Strategy Tester Report
FT_BollingerBands+RSI+SAR
| Symbol | USDCAD (US Dollar vs Canadian 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 | 4875969 | Modelling quality | 90.00% |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | Spread | Current (20) | ||
| Total net profit | -21.92 | Gross profit | 34.15 | Gross loss | -56.07 |
| Profit factor | 0.61 | Expected payoff | -5.48 | ||
| Absolute drawdown | 34.26 | Maximal drawdown | 60.12 (0.60%) | Relative drawdown | 0.60% (60.12) |
| Total trades | 4 | Short positions (won %) | 2 (0.00%) | Long positions (won %) | 2 (50.00%) |
| Profit trades (% of total) | 1 (25.00%) | Loss trades (% of total) | 3 (75.00%) | ||
| Largest | profit trade | 34.15 | loss trade | -36.29 | |
| Average | profit trade | 34.15 | loss trade | -18.69 | |
| Maximum | consecutive wins (profit in money) | 1 (34.15) | consecutive losses (loss in money) | 2 (-41.61) | |
| Maximal | consecutive profit (count of wins) | 34.15 (1) | consecutive loss (count of losses) | -41.61 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.07.01 14:00 | buy stop | 1 | 0.10 | 1.37226 | 1.36726 | 1.38576 | ||
| 2 | 2025.07.02 14:00 | sell stop | 2 | 0.10 | 1.35384 | 1.35884 | 1.34034 | ||
| 3 | 2025.07.02 19:00 | delete | 1 | 0.10 | 1.37226 | 1.36726 | 1.38576 | ||
| 4 | 2025.07.03 06:00 | buy stop | 3 | 0.10 | 1.37613 | 1.37113 | 1.38963 | ||
| 5 | 2025.07.03 16:00 | delete | 2 | 0.10 | 1.35384 | 1.35884 | 1.34034 | ||
| 6 | 2025.07.07 00:00 | sell stop | 4 | 0.10 | 1.34834 | 1.35334 | 1.33484 | ||
| 7 | 2025.07.07 07:00 | delete | 4 | 0.10 | 1.34834 | 1.35334 | 1.33484 | ||
| 8 | 2025.07.07 16:00 | sell stop | 5 | 0.10 | 1.34812 | 1.35312 | 1.33462 | ||
| 9 | 2025.07.08 18:00 | delete | 5 | 0.10 | 1.34812 | 1.35312 | 1.33462 | ||
| 10 | 2025.07.09 00:00 | sell stop | 6 | 0.10 | 1.35327 | 1.35827 | 1.33977 | ||
| 11 | 2025.07.09 15:00 | delete | 6 | 0.10 | 1.35327 | 1.35827 | 1.33977 | ||
| 12 | 2025.07.09 17:00 | sell stop | 7 | 0.10 | 1.35599 | 1.36099 | 1.34249 | ||
| 13 | 2025.07.11 00:00 | delete | 3 | 0.10 | 1.37613 | 1.37113 | 1.38963 | ||
| 14 | 2025.07.11 04:00 | buy stop | 8 | 0.10 | 1.38127 | 1.37627 | 1.39477 | ||
| 15 | 2025.07.11 06:00 | delete | 7 | 0.10 | 1.35599 | 1.36099 | 1.34249 | ||
| 16 | 2025.07.11 19:00 | sell stop | 9 | 0.10 | 1.35461 | 1.35961 | 1.34111 | ||
