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=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 | 79435 | Modelling quality | n/a |
| Mismatched charts errors | 54 | ||||
| Initial deposit | 1000.00 | Spread | 30 | ||
| Total net profit | 1826.80 | Gross profit | 1894.30 | Gross loss | -67.50 |
| Profit factor | 28.06 | Expected payoff | 53.73 | ||
| Absolute drawdown | 51.45 | Maximal drawdown | 219.85 (12.42%) | Relative drawdown | 12.42% (219.85) |
| Total trades | 34 | Short positions (won %) | 21 (85.71%) | Long positions (won %) | 13 (92.31%) |
| Profit trades (% of total) | 30 (88.24%) | Loss trades (% of total) | 4 (11.76%) | ||
| Largest | profit trade | 104.57 | loss trade | -27.53 | |
| Average | profit trade | 63.14 | loss trade | -16.88 | |
| Maximum | consecutive wins (profit in money) | 17 (1084.84) | consecutive losses (loss in money) | 3 (-48.91) | |
| Maximal | consecutive profit (count of wins) | 1084.84 (17) | consecutive loss (count of losses) | -48.91 (3) | |
| Average | consecutive wins | 15 | consecutive losses | 2 | |
| # | 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 | 2025.05.13 19:40 | sell | 2 | 0.10 | 147.373 | 0.000 | 0.000 | ||
| 4 | 2025.05.13 19:40 | modify | 2 | 0.10 | 147.373 | 147.841 | 146.416 | ||
| 5 | 2025.05.13 19:40 | modify | 1 | 0.10 | 147.916 | 147.841 | 146.416 | ||
| 6 | 2025.05.14 01:30 | sell | 3 | 0.10 | 147.151 | 0.000 | 0.000 | ||
| 7 | 2025.05.14 01:30 | modify | 3 | 0.10 | 147.151 | 147.541 | 146.416 | ||
| 8 | 2025.05.14 01:30 | modify | 2 | 0.10 | 147.373 | 147.541 | 146.416 | ||
| 9 | 2025.05.14 01:30 | modify | 1 | 0.10 | 147.916 | 147.541 | 146.416 | ||
| 10 | 2025.05.14 01:40 | sell | 4 | 0.10 | 147.002 | 0.000 | 0.000 | ||
| 11 | 2025.05.14 01:40 | modify | 4 | 0.10 | 147.002 | 147.391 | 146.416 | ||
| 12 | 2025.05.14 01:40 | modify | 3 | 0.10 | 147.151 | 147.391 | 146.416 | ||
| 13 | 2025.05.14 01:40 | modify | 2 | 0.10 | 147.373 | 147.391 | 146.416 | ||
| 14 | 2025.05.14 01:40 | modify | 1 | 0.10 | 147.916 | 147.391 | 146.416 | ||
| 15 | 2025.05.14 08:40 | t/p | 1 | 0.10 | 146.416 | 147.391 | 146.416 | 100.08 | 1100.08 |
| 16 | 2025.05.14 08:40 | t/p | 2 | 0.10 | 146.416 | 147.391 | 146.416 | 64.21 | 1164.29 |
| 17 | 2025.05.14 08:40 | t/p | 3 | 0.10 | 146.416 | 147.391 | 146.416 | 50.29 | 1214.58 |
| 18 | 2025.05.14 08:40 | t/p | 4 | 0.10 | 146.416 | 147.391 | 146.416 | 40.09 | 1254.67 |
| 19 | 2025.06.23 08:00 | sell | 5 | 0.10 | 147.330 | 0.000 | 0.000 | ||
| 20 | 2025.06.23 08:00 | modify | 5 | 0.10 | 147.330 | 148.430 | 145.830 | ||
