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 20:00 (2025.05.01 - 2026.05.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| 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 | 1910 | Ticks modelled | 37782013 | Modelling quality | 99.90% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 380.60 | Gross profit | 511.51 | Gross loss | -130.91 |
| Profit factor | 3.91 | Expected payoff | 20.03 | ||
| Absolute drawdown | 45.91 | Maximal drawdown | 194.40 (14.73%) | Relative drawdown | 14.73% (194.40) |
| Total trades | 19 | Short positions (won %) | 17 (70.59%) | Long positions (won %) | 2 (100.00%) |
| Profit trades (% of total) | 14 (73.68%) | Loss trades (% of total) | 5 (26.32%) | ||
| Largest | profit trade | 83.38 | loss trade | -31.05 | |
| Average | profit trade | 36.54 | loss trade | -26.18 | |
| Maximum | consecutive wins (profit in money) | 5 (176.04) | consecutive losses (loss in money) | 2 (-41.66) | |
| Maximal | consecutive profit (count of wins) | 177.17 (4) | consecutive loss (count of losses) | -41.66 (2) | |
| 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 | 2025.06.23 16:31 | sell | 2 | 0.10 | 168.804 | 0.000 | 0.000 | ||
| 4 | 2025.06.23 16:31 | modify | 2 | 0.10 | 168.804 | 169.260 | 168.025 | ||
| 5 | 2025.06.23 16:31 | modify | 1 | 0.10 | 169.325 | 169.260 | 168.025 | ||
| 6 | 2025.06.23 17:20 | s/l | 1 | 0.10 | 169.260 | 169.260 | 168.025 | 4.15 | 1004.15 |
| 7 | 2025.06.23 17:20 | s/l | 2 | 0.10 | 169.260 | 169.260 | 168.025 | -29.10 | 975.05 |
| 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 | 2025.07.09 09:26 | sell | 4 | 0.10 | 171.646 | 0.000 | 0.000 | ||
| 11 | 2025.07.09 09:26 | modify | 4 | 0.10 | 171.646 | 172.102 | 170.867 | ||
| 12 | 2025.07.09 09:26 | modify | 3 | 0.10 | 172.167 | 172.102 | 170.867 | ||
| 13 | 2025.07.09 14:01 | sell | 5 | 0.10 | 171.387 | 0.000 | 0.000 | ||
| 14 | 2025.07.09 14:01 | modify | 5 | 0.10 | 171.387 | 171.842 | 170.867 | ||
| 15 | 2025.07.09 14:01 | modify | 4 | 0.10 | 171.646 | 171.842 | 170.867 | ||
| 16 | 2025.07.09 14:01 | modify | 3 | 0.10 | 172.167 | 171.842 | 170.867 | ||
| 17 | 2025.07.10 14:55 | sell | 6 | 0.10 | 171.124 | 0.000 | 0.000 | ||
| 18 | 2025.07.10 14:55 | modify | 6 | 0.10 | 171.124 | 171.647 | 170.867 | ||
| 19 | 2025.07.10 14:55 | modify | 5 | 0.10 | 171.387 | 171.647 | 170.867 | ||
| 20 | 2025.07.10 14:55 | modify | 4 | 0.10 | 171.646 | 171.647 | 170.867 | ||
| 21 | 2025.07.10 14:55 | modify | 3 | 0.10 | 172.167 | 171.647 | 170.867 | ||
| 22 | 2025.07.11 00:22 | t/p | 3 | 0.10 | 170.867 | 171.647 | 170.867 | 79.99 | 1055.04 |
| 23 | 2025.07.11 00:22 | t/p | 4 | 0.10 | 170.867 | 171.647 | 170.867 | 46.75 | 1101.80 |
| 24 | 2025.07.11 00:22 | t/p | 5 | 0.10 | 170.867 | 171.647 | 170.867 | 30.22 | 1132.02 |
| 25 | 2025.07.11 00:22 | t/p | 6 | 0.10 | 170.867 | 171.647 | 170.867 | 15.66 | 1147.68 |
| 26 | 2025.09.02 12:00 | sell | 7 | 0.10 | 173.090 | 0.000 | 0.000 | ||
| 27 | 2025.09.02 12:00 | modify | 7 | 0.10 | 173.090 | 174.290 | 171.790 | ||
| 28 | 2025.09.02 21:05 | sell | 8 | 0.10 | 172.550 | 0.000 | 0.000 | ||
| 29 | 2025.09.02 21:05 | modify | 8 | 0.10 | 172.550 | 173.025 | 171.790 | ||
| 30 | 2025.09.02 21:05 | modify | 7 | 0.10 | 173.090 | 173.025 | 171.790 | ||
| 31 | 2025.09.03 00:53 | s/l | 7 | 0.10 | 173.025 | 173.025 | 171.790 | 3.41 | 1151.09 |
| 32 | 2025.09.03 00:53 | s/l | 8 | 0.10 | 173.025 | 173.025 | 171.790 | -31.05 | 1120.04 |
| 33 | 2025.10.01 16:00 | buy | 9 | 0.10 | 172.533 | 0.000 | 0.000 | ||