| 17 | 2025.07.16 17:00 | delete | 9 | 0.10 | 1.35461 | 1.35961 | 1.34111 | ||
| 18 | 2025.07.16 21:00 | sell stop | 10 | 0.10 | 1.35741 | 1.36241 | 1.34391 | ||
| 19 | 2025.07.17 11:00 | delete | 10 | 0.10 | 1.35741 | 1.36241 | 1.34391 | ||
| 20 | 2025.07.17 19:00 | sell stop | 11 | 0.10 | 1.36041 | 1.36541 | 1.34691 | ||
| 21 | 2025.07.18 12:00 | delete | 8 | 0.10 | 1.38127 | 1.37627 | 1.39477 | ||
| 22 | 2025.07.18 20:00 | buy stop | 12 | 0.10 | 1.38469 | 1.37969 | 1.39819 | ||
| 23 | 2025.07.21 16:00 | delete | 12 | 0.10 | 1.38469 | 1.37969 | 1.39819 | ||
| 24 | 2025.07.22 04:00 | buy stop | 13 | 0.10 | 1.38341 | 1.37841 | 1.39691 | ||
| 25 | 2025.07.22 18:00 | delete | 13 | 0.10 | 1.38341 | 1.37841 | 1.39691 | ||
| 26 | 2025.07.22 22:37 | sell | 11 | 0.10 | 1.36041 | 1.36541 | 1.34691 | ||
| 27 | 2025.07.23 06:00 | buy stop | 14 | 0.10 | 1.37878 | 1.37378 | 1.39228 | ||
| 28 | 2025.07.23 06:00 | delete | 14 | 0.10 | 1.37878 | 1.37378 | 1.39228 | ||
| 29 | 2025.07.23 07:00 | buy stop | 15 | 0.10 | 1.37878 | 1.37378 | 1.39228 | ||
| 30 | 2025.07.23 07:00 | delete | 15 | 0.10 | 1.37878 | 1.37378 | 1.39228 | ||
| 31 | 2025.07.23 08:00 | buy stop | 16 | 0.10 | 1.37878 | 1.37378 | 1.39228 | ||
| 32 | 2025.07.23 08:00 | delete | 16 | 0.10 | 1.37878 | 1.37378 | 1.39228 | ||
| 33 | 2025.07.23 09:00 | buy stop | 17 | 0.10 | 1.37878 | 1.37378 | 1.39228 | ||
| 34 | 2025.07.23 10:00 | modify | 11 | 0.10 | 1.36041 | 1.36472 | 1.34691 | ||
| 35 | 2025.07.23 11:00 | delete | 17 | 0.10 | 1.37878 | 1.37378 | 1.39228 | ||
| 36 | 2025.07.23 12:00 | modify | 11 | 0.10 | 1.36041 | 1.36401 | 1.34691 | ||
| 37 | 2025.07.23 14:00 | modify | 11 | 0.10 | 1.36041 | 1.36321 | 1.34691 | ||
| 38 | 2025.07.23 16:00 | buy stop | 18 | 0.10 | 1.37150 | 1.36650 | 1.38500 | ||
| 39 | 2025.07.23 16:00 | modify | 11 | 0.10 | 1.36041 | 1.36238 | 1.34691 | ||
| 40 | 2025.07.23 17:28 | s/l | 11 | 0.10 | 1.36238 | 1.36238 | 1.34691 | -14.46 | 9985.54 |
| 41 | 2025.07.25 09:00 | sell stop | 19 | 0.10 | 1.35321 | 1.35821 | 1.33971 | ||
| 42 | 2025.07.25 11:00 | delete | 19 | 0.10 | 1.35321 | 1.35821 | 1.33971 | ||
| 43 | 2025.07.25 18:38 | buy | 18 | 0.10 | 1.37150 | 1.36650 | 1.38500 | ||
| 44 | 2025.07.25 23:00 | sell stop | 20 | 0.10 | 1.35612 | 1.36112 | 1.34262 | ||
| 45 | 2025.07.28 09:00 | modify | 18 | 0.10 | 1.37150 | 1.36715 | 1.38500 | ||
