Strategy Tester Report
FT_TrendFollower
| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 30 Minutes (M30) 2025.07.01 00:00 - 2025.09.18 23:30 (2025.07.01 - 2025.09.19) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | GMMA0="Íàñòðîéêà GMMA:"; SrartGMMAPer=50; EndGMMAPer=200; CountLine=5; EMA48="Íàñòðîéêà EMASIG4-8:"; EMA4=4; EMA8=8; TradeBar="Íà êàêîì áàðå ðàáîòàåì:"; TradeShift=1; SL="Íàñòðîéêè ÑòîïËîññà:"; Stoploss1=1; Stoploss1Pips=5; Stoploss2=0; Stoploss2Pips=25; Q="Íàñòðîéêè Âûõîäà:"; Quit=1; HMAPer=80; Quit1=0; Quit2=0; ChPer=34; | ||||
| Bars in test | 3782 | Ticks modelled | 6412166 | Modelling quality | 29.44% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (16) | ||
| Total net profit | -22.20 | Gross profit | 153.14 | Gross loss | -175.34 |
| Profit factor | 0.87 | Expected payoff | -0.77 | ||
| Absolute drawdown | 23.28 | Maximal drawdown | 102.15 (1.01%) | Relative drawdown | 1.01% (102.15) |
| Total trades | 29 | Short positions (won %) | 14 (28.57%) | Long positions (won %) | 15 (40.00%) |
| Profit trades (% of total) | 10 (34.48%) | Loss trades (% of total) | 19 (65.52%) | ||
| Largest | profit trade | 25.89 | loss trade | -25.70 | |
| Average | profit trade | 15.31 | loss trade | -9.23 | |
| Maximum | consecutive wins (profit in money) | 2 (51.78) | consecutive losses (loss in money) | 10 (-96.11) | |
| Maximal | consecutive profit (count of wins) | 51.78 (2) | consecutive loss (count of losses) | -96.11 (10) | |
| Average | consecutive wins | 2 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.07.02 00:30 | sell | 1 | 0.10 | 143.393 | 143.412 | 0.000 | ||
| 2 | 2025.07.02 00:30 | s/l | 1 | 0.10 | 143.412 | 143.412 | 0.000 | -1.32 | 9998.68 |
| 3 | 2025.07.04 18:00 | buy | 2 | 0.10 | 144.528 | 144.407 | 0.000 | ||
| 4 | 2025.07.07 00:00 | s/l | 2 | 0.10 | 144.407 | 144.407 | 0.000 | -8.38 | 9990.30 |
| 5 | 2025.07.11 04:00 | buy | 3 | 0.10 | 146.566 | 146.337 | 0.000 | ||
| 6 | 2025.07.11 04:18 | close | 3 | 0.05 | 146.756 | 146.337 | 0.000 | 6.47 | 9996.77 |
| 7 | 2025.07.11 04:18 | buy | 4 | 0.05 | 146.566 | 146.337 | 0.000 | ||
| 8 | 2025.07.11 04:18 | close | 4 | 0.05 | 146.756 | 146.337 | 0.000 | 6.47 | 10003.24 |
| 9 | 2025.07.14 06:00 | buy | 5 | 0.10 | 147.286 | 147.170 | 0.000 | ||
| 10 | 2025.07.14 06:48 | s/l | 5 | 0.10 | 147.170 | 147.170 | 0.000 | -7.88 | 9995.36 |
| 11 | 2025.07.14 15:00 | buy | 6 | 0.10 | 147.422 | 147.210 | 0.000 | ||
| 12 | 2025.07.15 15:48 | close | 6 | 0.05 | 148.035 | 147.210 | 0.000 | 20.70 | 10016.06 |
| 13 | 2025.07.15 15:48 | buy | 7 | 0.05 | 147.422 | 147.210 | 0.000 | ||
| 14 | 2025.07.15 15:48 | close | 7 | 0.05 | 148.035 | 147.210 | 0.000 | 20.70 | 10036.76 |
| 15 | 2025.07.16 16:30 | buy | 8 | 0.10 | 148.828 | 148.577 | 0.000 | ||
| 16 | 2025.07.16 17:43 | s/l | 8 | 0.10 | 148.577 | 148.577 | 0.000 | -16.89 | 10019.87 |
| 17 | 2025.07.17 20:30 | buy | 9 | 0.10 | 148.604 | 148.540 | 0.000 | ||
| 18 | 2025.07.18 00:43 | s/l | 9 | 0.10 | 148.540 | 148.540 | 0.000 | -4.31 | 10015.56 |
| 19 | 2025.07.18 07:00 | buy | 10 | 0.10 | 148.677 | 148.552 | 0.000 | ||
| 20 | 2025.07.18 11:48 | s/l | 10 | 0.10 | 148.552 | 148.552 | 0.000 | -8.41 | 10007.15 |
