Strategy Tester Report
FT_Parabolic SAR_EMA
| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 30 Minutes (M30) 2025.07.01 00:00 - 2025.09.18 23:30 (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 | 3782 | Ticks modelled | 6412166 | Modelling quality | 29.44% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (16) | ||
| Total net profit | -4.68 | Gross profit | 104.30 | Gross loss | -108.98 |
| Profit factor | 0.96 | Expected payoff | -0.07 | ||
| Absolute drawdown | 23.25 | Maximal drawdown | 41.00 (0.41%) | Relative drawdown | 0.41% (41.00) |
| Total trades | 68 | Short positions (won %) | 33 (24.24%) | Long positions (won %) | 35 (31.43%) |
| Profit trades (% of total) | 19 (27.94%) | Loss trades (% of total) | 49 (72.06%) | ||
| Largest | profit trade | 10.28 | loss trade | -7.96 | |
| Average | profit trade | 5.49 | loss trade | -2.22 | |
| Maximum | consecutive wins (profit in money) | 3 (16.79) | consecutive losses (loss in money) | 8 (-13.77) | |
| Maximal | consecutive profit (count of wins) | 20.18 (2) | consecutive loss (count of losses) | -19.93 (7) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.07.01 23:00 | buy | 1 | 0.01 | 143.779 | 142.279 | 145.279 | ||
| 2 | 2025.07.02 02:30 | sell | 2 | 0.01 | 143.397 | 144.897 | 141.897 | ||
| 3 | 2025.07.02 02:30 | close | 1 | 0.01 | 143.397 | 142.279 | 145.279 | -2.66 | 9997.34 |
| 4 | 2025.07.02 08:30 | buy | 3 | 0.01 | 143.704 | 142.204 | 145.204 | ||
| 5 | 2025.07.02 08:30 | close | 2 | 0.01 | 143.704 | 144.897 | 141.897 | -2.14 | 9995.20 |
| 6 | 2025.07.02 22:00 | sell | 4 | 0.01 | 143.615 | 145.115 | 142.115 | ||
| 7 | 2025.07.02 22:00 | close | 3 | 0.01 | 143.615 | 142.204 | 145.204 | -0.62 | 9994.58 |
| 8 | 2025.07.03 07:30 | buy | 5 | 0.01 | 143.793 | 142.293 | 145.293 | ||
| 9 | 2025.07.03 07:30 | close | 4 | 0.01 | 143.793 | 145.115 | 142.115 | -1.24 | 9993.34 |
| 10 | 2025.07.04 09:30 | sell | 6 | 0.01 | 144.265 | 145.765 | 142.765 | ||
| 11 | 2025.07.04 09:30 | close | 5 | 0.01 | 144.265 | 142.293 | 145.293 | 3.27 | 9996.61 |
| 12 | 2025.07.04 19:00 | buy | 7 | 0.01 | 144.542 | 143.042 | 146.042 | ||
| 13 | 2025.07.04 19:00 | close | 6 | 0.01 | 144.542 | 145.765 | 142.765 | -1.92 | 9994.69 |
| 14 | 2025.07.07 04:00 | sell | 8 | 0.01 | 144.348 | 145.848 | 142.848 | ||
| 15 | 2025.07.07 04:00 | close | 7 | 0.01 | 144.348 | 143.042 | 146.042 | -1.34 | 9993.35 |
| 16 | 2025.07.07 05:30 | buy | 9 | 0.01 | 144.727 | 143.227 | 146.227 | ||
| 17 | 2025.07.07 05:30 | close | 8 | 0.01 | 144.727 | 145.848 | 142.848 | -2.62 | 9990.73 |
