Strategy Tester Report
FT_Parabolic SAR_EMA
| Symbol | GBPUSD (Great Britain Pound vs US 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 | 8301104 | Modelling quality | 48.56% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (37) | ||
| Total net profit | -76.59 | Gross profit | 19.48 | Gross loss | -96.07 |
| Profit factor | 0.20 | Expected payoff | -3.19 | ||
| Absolute drawdown | 79.91 | Maximal drawdown | 79.91 (0.80%) | Relative drawdown | 0.80% (79.91) |
| Total trades | 24 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 24 (12.50%) |
| Profit trades (% of total) | 3 (12.50%) | Loss trades (% of total) | 21 (87.50%) | ||
| Largest | profit trade | 15.00 | loss trade | -9.19 | |
| Average | profit trade | 6.49 | loss trade | -4.57 | |
| Maximum | consecutive wins (profit in money) | 1 (15.00) | consecutive losses (loss in money) | 14 (-62.19) | |
| Maximal | consecutive profit (count of wins) | 15.00 (1) | consecutive loss (count of losses) | -62.19 (14) | |
| Average | consecutive wins | 1 | consecutive losses | 7 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.11 21:00 | buy | 1 | 0.01 | 1.30793 | 1.29293 | 1.32293 | ||
| 2 | 2024.10.14 02:00 | close | 1 | 0.01 | 1.30520 | 1.29293 | 1.32293 | -2.73 | 9997.27 |
| 3 | 2024.10.15 05:00 | buy | 2 | 0.01 | 1.30682 | 1.29182 | 1.32182 | ||
| 4 | 2024.10.15 09:00 | close | 2 | 0.01 | 1.30438 | 1.29182 | 1.32182 | -2.44 | 9994.83 |
| 5 | 2024.10.15 12:00 | buy | 3 | 0.01 | 1.30796 | 1.29296 | 1.32296 | ||
| 6 | 2024.10.16 10:00 | close | 3 | 0.01 | 1.29888 | 1.29296 | 1.32296 | -9.08 | 9985.75 |
| 7 | 2024.10.18 08:00 | buy | 4 | 0.01 | 1.30246 | 1.28746 | 1.31746 | ||
| 8 | 2024.10.21 14:00 | close | 4 | 0.01 | 1.30212 | 1.28746 | 1.31746 | -0.34 | 9985.41 |
| 9 | 2024.10.24 17:00 | buy | 5 | 0.01 | 1.29811 | 1.28311 | 1.31311 | ||
| 10 | 2024.10.28 02:00 | close | 5 | 0.01 | 1.29580 | 1.28311 | 1.31311 | -2.31 | 9983.10 |
| 11 | 2024.10.28 14:00 | buy | 6 | 0.01 | 1.29852 | 1.28352 | 1.31352 | ||
| 12 | 2024.10.29 08:00 | close | 6 | 0.01 | 1.29609 | 1.28352 | 1.31352 | -2.43 | 9980.67 |
| 13 | 2024.10.29 12:00 | buy | 7 | 0.01 | 1.29873 | 1.28373 | 1.31373 | ||
| 14 | 2024.10.30 16:00 | close | 7 | 0.01 | 1.29489 | 1.28373 | 1.31373 | -3.84 | 9976.83 |
| 15 | 2024.10.30 20:00 | buy | 8 | 0.01 | 1.30016 | 1.28516 | 1.31516 | ||
| 16 | 2024.10.30 23:00 | close | 8 | 0.01 | 1.29691 | 1.28516 | 1.31516 | -3.25 | 9973.58 |
| 17 | 2024.11.01 19:00 | buy | 9 | 0.01 | 1.29624 | 1.28124 | 1.31124 | ||
| 18 | 2024.11.06 06:00 | close | 9 | 0.01 | 1.28880 | 1.28124 | 1.31124 | -7.44 | 9966.14 |
