Strategy Tester Report
FT_BollingerBands+RSI+SAR
| Symbol | NZDUSD (New Zealand Dollar vs US Dollar) | ||||
| 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 | 4204422 | Modelling quality | 90.00% |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | Current (19) | ||
| Total net profit | -16.70 | Gross profit | 2.20 | Gross loss | -18.90 |
| Profit factor | 0.12 | Expected payoff | -5.57 | ||
| Absolute drawdown | 35.70 | Maximal drawdown | 76.50 (0.76%) | Relative drawdown | 0.76% (76.50) |
| Total trades | 3 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 1 (33.33%) | Loss trades (% of total) | 2 (66.67%) | ||
| Largest | profit trade | 2.20 | loss trade | -11.00 | |
| Average | profit trade | 2.20 | loss trade | -9.45 | |
| Maximum | consecutive wins (profit in money) | 1 (2.20) | consecutive losses (loss in money) | 1 (-11.00) | |
| Maximal | consecutive profit (count of wins) | 2.20 (1) | consecutive loss (count of losses) | -11.00 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.07.01 06:00 | sell stop | 1 | 0.10 | 0.59793 | 0.60293 | 0.58443 | ||
| 2 | 2025.07.01 11:00 | delete | 1 | 0.10 | 0.59793 | 0.60293 | 0.58443 | ||
| 3 | 2025.07.01 16:00 | sell stop | 2 | 0.10 | 0.59696 | 0.60196 | 0.58346 | ||
| 4 | 2025.07.02 04:00 | buy stop | 3 | 0.10 | 0.62247 | 0.61747 | 0.63597 | ||
| 5 | 2025.07.02 12:00 | delete | 3 | 0.10 | 0.62247 | 0.61747 | 0.63597 | ||
| 6 | 2025.07.02 19:00 | buy stop | 4 | 0.10 | 0.62092 | 0.61592 | 0.63442 | ||
| 7 | 2025.07.03 16:00 | delete | 4 | 0.10 | 0.62092 | 0.61592 | 0.63442 | ||
| 8 | 2025.07.03 19:00 | buy stop | 5 | 0.10 | 0.61867 | 0.61367 | 0.63217 | ||
| 9 | 2025.07.04 18:00 | delete | 5 | 0.10 | 0.61867 | 0.61367 | 0.63217 | ||
| 10 | 2025.07.07 02:00 | buy stop | 6 | 0.10 | 0.61721 | 0.61221 | 0.63071 | ||
| 11 | 2025.07.07 04:00 | delete | 6 | 0.10 | 0.61721 | 0.61221 | 0.63071 | ||
| 12 | 2025.07.07 17:00 | buy stop | 7 | 0.10 | 0.61630 | 0.61130 | 0.62980 | ||
| 13 | 2025.07.08 11:00 | delete | 2 | 0.10 | 0.59696 | 0.60196 | 0.58346 | ||
| 14 | 2025.07.08 15:00 | sell stop | 8 | 0.10 | 0.59030 | 0.59530 | 0.57680 | ||
| 15 | 2025.07.08 17:00 | delete | 7 | 0.10 | 0.61630 | 0.61130 | 0.62980 | ||
| 16 | 2025.07.09 05:00 | buy stop | 9 | 0.10 | 0.61053 | 0.60553 | 0.62403 | ||
