Strategy Tester Report
FT_Parabolic SAR_EMA
SymbolNZDUSD (New Zealand Dollar vs US Dollar)
Period1 Hour (H1) 2024.10.03 00:00 - 2025.01.07 23:00 (2024.10.01 - 2025.01.08)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersema1_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 test1692Ticks modelled6608232Modelling quality48.61%
Mismatched charts errors0
Initial deposit10000.00SpreadCurrent (35)
Total net profit-34.29Gross profit4.02Gross loss-38.31
Profit factor0.10Expected payoff-1.91
Absolute drawdown36.88Maximal drawdown38.87 (0.39%)Relative drawdown0.39% (38.87)
Total trades18Short positions (won %)0 (0.00%)Long positions (won %)18 (11.11%)
Profit trades (% of total)2 (11.11%)Loss trades (% of total)16 (88.89%)
Largestprofit trade2.60loss trade-5.80
Averageprofit trade2.01loss trade-2.39
Maximumconsecutive wins (profit in money)1 (2.60)consecutive losses (loss in money)11 (-25.75)
Maximalconsecutive profit (count of wins)2.60 (1)consecutive loss (count of losses)-25.75 (11)
Averageconsecutive wins1consecutive losses8
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12024.10.11 04:00buy10.010.609910.594910.62491
22024.10.14 08:00close10.010.609170.594910.62491-0.749999.26
32024.10.18 13:00buy20.010.607400.592400.62240
42024.10.21 12:00close20.010.605860.592400.62240-1.549997.72
52024.10.30 13:00buy30.010.599240.584240.61424
62024.10.31 03:00close30.010.597020.584240.61424-2.229995.50
72024.11.01 08:00buy40.010.598490.583490.61349
82024.11.01 13:00close40.010.596550.583490.61349-1.949993.56
92024.11.01 16:00buy50.010.599440.584440.61444
102024.11.01 23:00close50.010.595990.584440.61444-3.459990.11
112024.11.04 02:00buy60.010.598890.583890.61389
122024.11.04 23:00close60.010.597150.583890.61389-1.749988.37
132024.11.05 10:00buy70.010.599680.584680.61468
142024.11.06 05:00close70.010.593880.584680.61468-5.809982.57
152024.11.07 08:00buy80.010.598870.583870.61387
162024.11.08 18:00close80.010.597920.583870.61387-0.959981.62
172024.11.18 21:00buy90.010.589700.574700.60470
182024.11.20 15:00close90.010.588130.574700.60470-1.579980.05
192024.11.25 09:00buy100.010.586520.571520.60152
202024.11.25 20:00close100.010.583980.571520.60152-2.549977.51
212024.11.26 15:00buy110.010.586100.571100.60110
222024.11.26 18:00close110.010.582840.571100.60110-3.269974.25
232024.11.27 05:00buy120.010.586140.571140.60114
242024.12.02 15:00close120.010.588740.571140.601142.609976.85
252024.12.05 10:00buy130.010.587930.572930.60293
262024.12.06 08:00close130.010.585920.572930.60293-2.019974.84
272024.12.09 16:00buy140.010.588180.573180.60318
282024.12.10 06:00close140.010.583010.573180.60318-5.179969.67
292024.12.12 12:00buy150.010.581160.566160.59616
302024.12.12 18:00close150.010.578000.566160.59616-3.169966.51
312024.12.16 20:00buy160.010.578270.563270.59327
322024.12.17 08:00close160.010.576320.563270.59327-1.959964.56
332024.12.30 02:00buy170.010.564170.549170.57917
342024.12.31 03:00close170.010.563900.549170.57917-0.279964.29
352025.01.06 02:00buy180.010.561940.546940.57694
362025.01.07 23:59close at stop180.010.563360.546940.576941.429965.71