| 21 | 2025.06.23 14:30 | sell | 6 | 0.10 | 146.797 | 0.000 | 0.000 | ||
| 22 | 2025.06.23 14:30 | modify | 6 | 0.10 | 146.797 | 147.255 | 145.830 | ||
| 23 | 2025.06.23 14:30 | modify | 5 | 0.10 | 147.330 | 147.255 | 145.830 | ||
| 24 | 2025.06.23 14:50 | sell | 7 | 0.10 | 146.567 | 0.000 | 0.000 | ||
| 25 | 2025.06.23 14:50 | modify | 7 | 0.10 | 146.567 | 146.955 | 145.830 | ||
| 26 | 2025.06.23 14:50 | modify | 6 | 0.10 | 146.797 | 146.955 | 145.830 | ||
| 27 | 2025.06.23 14:50 | modify | 5 | 0.10 | 147.330 | 146.955 | 145.830 | ||
| 28 | 2025.06.23 16:20 | sell | 8 | 0.10 | 146.427 | 0.000 | 0.000 | ||
| 29 | 2025.06.23 16:20 | modify | 8 | 0.10 | 146.427 | 146.805 | 145.830 | ||
| 30 | 2025.06.23 16:20 | modify | 7 | 0.10 | 146.567 | 146.805 | 145.830 | ||
| 31 | 2025.06.23 16:20 | modify | 6 | 0.10 | 146.797 | 146.805 | 145.830 | ||
| 32 | 2025.06.23 16:20 | modify | 5 | 0.10 | 147.330 | 146.805 | 145.830 | ||
| 33 | 2025.06.23 22:40 | t/p | 5 | 0.10 | 145.830 | 146.805 | 145.830 | 102.90 | 1357.57 |
| 34 | 2025.06.23 22:40 | t/p | 6 | 0.10 | 145.830 | 146.805 | 145.830 | 66.34 | 1423.91 |
| 35 | 2025.06.23 22:40 | t/p | 7 | 0.10 | 145.830 | 146.805 | 145.830 | 50.56 | 1474.47 |
| 36 | 2025.06.23 22:40 | t/p | 8 | 0.10 | 145.830 | 146.805 | 145.830 | 40.96 | 1515.43 |
| 37 | 2025.07.01 12:00 | buy | 9 | 0.10 | 142.769 | 0.000 | 0.000 | ||
| 38 | 2025.07.01 12:00 | modify | 9 | 0.10 | 142.769 | 141.669 | 144.269 | ||
| 39 | 2025.07.01 13:15 | buy | 10 | 0.10 | 143.316 | 0.000 | 0.000 | ||
| 40 | 2025.07.01 13:15 | modify | 10 | 0.10 | 143.316 | 142.844 | 144.269 | ||
| 41 | 2025.07.01 13:15 | modify | 9 | 0.10 | 142.769 | 142.844 | 144.269 | ||
| 42 | 2025.07.01 15:33 | buy | 11 | 0.10 | 143.696 | 0.000 | 0.000 | ||
| 43 | 2025.07.01 15:33 | modify | 11 | 0.10 | 143.696 | 143.294 | 144.269 | ||
| 44 | 2025.07.01 15:33 | modify | 10 | 0.10 | 143.316 | 143.294 | 144.269 | ||
| 45 | 2025.07.01 15:33 | modify | 9 | 0.10 | 142.769 | 143.294 | 144.269 | ||
| 46 | 2025.07.02 03:45 | buy | 12 | 0.10 | 143.531 | 0.000 | 0.000 | ||
| 47 | 2025.07.02 03:45 | modify | 12 | 0.10 | 143.531 | 143.144 | 144.269 | ||
| 48 | 2025.07.02 03:50 | modify | 12 | 0.10 | 143.531 | 143.294 | 144.269 | ||
| 49 | 2025.07.03 12:20 | t/p | 9 | 0.10 | 144.269 | 143.294 | 144.269 | 104.57 | 1620.00 |
| 50 | 2025.07.03 12:20 | t/p | 10 | 0.10 | 144.269 | 143.294 | 144.269 | 66.70 | 1686.70 |
| 51 | 2025.07.03 12:20 | t/p | 11 | 0.10 | 144.269 | 143.294 | 144.269 | 40.38 | 1727.08 |
| 52 | 2025.07.03 12:20 | t/p | 12 | 0.10 | 144.269 | 143.294 | 144.269 | 51.63 | 1778.71 |
