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 - 2026.05.01 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=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 | 79435 | Modelling quality | n/a |
| Mismatched charts errors | 54 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1278.68 | Gross profit | 1536.90 | Gross loss | -258.22 |
| Profit factor | 5.95 | Expected payoff | 35.52 | ||
| Absolute drawdown | 37.55 | Maximal drawdown | 173.43 (8.29%) | Relative drawdown | 8.29% (173.43) |
| Total trades | 36 | Short positions (won %) | 30 (86.67%) | Long positions (won %) | 6 (50.00%) |
| Profit trades (% of total) | 29 (80.56%) | Loss trades (% of total) | 7 (19.44%) | ||
| Largest | profit trade | 104.34 | loss trade | -67.48 | |
| Average | profit trade | 53.00 | loss trade | -36.89 | |
| Maximum | consecutive wins (profit in money) | 10 (620.75) | consecutive losses (loss in money) | 2 (-48.87) | |
| Maximal | consecutive profit (count of wins) | 620.75 (10) | consecutive loss (count of losses) | -67.48 (1) | |
| Average | consecutive wins | 5 | 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 09:55 | sell | 2 | 0.10 | 144.570 | 0.000 | 0.000 | ||
| 4 | 2025.05.02 09:55 | modify | 2 | 0.10 | 144.570 | 145.031 | 143.906 | ||
| 5 | 2025.05.02 09:55 | modify | 1 | 0.10 | 145.406 | 145.031 | 143.906 | ||
| 6 | 2025.05.02 13:33 | t/p | 1 | 0.10 | 143.906 | 145.031 | 143.906 | 104.34 | 1104.34 |
| 7 | 2025.05.02 13:33 | t/p | 2 | 0.10 | 143.906 | 145.031 | 143.906 | 46.18 | 1150.52 |
| 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 19:59 | sell | 4 | 0.10 | 147.424 | 0.000 | 0.000 | ||
| 11 | 2025.05.13 19:59 | modify | 4 | 0.10 | 147.424 | 147.805 | 146.380 | ||
| 12 | 2025.05.13 19:59 | modify | 3 | 0.10 | 147.880 | 147.805 | 146.380 | ||
| 13 | 2025.05.14 01:50 | sell | 5 | 0.10 | 147.039 | 0.000 | 0.000 | ||
| 14 | 2025.05.14 01:50 | modify | 5 | 0.10 | 147.039 | 147.505 | 146.380 | ||
| 15 | 2025.05.14 01:50 | modify | 4 | 0.10 | 147.424 | 147.505 | 146.380 | ||
| 16 | 2025.05.14 01:50 | modify | 3 | 0.10 | 147.880 | 147.505 | 146.380 | ||
| 17 | 2025.05.14 04:40 | sell | 6 | 0.10 | 146.878 | 0.000 | 0.000 | ||
| 18 | 2025.05.14 04:40 | modify | 6 | 0.10 | 146.878 | 147.355 | 146.380 | ||
| 19 | 2025.05.14 04:40 | modify | 5 | 0.10 | 147.039 | 147.355 | 146.380 | ||
| 20 | 2025.05.14 04:40 | modify | 4 | 0.10 | 147.424 | 147.355 | 146.380 | ||
| 21 | 2025.05.14 04:40 | modify | 3 | 0.10 | 147.880 | 147.355 | 146.380 | ||
| 22 | 2025.05.14 08:40 | t/p | 3 | 0.10 | 146.380 | 147.355 | 146.380 | 100.09 | 1250.61 |
