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=1; RSIHelp="------------------------------------"; RSI_Period=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 945.84 | Gross profit | 1047.78 | Gross loss | -101.93 |
| Profit factor | 10.28 | Expected payoff | 63.06 | ||
| Absolute drawdown | 33.49 | Maximal drawdown | 146.78 (10.90%) | Relative drawdown | 10.90% (146.78) |
| Total trades | 15 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 9 (88.89%) |
| Profit trades (% of total) | 13 (86.67%) | Loss trades (% of total) | 2 (13.33%) | ||
| Largest | profit trade | 104.17 | loss trade | -83.34 | |
| Average | profit trade | 80.60 | loss trade | -50.97 | |
| Maximum | consecutive wins (profit in money) | 10 (742.06) | consecutive losses (loss in money) | 1 (-83.34) | |
| Maximal | consecutive profit (count of wins) | 742.06 (10) | consecutive loss (count of losses) | -83.34 (1) | |
| Average | consecutive wins | 7 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.05.12 08:00 | sell | 1 | 0.10 | 147.916 | 0.000 | 0.000 | ||
| 2 | 2025.05.12 08:00 | modify | 1 | 0.10 | 147.916 | 149.016 | 146.416 | ||
| 3 | 2025.05.14 12:00 | t/p | 1 | 0.10 | 146.416 | 149.016 | 146.416 | 100.05 | 1100.05 |
| 4 | 2025.06.23 08:00 | sell | 2 | 0.10 | 147.330 | 0.000 | 0.000 | ||
| 5 | 2025.06.23 08:00 | modify | 2 | 0.10 | 147.330 | 148.430 | 145.830 | ||
| 6 | 2025.06.24 00:00 | t/p | 2 | 0.10 | 145.830 | 148.430 | 145.830 | 101.50 | 1201.55 |
| 7 | 2025.07.01 12:00 | buy | 3 | 0.10 | 142.769 | 0.000 | 0.000 | ||
| 8 | 2025.07.01 12:00 | modify | 3 | 0.10 | 142.769 | 141.669 | 144.269 | ||
| 9 | 2025.07.03 16:00 | t/p | 3 | 0.10 | 144.269 | 141.669 | 144.269 | 104.17 | 1305.72 |
| 10 | 2025.07.08 16:00 | sell | 4 | 0.10 | 146.813 | 0.000 | 0.000 | ||
| 11 | 2025.07.08 16:00 | modify | 4 | 0.10 | 146.813 | 147.913 | 145.313 | ||
| 12 | 2025.07.15 00:00 | s/l | 4 | 0.10 | 147.913 | 147.913 | 145.313 | -83.34 | 1222.37 |
| 13 | 2025.07.15 16:00 | sell | 5 | 0.10 | 148.757 | 0.000 | 0.000 | ||
| 14 | 2025.07.15 16:00 | modify | 5 | 0.10 | 148.757 | 149.857 | 147.257 | ||
| 15 | 2025.07.16 16:00 | t/p | 5 | 0.10 | 147.257 | 149.857 | 147.257 | 99.99 | 1322.36 |
| 16 | 2025.09.25 16:00 | sell | 6 | 0.10 | 149.788 | 0.000 | 0.000 | ||
| 17 | 2025.09.25 16:00 | modify | 6 | 0.10 | 149.788 | 150.888 | 148.288 | ||
| 18 | 2025.09.30 08:00 | t/p | 6 | 0.10 | 148.288 | 150.888 | 148.288 | 97.47 | 1419.82 |
| 19 | 2025.10.17 08:00 | buy | 7 | 0.10 | 149.733 | 0.000 | 0.000 | ||
| 20 | 2025.10.17 08:00 | modify | 7 | 0.10 | 149.733 | 148.633 | 151.233 | ||
| 21 | 2025.10.17 12:00 | buy | 8 | 0.10 | 150.264 | 0.000 | 0.000 | ||
