Strategy Tester Report
FT_TrendFollower
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 1 Hour (H1) 2024.10.03 00:00 - 2025.01.07 23:00 (2024.10.01 - 2025.01.08) | ||||
| 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 | 1692 | Ticks modelled | 8301104 | Modelling quality | 48.56% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (37) | ||
| Total net profit | -155.60 | Gross profit | 172.50 | Gross loss | -328.10 |
| Profit factor | 0.53 | Expected payoff | -3.99 | ||
| Absolute drawdown | 171.20 | Maximal drawdown | 184.00 (1.84%) | Relative drawdown | 1.84% (184.00) |
| Total trades | 39 | Short positions (won %) | 30 (53.33%) | Long positions (won %) | 9 (44.44%) |
| Profit trades (% of total) | 20 (51.28%) | Loss trades (% of total) | 19 (48.72%) | ||
| Largest | profit trade | 37.75 | loss trade | -37.40 | |
| Average | profit trade | 8.62 | loss trade | -17.27 | |
| Maximum | consecutive wins (profit in money) | 6 (54.70) | consecutive losses (loss in money) | 4 (-82.90) | |
| Maximal | consecutive profit (count of wins) | 90.30 (4) | consecutive loss (count of losses) | -82.90 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.08 19:00 | sell | 1 | 0.10 | 1.30917 | 1.31020 | 0.00000 | ||
| 2 | 2024.10.08 22:40 | s/l | 1 | 0.10 | 1.31020 | 1.31020 | 0.00000 | -10.30 | 9989.70 |
| 3 | 2024.10.09 06:00 | sell | 2 | 0.10 | 1.30895 | 1.31030 | 0.00000 | ||
| 4 | 2024.10.09 08:35 | s/l | 2 | 0.10 | 1.31030 | 1.31030 | 0.00000 | -13.50 | 9976.20 |
| 5 | 2024.10.10 17:00 | sell | 3 | 0.10 | 1.30574 | 1.30880 | 0.00000 | ||
| 6 | 2024.10.10 17:07 | close | 3 | 0.05 | 1.30488 | 1.30880 | 0.00000 | 4.30 | 9980.50 |
| 7 | 2024.10.10 17:07 | sell | 4 | 0.05 | 1.30574 | 1.30880 | 0.00000 | ||
| 8 | 2024.10.10 17:07 | close | 4 | 0.05 | 1.30488 | 1.30880 | 0.00000 | 4.30 | 9984.80 |
| 9 | 2024.10.14 02:00 | sell | 5 | 0.10 | 1.30520 | 1.30710 | 0.00000 | ||
| 10 | 2024.10.14 09:01 | s/l | 5 | 0.10 | 1.30710 | 1.30710 | 0.00000 | -19.00 | 9965.80 |
| 11 | 2024.10.14 13:00 | sell | 6 | 0.10 | 1.30534 | 1.30710 | 0.00000 | ||
| 12 | 2024.10.14 14:58 | close | 6 | 0.05 | 1.30432 | 1.30710 | 0.00000 | 5.10 | 9970.90 |
| 13 | 2024.10.14 14:58 | sell | 7 | 0.05 | 1.30534 | 1.30710 | 0.00000 | ||
| 14 | 2024.10.14 14:58 | close | 7 | 0.05 | 1.30432 | 1.30710 | 0.00000 | 5.10 | 9976.00 |
| 15 | 2024.10.15 08:00 | sell | 8 | 0.10 | 1.30491 | 1.30580 | 0.00000 | ||
| 16 | 2024.10.15 09:33 | s/l | 8 | 0.10 | 1.30580 | 1.30580 | 0.00000 | -8.90 | 9967.10 |
| 17 | 2024.10.16 04:00 | sell | 9 | 0.10 | 1.30640 | 1.30720 | 0.00000 | ||
