Strategy Tester Report
FT_TrendFollower
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| 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 | 3785 | Ticks modelled | 4811949 | Modelling quality | 90.00% |
| Mismatched charts errors | 5 | ||||
| Initial deposit | 10000.00 | Spread | Current (29) | ||
| Total net profit | -3.47 | Gross profit | 121.05 | Gross loss | -124.52 |
| Profit factor | 0.97 | Expected payoff | -0.11 | ||
| Absolute drawdown | 45.75 | Maximal drawdown | 83.51 (0.83%) | Relative drawdown | 0.83% (83.51) |
| Total trades | 31 | Short positions (won %) | 11 (36.36%) | Long positions (won %) | 20 (60.00%) |
| Profit trades (% of total) | 16 (51.61%) | Loss trades (% of total) | 15 (48.39%) | ||
| Largest | profit trade | 16.05 | loss trade | -20.63 | |
| Average | profit trade | 7.57 | loss trade | -8.30 | |
| Maximum | consecutive wins (profit in money) | 4 (36.78) | consecutive losses (loss in money) | 6 (-45.76) | |
| Maximal | consecutive profit (count of wins) | 36.78 (4) | consecutive loss (count of losses) | -46.34 (5) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.07.04 03:30 | sell | 1 | 0.10 | 1.35720 | 1.35810 | 0.00000 | ||
| 2 | 2025.07.04 04:19 | s/l | 1 | 0.10 | 1.35810 | 1.35810 | 0.00000 | -6.63 | 9993.37 |
| 3 | 2025.07.08 16:00 | buy | 2 | 0.10 | 1.36592 | 1.36470 | 0.00000 | ||
| 4 | 2025.07.09 03:30 | buy | 3 | 0.10 | 1.36761 | 1.36640 | 0.00000 | ||
| 5 | 2025.07.09 10:45 | close | 2 | 0.05 | 1.36888 | 1.36470 | 0.00000 | 10.81 | 10004.18 |
| 6 | 2025.07.09 10:45 | buy | 4 | 0.05 | 1.36592 | 1.36470 | 0.00000 | ||
| 7 | 2025.07.09 10:45 | close | 3 | 0.10 | 1.36888 | 1.36640 | 0.00000 | 9.28 | 10013.46 |
| 8 | 2025.07.09 11:00 | buy | 5 | 0.10 | 1.36908 | 1.36700 | 0.00000 | ||
| 9 | 2025.07.09 11:00 | close | 4 | 0.03 | 1.36888 | 1.36470 | 0.00000 | 6.49 | 10019.95 |
| 10 | 2025.07.09 11:00 | buy | 6 | 0.02 | 1.36592 | 1.36470 | 0.00000 | ||
| 11 | 2025.07.09 11:00 | close | 6 | 0.02 | 1.36888 | 1.36470 | 0.00000 | 4.32 | 10024.27 |
| 12 | 2025.07.10 09:19 | s/l | 5 | 0.10 | 1.36700 | 1.36700 | 0.00000 | -15.22 | 10009.05 |
| 13 | 2025.07.10 15:30 | buy | 7 | 0.10 | 1.36896 | 1.36800 | 0.00000 | ||
| 14 | 2025.07.10 19:09 | s/l | 7 | 0.10 | 1.36800 | 1.36800 | 0.00000 | -7.02 | 10002.03 |
| 15 | 2025.07.11 17:30 | buy | 8 | 0.10 | 1.36990 | 1.36900 | 0.00000 | ||
| 16 | 2025.07.11 17:32 | s/l | 8 | 0.10 | 1.36900 | 1.36900 | 0.00000 | -6.57 | 9995.46 |
| 17 | 2025.07.14 00:30 | buy | 9 | 0.10 | 1.36931 | 1.36830 | 0.00000 | ||
| 18 | 2025.07.14 03:09 | s/l | 9 | 0.10 | 1.36830 | 1.36830 | 0.00000 | -7.38 | 9988.08 |
| 19 | 2025.07.15 10:00 | buy | 10 | 0.10 | 1.37029 | 1.36890 | 0.00000 | ||
| 20 | 2025.07.15 10:49 | s/l | 10 | 0.10 | 1.36890 | 1.36890 | 0.00000 | -10.15 | 9977.93 |
| 21 | 2025.07.16 11:30 | buy | 11 | 0.10 | 1.37188 | 1.37080 | 0.00000 | ||
| 22 | 2025.07.16 16:39 | close | 11 | 0.05 | 1.37433 | 1.37080 | 0.00000 | 8.91 | 9986.84 |
| 23 | 2025.07.16 16:39 | buy | 12 | 0.05 | 1.37188 | 1.37080 | 0.00000 | ||
| 24 | 2025.07.16 16:39 | close | 12 | 0.05 | 1.37433 | 1.37080 | 0.00000 | 8.91 | 9995.75 |
| 25 | 2025.07.22 11:30 | sell | 13 | 0.10 | 1.36867 | 1.36960 | 0.00000 | ||