| 53 | 2025.07.08 16:00 | sell | 13 | 0.10 | 146.813 | 0.000 | 0.000 | ||
| 54 | 2025.07.08 16:00 | modify | 13 | 0.10 | 146.813 | 147.913 | 145.313 | ||
| 55 | 2025.07.09 14:15 | sell | 14 | 0.10 | 146.269 | 0.000 | 0.000 | ||
| 56 | 2025.07.09 14:15 | modify | 14 | 0.10 | 146.269 | 146.738 | 145.313 | ||
| 57 | 2025.07.09 14:15 | modify | 13 | 0.10 | 146.813 | 146.738 | 145.313 | ||
| 58 | 2025.07.10 00:10 | sell | 15 | 0.10 | 146.050 | 0.000 | 0.000 | ||
| 59 | 2025.07.10 00:10 | modify | 15 | 0.10 | 146.050 | 146.438 | 145.313 | ||
| 60 | 2025.07.10 00:10 | modify | 14 | 0.10 | 146.269 | 146.438 | 145.313 | ||
| 61 | 2025.07.10 00:10 | modify | 13 | 0.10 | 146.813 | 146.438 | 145.313 | ||
| 62 | 2025.07.10 00:30 | sell | 16 | 0.10 | 145.885 | 0.000 | 0.000 | ||
| 63 | 2025.07.10 00:30 | modify | 16 | 0.10 | 145.885 | 146.288 | 145.313 | ||
| 64 | 2025.07.10 00:30 | modify | 15 | 0.10 | 146.050 | 146.288 | 145.313 | ||
| 65 | 2025.07.10 00:30 | modify | 14 | 0.10 | 146.269 | 146.288 | 145.313 | ||
| 66 | 2025.07.10 00:30 | modify | 13 | 0.10 | 146.813 | 146.288 | 145.313 | ||
| 67 | 2025.07.10 04:05 | s/l | 13 | 0.10 | 146.288 | 146.288 | 145.313 | 30.75 | 1809.46 |
| 68 | 2025.07.10 04:05 | s/l | 14 | 0.10 | 146.288 | 146.288 | 145.313 | -5.12 | 1804.34 |
| 69 | 2025.07.10 04:05 | s/l | 15 | 0.10 | 146.288 | 146.288 | 145.313 | -16.26 | 1788.08 |
| 70 | 2025.07.10 04:05 | s/l | 16 | 0.10 | 146.288 | 146.288 | 145.313 | -27.53 | 1760.55 |
| 71 | 2025.07.15 16:00 | sell | 17 | 0.10 | 148.757 | 0.000 | 0.000 | ||
| 72 | 2025.07.15 16:00 | modify | 17 | 0.10 | 148.757 | 149.857 | 147.257 | ||
| 73 | 2025.07.16 15:10 | sell | 18 | 0.10 | 148.220 | 0.000 | 0.000 | ||
| 74 | 2025.07.16 15:10 | modify | 18 | 0.10 | 148.220 | 148.682 | 147.257 | ||
| 75 | 2025.07.16 15:10 | modify | 17 | 0.10 | 148.757 | 148.682 | 147.257 | ||
| 76 | 2025.07.16 15:40 | t/p | 17 | 0.10 | 147.257 | 148.682 | 147.257 | 100.81 | 1861.35 |
| 77 | 2025.07.16 15:40 | t/p | 18 | 0.10 | 147.257 | 148.682 | 147.257 | 65.54 | 1926.89 |
| 78 | 2025.09.25 16:00 | sell | 19 | 0.10 | 149.788 | 0.000 | 0.000 | ||
| 79 | 2025.09.25 16:00 | modify | 19 | 0.10 | 149.788 | 150.888 | 148.288 | ||
| 80 | 2025.09.29 01:40 | sell | 20 | 0.10 | 149.016 | 0.000 | 0.000 | ||
| 81 | 2025.09.29 01:40 | modify | 20 | 0.10 | 149.016 | 149.413 | 148.288 | ||
| 82 | 2025.09.29 01:40 | modify | 19 | 0.10 | 149.788 | 149.413 | 148.288 | ||
| 83 | 2025.09.29 03:40 | sell | 21 | 0.10 | 148.884 | 0.000 | 0.000 | ||
| 84 | 2025.09.29 03:40 | modify | 21 | 0.10 | 148.884 | 149.263 | 148.288 | ||