| 34 | 2025.10.01 16:00 | modify | 9 | 0.10 | 172.533 | 171.333 | 173.833 | ||
| 35 | 2025.10.03 01:34 | buy | 10 | 0.10 | 173.056 | 0.000 | 0.000 | ||
| 36 | 2025.10.03 01:34 | modify | 10 | 0.10 | 173.056 | 172.598 | 173.833 | ||
| 37 | 2025.10.03 01:34 | modify | 9 | 0.10 | 172.533 | 172.598 | 173.833 | ||
| 38 | 2025.10.05 21:04 | t/p | 9 | 0.10 | 173.833 | 172.598 | 173.833 | 83.38 | 1203.42 |
| 39 | 2025.10.05 21:04 | t/p | 10 | 0.10 | 173.833 | 172.598 | 173.833 | 49.58 | 1253.00 |
| 40 | 2025.10.08 04:00 | sell | 11 | 0.10 | 177.161 | 0.000 | 0.000 | ||
| 41 | 2025.10.08 04:00 | modify | 11 | 0.10 | 177.161 | 178.361 | 175.861 | ||
| 42 | 2025.10.10 06:35 | sell | 12 | 0.10 | 176.638 | 0.000 | 0.000 | ||
| 43 | 2025.10.10 06:35 | modify | 12 | 0.10 | 176.638 | 177.096 | 175.861 | ||
| 44 | 2025.10.10 06:35 | modify | 11 | 0.10 | 177.161 | 177.096 | 175.861 | ||
| 45 | 2025.10.10 06:51 | sell | 13 | 0.10 | 176.381 | 0.000 | 0.000 | ||
| 46 | 2025.10.10 06:51 | modify | 13 | 0.10 | 176.381 | 176.836 | 175.861 | ||
| 47 | 2025.10.10 06:51 | modify | 12 | 0.10 | 176.638 | 176.836 | 175.861 | ||
| 48 | 2025.10.10 06:51 | modify | 11 | 0.10 | 177.161 | 176.836 | 175.861 | ||
| 49 | 2025.10.10 07:14 | s/l | 11 | 0.10 | 176.836 | 176.836 | 175.861 | 17.78 | 1270.79 |
| 50 | 2025.10.10 07:14 | s/l | 12 | 0.10 | 176.836 | 176.836 | 175.861 | -12.63 | 1258.16 |
| 51 | 2025.10.10 07:14 | s/l | 13 | 0.10 | 176.836 | 176.836 | 175.861 | -29.03 | 1229.13 |
| 52 | 2025.11.13 12:00 | sell | 14 | 0.10 | 179.599 | 0.000 | 0.000 | ||
| 53 | 2025.11.13 12:00 | modify | 14 | 0.10 | 179.599 | 180.799 | 178.299 | ||
| 54 | 2025.11.14 13:20 | sell | 15 | 0.10 | 179.078 | 0.000 | 0.000 | ||
| 55 | 2025.11.14 13:20 | modify | 15 | 0.10 | 179.078 | 179.534 | 178.299 | ||
| 56 | 2025.11.14 13:20 | modify | 14 | 0.10 | 179.599 | 179.534 | 178.299 | ||
| 57 | 2025.11.14 16:22 | s/l | 14 | 0.10 | 179.534 | 179.534 | 178.299 | 3.41 | 1232.54 |
| 58 | 2025.11.14 16:22 | s/l | 15 | 0.10 | 179.534 | 179.534 | 178.299 | -29.10 | 1203.44 |
| 59 | 2026.01.12 12:00 | sell | 16 | 0.10 | 184.400 | 0.000 | 0.000 | ||
| 60 | 2026.01.12 12:00 | modify | 16 | 0.10 | 184.400 | 185.600 | 183.100 | ||
| 61 | 2026.01.15 15:34 | sell | 17 | 0.10 | 183.879 | 0.000 | 0.000 | ||
| 62 | 2026.01.15 15:34 | modify | 17 | 0.10 | 183.879 | 184.335 | 183.100 | ||
| 63 | 2026.01.15 15:34 | modify | 16 | 0.10 | 184.400 | 184.335 | 183.100 | ||
| 64 | 2026.01.16 02:40 | sell | 18 | 0.10 | 183.618 | 0.000 | 0.000 | ||
| 65 | 2026.01.16 02:40 | modify | 18 | 0.10 | 183.618 | 184.075 | 183.100 | ||
| 66 | 2026.01.16 02:40 | modify | 17 | 0.10 | 183.879 | 184.075 | 183.100 | ||
| 67 | 2026.01.16 02:40 | modify | 16 | 0.10 | 184.400 | 184.075 | 183.100 | ||
| 68 | 2026.01.16 15:25 | sell | 19 | 0.10 | 183.360 | 0.000 | 0.000 | ||
| 69 | 2026.01.16 15:25 | modify | 19 | 0.10 | 183.360 | 183.880 | 183.100 | ||
| 70 | 2026.01.16 15:25 | modify | 18 | 0.10 | 183.618 | 183.880 | 183.100 | ||
| 71 | 2026.01.16 15:25 | modify | 17 | 0.10 | 183.879 | 183.880 | 183.100 | ||
| 72 | 2026.01.16 15:25 | modify | 16 | 0.10 | 184.400 | 183.880 | 183.100 | ||
| 73 | 2026.01.18 22:00 | t/p | 16 | 0.10 | 183.100 | 183.880 | 183.100 | 78.52 | 1281.96 |
| 74 | 2026.01.18 22:00 | t/p | 17 | 0.10 | 183.100 | 183.880 | 183.100 | 48.98 | 1330.94 |
| 75 | 2026.01.18 22:00 | t/p | 18 | 0.10 | 183.100 | 183.880 | 183.100 | 33.06 | 1364.00 |
| 76 | 2026.01.18 22:00 | t/p | 19 | 0.10 | 183.100 | 183.880 | 183.100 | 16.60 | 1380.60 |