| 26 | 2025.07.22 17:33 | close | 13 | 0.05 | 1.36608 | 1.36960 | 0.00000 | 9.48 | 10005.23 |
| 27 | 2025.07.22 17:33 | sell | 14 | 0.05 | 1.36867 | 1.36960 | 0.00000 | ||
| 28 | 2025.07.22 17:33 | close | 14 | 0.05 | 1.36608 | 1.36960 | 0.00000 | 9.48 | 10014.71 |
| 29 | 2025.07.23 22:30 | sell | 15 | 0.10 | 1.36021 | 1.36060 | 0.00000 | ||
| 30 | 2025.07.23 22:36 | s/l | 15 | 0.10 | 1.36060 | 1.36060 | 0.00000 | -2.87 | 10011.84 |
| 31 | 2025.07.24 04:30 | sell | 16 | 0.10 | 1.35964 | 1.36090 | 0.00000 | ||
| 32 | 2025.07.24 05:48 | s/l | 16 | 0.10 | 1.36090 | 1.36090 | 0.00000 | -9.26 | 10002.58 |
| 33 | 2025.08.08 07:00 | sell | 17 | 0.10 | 1.37387 | 1.37460 | 0.00000 | ||
| 34 | 2025.08.08 08:13 | s/l | 17 | 0.10 | 1.37460 | 1.37460 | 0.00000 | -5.31 | 9997.27 |
| 35 | 2025.08.08 10:30 | sell | 18 | 0.10 | 1.37329 | 1.37460 | 0.00000 | ||
| 36 | 2025.08.08 15:18 | s/l | 18 | 0.10 | 1.37460 | 1.37460 | 0.00000 | -9.53 | 9987.74 |
| 37 | 2025.08.13 04:30 | buy | 19 | 0.10 | 1.37828 | 1.37710 | 0.00000 | ||
| 38 | 2025.08.13 09:15 | s/l | 19 | 0.10 | 1.37710 | 1.37710 | 0.00000 | -8.57 | 9979.17 |
| 39 | 2025.08.15 18:00 | buy | 20 | 0.10 | 1.38081 | 1.37940 | 0.00000 | ||
| 40 | 2025.08.18 11:19 | s/l | 20 | 0.10 | 1.37940 | 1.37940 | 0.00000 | -10.22 | 9968.95 |
| 41 | 2025.08.19 04:00 | buy | 21 | 0.10 | 1.38115 | 1.38000 | 0.00000 | ||
| 42 | 2025.08.19 11:00 | buy | 22 | 0.10 | 1.38184 | 1.38030 | 0.00000 | ||
| 43 | 2025.08.19 15:44 | close | 21 | 0.05 | 1.38275 | 1.38000 | 0.00000 | 5.79 | 9974.74 |
| 44 | 2025.08.19 15:44 | buy | 23 | 0.05 | 1.38115 | 1.38000 | 0.00000 | ||
| 45 | 2025.08.19 15:44 | close | 22 | 0.10 | 1.38275 | 1.38030 | 0.00000 | 6.58 | 9981.32 |
| 46 | 2025.08.20 19:00 | buy | 24 | 0.10 | 1.38772 | 1.38540 | 0.00000 | ||
| 47 | 2025.08.21 14:48 | close | 23 | 0.03 | 1.38858 | 1.38000 | 0.00000 | 16.05 | 9997.37 |
| 48 | 2025.08.21 14:48 | buy | 25 | 0.02 | 1.38115 | 1.38000 | 0.00000 | ||
| 49 | 2025.08.21 14:48 | close | 24 | 0.10 | 1.38858 | 1.38540 | 0.00000 | 6.19 | 10003.56 |
| 50 | 2025.08.27 19:49 | s/l | 25 | 0.02 | 1.38000 | 1.38000 | 0.00000 | -1.67 | 10001.89 |
| 51 | 2025.08.29 17:30 | sell | 26 | 0.10 | 1.37333 | 1.37650 | 0.00000 | ||
| 52 | 2025.08.29 19:06 | close | 26 | 0.05 | 1.37291 | 1.37650 | 0.00000 | 1.53 | 10003.42 |
| 53 | 2025.08.29 19:06 | sell | 27 | 0.05 | 1.37333 | 1.37650 | 0.00000 | ||
| 54 | 2025.08.29 19:06 | close | 27 | 0.05 | 1.37291 | 1.37650 | 0.00000 | 1.53 | 10004.95 |
| 55 | 2025.09.01 13:00 | sell | 28 | 0.10 | 1.37382 | 1.37430 | 0.00000 | ||
| 56 | 2025.09.01 14:07 | s/l | 28 | 0.10 | 1.37430 | 1.37430 | 0.00000 | -3.49 | 10001.46 |
| 57 | 2025.09.10 19:30 | buy | 29 | 0.10 | 1.38555 | 1.38390 | 0.00000 | ||
| 58 | 2025.09.11 08:59 | close | 29 | 0.05 | 1.38773 | 1.38390 | 0.00000 | 7.85 | 10009.31 |
| 59 | 2025.09.11 08:59 | buy | 30 | 0.05 | 1.38555 | 1.38390 | 0.00000 | ||
| 60 | 2025.09.11 08:59 | close | 30 | 0.05 | 1.38773 | 1.38390 | 0.00000 | 7.85 | 10017.16 |
| 61 | 2025.09.17 21:30 | sell | 31 | 0.10 | 1.37366 | 1.37650 | 0.00000 | ||
| 62 | 2025.09.17 21:43 | s/l | 31 | 0.10 | 1.37650 | 1.37650 | 0.00000 | -20.63 | 9996.53 |