| 17 | 2025.07.10 10:00 | delete | 8 | 0.10 | 0.59030 | 0.59530 | 0.57680 | ||
| 18 | 2025.07.10 15:00 | sell stop | 10 | 0.10 | 0.58950 | 0.59450 | 0.57600 | ||
| 19 | 2025.07.10 23:00 | delete | 10 | 0.10 | 0.58950 | 0.59450 | 0.57600 | ||
| 20 | 2025.07.11 06:00 | sell stop | 11 | 0.10 | 0.59017 | 0.59517 | 0.57667 | ||
| 21 | 2025.07.14 01:00 | delete | 9 | 0.10 | 0.61053 | 0.60553 | 0.62403 | ||
| 22 | 2025.07.14 03:00 | buy stop | 12 | 0.10 | 0.61163 | 0.60663 | 0.62513 | ||
| 23 | 2025.07.14 19:00 | delete | 12 | 0.10 | 0.61163 | 0.60663 | 0.62513 | ||
| 24 | 2025.07.15 04:00 | buy stop | 13 | 0.10 | 0.60826 | 0.60326 | 0.62176 | ||
| 25 | 2025.07.15 11:00 | delete | 11 | 0.10 | 0.59017 | 0.59517 | 0.57667 | ||
| 26 | 2025.07.15 18:00 | delete | 13 | 0.10 | 0.60826 | 0.60326 | 0.62176 | ||
| 27 | 2025.07.16 16:00 | sell stop | 14 | 0.10 | 0.58314 | 0.58814 | 0.56964 | ||
| 28 | 2025.07.16 19:00 | buy stop | 15 | 0.10 | 0.60525 | 0.60025 | 0.61875 | ||
| 29 | 2025.07.17 06:00 | delete | 15 | 0.10 | 0.60525 | 0.60025 | 0.61875 | ||
| 30 | 2025.07.17 17:00 | buy stop | 16 | 0.10 | 0.60315 | 0.59815 | 0.61665 | ||
| 31 | 2025.07.18 02:00 | delete | 14 | 0.10 | 0.58314 | 0.58814 | 0.56964 | ||
| 32 | 2025.07.18 18:00 | sell stop | 17 | 0.10 | 0.58418 | 0.58918 | 0.57068 | ||
| 33 | 2025.07.21 04:00 | delete | 16 | 0.10 | 0.60315 | 0.59815 | 0.61665 | ||
| 34 | 2025.07.21 09:00 | buy stop | 18 | 0.10 | 0.60718 | 0.60218 | 0.62068 | ||
| 35 | 2025.07.22 09:00 | delete | 18 | 0.10 | 0.60718 | 0.60218 | 0.62068 | ||
| 36 | 2025.07.22 15:00 | buy stop | 19 | 0.10 | 0.60758 | 0.60258 | 0.62108 | ||
| 37 | 2025.07.22 18:00 | delete | 17 | 0.10 | 0.58418 | 0.58918 | 0.57068 | ||
| 38 | 2025.07.23 06:00 | sell stop | 20 | 0.10 | 0.58885 | 0.59385 | 0.57535 | ||
| 39 | 2025.07.23 08:00 | delete | 20 | 0.10 | 0.58885 | 0.59385 | 0.57535 | ||
| 40 | 2025.07.23 16:00 | sell stop | 21 | 0.10 | 0.58885 | 0.59385 | 0.57535 | ||
| 41 | 2025.07.23 18:00 | delete | 21 | 0.10 | 0.58885 | 0.59385 | 0.57535 | ||
| 42 | 2025.07.23 20:00 | sell stop | 22 | 0.10 | 0.58885 | 0.59385 | 0.57535 | ||
| 43 | 2025.07.24 06:00 | delete | 22 | 0.10 | 0.58885 | 0.59385 | 0.57535 | ||
| 44 | 2025.07.24 10:00 | sell stop | 23 | 0.10 | 0.59328 | 0.59828 | 0.57978 | ||
| 45 | 2025.07.25 00:00 | delete | 19 | 0.10 | 0.60758 | 0.60258 | 0.62108 | ||
