Strategy Tester Report
FT_BollingerBands+RSI+SAR
| Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
| Period | 1 Hour (H1) 2025.07.01 00:00 - 2025.09.18 23:00 (2025.07.01 - 2025.09.19) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | rsiperiod=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 test | 2393 | Ticks modelled | 5178039 | Modelling quality | 29.44% |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | Current (18) | ||
| Total net profit | -134.06 | Gross profit | 0.00 | Gross loss | -134.06 |
| Profit factor | 0.00 | Expected payoff | -33.52 | ||
| Absolute drawdown | 134.06 | Maximal drawdown | 159.34 (1.59%) | Relative drawdown | 1.59% (159.34) |
| Total trades | 4 | Short positions (won %) | 3 (0.00%) | Long positions (won %) | 1 (0.00%) |
| Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 4 (100.00%) | ||
| Largest | profit trade | 0.00 | loss trade | -63.29 | |
| Average | profit trade | 0.00 | loss trade | -33.52 | |
| Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 4 (-134.06) | |
| Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -134.06 (4) | |
| Average | consecutive wins | 0 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.07.01 08:00 | buy stop | 1 | 0.10 | 0.80352 | 0.79852 | 0.81702 | ||
| 2 | 2025.07.01 09:00 | delete | 1 | 0.10 | 0.80352 | 0.79852 | 0.81702 | ||
| 3 | 2025.07.01 16:00 | buy stop | 2 | 0.10 | 0.80322 | 0.79822 | 0.81672 | ||
| 4 | 2025.07.02 19:00 | sell stop | 3 | 0.10 | 0.78056 | 0.78556 | 0.76706 | ||
| 5 | 2025.07.03 16:00 | delete | 3 | 0.10 | 0.78056 | 0.78556 | 0.76706 | ||
| 6 | 2025.07.04 01:00 | sell stop | 4 | 0.10 | 0.77948 | 0.78448 | 0.76598 | ||
| 7 | 2025.07.07 11:00 | delete | 4 | 0.10 | 0.77948 | 0.78448 | 0.76598 | ||
| 8 | 2025.07.08 01:00 | sell stop | 5 | 0.10 | 0.78535 | 0.79035 | 0.77185 | ||
| 9 | 2025.07.08 17:00 | delete | 5 | 0.10 | 0.78535 | 0.79035 | 0.77185 | ||
| 10 | 2025.07.08 21:00 | sell stop | 6 | 0.10 | 0.78507 | 0.79007 | 0.77157 | ||
| 11 | 2025.07.09 01:00 | delete | 2 | 0.10 | 0.80322 | 0.79822 | 0.81672 | ||
| 12 | 2025.07.09 06:00 | buy stop | 7 | 0.10 | 0.80989 | 0.80489 | 0.82339 | ||
| 13 | 2025.07.10 01:00 | delete | 7 | 0.10 | 0.80989 | 0.80489 | 0.82339 | ||
| 14 | 2025.07.10 06:00 | buy stop | 8 | 0.10 | 0.80651 | 0.80151 | 0.82001 | ||
| 15 | 2025.07.10 17:00 | delete | 6 | 0.10 | 0.78507 | 0.79007 | 0.77157 | ||
| 16 | 2025.07.11 01:00 | sell stop | 9 | 0.10 | 0.78309 | 0.78809 | 0.76959 | ||
| 17 | 2025.07.11 06:00 | delete | 9 | 0.10 | 0.78309 | 0.78809 | 0.76959 | ||
