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 - 2026.05.01 00:00 (2025.05.01 - 2026.05.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| 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 | 79528 | Modelling quality | n/a |
| Mismatched charts errors | 80 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 732.39 | Gross profit | 899.90 | Gross loss | -167.51 |
| Profit factor | 5.37 | Expected payoff | 19.27 | ||
| Absolute drawdown | 4.15 | Maximal drawdown | 129.87 (10.41%) | Relative drawdown | 10.41% (129.87) |
| Total trades | 38 | Short positions (won %) | 29 (51.72%) | Long positions (won %) | 9 (66.67%) |
| Profit trades (% of total) | 21 (55.26%) | Loss trades (% of total) | 17 (44.74%) | ||
| Largest | profit trade | 83.42 | loss trade | -14.11 | |
| Average | profit trade | 42.85 | loss trade | -9.85 | |
| Maximum | consecutive wins (profit in money) | 5 (224.57) | consecutive losses (loss in money) | 3 (-28.52) | |
| Maximal | consecutive profit (count of wins) | 224.57 (5) | consecutive loss (count of losses) | -28.52 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.06.23 12:00 | sell | 1 | 0.10 | 169.325 | 0.000 | 0.000 | ||
| 2 | 2025.06.23 12:00 | modify | 1 | 0.10 | 169.325 | 170.725 | 168.025 | ||
| 3 | 2025.06.24 02:40 | sell | 2 | 0.10 | 168.671 | 0.000 | 0.000 | ||
| 4 | 2025.06.24 02:40 | modify | 2 | 0.10 | 168.671 | 169.195 | 168.025 | ||
| 5 | 2025.06.24 02:40 | modify | 1 | 0.10 | 169.325 | 169.195 | 168.025 | ||
| 6 | 2025.06.24 06:20 | sell | 3 | 0.10 | 168.541 | 0.000 | 0.000 | ||
| 7 | 2025.06.24 06:20 | modify | 3 | 0.10 | 168.541 | 168.740 | 168.025 | ||
| 8 | 2025.06.24 06:20 | modify | 2 | 0.10 | 168.671 | 168.740 | 168.025 | ||
| 9 | 2025.06.24 06:20 | modify | 1 | 0.10 | 169.325 | 168.740 | 168.025 | ||
| 10 | 2025.06.24 14:05 | t/p | 1 | 0.10 | 168.025 | 168.740 | 168.025 | 82.25 | 1082.25 |
| 11 | 2025.06.24 14:05 | t/p | 2 | 0.10 | 168.025 | 168.740 | 168.025 | 41.24 | 1123.49 |
| 12 | 2025.06.24 14:05 | t/p | 3 | 0.10 | 168.025 | 168.740 | 168.025 | 32.95 | 1156.44 |
| 13 | 2025.07.11 20:00 | sell | 4 | 0.10 | 172.252 | 0.000 | 0.000 | ||
| 14 | 2025.07.11 20:00 | modify | 4 | 0.10 | 172.252 | 173.652 | 170.952 | ||
| 15 | 2025.07.22 13:20 | sell | 5 | 0.10 | 171.594 | 0.000 | 0.000 | ||
| 16 | 2025.07.22 13:20 | modify | 5 | 0.10 | 171.594 | 172.122 | 170.952 | ||
| 17 | 2025.07.22 13:20 | modify | 4 | 0.10 | 172.252 | 172.122 | 170.952 | ||
| 18 | 2025.07.22 13:30 | sell | 6 | 0.10 | 171.532 | 0.000 | 0.000 | ||
| 19 | 2025.07.22 13:30 | modify | 6 | 0.10 | 171.532 | 171.927 | 170.952 | ||
| 20 | 2025.07.22 13:30 | modify | 5 | 0.10 | 171.594 | 171.927 | 170.952 | ||
| 21 | 2025.07.22 13:30 | modify | 4 | 0.10 | 172.252 | 171.927 | 170.952 | ||
