Strategy Tester Report
FT_Parabolic SAR_EMA
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 1 Hour (H1) 2024.10.03 00:00 - 2025.01.07 23:00 (2024.10.01 - 2025.01.08) | ||||
| 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 | 1692 | Ticks modelled | 6491243 | Modelling quality | 47.08% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (17) | ||
| Total net profit | 25.92 | Gross profit | 40.76 | Gross loss | -14.84 |
| Profit factor | 2.75 | Expected payoff | 1.73 | ||
| Absolute drawdown | 0.81 | Maximal drawdown | 10.06 (0.10%) | Relative drawdown | 0.10% (10.06) |
| Total trades | 15 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 15 (46.67%) |
| Profit trades (% of total) | 7 (46.67%) | Loss trades (% of total) | 8 (53.33%) | ||
| Largest | profit trade | 10.67 | loss trade | -4.38 | |
| Average | profit trade | 5.82 | loss trade | -1.85 | |
| Maximum | consecutive wins (profit in money) | 4 (23.45) | consecutive losses (loss in money) | 5 (-7.51) | |
| Maximal | consecutive profit (count of wins) | 23.45 (4) | consecutive loss (count of losses) | -7.51 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.17 16:00 | buy | 1 | 0.01 | 1.37817 | 1.36317 | 1.39317 | ||
| 2 | 2024.10.23 03:00 | close | 1 | 0.01 | 1.38173 | 1.36317 | 1.39317 | 2.58 | 10002.58 |
| 3 | 2024.10.23 14:00 | buy | 2 | 0.01 | 1.38319 | 1.36819 | 1.39819 | ||
| 4 | 2024.10.24 10:00 | close | 2 | 0.01 | 1.38245 | 1.36819 | 1.39819 | -0.54 | 10002.04 |
| 5 | 2024.10.24 18:00 | buy | 3 | 0.01 | 1.38497 | 1.36997 | 1.39997 | ||
| 6 | 2024.11.04 05:00 | close | 3 | 0.01 | 1.39062 | 1.36997 | 1.39997 | 4.06 | 10006.10 |
| 7 | 2024.11.06 08:00 | buy | 4 | 0.01 | 1.39178 | 1.37678 | 1.40678 | ||
| 8 | 2024.11.07 09:00 | close | 4 | 0.01 | 1.38844 | 1.37678 | 1.40678 | -2.41 | 10003.69 |
| 9 | 2024.11.08 15:00 | buy | 5 | 0.01 | 1.39103 | 1.37603 | 1.40603 | ||
| 10 | 2024.11.14 22:52 | t/p | 5 | 0.01 | 1.40603 | 1.37603 | 1.40603 | 10.67 | 10014.36 |
| 11 | 2024.11.22 12:00 | buy | 6 | 0.01 | 1.40051 | 1.38551 | 1.41551 | ||
| 12 | 2024.11.25 01:00 | close | 6 | 0.01 | 1.39440 | 1.38551 | 1.41551 | -4.38 | 10009.98 |
| 13 | 2024.11.25 19:00 | buy | 7 | 0.01 | 1.40040 | 1.38540 | 1.41540 | ||
| 14 | 2024.11.26 02:14 | t/p | 7 | 0.01 | 1.41540 | 1.38540 | 1.41540 | 10.60 | 10020.58 |
| 15 | 2024.12.02 04:00 | buy | 8 | 0.01 | 1.40342 | 1.38842 | 1.41842 | ||
| 16 | 2024.12.05 16:00 | close | 8 | 0.01 | 1.40345 | 1.38842 | 1.41842 | 0.02 | 10020.60 |
| 17 | 2024.12.06 16:00 | buy | 9 | 0.01 | 1.40921 | 1.39421 | 1.42421 | ||
| 18 | 2024.12.11 19:00 | close | 9 | 0.01 | 1.41253 | 1.39421 | 1.42421 | 2.35 | 10022.95 |
| 19 | 2024.12.12 17:00 | buy | 10 | 0.01 | 1.41660 | 1.40160 | 1.43160 | ||
| 20 | 2024.12.17 17:27 | t/p | 10 | 0.01 | 1.43160 | 1.40160 | 1.43160 | 10.48 | 10033.43 |
| 21 | 2024.12.23 13:00 | buy | 11 | 0.01 | 1.44007 | 1.42507 | 1.45507 | ||
| 22 | 2024.12.24 02:00 | close | 11 | 0.01 | 1.43735 | 1.42507 | 1.45507 | -1.89 | 10031.54 |
| 23 | 2024.12.24 11:00 | buy | 12 | 0.01 | 1.43933 | 1.42433 | 1.45433 | ||
| 24 | 2024.12.24 21:00 | close | 12 | 0.01 | 1.43631 | 1.42433 | 1.45433 | -2.10 | 10029.44 |
| 25 | 2024.12.26 12:00 | buy | 13 | 0.01 | 1.43952 | 1.42452 | 1.45452 | ||
| 26 | 2024.12.30 09:00 | close | 13 | 0.01 | 1.43889 | 1.42452 | 1.45452 | -0.44 | 10029.00 |
| 27 | 2024.12.31 19:00 | buy | 14 | 0.01 | 1.44034 | 1.42534 | 1.45534 | ||
| 28 | 2025.01.03 09:00 | close | 14 | 0.01 | 1.43847 | 1.42534 | 1.45534 | -1.30 | 10027.70 |
| 29 | 2025.01.03 16:00 | buy | 15 | 0.01 | 1.44148 | 1.42648 | 1.45648 | ||
| 30 | 2025.01.06 10:00 | close | 15 | 0.01 | 1.43892 | 1.42648 | 1.45648 | -1.78 | 10025.92 |