| 18 | 2025.07.11 09:00 | sell stop | 10 | 0.10 | 0.78505 | 0.79005 | 0.77155 | ||
| 19 | 2025.07.15 11:00 | delete | 8 | 0.10 | 0.80651 | 0.80151 | 0.82001 | ||
| 20 | 2025.07.15 17:00 | delete | 10 | 0.10 | 0.78505 | 0.79005 | 0.77155 | ||
| 21 | 2025.07.16 08:00 | sell stop | 11 | 0.10 | 0.79073 | 0.79573 | 0.77723 | ||
| 22 | 2025.07.16 15:00 | delete | 11 | 0.10 | 0.79073 | 0.79573 | 0.77723 | ||
| 23 | 2025.07.16 19:00 | sell stop | 12 | 0.10 | 0.78979 | 0.79479 | 0.77629 | ||
| 24 | 2025.07.17 10:00 | delete | 12 | 0.10 | 0.78979 | 0.79479 | 0.77629 | ||
| 25 | 2025.07.17 15:00 | buy stop | 13 | 0.10 | 0.81607 | 0.81107 | 0.82957 | ||
| 26 | 2025.07.17 19:00 | sell stop | 14 | 0.10 | 0.79317 | 0.79817 | 0.77967 | ||
| 27 | 2025.07.18 15:00 | delete | 13 | 0.10 | 0.81607 | 0.81107 | 0.82957 | ||
| 28 | 2025.07.18 21:00 | buy stop | 15 | 0.10 | 0.81409 | 0.80909 | 0.82759 | ||
| 29 | 2025.07.21 15:00 | delete | 15 | 0.10 | 0.81409 | 0.80909 | 0.82759 | ||
| 30 | 2025.07.21 23:00 | buy stop | 16 | 0.10 | 0.81180 | 0.80680 | 0.82530 | ||
| 31 | 2025.07.22 01:00 | delete | 16 | 0.10 | 0.81180 | 0.80680 | 0.82530 | ||
| 32 | 2025.07.22 02:00 | buy stop | 17 | 0.10 | 0.80894 | 0.80394 | 0.82244 | ||
| 33 | 2025.07.22 18:00 | delete | 17 | 0.10 | 0.80894 | 0.80394 | 0.82244 | ||
| 34 | 2025.07.22 18:37 | sell | 14 | 0.10 | 0.79317 | 0.79817 | 0.77967 | ||
| 35 | 2025.07.23 04:00 | buy stop | 18 | 0.10 | 0.80358 | 0.79858 | 0.81708 | ||
| 36 | 2025.07.23 23:00 | modify | 14 | 0.10 | 0.79317 | 0.79748 | 0.77967 | ||
| 37 | 2025.07.24 02:00 | modify | 14 | 0.10 | 0.79317 | 0.79690 | 0.77967 | ||
| 38 | 2025.07.24 05:00 | modify | 14 | 0.10 | 0.79317 | 0.79633 | 0.77967 | ||
| 39 | 2025.07.24 08:00 | modify | 14 | 0.10 | 0.79317 | 0.79582 | 0.77967 | ||
| 40 | 2025.07.24 12:00 | modify | 14 | 0.10 | 0.79317 | 0.79521 | 0.77967 | ||
| 41 | 2025.07.24 13:38 | s/l | 14 | 0.10 | 0.79521 | 0.79521 | 0.77967 | -25.65 | 9974.35 |
| 42 | 2025.07.24 21:00 | sell stop | 19 | 0.10 | 0.78249 | 0.78749 | 0.76899 | ||
| 43 | 2025.07.25 16:00 | delete | 19 | 0.10 | 0.78249 | 0.78749 | 0.76899 | ||
| 44 | 2025.07.25 20:00 | sell stop | 20 | 0.10 | 0.78417 | 0.78917 | 0.77067 | ||
| 45 | 2025.07.25 22:00 | delete | 18 | 0.10 | 0.80358 | 0.79858 | 0.81708 | ||
| 46 | 2025.07.28 08:00 | buy stop | 21 | 0.10 | 0.80639 | 0.80139 | 0.81989 | ||
| 47 | 2025.07.28 11:00 | delete | 20 | 0.10 | 0.78417 | 0.78917 | 0.77067 | ||
| 48 | 2025.07.29 01:00 | sell stop | 22 | 0.10 | 0.78949 | 0.79449 | 0.77599 | ||