| 19 | 2024.11.07 16:00 | buy | 10 | 0.01 | 1.29752 | 1.28252 | 1.31252 | ||
| 20 | 2024.11.08 19:00 | close | 10 | 0.01 | 1.29017 | 1.28252 | 1.31252 | -7.35 | 9958.79 |
| 21 | 2024.11.18 23:00 | buy | 11 | 0.01 | 1.26790 | 1.25290 | 1.28290 | ||
| 22 | 2024.11.19 13:00 | close | 11 | 0.01 | 1.26351 | 1.25290 | 1.28290 | -4.39 | 9954.40 |
| 23 | 2024.11.19 21:00 | buy | 12 | 0.01 | 1.26809 | 1.25309 | 1.28309 | ||
| 24 | 2024.11.20 17:00 | close | 12 | 0.01 | 1.26418 | 1.25309 | 1.28309 | -3.91 | 9950.49 |
| 25 | 2024.11.25 09:00 | buy | 13 | 0.01 | 1.26038 | 1.24538 | 1.27538 | ||
| 26 | 2024.11.25 19:00 | close | 13 | 0.01 | 1.25500 | 1.24538 | 1.27538 | -5.38 | 9945.11 |
| 27 | 2024.11.26 15:00 | buy | 14 | 0.01 | 1.26096 | 1.24596 | 1.27596 | ||
| 28 | 2024.11.26 20:00 | close | 14 | 0.01 | 1.25366 | 1.24596 | 1.27596 | -7.30 | 9937.81 |
| 29 | 2024.11.27 09:00 | buy | 15 | 0.01 | 1.25769 | 1.24269 | 1.27269 | ||
| 30 | 2024.11.29 09:03 | t/p | 15 | 0.01 | 1.27269 | 1.24269 | 1.27269 | 15.00 | 9952.81 |
| 31 | 2024.12.03 21:00 | buy | 16 | 0.01 | 1.27005 | 1.25505 | 1.28505 | ||
| 32 | 2024.12.04 06:00 | close | 16 | 0.01 | 1.26549 | 1.25505 | 1.28505 | -4.56 | 9948.25 |
| 33 | 2024.12.04 08:00 | buy | 17 | 0.01 | 1.26939 | 1.25439 | 1.28439 | ||
| 34 | 2024.12.09 07:00 | close | 17 | 0.01 | 1.27181 | 1.25439 | 1.28439 | 2.42 | 9950.67 |
| 35 | 2024.12.09 11:00 | buy | 18 | 0.01 | 1.27717 | 1.26217 | 1.29217 | ||
| 36 | 2024.12.10 11:00 | close | 18 | 0.01 | 1.27403 | 1.26217 | 1.29217 | -3.14 | 9947.53 |
| 37 | 2024.12.10 22:00 | buy | 19 | 0.01 | 1.27764 | 1.26264 | 1.29264 | ||
| 38 | 2024.12.11 12:00 | close | 19 | 0.01 | 1.27291 | 1.26264 | 1.29264 | -4.73 | 9942.80 |
| 39 | 2024.12.12 03:00 | buy | 20 | 0.01 | 1.27700 | 1.26200 | 1.29200 | ||
| 40 | 2024.12.12 14:00 | close | 20 | 0.01 | 1.27394 | 1.26200 | 1.29200 | -3.06 | 9939.74 |
| 41 | 2024.12.16 20:00 | buy | 21 | 0.01 | 1.26855 | 1.25355 | 1.28355 | ||
| 42 | 2024.12.18 22:00 | close | 21 | 0.01 | 1.25936 | 1.25355 | 1.28355 | -9.19 | 9930.55 |
| 43 | 2024.12.20 23:00 | buy | 22 | 0.01 | 1.25770 | 1.24270 | 1.27270 | ||
| 44 | 2024.12.23 15:00 | close | 22 | 0.01 | 1.25240 | 1.24270 | 1.27270 | -5.30 | 9925.25 |
| 45 | 2024.12.27 15:00 | buy | 23 | 0.01 | 1.25574 | 1.24074 | 1.27074 | ||
| 46 | 2024.12.30 19:00 | close | 23 | 0.01 | 1.25184 | 1.24074 | 1.27074 | -3.90 | 9921.35 |
| 47 | 2025.01.06 10:00 | buy | 24 | 0.01 | 1.24555 | 1.23055 | 1.26055 | ||
| 48 | 2025.01.07 23:59 | close at stop | 24 | 0.01 | 1.24761 | 1.23055 | 1.26055 | 2.06 | 9923.41 |