Strategy Tester Report
FT_Parabolic SAR_EMA
| Symbol | GBPAUD (Great Britain Pound vs Australian Dollar) | ||||
| 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 | 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 | 2392 | Ticks modelled | 5411211 | Modelling quality | 85.51% |
| Mismatched charts errors | 3 | ||||
| Initial deposit | 10000.00 | Spread | Current (45) | ||
| Total net profit | 1.11 | Gross profit | 75.06 | Gross loss | -73.95 |
| Profit factor | 1.02 | Expected payoff | 0.04 | ||
| Absolute drawdown | 18.85 | Maximal drawdown | 42.23 (0.42%) | Relative drawdown | 0.42% (42.23) |
| Total trades | 31 | Short positions (won %) | 14 (35.71%) | Long positions (won %) | 17 (23.53%) |
| Profit trades (% of total) | 9 (29.03%) | Loss trades (% of total) | 22 (70.97%) | ||
| Largest | profit trade | 9.90 | loss trade | -7.20 | |
| Average | profit trade | 8.34 | loss trade | -3.36 | |
| Maximum | consecutive wins (profit in money) | 2 (19.80) | consecutive losses (loss in money) | 12 (-39.51) | |
| Maximal | consecutive profit (count of wins) | 19.80 (2) | consecutive loss (count of losses) | -39.51 (12) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.07.04 11:00 | buy | 1 | 0.01 | 2.08394 | 2.06894 | 2.09894 | ||
| 2 | 2025.07.08 12:00 | sell | 2 | 0.01 | 2.08068 | 2.09568 | 2.06568 | ||
| 3 | 2025.07.08 12:00 | close | 1 | 0.01 | 2.08068 | 2.06894 | 2.09894 | -2.15 | 9997.85 |
| 4 | 2025.07.10 18:31 | t/p | 2 | 0.01 | 2.06568 | 2.09568 | 2.06568 | 9.90 | 10007.75 |
| 5 | 2025.07.16 14:00 | buy | 3 | 0.01 | 2.05568 | 2.04068 | 2.07068 | ||
| 6 | 2025.07.17 10:28 | t/p | 3 | 0.01 | 2.07068 | 2.04068 | 2.07068 | 9.90 | 10017.65 |
| 7 | 2025.07.18 16:00 | sell | 4 | 0.01 | 2.06014 | 2.07514 | 2.04514 | ||
| 8 | 2025.07.21 11:00 | buy | 5 | 0.01 | 2.06588 | 2.05088 | 2.08088 | ||
| 9 | 2025.07.21 11:00 | close | 4 | 0.01 | 2.06588 | 2.07514 | 2.04514 | -3.79 | 10013.86 |
| 10 | 2025.07.22 21:00 | close | 5 | 0.01 | 2.06465 | 2.05088 | 2.08088 | -0.81 | 10013.05 |
| 11 | 2025.07.23 01:00 | sell | 6 | 0.01 | 2.06238 | 2.07738 | 2.04738 | ||
| 12 | 2025.07.24 11:37 | t/p | 6 | 0.01 | 2.04738 | 2.07738 | 2.04738 | 9.90 | 10022.95 |
| 13 | 2025.07.28 12:00 | buy | 7 | 0.01 | 2.05782 | 2.04282 | 2.07282 | ||
| 14 | 2025.07.29 01:00 | sell | 8 | 0.01 | 2.04690 | 2.06190 | 2.03190 | ||
| 15 | 2025.07.29 01:00 | close | 7 | 0.01 | 2.04690 | 2.04282 | 2.07282 | -7.20 | 10015.75 |
| 16 | 2025.07.30 08:00 | buy | 9 | 0.01 | 2.05064 | 2.03564 | 2.06564 | ||
| 17 | 2025.07.30 08:00 | close | 8 | 0.01 | 2.05064 | 2.06190 | 2.03190 | -2.47 | 10013.28 |
| 18 | 2025.07.31 11:00 | sell | 10 | 0.01 | 2.05058 | 2.06558 | 2.03558 | ||
| 19 | 2025.07.31 11:00 | close | 9 | 0.01 | 2.05058 | 2.03564 | 2.06564 | -0.04 | 10013.24 |
| 20 | 2025.07.31 20:00 | buy | 11 | 0.01 | 2.05603 | 2.04103 | 2.07103 | ||
| 21 | 2025.07.31 20:00 | close | 10 | 0.01 | 2.05603 | 2.06558 | 2.03558 | -3.60 | 10009.64 |
| 22 | 2025.08.01 07:00 | sell | 12 | 0.01 | 2.05088 | 2.06588 | 2.03588 | ||
| 23 | 2025.08.01 07:00 | close | 11 | 0.01 | 2.05088 | 2.04103 | 2.07103 | -3.39 | 10006.25 |
| 24 | 2025.08.04 03:00 | buy | 13 | 0.01 | 2.05479 | 2.03979 | 2.06979 | ||