| 49 | 2025.07.29 01:00 | delete | 22 | 0.10 | 0.78949 | 0.79449 | 0.77599 | ||
| 50 | 2025.07.29 05:00 | sell stop | 23 | 0.10 | 0.79113 | 0.79613 | 0.77763 | ||
| 51 | 2025.07.29 09:00 | delete | 23 | 0.10 | 0.79113 | 0.79613 | 0.77763 | ||
| 52 | 2025.07.29 09:38 | buy | 21 | 0.10 | 0.80639 | 0.80139 | 0.81989 | ||
| 53 | 2025.07.29 12:00 | sell stop | 24 | 0.10 | 0.79191 | 0.79691 | 0.77841 | ||
| 54 | 2025.07.29 14:00 | modify | 21 | 0.10 | 0.80639 | 0.80207 | 0.81989 | ||
| 55 | 2025.07.29 15:00 | delete | 24 | 0.10 | 0.79191 | 0.79691 | 0.77841 | ||
| 56 | 2025.07.29 16:00 | modify | 21 | 0.10 | 0.80639 | 0.80273 | 0.81989 | ||
| 57 | 2025.07.29 17:00 | sell stop | 25 | 0.10 | 0.79313 | 0.79813 | 0.77963 | ||
| 58 | 2025.07.29 18:00 | modify | 21 | 0.10 | 0.80639 | 0.80343 | 0.81989 | ||
| 59 | 2025.07.29 20:00 | modify | 21 | 0.10 | 0.80639 | 0.80407 | 0.81989 | ||
| 60 | 2025.07.29 22:00 | modify | 21 | 0.10 | 0.80639 | 0.80461 | 0.81989 | ||
| 61 | 2025.07.30 03:29 | s/l | 21 | 0.10 | 0.80461 | 0.80461 | 0.81989 | -22.12 | 9952.23 |
| 62 | 2025.07.30 16:00 | delete | 25 | 0.10 | 0.79313 | 0.79813 | 0.77963 | ||
| 63 | 2025.07.31 03:00 | sell stop | 26 | 0.10 | 0.79805 | 0.80305 | 0.78455 | ||
| 64 | 2025.08.01 12:00 | delete | 26 | 0.10 | 0.79805 | 0.80305 | 0.78455 | ||
| 65 | 2025.08.04 04:00 | buy stop | 27 | 0.10 | 0.81861 | 0.81361 | 0.83211 | ||
| 66 | 2025.08.05 00:00 | sell stop | 28 | 0.10 | 0.79698 | 0.80198 | 0.78348 | ||
| 67 | 2025.08.05 09:00 | delete | 28 | 0.10 | 0.79698 | 0.80198 | 0.78348 | ||
| 68 | 2025.08.05 16:00 | sell stop | 29 | 0.10 | 0.79788 | 0.80288 | 0.78438 | ||
| 69 | 2025.08.05 18:00 | delete | 27 | 0.10 | 0.81861 | 0.81361 | 0.83211 | ||
| 70 | 2025.08.06 06:00 | buy stop | 30 | 0.10 | 0.81809 | 0.81309 | 0.83159 | ||
| 71 | 2025.08.06 12:00 | delete | 29 | 0.10 | 0.79788 | 0.80288 | 0.78438 | ||
| 72 | 2025.08.07 09:00 | sell stop | 31 | 0.10 | 0.79448 | 0.79948 | 0.78098 | ||
| 73 | 2025.08.07 15:00 | delete | 31 | 0.10 | 0.79448 | 0.79948 | 0.78098 | ||
| 74 | 2025.08.08 00:00 | sell stop | 32 | 0.10 | 0.79496 | 0.79996 | 0.78146 | ||
| 75 | 2025.08.11 13:00 | delete | 32 | 0.10 | 0.79496 | 0.79996 | 0.78146 | ||
| 76 | 2025.08.12 00:00 | sell stop | 33 | 0.10 | 0.80156 | 0.80656 | 0.78806 | ||
| 77 | 2025.08.12 00:00 | delete | 33 | 0.10 | 0.80156 | 0.80656 | 0.78806 | ||
| 78 | 2025.08.12 02:00 | sell stop | 34 | 0.10 | 0.80156 | 0.80656 | 0.78806 | ||
| 79 | 2025.08.12 19:00 | delete | 30 | 0.10 | 0.81809 | 0.81309 | 0.83159 | ||
| 80 | 2025.08.13 05:00 | buy stop | 35 | 0.10 | 0.82228 | 0.81728 | 0.83578 | ||