| 23 | 2025.05.14 08:40 | t/p | 4 | 0.10 | 146.380 | 147.355 | 146.380 | 70.17 | 1320.78 |
| 24 | 2025.05.14 08:40 | t/p | 5 | 0.10 | 146.380 | 147.355 | 146.380 | 45.09 | 1365.87 |
| 25 | 2025.05.14 08:40 | t/p | 6 | 0.10 | 146.380 | 147.355 | 146.380 | 34.08 | 1399.95 |
| 26 | 2025.07.16 00:00 | sell | 7 | 0.10 | 148.781 | 0.000 | 0.000 | ||
| 27 | 2025.07.16 00:00 | modify | 7 | 0.10 | 148.781 | 149.781 | 147.281 | ||
| 28 | 2025.07.16 14:40 | sell | 8 | 0.10 | 148.304 | 0.000 | 0.000 | ||
| 29 | 2025.07.16 14:40 | modify | 8 | 0.10 | 148.304 | 148.706 | 147.281 | ||
| 30 | 2025.07.16 14:40 | modify | 7 | 0.10 | 148.781 | 148.706 | 147.281 | ||
| 31 | 2025.07.16 15:20 | sell | 9 | 0.10 | 147.928 | 0.000 | 0.000 | ||
| 32 | 2025.07.16 15:20 | modify | 9 | 0.10 | 147.928 | 148.406 | 147.281 | ||
| 33 | 2025.07.16 15:20 | modify | 8 | 0.10 | 148.304 | 148.406 | 147.281 | ||
| 34 | 2025.07.16 15:20 | modify | 7 | 0.10 | 148.781 | 148.406 | 147.281 | ||
| 35 | 2025.07.16 15:40 | t/p | 7 | 0.10 | 147.281 | 148.406 | 147.281 | 102.09 | 1502.04 |
| 36 | 2025.07.16 15:40 | t/p | 8 | 0.10 | 147.281 | 148.406 | 147.281 | 69.62 | 1571.66 |
| 37 | 2025.07.16 15:40 | t/p | 9 | 0.10 | 147.281 | 148.406 | 147.281 | 44.04 | 1615.70 |
| 38 | 2025.09.02 12:00 | sell | 10 | 0.10 | 148.619 | 0.000 | 0.000 | ||
| 39 | 2025.09.02 12:00 | modify | 10 | 0.10 | 148.619 | 149.619 | 147.119 | ||
| 40 | 2025.09.02 15:25 | sell | 11 | 0.10 | 148.168 | 0.000 | 0.000 | ||
| 41 | 2025.09.02 15:25 | modify | 11 | 0.10 | 148.168 | 148.544 | 147.119 | ||
| 42 | 2025.09.02 15:25 | modify | 10 | 0.10 | 148.619 | 148.544 | 147.119 | ||
| 43 | 2025.09.02 18:40 | s/l | 10 | 0.10 | 148.544 | 148.544 | 147.119 | 5.05 | 1620.75 |
| 44 | 2025.09.02 18:40 | s/l | 11 | 0.10 | 148.544 | 148.544 | 147.119 | -25.31 | 1595.44 |
| 45 | 2025.09.25 20:00 | sell | 12 | 0.10 | 149.770 | 0.000 | 0.000 | ||
| 46 | 2025.09.25 20:00 | modify | 12 | 0.10 | 149.770 | 150.770 | 148.270 | ||
| 47 | 2025.09.29 00:20 | sell | 13 | 0.10 | 149.309 | 0.000 | 0.000 | ||
| 48 | 2025.09.29 00:20 | modify | 13 | 0.10 | 149.309 | 149.695 | 148.270 | ||
| 49 | 2025.09.29 00:20 | modify | 12 | 0.10 | 149.770 | 149.695 | 148.270 | ||
| 50 | 2025.09.29 02:55 | sell | 14 | 0.10 | 148.937 | 0.000 | 0.000 | ||
| 51 | 2025.09.29 02:55 | modify | 14 | 0.10 | 148.937 | 149.395 | 148.270 | ||
| 52 | 2025.09.29 02:55 | modify | 13 | 0.10 | 149.309 | 149.395 | 148.270 | ||
| 53 | 2025.09.29 02:55 | modify | 12 | 0.10 | 149.770 | 149.395 | 148.270 | ||
| 54 | 2025.09.29 05:55 | sell | 15 | 0.10 | 148.777 | 0.000 | 0.000 | ||