| 46 | 2025.07.28 11:00 | delete | 20 | 0.10 | 1.35612 | 1.36112 | 1.34262 | ||
| 47 | 2025.07.28 12:00 | modify | 18 | 0.10 | 1.37150 | 1.36793 | 1.38500 | ||
| 48 | 2025.07.28 14:00 | modify | 18 | 0.10 | 1.37150 | 1.36855 | 1.38500 | ||
| 49 | 2025.07.28 16:00 | modify | 18 | 0.10 | 1.37150 | 1.36910 | 1.38500 | ||
| 50 | 2025.07.28 18:00 | modify | 18 | 0.10 | 1.37150 | 1.36961 | 1.38500 | ||
| 51 | 2025.07.28 21:00 | modify | 18 | 0.10 | 1.37150 | 1.37027 | 1.38500 | ||
| 52 | 2025.07.29 00:00 | modify | 18 | 0.10 | 1.37150 | 1.37083 | 1.38500 | ||
| 53 | 2025.07.29 04:00 | modify | 18 | 0.10 | 1.37150 | 1.37146 | 1.38500 | ||
| 54 | 2025.07.29 06:00 | sell stop | 21 | 0.10 | 1.36047 | 1.36547 | 1.34697 | ||
| 55 | 2025.07.29 08:00 | modify | 18 | 0.10 | 1.37150 | 1.37201 | 1.38500 | ||
| 56 | 2025.07.29 11:00 | delete | 21 | 0.10 | 1.36047 | 1.36547 | 1.34697 | ||
| 57 | 2025.07.29 12:00 | modify | 18 | 0.10 | 1.37150 | 1.37262 | 1.38500 | ||
| 58 | 2025.07.29 15:00 | modify | 18 | 0.10 | 1.37150 | 1.37320 | 1.38500 | ||
| 59 | 2025.07.29 17:00 | modify | 18 | 0.10 | 1.37150 | 1.37372 | 1.38500 | ||
| 60 | 2025.07.29 19:00 | modify | 18 | 0.10 | 1.37150 | 1.37434 | 1.38500 | ||
| 61 | 2025.07.29 21:00 | modify | 18 | 0.10 | 1.37150 | 1.37498 | 1.38500 | ||
| 62 | 2025.07.29 22:00 | sell stop | 22 | 0.10 | 1.36439 | 1.36939 | 1.35089 | ||
| 63 | 2025.07.29 23:00 | modify | 18 | 0.10 | 1.37150 | 1.37552 | 1.38500 | ||
| 64 | 2025.07.30 02:00 | modify | 18 | 0.10 | 1.37150 | 1.37620 | 1.38500 | ||
| 65 | 2025.07.30 03:32 | s/l | 18 | 0.10 | 1.37620 | 1.37620 | 1.38500 | 34.15 | 10019.69 |
| 66 | 2025.07.30 14:00 | delete | 22 | 0.10 | 1.36439 | 1.36939 | 1.35089 | ||
| 67 | 2025.07.31 01:00 | sell stop | 23 | 0.10 | 1.36917 | 1.37417 | 1.35567 | ||
| 68 | 2025.07.31 12:00 | delete | 23 | 0.10 | 1.36917 | 1.37417 | 1.35567 | ||
| 69 | 2025.07.31 18:00 | sell stop | 24 | 0.10 | 1.37074 | 1.37574 | 1.35724 | ||
| 70 | 2025.08.01 13:00 | delete | 24 | 0.10 | 1.37074 | 1.37574 | 1.35724 | ||
| 71 | 2025.08.01 19:00 | sell stop | 25 | 0.10 | 1.36571 | 1.37071 | 1.35221 | ||
| 72 | 2025.08.04 11:00 | buy stop | 26 | 0.10 | 1.38993 | 1.38493 | 1.40343 | ||
| 73 | 2025.08.04 17:00 | delete | 26 | 0.10 | 1.38993 | 1.38493 | 1.40343 | ||
| 74 | 2025.08.04 19:00 | buy stop | 27 | 0.10 | 1.38945 | 1.38445 | 1.40295 | ||
| 75 | 2025.08.05 12:00 | delete | 25 | 0.10 | 1.36571 | 1.37071 | 1.35221 | ||