| 46 | 2025.07.25 20:00 | buy stop | 24 | 0.10 | 0.61194 | 0.60694 | 0.62544 | ||
| 47 | 2025.07.28 04:00 | delete | 23 | 0.10 | 0.59328 | 0.59828 | 0.57978 | ||
| 48 | 2025.07.28 09:00 | sell stop | 25 | 0.10 | 0.59024 | 0.59524 | 0.57674 | ||
| 49 | 2025.07.28 11:00 | delete | 24 | 0.10 | 0.61194 | 0.60694 | 0.62544 | ||
| 50 | 2025.07.28 23:00 | buy stop | 26 | 0.10 | 0.60927 | 0.60427 | 0.62277 | ||
| 51 | 2025.07.29 04:00 | delete | 26 | 0.10 | 0.60927 | 0.60427 | 0.62277 | ||
| 52 | 2025.07.29 05:00 | buy stop | 27 | 0.10 | 0.60782 | 0.60282 | 0.62132 | ||
| 53 | 2025.07.29 10:00 | delete | 27 | 0.10 | 0.60782 | 0.60282 | 0.62132 | ||
| 54 | 2025.07.29 22:00 | buy stop | 28 | 0.10 | 0.60626 | 0.60126 | 0.61976 | ||
| 55 | 2025.07.30 14:00 | delete | 28 | 0.10 | 0.60626 | 0.60126 | 0.61976 | ||
| 56 | 2025.07.30 21:36 | sell | 25 | 0.10 | 0.59024 | 0.59524 | 0.57674 | ||
| 57 | 2025.07.31 02:00 | buy stop | 29 | 0.10 | 0.60334 | 0.59834 | 0.61684 | ||
| 58 | 2025.07.31 15:00 | modify | 25 | 0.10 | 0.59024 | 0.59463 | 0.57674 | ||
| 59 | 2025.07.31 20:00 | modify | 25 | 0.10 | 0.59024 | 0.59413 | 0.57674 | ||
| 60 | 2025.08.01 01:00 | modify | 25 | 0.10 | 0.59024 | 0.59360 | 0.57674 | ||
| 61 | 2025.08.01 05:00 | delete | 29 | 0.10 | 0.60334 | 0.59834 | 0.61684 | ||
| 62 | 2025.08.01 05:00 | modify | 25 | 0.10 | 0.59024 | 0.59300 | 0.57674 | ||
| 63 | 2025.08.01 08:00 | modify | 25 | 0.10 | 0.59024 | 0.59238 | 0.57674 | ||
| 64 | 2025.08.01 11:00 | modify | 25 | 0.10 | 0.59024 | 0.59180 | 0.57674 | ||
| 65 | 2025.08.01 14:00 | modify | 25 | 0.10 | 0.59024 | 0.59103 | 0.57674 | ||
| 66 | 2025.08.01 15:37 | s/l | 25 | 0.10 | 0.59103 | 0.59103 | 0.57674 | -7.90 | 9992.10 |
| 67 | 2025.08.01 19:00 | buy stop | 30 | 0.10 | 0.60332 | 0.59832 | 0.61682 | ||
| 68 | 2025.08.04 09:00 | sell stop | 31 | 0.10 | 0.57971 | 0.58471 | 0.56621 | ||
| 69 | 2025.08.05 12:00 | delete | 30 | 0.10 | 0.60332 | 0.59832 | 0.61682 | ||
| 70 | 2025.08.05 19:00 | buy stop | 32 | 0.10 | 0.60070 | 0.59570 | 0.61420 | ||
| 71 | 2025.08.06 04:00 | delete | 31 | 0.10 | 0.57971 | 0.58471 | 0.56621 | ||
| 72 | 2025.08.06 18:00 | sell stop | 33 | 0.10 | 0.58099 | 0.58599 | 0.56749 | ||
| 73 | 2025.08.07 08:00 | delete | 33 | 0.10 | 0.58099 | 0.58599 | 0.56749 | ||
