Strategy Tester Report
FT_TrendFollower
| Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
| 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 | 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 | 2393 | Ticks modelled | 5178039 | Modelling quality | 29.44% |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | Spread | Current (17) | ||
| Total net profit | -40.13 | Gross profit | 49.98 | Gross loss | -90.11 |
| Profit factor | 0.55 | Expected payoff | -3.65 | ||
| Absolute drawdown | 40.18 | Maximal drawdown | 66.85 (0.67%) | Relative drawdown | 0.67% (66.85) |
| Total trades | 11 | Short positions (won %) | 8 (0.00%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 2 (18.18%) | Loss trades (% of total) | 9 (81.82%) | ||
| Largest | profit trade | 24.99 | loss trade | -24.31 | |
| Average | profit trade | 24.99 | loss trade | -10.01 | |
| Maximum | consecutive wins (profit in money) | 2 (49.98) | consecutive losses (loss in money) | 6 (-62.29) | |
| Maximal | consecutive profit (count of wins) | 49.98 (2) | consecutive loss (count of losses) | -62.29 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.07.02 21:00 | sell | 1 | 0.10 | 0.79164 | 0.79220 | 0.00000 | ||
| 2 | 2025.07.02 23:39 | s/l | 1 | 0.10 | 0.79220 | 0.79220 | 0.00000 | -7.07 | 9992.93 |
| 3 | 2025.07.04 09:00 | sell | 2 | 0.10 | 0.79257 | 0.79330 | 0.00000 | ||
| 4 | 2025.07.04 09:39 | s/l | 2 | 0.10 | 0.79330 | 0.79330 | 0.00000 | -9.20 | 9983.73 |
| 5 | 2025.07.09 13:00 | sell | 3 | 0.10 | 0.79578 | 0.79670 | 0.00000 | ||
| 6 | 2025.07.09 14:18 | s/l | 3 | 0.10 | 0.79670 | 0.79670 | 0.00000 | -11.55 | 9972.18 |
| 7 | 2025.07.17 04:00 | buy | 4 | 0.10 | 0.80224 | 0.80060 | 0.00000 | ||
| 8 | 2025.07.17 15:14 | close | 4 | 0.05 | 0.80627 | 0.80060 | 0.00000 | 24.99 | 9997.17 |
| 9 | 2025.07.17 15:14 | buy | 5 | 0.05 | 0.80224 | 0.80060 | 0.00000 | ||
| 10 | 2025.07.17 15:14 | close | 5 | 0.05 | 0.80627 | 0.80060 | 0.00000 | 24.99 | 10022.16 |
| 11 | 2025.08.12 15:00 | buy | 6 | 0.10 | 0.81141 | 0.81070 | 0.00000 | ||
| 12 | 2025.08.12 15:18 | s/l | 6 | 0.10 | 0.81070 | 0.81070 | 0.00000 | -8.76 | 10013.40 |
| 13 | 2025.08.18 08:00 | sell | 7 | 0.10 | 0.80590 | 0.80640 | 0.00000 | ||
| 14 | 2025.08.18 08:12 | s/l | 7 | 0.10 | 0.80640 | 0.80640 | 0.00000 | -6.20 | 10007.20 |
| 15 | 2025.08.29 11:00 | sell | 8 | 0.10 | 0.80035 | 0.80230 | 0.00000 | ||
| 16 | 2025.08.29 13:36 | s/l | 8 | 0.10 | 0.80230 | 0.80230 | 0.00000 | -24.31 | 9982.89 |
| 17 | 2025.09.02 01:00 | sell | 9 | 0.10 | 0.80022 | 0.80100 | 0.00000 | ||
| 18 | 2025.09.02 03:29 | s/l | 9 | 0.10 | 0.80100 | 0.80100 | 0.00000 | -9.74 | 9973.15 |
| 19 | 2025.09.12 21:00 | sell | 10 | 0.10 | 0.79640 | 0.79670 | 0.00000 | ||
| 20 | 2025.09.12 23:30 | s/l | 10 | 0.10 | 0.79670 | 0.79670 | 0.00000 | -3.77 | 9969.38 |
| 21 | 2025.09.18 14:00 | sell | 11 | 0.10 | 0.78795 | 0.78870 | 0.00000 | ||
| 22 | 2025.09.18 14:19 | s/l | 11 | 0.10 | 0.78870 | 0.78870 | 0.00000 | -9.51 | 9959.87 |