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=0; RSIHelp="------------------------------------"; RSI_Period=9; 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=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; 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=17; 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 | 1286.32 | Gross profit | 1610.90 | Gross loss | -324.58 |
| Profit factor | 4.96 | Expected payoff | 44.36 | ||
| Absolute drawdown | 5.77 | Maximal drawdown | 139.12 (10.99%) | Relative drawdown | 10.99% (139.12) |
| Total trades | 29 | Short positions (won %) | 15 (60.00%) | Long positions (won %) | 14 (85.71%) |
| Profit trades (% of total) | 21 (72.41%) | Loss trades (% of total) | 8 (27.59%) | ||
| Largest | profit trade | 104.17 | loss trade | -60.67 | |
| Average | profit trade | 76.71 | loss trade | -40.57 | |
| Maximum | consecutive wins (profit in money) | 5 (377.88) | consecutive losses (loss in money) | 2 (-48.14) | |
| Maximal | consecutive profit (count of wins) | 377.88 (5) | consecutive loss (count of losses) | -60.67 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.05.01 16:00 | sell | 1 | 0.10 | 145.481 | 0.000 | 0.000 | ||
| 2 | 2025.05.01 16:00 | modify | 1 | 0.10 | 145.481 | 146.281 | 143.981 | ||
| 3 | 2025.05.02 16:00 | t/p | 1 | 0.10 | 143.981 | 146.281 | 143.981 | 102.50 | 1102.50 |
| 4 | 2025.05.12 08:00 | sell | 2 | 0.10 | 147.916 | 0.000 | 0.000 | ||
| 5 | 2025.05.12 08:00 | modify | 2 | 0.10 | 147.916 | 148.716 | 146.416 | ||
| 6 | 2025.05.14 12:00 | t/p | 2 | 0.10 | 146.416 | 148.716 | 146.416 | 100.05 | 1202.55 |
| 7 | 2025.05.22 08:00 | buy | 3 | 0.10 | 143.081 | 0.000 | 0.000 | ||
| 8 | 2025.05.22 08:00 | modify | 3 | 0.10 | 143.081 | 142.281 | 144.581 | ||
| 9 | 2025.05.26 04:00 | s/l | 3 | 0.10 | 142.281 | 142.281 | 144.581 | -55.80 | 1146.75 |
| 10 | 2025.06.23 08:00 | sell | 4 | 0.10 | 147.330 | 0.000 | 0.000 | ||
| 11 | 2025.06.23 08:00 | modify | 4 | 0.10 | 147.330 | 148.130 | 145.830 | ||
| 12 | 2025.06.24 00:00 | t/p | 4 | 0.10 | 145.830 | 148.130 | 145.830 | 101.50 | 1248.24 |
| 13 | 2025.07.01 12:00 | buy | 5 | 0.10 | 142.769 | 0.000 | 0.000 | ||
| 14 | 2025.07.01 12:00 | modify | 5 | 0.10 | 142.769 | 141.969 | 144.269 | ||
| 15 | 2025.07.03 16:00 | t/p | 5 | 0.10 | 144.269 | 141.969 | 144.269 | 104.17 | 1352.41 |
| 16 | 2025.07.08 12:00 | sell | 6 | 0.10 | 146.588 | 0.000 | 0.000 | ||
| 17 | 2025.07.08 12:00 | modify | 6 | 0.10 | 146.588 | 147.388 | 145.088 | ||
| 18 | 2025.07.11 16:00 | s/l | 6 | 0.10 | 147.388 | 147.388 | 145.088 | -60.67 | 1291.74 |
| 19 | 2025.07.15 16:00 | sell | 7 | 0.10 | 148.757 | 0.000 | 0.000 | ||
| 20 | 2025.07.15 16:00 | modify | 7 | 0.10 | 148.757 | 149.557 | 147.257 | ||
| 21 | 2025.07.16 16:00 | t/p | 7 | 0.10 | 147.257 | 149.557 | 147.257 | 99.99 | 1391.72 |
| 22 | 2025.09.25 16:00 | sell | 8 | 0.10 | 149.788 | 0.000 | 0.000 | ||
| 23 | 2025.09.25 16:00 | modify | 8 | 0.10 | 149.788 | 150.588 | 148.288 | ||