| 74 | 2025.08.07 17:00 | sell stop | 34 | 0.10 | 0.58396 | 0.58896 | 0.57046 | ||
| 75 | 2025.08.11 15:00 | delete | 32 | 0.10 | 0.60070 | 0.59570 | 0.61420 | ||
| 76 | 2025.08.11 22:00 | buy stop | 35 | 0.10 | 0.60632 | 0.60132 | 0.61982 | ||
| 77 | 2025.08.12 10:00 | delete | 35 | 0.10 | 0.60632 | 0.60132 | 0.61982 | ||
| 78 | 2025.08.12 16:00 | buy stop | 36 | 0.10 | 0.60504 | 0.60004 | 0.61854 | ||
| 79 | 2025.08.12 19:00 | delete | 34 | 0.10 | 0.58396 | 0.58896 | 0.57046 | ||
| 80 | 2025.08.13 19:00 | sell stop | 37 | 0.10 | 0.58693 | 0.59193 | 0.57343 | ||
| 81 | 2025.08.14 05:00 | delete | 37 | 0.10 | 0.58693 | 0.59193 | 0.57343 | ||
| 82 | 2025.08.14 07:00 | sell stop | 38 | 0.10 | 0.58614 | 0.59114 | 0.57264 | ||
| 83 | 2025.08.14 10:00 | delete | 36 | 0.10 | 0.60504 | 0.60004 | 0.61854 | ||
| 84 | 2025.08.14 23:00 | buy stop | 39 | 0.10 | 0.60954 | 0.60454 | 0.62304 | ||
| 85 | 2025.08.15 00:00 | delete | 39 | 0.10 | 0.60954 | 0.60454 | 0.62304 | ||
| 86 | 2025.08.15 01:00 | buy stop | 40 | 0.10 | 0.60954 | 0.60454 | 0.62304 | ||
| 87 | 2025.08.18 05:00 | delete | 38 | 0.10 | 0.58614 | 0.59114 | 0.57264 | ||
| 88 | 2025.08.18 15:00 | sell stop | 41 | 0.10 | 0.58238 | 0.58738 | 0.56888 | ||
| 89 | 2025.08.18 18:00 | delete | 40 | 0.10 | 0.60954 | 0.60454 | 0.62304 | ||
| 90 | 2025.08.19 04:00 | buy stop | 42 | 0.10 | 0.60470 | 0.59970 | 0.61820 | ||
| 91 | 2025.08.19 19:00 | delete | 42 | 0.10 | 0.60470 | 0.59970 | 0.61820 | ||
| 92 | 2025.08.20 05:32 | sell | 41 | 0.10 | 0.58238 | 0.58738 | 0.56888 | ||
| 93 | 2025.08.20 16:00 | buy stop | 43 | 0.10 | 0.60025 | 0.59525 | 0.61375 | ||
| 94 | 2025.08.21 03:00 | modify | 41 | 0.10 | 0.58238 | 0.58674 | 0.56888 | ||
| 95 | 2025.08.21 06:00 | modify | 41 | 0.10 | 0.58238 | 0.58619 | 0.56888 | ||
| 96 | 2025.08.21 09:00 | modify | 41 | 0.10 | 0.58238 | 0.58566 | 0.56888 | ||
| 97 | 2025.08.21 12:00 | modify | 41 | 0.10 | 0.58238 | 0.58513 | 0.56888 | ||
| 98 | 2025.08.21 16:00 | modify | 41 | 0.10 | 0.58238 | 0.58452 | 0.56888 | ||
| 99 | 2025.08.21 20:00 | modify | 41 | 0.10 | 0.58238 | 0.58398 | 0.56888 | ||
| 100 | 2025.08.22 01:00 | modify | 41 | 0.10 | 0.58238 | 0.58337 | 0.56888 | ||
| 101 | 2025.08.22 07:00 | modify | 41 | 0.10 | 0.58238 | 0.58278 | 0.56888 | ||
