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=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=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; 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=24; 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 | 929.13 | Gross profit | 1114.20 | Gross loss | -185.07 |
| Profit factor | 6.02 | Expected payoff | 46.46 | ||
| Absolute drawdown | 0.00 | Maximal drawdown | 111.38 (6.00%) | Relative drawdown | 6.00% (111.38) |
| Total trades | 20 | Short positions (won %) | 15 (80.00%) | Long positions (won %) | 5 (80.00%) |
| Profit trades (% of total) | 16 (80.00%) | Loss trades (% of total) | 4 (20.00%) | ||
| Largest | profit trade | 103.77 | loss trade | -67.41 | |
| Average | profit trade | 69.64 | loss trade | -46.27 | |
| Maximum | consecutive wins (profit in money) | 8 (657.11) | consecutive losses (loss in money) | 1 (-67.41) | |
| Maximal | consecutive profit (count of wins) | 657.11 (8) | consecutive loss (count of losses) | -67.41 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.05.02 00:00 | sell | 1 | 0.10 | 145.406 | 0.000 | 0.000 | ||
| 2 | 2025.05.02 00:00 | modify | 1 | 0.10 | 145.406 | 146.406 | 143.906 | ||
| 3 | 2025.05.02 12:00 | sell | 2 | 0.10 | 144.557 | 0.000 | 0.000 | ||
| 4 | 2025.05.02 12:00 | modify | 2 | 0.10 | 144.557 | 145.031 | 143.906 | ||
| 5 | 2025.05.02 12:00 | modify | 1 | 0.10 | 145.406 | 145.031 | 143.906 | ||
| 6 | 2025.05.02 16:00 | t/p | 1 | 0.10 | 143.906 | 145.031 | 143.906 | 103.77 | 1103.77 |
| 7 | 2025.05.02 16:00 | t/p | 2 | 0.10 | 143.906 | 145.031 | 143.906 | 45.04 | 1148.81 |
| 8 | 2025.05.12 12:00 | sell | 3 | 0.10 | 147.880 | 0.000 | 0.000 | ||
| 9 | 2025.05.12 12:00 | modify | 3 | 0.10 | 147.880 | 148.880 | 146.380 | ||
| 10 | 2025.05.13 20:00 | sell | 4 | 0.10 | 147.426 | 0.000 | 0.000 | ||
| 11 | 2025.05.13 20:00 | modify | 4 | 0.10 | 147.426 | 147.805 | 146.380 | ||
| 12 | 2025.05.13 20:00 | modify | 3 | 0.10 | 147.880 | 147.805 | 146.380 | ||
| 13 | 2025.05.14 12:00 | t/p | 3 | 0.10 | 146.380 | 147.805 | 146.380 | 100.05 | 1248.86 |
| 14 | 2025.05.14 12:00 | t/p | 4 | 0.10 | 146.380 | 147.805 | 146.380 | 70.27 | 1319.13 |
| 15 | 2025.07.16 00:00 | sell | 5 | 0.10 | 148.781 | 0.000 | 0.000 | ||
| 16 | 2025.07.16 00:00 | modify | 5 | 0.10 | 148.781 | 149.781 | 147.281 | ||
| 17 | 2025.07.16 16:00 | t/p | 5 | 0.10 | 147.281 | 149.781 | 147.281 | 101.26 | 1420.39 |
| 18 | 2025.09.02 12:00 | sell | 6 | 0.10 | 148.619 | 0.000 | 0.000 | ||
| 19 | 2025.09.02 12:00 | modify | 6 | 0.10 | 148.619 | 149.619 | 147.119 | ||
| 20 | 2025.09.05 16:00 | t/p | 6 | 0.10 | 147.119 | 149.619 | 147.119 | 95.76 | 1516.14 |
| 21 | 2025.09.25 20:00 | sell | 7 | 0.10 | 149.770 | 0.000 | 0.000 | ||
| 22 | 2025.09.25 20:00 | modify | 7 | 0.10 | 149.770 | 150.770 | 148.270 | ||
| 23 | 2025.09.29 04:00 | sell | 8 | 0.10 | 148.933 | 0.000 | 0.000 | ||
| 24 | 2025.09.29 04:00 | modify | 8 | 0.10 | 148.933 | 149.395 | 148.270 | ||
| 25 | 2025.09.29 04:00 | modify | 7 | 0.10 | 149.770 | 149.395 | 148.270 | ||
| 26 | 2025.09.30 08:00 | t/p | 7 | 0.10 | 148.270 | 149.395 | 148.270 | 97.48 | 1613.62 |
| 27 | 2025.09.30 08:00 | t/p | 8 | 0.10 | 148.270 | 149.395 | 148.270 | 43.50 | 1657.11 |
| 28 | 2025.10.06 08:00 | sell | 9 | 0.10 | 150.027 | 0.000 | 0.000 | ||