| 24 | 2025.09.30 08:00 | t/p | 8 | 0.10 | 148.288 | 150.588 | 148.288 | 97.47 | 1489.19 |
| 25 | 2025.10.01 08:00 | buy | 9 | 0.10 | 147.153 | 0.000 | 0.000 | ||
| 26 | 2025.10.01 08:00 | modify | 9 | 0.10 | 147.153 | 146.353 | 148.653 | ||
| 27 | 2025.10.05 20:00 | t/p | 9 | 0.10 | 148.653 | 146.353 | 148.653 | 101.04 | 1590.23 |
| 28 | 2025.10.07 12:00 | sell | 10 | 0.10 | 150.897 | 0.000 | 0.000 | ||
| 29 | 2025.10.07 12:00 | modify | 10 | 0.10 | 150.897 | 151.697 | 149.397 | ||
| 30 | 2025.10.07 20:00 | s/l | 10 | 0.10 | 151.697 | 151.697 | 149.397 | -52.65 | 1537.58 |
| 31 | 2025.10.17 08:00 | buy | 11 | 0.10 | 149.733 | 0.000 | 0.000 | ||
| 32 | 2025.10.17 08:00 | modify | 11 | 0.10 | 149.733 | 148.933 | 151.233 | ||
| 33 | 2025.10.17 20:00 | buy | 12 | 0.10 | 150.511 | 0.000 | 0.000 | ||
| 34 | 2025.10.17 20:00 | modify | 12 | 0.10 | 150.511 | 149.883 | 151.233 | ||
| 35 | 2025.10.17 20:00 | buy | 13 | 0.10 | 150.511 | 0.000 | 0.000 | ||
| 36 | 2025.10.17 20:00 | modify | 13 | 0.10 | 150.511 | 150.108 | 151.233 | ||
| 37 | 2025.10.17 20:00 | modify | 11 | 0.10 | 149.733 | 150.108 | 151.233 | ||
| 38 | 2025.10.19 20:00 | modify | 12 | 0.10 | 150.511 | 150.108 | 151.233 | ||
| 39 | 2025.10.21 08:00 | t/p | 11 | 0.10 | 151.233 | 150.108 | 151.233 | 99.58 | 1637.16 |
| 40 | 2025.10.21 08:00 | t/p | 12 | 0.10 | 151.233 | 150.108 | 151.233 | 48.11 | 1685.27 |
| 41 | 2025.10.21 08:00 | t/p | 13 | 0.10 | 151.233 | 150.108 | 151.233 | 48.11 | 1733.38 |
| 42 | 2025.10.23 08:00 | sell | 14 | 0.10 | 152.497 | 0.000 | 0.000 | ||
| 43 | 2025.10.23 08:00 | modify | 14 | 0.10 | 152.497 | 153.297 | 150.997 | ||
| 44 | 2025.10.29 00:00 | sell | 15 | 0.10 | 151.737 | 0.000 | 0.000 | ||
| 45 | 2025.10.29 00:00 | modify | 15 | 0.10 | 151.737 | 152.347 | 150.997 | ||
| 46 | 2025.10.29 00:00 | sell | 16 | 0.10 | 151.737 | 0.000 | 0.000 | ||
| 47 | 2025.10.29 00:00 | modify | 16 | 0.10 | 151.737 | 152.122 | 150.997 | ||
| 48 | 2025.10.29 00:00 | modify | 14 | 0.10 | 152.497 | 152.122 | 150.997 | ||
| 49 | 2025.10.29 04:00 | s/l | 14 | 0.10 | 152.122 | 152.122 | 150.997 | 19.56 | 1752.94 |
| 50 | 2025.10.29 04:00 | s/l | 16 | 0.10 | 152.122 | 152.122 | 150.997 | -25.32 | 1727.62 |
| 51 | 2025.10.29 04:00 | close | 15 | 0.10 | 152.084 | 152.347 | 150.997 | -22.82 | 1704.80 |
| 52 | 2025.12.01 12:00 | buy | 17 | 0.10 | 155.135 | 0.000 | 0.000 | ||
| 53 | 2025.12.01 12:00 | modify | 17 | 0.10 | 155.135 | 154.335 | 156.635 | ||
| 54 | 2025.12.08 16:00 | buy | 18 | 0.10 | 155.887 | 0.000 | 0.000 | ||
| 55 | 2025.12.08 16:00 | modify | 18 | 0.10 | 155.887 | 155.285 | 156.635 | ||
| 56 | 2025.12.08 16:00 | buy | 19 | 0.10 | 155.887 | 0.000 | 0.000 | ||
| 57 | 2025.12.08 16:00 | modify | 19 | 0.10 | 155.887 | 155.510 | 156.635 | ||
| 58 | 2025.12.08 16:00 | modify | 17 | 0.10 | 155.135 | 155.510 | 156.635 | ||
| 59 | 2025.12.08 20:00 | modify | 18 | 0.10 | 155.887 | 155.510 | 156.635 | ||