| 102 | 2025.08.22 08:00 | delete | 43 | 0.10 | 0.60025 | 0.59525 | 0.61375 | ||
| 103 | 2025.08.22 12:00 | buy stop | 44 | 0.10 | 0.59268 | 0.58768 | 0.60618 | ||
| 104 | 2025.08.22 12:00 | modify | 41 | 0.10 | 0.58238 | 0.58216 | 0.56888 | ||
| 105 | 2025.08.22 17:02 | s/l | 41 | 0.10 | 0.58216 | 0.58216 | 0.56888 | 2.20 | 9994.30 |
| 106 | 2025.08.25 05:00 | sell stop | 45 | 0.10 | 0.56958 | 0.57458 | 0.55608 | ||
| 107 | 2025.08.25 10:00 | delete | 45 | 0.10 | 0.56958 | 0.57458 | 0.55608 | ||
| 108 | 2025.08.25 11:00 | sell stop | 46 | 0.10 | 0.57464 | 0.57964 | 0.56114 | ||
| 109 | 2025.08.26 07:00 | delete | 44 | 0.10 | 0.59268 | 0.58768 | 0.60618 | ||
| 110 | 2025.08.26 11:00 | buy stop | 47 | 0.10 | 0.59654 | 0.59154 | 0.61004 | ||
| 111 | 2025.08.26 19:00 | delete | 46 | 0.10 | 0.57464 | 0.57964 | 0.56114 | ||
| 112 | 2025.08.27 03:00 | sell stop | 48 | 0.10 | 0.57447 | 0.57947 | 0.56097 | ||
| 113 | 2025.08.27 08:00 | delete | 47 | 0.10 | 0.59654 | 0.59154 | 0.61004 | ||
| 114 | 2025.08.27 18:00 | buy stop | 49 | 0.10 | 0.59529 | 0.59029 | 0.60879 | ||
| 115 | 2025.08.27 20:00 | delete | 48 | 0.10 | 0.57447 | 0.57947 | 0.56097 | ||
| 116 | 2025.08.28 08:00 | sell stop | 50 | 0.10 | 0.57494 | 0.57994 | 0.56144 | ||
| 117 | 2025.08.28 14:00 | delete | 50 | 0.10 | 0.57494 | 0.57994 | 0.56144 | ||
| 118 | 2025.08.29 01:00 | sell stop | 51 | 0.10 | 0.57598 | 0.58098 | 0.56248 | ||
| 119 | 2025.08.29 05:00 | delete | 51 | 0.10 | 0.57598 | 0.58098 | 0.56248 | ||
| 120 | 2025.08.29 10:00 | sell stop | 52 | 0.10 | 0.57732 | 0.58232 | 0.56382 | ||
| 121 | 2025.08.29 11:00 | delete | 52 | 0.10 | 0.57732 | 0.58232 | 0.56382 | ||
| 122 | 2025.08.29 13:00 | sell stop | 53 | 0.10 | 0.57795 | 0.58295 | 0.56445 | ||
| 123 | 2025.08.29 18:00 | delete | 53 | 0.10 | 0.57795 | 0.58295 | 0.56445 | ||
| 124 | 2025.09.01 01:00 | sell stop | 54 | 0.10 | 0.57750 | 0.58250 | 0.56400 | ||
| 125 | 2025.09.01 04:00 | delete | 54 | 0.10 | 0.57750 | 0.58250 | 0.56400 | ||
| 126 | 2025.09.01 08:00 | sell stop | 55 | 0.10 | 0.57799 | 0.58299 | 0.56449 | ||
| 127 | 2025.09.02 07:00 | delete | 49 | 0.10 | 0.59529 | 0.59029 | 0.60879 | ||
| 128 | 2025.09.02 18:00 | buy stop | 56 | 0.10 | 0.59929 | 0.59429 | 0.61279 | ||
| 129 | 2025.09.03 19:00 | delete | 55 | 0.10 | 0.57799 | 0.58299 | 0.56449 | ||
