Strategy Tester Report
FT_Parabolic SAR_EMA
| Symbol | GBPUSD (Great Britain Pound vs US 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 | 14742036 | Modelling quality | 89.66% |
| Mismatched charts errors | 3 | ||||
| Initial deposit | 10000.00 | Spread | Current (35) | ||
| Total net profit | -52.60 | Gross profit | 151.77 | Gross loss | -204.37 |
| Profit factor | 0.74 | Expected payoff | -0.81 | ||
| Absolute drawdown | 64.74 | Maximal drawdown | 89.21 (0.89%) | Relative drawdown | 0.89% (89.21) |
| Total trades | 65 | Short positions (won %) | 27 (18.52%) | Long positions (won %) | 38 (36.84%) |
| Profit trades (% of total) | 19 (29.23%) | Loss trades (% of total) | 46 (70.77%) | ||
| Largest | profit trade | 15.00 | loss trade | -14.17 | |
| Average | profit trade | 7.99 | loss trade | -4.44 | |
| Maximum | consecutive wins (profit in money) | 3 (16.97) | consecutive losses (loss in money) | 9 (-50.63) | |
| Maximal | consecutive profit (count of wins) | 30.00 (2) | consecutive loss (count of losses) | -50.63 (9) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.01.06 10:00 | buy | 1 | 0.01 | 1.24553 | 1.23053 | 1.26053 | ||
| 2 | 2025.01.08 01:00 | close | 1 | 0.01 | 1.24751 | 1.23053 | 1.26053 | 1.98 | 10001.98 |
| 3 | 2025.01.15 10:00 | buy | 2 | 0.01 | 1.22369 | 1.20869 | 1.23869 | ||
| 4 | 2025.01.16 12:00 | close | 2 | 0.01 | 1.21969 | 1.20869 | 1.23869 | -4.00 | 9997.98 |
| 5 | 2025.01.16 20:00 | buy | 3 | 0.01 | 1.22395 | 1.20895 | 1.23895 | ||
| 6 | 2025.01.17 10:00 | close | 3 | 0.01 | 1.21738 | 1.20895 | 1.23895 | -6.57 | 9991.41 |
| 7 | 2025.01.20 16:00 | buy | 4 | 0.01 | 1.23012 | 1.21512 | 1.24512 | ||
| 8 | 2025.01.23 11:00 | close | 4 | 0.01 | 1.22957 | 1.21512 | 1.24512 | -0.55 | 9990.86 |
| 9 | 2025.01.23 18:00 | buy | 5 | 0.01 | 1.23261 | 1.21761 | 1.24761 | ||
| 10 | 2025.01.24 17:51 | t/p | 5 | 0.01 | 1.24761 | 1.21761 | 1.24761 | 15.00 | 10005.86 |
| 11 | 2025.01.29 08:00 | buy | 6 | 0.01 | 1.24566 | 1.23066 | 1.26066 | ||
| 12 | 2025.01.29 12:00 | close | 6 | 0.01 | 1.24200 | 1.23066 | 1.26066 | -3.66 | 10002.20 |
| 13 | 2025.01.30 00:00 | buy | 7 | 0.01 | 1.24475 | 1.22975 | 1.25975 | ||
| 14 | 2025.01.30 15:00 | close | 7 | 0.01 | 1.24372 | 1.22975 | 1.25975 | -1.03 | 10001.17 |
| 15 | 2025.01.30 16:00 | buy | 8 | 0.01 | 1.24703 | 1.23203 | 1.26203 | ||
| 16 | 2025.01.31 01:00 | close | 8 | 0.01 | 1.24145 | 1.23203 | 1.26203 | -5.58 | 9995.59 |