| 22 | 2025.07.22 13:40 | sell | 7 | 0.10 | 171.450 | 0.000 | 0.000 | ||
| 23 | 2025.07.22 13:40 | modify | 7 | 0.10 | 171.450 | 171.667 | 170.952 | ||
| 24 | 2025.07.22 13:40 | modify | 6 | 0.10 | 171.532 | 171.667 | 170.952 | ||
| 25 | 2025.07.22 13:40 | modify | 5 | 0.10 | 171.594 | 171.667 | 170.952 | ||
| 26 | 2025.07.22 13:40 | modify | 4 | 0.10 | 172.252 | 171.667 | 170.952 | ||
| 27 | 2025.07.22 14:40 | s/l | 4 | 0.10 | 171.667 | 171.667 | 170.952 | 30.70 | 1187.14 |
| 28 | 2025.07.22 14:40 | s/l | 5 | 0.10 | 171.667 | 171.667 | 170.952 | -4.66 | 1182.48 |
| 29 | 2025.07.22 14:40 | s/l | 6 | 0.10 | 171.667 | 171.667 | 170.952 | -8.61 | 1173.87 |
| 30 | 2025.07.22 14:40 | s/l | 7 | 0.10 | 171.667 | 171.667 | 170.952 | -13.85 | 1160.02 |
| 31 | 2025.08.14 12:00 | buy | 8 | 0.10 | 171.253 | 0.000 | 0.000 | ||
| 32 | 2025.08.14 12:00 | modify | 8 | 0.10 | 171.253 | 169.853 | 172.553 | ||
| 33 | 2025.08.14 14:30 | buy | 9 | 0.10 | 171.969 | 0.000 | 0.000 | ||
| 34 | 2025.08.14 14:30 | modify | 9 | 0.10 | 171.969 | 171.578 | 172.553 | ||
| 35 | 2025.08.14 14:30 | modify | 8 | 0.10 | 171.253 | 171.578 | 172.553 | ||
| 36 | 2025.08.14 14:50 | buy | 10 | 0.10 | 172.038 | 0.000 | 0.000 | ||
| 37 | 2025.08.14 14:50 | modify | 10 | 0.10 | 172.038 | 171.838 | 172.553 | ||
| 38 | 2025.08.14 14:50 | modify | 9 | 0.10 | 171.969 | 171.838 | 172.553 | ||
| 39 | 2025.08.14 14:50 | modify | 8 | 0.10 | 171.253 | 171.838 | 172.553 | ||
| 40 | 2025.08.15 00:40 | s/l | 8 | 0.10 | 171.838 | 171.838 | 172.553 | 37.46 | 1197.47 |
| 41 | 2025.08.15 00:40 | s/l | 9 | 0.10 | 171.838 | 171.838 | 172.553 | -8.25 | 1189.22 |
| 42 | 2025.08.15 00:40 | s/l | 10 | 0.10 | 171.838 | 171.838 | 172.553 | -12.66 | 1176.55 |
| 43 | 2025.09.02 12:00 | sell | 11 | 0.10 | 173.090 | 0.000 | 0.000 | ||
| 44 | 2025.09.02 12:00 | modify | 11 | 0.10 | 173.090 | 174.490 | 171.790 | ||
| 45 | 2025.09.09 09:00 | sell | 12 | 0.10 | 172.420 | 0.000 | 0.000 | ||
| 46 | 2025.09.09 09:00 | modify | 12 | 0.10 | 172.420 | 172.960 | 171.790 | ||
| 47 | 2025.09.09 09:00 | modify | 11 | 0.10 | 173.090 | 172.960 | 171.790 | ||
| 48 | 2025.09.09 09:20 | sell | 13 | 0.10 | 172.284 | 0.000 | 0.000 | ||
| 49 | 2025.09.09 09:20 | modify | 13 | 0.10 | 172.284 | 172.505 | 171.790 | ||
| 50 | 2025.09.09 09:20 | modify | 12 | 0.10 | 172.420 | 172.505 | 171.790 | ||
| 51 | 2025.09.09 09:20 | modify | 11 | 0.10 | 173.090 | 172.505 | 171.790 | ||
| 52 | 2025.09.09 12:35 | sell | 14 | 0.10 | 172.371 | 0.000 | 0.000 | ||
| 53 | 2025.09.09 12:35 | modify | 14 | 0.10 | 172.371 | 172.765 | 171.790 | ||
| 54 | 2025.09.09 12:40 | modify | 14 | 0.10 | 172.371 | 172.505 | 171.790 | ||
| 55 | 2025.09.09 13:15 | s/l | 11 | 0.10 | 172.505 | 172.505 | 171.790 | 32.18 | 1208.73 |