| 55 | 2025.09.29 05:55 | modify | 15 | 0.10 | 148.777 | 149.245 | 148.270 | ||
| 56 | 2025.09.29 05:55 | modify | 14 | 0.10 | 148.937 | 149.245 | 148.270 | ||
| 57 | 2025.09.29 05:55 | modify | 13 | 0.10 | 149.309 | 149.245 | 148.270 | ||
| 58 | 2025.09.29 05:55 | modify | 12 | 0.10 | 149.770 | 149.245 | 148.270 | ||
| 59 | 2025.09.30 05:40 | t/p | 12 | 0.10 | 148.270 | 149.245 | 148.270 | 97.36 | 1692.79 |
| 60 | 2025.09.30 05:40 | t/p | 13 | 0.10 | 148.270 | 149.245 | 148.270 | 68.82 | 1761.61 |
| 61 | 2025.09.30 05:40 | t/p | 14 | 0.10 | 148.270 | 149.245 | 148.270 | 43.72 | 1805.32 |
| 62 | 2025.09.30 05:40 | t/p | 15 | 0.10 | 148.270 | 149.245 | 148.270 | 32.93 | 1838.25 |
| 63 | 2025.10.06 08:00 | sell | 16 | 0.10 | 150.027 | 0.000 | 0.000 | ||
| 64 | 2025.10.06 08:00 | modify | 16 | 0.10 | 150.027 | 151.027 | 148.527 | ||
| 65 | 2025.10.07 12:05 | s/l | 16 | 0.10 | 151.027 | 151.027 | 148.527 | -67.48 | 1770.76 |
| 66 | 2025.10.08 20:00 | sell | 17 | 0.10 | 152.706 | 0.000 | 0.000 | ||
| 67 | 2025.10.08 20:00 | modify | 17 | 0.10 | 152.706 | 153.706 | 151.206 | ||
| 68 | 2025.10.10 16:50 | sell | 18 | 0.10 | 151.874 | 0.000 | 0.000 | ||
| 69 | 2025.10.10 16:50 | modify | 18 | 0.10 | 151.874 | 152.331 | 151.206 | ||
| 70 | 2025.10.10 16:50 | modify | 17 | 0.10 | 152.706 | 152.331 | 151.206 | ||
| 71 | 2025.10.10 17:40 | sell | 19 | 0.10 | 151.722 | 0.000 | 0.000 | ||
| 72 | 2025.10.10 17:40 | modify | 19 | 0.10 | 151.722 | 152.181 | 151.206 | ||
| 73 | 2025.10.10 17:40 | modify | 18 | 0.10 | 151.874 | 152.181 | 151.206 | ||
| 74 | 2025.10.10 17:40 | modify | 17 | 0.10 | 152.706 | 152.181 | 151.206 | ||
| 75 | 2025.10.10 23:59 | t/p | 17 | 0.10 | 151.206 | 152.181 | 151.206 | 94.14 | 1864.90 |
| 76 | 2025.10.10 23:59 | t/p | 18 | 0.10 | 151.206 | 152.181 | 151.206 | 44.20 | 1909.10 |
| 77 | 2025.10.10 23:59 | t/p | 19 | 0.10 | 151.206 | 152.181 | 151.206 | 34.14 | 1943.24 |
| 78 | 2025.11.20 00:00 | sell | 20 | 0.10 | 156.998 | 0.000 | 0.000 | ||
| 79 | 2025.11.20 00:00 | modify | 20 | 0.10 | 156.998 | 157.998 | 155.498 | ||
| 80 | 2025.11.21 15:20 | sell | 21 | 0.10 | 156.530 | 0.000 | 0.000 | ||
| 81 | 2025.11.21 15:20 | modify | 21 | 0.10 | 156.530 | 156.923 | 155.498 | ||
| 82 | 2025.11.21 15:20 | modify | 20 | 0.10 | 156.998 | 156.923 | 155.498 | ||
| 83 | 2025.11.24 08:40 | s/l | 20 | 0.10 | 156.923 | 156.923 | 155.498 | 2.23 | 1945.47 |
| 84 | 2025.11.24 08:40 | s/l | 21 | 0.10 | 156.923 | 156.923 | 155.498 | -26.31 | 1919.16 |
| 85 | 2025.12.09 20:00 | sell | 22 | 0.10 | 156.835 | 0.000 | 0.000 | ||