| 17 | 2025.02.03 23:00 | buy | 9 | 0.01 | 1.24055 | 1.22555 | 1.25555 | ||
| 18 | 2025.02.06 12:00 | close | 9 | 0.01 | 1.24247 | 1.22555 | 1.25555 | 1.92 | 9997.51 |
| 19 | 2025.02.11 19:00 | buy | 10 | 0.01 | 1.24246 | 1.22746 | 1.25746 | ||
| 20 | 2025.02.14 10:10 | t/p | 10 | 0.01 | 1.25746 | 1.22746 | 1.25746 | 15.00 | 10012.51 |
| 21 | 2025.02.20 12:00 | buy | 11 | 0.01 | 1.26171 | 1.24671 | 1.27671 | ||
| 22 | 2025.02.24 17:00 | close | 11 | 0.01 | 1.26176 | 1.24671 | 1.27671 | 0.05 | 10012.56 |
| 23 | 2025.02.25 00:00 | sell | 12 | 0.01 | 1.26234 | 1.27734 | 1.24734 | ||
| 24 | 2025.02.25 16:00 | buy | 13 | 0.01 | 1.26736 | 1.25236 | 1.28236 | ||
| 25 | 2025.02.25 16:00 | close | 12 | 0.01 | 1.26736 | 1.27734 | 1.24734 | -5.02 | 10007.54 |
| 26 | 2025.02.27 17:00 | sell | 14 | 0.01 | 1.26275 | 1.27775 | 1.24775 | ||
| 27 | 2025.02.27 17:00 | close | 13 | 0.01 | 1.26275 | 1.25236 | 1.28236 | -4.61 | 10002.93 |
| 28 | 2025.03.03 13:00 | buy | 15 | 0.01 | 1.26497 | 1.24997 | 1.27997 | ||
| 29 | 2025.03.03 13:00 | close | 14 | 0.01 | 1.26497 | 1.27775 | 1.24775 | -2.22 | 10000.71 |
| 30 | 2025.03.05 08:16 | t/p | 15 | 0.01 | 1.27997 | 1.24997 | 1.27997 | 15.00 | 10015.71 |
| 31 | 2025.03.10 22:00 | sell | 16 | 0.01 | 1.28689 | 1.30189 | 1.27189 | ||
| 32 | 2025.03.11 12:00 | buy | 17 | 0.01 | 1.29327 | 1.27827 | 1.30827 | ||
| 33 | 2025.03.11 12:00 | close | 16 | 0.01 | 1.29327 | 1.30189 | 1.27189 | -6.38 | 10009.33 |
| 34 | 2025.03.14 10:00 | close | 17 | 0.01 | 1.29382 | 1.27827 | 1.30827 | 0.55 | 10009.88 |
| 35 | 2025.03.14 11:00 | sell | 18 | 0.01 | 1.29248 | 1.30748 | 1.27748 | ||
| 36 | 2025.03.17 13:00 | buy | 19 | 0.01 | 1.29558 | 1.28058 | 1.31058 | ||
| 37 | 2025.03.17 13:00 | close | 18 | 0.01 | 1.29558 | 1.30748 | 1.27748 | -3.10 | 10006.78 |
| 38 | 2025.03.19 15:00 | close | 19 | 0.01 | 1.29762 | 1.28058 | 1.31058 | 2.04 | 10008.82 |
| 39 | 2025.03.19 17:00 | sell | 20 | 0.01 | 1.29653 | 1.31153 | 1.28153 | ||
| 40 | 2025.03.19 23:00 | buy | 21 | 0.01 | 1.30006 | 1.28506 | 1.31506 | ||
| 41 | 2025.03.19 23:00 | close | 20 | 0.01 | 1.30006 | 1.31153 | 1.28153 | -3.53 | 10005.29 |
| 42 | 2025.03.20 13:00 | sell | 22 | 0.01 | 1.29549 | 1.31049 | 1.28049 | ||
| 43 | 2025.03.20 13:00 | close | 21 | 0.01 | 1.29549 | 1.28506 | 1.31506 | -4.57 | 10000.72 |
| 44 | 2025.03.25 16:00 | buy | 23 | 0.01 | 1.29580 | 1.28080 | 1.31080 | ||
| 45 | 2025.03.25 16:00 | close | 22 | 0.01 | 1.29580 | 1.31049 | 1.28049 | -0.31 | 10000.41 |