| 18 | 2024.10.16 04:23 | s/l | 9 | 0.10 | 1.30720 | 1.30720 | 0.00000 | -8.00 | 9959.10 |
| 19 | 2024.10.16 10:00 | sell | 10 | 0.10 | 1.29888 | 1.30770 | 0.00000 | ||
| 20 | 2024.10.16 10:01 | close | 10 | 0.05 | 1.29887 | 1.30770 | 0.00000 | 0.05 | 9959.15 |
| 21 | 2024.10.16 10:01 | sell | 11 | 0.05 | 1.29888 | 1.30770 | 0.00000 | ||
| 22 | 2024.10.16 10:01 | close | 11 | 0.05 | 1.29887 | 1.30770 | 0.00000 | 0.05 | 9959.20 |
| 23 | 2024.10.21 11:00 | sell | 12 | 0.10 | 1.30212 | 1.30360 | 0.00000 | ||
| 24 | 2024.10.21 12:38 | s/l | 12 | 0.10 | 1.30360 | 1.30360 | 0.00000 | -14.80 | 9944.40 |
| 25 | 2024.10.22 13:00 | sell | 13 | 0.10 | 1.29703 | 1.29960 | 0.00000 | ||
| 26 | 2024.10.22 16:03 | close | 13 | 0.05 | 1.29542 | 1.29960 | 0.00000 | 8.05 | 9952.45 |
| 27 | 2024.10.22 16:03 | sell | 14 | 0.05 | 1.29703 | 1.29960 | 0.00000 | ||
| 28 | 2024.10.22 16:03 | close | 14 | 0.05 | 1.29542 | 1.29960 | 0.00000 | 8.05 | 9960.50 |
| 29 | 2024.10.23 10:00 | sell | 15 | 0.10 | 1.29695 | 1.29990 | 0.00000 | ||
| 30 | 2024.10.23 17:12 | close | 15 | 0.05 | 1.29464 | 1.29990 | 0.00000 | 11.55 | 9972.05 |
| 31 | 2024.10.23 17:12 | sell | 16 | 0.05 | 1.29695 | 1.29990 | 0.00000 | ||
| 32 | 2024.10.23 17:12 | close | 16 | 0.05 | 1.29464 | 1.29990 | 0.00000 | 11.55 | 9983.60 |
| 33 | 2024.10.25 23:00 | sell | 17 | 0.10 | 1.29592 | 1.29730 | 0.00000 | ||
| 34 | 2024.10.28 08:12 | close | 17 | 0.05 | 1.29437 | 1.29730 | 0.00000 | 7.75 | 9991.35 |
| 35 | 2024.10.28 08:12 | sell | 18 | 0.05 | 1.29592 | 1.29730 | 0.00000 | ||
| 36 | 2024.10.28 08:12 | close | 18 | 0.05 | 1.29437 | 1.29730 | 0.00000 | 7.75 | 9999.10 |
| 37 | 2024.11.07 14:00 | sell | 19 | 0.10 | 1.29032 | 1.29160 | 0.00000 | ||
| 38 | 2024.11.07 14:01 | s/l | 19 | 0.10 | 1.29160 | 1.29160 | 0.00000 | -12.80 | 9986.30 |
| 39 | 2024.11.19 12:00 | sell | 20 | 0.10 | 1.26266 | 1.26640 | 0.00000 | ||
| 40 | 2024.11.19 17:40 | s/l | 20 | 0.10 | 1.26640 | 1.26640 | 0.00000 | -37.40 | 9948.90 |
| 41 | 2024.11.20 14:00 | sell | 21 | 0.10 | 1.26622 | 1.26670 | 0.00000 | ||
| 42 | 2024.11.20 14:00 | s/l | 21 | 0.10 | 1.26670 | 1.26670 | 0.00000 | -4.80 | 9944.10 |
| 43 | 2024.11.25 14:00 | sell | 22 | 0.10 | 1.25643 | 1.25860 | 0.00000 | ||
| 44 | 2024.11.25 15:14 | s/l | 22 | 0.10 | 1.25860 | 1.25860 | 0.00000 | -21.70 | 9922.40 |
| 45 | 2024.11.26 19:00 | sell | 23 | 0.10 | 1.25431 | 1.25710 | 0.00000 | ||
| 46 | 2024.11.26 19:22 | close | 23 | 0.05 | 1.25346 | 1.25710 | 0.00000 | 4.25 | 9926.65 |
| 47 | 2024.11.26 19:22 | sell | 24 | 0.05 | 1.25431 | 1.25710 | 0.00000 | ||
| 48 | 2024.11.26 19:22 | close | 24 | 0.05 | 1.25346 | 1.25710 | 0.00000 | 4.25 | 9930.90 |