| 85 | 2025.09.29 03:40 | modify | 20 | 0.10 | 149.016 | 149.263 | 148.288 | ||
| 86 | 2025.09.29 03:40 | modify | 19 | 0.10 | 149.788 | 149.263 | 148.288 | ||
| 87 | 2025.09.30 05:40 | t/p | 19 | 0.10 | 148.288 | 149.263 | 148.288 | 97.35 | 2024.24 |
| 88 | 2025.09.30 05:40 | t/p | 20 | 0.10 | 148.288 | 149.263 | 148.288 | 47.83 | 2072.06 |
| 89 | 2025.09.30 05:40 | t/p | 21 | 0.10 | 148.288 | 149.263 | 148.288 | 38.93 | 2110.99 |
| 90 | 2025.10.17 08:00 | buy | 22 | 0.10 | 149.733 | 0.000 | 0.000 | ||
| 91 | 2025.10.17 08:00 | modify | 22 | 0.10 | 149.733 | 148.633 | 151.233 | ||
| 92 | 2025.10.17 11:59 | buy | 23 | 0.10 | 150.265 | 0.000 | 0.000 | ||
| 93 | 2025.10.17 11:59 | modify | 23 | 0.10 | 150.265 | 149.808 | 151.233 | ||
| 94 | 2025.10.17 11:59 | modify | 22 | 0.10 | 149.733 | 149.808 | 151.233 | ||
| 95 | 2025.10.17 12:30 | buy | 24 | 0.10 | 150.485 | 0.000 | 0.000 | ||
| 96 | 2025.10.17 12:30 | modify | 24 | 0.10 | 150.485 | 150.108 | 151.233 | ||
| 97 | 2025.10.17 12:30 | modify | 23 | 0.10 | 150.265 | 150.108 | 151.233 | ||
| 98 | 2025.10.17 12:30 | modify | 22 | 0.10 | 149.733 | 150.108 | 151.233 | ||
| 99 | 2025.10.20 04:55 | buy | 25 | 0.10 | 150.635 | 0.000 | 0.000 | ||
| 100 | 2025.10.20 04:55 | modify | 25 | 0.10 | 150.635 | 150.258 | 151.233 | ||
| 101 | 2025.10.20 04:55 | modify | 24 | 0.10 | 150.485 | 150.258 | 151.233 | ||
| 102 | 2025.10.20 04:55 | modify | 23 | 0.10 | 150.265 | 150.258 | 151.233 | ||
| 103 | 2025.10.20 04:55 | modify | 22 | 0.10 | 149.733 | 150.258 | 151.233 | ||
| 104 | 2025.10.21 04:40 | t/p | 22 | 0.10 | 151.233 | 150.258 | 151.233 | 99.54 | 2210.53 |
| 105 | 2025.10.21 04:40 | t/p | 23 | 0.10 | 151.233 | 150.258 | 151.233 | 64.36 | 2274.89 |
| 106 | 2025.10.21 04:40 | t/p | 24 | 0.10 | 151.233 | 150.258 | 151.233 | 49.81 | 2324.70 |
| 107 | 2025.10.21 04:40 | t/p | 25 | 0.10 | 151.233 | 150.258 | 151.233 | 39.72 | 2364.42 |
| 108 | 2025.12.19 12:00 | sell | 26 | 0.10 | 157.321 | 0.000 | 0.000 | ||
| 109 | 2025.12.19 12:00 | modify | 26 | 0.10 | 157.321 | 158.421 | 155.821 | ||
| 110 | 2025.12.22 17:30 | sell | 27 | 0.10 | 156.791 | 0.000 | 0.000 | ||
| 111 | 2025.12.22 17:30 | modify | 27 | 0.10 | 156.791 | 157.246 | 155.821 | ||
| 112 | 2025.12.22 17:30 | modify | 26 | 0.10 | 157.321 | 157.246 | 155.821 | ||
| 113 | 2025.12.23 01:20 | sell | 28 | 0.10 | 156.570 | 0.000 | 0.000 | ||
| 114 | 2025.12.23 01:20 | modify | 28 | 0.10 | 156.570 | 156.946 | 155.821 | ||
| 115 | 2025.12.23 01:20 | modify | 27 | 0.10 | 156.791 | 156.946 | 155.821 | ||