| 21 | 2025.07.18 20:00 | buy | 11 | 0.10 | 148.703 | 148.566 | 0.000 | ||
| 22 | 2025.07.21 00:00 | s/l | 11 | 0.10 | 148.566 | 148.566 | 0.000 | -9.26 | 9997.89 |
| 23 | 2025.07.22 13:00 | sell | 12 | 0.10 | 147.430 | 147.614 | 0.000 | ||
| 24 | 2025.07.22 16:19 | close | 12 | 0.05 | 146.741 | 147.614 | 0.000 | 23.48 | 10021.37 |
| 25 | 2025.07.22 16:19 | sell | 13 | 0.05 | 147.430 | 147.614 | 0.000 | ||
| 26 | 2025.07.22 16:19 | close | 13 | 0.05 | 146.741 | 147.614 | 0.000 | 23.48 | 10044.85 |
| 27 | 2025.07.23 11:00 | sell | 14 | 0.10 | 146.747 | 146.860 | 0.000 | ||
| 28 | 2025.07.23 11:31 | s/l | 14 | 0.10 | 146.860 | 146.860 | 0.000 | -7.69 | 10037.16 |
| 29 | 2025.07.29 10:30 | buy | 15 | 0.10 | 148.686 | 148.462 | 0.000 | ||
| 30 | 2025.07.29 11:14 | s/l | 15 | 0.10 | 148.462 | 148.462 | 0.000 | -15.09 | 10022.07 |
| 31 | 2025.07.31 10:30 | buy | 16 | 0.10 | 149.294 | 148.826 | 0.000 | ||
| 32 | 2025.07.31 14:19 | close | 16 | 0.05 | 150.071 | 148.826 | 0.000 | 25.89 | 10047.96 |
| 33 | 2025.07.31 14:19 | buy | 17 | 0.05 | 149.294 | 148.826 | 0.000 | ||
| 34 | 2025.07.31 14:19 | close | 17 | 0.05 | 150.071 | 148.826 | 0.000 | 25.89 | 10073.85 |
| 35 | 2025.08.06 06:30 | sell | 18 | 0.10 | 147.388 | 147.574 | 0.000 | ||
| 36 | 2025.08.06 10:02 | s/l | 18 | 0.10 | 147.574 | 147.574 | 0.000 | -12.60 | 10061.25 |
| 37 | 2025.08.06 16:00 | sell | 19 | 0.10 | 147.436 | 147.590 | 0.000 | ||
| 38 | 2025.08.06 18:32 | s/l | 19 | 0.10 | 147.590 | 147.590 | 0.000 | -10.43 | 10050.82 |
| 39 | 2025.08.07 08:30 | sell | 20 | 0.10 | 147.266 | 147.352 | 0.000 | ||
| 40 | 2025.08.07 08:49 | s/l | 20 | 0.10 | 147.352 | 147.352 | 0.000 | -5.84 | 10044.98 |
| 41 | 2025.08.07 16:30 | sell | 21 | 0.10 | 147.170 | 147.336 | 0.000 | ||
| 42 | 2025.08.07 17:09 | s/l | 21 | 0.10 | 147.336 | 147.336 | 0.000 | -11.27 | 10033.71 |
| 43 | 2025.08.07 23:00 | sell | 22 | 0.10 | 147.078 | 147.457 | 0.000 | ||
| 44 | 2025.08.08 09:36 | s/l | 22 | 0.10 | 147.457 | 147.457 | 0.000 | -25.70 | 10008.01 |
| 45 | 2025.08.19 13:00 | buy | 23 | 0.10 | 147.776 | 147.704 | 0.000 | ||
| 46 | 2025.08.19 13:09 | s/l | 23 | 0.10 | 147.704 | 147.704 | 0.000 | -4.87 | 10003.14 |
| 47 | 2025.08.29 12:30 | sell | 24 | 0.10 | 146.984 | 147.053 | 0.000 | ||
| 48 | 2025.08.29 12:43 | s/l | 24 | 0.10 | 147.053 | 147.053 | 0.000 | -4.69 | 9998.45 |
| 49 | 2025.09.04 08:00 | buy | 25 | 0.10 | 148.253 | 148.103 | 0.000 | ||
| 50 | 2025.09.04 15:18 | s/l | 25 | 0.10 | 148.103 | 148.103 | 0.000 | -10.13 | 9988.32 |
| 51 | 2025.09.10 17:30 | sell | 26 | 0.10 | 147.327 | 147.411 | 0.000 | ||
| 52 | 2025.09.10 17:48 | s/l | 26 | 0.10 | 147.411 | 147.411 | 0.000 | -5.70 | 9982.62 |
| 53 | 2025.09.11 02:00 | sell | 27 | 0.10 | 147.342 | 147.414 | 0.000 | ||
| 54 | 2025.09.11 03:13 | s/l | 27 | 0.10 | 147.414 | 147.414 | 0.000 | -4.88 | 9977.74 |
| 55 | 2025.09.16 16:30 | sell | 28 | 0.10 | 146.899 | 147.153 | 0.000 | ||
| 56 | 2025.09.16 16:30 | close | 28 | 0.05 | 146.898 | 147.153 | 0.000 | 0.03 | 9977.77 |
| 57 | 2025.09.16 16:30 | sell | 29 | 0.05 | 146.899 | 147.153 | 0.000 | ||
| 58 | 2025.09.16 16:30 | close | 29 | 0.05 | 146.898 | 147.153 | 0.000 | 0.03 | 9977.80 |