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=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; 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=130; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 766.11 | Gross profit | 927.66 | Gross loss | -161.55 |
| Profit factor | 5.74 | Expected payoff | 40.32 | ||
| Absolute drawdown | 35.91 | Maximal drawdown | 159.19 (9.04%) | Relative drawdown | 9.04% (159.19) |
| Total trades | 19 | Short positions (won %) | 14 (64.29%) | Long positions (won %) | 5 (80.00%) |
| Profit trades (% of total) | 13 (68.42%) | Loss trades (% of total) | 6 (31.58%) | ||
| Largest | profit trade | 90.41 | loss trade | -87.08 | |
| Average | profit trade | 71.36 | loss trade | -26.93 | |
| Maximum | consecutive wins (profit in money) | 6 (470.45) | consecutive losses (loss in money) | 2 (-105.10) | |
| Maximal | consecutive profit (count of wins) | 470.45 (6) | consecutive loss (count of losses) | -105.10 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.05.12 12:00 | sell | 1 | 0.10 | 147.880 | 0.000 | 0.000 | ||
| 2 | 2025.05.12 12:00 | modify | 1 | 0.10 | 147.880 | 149.180 | 146.580 | ||
| 3 | 2025.05.14 12:00 | t/p | 1 | 0.10 | 146.580 | 149.180 | 146.580 | 86.37 | 1086.37 |
| 4 | 2025.06.02 16:00 | buy | 2 | 0.10 | 142.802 | 0.000 | 0.000 | ||
| 5 | 2025.06.02 16:00 | modify | 2 | 0.10 | 142.802 | 141.502 | 144.102 | ||
| 6 | 2025.06.03 20:00 | t/p | 2 | 0.10 | 144.102 | 141.502 | 144.102 | 90.41 | 1176.78 |
| 7 | 2025.07.16 00:00 | sell | 3 | 0.10 | 148.781 | 0.000 | 0.000 | ||
| 8 | 2025.07.16 00:00 | modify | 3 | 0.10 | 148.781 | 150.081 | 147.481 | ||
| 9 | 2025.07.16 16:00 | t/p | 3 | 0.10 | 147.481 | 150.081 | 147.481 | 87.75 | 1264.53 |
| 10 | 2025.08.14 08:00 | buy | 4 | 0.10 | 146.581 | 0.000 | 0.000 | ||
| 11 | 2025.08.14 08:00 | modify | 4 | 0.10 | 146.581 | 145.281 | 147.881 | ||
| 12 | 2025.08.14 20:00 | t/p | 4 | 0.10 | 147.881 | 145.281 | 147.881 | 87.97 | 1352.50 |
| 13 | 2025.08.22 08:00 | sell | 5 | 0.10 | 148.602 | 0.000 | 0.000 | ||
| 14 | 2025.08.22 08:00 | modify | 5 | 0.10 | 148.602 | 149.902 | 147.302 | ||
| 15 | 2025.08.22 16:00 | t/p | 5 | 0.10 | 147.302 | 149.902 | 147.302 | 88.52 | 1441.02 |
| 16 | 2025.09.02 12:00 | sell | 6 | 0.10 | 148.619 | 0.000 | 0.000 | ||
| 17 | 2025.09.02 12:00 | modify | 6 | 0.10 | 148.619 | 149.919 | 147.319 | ||
| 18 | 2025.09.03 16:00 | sell | 7 | 0.10 | 147.968 | 0.000 | 0.000 | ||
| 19 | 2025.09.03 16:00 | modify | 7 | 0.10 | 147.968 | 148.164 | 147.319 | ||
| 20 | 2025.09.03 16:00 | sell | 8 | 0.10 | 147.968 | 0.000 | 0.000 | ||
| 21 | 2025.09.03 16:00 | modify | 8 | 0.10 | 147.968 | 148.164 | 147.319 | ||
| 22 | 2025.09.03 16:00 | modify | 6 | 0.10 | 148.619 | 148.164 | 147.319 | ||
| 23 | 2025.09.03 20:00 | s/l | 6 | 0.10 | 148.164 | 148.164 | 147.319 | 29.44 | 1470.45 |
| 24 | 2025.09.03 20:00 | s/l | 7 | 0.10 | 148.164 | 148.164 | 147.319 | -13.23 | 1457.22 |