| 49 | 2024.12.02 13:00 | buy | 25 | 0.10 | 1.27083 | 1.26930 | 0.00000 | ||
| 50 | 2024.12.02 14:38 | s/l | 25 | 0.10 | 1.26930 | 1.26930 | 0.00000 | -15.30 | 9915.60 |
| 51 | 2024.12.04 02:00 | buy | 26 | 0.10 | 1.26771 | 1.26620 | 0.00000 | ||
| 52 | 2024.12.04 02:57 | s/l | 26 | 0.10 | 1.26620 | 1.26620 | 0.00000 | -15.10 | 9900.50 |
| 53 | 2024.12.04 18:00 | buy | 27 | 0.10 | 1.27108 | 1.26670 | 0.00000 | ||
| 54 | 2024.12.04 18:10 | close | 27 | 0.05 | 1.27109 | 1.26670 | 0.00000 | 0.05 | 9900.55 |
| 55 | 2024.12.04 18:10 | buy | 28 | 0.05 | 1.27108 | 1.26670 | 0.00000 | ||
| 56 | 2024.12.04 18:10 | close | 28 | 0.05 | 1.27109 | 1.26670 | 0.00000 | 0.05 | 9900.60 |
| 57 | 2024.12.09 11:00 | buy | 29 | 0.10 | 1.27717 | 1.27510 | 0.00000 | ||
| 58 | 2024.12.09 14:48 | s/l | 29 | 0.10 | 1.27510 | 1.27510 | 0.00000 | -20.70 | 9879.90 |
| 59 | 2024.12.10 09:00 | buy | 30 | 0.10 | 1.27625 | 1.27480 | 0.00000 | ||
| 60 | 2024.12.10 09:47 | s/l | 30 | 0.10 | 1.27480 | 1.27480 | 0.00000 | -14.50 | 9865.40 |
| 61 | 2024.12.10 21:00 | buy | 31 | 0.10 | 1.27684 | 1.27400 | 0.00000 | ||
| 62 | 2024.12.11 09:38 | s/l | 31 | 0.10 | 1.27400 | 1.27400 | 0.00000 | -28.40 | 9837.00 |
| 63 | 2024.12.12 02:00 | buy | 32 | 0.10 | 1.27680 | 1.27440 | 0.00000 | ||
| 64 | 2024.12.12 09:15 | close | 32 | 0.05 | 1.27828 | 1.27440 | 0.00000 | 7.40 | 9844.40 |
| 65 | 2024.12.12 09:15 | buy | 33 | 0.05 | 1.27680 | 1.27440 | 0.00000 | ||
| 66 | 2024.12.12 09:15 | close | 33 | 0.05 | 1.27828 | 1.27440 | 0.00000 | 7.40 | 9851.80 |
| 67 | 2024.12.19 16:00 | sell | 34 | 0.10 | 1.25912 | 1.26250 | 0.00000 | ||
| 68 | 2024.12.19 19:49 | close | 34 | 0.05 | 1.25157 | 1.26250 | 0.00000 | 37.75 | 9889.55 |
| 69 | 2024.12.19 19:49 | sell | 35 | 0.05 | 1.25912 | 1.26250 | 0.00000 | ||
| 70 | 2024.12.19 19:49 | close | 35 | 0.05 | 1.25157 | 1.26250 | 0.00000 | 37.75 | 9927.30 |
| 71 | 2024.12.23 13:00 | sell | 36 | 0.10 | 1.25446 | 1.25760 | 0.00000 | ||
| 72 | 2024.12.24 16:30 | s/l | 36 | 0.10 | 1.25760 | 1.25760 | 0.00000 | -31.40 | 9895.90 |
| 73 | 2024.12.24 19:00 | sell | 37 | 0.10 | 1.25235 | 1.25470 | 0.00000 | ||
| 74 | 2024.12.26 07:22 | s/l | 37 | 0.10 | 1.25470 | 1.25470 | 0.00000 | -23.50 | 9872.40 |
| 75 | 2024.12.31 07:00 | sell | 38 | 0.10 | 1.25444 | 1.25550 | 0.00000 | ||
| 76 | 2024.12.31 07:32 | s/l | 38 | 0.10 | 1.25550 | 1.25550 | 0.00000 | -10.60 | 9861.80 |
| 77 | 2024.12.31 14:00 | sell | 39 | 0.10 | 1.25386 | 1.25560 | 0.00000 | ||
| 78 | 2024.12.31 17:13 | s/l | 39 | 0.10 | 1.25560 | 1.25560 | 0.00000 | -17.40 | 9844.40 |