| 46 | 2025.03.26 11:00 | sell | 24 | 0.01 | 1.29086 | 1.30586 | 1.27586 | ||
| 47 | 2025.03.26 11:00 | close | 23 | 0.01 | 1.29086 | 1.28080 | 1.31080 | -4.94 | 9995.47 |
| 48 | 2025.03.27 14:00 | buy | 25 | 0.01 | 1.29355 | 1.27855 | 1.30855 | ||
| 49 | 2025.03.27 14:00 | close | 24 | 0.01 | 1.29355 | 1.30586 | 1.27586 | -2.69 | 9992.78 |
| 50 | 2025.03.31 18:00 | sell | 26 | 0.01 | 1.29088 | 1.30588 | 1.27588 | ||
| 51 | 2025.03.31 18:00 | close | 25 | 0.01 | 1.29088 | 1.27855 | 1.30855 | -2.67 | 9990.11 |
| 52 | 2025.04.02 13:00 | buy | 27 | 0.01 | 1.29501 | 1.28001 | 1.31001 | ||
| 53 | 2025.04.02 13:00 | close | 26 | 0.01 | 1.29501 | 1.30588 | 1.27588 | -4.13 | 9985.98 |
| 54 | 2025.04.03 08:39 | t/p | 27 | 0.01 | 1.31001 | 1.28001 | 1.31001 | 15.00 | 10000.98 |
| 55 | 2025.04.04 16:00 | sell | 28 | 0.01 | 1.29998 | 1.31498 | 1.28498 | ||
| 56 | 2025.04.07 00:00 | t/p | 28 | 0.01 | 1.28498 | 1.31498 | 1.28498 | 15.00 | 10015.98 |
| 57 | 2025.04.09 09:00 | buy | 29 | 0.01 | 1.28411 | 1.26911 | 1.29911 | ||
| 58 | 2025.04.09 18:00 | sell | 30 | 0.01 | 1.27566 | 1.29066 | 1.26066 | ||
| 59 | 2025.04.09 18:00 | close | 29 | 0.01 | 1.27566 | 1.26911 | 1.29911 | -8.45 | 10007.53 |
| 60 | 2025.04.10 03:00 | buy | 31 | 0.01 | 1.28278 | 1.26778 | 1.29778 | ||
| 61 | 2025.04.10 03:00 | close | 30 | 0.01 | 1.28278 | 1.29066 | 1.26066 | -7.12 | 10000.41 |
| 62 | 2025.04.10 18:14 | t/p | 31 | 0.01 | 1.29778 | 1.26778 | 1.29778 | 15.00 | 10015.41 |
| 63 | 2025.04.23 00:00 | sell | 32 | 0.01 | 1.33271 | 1.34771 | 1.31771 | ||
| 64 | 2025.04.24 19:00 | close | 32 | 0.01 | 1.33080 | 1.34771 | 1.31771 | 1.91 | 10017.32 |
| 65 | 2025.04.24 20:00 | buy | 33 | 0.01 | 1.33314 | 1.31814 | 1.34814 | ||
| 66 | 2025.04.25 08:00 | sell | 34 | 0.01 | 1.32861 | 1.34361 | 1.31361 | ||
| 67 | 2025.04.25 08:00 | close | 33 | 0.01 | 1.32861 | 1.31814 | 1.34814 | -4.53 | 10012.79 |
| 68 | 2025.04.25 16:00 | buy | 35 | 0.01 | 1.33260 | 1.31760 | 1.34760 | ||
| 69 | 2025.04.25 16:00 | close | 34 | 0.01 | 1.33260 | 1.34361 | 1.31361 | -3.99 | 10008.80 |
| 70 | 2025.04.28 03:00 | sell | 36 | 0.01 | 1.32893 | 1.34393 | 1.31393 | ||
| 71 | 2025.04.28 03:00 | close | 35 | 0.01 | 1.32893 | 1.31760 | 1.34760 | -3.67 | 10005.13 |
| 72 | 2025.04.28 12:00 | buy | 37 | 0.01 | 1.33320 | 1.31820 | 1.34820 | ||
| 73 | 2025.04.28 12:00 | close | 36 | 0.01 | 1.33320 | 1.34393 | 1.31393 | -4.27 | 10000.86 |