| 29 | 2025.10.06 08:00 | modify | 9 | 0.10 | 150.027 | 151.027 | 148.527 | ||
| 30 | 2025.10.07 16:00 | s/l | 9 | 0.10 | 151.027 | 151.027 | 148.527 | -67.41 | 1589.70 |
| 31 | 2025.10.08 20:00 | sell | 10 | 0.10 | 152.706 | 0.000 | 0.000 | ||
| 32 | 2025.10.08 20:00 | modify | 10 | 0.10 | 152.706 | 153.706 | 151.206 | ||
| 33 | 2025.10.12 20:00 | t/p | 10 | 0.10 | 151.206 | 153.706 | 151.206 | 93.68 | 1683.38 |
| 34 | 2025.11.20 00:00 | sell | 11 | 0.10 | 156.998 | 0.000 | 0.000 | ||
| 35 | 2025.11.20 00:00 | modify | 11 | 0.10 | 156.998 | 157.998 | 155.498 | ||
| 36 | 2025.11.21 16:00 | sell | 12 | 0.10 | 156.536 | 0.000 | 0.000 | ||
| 37 | 2025.11.21 16:00 | modify | 12 | 0.10 | 156.536 | 156.923 | 155.498 | ||
| 38 | 2025.11.21 16:00 | modify | 11 | 0.10 | 156.998 | 156.923 | 155.498 | ||
| 39 | 2025.11.24 12:00 | s/l | 11 | 0.10 | 156.923 | 156.923 | 155.498 | 2.24 | 1685.62 |
| 40 | 2025.11.24 12:00 | s/l | 12 | 0.10 | 156.923 | 156.923 | 155.498 | -25.94 | 1659.68 |
| 41 | 2025.12.09 20:00 | sell | 13 | 0.10 | 156.835 | 0.000 | 0.000 | ||
| 42 | 2025.12.09 20:00 | modify | 13 | 0.10 | 156.835 | 157.835 | 155.335 | ||
| 43 | 2025.12.11 16:00 | t/p | 13 | 0.10 | 155.335 | 157.835 | 155.335 | 91.55 | 1751.23 |
| 44 | 2025.12.22 00:00 | sell | 14 | 0.10 | 157.623 | 0.000 | 0.000 | ||
| 45 | 2025.12.22 00:00 | modify | 14 | 0.10 | 157.623 | 158.623 | 156.123 | ||
| 46 | 2025.12.23 08:00 | t/p | 14 | 0.10 | 156.123 | 158.623 | 156.123 | 94.82 | 1846.04 |
| 47 | 2026.01.11 20:00 | sell | 15 | 0.10 | 158.063 | 0.000 | 0.000 | ||
| 48 | 2026.01.11 20:00 | modify | 15 | 0.10 | 158.063 | 159.063 | 156.563 | ||
| 49 | 2026.01.13 12:00 | s/l | 15 | 0.10 | 159.063 | 159.063 | 156.563 | -65.49 | 1780.55 |
| 50 | 2026.01.26 08:00 | buy | 16 | 0.10 | 154.279 | 0.000 | 0.000 | ||
| 51 | 2026.01.26 08:00 | modify | 16 | 0.10 | 154.279 | 153.279 | 155.779 | ||
| 52 | 2026.01.27 08:00 | buy | 17 | 0.10 | 154.757 | 0.000 | 0.000 | ||
| 53 | 2026.01.27 08:00 | modify | 17 | 0.10 | 154.757 | 154.354 | 155.779 | ||
| 54 | 2026.01.27 08:00 | modify | 16 | 0.10 | 154.279 | 154.354 | 155.779 | ||
| 55 | 2026.01.27 12:00 | s/l | 16 | 0.10 | 154.354 | 154.354 | 155.779 | 5.05 | 1785.61 |
| 56 | 2026.01.27 12:00 | s/l | 17 | 0.10 | 154.354 | 154.354 | 155.779 | -26.22 | 1759.39 |
| 57 | 2026.04.08 12:00 | buy | 18 | 0.10 | 158.282 | 0.000 | 0.000 | ||
| 58 | 2026.04.08 12:00 | modify | 18 | 0.10 | 158.282 | 157.282 | 159.782 | ||
| 59 | 2026.04.09 20:00 | buy | 19 | 0.10 | 159.119 | 0.000 | 0.000 | ||
| 60 | 2026.04.09 20:00 | modify | 19 | 0.10 | 159.119 | 158.657 | 159.782 | ||
| 61 | 2026.04.09 20:00 | modify | 18 | 0.10 | 158.282 | 158.657 | 159.782 | ||
| 62 | 2026.04.10 16:00 | buy | 20 | 0.10 | 159.257 | 0.000 | 0.000 | ||
| 63 | 2026.04.10 16:00 | modify | 20 | 0.10 | 159.257 | 158.807 | 159.782 | ||
| 64 | 2026.04.10 16:00 | modify | 19 | 0.10 | 159.119 | 158.807 | 159.782 | ||
| 65 | 2026.04.10 16:00 | modify | 18 | 0.10 | 158.282 | 158.807 | 159.782 | ||
| 66 | 2026.04.13 00:00 | t/p | 18 | 0.10 | 159.782 | 158.807 | 159.782 | 94.81 | 1854.20 |
| 67 | 2026.04.13 00:00 | t/p | 19 | 0.10 | 159.782 | 158.807 | 159.782 | 41.87 | 1896.07 |
| 68 | 2026.04.13 00:00 | t/p | 20 | 0.10 | 159.782 | 158.807 | 159.782 | 33.05 | 1929.13 |