| 56 | 2025.09.09 13:15 | s/l | 12 | 0.10 | 172.505 | 172.505 | 171.790 | -5.43 | 1203.30 |
| 57 | 2025.09.09 13:15 | s/l | 13 | 0.10 | 172.505 | 172.505 | 171.790 | -14.11 | 1189.19 |
| 58 | 2025.09.09 13:15 | s/l | 14 | 0.10 | 172.505 | 172.505 | 171.790 | -8.55 | 1180.64 |
| 59 | 2025.10.01 16:00 | buy | 15 | 0.10 | 172.533 | 0.000 | 0.000 | ||
| 60 | 2025.10.01 16:00 | modify | 15 | 0.10 | 172.533 | 171.133 | 173.833 | ||
| 61 | 2025.10.03 04:05 | buy | 16 | 0.10 | 173.201 | 0.000 | 0.000 | ||
| 62 | 2025.10.03 04:05 | modify | 16 | 0.10 | 173.201 | 172.663 | 173.833 | ||
| 63 | 2025.10.03 04:05 | modify | 15 | 0.10 | 172.533 | 172.663 | 173.833 | ||
| 64 | 2025.10.03 14:40 | buy | 17 | 0.10 | 173.276 | 0.000 | 0.000 | ||
| 65 | 2025.10.03 14:40 | modify | 17 | 0.10 | 173.276 | 172.858 | 173.833 | ||
| 66 | 2025.10.03 14:40 | modify | 16 | 0.10 | 173.201 | 172.858 | 173.833 | ||
| 67 | 2025.10.03 14:40 | modify | 15 | 0.10 | 172.533 | 172.858 | 173.833 | ||
| 68 | 2025.10.05 21:00 | t/p | 15 | 0.10 | 173.833 | 172.858 | 173.833 | 83.42 | 1264.06 |
| 69 | 2025.10.05 21:00 | t/p | 16 | 0.10 | 173.833 | 172.858 | 173.833 | 40.35 | 1304.41 |
| 70 | 2025.10.05 21:00 | t/p | 17 | 0.10 | 173.833 | 172.858 | 173.833 | 35.56 | 1339.97 |
| 71 | 2025.11.04 20:00 | buy | 18 | 0.10 | 176.383 | 0.000 | 0.000 | ||
| 72 | 2025.11.04 20:00 | modify | 18 | 0.10 | 176.383 | 174.983 | 177.683 | ||
| 73 | 2025.11.05 16:15 | buy | 19 | 0.10 | 177.169 | 0.000 | 0.000 | ||
| 74 | 2025.11.05 16:15 | modify | 19 | 0.10 | 177.169 | 176.968 | 177.683 | ||
| 75 | 2025.11.05 16:15 | modify | 18 | 0.10 | 176.383 | 176.968 | 177.683 | ||
| 76 | 2025.11.05 16:40 | s/l | 18 | 0.10 | 176.968 | 176.968 | 177.683 | 37.45 | 1377.42 |
| 77 | 2025.11.05 16:40 | s/l | 19 | 0.10 | 176.968 | 176.968 | 177.683 | -12.84 | 1364.58 |
| 78 | 2025.11.20 12:00 | sell | 20 | 0.10 | 181.371 | 0.000 | 0.000 | ||
| 79 | 2025.11.20 12:00 | modify | 20 | 0.10 | 181.371 | 182.771 | 180.071 | ||
| 80 | 2025.11.21 08:15 | sell | 21 | 0.10 | 180.719 | 0.000 | 0.000 | ||
| 81 | 2025.11.21 08:15 | modify | 21 | 0.10 | 180.719 | 181.241 | 180.071 | ||
| 82 | 2025.11.21 08:15 | modify | 20 | 0.10 | 181.371 | 181.241 | 180.071 | ||
| 83 | 2025.11.21 10:05 | sell | 22 | 0.10 | 180.646 | 0.000 | 0.000 | ||
| 84 | 2025.11.21 10:05 | modify | 22 | 0.10 | 180.646 | 181.046 | 180.071 | ||
| 85 | 2025.11.21 10:05 | modify | 21 | 0.10 | 180.719 | 181.046 | 180.071 | ||
| 86 | 2025.11.21 10:05 | modify | 20 | 0.10 | 181.371 | 181.046 | 180.071 | ||
| 87 | 2025.11.21 12:35 | sell | 23 | 0.10 | 180.585 | 0.000 | 0.000 | ||
| 88 | 2025.11.21 12:35 | modify | 23 | 0.10 | 180.585 | 180.786 | 180.071 | ||
| 89 | 2025.11.21 12:35 | modify | 22 | 0.10 | 180.646 | 180.786 | 180.071 | ||