| 74 | 2025.04.30 14:00 | sell | 38 | 0.01 | 1.33567 | 1.35067 | 1.32067 | ||
| 75 | 2025.04.30 14:00 | close | 37 | 0.01 | 1.33567 | 1.31820 | 1.34820 | 2.47 | 10003.33 |
| 76 | 2025.05.05 16:00 | buy | 39 | 0.01 | 1.33340 | 1.31840 | 1.34840 | ||
| 77 | 2025.05.05 16:00 | close | 38 | 0.01 | 1.33340 | 1.35067 | 1.32067 | 2.27 | 10005.60 |
| 78 | 2025.05.05 21:00 | sell | 40 | 0.01 | 1.32767 | 1.34267 | 1.31267 | ||
| 79 | 2025.05.05 21:00 | close | 39 | 0.01 | 1.32767 | 1.31840 | 1.34840 | -5.73 | 9999.87 |
| 80 | 2025.05.06 11:00 | buy | 41 | 0.01 | 1.33223 | 1.31723 | 1.34723 | ||
| 81 | 2025.05.06 11:00 | close | 40 | 0.01 | 1.33223 | 1.34267 | 1.31267 | -4.56 | 9995.31 |
| 82 | 2025.05.07 23:00 | sell | 42 | 0.01 | 1.32961 | 1.34461 | 1.31461 | ||
| 83 | 2025.05.07 23:00 | close | 41 | 0.01 | 1.32961 | 1.31723 | 1.34723 | -2.62 | 9992.69 |
| 84 | 2025.05.09 20:00 | buy | 43 | 0.01 | 1.33099 | 1.31599 | 1.34599 | ||
| 85 | 2025.05.09 20:00 | close | 42 | 0.01 | 1.33099 | 1.34461 | 1.31461 | -1.38 | 9991.31 |
| 86 | 2025.05.12 11:00 | sell | 44 | 0.01 | 1.31682 | 1.33182 | 1.30182 | ||
| 87 | 2025.05.12 11:00 | close | 43 | 0.01 | 1.31682 | 1.31599 | 1.34599 | -14.17 | 9977.14 |
| 88 | 2025.05.13 19:00 | buy | 45 | 0.01 | 1.32804 | 1.31304 | 1.34304 | ||
| 89 | 2025.05.13 19:00 | close | 44 | 0.01 | 1.32804 | 1.33182 | 1.30182 | -11.22 | 9965.92 |
| 90 | 2025.05.15 02:00 | close | 45 | 0.01 | 1.32641 | 1.31304 | 1.34304 | -1.63 | 9964.29 |
| 91 | 2025.05.15 16:00 | buy | 46 | 0.01 | 1.33081 | 1.31581 | 1.34581 | ||
| 92 | 2025.05.16 18:00 | sell | 47 | 0.01 | 1.32653 | 1.34153 | 1.31153 | ||
| 93 | 2025.05.16 18:00 | close | 46 | 0.01 | 1.32653 | 1.31581 | 1.34581 | -4.28 | 9960.01 |
| 94 | 2025.05.19 04:00 | buy | 48 | 0.01 | 1.33157 | 1.31657 | 1.34657 | ||
| 95 | 2025.05.19 04:00 | close | 47 | 0.01 | 1.33157 | 1.34153 | 1.31153 | -5.04 | 9954.97 |
| 96 | 2025.05.21 09:27 | t/p | 48 | 0.01 | 1.34657 | 1.31657 | 1.34657 | 15.00 | 9969.97 |
| 97 | 2025.05.27 20:00 | sell | 49 | 0.01 | 1.35067 | 1.36567 | 1.33567 | ||
| 98 | 2025.05.29 21:00 | buy | 50 | 0.01 | 1.35000 | 1.33500 | 1.36500 | ||
| 99 | 2025.05.29 21:00 | close | 49 | 0.01 | 1.35000 | 1.36567 | 1.33567 | 0.67 | 9970.64 |
| 100 | 2025.05.30 12:00 | close | 50 | 0.01 | 1.34651 | 1.33500 | 1.36500 | -3.49 | 9967.15 |
| 101 | 2025.05.30 15:00 | sell | 51 | 0.01 | 1.34744 | 1.36244 | 1.33244 | ||
| 102 | 2025.06.02 08:00 | close | 51 | 0.01 | 1.34912 | 1.36244 | 1.33244 | -1.68 | 9965.47 |