| 86 | 2025.12.09 20:00 | modify | 22 | 0.10 | 156.835 | 157.835 | 155.335 | ||
| 87 | 2025.12.10 15:50 | sell | 23 | 0.10 | 156.368 | 0.000 | 0.000 | ||
| 88 | 2025.12.10 15:50 | modify | 23 | 0.10 | 156.368 | 156.760 | 155.335 | ||
| 89 | 2025.12.10 15:50 | modify | 22 | 0.10 | 156.835 | 156.760 | 155.335 | ||
| 90 | 2025.12.10 20:30 | sell | 24 | 0.10 | 155.981 | 0.000 | 0.000 | ||
| 91 | 2025.12.10 20:30 | modify | 24 | 0.10 | 155.981 | 156.460 | 155.335 | ||
| 92 | 2025.12.10 20:30 | modify | 23 | 0.10 | 156.368 | 156.460 | 155.335 | ||
| 93 | 2025.12.10 20:30 | modify | 22 | 0.10 | 156.835 | 156.460 | 155.335 | ||
| 94 | 2025.12.10 20:50 | sell | 25 | 0.10 | 155.841 | 0.000 | 0.000 | ||
| 95 | 2025.12.10 20:50 | modify | 25 | 0.10 | 155.841 | 156.310 | 155.335 | ||
| 96 | 2025.12.10 20:50 | modify | 24 | 0.10 | 155.981 | 156.310 | 155.335 | ||
| 97 | 2025.12.10 20:50 | modify | 23 | 0.10 | 156.368 | 156.310 | 155.335 | ||
| 98 | 2025.12.10 20:50 | modify | 22 | 0.10 | 156.835 | 156.310 | 155.335 | ||
| 99 | 2025.12.11 13:40 | t/p | 22 | 0.10 | 155.335 | 156.310 | 155.335 | 91.52 | 2010.68 |
| 100 | 2025.12.11 13:40 | t/p | 23 | 0.10 | 155.335 | 156.310 | 155.335 | 62.72 | 2073.40 |
| 101 | 2025.12.11 13:40 | t/p | 24 | 0.10 | 155.335 | 156.310 | 155.335 | 37.79 | 2111.18 |
| 102 | 2025.12.11 13:40 | t/p | 25 | 0.10 | 155.335 | 156.310 | 155.335 | 28.78 | 2139.96 |
| 103 | 2025.12.22 00:00 | sell | 26 | 0.10 | 157.623 | 0.000 | 0.000 | ||
| 104 | 2025.12.22 00:00 | modify | 26 | 0.10 | 157.623 | 158.623 | 156.123 | ||
| 105 | 2025.12.22 14:10 | sell | 27 | 0.10 | 157.165 | 0.000 | 0.000 | ||
| 106 | 2025.12.22 14:10 | modify | 27 | 0.10 | 157.165 | 157.548 | 156.123 | ||
| 107 | 2025.12.22 14:10 | modify | 26 | 0.10 | 157.623 | 157.548 | 156.123 | ||
| 108 | 2025.12.22 17:30 | sell | 28 | 0.10 | 156.791 | 0.000 | 0.000 | ||
| 109 | 2025.12.22 17:30 | modify | 28 | 0.10 | 156.791 | 157.248 | 156.123 | ||
| 110 | 2025.12.22 17:30 | modify | 27 | 0.10 | 157.165 | 157.248 | 156.123 | ||
| 111 | 2025.12.22 17:30 | modify | 26 | 0.10 | 157.623 | 157.248 | 156.123 | ||
| 112 | 2025.12.23 00:50 | sell | 29 | 0.10 | 156.633 | 0.000 | 0.000 | ||
| 113 | 2025.12.23 00:50 | modify | 29 | 0.10 | 156.633 | 157.098 | 156.123 | ||
| 114 | 2025.12.23 00:50 | modify | 28 | 0.10 | 156.791 | 157.098 | 156.123 | ||
| 115 | 2025.12.23 00:50 | modify | 27 | 0.10 | 157.165 | 157.098 | 156.123 | ||
| 116 | 2025.12.23 00:50 | modify | 26 | 0.10 | 157.623 | 157.098 | 156.123 | ||
| 117 | 2025.12.23 04:20 | t/p | 26 | 0.10 | 156.123 | 157.098 | 156.123 | 94.84 | 2234.79 |
