Strategy Tester Report
FT_TrendFollower
| Symbol | USDCAD (US Dollar vs Canadian 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 | 6491243 | Modelling quality | 47.08% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (17) | ||
| Total net profit | 86.37 | Gross profit | 128.58 | Gross loss | -42.21 |
| Profit factor | 3.05 | Expected payoff | 3.20 | ||
| Absolute drawdown | 3.62 | Maximal drawdown | 45.83 (0.46%) | Relative drawdown | 0.46% (45.83) |
| Total trades | 27 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 27 (81.48%) |
| Profit trades (% of total) | 22 (81.48%) | Loss trades (% of total) | 5 (18.52%) | ||
| Largest | profit trade | 13.97 | loss trade | -12.10 | |
| Average | profit trade | 5.84 | loss trade | -8.44 | |
| Maximum | consecutive wins (profit in money) | 10 (37.20) | consecutive losses (loss in money) | 2 (-16.67) | |
| Maximal | consecutive profit (count of wins) | 39.14 (6) | consecutive loss (count of losses) | -16.67 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.17 11:00 | buy | 1 | 0.10 | 1.37842 | 1.37730 | 0.00000 | ||
| 2 | 2024.10.17 11:37 | close | 1 | 0.05 | 1.37843 | 1.37730 | 0.00000 | 0.04 | 10000.04 |
| 3 | 2024.10.17 11:37 | buy | 2 | 0.05 | 1.37842 | 1.37730 | 0.00000 | ||
| 4 | 2024.10.17 11:37 | close | 2 | 0.05 | 1.37843 | 1.37730 | 0.00000 | 0.04 | 10000.08 |
| 5 | 2024.10.18 17:00 | buy | 3 | 0.10 | 1.37994 | 1.37860 | 0.00000 | ||
| 6 | 2024.10.21 09:42 | close | 3 | 0.05 | 1.38170 | 1.37860 | 0.00000 | 6.37 | 10006.45 |
| 7 | 2024.10.21 09:42 | buy | 4 | 0.05 | 1.37994 | 1.37860 | 0.00000 | ||
| 8 | 2024.10.21 09:42 | close | 4 | 0.05 | 1.38170 | 1.37860 | 0.00000 | 6.37 | 10012.82 |
| 9 | 2024.10.23 12:00 | buy | 5 | 0.10 | 1.38264 | 1.38190 | 0.00000 | ||
| 10 | 2024.10.23 14:27 | close | 5 | 0.05 | 1.38316 | 1.38190 | 0.00000 | 1.88 | 10014.70 |
| 11 | 2024.10.23 14:27 | buy | 6 | 0.05 | 1.38264 | 1.38190 | 0.00000 | ||
| 12 | 2024.10.23 14:27 | close | 6 | 0.05 | 1.38316 | 1.38190 | 0.00000 | 1.88 | 10016.58 |
| 13 | 2024.10.24 18:00 | buy | 7 | 0.10 | 1.38497 | 1.38250 | 0.00000 | ||
| 14 | 2024.10.24 19:03 | close | 7 | 0.05 | 1.38618 | 1.38250 | 0.00000 | 4.36 | 10020.94 |
| 15 | 2024.10.24 19:03 | buy | 8 | 0.05 | 1.38497 | 1.38250 | 0.00000 | ||
| 16 | 2024.10.24 19:03 | close | 8 | 0.05 | 1.38618 | 1.38250 | 0.00000 | 4.36 | 10025.30 |
| 17 | 2024.10.25 17:00 | buy | 9 | 0.10 | 1.38604 | 1.38350 | 0.00000 | ||
| 18 | 2024.10.25 18:38 | close | 9 | 0.05 | 1.38769 | 1.38350 | 0.00000 | 5.95 | 10031.25 |
| 19 | 2024.10.25 18:38 | buy | 10 | 0.05 | 1.38604 | 1.38350 | 0.00000 | ||
| 20 | 2024.10.25 18:38 | close | 10 | 0.05 | 1.38769 | 1.38350 | 0.00000 | 5.95 | 10037.20 |
| 21 | 2024.10.31 04:00 | buy | 11 | 0.10 | 1.39165 | 1.39040 | 0.00000 | ||