| 25 | 2025.08.04 03:00 | close | 12 | 0.01 | 2.05479 | 2.06588 | 2.03588 | -2.58 | 10003.67 |
| 26 | 2025.08.04 04:00 | sell | 14 | 0.01 | 2.04826 | 2.06326 | 2.03326 | ||
| 27 | 2025.08.04 04:00 | close | 13 | 0.01 | 2.04826 | 2.03979 | 2.06979 | -4.31 | 9999.36 |
| 28 | 2025.08.04 18:00 | buy | 15 | 0.01 | 2.05445 | 2.03945 | 2.06945 | ||
| 29 | 2025.08.04 18:00 | close | 14 | 0.01 | 2.05445 | 2.06326 | 2.03326 | -4.09 | 9995.27 |
| 30 | 2025.08.06 06:00 | sell | 16 | 0.01 | 2.05149 | 2.06649 | 2.03649 | ||
| 31 | 2025.08.06 06:00 | close | 15 | 0.01 | 2.05149 | 2.03945 | 2.06945 | -1.95 | 9993.32 |
| 32 | 2025.08.07 02:00 | buy | 17 | 0.01 | 2.05388 | 2.03888 | 2.06888 | ||
| 33 | 2025.08.07 02:00 | close | 16 | 0.01 | 2.05388 | 2.06649 | 2.03649 | -1.58 | 9991.74 |
| 34 | 2025.08.07 09:00 | close | 17 | 0.01 | 2.05132 | 2.03888 | 2.06888 | -1.68 | 9990.06 |
| 35 | 2025.08.07 10:00 | sell | 18 | 0.01 | 2.05001 | 2.06501 | 2.03501 | ||
| 36 | 2025.08.07 17:00 | buy | 19 | 0.01 | 2.06004 | 2.04504 | 2.07504 | ||
| 37 | 2025.08.07 17:00 | close | 18 | 0.01 | 2.06004 | 2.06501 | 2.03501 | -6.62 | 9983.44 |
| 38 | 2025.08.12 14:52 | t/p | 19 | 0.01 | 2.07504 | 2.04504 | 2.07504 | 9.90 | 9993.34 |
| 39 | 2025.08.18 18:00 | buy | 20 | 0.01 | 2.08384 | 2.06884 | 2.09884 | ||
| 40 | 2025.08.19 04:00 | sell | 21 | 0.01 | 2.07894 | 2.09394 | 2.06394 | ||
| 41 | 2025.08.19 04:00 | close | 20 | 0.01 | 2.07894 | 2.06884 | 2.09884 | -3.24 | 9990.10 |
| 42 | 2025.08.19 09:00 | buy | 22 | 0.01 | 2.08371 | 2.06871 | 2.09871 | ||
| 43 | 2025.08.19 09:00 | close | 21 | 0.01 | 2.08371 | 2.09394 | 2.06394 | -3.15 | 9986.95 |
| 44 | 2025.08.20 11:13 | t/p | 22 | 0.01 | 2.09871 | 2.06871 | 2.09871 | 9.90 | 9996.85 |
| 45 | 2025.08.21 22:00 | sell | 23 | 0.01 | 2.08833 | 2.10333 | 2.07333 | ||
| 46 | 2025.08.27 04:30 | t/p | 23 | 0.01 | 2.07333 | 2.10333 | 2.07333 | 9.90 | 10006.75 |
| 47 | 2025.09.02 05:00 | buy | 24 | 0.01 | 2.06794 | 2.05294 | 2.08294 | ||
| 48 | 2025.09.02 12:00 | sell | 25 | 0.01 | 2.05905 | 2.07405 | 2.04405 | ||
| 49 | 2025.09.02 12:00 | close | 24 | 0.01 | 2.05905 | 2.05294 | 2.08294 | -5.86 | 10000.89 |
| 50 | 2025.09.04 11:00 | close | 25 | 0.01 | 2.05791 | 2.07405 | 2.04405 | 0.75 | 10001.64 |
| 51 | 2025.09.04 12:00 | buy | 26 | 0.01 | 2.06151 | 2.04651 | 2.07651 | ||
| 52 | 2025.09.05 17:00 | sell | 27 | 0.01 | 2.05619 | 2.07119 | 2.04119 | ||
| 53 | 2025.09.05 17:00 | close | 26 | 0.01 | 2.05619 | 2.04651 | 2.07651 | -3.51 | 9998.13 |
| 54 | 2025.09.05 19:00 | buy | 28 | 0.01 | 2.06195 | 2.04695 | 2.07695 | ||
| 55 | 2025.09.05 19:00 | close | 27 | 0.01 | 2.06195 | 2.07119 | 2.04119 | -3.80 | 9994.33 |
| 56 | 2025.09.08 05:00 | sell | 29 | 0.01 | 2.05598 | 2.07098 | 2.04098 | ||
| 57 | 2025.09.08 05:00 | close | 28 | 0.01 | 2.05598 | 2.04695 | 2.07695 | -3.94 | 9990.39 |
| 58 | 2025.09.11 17:18 | t/p | 29 | 0.01 | 2.04098 | 2.07098 | 2.04098 | 9.90 | 10000.29 |
| 59 | 2025.09.15 15:00 | buy | 30 | 0.01 | 2.04452 | 2.02952 | 2.05952 | ||
| 60 | 2025.09.16 03:00 | close | 30 | 0.01 | 2.03817 | 2.02952 | 2.05952 | -4.19 | 9996.10 |
| 61 | 2025.09.16 07:00 | buy | 31 | 0.01 | 2.04219 | 2.02719 | 2.05719 | ||
| 62 | 2025.09.18 23:59 | close at stop | 31 | 0.01 | 2.04978 | 2.02719 | 2.05719 | 5.01 | 10001.11 |