Strategy Tester Report
FT_Parabolic SAR_EMA
| Symbol | GBPCAD (Great Britain Pound vs Canadian Dollar ) | ||||
| Period | 1 Hour (H1) 2025.01.02 07:00 - 2025.06.30 23:00 (2025.01.01 - 2025.07.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | ema1_period=10; ema2_period=25; ema3_period=50; stepfast=0.02; stepfast15m=0.02; maximumfast=0.2; mn=1; MG=564651; Lots=0.01; maxpos=1; | ||||
| Bars in test | 4067 | Ticks modelled | 15333095 | Modelling quality | 89.71% |
| Mismatched charts errors | 6 | ||||
| Initial deposit | 10000.00 | Spread | Current (101) | ||
| Total net profit | -18.82 | Gross profit | 112.44 | Gross loss | -131.26 |
| Profit factor | 0.86 | Expected payoff | -0.35 | ||
| Absolute drawdown | 37.24 | Maximal drawdown | 66.51 (0.66%) | Relative drawdown | 0.66% (66.51) |
| Total trades | 54 | Short positions (won %) | 26 (30.77%) | Long positions (won %) | 28 (32.14%) |
| Profit trades (% of total) | 17 (31.48%) | Loss trades (% of total) | 37 (68.52%) | ||
| Largest | profit trade | 10.84 | loss trade | -8.48 | |
| Average | profit trade | 6.61 | loss trade | -3.55 | |
| Maximum | consecutive wins (profit in money) | 3 (16.71) | consecutive losses (loss in money) | 9 (-31.57) | |
| Maximal | consecutive profit (count of wins) | 21.67 (2) | consecutive loss (count of losses) | -31.57 (9) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.01.03 22:00 | buy | 1 | 0.01 | 1.79636 | 1.78136 | 1.81136 | ||
| 2 | 2025.01.07 21:00 | close | 1 | 0.01 | 1.79186 | 1.78136 | 1.81136 | -3.25 | 9996.75 |
| 3 | 2025.01.15 17:00 | buy | 2 | 0.01 | 1.75866 | 1.74366 | 1.77366 | ||
| 4 | 2025.01.21 02:52 | t/p | 2 | 0.01 | 1.77366 | 1.74366 | 1.77366 | 10.83 | 10007.58 |
| 5 | 2025.02.11 21:00 | buy | 3 | 0.01 | 1.77791 | 1.76291 | 1.79291 | ||
| 6 | 2025.02.19 00:33 | t/p | 3 | 0.01 | 1.79291 | 1.76291 | 1.79291 | 10.84 | 10018.42 |
| 7 | 2025.03.07 00:14 | sell | 4 | 0.01 | 1.84080 | 1.85580 | 1.82580 | ||
| 8 | 2025.03.07 12:00 | buy | 5 | 0.01 | 1.85096 | 1.83596 | 1.86596 | ||
| 9 | 2025.03.07 12:00 | close | 4 | 0.01 | 1.85096 | 1.85580 | 1.82580 | -7.33 | 10011.09 |
| 10 | 2025.03.10 16:21 | t/p | 5 | 0.01 | 1.86596 | 1.83596 | 1.86596 | 10.84 | 10021.93 |
| 11 | 2025.03.13 01:00 | sell | 6 | 0.01 | 1.86127 | 1.87627 | 1.84627 | ||
| 12 | 2025.03.13 21:00 | buy | 7 | 0.01 | 1.87046 | 1.85546 | 1.88546 | ||
| 13 | 2025.03.13 21:00 | close | 6 | 0.01 | 1.87046 | 1.87627 | 1.84627 | -6.64 | 10015.29 |
| 14 | 2025.03.14 17:00 | sell | 8 | 0.01 | 1.86113 | 1.87613 | 1.84613 | ||
| 15 | 2025.03.14 17:00 | close | 7 | 0.01 | 1.86113 | 1.85546 | 1.88546 | -6.74 | 10008.55 |
