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 - 2026.05.01 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=1; RSIHelp="------------------------------------"; RSI_Period=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=2; 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 | 79528 | Modelling quality | n/a |
| Mismatched charts errors | 80 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1057.14 | Gross profit | 1090.26 | Gross loss | -33.12 |
| Profit factor | 32.92 | Expected payoff | 45.96 | ||
| Absolute drawdown | 46.88 | Maximal drawdown | 119.77 (6.54%) | Relative drawdown | 7.18% (87.56) |
| Total trades | 23 | Short positions (won %) | 17 (82.35%) | Long positions (won %) | 6 (100.00%) |
| Profit trades (% of total) | 20 (86.96%) | Loss trades (% of total) | 3 (13.04%) | ||
| Largest | profit trade | 96.15 | loss trade | -12.37 | |
| Average | profit trade | 54.51 | loss trade | -11.04 | |
| Maximum | consecutive wins (profit in money) | 9 (486.94) | consecutive losses (loss in money) | 1 (-12.37) | |
| Maximal | consecutive profit (count of wins) | 486.94 (9) | consecutive loss (count of losses) | -12.37 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.07.08 04:00 | sell | 1 | 0.10 | 171.584 | 0.000 | 0.000 | ||
| 2 | 2025.07.08 04:00 | modify | 1 | 0.10 | 171.584 | 172.984 | 170.084 | ||
| 3 | 2025.07.10 18:30 | sell | 2 | 0.10 | 170.975 | 0.000 | 0.000 | ||
| 4 | 2025.07.10 18:30 | modify | 2 | 0.10 | 170.975 | 171.134 | 170.084 | ||
| 5 | 2025.07.10 18:30 | modify | 1 | 0.10 | 171.584 | 171.134 | 170.084 | ||
| 6 | 2025.07.10 20:40 | s/l | 1 | 0.10 | 171.134 | 171.134 | 170.084 | 25.75 | 1025.75 |
| 7 | 2025.07.10 20:40 | s/l | 2 | 0.10 | 171.134 | 171.134 | 170.084 | -10.15 | 1015.60 |
| 8 | 2025.07.31 04:00 | buy | 3 | 0.10 | 169.946 | 0.000 | 0.000 | ||
| 9 | 2025.07.31 04:00 | modify | 3 | 0.10 | 169.946 | 168.546 | 171.446 | ||
| 10 | 2025.07.31 06:30 | buy | 4 | 0.10 | 170.569 | 0.000 | 0.000 | ||
| 11 | 2025.07.31 06:30 | modify | 4 | 0.10 | 170.569 | 170.396 | 171.446 | ||
| 12 | 2025.07.31 06:30 | modify | 3 | 0.10 | 169.946 | 170.396 | 171.446 | ||
| 13 | 2025.07.31 06:40 | buy | 5 | 0.10 | 170.723 | 0.000 | 0.000 | ||
| 14 | 2025.07.31 06:40 | modify | 5 | 0.10 | 170.723 | 170.246 | 171.446 | ||
| 15 | 2025.07.31 06:40 | buy | 6 | 0.10 | 170.723 | 0.000 | 0.000 | ||
| 16 | 2025.07.31 06:40 | modify | 6 | 0.10 | 170.723 | 170.471 | 171.446 | ||
| 17 | 2025.07.31 06:40 | modify | 4 | 0.10 | 170.569 | 170.471 | 171.446 | ||
| 18 | 2025.07.31 06:40 | modify | 3 | 0.10 | 169.946 | 170.471 | 171.446 | ||
| 19 | 2025.07.31 06:45 | modify | 5 | 0.10 | 170.723 | 170.471 | 171.446 | ||
| 20 | 2025.07.31 09:40 | t/p | 3 | 0.10 | 171.446 | 170.471 | 171.446 | 95.72 | 1111.32 |
