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=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; 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=140; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=25; 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=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 123.13 | Gross profit | 548.34 | Gross loss | -425.20 |
| Profit factor | 1.29 | Expected payoff | 5.86 | ||
| Absolute drawdown | 158.54 | Maximal drawdown | 193.70 (18.71%) | Relative drawdown | 18.71% (193.70) |
| Total trades | 21 | Short positions (won %) | 13 (53.85%) | Long positions (won %) | 8 (62.50%) |
| Profit trades (% of total) | 12 (57.14%) | Loss trades (% of total) | 9 (42.86%) | ||
| Largest | profit trade | 83.39 | loss trade | -99.69 | |
| Average | profit trade | 45.69 | loss trade | -47.24 | |
| Maximum | consecutive wins (profit in money) | 3 (181.48) | consecutive losses (loss in money) | 2 (-123.54) | |
| Maximal | consecutive profit (count of wins) | 181.48 (3) | consecutive loss (count of losses) | -123.54 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.06.22 20:00 | sell | 1 | 0.10 | 168.039 | 0.000 | 0.000 | ||
| 2 | 2025.06.22 20:00 | modify | 1 | 0.10 | 168.039 | 169.439 | 166.739 | ||
| 3 | 2025.06.23 08:00 | s/l | 1 | 0.10 | 169.439 | 169.439 | 166.739 | -90.08 | 909.92 |
| 4 | 2025.06.23 12:00 | sell | 2 | 0.10 | 169.325 | 0.000 | 0.000 | ||
| 5 | 2025.06.23 12:00 | modify | 2 | 0.10 | 169.325 | 170.725 | 168.025 | ||
| 6 | 2025.06.24 16:00 | t/p | 2 | 0.10 | 168.025 | 170.725 | 168.025 | 82.22 | 992.14 |
| 7 | 2025.07.11 20:00 | sell | 3 | 0.10 | 172.252 | 0.000 | 0.000 | ||
| 8 | 2025.07.11 20:00 | modify | 3 | 0.10 | 172.252 | 173.652 | 170.952 | ||
| 9 | 2025.07.27 20:00 | s/l | 3 | 0.10 | 173.652 | 173.652 | 170.952 | -99.69 | 892.45 |
| 10 | 2025.08.14 12:00 | buy | 4 | 0.10 | 171.253 | 0.000 | 0.000 | ||
| 11 | 2025.08.14 12:00 | modify | 4 | 0.10 | 171.253 | 169.853 | 172.553 | ||
| 12 | 2025.08.14 16:00 | buy | 5 | 0.10 | 171.988 | 0.000 | 0.000 | ||
| 13 | 2025.08.14 16:00 | modify | 5 | 0.10 | 171.988 | 171.578 | 172.553 | ||
| 14 | 2025.08.14 16:00 | modify | 4 | 0.10 | 171.253 | 171.578 | 172.553 | ||
| 15 | 2025.08.15 08:00 | s/l | 4 | 0.10 | 171.578 | 171.578 | 172.553 | 20.85 | 913.30 |
| 16 | 2025.08.15 08:00 | s/l | 5 | 0.10 | 171.578 | 171.578 | 172.553 | -26.05 | 887.24 |
| 17 | 2025.09.02 12:00 | sell | 6 | 0.10 | 173.090 | 0.000 | 0.000 | ||
| 18 | 2025.09.02 12:00 | modify | 6 | 0.10 | 173.090 | 174.490 | 171.790 | ||
| 19 | 2025.09.09 12:00 | sell | 7 | 0.10 | 172.287 | 0.000 | 0.000 | ||
| 20 | 2025.09.09 12:00 | modify | 7 | 0.10 | 172.287 | 172.505 | 171.790 | ||
| 21 | 2025.09.09 12:00 | modify | 6 | 0.10 | 173.090 | 172.505 | 171.790 | ||
| 22 | 2025.09.09 16:00 | s/l | 6 | 0.10 | 172.505 | 172.505 | 171.790 | 32.17 | 919.41 |
| 23 | 2025.09.09 16:00 | s/l | 7 | 0.10 | 172.505 | 172.505 | 171.790 | -13.91 | 905.50 |
| 24 | 2025.10.01 16:00 | buy | 8 | 0.10 | 172.533 | 0.000 | 0.000 | ||
| 25 | 2025.10.01 16:00 | modify | 8 | 0.10 | 172.533 | 171.133 | 173.833 | ||
| 26 | 2025.10.05 20:00 | t/p | 8 | 0.10 | 173.833 | 171.133 | 173.833 | 83.39 | 988.89 |
| 27 | 2025.11.04 20:00 | buy | 9 | 0.10 | 176.383 | 0.000 | 0.000 | ||
| 28 | 2025.11.04 20:00 | modify | 9 | 0.10 | 176.383 | 174.983 | 177.683 | ||