| 16 | 2025.03.19 02:00 | buy | 9 | 0.01 | 1.85942 | 1.84442 | 1.87442 | ||
| 17 | 2025.03.19 02:00 | close | 8 | 0.01 | 1.85942 | 1.87613 | 1.84613 | 1.24 | 10009.79 |
| 18 | 2025.03.19 17:00 | sell | 10 | 0.01 | 1.85610 | 1.87110 | 1.84110 | ||
| 19 | 2025.03.19 17:00 | close | 9 | 0.01 | 1.85610 | 1.84442 | 1.87442 | -2.40 | 10007.39 |
| 20 | 2025.03.19 22:00 | buy | 11 | 0.01 | 1.86212 | 1.84712 | 1.87712 | ||
| 21 | 2025.03.19 22:00 | close | 10 | 0.01 | 1.86212 | 1.87110 | 1.84110 | -4.34 | 10003.05 |
| 22 | 2025.03.20 21:00 | sell | 12 | 0.01 | 1.85667 | 1.87167 | 1.84167 | ||
| 23 | 2025.03.20 21:00 | close | 11 | 0.01 | 1.85667 | 1.84712 | 1.87712 | -3.93 | 9999.12 |
| 24 | 2025.03.26 10:31 | t/p | 12 | 0.01 | 1.84167 | 1.87167 | 1.84167 | 10.83 | 10009.95 |
| 25 | 2025.03.27 16:00 | buy | 13 | 0.01 | 1.85130 | 1.83630 | 1.86630 | ||
| 26 | 2025.04.01 19:00 | sell | 14 | 0.01 | 1.84963 | 1.86463 | 1.83463 | ||
| 27 | 2025.04.01 19:00 | close | 13 | 0.01 | 1.84963 | 1.83630 | 1.86630 | -1.21 | 10008.74 |
| 28 | 2025.04.02 19:00 | buy | 15 | 0.01 | 1.85735 | 1.84235 | 1.87235 | ||
| 29 | 2025.04.02 19:00 | close | 14 | 0.01 | 1.85735 | 1.86463 | 1.83463 | -5.58 | 10003.16 |
| 30 | 2025.04.03 18:00 | close | 15 | 0.01 | 1.84895 | 1.84235 | 1.87235 | -6.07 | 9997.09 |
| 31 | 2025.04.03 19:00 | sell | 16 | 0.01 | 1.84340 | 1.85840 | 1.82840 | ||
| 32 | 2025.04.07 01:04 | t/p | 16 | 0.01 | 1.82840 | 1.85840 | 1.82840 | 10.83 | 10007.92 |
| 33 | 2025.04.09 07:00 | buy | 17 | 0.01 | 1.82613 | 1.81113 | 1.84113 | ||
| 34 | 2025.04.09 16:00 | sell | 18 | 0.01 | 1.81438 | 1.82938 | 1.79938 | ||
| 35 | 2025.04.09 16:00 | close | 17 | 0.01 | 1.81438 | 1.81113 | 1.84113 | -8.48 | 9999.44 |
| 36 | 2025.04.09 20:39 | t/p | 18 | 0.01 | 1.79938 | 1.82938 | 1.79938 | 10.83 | 10010.27 |
| 37 | 2025.04.11 08:00 | buy | 19 | 0.01 | 1.81911 | 1.80411 | 1.83411 | ||
| 38 | 2025.04.14 00:00 | close | 19 | 0.01 | 1.81348 | 1.80411 | 1.83411 | -4.06 | 10006.21 |
| 39 | 2025.04.14 01:00 | sell | 20 | 0.01 | 1.81541 | 1.83041 | 1.80041 | ||
| 40 | 2025.04.14 04:00 | close | 20 | 0.01 | 1.81772 | 1.83041 | 1.80041 | -1.67 | 10004.54 |
| 41 | 2025.04.14 05:00 | buy | 21 | 0.01 | 1.81759 | 1.80259 | 1.83259 | ||
| 42 | 2025.04.14 19:39 | t/p | 21 | 0.01 | 1.83259 | 1.80259 | 1.83259 | 10.83 | 10015.37 |
| 43 | 2025.04.17 00:24 | sell | 22 | 0.01 | 1.83523 | 1.85023 | 1.82023 | ||
| 44 | 2025.04.18 06:00 | buy | 23 | 0.01 | 1.83971 | 1.82471 | 1.85471 | ||
| 45 | 2025.04.18 06:00 | close | 22 | 0.01 | 1.83971 | 1.85023 | 1.82023 | -3.24 | 10012.13 |
| 46 | 2025.04.22 22:00 | sell | 24 | 0.01 | 1.84215 | 1.85715 | 1.82715 | ||