| 130 | 2025.09.04 06:00 | sell stop | 57 | 0.10 | 0.57634 | 0.58134 | 0.56284 | ||
| 131 | 2025.09.04 11:00 | delete | 56 | 0.10 | 0.59929 | 0.59429 | 0.61279 | ||
| 132 | 2025.09.04 23:00 | buy stop | 58 | 0.10 | 0.59740 | 0.59240 | 0.61090 | ||
| 133 | 2025.09.05 05:00 | delete | 57 | 0.10 | 0.57634 | 0.58134 | 0.56284 | ||
| 134 | 2025.09.05 18:00 | sell stop | 59 | 0.10 | 0.57662 | 0.58162 | 0.56312 | ||
| 135 | 2025.09.08 10:00 | delete | 59 | 0.10 | 0.57662 | 0.58162 | 0.56312 | ||
| 136 | 2025.09.08 20:00 | sell stop | 60 | 0.10 | 0.57766 | 0.58266 | 0.56416 | ||
| 137 | 2025.09.09 03:00 | delete | 60 | 0.10 | 0.57766 | 0.58266 | 0.56416 | ||
| 138 | 2025.09.09 10:00 | sell stop | 61 | 0.10 | 0.58316 | 0.58816 | 0.56966 | ||
| 139 | 2025.09.09 13:00 | delete | 61 | 0.10 | 0.58316 | 0.58816 | 0.56966 | ||
| 140 | 2025.09.09 15:00 | sell stop | 62 | 0.10 | 0.58343 | 0.58843 | 0.56993 | ||
| 141 | 2025.09.09 21:00 | delete | 58 | 0.10 | 0.59740 | 0.59240 | 0.61090 | ||
| 142 | 2025.09.10 08:00 | delete | 62 | 0.10 | 0.58343 | 0.58843 | 0.56993 | ||
| 143 | 2025.09.10 20:00 | sell stop | 63 | 0.10 | 0.58300 | 0.58800 | 0.56950 | ||
| 144 | 2025.09.11 16:00 | buy stop | 64 | 0.10 | 0.60515 | 0.60015 | 0.61865 | ||
| 145 | 2025.09.11 17:00 | delete | 63 | 0.10 | 0.58300 | 0.58800 | 0.56950 | ||
| 146 | 2025.09.12 05:00 | sell stop | 65 | 0.10 | 0.58629 | 0.59129 | 0.57279 | ||
| 147 | 2025.09.12 12:00 | delete | 64 | 0.10 | 0.60515 | 0.60015 | 0.61865 | ||
| 148 | 2025.09.12 21:00 | buy stop | 66 | 0.10 | 0.60629 | 0.60129 | 0.61979 | ||
| 149 | 2025.09.16 20:00 | delete | 65 | 0.10 | 0.58629 | 0.59129 | 0.57279 | ||
| 150 | 2025.09.17 04:00 | sell stop | 67 | 0.10 | 0.58722 | 0.59222 | 0.57372 | ||
| 151 | 2025.09.17 10:00 | delete | 66 | 0.10 | 0.60629 | 0.60129 | 0.61979 | ||
| 152 | 2025.09.17 15:00 | buy stop | 68 | 0.10 | 0.60856 | 0.60356 | 0.62206 | ||
| 153 | 2025.09.17 22:00 | delete | 68 | 0.10 | 0.60856 | 0.60356 | 0.62206 | ||
| 154 | 2025.09.18 13:00 | buy stop | 69 | 0.10 | 0.60209 | 0.59709 | 0.61559 | ||
| 155 | 2025.09.18 16:43 | sell | 67 | 0.10 | 0.58722 | 0.59222 | 0.57372 | ||
| 156 | 2025.09.18 17:00 | delete | 69 | 0.10 | 0.60209 | 0.59709 | 0.61559 | ||
| 157 | 2025.09.18 23:59 | close at stop | 67 | 0.10 | 0.58832 | 0.59222 | 0.57372 | -11.00 | 9983.30 |