Strategy Tester Report
FT_BollingerBands+RSI+SAR
SymbolUSDCAD (US Dollar vs Canadian Dollar)
Period1 Hour (H1) 2024.10.03 00:00 - 2025.01.07 23:00 (2024.10.01 - 2025.01.08)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersrsiperiod=8; bbperiod=14; bbotcl=1; SL=50; TP=135; MG=564651; Lots=0.1; mn=10; otstup=105; rsiup=30; rsidw=70; SARstep=0.003; SARmax=0.2; SarTrailingStop=1; TrailingStep=5;
Bars in test1692Ticks modelled6491243Modelling quality47.08%
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (15)
Total net profit-70.51Gross profit61.10Gross loss-131.61
Profit factor0.46Expected payoff-10.07
Absolute drawdown79.47Maximal drawdown138.11 (1.37%)Relative drawdown1.37% (138.11)
Total trades7Short positions (won %)0 (0.00%)Long positions (won %)7 (42.86%)
Profit trades (% of total)3 (42.86%)Loss trades (% of total)4 (57.14%)
Largestprofit trade38.97loss trade-36.20
Averageprofit trade20.37loss trade-32.90
Maximumconsecutive wins (profit in money)1 (38.97)consecutive losses (loss in money)2 (-71.02)
Maximalconsecutive profit (count of wins)38.97 (1)consecutive loss (count of losses)-71.02 (2)
Averageconsecutive wins1consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.10.03 01:00buy stop10.101.361421.356421.37492
22024.10.03 10:00sell stop20.101.338591.343591.32509
32024.10.03 14:00delete20.101.338591.343591.32509
42024.10.03 19:00sell stop30.101.340101.345101.32660
52024.10.03 21:00delete30.101.340101.345101.32660
62024.10.04 03:00sell stop40.101.344001.349001.33050
72024.10.04 10:00delete40.101.344001.349001.33050
82024.10.04 11:00sell stop50.101.344471.349471.33097
92024.10.04 16:00delete50.101.344471.349471.33097
102024.10.07 07:00sell stop60.101.346651.351651.33315
112024.10.07 09:00delete60.101.346651.351651.33315
122024.10.07 15:00sell stop70.101.346651.351651.33315
132024.10.07 17:00delete70.101.346651.351651.33315
142024.10.07 17:30buy10.101.361421.356421.37492
152024.10.07 18:00modify10.101.361421.357621.37492
162024.10.07 21:00modify10.101.361421.358341.37492
172024.10.07 23:00modify10.101.361421.358881.37492
182024.10.08 01:00modify10.101.361421.359521.37492
192024.10.08 03:00modify10.101.361421.360081.37492
202024.10.08 04:00sell stop80.101.347291.352291.33379
212024.10.08 06:00modify10.101.361421.360791.37492
222024.10.08 09:00modify10.101.361421.361361.37492
232024.10.08 10:00delete80.101.347291.352291.33379
242024.10.08 12:00modify10.101.361421.361891.37492
252024.10.08 15:00modify10.101.361421.362431.37492
262024.10.08 18:00modify10.101.361421.362981.37492
272024.10.08 20:00modify10.101.361421.363651.37492
282024.10.08 21:00sell stop90.101.353031.358031.33953
292024.10.08 22:00modify10.101.361421.364211.37492
302024.10.09 00:03s/l10.101.364211.364211.3749220.4510020.45
312024.10.09 15:00delete90.101.353031.358031.33953
322024.10.10 06:00sell stop100.101.358561.363561.34506
332024.10.10 10:00delete100.101.358561.363561.34506
342024.10.10 21:00sell stop110.101.362411.367411.34891
352024.10.11 10:00delete110.101.362411.367411.34891
362024.10.11 17:00sell stop120.101.364671.369671.35117
372024.10.14 03:00delete120.101.364671.369671.35117
382024.10.14 17:00sell stop130.101.366471.371471.35297
392024.10.15 15:00delete130.101.366471.371471.35297
402024.10.15 22:00sell stop140.101.368491.373491.35499
412024.10.16 11:00buy stop150.101.389451.384451.40295
422024.10.16 21:00delete150.101.389451.384451.40295
432024.10.17 06:00buy stop160.101.386301.381301.39980
442024.10.17 11:00delete140.101.368491.373491.35499
452024.10.18 05:00sell stop170.101.367901.372901.35440
462024.10.18 18:00delete170.101.367901.372901.35440
472024.10.21 21:00sell stop180.101.370681.375681.35718
482024.10.23 14:00delete180.101.370681.375681.35718
492024.10.23 17:33buy160.101.386301.381301.39980
502024.10.23 23:00sell stop190.101.371651.376651.35815
512024.10.24 11:38s/l160.101.381301.381301.39980-36.209984.25
522024.10.24 16:00buy stop200.101.393311.388311.40681
532024.10.24 18:00delete190.101.371651.376651.35815
542024.10.25 06:00sell stop210.101.373991.378991.36049