| 18 | 2025.07.07 21:36 | t/p | 9 | 0.01 | 146.227 | 143.227 | 146.227 | 10.26 | 10000.99 |
| 19 | 2025.07.09 16:30 | sell | 10 | 0.01 | 146.486 | 147.986 | 144.986 | ||
| 20 | 2025.07.10 17:00 | buy | 11 | 0.01 | 146.590 | 145.090 | 148.090 | ||
| 21 | 2025.07.10 17:00 | close | 10 | 0.01 | 146.590 | 147.986 | 144.986 | -0.71 | 10000.28 |
| 22 | 2025.07.10 22:30 | sell | 12 | 0.01 | 146.226 | 147.726 | 144.726 | ||
| 23 | 2025.07.10 22:30 | close | 11 | 0.01 | 146.226 | 145.090 | 148.090 | -2.49 | 9997.79 |
| 24 | 2025.07.11 04:30 | buy | 13 | 0.01 | 146.797 | 145.297 | 148.297 | ||
| 25 | 2025.07.11 04:30 | close | 12 | 0.01 | 146.797 | 147.726 | 144.726 | -3.89 | 9993.90 |
| 26 | 2025.07.15 16:33 | t/p | 13 | 0.01 | 148.297 | 145.297 | 148.297 | 10.11 | 10004.01 |
| 27 | 2025.07.16 18:30 | sell | 14 | 0.01 | 147.371 | 148.871 | 145.871 | ||
| 28 | 2025.07.17 06:30 | buy | 15 | 0.01 | 148.554 | 147.054 | 150.054 | ||
| 29 | 2025.07.17 06:30 | close | 14 | 0.01 | 148.554 | 148.871 | 145.871 | -7.96 | 9996.05 |
| 30 | 2025.07.18 02:30 | sell | 16 | 0.01 | 148.338 | 149.838 | 146.838 | ||
| 31 | 2025.07.18 02:30 | close | 15 | 0.01 | 148.338 | 147.054 | 150.054 | -1.46 | 9994.59 |
| 32 | 2025.07.18 07:00 | buy | 17 | 0.01 | 148.677 | 147.177 | 150.177 | ||
| 33 | 2025.07.18 07:00 | close | 16 | 0.01 | 148.677 | 149.838 | 146.838 | -2.28 | 9992.31 |
| 34 | 2025.07.18 15:30 | sell | 18 | 0.01 | 148.410 | 149.910 | 146.910 | ||
| 35 | 2025.07.18 15:30 | close | 17 | 0.01 | 148.410 | 147.177 | 150.177 | -1.80 | 9990.51 |
| 36 | 2025.07.18 20:30 | buy | 19 | 0.01 | 148.750 | 147.250 | 150.250 | ||
| 37 | 2025.07.18 20:30 | close | 18 | 0.01 | 148.750 | 149.910 | 146.910 | -2.29 | 9988.22 |
| 38 | 2025.07.21 01:00 | sell | 20 | 0.01 | 148.160 | 149.660 | 146.660 | ||
| 39 | 2025.07.21 01:00 | close | 19 | 0.01 | 148.160 | 147.250 | 150.250 | -3.98 | 9984.24 |
| 40 | 2025.07.22 10:00 | buy | 21 | 0.01 | 147.829 | 146.329 | 149.329 | ||
| 41 | 2025.07.22 10:00 | close | 20 | 0.01 | 147.829 | 149.660 | 146.660 | 2.24 | 9986.48 |
| 42 | 2025.07.22 14:30 | close | 21 | 0.01 | 147.493 | 146.329 | 149.329 | -2.28 | 9984.20 |
| 43 | 2025.07.22 15:00 | sell | 22 | 0.01 | 147.196 | 148.696 | 145.696 | ||
| 44 | 2025.07.24 13:30 | buy | 23 | 0.01 | 146.592 | 145.092 | 148.092 | ||
| 45 | 2025.07.24 13:30 | close | 22 | 0.01 | 146.592 | 148.696 | 145.696 | 4.12 | 9988.32 |
| 46 | 2025.07.28 09:18 | t/p | 23 | 0.01 | 148.092 | 145.092 | 148.092 | 10.13 | 9998.45 |
| 47 | 2025.07.30 03:30 | sell | 24 | 0.01 | 148.332 | 149.832 | 146.832 | ||