| 21 | 2025.07.31 09:40 | t/p | 4 | 0.10 | 171.446 | 170.471 | 171.446 | 55.97 | 1167.29 |
| 22 | 2025.07.31 09:40 | t/p | 5 | 0.10 | 171.446 | 170.471 | 171.446 | 46.14 | 1213.43 |
| 23 | 2025.07.31 09:40 | t/p | 6 | 0.10 | 171.446 | 170.471 | 171.446 | 46.14 | 1259.57 |
| 24 | 2025.09.02 08:00 | sell | 7 | 0.10 | 173.117 | 0.000 | 0.000 | ||
| 25 | 2025.09.02 08:00 | modify | 7 | 0.10 | 173.117 | 174.517 | 171.617 | ||
| 26 | 2025.09.03 23:40 | sell | 8 | 0.10 | 172.508 | 0.000 | 0.000 | ||
| 27 | 2025.09.03 23:40 | modify | 8 | 0.10 | 172.508 | 172.667 | 171.617 | ||
| 28 | 2025.09.03 23:40 | modify | 7 | 0.10 | 173.117 | 172.667 | 171.617 | ||
| 29 | 2025.09.04 00:30 | s/l | 7 | 0.10 | 172.667 | 172.667 | 171.617 | 25.76 | 1285.34 |
| 30 | 2025.09.04 00:30 | s/l | 8 | 0.10 | 172.667 | 172.667 | 171.617 | -12.37 | 1272.97 |
| 31 | 2025.10.01 08:00 | buy | 9 | 0.10 | 172.897 | 0.000 | 0.000 | ||
| 32 | 2025.10.01 08:00 | modify | 9 | 0.10 | 172.897 | 171.497 | 174.397 | ||
| 33 | 2025.10.05 21:00 | t/p | 9 | 0.10 | 174.397 | 171.497 | 174.397 | 96.15 | 1369.12 |
| 34 | 2025.11.20 16:00 | sell | 10 | 0.10 | 181.774 | 0.000 | 0.000 | ||
| 35 | 2025.11.20 16:00 | modify | 10 | 0.10 | 181.774 | 183.174 | 180.274 | ||
| 36 | 2025.11.21 07:30 | sell | 11 | 0.10 | 181.004 | 0.000 | 0.000 | ||
| 37 | 2025.11.21 07:30 | modify | 11 | 0.10 | 181.004 | 181.474 | 180.274 | ||
| 38 | 2025.11.21 07:30 | sell | 12 | 0.10 | 181.004 | 0.000 | 0.000 | ||
| 39 | 2025.11.21 07:30 | modify | 12 | 0.10 | 181.004 | 181.249 | 180.274 | ||
| 40 | 2025.11.21 07:30 | modify | 10 | 0.10 | 181.774 | 181.249 | 180.274 | ||
| 41 | 2025.11.21 07:35 | modify | 11 | 0.10 | 181.004 | 181.249 | 180.274 | ||
| 42 | 2025.11.21 15:20 | t/p | 10 | 0.10 | 180.274 | 181.249 | 180.274 | 94.98 | 1464.10 |
| 43 | 2025.11.21 15:20 | t/p | 11 | 0.10 | 180.274 | 181.249 | 180.274 | 46.58 | 1510.68 |
| 44 | 2025.11.21 15:20 | t/p | 12 | 0.10 | 180.274 | 181.249 | 180.274 | 46.58 | 1557.26 |
| 45 | 2025.12.09 16:00 | sell | 13 | 0.10 | 182.415 | 0.000 | 0.000 | ||
| 46 | 2025.12.09 16:00 | modify | 13 | 0.10 | 182.415 | 183.815 | 180.915 | ||
| 47 | 2025.12.16 05:05 | sell | 14 | 0.10 | 181.799 | 0.000 | 0.000 | ||
| 48 | 2025.12.16 05:05 | modify | 14 | 0.10 | 181.799 | 181.965 | 180.915 | ||
| 49 | 2025.12.16 05:05 | modify | 13 | 0.10 | 182.415 | 181.965 | 180.915 | ||
| 50 | 2025.12.16 05:40 | s/l | 13 | 0.10 | 181.965 | 181.965 | 180.915 | 23.54 | 1580.80 |
| 51 | 2025.12.16 05:40 | s/l | 14 | 0.10 | 181.965 | 181.965 | 180.915 | -10.60 | 1570.20 |
| 52 | 2026.01.13 08:00 | sell | 15 | 0.10 | 185.389 | 0.000 | 0.000 | ||
| 53 | 2026.01.13 08:00 | modify | 15 | 0.10 | 185.389 | 186.789 | 183.889 | ||