| 22 | 2024.10.31 15:31 | s/l | 11 | 0.10 | 1.39040 | 1.39040 | 0.00000 | -8.99 | 10028.21 |
| 23 | 2024.11.01 20:00 | buy | 12 | 0.10 | 1.39444 | 1.39200 | 0.00000 | ||
| 24 | 2024.11.01 22:35 | close | 12 | 0.05 | 1.39548 | 1.39200 | 0.00000 | 3.73 | 10031.94 |
| 25 | 2024.11.01 22:35 | buy | 13 | 0.05 | 1.39444 | 1.39200 | 0.00000 | ||
| 26 | 2024.11.01 22:35 | close | 13 | 0.05 | 1.39548 | 1.39200 | 0.00000 | 3.73 | 10035.67 |
| 27 | 2024.11.27 07:00 | buy | 14 | 0.10 | 1.40735 | 1.40610 | 0.00000 | ||
| 28 | 2024.11.27 09:08 | s/l | 14 | 0.10 | 1.40610 | 1.40610 | 0.00000 | -8.89 | 10026.78 |
| 29 | 2024.12.09 21:00 | buy | 15 | 0.10 | 1.41440 | 1.41330 | 0.00000 | ||
| 30 | 2024.12.11 16:48 | s/l | 15 | 0.10 | 1.41330 | 1.41330 | 0.00000 | -7.78 | 10019.00 |
| 31 | 2024.12.12 16:00 | buy | 16 | 0.10 | 1.41703 | 1.41590 | 0.00000 | ||
| 32 | 2024.12.12 16:36 | close | 16 | 0.05 | 1.41942 | 1.41590 | 0.00000 | 8.42 | 10027.42 |
| 33 | 2024.12.12 16:36 | buy | 17 | 0.05 | 1.41703 | 1.41590 | 0.00000 | ||
| 34 | 2024.12.12 16:36 | close | 17 | 0.05 | 1.41942 | 1.41590 | 0.00000 | 8.42 | 10035.84 |
| 35 | 2024.12.19 23:00 | buy | 18 | 0.10 | 1.43934 | 1.43760 | 0.00000 | ||
| 36 | 2024.12.20 10:13 | s/l | 18 | 0.10 | 1.43760 | 1.43760 | 0.00000 | -12.10 | 10023.74 |
| 37 | 2024.12.23 12:00 | buy | 19 | 0.10 | 1.43842 | 1.43620 | 0.00000 | ||
| 38 | 2024.12.23 15:53 | close | 19 | 0.05 | 1.44245 | 1.43620 | 0.00000 | 13.97 | 10037.71 |
| 39 | 2024.12.23 15:53 | buy | 20 | 0.05 | 1.43842 | 1.43620 | 0.00000 | ||
| 40 | 2024.12.23 15:53 | close | 20 | 0.05 | 1.44245 | 1.43620 | 0.00000 | 13.97 | 10051.68 |
| 41 | 2024.12.24 08:00 | buy | 21 | 0.10 | 1.43844 | 1.43780 | 0.00000 | ||
| 42 | 2024.12.24 08:52 | s/l | 21 | 0.10 | 1.43780 | 1.43780 | 0.00000 | -4.45 | 10047.23 |
| 43 | 2024.12.26 11:00 | buy | 22 | 0.10 | 1.43997 | 1.43780 | 0.00000 | ||
| 44 | 2024.12.26 11:01 | close | 22 | 0.05 | 1.44007 | 1.43780 | 0.00000 | 0.35 | 10047.58 |
| 45 | 2024.12.26 11:01 | buy | 23 | 0.05 | 1.43997 | 1.43780 | 0.00000 | ||
| 46 | 2024.12.26 11:01 | close | 23 | 0.05 | 1.44007 | 1.43780 | 0.00000 | 0.35 | 10047.93 |
| 47 | 2024.12.27 18:00 | buy | 24 | 0.10 | 1.44098 | 1.43970 | 0.00000 | ||
| 48 | 2024.12.27 18:57 | close | 24 | 0.05 | 1.44307 | 1.43970 | 0.00000 | 7.24 | 10055.17 |
| 49 | 2024.12.27 18:57 | buy | 25 | 0.05 | 1.44098 | 1.43970 | 0.00000 | ||
| 50 | 2024.12.27 18:57 | close | 25 | 0.05 | 1.44307 | 1.43970 | 0.00000 | 7.24 | 10062.41 |
| 51 | 2025.01.03 15:00 | buy | 26 | 0.10 | 1.44045 | 1.43890 | 0.00000 | ||
| 52 | 2025.01.03 17:17 | close | 26 | 0.05 | 1.44391 | 1.43890 | 0.00000 | 11.98 | 10074.39 |
| 53 | 2025.01.03 17:17 | buy | 27 | 0.05 | 1.44045 | 1.43890 | 0.00000 | ||
| 54 | 2025.01.03 17:17 | close | 27 | 0.05 | 1.44391 | 1.43890 | 0.00000 | 11.98 | 10086.37 |