| 48 | 2025.07.30 16:00 | buy | 25 | 0.01 | 148.860 | 147.360 | 150.360 | ||
| 49 | 2025.07.30 16:00 | close | 24 | 0.01 | 148.860 | 149.832 | 146.832 | -3.55 | 9994.90 |
| 50 | 2025.07.31 16:19 | t/p | 25 | 0.01 | 150.360 | 147.360 | 150.360 | 9.98 | 10004.88 |
| 51 | 2025.08.01 16:00 | sell | 26 | 0.01 | 148.629 | 150.129 | 147.129 | ||
| 52 | 2025.08.04 01:01 | t/p | 26 | 0.01 | 147.129 | 150.129 | 147.129 | 10.20 | 10015.08 |
| 53 | 2025.08.05 12:30 | buy | 27 | 0.01 | 147.476 | 145.976 | 148.976 | ||
| 54 | 2025.08.06 07:30 | sell | 28 | 0.01 | 147.349 | 148.849 | 145.849 | ||
| 55 | 2025.08.06 07:30 | close | 27 | 0.01 | 147.349 | 145.976 | 148.976 | -0.86 | 10014.22 |
| 56 | 2025.08.06 11:00 | buy | 29 | 0.01 | 147.571 | 146.071 | 149.071 | ||
| 57 | 2025.08.06 11:00 | close | 28 | 0.01 | 147.571 | 148.849 | 145.849 | -1.50 | 10012.72 |
| 58 | 2025.08.06 16:30 | sell | 30 | 0.01 | 147.383 | 148.883 | 145.883 | ||
| 59 | 2025.08.06 16:30 | close | 29 | 0.01 | 147.383 | 146.071 | 149.071 | -1.28 | 10011.44 |
| 60 | 2025.08.07 05:00 | buy | 31 | 0.01 | 147.505 | 146.005 | 149.005 | ||
| 61 | 2025.08.07 05:00 | close | 30 | 0.01 | 147.505 | 148.883 | 145.883 | -0.83 | 10010.61 |
| 62 | 2025.08.07 09:00 | sell | 32 | 0.01 | 147.270 | 148.770 | 145.770 | ||
| 63 | 2025.08.07 09:00 | close | 31 | 0.01 | 147.270 | 146.005 | 149.005 | -1.60 | 10009.01 |
| 64 | 2025.08.07 18:00 | buy | 33 | 0.01 | 147.503 | 146.003 | 149.003 | ||
| 65 | 2025.08.07 18:00 | close | 32 | 0.01 | 147.503 | 148.770 | 145.770 | -1.58 | 10007.43 |
| 66 | 2025.08.07 23:30 | sell | 34 | 0.01 | 146.983 | 148.483 | 145.483 | ||
| 67 | 2025.08.07 23:30 | close | 33 | 0.01 | 146.983 | 146.003 | 149.003 | -3.54 | 10003.89 |
| 68 | 2025.08.08 09:30 | buy | 35 | 0.01 | 147.363 | 145.863 | 148.863 | ||
| 69 | 2025.08.08 09:30 | close | 34 | 0.01 | 147.363 | 148.483 | 145.483 | -2.58 | 10001.31 |
| 70 | 2025.08.11 07:00 | sell | 36 | 0.01 | 147.473 | 148.973 | 145.973 | ||
| 71 | 2025.08.11 07:00 | close | 35 | 0.01 | 147.473 | 145.863 | 148.863 | 0.75 | 10002.06 |
| 72 | 2025.08.11 14:00 | buy | 37 | 0.01 | 147.749 | 146.249 | 149.249 | ||
| 73 | 2025.08.11 14:00 | close | 36 | 0.01 | 147.749 | 148.973 | 145.973 | -1.87 | 10000.19 |
| 74 | 2025.08.12 19:00 | sell | 38 | 0.01 | 147.801 | 149.301 | 146.301 | ||
| 75 | 2025.08.12 19:00 | close | 37 | 0.01 | 147.801 | 146.249 | 149.249 | 0.35 | 10000.54 |
| 76 | 2025.08.14 09:18 | t/p | 38 | 0.01 | 146.301 | 149.301 | 146.301 | 10.25 | 10010.79 |
| 77 | 2025.08.14 17:30 | buy | 39 | 0.01 | 147.412 | 145.912 | 148.912 | ||