| 81 | 2025.08.13 10:00 | delete | 35 | 0.10 | 0.82228 | 0.81728 | 0.83578 | ||
| 82 | 2025.08.13 16:00 | buy stop | 36 | 0.10 | 0.81729 | 0.81229 | 0.83079 | ||
| 83 | 2025.08.14 12:00 | delete | 34 | 0.10 | 0.80156 | 0.80656 | 0.78806 | ||
| 84 | 2025.08.14 15:00 | sell stop | 37 | 0.10 | 0.79387 | 0.79887 | 0.78037 | ||
| 85 | 2025.08.14 17:00 | delete | 37 | 0.10 | 0.79387 | 0.79887 | 0.78037 | ||
| 86 | 2025.08.14 23:00 | sell stop | 38 | 0.10 | 0.79447 | 0.79947 | 0.78097 | ||
| 87 | 2025.08.15 11:00 | delete | 36 | 0.10 | 0.81729 | 0.81229 | 0.83079 | ||
| 88 | 2025.08.15 19:00 | buy stop | 39 | 0.10 | 0.81734 | 0.81234 | 0.83084 | ||
| 89 | 2025.08.19 10:00 | delete | 39 | 0.10 | 0.81734 | 0.81234 | 0.83084 | ||
| 90 | 2025.08.19 19:00 | buy stop | 40 | 0.10 | 0.81896 | 0.81396 | 0.83246 | ||
| 91 | 2025.08.19 22:00 | delete | 38 | 0.10 | 0.79447 | 0.79947 | 0.78097 | ||
| 92 | 2025.08.20 09:00 | sell stop | 41 | 0.10 | 0.79559 | 0.80059 | 0.78209 | ||
| 93 | 2025.08.20 16:00 | delete | 40 | 0.10 | 0.81896 | 0.81396 | 0.83246 | ||
| 94 | 2025.08.21 02:00 | buy stop | 42 | 0.10 | 0.81485 | 0.80985 | 0.82835 | ||
| 95 | 2025.08.21 17:00 | delete | 41 | 0.10 | 0.79559 | 0.80059 | 0.78209 | ||
| 96 | 2025.08.22 06:00 | sell stop | 43 | 0.10 | 0.79608 | 0.80108 | 0.78258 | ||
| 97 | 2025.08.22 07:00 | delete | 43 | 0.10 | 0.79608 | 0.80108 | 0.78258 | ||
| 98 | 2025.08.22 11:00 | sell stop | 44 | 0.10 | 0.79608 | 0.80108 | 0.78258 | ||
| 99 | 2025.08.22 18:00 | delete | 42 | 0.10 | 0.81485 | 0.80985 | 0.82835 | ||
| 100 | 2025.08.25 03:00 | buy stop | 45 | 0.10 | 0.82082 | 0.81582 | 0.83432 | ||
| 101 | 2025.08.25 21:00 | delete | 44 | 0.10 | 0.79608 | 0.80108 | 0.78258 | ||
| 102 | 2025.08.26 05:00 | sell stop | 46 | 0.10 | 0.79367 | 0.79867 | 0.78017 | ||
| 103 | 2025.08.27 11:00 | delete | 46 | 0.10 | 0.79367 | 0.79867 | 0.78017 | ||
| 104 | 2025.08.27 16:00 | sell stop | 47 | 0.10 | 0.79178 | 0.79678 | 0.77828 | ||
| 105 | 2025.08.27 20:00 | delete | 45 | 0.10 | 0.82082 | 0.81582 | 0.83432 | ||
| 106 | 2025.08.28 08:00 | buy stop | 48 | 0.10 | 0.81328 | 0.80828 | 0.82678 | ||
| 107 | 2025.08.28 13:00 | delete | 48 | 0.10 | 0.81328 | 0.80828 | 0.82678 | ||
| 108 | 2025.08.28 15:00 | buy stop | 49 | 0.10 | 0.81258 | 0.80758 | 0.82608 | ||
| 109 | 2025.08.29 18:00 | delete | 49 | 0.10 | 0.81258 | 0.80758 | 0.82608 | ||
| 110 | 2025.09.01 05:00 | buy stop | 50 | 0.10 | 0.81391 | 0.80891 | 0.82741 | ||
| 111 | 2025.09.02 11:00 | delete | 47 | 0.10 | 0.79178 | 0.79678 | 0.77828 | ||