| 22 | 2025.10.17 12:00 | modify | 8 | 0.10 | 150.264 | 149.808 | 151.233 | ||
| 23 | 2025.10.17 12:00 | modify | 7 | 0.10 | 149.733 | 149.808 | 151.233 | ||
| 24 | 2025.10.17 20:00 | buy | 9 | 0.10 | 150.511 | 0.000 | 0.000 | ||
| 25 | 2025.10.17 20:00 | modify | 9 | 0.10 | 150.511 | 150.108 | 151.233 | ||
| 26 | 2025.10.17 20:00 | modify | 8 | 0.10 | 150.264 | 150.108 | 151.233 | ||
| 27 | 2025.10.17 20:00 | modify | 7 | 0.10 | 149.733 | 150.108 | 151.233 | ||
| 28 | 2025.10.21 08:00 | t/p | 7 | 0.10 | 151.233 | 150.108 | 151.233 | 99.58 | 1519.40 |
| 29 | 2025.10.21 08:00 | t/p | 8 | 0.10 | 151.233 | 150.108 | 151.233 | 64.45 | 1583.85 |
| 30 | 2025.10.21 08:00 | t/p | 9 | 0.10 | 151.233 | 150.108 | 151.233 | 48.11 | 1631.96 |
| 31 | 2025.12.19 12:00 | sell | 10 | 0.10 | 157.321 | 0.000 | 0.000 | ||
| 32 | 2025.12.19 12:00 | modify | 10 | 0.10 | 157.321 | 158.421 | 155.821 | ||
| 33 | 2025.12.23 12:00 | t/p | 10 | 0.10 | 155.821 | 158.421 | 155.821 | 93.60 | 1725.56 |
| 34 | 2026.04.08 08:00 | buy | 11 | 0.10 | 158.246 | 0.000 | 0.000 | ||
| 35 | 2026.04.08 08:00 | modify | 11 | 0.10 | 158.246 | 157.146 | 159.746 | ||
| 36 | 2026.04.09 04:00 | buy | 12 | 0.10 | 158.784 | 0.000 | 0.000 | ||
| 37 | 2026.04.09 04:00 | modify | 12 | 0.10 | 158.784 | 158.321 | 159.746 | ||
| 38 | 2026.04.09 04:00 | modify | 11 | 0.10 | 158.246 | 158.321 | 159.746 | ||
| 39 | 2026.04.09 08:00 | buy | 13 | 0.10 | 158.999 | 0.000 | 0.000 | ||
| 40 | 2026.04.09 08:00 | modify | 13 | 0.10 | 158.999 | 158.621 | 159.746 | ||
| 41 | 2026.04.09 08:00 | modify | 12 | 0.10 | 158.784 | 158.621 | 159.746 | ||
| 42 | 2026.04.09 08:00 | modify | 11 | 0.10 | 158.246 | 158.621 | 159.746 | ||
| 43 | 2026.04.10 04:00 | buy | 14 | 0.10 | 159.169 | 0.000 | 0.000 | ||
| 44 | 2026.04.10 04:00 | modify | 14 | 0.10 | 159.169 | 158.771 | 159.746 | ||
| 45 | 2026.04.10 04:00 | modify | 13 | 0.10 | 158.999 | 158.771 | 159.746 | ||
| 46 | 2026.04.10 04:00 | modify | 12 | 0.10 | 158.784 | 158.771 | 159.746 | ||
| 47 | 2026.04.10 04:00 | modify | 11 | 0.10 | 158.246 | 158.771 | 159.746 | ||
| 48 | 2026.04.13 00:00 | t/p | 11 | 0.10 | 159.746 | 158.771 | 159.746 | 94.81 | 1820.38 |
| 49 | 2026.04.13 00:00 | t/p | 12 | 0.10 | 159.746 | 158.771 | 159.746 | 60.60 | 1880.98 |
| 50 | 2026.04.13 00:00 | t/p | 13 | 0.10 | 159.746 | 158.771 | 159.746 | 47.14 | 1928.12 |
| 51 | 2026.04.13 00:00 | t/p | 14 | 0.10 | 159.746 | 158.771 | 159.746 | 36.31 | 1964.43 |
| 52 | 2026.04.30 16:00 | buy | 15 | 0.10 | 156.849 | 0.000 | 0.000 | ||
| 53 | 2026.04.30 16:00 | modify | 15 | 0.10 | 156.849 | 155.749 | 158.349 | ||
| 54 | 2026.04.30 23:59 | close at stop | 15 | 0.10 | 156.558 | 155.749 | 158.349 | -18.59 | 1945.84 |