| 116 | 2025.12.23 01:20 | modify | 26 | 0.10 | 157.321 | 156.946 | 155.821 | ||
| 117 | 2025.12.23 01:40 | sell | 29 | 0.10 | 156.421 | 0.000 | 0.000 | ||
| 118 | 2025.12.23 01:40 | modify | 29 | 0.10 | 156.421 | 156.796 | 155.821 | ||
| 119 | 2025.12.23 01:40 | modify | 28 | 0.10 | 156.570 | 156.796 | 155.821 | ||
| 120 | 2025.12.23 01:40 | modify | 27 | 0.10 | 156.791 | 156.796 | 155.821 | ||
| 121 | 2025.12.23 01:40 | modify | 26 | 0.10 | 157.321 | 156.796 | 155.821 | ||
| 122 | 2025.12.23 09:05 | t/p | 26 | 0.10 | 155.821 | 156.796 | 155.821 | 93.78 | 2458.21 |
| 123 | 2025.12.23 09:05 | t/p | 27 | 0.10 | 155.821 | 156.796 | 155.821 | 61.03 | 2519.23 |
| 124 | 2025.12.23 09:05 | t/p | 28 | 0.10 | 155.821 | 156.796 | 155.821 | 48.10 | 2567.33 |
| 125 | 2025.12.23 09:05 | t/p | 29 | 0.10 | 155.821 | 156.796 | 155.821 | 38.53 | 2605.86 |
| 126 | 2026.04.08 08:00 | buy | 30 | 0.10 | 158.246 | 0.000 | 0.000 | ||
| 127 | 2026.04.08 08:00 | modify | 30 | 0.10 | 158.246 | 157.146 | 159.746 | ||
| 128 | 2026.04.08 18:40 | buy | 31 | 0.10 | 158.774 | 0.000 | 0.000 | ||
| 129 | 2026.04.08 18:40 | modify | 31 | 0.10 | 158.774 | 158.321 | 159.746 | ||
| 130 | 2026.04.08 18:40 | modify | 30 | 0.10 | 158.246 | 158.321 | 159.746 | ||
| 131 | 2026.04.09 07:40 | buy | 32 | 0.10 | 159.006 | 0.000 | 0.000 | ||
| 132 | 2026.04.09 07:40 | modify | 32 | 0.10 | 159.006 | 158.621 | 159.746 | ||
| 133 | 2026.04.09 07:40 | modify | 31 | 0.10 | 158.774 | 158.621 | 159.746 | ||
| 134 | 2026.04.09 07:40 | modify | 30 | 0.10 | 158.246 | 158.621 | 159.746 | ||
| 135 | 2026.04.09 20:15 | buy | 33 | 0.10 | 159.159 | 0.000 | 0.000 | ||
| 136 | 2026.04.09 20:15 | modify | 33 | 0.10 | 159.159 | 158.771 | 159.746 | ||
| 137 | 2026.04.09 20:15 | modify | 32 | 0.10 | 159.006 | 158.771 | 159.746 | ||
| 138 | 2026.04.09 20:15 | modify | 31 | 0.10 | 158.774 | 158.771 | 159.746 | ||
| 139 | 2026.04.09 20:15 | modify | 30 | 0.10 | 158.246 | 158.771 | 159.746 | ||
| 140 | 2026.04.12 22:30 | t/p | 30 | 0.10 | 159.746 | 158.771 | 159.746 | 94.59 | 2700.45 |
| 141 | 2026.04.12 22:30 | t/p | 31 | 0.10 | 159.746 | 158.771 | 159.746 | 61.54 | 2761.99 |
| 142 | 2026.04.12 22:30 | t/p | 32 | 0.10 | 159.746 | 158.771 | 159.746 | 46.48 | 2808.48 |
| 143 | 2026.04.12 22:30 | t/p | 33 | 0.10 | 159.746 | 158.771 | 159.746 | 36.91 | 2845.39 |
| 144 | 2026.04.30 16:00 | buy | 34 | 0.10 | 156.849 | 0.000 | 0.000 | ||
| 145 | 2026.04.30 16:00 | modify | 34 | 0.10 | 156.849 | 155.749 | 158.349 | ||
| 146 | 2026.04.30 23:59 | close at stop | 34 | 0.10 | 156.558 | 155.749 | 158.349 | -18.59 | 2826.80 |