| 76 | 2025.08.05 17:00 | sell stop | 28 | 0.10 | 1.36679 | 1.37179 | 1.35329 | ||
| 77 | 2025.08.06 11:00 | delete | 27 | 0.10 | 1.38945 | 1.38445 | 1.40295 | ||
| 78 | 2025.08.07 02:00 | buy stop | 29 | 0.10 | 1.38523 | 1.38023 | 1.39873 | ||
| 79 | 2025.08.07 08:00 | delete | 29 | 0.10 | 1.38523 | 1.38023 | 1.39873 | ||
| 80 | 2025.08.07 12:00 | buy stop | 30 | 0.10 | 1.38507 | 1.38007 | 1.39857 | ||
| 81 | 2025.08.07 18:00 | delete | 28 | 0.10 | 1.36679 | 1.37179 | 1.35329 | ||
| 82 | 2025.08.11 05:00 | sell stop | 31 | 0.10 | 1.36388 | 1.36888 | 1.35038 | ||
| 83 | 2025.08.11 11:00 | delete | 31 | 0.10 | 1.36388 | 1.36888 | 1.35038 | ||
| 84 | 2025.08.11 22:00 | sell stop | 32 | 0.10 | 1.36391 | 1.36891 | 1.35041 | ||
| 85 | 2025.08.12 15:00 | delete | 32 | 0.10 | 1.36391 | 1.36891 | 1.35041 | ||
| 86 | 2025.08.12 16:00 | sell stop | 33 | 0.10 | 1.36661 | 1.37161 | 1.35311 | ||
| 87 | 2025.08.13 13:00 | delete | 30 | 0.10 | 1.38507 | 1.38007 | 1.39857 | ||
| 88 | 2025.08.13 20:00 | buy stop | 34 | 0.10 | 1.38794 | 1.38294 | 1.40144 | ||
| 89 | 2025.08.14 05:00 | delete | 34 | 0.10 | 1.38794 | 1.38294 | 1.40144 | ||
| 90 | 2025.08.14 07:00 | buy stop | 35 | 0.10 | 1.38780 | 1.38280 | 1.40130 | ||
| 91 | 2025.08.14 12:00 | delete | 33 | 0.10 | 1.36661 | 1.37161 | 1.35311 | ||
| 92 | 2025.08.15 04:00 | sell stop | 36 | 0.10 | 1.36997 | 1.37497 | 1.35647 | ||
| 93 | 2025.08.15 14:00 | delete | 35 | 0.10 | 1.38780 | 1.38280 | 1.40130 | ||
| 94 | 2025.08.15 17:00 | buy stop | 37 | 0.10 | 1.39110 | 1.38610 | 1.40460 | ||
| 95 | 2025.08.15 21:00 | delete | 36 | 0.10 | 1.36997 | 1.37497 | 1.35647 | ||
| 96 | 2025.08.18 14:00 | sell stop | 38 | 0.10 | 1.36862 | 1.37362 | 1.35512 | ||
| 97 | 2025.08.18 18:00 | delete | 38 | 0.10 | 1.36862 | 1.37362 | 1.35512 | ||
| 98 | 2025.08.19 10:00 | sell stop | 39 | 0.10 | 1.36906 | 1.37406 | 1.35556 | ||
| 99 | 2025.08.19 16:00 | delete | 39 | 0.10 | 1.36906 | 1.37406 | 1.35556 | ||
| 100 | 2025.08.20 07:00 | sell stop | 40 | 0.10 | 1.37497 | 1.37997 | 1.36147 | ||
| 101 | 2025.08.20 12:00 | delete | 40 | 0.10 | 1.37497 | 1.37997 | 1.36147 | ||
| 102 | 2025.08.20 15:00 | sell stop | 41 | 0.10 | 1.37625 | 1.38125 | 1.36275 | ||
| 103 | 2025.08.21 16:00 | delete | 41 | 0.10 | 1.37625 | 1.38125 | 1.36275 | ||
| 104 | 2025.08.21 23:29 | buy | 37 | 0.10 | 1.39110 | 1.38610 | 1.40460 | ||