| 25 | 2025.09.03 20:00 | s/l | 8 | 0.10 | 148.164 | 148.164 | 147.319 | -13.23 | 1443.99 |
| 26 | 2025.09.25 00:00 | sell | 9 | 0.10 | 148.783 | 0.000 | 0.000 | ||
| 27 | 2025.09.25 00:00 | modify | 9 | 0.10 | 148.783 | 150.083 | 147.483 | ||
| 28 | 2025.10.01 08:00 | t/p | 9 | 0.10 | 147.483 | 150.083 | 147.483 | 83.24 | 1527.23 |
| 29 | 2025.11.20 00:00 | sell | 10 | 0.10 | 156.998 | 0.000 | 0.000 | ||
| 30 | 2025.11.20 00:00 | modify | 10 | 0.10 | 156.998 | 158.298 | 155.698 | ||
| 31 | 2025.11.21 20:00 | sell | 11 | 0.10 | 156.328 | 0.000 | 0.000 | ||
| 32 | 2025.11.21 20:00 | modify | 11 | 0.10 | 156.328 | 156.543 | 155.698 | ||
| 33 | 2025.11.21 20:00 | sell | 12 | 0.10 | 156.328 | 0.000 | 0.000 | ||
| 34 | 2025.11.21 20:00 | modify | 12 | 0.10 | 156.328 | 156.543 | 155.698 | ||
| 35 | 2025.11.21 20:00 | modify | 10 | 0.10 | 156.998 | 156.543 | 155.698 | ||
| 36 | 2025.11.24 00:00 | s/l | 10 | 0.10 | 156.543 | 156.543 | 155.698 | 26.48 | 1553.71 |
| 37 | 2025.11.24 00:00 | s/l | 11 | 0.10 | 156.543 | 156.543 | 155.698 | -14.99 | 1538.72 |
| 38 | 2025.11.24 00:00 | s/l | 12 | 0.10 | 156.543 | 156.543 | 155.698 | -14.99 | 1523.72 |
| 39 | 2025.12.10 00:00 | sell | 13 | 0.10 | 156.805 | 0.000 | 0.000 | ||
| 40 | 2025.12.10 00:00 | modify | 13 | 0.10 | 156.805 | 158.105 | 155.505 | ||
| 41 | 2025.12.11 16:00 | t/p | 13 | 0.10 | 155.505 | 158.105 | 155.505 | 79.94 | 1603.66 |
| 42 | 2025.12.22 00:00 | sell | 14 | 0.10 | 157.623 | 0.000 | 0.000 | ||
| 43 | 2025.12.22 00:00 | modify | 14 | 0.10 | 157.623 | 158.923 | 156.323 | ||
| 44 | 2025.12.23 04:00 | t/p | 14 | 0.10 | 156.323 | 158.923 | 156.323 | 81.95 | 1685.60 |
| 45 | 2026.01.26 16:00 | buy | 15 | 0.10 | 153.844 | 0.000 | 0.000 | ||
| 46 | 2026.01.26 16:00 | modify | 15 | 0.10 | 153.844 | 152.544 | 155.144 | ||
| 47 | 2026.01.27 04:00 | buy | 16 | 0.10 | 154.446 | 0.000 | 0.000 | ||
| 48 | 2026.01.27 04:00 | modify | 16 | 0.10 | 154.446 | 154.169 | 155.144 | ||
| 49 | 2026.01.27 04:00 | modify | 15 | 0.10 | 153.844 | 154.169 | 155.144 | ||
| 50 | 2026.01.27 12:00 | s/l | 15 | 0.10 | 154.169 | 154.169 | 155.144 | 21.32 | 1706.92 |
| 51 | 2026.01.27 12:00 | s/l | 16 | 0.10 | 154.169 | 154.169 | 155.144 | -18.02 | 1688.90 |
| 52 | 2026.02.19 00:00 | sell | 17 | 0.10 | 154.687 | 0.000 | 0.000 | ||
| 53 | 2026.02.19 00:00 | modify | 17 | 0.10 | 154.687 | 155.987 | 153.387 | ||
| 54 | 2026.02.24 08:00 | s/l | 17 | 0.10 | 155.987 | 155.987 | 153.387 | -87.08 | 1601.82 |
| 55 | 2026.03.19 00:00 | sell | 18 | 0.10 | 159.816 | 0.000 | 0.000 | ||
| 56 | 2026.03.19 00:00 | modify | 18 | 0.10 | 159.816 | 161.116 | 158.516 | ||
| 57 | 2026.03.19 16:00 | t/p | 18 | 0.10 | 158.516 | 161.116 | 158.516 | 82.16 | 1683.98 |
| 58 | 2026.04.08 12:00 | buy | 19 | 0.10 | 158.282 | 0.000 | 0.000 | ||
| 59 | 2026.04.08 12:00 | modify | 19 | 0.10 | 158.282 | 156.982 | 159.582 | ||
| 60 | 2026.04.12 20:00 | t/p | 19 | 0.10 | 159.582 | 156.982 | 159.582 | 82.13 | 1766.11 |