | ||
| 65 | 2025.12.01 14:00 | modify | 19 | 0.10 | 154.872 | 153.472 | 156.172 | ||
| 66 | 2025.12.01 19:00 | buy | 20 | 0.10 | 155.522 | 0.000 | 0.000 | ||
| 67 | 2025.12.01 19:00 | modify | 20 | 0.10 | 155.522 | 155.327 | 156.172 | ||
| 68 | 2025.12.01 19:00 | modify | 19 | 0.10 | 154.872 | 155.327 | 156.172 | ||
| 69 | 2025.12.02 01:00 | buy | 21 | 0.10 | 155.665 | 0.000 | 0.000 | ||
| 70 | 2025.12.02 01:00 | modify | 21 | 0.10 | 155.665 | 155.457 | 156.172 | ||
| 71 | 2025.12.02 01:00 | modify | 20 | 0.10 | 155.522 | 155.457 | 156.172 | ||
| 72 | 2025.12.02 01:00 | modify | 19 | 0.10 | 154.872 | 155.457 | 156.172 | ||
| 73 | 2025.12.02 16:00 | t/p | 19 | 0.10 | 156.172 | 155.457 | 156.172 | 83.58 | 1637.48 |
| 74 | 2025.12.02 16:00 | t/p | 20 | 0.10 | 156.172 | 155.457 | 156.172 | 41.88 | 1679.36 |
| 75 | 2025.12.02 16:00 | t/p | 21 | 0.10 | 156.172 | 155.457 | 156.172 | 32.53 | 1711.89 |
| 76 | 2025.12.09 17:00 | sell | 22 | 0.10 | 156.857 | 0.000 | 0.000 | ||
| 77 | 2025.12.09 17:00 | modify | 22 | 0.10 | 156.857 | 158.257 | 155.557 | ||
| 78 | 2025.12.11 03:00 | t/p | 22 | 0.10 | 155.557 | 158.257 | 155.557 | 78.33 | 1790.22 |
| 79 | 2025.12.19 13:00 | sell | 23 | 0.10 | 157.239 | 0.000 | 0.000 | ||
| 80 | 2025.12.19 13:00 | modify | 23 | 0.10 | 157.239 | 158.639 | 155.939 | ||
| 81 | 2025.12.22 18:00 | sell | 24 | 0.10 | 156.847 | 0.000 | 0.000 | ||
| 82 | 2025.12.22 18:00 | modify | 24 | 0.10 | 156.847 | 157.109 | 155.939 | ||
| 83 | 2025.12.22 18:00 | modify | 23 | 0.10 | 157.239 | 157.109 | 155.939 | ||
| 84 | 2025.12.23 10:00 | t/p | 23 | 0.10 | 155.939 | 157.109 | 155.939 | 80.79 | 1871.02 |
| 85 | 2025.12.23 10:00 | t/p | 24 | 0.10 | 155.939 | 157.109 | 155.939 | 56.94 | 1927.95 |
| 86 | 2026.02.11 07:00 | buy | 25 | 0.10 | 153.176 | 0.000 | 0.000 | ||
| 87 | 2026.02.11 07:00 | modify | 25 | 0.10 | 153.176 | 151.776 | 154.476 | ||
| 88 | 2026.02.11 14:00 | t/p | 25 | 0.10 | 154.476 | 151.776 | 154.476 | 84.50 | 2012.45 |
| 89 | 2026.03.19 15:00 | buy | 26 | 0.10 | 158.395 | 0.000 | 0.000 | ||
| 90 | 2026.03.19 15:00 | modify | 26 | 0.10 | 158.395 | 156.995 | 159.695 | ||
| 91 | 2026.03.20 14:00 | buy | 27 | 0.10 | 159.049 | 0.000 | 0.000 | ||
| 92 | 2026.03.20 14:00 | modify | 27 | 0.10 | 159.049 | 158.850 | 159.695 | ||
| 93 | 2026.03.20 14:00 | modify | 26 | 0.10 | 158.395 | 158.850 | 159.695 | ||
| 94 | 2026.03.23 12:00 | s/l | 26 | 0.10 | 158.850 | 158.850 | 159.695 | 28.98 | 2041.43 |
| 95 | 2026.03.23 12:00 | s/l | 27 | 0.10 | 158.850 | 158.850 | 159.695 | -12.34 | 2029.09 |
| 96 | 2026.04.08 03:00 | buy | 28 | 0.10 | 158.462 | 0.000 | 0.000 | ||
| 97 | 2026.04.08 03:00 | modify | 28 | 0.10 | 158.462 | 157.062 | 159.762 | ||
| 98 | 2026.04.09 06:00 | buy | 29 | 0.10 | 158.874 | 0.000 | 0.000 | ||
| 99 | 2026.04.09 06:00 | modify | 29 | 0.10 | 158.874 | 158.592 | 159.762 | ||
| 100 | 2026.04.09 06:00 | modify | 28 | 0.10 | 158.462 | 158.592 | 159.762 | ||
| 101 | 2026.04.09 11:00 | buy | 30 | 0.10 | 159.112 | 0.000 | 0.000 | ||
| 102 | 2026.04.09 11:00 | modify | 30 | 0.10 | 159.112 | 158.917 | 159.762 | ||
| 103 | 2026.04.09 11:00 | modify | 29 | 0.10 | 158.874 | 158.917 | 159.762 | ||
| 104 | 2026.04.09 11:00 | modify | 28 | 0.10 | 158.462 | 158.917 | 159.762 | ||
| 105 | 2026.04.09 12:00 | s/l | 28 | 0.10 | 158.917 | 158.917 | 159.762 | 29.15 | 2058.24 |
| 106 | 2026.04.09 12:00 | s/l | 29 | 0.10 | 158.917 | 158.917 | 159.762 | 2.70 | 2060.94 |
| 107 | 2026.04.09 12:00 | s/l | 30 | 0.10 | 158.917 | 158.917 | 159.762 | -12.28 | 2048.66 |