| 118 | 2025.12.23 04:20 | t/p | 27 | 0.10 | 156.123 | 157.098 | 156.123 | 65.49 | 2300.28 |
| 119 | 2025.12.23 04:20 | t/p | 28 | 0.10 | 156.123 | 157.098 | 156.123 | 41.53 | 2341.80 |
| 120 | 2025.12.23 04:20 | t/p | 29 | 0.10 | 156.123 | 157.098 | 156.123 | 32.67 | 2374.47 |
| 121 | 2026.01.12 04:00 | sell | 30 | 0.10 | 158.119 | 0.000 | 0.000 | ||
| 122 | 2026.01.12 04:00 | modify | 30 | 0.10 | 158.119 | 159.119 | 156.619 | ||
| 123 | 2026.01.13 16:30 | s/l | 30 | 0.10 | 159.119 | 159.119 | 156.619 | -64.10 | 2310.37 |
| 124 | 2026.01.26 08:00 | buy | 31 | 0.10 | 154.279 | 0.000 | 0.000 | ||
| 125 | 2026.01.26 08:00 | modify | 31 | 0.10 | 154.279 | 153.279 | 155.779 | ||
| 126 | 2026.01.27 08:55 | buy | 32 | 0.10 | 154.757 | 0.000 | 0.000 | ||
| 127 | 2026.01.27 08:55 | modify | 32 | 0.10 | 154.757 | 154.354 | 155.779 | ||
| 128 | 2026.01.27 08:55 | modify | 31 | 0.10 | 154.279 | 154.354 | 155.779 | ||
| 129 | 2026.01.27 09:20 | s/l | 31 | 0.10 | 154.354 | 154.354 | 155.779 | 5.04 | 2315.42 |
| 130 | 2026.01.27 09:20 | s/l | 32 | 0.10 | 154.354 | 154.354 | 155.779 | -26.14 | 2289.28 |
| 131 | 2026.04.08 12:00 | buy | 33 | 0.10 | 158.282 | 0.000 | 0.000 | ||
| 132 | 2026.04.08 12:00 | modify | 33 | 0.10 | 158.282 | 157.282 | 159.782 | ||
| 133 | 2026.04.08 18:50 | buy | 34 | 0.10 | 158.741 | 0.000 | 0.000 | ||
| 134 | 2026.04.08 18:50 | modify | 34 | 0.10 | 158.741 | 158.357 | 159.782 | ||
| 135 | 2026.04.08 18:50 | modify | 33 | 0.10 | 158.282 | 158.357 | 159.782 | ||
| 136 | 2026.04.09 08:50 | buy | 35 | 0.10 | 159.119 | 0.000 | 0.000 | ||
| 137 | 2026.04.09 08:50 | modify | 35 | 0.10 | 159.119 | 158.657 | 159.782 | ||
| 138 | 2026.04.09 08:50 | modify | 34 | 0.10 | 158.741 | 158.657 | 159.782 | ||
| 139 | 2026.04.09 08:50 | modify | 33 | 0.10 | 158.282 | 158.657 | 159.782 | ||
| 140 | 2026.04.09 14:40 | buy | 36 | 0.10 | 159.271 | 0.000 | 0.000 | ||
| 141 | 2026.04.09 14:40 | modify | 36 | 0.10 | 159.271 | 158.807 | 159.782 | ||
| 142 | 2026.04.09 14:40 | modify | 35 | 0.10 | 159.119 | 158.807 | 159.782 | ||
| 143 | 2026.04.09 14:40 | modify | 34 | 0.10 | 158.741 | 158.807 | 159.782 | ||
| 144 | 2026.04.09 14:40 | modify | 33 | 0.10 | 158.282 | 158.807 | 159.782 | ||
| 145 | 2026.04.09 16:20 | s/l | 33 | 0.10 | 158.807 | 158.807 | 159.782 | 33.59 | 2322.86 |
| 146 | 2026.04.09 16:20 | s/l | 34 | 0.10 | 158.807 | 158.807 | 159.782 | 4.69 | 2327.55 |
| 147 | 2026.04.09 16:20 | s/l | 35 | 0.10 | 158.807 | 158.807 | 159.782 | -19.65 | 2307.90 |
| 148 | 2026.04.09 16:20 | s/l | 36 | 0.10 | 158.807 | 158.807 | 159.782 | -29.22 | 2278.68 |