| 78 | 2025.08.15 07:30 | sell | 40 | 0.01 | 147.133 | 148.633 | 145.633 | ||
| 79 | 2025.08.15 07:30 | close | 39 | 0.01 | 147.133 | 145.912 | 148.912 | -1.90 | 10008.89 |
| 80 | 2025.08.15 22:30 | buy | 41 | 0.01 | 147.220 | 145.720 | 148.720 | ||
| 81 | 2025.08.15 22:30 | close | 40 | 0.01 | 147.220 | 148.633 | 145.633 | -0.59 | 10008.30 |
| 82 | 2025.08.19 20:00 | sell | 42 | 0.01 | 147.619 | 149.119 | 146.119 | ||
| 83 | 2025.08.19 20:00 | close | 41 | 0.01 | 147.619 | 145.720 | 148.720 | 2.70 | 10011.00 |
| 84 | 2025.08.20 03:30 | buy | 43 | 0.01 | 147.804 | 146.304 | 149.304 | ||
| 85 | 2025.08.20 03:30 | close | 42 | 0.01 | 147.804 | 149.119 | 146.119 | -1.25 | 10009.75 |
| 86 | 2025.08.20 04:30 | close | 43 | 0.01 | 147.569 | 146.304 | 149.304 | -1.59 | 10008.16 |
| 87 | 2025.08.20 05:00 | sell | 44 | 0.01 | 147.493 | 148.993 | 145.993 | ||
| 88 | 2025.08.21 08:30 | buy | 45 | 0.01 | 147.419 | 145.919 | 148.919 | ||
| 89 | 2025.08.21 08:30 | close | 44 | 0.01 | 147.419 | 148.993 | 145.993 | 0.50 | 10008.66 |
| 90 | 2025.08.22 18:00 | sell | 46 | 0.01 | 146.850 | 148.350 | 145.350 | ||
| 91 | 2025.08.22 18:00 | close | 45 | 0.01 | 146.850 | 145.919 | 148.919 | -3.87 | 10004.79 |
| 92 | 2025.08.25 19:00 | buy | 47 | 0.01 | 147.624 | 146.124 | 149.124 | ||
| 93 | 2025.08.25 19:00 | close | 46 | 0.01 | 147.624 | 148.350 | 145.350 | -5.24 | 9999.55 |
| 94 | 2025.08.26 04:30 | sell | 48 | 0.01 | 147.281 | 148.781 | 145.781 | ||
| 95 | 2025.08.26 04:30 | close | 47 | 0.01 | 147.281 | 146.124 | 149.124 | -2.33 | 9997.22 |
| 96 | 2025.08.26 07:00 | buy | 49 | 0.01 | 147.808 | 146.308 | 149.308 | ||
| 97 | 2025.08.26 07:00 | close | 48 | 0.01 | 147.808 | 148.781 | 145.781 | -3.57 | 9993.65 |
| 98 | 2025.08.26 15:00 | sell | 50 | 0.01 | 147.459 | 148.959 | 145.959 | ||
| 99 | 2025.08.26 15:00 | close | 49 | 0.01 | 147.459 | 146.308 | 149.308 | -2.37 | 9991.28 |
| 100 | 2025.08.27 05:00 | buy | 51 | 0.01 | 147.613 | 146.113 | 149.113 | ||
| 101 | 2025.08.27 05:00 | close | 50 | 0.01 | 147.613 | 148.959 | 145.959 | -1.04 | 9990.24 |
| 102 | 2025.08.27 20:30 | sell | 52 | 0.01 | 147.391 | 148.891 | 145.891 | ||
| 103 | 2025.08.27 20:30 | close | 51 | 0.01 | 147.391 | 146.113 | 149.113 | -1.51 | 9988.73 |
| 104 | 2025.08.29 13:30 | buy | 53 | 0.01 | 147.144 | 145.644 | 148.644 | ||
| 105 | 2025.08.29 13:30 | close | 52 | 0.01 | 147.144 | 148.891 | 145.891 | 1.68 | 9990.41 |
| 106 | 2025.08.29 18:30 | sell | 54 | 0.01 | 146.938 | 148.438 | 145.438 | ||
| 107 | 2025.08.29 18:30 | close | 53 | 0.01 | 146.938 | 145.644 | 148.644 | -1.40 | 9989.01 |