552024.10.25 19:00delete210.101.373991.378991.36049
562024.10.28 08:00sell stop220.101.377441.382441.36394
572024.10.29 20:00delete220.101.377441.382441.36394
582024.10.30 05:00sell stop230.101.380181.385181.36668
592024.10.30 15:18buy200.101.393311.388311.40681
602024.10.30 16:00delete230.101.380181.385181.36668
612024.10.30 17:00sell stop240.101.379701.384701.36620
622024.10.30 21:00modify200.101.393311.388881.40681
632024.10.31 04:00modify200.101.393311.389401.40681
642024.10.31 12:00modify200.101.393311.389921.40681
652024.10.31 16:17s/l200.101.389921.389921.40681-24.399959.86
662024.10.31 19:00delete240.101.379701.384701.36620
672024.11.01 12:00sell stop250.101.381941.386941.36844
682024.11.01 22:00delete250.101.381941.386941.36844
692024.11.04 01:00sell stop260.101.379671.384671.36617
702024.11.04 23:00buy stop270.101.400681.395681.41418
712024.11.05 11:00delete270.101.400681.395681.41418
722024.11.06 02:00buy stop280.101.400791.395791.41429
732024.11.06 02:00delete280.101.400791.395791.41429
742024.11.06 03:00buy stop290.101.400791.395791.41429
752024.11.06 05:00delete260.101.379671.384671.36617
762024.11.07 03:00sell stop300.101.380951.385951.36745
772024.11.07 06:00delete290.101.400791.395791.41429
782024.11.08 02:00buy stop310.101.398201.393201.41170
792024.11.08 14:00delete300.101.380951.385951.36745
802024.11.08 18:00sell stop320.101.377581.382581.36408
812024.11.08 19:00delete320.101.377581.382581.36408
822024.11.11 00:00sell stop330.101.378731.383731.36523
832024.11.11 07:00delete330.101.378731.383731.36523
842024.11.11 09:00sell stop340.101.379921.384921.36642
852024.11.11 13:00delete340.101.379921.384921.36642
862024.11.11 18:00sell stop350.101.380511.385511.36701
872024.11.12 05:00delete350.101.380511.385511.36701
882024.11.12 15:00sell stop360.101.381111.386111.36761
892024.11.13 16:36buy310.101.398201.393201.41170
902024.11.13 17:00delete360.101.381111.386111.36761
912024.11.13 23:00modify310.101.398201.393751.41170
922024.11.14 02:00modify310.101.398201.394451.41170
932024.11.14 05:00modify310.101.398201.395101.41170
942024.11.14 08:00modify310.101.398201.395871.41170
952024.11.14 10:00sell stop370.101.388231.393231.37473
962024.11.14 10:00modify310.101.398201.396471.41170
972024.11.14 12:00modify310.101.398201.397011.41170
982024.11.14 15:00modify310.101.398201.397721.41170
992024.11.14 17:00delete370.101.388231.393231.37473
1002024.11.14 18:00sell stop380.101.389101.394101.37560
1012024.11.14 18:00modify310.101.398201.398401.41170
1022024.11.14 20:00modify310.101.398201.399001.41170
1032024.11.14 21:00delete380.101.389101.394101.37560
1042024.11.14 22:00modify310.101.398201.399561.41170
1052024.11.15 00:00modify310.101.398201.400271.41170
1062024.11.15 02:00modify310.101.398201.401051.41170
1072024.11.15 04:00modify310.101.398201.401851.41170
1082024.11.15 06:00modify310.101.398201.402551.41170
1092024.11.15 08:00modify310.101.398201.403151.41170
1102024.11.15 09:00sell stop390.101.394801.399801.38130
1112024.11.15 10:00modify310.101.398201.403671.41170
1122024.11.15 13:27s/l310.101.403671.403671.4117038.979998.83
1132024.11.15 17:00delete390.101.394801.399801.38130
1142024.11.18 03:00sell stop400.101.392741.397741.37924
1152024.11.19 07:00buy stop410.101.413371.408371.42687
1162024.11.19 17:00delete410.101.413371.408371.42687
1172024.11.20 06:00buy stop420.101.408931.403931.42243
1182024.11.20 13:00delete400.101.392741.397741.37924
1192024.11.20 23:00sell stop430.101.386961.391961.37346
1202024.11.21 11:00delete420.101.408931.403931.42243
1212024.11.21 13:00buy stop440.101.407801.402801.42130
1222024.11.21 18:00delete440.101.407801.402801.42130
1232024.11.21 19:00buy stop450.101.407811.402811.42131
1242024.11.22 02:00delete430.101.386961.391961.37346
1252024.11.22 10:00sell stop460.101.385701.390701.37220
1262024.11.22 12:00delete460.101.385701.390701.37220
1272024.11.22 16:00sell stop470.101.385181.390181.37168
1282024.11.25 01:00delete450.101.407811.402811.42131
1292024.11.25 10:00buy stop480.101.409231.404231.42273
1302024.11.25 19:00delete470.101.385181.390181.37168