| 105 | 2025.08.22 00:00 | modify | 37 | 0.10 | 1.39110 | 1.38868 | 1.40460 | ||
| 106 | 2025.08.22 03:00 | sell stop | 42 | 0.10 | 1.37854 | 1.38354 | 1.36504 | ||
| 107 | 2025.08.22 04:00 | modify | 37 | 0.10 | 1.39110 | 1.38932 | 1.40460 | ||
| 108 | 2025.08.22 05:00 | delete | 42 | 0.10 | 1.37854 | 1.38354 | 1.36504 | ||
| 109 | 2025.08.22 08:00 | modify | 37 | 0.10 | 1.39110 | 1.38984 | 1.40460 | ||
| 110 | 2025.08.22 11:00 | sell stop | 43 | 0.10 | 1.37935 | 1.38435 | 1.36585 | ||
| 111 | 2025.08.22 12:00 | modify | 37 | 0.10 | 1.39110 | 1.39036 | 1.40460 | ||
| 112 | 2025.08.22 17:03 | s/l | 37 | 0.10 | 1.39036 | 1.39036 | 1.40460 | -5.32 | 10014.37 |
| 113 | 2025.08.25 07:00 | buy stop | 44 | 0.10 | 1.39484 | 1.38984 | 1.40834 | ||
| 114 | 2025.08.25 22:00 | delete | 43 | 0.10 | 1.37935 | 1.38435 | 1.36585 | ||
| 115 | 2025.08.26 09:00 | sell stop | 45 | 0.10 | 1.37358 | 1.37858 | 1.36008 | ||
| 116 | 2025.08.26 18:00 | delete | 44 | 0.10 | 1.39484 | 1.38984 | 1.40834 | ||
| 117 | 2025.08.27 06:00 | buy stop | 46 | 0.10 | 1.39458 | 1.38958 | 1.40808 | ||
| 118 | 2025.08.27 13:00 | delete | 45 | 0.10 | 1.37358 | 1.37858 | 1.36008 | ||
| 119 | 2025.08.27 19:00 | delete | 46 | 0.10 | 1.39458 | 1.38958 | 1.40808 | ||
| 120 | 2025.08.27 23:00 | sell stop | 47 | 0.10 | 1.36769 | 1.37269 | 1.35419 | ||
| 121 | 2025.08.28 08:00 | buy stop | 48 | 0.10 | 1.39621 | 1.39121 | 1.40971 | ||
| 122 | 2025.08.28 12:00 | delete | 48 | 0.10 | 1.39621 | 1.39121 | 1.40971 | ||
| 123 | 2025.08.28 23:00 | buy stop | 49 | 0.10 | 1.38896 | 1.38396 | 1.40246 | ||
| 124 | 2025.08.29 11:00 | delete | 49 | 0.10 | 1.38896 | 1.38396 | 1.40246 | ||
| 125 | 2025.08.29 13:00 | buy stop | 50 | 0.10 | 1.38617 | 1.38117 | 1.39967 | ||
| 126 | 2025.09.02 11:00 | delete | 47 | 0.10 | 1.36769 | 1.37269 | 1.35419 | ||
| 127 | 2025.09.02 20:00 | sell stop | 51 | 0.10 | 1.36395 | 1.36895 | 1.35045 | ||
| 128 | 2025.09.04 09:00 | delete | 51 | 0.10 | 1.36395 | 1.36895 | 1.35045 | ||
| 129 | 2025.09.04 17:00 | sell stop | 52 | 0.10 | 1.36772 | 1.37272 | 1.35422 | ||
| 130 | 2025.09.04 18:00 | delete | 52 | 0.10 | 1.36772 | 1.37272 | 1.35422 | ||
| 131 | 2025.09.04 19:00 | sell stop | 53 | 0.10 | 1.36981 | 1.37481 | 1.35631 | ||
| 132 | 2025.09.05 11:00 | delete | 50 | 0.10 | 1.38617 | 1.38117 | 1.39967 | ||