| 90 | 2025.11.21 12:35 | modify | 21 | 0.10 | 180.719 | 180.786 | 180.071 | ||
| 91 | 2025.11.21 12:35 | modify | 20 | 0.10 | 181.371 | 180.786 | 180.071 | ||
| 92 | 2025.11.21 15:30 | t/p | 20 | 0.10 | 180.071 | 180.786 | 180.071 | 82.25 | 1446.83 |
| 93 | 2025.11.21 15:30 | t/p | 21 | 0.10 | 180.071 | 180.786 | 180.071 | 41.37 | 1488.20 |
| 94 | 2025.11.21 15:30 | t/p | 22 | 0.10 | 180.071 | 180.786 | 180.071 | 36.71 | 1524.91 |
| 95 | 2025.11.21 15:30 | t/p | 23 | 0.10 | 180.071 | 180.786 | 180.071 | 32.81 | 1557.72 |
| 96 | 2025.12.09 20:00 | sell | 24 | 0.10 | 182.378 | 0.000 | 0.000 | ||
| 97 | 2025.12.09 20:00 | modify | 24 | 0.10 | 182.378 | 183.778 | 181.078 | ||
| 98 | 2025.12.16 19:40 | sell | 25 | 0.10 | 181.711 | 0.000 | 0.000 | ||
| 99 | 2025.12.16 19:40 | modify | 25 | 0.10 | 181.711 | 182.248 | 181.078 | ||
| 100 | 2025.12.16 19:40 | modify | 24 | 0.10 | 182.378 | 182.248 | 181.078 | ||
| 101 | 2025.12.17 00:50 | sell | 26 | 0.10 | 181.651 | 0.000 | 0.000 | ||
| 102 | 2025.12.17 00:50 | modify | 26 | 0.10 | 181.651 | 182.053 | 181.078 | ||
| 103 | 2025.12.17 00:50 | modify | 25 | 0.10 | 181.711 | 182.053 | 181.078 | ||
| 104 | 2025.12.17 00:50 | modify | 24 | 0.10 | 182.378 | 182.053 | 181.078 | ||
| 105 | 2025.12.17 01:05 | sell | 27 | 0.10 | 181.582 | 0.000 | 0.000 | ||
| 106 | 2025.12.17 01:05 | modify | 27 | 0.10 | 181.582 | 181.793 | 181.078 | ||
| 107 | 2025.12.17 01:05 | modify | 26 | 0.10 | 181.651 | 181.793 | 181.078 | ||
| 108 | 2025.12.17 01:05 | modify | 25 | 0.10 | 181.711 | 181.793 | 181.078 | ||
| 109 | 2025.12.17 01:05 | modify | 24 | 0.10 | 182.378 | 181.793 | 181.078 | ||
| 110 | 2025.12.17 02:06 | s/l | 24 | 0.10 | 181.793 | 181.793 | 181.078 | 31.43 | 1589.15 |
| 111 | 2025.12.17 02:06 | s/l | 25 | 0.10 | 181.793 | 181.793 | 181.078 | -5.98 | 1583.17 |
| 112 | 2025.12.17 02:06 | s/l | 26 | 0.10 | 181.793 | 181.793 | 181.078 | -9.07 | 1574.10 |
| 113 | 2025.12.17 02:06 | s/l | 27 | 0.10 | 181.793 | 181.793 | 181.078 | -13.47 | 1560.63 |
| 114 | 2026.01.13 12:00 | sell | 28 | 0.10 | 185.358 | 0.000 | 0.000 | ||
| 115 | 2026.01.13 12:00 | modify | 28 | 0.10 | 185.358 | 186.758 | 184.058 | ||
| 116 | 2026.01.14 11:40 | sell | 29 | 0.10 | 184.696 | 0.000 | 0.000 | ||
| 117 | 2026.01.14 11:40 | modify | 29 | 0.10 | 184.696 | 185.228 | 184.058 | ||
| 118 | 2026.01.14 11:40 | modify | 28 | 0.10 | 185.358 | 185.228 | 184.058 | ||
| 119 | 2026.01.14 14:30 | sell | 30 | 0.10 | 184.555 | 0.000 | 0.000 | ||
| 120 | 2026.01.14 14:30 | modify | 30 | 0.10 | 184.555 | 184.773 | 184.058 | ||
| 121 | 2026.01.14 14:30 | modify | 29 | 0.10 | 184.696 | 184.773 | 184.058 | ||
| 122 | 2026.01.14 14:30 | modify | 28 | 0.10 | 185.358 | 184.773 | 184.058 | ||