| 60 | 2025.12.09 16:00 | t/p | 17 | 0.10 | 156.635 | 155.510 | 156.635 | 97.02 | 1801.82 |
| 61 | 2025.12.09 16:00 | t/p | 18 | 0.10 | 156.635 | 155.510 | 156.635 | 47.85 | 1849.68 |
| 62 | 2025.12.09 16:00 | t/p | 19 | 0.10 | 156.635 | 155.510 | 156.635 | 47.85 | 1897.53 |
| 63 | 2025.12.09 16:00 | sell | 20 | 0.10 | 156.866 | 0.000 | 0.000 | ||
| 64 | 2025.12.09 16:00 | modify | 20 | 0.10 | 156.866 | 157.666 | 155.366 | ||
| 65 | 2025.12.11 16:00 | t/p | 20 | 0.10 | 155.366 | 157.666 | 155.366 | 91.55 | 1989.08 |
| 66 | 2025.12.19 12:00 | sell | 21 | 0.10 | 157.321 | 0.000 | 0.000 | ||
| 67 | 2025.12.19 12:00 | modify | 21 | 0.10 | 157.321 | 158.121 | 155.821 | ||
| 68 | 2025.12.23 12:00 | t/p | 21 | 0.10 | 155.821 | 158.121 | 155.821 | 93.60 | 2082.68 |
| 69 | 2026.01.09 16:00 | sell | 22 | 0.10 | 157.871 | 0.000 | 0.000 | ||
| 70 | 2026.01.09 16:00 | modify | 22 | 0.10 | 157.871 | 158.671 | 156.371 | ||
| 71 | 2026.01.13 04:00 | s/l | 22 | 0.10 | 158.671 | 158.671 | 156.371 | -52.91 | 2029.77 |
| 72 | 2026.01.13 08:00 | sell | 23 | 0.10 | 158.942 | 0.000 | 0.000 | ||
| 73 | 2026.01.13 08:00 | modify | 23 | 0.10 | 158.942 | 159.742 | 157.442 | ||
| 74 | 2026.01.18 20:00 | sell | 24 | 0.10 | 157.890 | 0.000 | 0.000 | ||
| 75 | 2026.01.18 20:00 | modify | 24 | 0.10 | 157.890 | 158.417 | 157.442 | ||
| 76 | 2026.01.18 20:00 | modify | 23 | 0.10 | 158.942 | 158.417 | 157.442 | ||
| 77 | 2026.01.20 08:00 | s/l | 23 | 0.10 | 158.417 | 158.417 | 157.442 | 24.22 | 2053.99 |
| 78 | 2026.01.20 08:00 | s/l | 24 | 0.10 | 158.417 | 158.417 | 157.442 | -35.82 | 2018.17 |
| 79 | 2026.02.11 08:00 | buy | 25 | 0.10 | 153.136 | 0.000 | 0.000 | ||
| 80 | 2026.02.11 08:00 | modify | 25 | 0.10 | 153.136 | 152.336 | 154.636 | ||
| 81 | 2026.02.11 16:00 | t/p | 25 | 0.10 | 154.636 | 152.336 | 154.636 | 97.64 | 2115.81 |
| 82 | 2026.04.08 08:00 | buy | 26 | 0.10 | 158.246 | 0.000 | 0.000 | ||
| 83 | 2026.04.08 08:00 | modify | 26 | 0.10 | 158.246 | 157.446 | 159.746 | ||
| 84 | 2026.04.09 08:00 | buy | 27 | 0.10 | 158.999 | 0.000 | 0.000 | ||
| 85 | 2026.04.09 08:00 | modify | 27 | 0.10 | 158.999 | 158.396 | 159.746 | ||
| 86 | 2026.04.09 08:00 | buy | 28 | 0.10 | 158.999 | 0.000 | 0.000 | ||
| 87 | 2026.04.09 08:00 | modify | 28 | 0.10 | 158.999 | 158.621 | 159.746 | ||
| 88 | 2026.04.09 08:00 | modify | 26 | 0.10 | 158.246 | 158.621 | 159.746 | ||
| 89 | 2026.04.09 12:00 | modify | 27 | 0.10 | 158.999 | 158.621 | 159.746 | ||
| 90 | 2026.04.13 00:00 | t/p | 26 | 0.10 | 159.746 | 158.621 | 159.746 | 94.81 | 2210.63 |
| 91 | 2026.04.13 00:00 | t/p | 27 | 0.10 | 159.746 | 158.621 | 159.746 | 47.14 | 2257.77 |
| 92 | 2026.04.13 00:00 | t/p | 28 | 0.10 | 159.746 | 158.621 | 159.746 | 47.14 | 2304.91 |
| 93 | 2026.04.30 16:00 | buy | 29 | 0.10 | 156.849 | 0.000 | 0.000 | ||
| 94 | 2026.04.30 16:00 | modify | 29 | 0.10 | 156.849 | 156.049 | 158.349 | ||
| 95 | 2026.04.30 23:59 | close at stop | 29 | 0.10 | 156.558 | 156.049 | 158.349 | -18.59 | 2286.32 |