| 103 | 2025.06.02 09:00 | buy | 52 | 0.01 | 1.35041 | 1.33541 | 1.36541 | ||
| 104 | 2025.06.06 13:00 | sell | 53 | 0.01 | 1.35332 | 1.36832 | 1.33832 | ||
| 105 | 2025.06.06 13:00 | close | 52 | 0.01 | 1.35332 | 1.33541 | 1.36541 | 2.91 | 9968.38 |
| 106 | 2025.06.09 10:00 | buy | 54 | 0.01 | 1.35712 | 1.34212 | 1.37212 | ||
| 107 | 2025.06.09 10:00 | close | 53 | 0.01 | 1.35712 | 1.36832 | 1.33832 | -3.80 | 9964.58 |
| 108 | 2025.06.10 05:00 | close | 54 | 0.01 | 1.35297 | 1.34212 | 1.37212 | -4.15 | 9960.43 |
| 109 | 2025.06.10 06:00 | sell | 55 | 0.01 | 1.35371 | 1.36871 | 1.33871 | ||
| 110 | 2025.06.11 19:00 | buy | 56 | 0.01 | 1.35578 | 1.34078 | 1.37078 | ||
| 111 | 2025.06.11 19:00 | close | 55 | 0.01 | 1.35578 | 1.36871 | 1.33871 | -2.07 | 9958.36 |
| 112 | 2025.06.13 10:00 | sell | 57 | 0.01 | 1.35368 | 1.36868 | 1.33868 | ||
| 113 | 2025.06.13 10:00 | close | 56 | 0.01 | 1.35368 | 1.34078 | 1.37078 | -2.10 | 9956.26 |
| 114 | 2025.06.13 20:00 | buy | 58 | 0.01 | 1.35973 | 1.34473 | 1.37473 | ||
| 115 | 2025.06.13 20:00 | close | 57 | 0.01 | 1.35973 | 1.36868 | 1.33868 | -6.05 | 9950.21 |
| 116 | 2025.06.16 02:00 | close | 58 | 0.01 | 1.35549 | 1.34473 | 1.37473 | -4.24 | 9945.97 |
| 117 | 2025.06.16 06:00 | sell | 59 | 0.01 | 1.35420 | 1.36920 | 1.33920 | ||
| 118 | 2025.06.16 11:00 | buy | 60 | 0.01 | 1.35875 | 1.34375 | 1.37375 | ||
| 119 | 2025.06.16 11:00 | close | 59 | 0.01 | 1.35875 | 1.36920 | 1.33920 | -4.55 | 9941.42 |
| 120 | 2025.06.17 10:00 | sell | 61 | 0.01 | 1.35619 | 1.37119 | 1.34119 | ||
| 121 | 2025.06.17 10:00 | close | 60 | 0.01 | 1.35619 | 1.34375 | 1.37375 | -2.56 | 9938.86 |
| 122 | 2025.06.18 22:01 | t/p | 61 | 0.01 | 1.34119 | 1.37119 | 1.34119 | 15.00 | 9953.86 |
| 123 | 2025.06.20 02:00 | buy | 62 | 0.01 | 1.34702 | 1.33202 | 1.36202 | ||
| 124 | 2025.06.23 00:02 | sell | 63 | 0.01 | 1.33965 | 1.35465 | 1.32465 | ||
| 125 | 2025.06.23 00:02 | close | 62 | 0.01 | 1.33965 | 1.33202 | 1.36202 | -7.37 | 9946.49 |
| 126 | 2025.06.23 20:00 | buy | 64 | 0.01 | 1.34954 | 1.33454 | 1.36454 | ||
| 127 | 2025.06.23 20:00 | close | 63 | 0.01 | 1.34954 | 1.35465 | 1.32465 | -9.89 | 9936.60 |
| 128 | 2025.06.24 17:25 | t/p | 64 | 0.01 | 1.36454 | 1.33454 | 1.36454 | 15.00 | 9951.60 |
| 129 | 2025.06.30 16:00 | sell | 65 | 0.01 | 1.36929 | 1.38429 | 1.35429 | ||
| 130 | 2025.06.30 23:59 | close at stop | 65 | 0.01 | 1.37349 | 1.38429 | 1.35429 | -4.20 | 9947.40 |