| 123 | 2026.01.15 15:30 | t/p | 28 | 0.10 | 184.058 | 184.773 | 184.058 | 80.03 | 1640.66 |
| 124 | 2026.01.15 15:30 | t/p | 29 | 0.10 | 184.058 | 184.773 | 184.058 | 38.51 | 1679.17 |
| 125 | 2026.01.15 15:30 | t/p | 30 | 0.10 | 184.058 | 184.773 | 184.058 | 29.51 | 1708.68 |
| 126 | 2026.02.19 08:00 | sell | 31 | 0.10 | 182.889 | 0.000 | 0.000 | ||
| 127 | 2026.02.19 08:00 | modify | 31 | 0.10 | 182.889 | 184.289 | 181.589 | ||
| 128 | 2026.02.19 11:40 | sell | 32 | 0.10 | 182.099 | 0.000 | 0.000 | ||
| 129 | 2026.02.19 11:40 | modify | 32 | 0.10 | 182.099 | 182.304 | 181.589 | ||
| 130 | 2026.02.19 11:40 | modify | 31 | 0.10 | 182.889 | 182.304 | 181.589 | ||
| 131 | 2026.02.19 11:59 | sell | 33 | 0.10 | 182.168 | 0.000 | 0.000 | ||
| 132 | 2026.02.19 11:59 | modify | 33 | 0.10 | 182.168 | 182.564 | 181.589 | ||
| 133 | 2026.02.19 12:00 | modify | 33 | 0.10 | 182.168 | 182.304 | 181.589 | ||
| 134 | 2026.02.19 13:40 | s/l | 31 | 0.10 | 182.304 | 182.304 | 181.589 | 37.35 | 1746.03 |
| 135 | 2026.02.19 13:40 | s/l | 32 | 0.10 | 182.304 | 182.304 | 181.589 | -13.09 | 1732.94 |
| 136 | 2026.02.19 13:40 | s/l | 33 | 0.10 | 182.304 | 182.304 | 181.589 | -8.68 | 1724.26 |
| 137 | 2026.02.25 16:00 | sell | 34 | 0.10 | 184.531 | 0.000 | 0.000 | ||
| 138 | 2026.02.25 16:00 | modify | 34 | 0.10 | 184.531 | 185.931 | 183.231 | ||
| 139 | 2026.02.26 15:50 | sell | 35 | 0.10 | 183.862 | 0.000 | 0.000 | ||
| 140 | 2026.02.26 15:50 | modify | 35 | 0.10 | 183.862 | 184.401 | 183.231 | ||
| 141 | 2026.02.26 15:50 | modify | 34 | 0.10 | 184.531 | 184.401 | 183.231 | ||
| 142 | 2026.02.27 00:50 | sell | 36 | 0.10 | 183.730 | 0.000 | 0.000 | ||
| 143 | 2026.02.27 00:50 | modify | 36 | 0.10 | 183.730 | 183.946 | 183.231 | ||
| 144 | 2026.02.27 00:50 | modify | 35 | 0.10 | 183.862 | 183.946 | 183.231 | ||
| 145 | 2026.02.27 00:50 | modify | 34 | 0.10 | 184.531 | 183.946 | 183.231 | ||
| 146 | 2026.02.27 01:25 | sell | 37 | 0.10 | 183.815 | 0.000 | 0.000 | ||
| 147 | 2026.02.27 01:25 | modify | 37 | 0.10 | 183.815 | 184.206 | 183.231 | ||
| 148 | 2026.02.27 01:30 | modify | 37 | 0.10 | 183.815 | 183.946 | 183.231 | ||
| 149 | 2026.02.27 01:40 | s/l | 34 | 0.10 | 183.946 | 183.946 | 183.231 | 34.39 | 1758.66 |
| 150 | 2026.02.27 01:40 | s/l | 35 | 0.10 | 183.946 | 183.946 | 183.231 | -6.10 | 1752.56 |
| 151 | 2026.02.27 01:40 | s/l | 36 | 0.10 | 183.946 | 183.946 | 183.231 | -13.79 | 1738.77 |
| 152 | 2026.02.27 01:40 | s/l | 37 | 0.10 | 183.946 | 183.946 | 183.231 | -8.36 | 1730.41 |
| 153 | 2026.04.30 20:00 | buy | 38 | 0.10 | 183.639 | 0.000 | 0.000 | ||
| 154 | 2026.04.30 20:00 | modify | 38 | 0.10 | 183.639 | 182.239 | 184.939 | ||
| 155 | 2026.04.30 23:59 | close at stop | 38 | 0.10 | 183.670 | 182.239 | 184.939 | 1.98 | 1732.39 |