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=2; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 343.42 | Gross profit | 453.11 | Gross loss | -109.69 |
| Profit factor | 4.13 | Expected payoff | 34.34 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 159.25 (12.00%) | Relative drawdown | 12.00% (159.25) |
| Total trades | 10 | Short positions (won %) | 9 (77.78%) | Long positions (won %) | 1 (100.00%) |
| Profit trades (% of total) | 8 (80.00%) | Loss trades (% of total) | 2 (20.00%) | ||
| Largest | profit trade | 83.37 | loss trade | -79.51 | |
| Average | profit trade | 56.64 | loss trade | -54.84 | |
| Maximum | consecutive wins (profit in money) | 4 (179.62) | consecutive losses (loss in money) | 1 (-79.51) | |
| Maximal | consecutive profit (count of wins) | 179.62 (4) | consecutive loss (count of losses) | -79.51 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | 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 | 170.525 | 168.025 | ||
| 3 | 2025.06.24 12:00 | sell | 2 | 0.10 | 168.280 | 0.000 | 0.000 | ||
| 4 | 2025.06.24 12:00 | modify | 2 | 0.10 | 168.280 | 168.805 | 168.025 | ||
| 5 | 2025.06.24 12:00 | modify | 1 | 0.10 | 169.325 | 168.805 | 168.025 | ||
| 6 | 2025.06.24 16:00 | t/p | 1 | 0.10 | 168.025 | 168.805 | 168.025 | 82.19 | 1082.19 |
| 7 | 2025.06.24 16:00 | t/p | 2 | 0.10 | 168.025 | 168.805 | 168.025 | 16.26 | 1098.45 |
| 8 | 2025.07.09 04:00 | sell | 3 | 0.10 | 172.167 | 0.000 | 0.000 | ||
| 9 | 2025.07.09 04:00 | modify | 3 | 0.10 | 172.167 | 173.367 | 170.867 | ||
| 10 | 2025.07.11 04:00 | t/p | 3 | 0.10 | 170.867 | 173.367 | 170.867 | 79.97 | 1178.42 |
| 11 | 2025.09.02 12:00 | sell | 4 | 0.10 | 173.090 | 0.000 | 0.000 | ||
| 12 | 2025.09.02 12:00 | modify | 4 | 0.10 | 173.090 | 174.290 | 171.790 | ||
| 13 | 2025.09.04 00:00 | sell | 5 | 0.10 | 172.552 | 0.000 | 0.000 | ||
| 14 | 2025.09.04 00:00 | modify | 5 | 0.10 | 172.552 | 173.025 | 171.790 | ||
| 15 | 2025.09.04 00:00 | modify | 4 | 0.10 | 173.090 | 173.025 | 171.790 | ||
| 16 | 2025.09.04 16:00 | s/l | 4 | 0.10 | 173.025 | 173.025 | 171.790 | 1.19 | 1179.62 |
| 17 | 2025.09.04 16:00 | s/l | 5 | 0.10 | 173.025 | 173.025 | 171.790 | -30.18 | 1149.44 |
| 18 | 2025.10.01 16:00 | buy | 6 | 0.10 | 172.533 | 0.000 | 0.000 | ||
| 19 | 2025.10.01 16:00 | modify | 6 | 0.10 | 172.533 | 171.333 | 173.833 | ||
| 20 | 2025.10.05 20:00 | t/p | 6 | 0.10 | 173.833 | 171.333 | 173.833 | 83.37 | 1232.81 |
| 21 | 2025.10.08 04:00 | sell | 7 | 0.10 | 177.161 | 0.000 | 0.000 | ||
| 22 | 2025.10.08 04:00 | modify | 7 | 0.10 | 177.161 | 178.361 | 175.861 | ||
| 23 | 2025.10.12 20:00 | t/p | 7 | 0.10 | 175.861 | 178.361 | 175.861 | 79.97 | 1312.78 |
| 24 | 2025.11.13 12:00 | sell | 8 | 0.10 | 179.599 | 0.000 | 0.000 | ||
| 25 | 2025.11.13 12:00 | modify | 8 | 0.10 | 179.599 | 180.799 | 178.299 | ||
| 26 | 2025.11.19 12:00 | s/l | 8 | 0.10 | 180.799 | 180.799 | 178.299 | -79.51 | 1233.28 |
| 27 | 2026.01.12 12:00 | sell | 9 | 0.10 | 184.400 | 0.000 | 0.000 | ||
| 28 | 2026.01.12 12:00 | modify | 9 | 0.10 | 184.400 | 185.600 | 183.100 | ||
| 29 | 2026.01.16 04:00 | sell | 10 | 0.10 | 183.596 | 0.000 | 0.000 | ||
| 30 | 2026.01.16 04:00 | modify | 10 | 0.10 | 183.596 | 184.075 | 183.100 | ||
| 31 | 2026.01.16 04:00 | modify | 9 | 0.10 | 184.400 | 184.075 | 183.100 | ||
| 32 | 2026.01.18 20:00 | t/p | 9 | 0.10 | 183.100 | 184.075 | 183.100 | 78.50 | 1311.78 |
| 33 | 2026.01.18 20:00 | t/p | 10 | 0.10 | 183.100 | 184.075 | 183.100 | 31.64 | 1343.42 |