1312024.11.26 01:50buy480.101.409231.404231.42273
1322024.11.26 12:00sell stop490.101.397961.402961.38446
1332024.11.27 10:20s/l480.101.404231.404231.42273-35.619963.22
1342024.11.28 06:00buy stop500.101.413321.408321.42682
1352024.11.28 12:00delete500.101.413321.408321.42682
1362024.11.28 23:00buy stop510.101.412431.407431.42593
1372024.11.29 04:00delete510.101.412431.407431.42593
1382024.11.29 10:00buy stop520.101.412041.407041.42554
1392024.12.02 17:00delete490.101.397961.402961.38446
1402024.12.02 21:00sell stop530.101.392211.397211.37871
1412024.12.03 11:00delete520.101.412041.407041.42554
1422024.12.03 19:00delete530.101.392211.397211.37871
1432024.12.03 22:00buy stop540.101.418021.413021.43152
1442024.12.04 07:00sell stop550.101.395581.400581.38208
1452024.12.05 14:00delete540.101.418021.413021.43152
1462024.12.05 20:00buy stop560.101.416781.411781.43028
1472024.12.06 01:00delete560.101.416781.411781.43028
1482024.12.06 03:00buy stop570.101.417091.412091.43059
1492024.12.06 15:00delete550.101.395581.400581.38208
1502024.12.09 02:00sell stop580.101.392091.397091.37859
1512024.12.09 03:00delete580.101.392091.397091.37859
1522024.12.09 04:00sell stop590.101.392091.397091.37859
1532024.12.09 06:00delete590.101.392091.397091.37859
1542024.12.09 07:52buy570.101.417091.412091.43059
1552024.12.09 10:00sell stop600.101.404181.409181.39068
1562024.12.09 14:57s/l570.101.412091.412091.43059-35.419927.81
1572024.12.09 22:00buy stop610.101.427921.422921.44142
1582024.12.09 23:00delete600.101.404181.409181.39068
1592024.12.10 12:00sell stop620.101.406141.411141.39264
1602024.12.11 10:00delete620.101.406141.411141.39264
1612024.12.11 16:00sell stop630.101.405331.410331.39183
1622024.12.11 17:00delete610.101.427921.422921.44142
1632024.12.12 18:00delete630.101.405331.410331.39183
1642024.12.12 20:00buy stop640.101.430411.425411.44391
1652024.12.13 09:00sell stop650.101.402541.407541.38904
1662024.12.16 13:00delete650.101.402541.407541.38904
1672024.12.16 18:00sell stop660.101.411371.416371.39787
1682024.12.17 07:00delete660.101.411371.416371.39787
1692024.12.17 16:00sell stop670.101.412611.417611.39911
1702024.12.17 17:02buy640.101.430411.425411.44391
1712024.12.17 18:00delete670.101.412611.417611.39911
1722024.12.17 20:00modify640.101.430411.426211.44391
1732024.12.17 22:00modify640.101.430411.426921.44391
1742024.12.18 00:00modify640.101.430411.427541.44391
1752024.12.18 02:00modify640.101.430411.428101.44391
1762024.12.18 05:00modify640.101.430411.428811.44391
1772024.12.18 08:00modify640.101.430411.429441.44391
1782024.12.18 11:00sell stop680.101.419671.424671.40617
1792024.12.18 11:00modify640.101.430411.430071.44391
1802024.12.18 14:00modify640.101.430411.430651.44391
1812024.12.18 16:08s/l640.101.430651.430651.443911.689929.49
1822024.12.18 22:00delete680.101.419671.424671.40617
1832024.12.19 22:00buy stop690.101.454731.449731.46823
1842024.12.20 09:00sell stop700.101.423851.428851.41035
1852024.12.20 19:00delete690.101.454731.449731.46823
1862024.12.20 23:00buy stop710.101.450141.445141.46364
1872024.12.23 14:00delete700.101.423851.428851.41035
1882024.12.23 19:00sell stop720.101.424311.429311.41081
1892024.12.24 14:00delete720.101.424311.429311.41081
1902024.12.24 17:00sell stop730.101.426701.431701.41320
1912024.12.27 15:00delete710.101.450141.445141.46364
1922024.12.27 18:00buy stop740.101.451591.446591.46509
1932024.12.27 19:00delete730.101.426701.431701.41320
1942024.12.30 21:00delete740.101.451591.446591.46509
1952024.12.31 07:00buy stop750.101.446601.441601.46010
1962024.12.31 22:00sell stop760.101.425811.430811.41231
1972025.01.02 13:00delete760.101.425811.430811.41231
1982025.01.02 23:00sell stop770.101.428661.433661.41516
1992025.01.03 18:00delete770.101.428661.433661.41516
2002025.01.06 02:00sell stop780.101.427721.432721.41422
2012025.01.06 04:00delete750.101.446601.441601.46010
2022025.01.06 17:00buy stop790.101.456781.451781.47028
2032025.01.07 08:00delete790.101.456781.451781.47028
2042025.01.07 14:00buy stop800.101.445391.440391.45889
2052025.01.07 21:00delete780.101.427721.432721.41422