| 108 | 2025.09.01 02:00 | buy | 55 | 0.01 | 147.142 | 145.642 | 148.642 | ||
| 109 | 2025.09.01 02:00 | close | 54 | 0.01 | 147.142 | 148.438 | 145.438 | -1.39 | 9987.62 |
| 110 | 2025.09.01 07:00 | sell | 56 | 0.01 | 146.888 | 148.388 | 145.388 | ||
| 111 | 2025.09.01 07:00 | close | 55 | 0.01 | 146.888 | 145.642 | 148.642 | -1.73 | 9985.89 |
| 112 | 2025.09.01 14:00 | buy | 57 | 0.01 | 147.142 | 145.642 | 148.642 | ||
| 113 | 2025.09.01 14:00 | close | 56 | 0.01 | 147.142 | 148.388 | 145.388 | -1.73 | 9984.16 |
| 114 | 2025.09.02 10:44 | t/p | 57 | 0.01 | 148.642 | 145.642 | 148.642 | 10.09 | 9994.25 |
| 115 | 2025.09.03 18:30 | sell | 58 | 0.01 | 147.994 | 149.494 | 146.494 | ||
| 116 | 2025.09.04 11:00 | buy | 59 | 0.01 | 148.377 | 146.877 | 149.877 | ||
| 117 | 2025.09.04 11:00 | close | 58 | 0.01 | 148.377 | 149.494 | 146.494 | -2.58 | 9991.67 |
| 118 | 2025.09.05 04:00 | sell | 60 | 0.01 | 148.168 | 149.668 | 146.668 | ||
| 119 | 2025.09.05 04:00 | close | 59 | 0.01 | 148.168 | 146.877 | 149.877 | -1.41 | 9990.26 |
| 120 | 2025.09.08 02:00 | buy | 61 | 0.01 | 148.440 | 146.940 | 149.940 | ||
| 121 | 2025.09.08 02:00 | close | 60 | 0.01 | 148.440 | 149.668 | 146.668 | -1.83 | 9988.43 |
| 122 | 2025.09.08 11:00 | sell | 62 | 0.01 | 147.525 | 149.025 | 146.025 | ||
| 123 | 2025.09.08 11:00 | close | 61 | 0.01 | 147.525 | 146.940 | 149.940 | -6.20 | 9982.23 |
| 124 | 2025.09.09 21:30 | buy | 63 | 0.01 | 147.396 | 145.896 | 148.896 | ||
| 125 | 2025.09.09 21:30 | close | 62 | 0.01 | 147.396 | 149.025 | 146.025 | 0.88 | 9983.11 |
| 126 | 2025.09.10 21:00 | close | 63 | 0.01 | 147.330 | 145.896 | 148.896 | -0.45 | 9982.66 |
| 127 | 2025.09.11 04:00 | buy | 64 | 0.01 | 147.470 | 145.970 | 148.970 | ||
| 128 | 2025.09.11 18:00 | sell | 65 | 0.01 | 147.182 | 148.682 | 145.682 | ||
| 129 | 2025.09.11 18:00 | close | 64 | 0.01 | 147.182 | 145.970 | 148.970 | -1.96 | 9980.70 |
| 130 | 2025.09.12 07:30 | buy | 66 | 0.01 | 147.502 | 146.002 | 149.002 | ||
| 131 | 2025.09.12 07:30 | close | 65 | 0.01 | 147.502 | 148.682 | 145.682 | -2.17 | 9978.53 |
| 132 | 2025.09.15 06:00 | sell | 67 | 0.01 | 147.511 | 149.011 | 146.011 | ||
| 133 | 2025.09.15 06:00 | close | 66 | 0.01 | 147.511 | 146.002 | 149.002 | 0.06 | 9978.59 |
| 134 | 2025.09.17 21:00 | t/p | 67 | 0.01 | 146.011 | 149.011 | 146.011 | 10.28 | 9988.87 |
| 135 | 2025.09.17 23:30 | buy | 68 | 0.01 | 147.037 | 145.537 | 148.537 | ||
| 136 | 2025.09.18 23:59 | close at stop | 68 | 0.01 | 147.992 | 145.537 | 148.537 | 6.45 | 9995.32 |