| 47 | 2025.04.22 22:00 | close | 23 | 0.01 | 1.84215 | 1.82471 | 1.85471 | 1.77 | 10013.90 |
| 48 | 2025.04.24 16:00 | buy | 25 | 0.01 | 1.84426 | 1.82926 | 1.85926 | ||
| 49 | 2025.04.24 16:00 | close | 24 | 0.01 | 1.84426 | 1.85715 | 1.82715 | -1.53 | 10012.37 |
| 50 | 2025.04.28 07:00 | sell | 26 | 0.01 | 1.84442 | 1.85942 | 1.82942 | ||
| 51 | 2025.04.28 07:00 | close | 25 | 0.01 | 1.84442 | 1.82926 | 1.85926 | 0.12 | 10012.49 |
| 52 | 2025.04.28 10:00 | close | 26 | 0.01 | 1.84669 | 1.85942 | 1.82942 | -1.64 | 10010.85 |
| 53 | 2025.04.28 12:00 | buy | 27 | 0.01 | 1.85149 | 1.83649 | 1.86649 | ||
| 54 | 2025.04.30 11:00 | close | 27 | 0.01 | 1.85122 | 1.83649 | 1.86649 | -0.19 | 10010.66 |
| 55 | 2025.04.30 12:00 | sell | 28 | 0.01 | 1.85016 | 1.86516 | 1.83516 | ||
| 56 | 2025.05.01 06:07 | t/p | 28 | 0.01 | 1.83516 | 1.86516 | 1.83516 | 10.84 | 10021.50 |
| 57 | 2025.05.06 07:00 | buy | 29 | 0.01 | 1.83850 | 1.82350 | 1.85350 | ||
| 58 | 2025.05.08 00:02 | sell | 30 | 0.01 | 1.83827 | 1.85327 | 1.82327 | ||
| 59 | 2025.05.08 00:02 | close | 29 | 0.01 | 1.83827 | 1.82350 | 1.85350 | -0.17 | 10021.33 |
| 60 | 2025.05.08 06:00 | buy | 31 | 0.01 | 1.84511 | 1.83011 | 1.86011 | ||
| 61 | 2025.05.08 06:00 | close | 30 | 0.01 | 1.84511 | 1.85327 | 1.82327 | -4.94 | 10016.39 |
| 62 | 2025.05.12 13:00 | sell | 32 | 0.01 | 1.84337 | 1.85837 | 1.82837 | ||
| 63 | 2025.05.12 13:00 | close | 31 | 0.01 | 1.84337 | 1.83011 | 1.86011 | -1.26 | 10015.13 |
| 64 | 2025.05.13 14:00 | close | 32 | 0.01 | 1.84716 | 1.85837 | 1.82837 | -2.74 | 10012.39 |
| 65 | 2025.05.13 15:00 | buy | 33 | 0.01 | 1.84988 | 1.83488 | 1.86488 | ||
| 66 | 2025.05.16 18:00 | sell | 34 | 0.01 | 1.85453 | 1.86953 | 1.83953 | ||
| 67 | 2025.05.16 18:00 | close | 33 | 0.01 | 1.85453 | 1.83488 | 1.86488 | 3.36 | 10015.75 |
| 68 | 2025.05.19 04:00 | buy | 35 | 0.01 | 1.85895 | 1.84395 | 1.87395 | ||
| 69 | 2025.05.19 04:00 | close | 34 | 0.01 | 1.85895 | 1.86953 | 1.83953 | -3.19 | 10012.56 |
| 70 | 2025.05.21 18:00 | sell | 36 | 0.01 | 1.86012 | 1.87512 | 1.84512 | ||
| 71 | 2025.05.21 18:00 | close | 35 | 0.01 | 1.86012 | 1.84395 | 1.87395 | 0.85 | 10013.41 |
| 72 | 2025.05.23 12:00 | buy | 37 | 0.01 | 1.86434 | 1.84934 | 1.87934 | ||
| 73 | 2025.05.23 12:00 | close | 36 | 0.01 | 1.86434 | 1.87512 | 1.84512 | -3.05 | 10010.36 |
| 74 | 2025.05.23 19:00 | sell | 38 | 0.01 | 1.85819 | 1.87319 | 1.84319 | ||
| 75 | 2025.05.23 19:00 | close | 37 | 0.01 | 1.85819 | 1.84934 | 1.87934 | -4.45 | 10005.91 |
| 76 | 2025.05.26 09:00 | buy | 39 | 0.01 | 1.86292 | 1.84792 | 1.87792 | ||
| 77 | 2025.05.26 09:00 | close | 38 | 0.01 | 1.86292 | 1.87319 | 1.84319 | -3.41 | 10002.50 |