| 29 | 2025.11.06 00:00 | buy | 10 | 0.10 | 177.164 | 0.000 | 0.000 | ||
| 30 | 2025.11.06 00:00 | modify | 10 | 0.10 | 177.164 | 176.968 | 177.683 | ||
| 31 | 2025.11.06 00:00 | modify | 9 | 0.10 | 176.383 | 176.968 | 177.683 | ||
| 32 | 2025.11.06 04:00 | s/l | 9 | 0.10 | 176.968 | 176.968 | 177.683 | 37.75 | 1026.64 |
| 33 | 2025.11.06 04:00 | s/l | 10 | 0.10 | 176.968 | 176.968 | 177.683 | -12.51 | 1014.13 |
| 34 | 2025.11.20 12:00 | sell | 11 | 0.10 | 181.371 | 0.000 | 0.000 | ||
| 35 | 2025.11.20 12:00 | modify | 11 | 0.10 | 181.371 | 182.771 | 180.071 | ||
| 36 | 2025.11.21 16:00 | t/p | 11 | 0.10 | 180.071 | 182.771 | 180.071 | 82.21 | 1096.35 |
| 37 | 2025.11.23 20:00 | buy | 12 | 0.10 | 180.064 | 0.000 | 0.000 | ||
| 38 | 2025.11.23 20:00 | modify | 12 | 0.10 | 180.064 | 178.664 | 181.364 | ||
| 39 | 2025.11.25 00:00 | buy | 13 | 0.10 | 180.786 | 0.000 | 0.000 | ||
| 40 | 2025.11.25 00:00 | modify | 13 | 0.10 | 180.786 | 180.389 | 181.364 | ||
| 41 | 2025.11.25 00:00 | modify | 12 | 0.10 | 180.064 | 180.389 | 181.364 | ||
| 42 | 2025.11.25 12:00 | s/l | 12 | 0.10 | 180.389 | 180.389 | 181.364 | 20.95 | 1117.30 |
| 43 | 2025.11.25 12:00 | s/l | 13 | 0.10 | 180.389 | 180.389 | 181.364 | -25.33 | 1091.97 |
| 44 | 2025.12.09 20:00 | sell | 14 | 0.10 | 182.378 | 0.000 | 0.000 | ||
| 45 | 2025.12.09 20:00 | modify | 14 | 0.10 | 182.378 | 183.778 | 181.078 | ||
| 46 | 2025.12.19 12:00 | s/l | 14 | 0.10 | 183.778 | 183.778 | 181.078 | -98.21 | 993.76 |
| 47 | 2025.12.21 20:00 | sell | 15 | 0.10 | 184.726 | 0.000 | 0.000 | ||
| 48 | 2025.12.21 20:00 | modify | 15 | 0.10 | 184.726 | 186.126 | 183.426 | ||
| 49 | 2025.12.24 16:00 | t/p | 15 | 0.10 | 183.426 | 186.126 | 183.426 | 80.74 | 1074.50 |
| 50 | 2026.01.13 12:00 | sell | 16 | 0.10 | 185.358 | 0.000 | 0.000 | ||
| 51 | 2026.01.13 12:00 | modify | 16 | 0.10 | 185.358 | 186.758 | 184.058 | ||
| 52 | 2026.01.15 16:00 | t/p | 16 | 0.10 | 184.058 | 186.758 | 184.058 | 80.00 | 1154.50 |
| 53 | 2026.02.19 08:00 | sell | 17 | 0.10 | 182.889 | 0.000 | 0.000 | ||
| 54 | 2026.02.19 08:00 | modify | 17 | 0.10 | 182.889 | 184.289 | 181.589 | ||
| 55 | 2026.02.19 12:00 | sell | 18 | 0.10 | 182.168 | 0.000 | 0.000 | ||
| 56 | 2026.02.19 12:00 | modify | 18 | 0.10 | 182.168 | 182.564 | 181.589 | ||
| 57 | 2026.02.19 12:00 | modify | 17 | 0.10 | 182.889 | 182.564 | 181.589 | ||
| 58 | 2026.02.19 16:00 | s/l | 17 | 0.10 | 182.564 | 182.564 | 181.589 | 20.73 | 1175.23 |
| 59 | 2026.02.19 16:00 | s/l | 18 | 0.10 | 182.564 | 182.564 | 181.589 | -25.28 | 1149.95 |
| 60 | 2026.02.25 16:00 | sell | 19 | 0.10 | 184.531 | 0.000 | 0.000 | ||
| 61 | 2026.02.25 16:00 | modify | 19 | 0.10 | 184.531 | 185.931 | 183.231 | ||
| 62 | 2026.02.27 04:00 | sell | 20 | 0.10 | 183.866 | 0.000 | 0.000 | ||
| 63 | 2026.02.27 04:00 | modify | 20 | 0.10 | 183.866 | 184.401 | 183.231 | ||
| 64 | 2026.02.27 04:00 | modify | 19 | 0.10 | 184.531 | 184.401 | 183.231 | ||
| 65 | 2026.02.27 08:00 | s/l | 19 | 0.10 | 184.401 | 184.401 | 183.231 | 5.34 | 1155.29 |
| 66 | 2026.02.27 08:00 | s/l | 20 | 0.10 | 184.401 | 184.401 | 183.231 | -34.14 | 1121.15 |
| 67 | 2026.04.30 20:00 | buy | 21 | 0.10 | 183.639 | 0.000 | 0.000 | ||
| 68 | 2026.04.30 20:00 | modify | 21 | 0.10 | 183.639 | 182.239 | 184.939 | ||
| 69 | 2026.04.30 23:59 | close at stop | 21 | 0.10 | 183.670 | 182.239 | 184.939 | 1.98 | 1123.13 |