| 54 | 2026.01.14 12:45 | sell | 16 | 0.10 | 184.771 | 0.000 | 0.000 | ||
| 55 | 2026.01.14 12:45 | modify | 16 | 0.10 | 184.771 | 184.939 | 183.889 | ||
| 56 | 2026.01.14 12:45 | modify | 15 | 0.10 | 185.389 | 184.939 | 183.889 | ||
| 57 | 2026.01.14 21:20 | sell | 17 | 0.10 | 184.613 | 0.000 | 0.000 | ||
| 58 | 2026.01.14 21:20 | modify | 17 | 0.10 | 184.613 | 185.089 | 183.889 | ||
| 59 | 2026.01.14 21:20 | sell | 18 | 0.10 | 184.613 | 0.000 | 0.000 | ||
| 60 | 2026.01.14 21:20 | modify | 18 | 0.10 | 184.613 | 184.864 | 183.889 | ||
| 61 | 2026.01.14 21:20 | modify | 16 | 0.10 | 184.771 | 184.864 | 183.889 | ||
| 62 | 2026.01.14 21:20 | modify | 15 | 0.10 | 185.389 | 184.864 | 183.889 | ||
| 63 | 2026.01.14 21:25 | modify | 17 | 0.10 | 184.613 | 184.864 | 183.889 | ||
| 64 | 2026.01.16 02:30 | t/p | 15 | 0.10 | 183.889 | 184.864 | 183.889 | 92.02 | 1662.22 |
| 65 | 2026.01.16 02:30 | t/p | 16 | 0.10 | 183.889 | 184.864 | 183.889 | 53.33 | 1715.55 |
| 66 | 2026.01.16 02:30 | t/p | 17 | 0.10 | 183.889 | 184.864 | 183.889 | 43.25 | 1758.81 |
| 67 | 2026.01.16 02:30 | t/p | 18 | 0.10 | 183.889 | 184.864 | 183.889 | 43.25 | 1802.06 |
| 68 | 2026.02.04 04:00 | sell | 19 | 0.10 | 184.877 | 0.000 | 0.000 | ||
| 69 | 2026.02.04 04:00 | modify | 19 | 0.10 | 184.877 | 186.277 | 183.377 | ||
| 70 | 2026.02.10 13:55 | sell | 20 | 0.10 | 184.253 | 0.000 | 0.000 | ||
| 71 | 2026.02.10 13:55 | modify | 20 | 0.10 | 184.253 | 184.427 | 183.377 | ||
| 72 | 2026.02.10 13:55 | modify | 19 | 0.10 | 184.877 | 184.427 | 183.377 | ||
| 73 | 2026.02.10 14:20 | sell | 21 | 0.10 | 184.116 | 0.000 | 0.000 | ||
| 74 | 2026.02.10 14:20 | modify | 21 | 0.10 | 184.116 | 184.577 | 183.377 | ||
| 75 | 2026.02.10 14:20 | sell | 22 | 0.10 | 184.116 | 0.000 | 0.000 | ||
| 76 | 2026.02.10 14:20 | modify | 22 | 0.10 | 184.116 | 184.352 | 183.377 | ||
| 77 | 2026.02.10 14:20 | modify | 20 | 0.10 | 184.253 | 184.352 | 183.377 | ||
| 78 | 2026.02.10 14:20 | modify | 19 | 0.10 | 184.877 | 184.352 | 183.377 | ||
| 79 | 2026.02.10 14:25 | modify | 21 | 0.10 | 184.116 | 184.352 | 183.377 | ||
| 80 | 2026.02.11 00:40 | t/p | 19 | 0.10 | 183.377 | 184.352 | 183.377 | 90.55 | 1892.61 |
| 81 | 2026.02.11 00:40 | t/p | 20 | 0.10 | 183.377 | 184.352 | 183.377 | 55.16 | 1947.77 |
| 82 | 2026.02.11 00:40 | t/p | 21 | 0.10 | 183.377 | 184.352 | 183.377 | 46.42 | 1994.19 |
| 83 | 2026.02.11 00:40 | t/p | 22 | 0.10 | 183.377 | 184.352 | 183.377 | 46.42 | 2040.61 |
| 84 | 2026.04.30 16:00 | buy | 23 | 0.10 | 183.411 | 0.000 | 0.000 | ||
| 85 | 2026.04.30 16:00 | modify | 23 | 0.10 | 183.411 | 182.011 | 184.911 | ||
| 86 | 2026.04.30 23:59 | close at stop | 23 | 0.10 | 183.670 | 182.011 | 184.911 | 16.53 | 2057.14 |