| 78 | 2025.05.28 19:00 | sell | 40 | 0.01 | 1.85992 | 1.87492 | 1.84492 | ||
| 79 | 2025.05.28 19:00 | close | 39 | 0.01 | 1.85992 | 1.84792 | 1.87792 | -2.17 | 10000.33 |
| 80 | 2025.05.29 23:00 | close | 40 | 0.01 | 1.86404 | 1.87492 | 1.84492 | -2.98 | 9997.35 |
| 81 | 2025.05.30 04:00 | buy | 41 | 0.01 | 1.86462 | 1.84962 | 1.87962 | ||
| 82 | 2025.05.30 12:00 | close | 41 | 0.01 | 1.86043 | 1.84962 | 1.87962 | -3.03 | 9994.32 |
| 83 | 2025.05.30 13:00 | sell | 42 | 0.01 | 1.86121 | 1.87621 | 1.84621 | ||
| 84 | 2025.06.03 02:00 | buy | 43 | 0.01 | 1.85883 | 1.84383 | 1.87383 | ||
| 85 | 2025.06.03 02:00 | close | 42 | 0.01 | 1.85883 | 1.87621 | 1.84621 | 1.72 | 9996.04 |
| 86 | 2025.06.03 16:00 | sell | 44 | 0.01 | 1.85384 | 1.86884 | 1.83884 | ||
| 87 | 2025.06.03 16:00 | close | 43 | 0.01 | 1.85384 | 1.84383 | 1.87383 | -3.61 | 9992.43 |
| 88 | 2025.06.05 19:00 | close | 44 | 0.01 | 1.85686 | 1.86884 | 1.83884 | -2.18 | 9990.25 |
| 89 | 2025.06.05 21:00 | buy | 45 | 0.01 | 1.85636 | 1.84136 | 1.87136 | ||
| 90 | 2025.06.06 10:00 | sell | 46 | 0.01 | 1.85156 | 1.86656 | 1.83656 | ||
| 91 | 2025.06.06 10:00 | close | 45 | 0.01 | 1.85156 | 1.84136 | 1.87136 | -3.47 | 9986.78 |
| 92 | 2025.06.09 07:00 | close | 46 | 0.01 | 1.85547 | 1.86656 | 1.83656 | -2.82 | 9983.96 |
| 93 | 2025.06.09 09:00 | buy | 47 | 0.01 | 1.85608 | 1.84108 | 1.87108 | ||
| 94 | 2025.06.10 10:00 | sell | 48 | 0.01 | 1.84913 | 1.86413 | 1.83413 | ||
| 95 | 2025.06.10 10:00 | close | 47 | 0.01 | 1.84913 | 1.84108 | 1.87108 | -5.02 | 9978.94 |
| 96 | 2025.06.11 21:00 | buy | 49 | 0.01 | 1.85328 | 1.83828 | 1.86828 | ||
| 97 | 2025.06.11 21:00 | close | 48 | 0.01 | 1.85328 | 1.86413 | 1.83413 | -3.00 | 9975.94 |
| 98 | 2025.06.12 21:00 | sell | 50 | 0.01 | 1.84815 | 1.86315 | 1.83315 | ||
| 99 | 2025.06.12 21:00 | close | 49 | 0.01 | 1.84815 | 1.83828 | 1.86828 | -3.71 | 9972.23 |
| 100 | 2025.06.13 03:00 | buy | 51 | 0.01 | 1.85365 | 1.83865 | 1.86865 | ||
| 101 | 2025.06.13 03:00 | close | 50 | 0.01 | 1.85365 | 1.86315 | 1.83315 | -3.98 | 9968.25 |
| 102 | 2025.06.13 05:00 | close | 51 | 0.01 | 1.84841 | 1.83865 | 1.86865 | -3.78 | 9964.47 |
| 103 | 2025.06.13 06:00 | sell | 52 | 0.01 | 1.84650 | 1.86150 | 1.83150 | ||
| 104 | 2025.06.19 13:00 | buy | 53 | 0.01 | 1.84104 | 1.82604 | 1.85604 | ||
| 105 | 2025.06.19 13:00 | close | 52 | 0.01 | 1.84104 | 1.86150 | 1.83150 | 3.94 | 9968.41 |
| 106 | 2025.06.23 18:57 | t/p | 53 | 0.01 | 1.85604 | 1.82604 | 1.85604 | 10.83 | 9979.24 |
| 107 | 2025.06.30 16:00 | sell | 54 | 0.01 | 1.87119 | 1.88619 | 1.85619 | ||
| 108 | 2025.06.30 23:59 | close at stop | 54 | 0.01 | 1.86850 | 1.88619 | 1.85619 | 1.94 | 9981.18 |