| 112 | 2025.09.02 17:00 | sell stop | 51 | 0.10 | 0.79028 | 0.79528 | 0.77678 | ||
| 113 | 2025.09.04 18:00 | delete | 51 | 0.10 | 0.79028 | 0.79528 | 0.77678 | ||
| 114 | 2025.09.04 23:00 | sell stop | 52 | 0.10 | 0.79367 | 0.79867 | 0.78017 | ||
| 115 | 2025.09.05 12:00 | delete | 50 | 0.10 | 0.81391 | 0.80891 | 0.82741 | ||
| 116 | 2025.09.08 16:36 | sell | 52 | 0.10 | 0.79367 | 0.79867 | 0.78017 | ||
| 117 | 2025.09.08 20:00 | buy stop | 53 | 0.10 | 0.80706 | 0.80206 | 0.82056 | ||
| 118 | 2025.09.08 22:00 | delete | 53 | 0.10 | 0.80706 | 0.80206 | 0.82056 | ||
| 119 | 2025.09.09 06:00 | buy stop | 54 | 0.10 | 0.80386 | 0.79886 | 0.81736 | ||
| 120 | 2025.09.09 08:00 | modify | 52 | 0.10 | 0.79367 | 0.79801 | 0.78017 | ||
| 121 | 2025.09.09 09:00 | delete | 54 | 0.10 | 0.80386 | 0.79886 | 0.81736 | ||
| 122 | 2025.09.09 10:00 | modify | 52 | 0.10 | 0.79367 | 0.79741 | 0.78017 | ||
| 123 | 2025.09.09 12:00 | modify | 52 | 0.10 | 0.79367 | 0.79678 | 0.78017 | ||
| 124 | 2025.09.09 13:00 | buy stop | 55 | 0.10 | 0.80349 | 0.79849 | 0.81699 | ||
| 125 | 2025.09.09 14:00 | modify | 52 | 0.10 | 0.79367 | 0.79622 | 0.78017 | ||
| 126 | 2025.09.09 17:00 | modify | 52 | 0.10 | 0.79367 | 0.79550 | 0.78017 | ||
| 127 | 2025.09.09 17:37 | s/l | 52 | 0.10 | 0.79550 | 0.79550 | 0.78017 | -23.00 | 9929.23 |
| 128 | 2025.09.10 06:00 | sell stop | 56 | 0.10 | 0.78498 | 0.78998 | 0.77148 | ||
| 129 | 2025.09.11 17:00 | delete | 55 | 0.10 | 0.80349 | 0.79849 | 0.81699 | ||
| 130 | 2025.09.12 04:00 | buy stop | 57 | 0.10 | 0.80681 | 0.80181 | 0.82031 | ||
| 131 | 2025.09.15 14:00 | delete | 57 | 0.10 | 0.80681 | 0.80181 | 0.82031 | ||
| 132 | 2025.09.16 00:02 | buy stop | 58 | 0.10 | 0.80602 | 0.80102 | 0.81952 | ||
| 133 | 2025.09.16 07:00 | delete | 58 | 0.10 | 0.80602 | 0.80102 | 0.81952 | ||
| 134 | 2025.09.17 02:00 | buy stop | 59 | 0.10 | 0.79707 | 0.79207 | 0.81057 | ||
| 135 | 2025.09.17 02:00 | delete | 59 | 0.10 | 0.79707 | 0.79207 | 0.81057 | ||
| 136 | 2025.09.17 03:00 | buy stop | 60 | 0.10 | 0.79707 | 0.79207 | 0.81057 | ||
| 137 | 2025.09.17 03:00 | delete | 60 | 0.10 | 0.79707 | 0.79207 | 0.81057 | ||
| 138 | 2025.09.17 07:00 | buy stop | 61 | 0.10 | 0.79758 | 0.79258 | 0.81108 | ||
| 139 | 2025.09.17 21:02 | sell | 56 | 0.10 | 0.78498 | 0.78998 | 0.77148 | ||
| 140 | 2025.09.18 07:17 | s/l | 56 | 0.10 | 0.78998 | 0.78998 | 0.77148 | -63.29 | 9865.94 |
| 141 | 2025.09.18 11:00 | sell stop | 62 | 0.10 | 0.77230 | 0.77730 | 0.75880 | ||
| 142 | 2025.09.18 17:00 | delete | 62 | 0.10 | 0.77230 | 0.77730 | 0.75880 | ||