| 133 | 2025.09.05 15:00 | buy stop | 54 | 0.10 | 1.39156 | 1.38656 | 1.40506 | ||
| 134 | 2025.09.05 18:00 | delete | 53 | 0.10 | 1.36981 | 1.37481 | 1.35631 | ||
| 135 | 2025.09.08 09:00 | sell stop | 55 | 0.10 | 1.37162 | 1.37662 | 1.35812 | ||
| 136 | 2025.09.08 14:00 | delete | 54 | 0.10 | 1.39156 | 1.38656 | 1.40506 | ||
| 137 | 2025.09.08 18:00 | buy stop | 56 | 0.10 | 1.39586 | 1.39086 | 1.40936 | ||
| 138 | 2025.09.09 19:00 | delete | 55 | 0.10 | 1.37162 | 1.37662 | 1.35812 | ||
| 139 | 2025.09.10 08:00 | sell stop | 57 | 0.10 | 1.37311 | 1.37811 | 1.35961 | ||
| 140 | 2025.09.11 09:00 | delete | 57 | 0.10 | 1.37311 | 1.37811 | 1.35961 | ||
| 141 | 2025.09.11 17:00 | delete | 56 | 0.10 | 1.39586 | 1.39086 | 1.40936 | ||
| 142 | 2025.09.12 06:00 | buy stop | 58 | 0.10 | 1.39473 | 1.38973 | 1.40823 | ||
| 143 | 2025.09.15 07:00 | sell stop | 59 | 0.10 | 1.37270 | 1.37770 | 1.35920 | ||
| 144 | 2025.09.15 14:00 | delete | 58 | 0.10 | 1.39473 | 1.38973 | 1.40823 | ||
| 145 | 2025.09.15 17:00 | buy stop | 60 | 0.10 | 1.39460 | 1.38960 | 1.40810 | ||
| 146 | 2025.09.15 18:00 | delete | 60 | 0.10 | 1.39460 | 1.38960 | 1.40810 | ||
| 147 | 2025.09.16 08:00 | buy stop | 61 | 0.10 | 1.38870 | 1.38370 | 1.40220 | ||
| 148 | 2025.09.16 08:00 | delete | 61 | 0.10 | 1.38870 | 1.38370 | 1.40220 | ||
| 149 | 2025.09.16 09:00 | buy stop | 62 | 0.10 | 1.38870 | 1.38370 | 1.40220 | ||
| 150 | 2025.09.16 09:00 | delete | 62 | 0.10 | 1.38870 | 1.38370 | 1.40220 | ||
| 151 | 2025.09.16 11:00 | buy stop | 63 | 0.10 | 1.38870 | 1.38370 | 1.40220 | ||
| 152 | 2025.09.16 15:00 | delete | 63 | 0.10 | 1.38870 | 1.38370 | 1.40220 | ||
| 153 | 2025.09.16 22:00 | buy stop | 64 | 0.10 | 1.38812 | 1.38312 | 1.40162 | ||
| 154 | 2025.09.17 00:00 | delete | 64 | 0.10 | 1.38812 | 1.38312 | 1.40162 | ||
| 155 | 2025.09.17 04:00 | buy stop | 65 | 0.10 | 1.38593 | 1.38093 | 1.39943 | ||
| 156 | 2025.09.17 21:14 | sell | 59 | 0.10 | 1.37270 | 1.37770 | 1.35920 | ||
| 157 | 2025.09.17 21:37 | s/l | 59 | 0.10 | 1.37770 | 1.37770 | 1.35920 | -36.29 | 9978.08 |
| 158 | 2025.09.18 06:00 | sell stop | 66 | 0.10 | 1.36207 | 1.36707 | 1.34857 | ||
| 159 | 2025.09.18 08:00 | delete | 66 | 0.10 | 1.36207 | 1.36707 | 1.34857 | ||
| 160 | 2025.09.18 11:00 | sell stop | 67 | 0.10 | 1.36600 | 1.37100 | 1.35250 | ||
| 161 | 2025.09.18 17:00 | delete | 67 | 0.10 | 1.36600 | 1.37100 | 1.35250 | ||