Strategy Tester Report
FT_Parabolic SAR_EMA
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| 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 | 3785 | Ticks modelled | 4811949 | Modelling quality | 90.00% |
| Mismatched charts errors | 5 | ||||
| Initial deposit | 10000.00 | Spread | Current (28) | ||
| Total net profit | -12.78 | Gross profit | 46.90 | Gross loss | -59.68 |
| Profit factor | 0.79 | Expected payoff | -0.23 | ||
| Absolute drawdown | 21.07 | Maximal drawdown | 28.46 (0.28%) | Relative drawdown | 0.28% (28.46) |
| Total trades | 55 | Short positions (won %) | 28 (17.86%) | Long positions (won %) | 27 (37.04%) |
| Profit trades (% of total) | 15 (27.27%) | Loss trades (% of total) | 40 (72.73%) | ||
| Largest | profit trade | 10.90 | loss trade | -2.70 | |
| Average | profit trade | 3.13 | loss trade | -1.49 | |
| Maximum | consecutive wins (profit in money) | 2 (18.76) | consecutive losses (loss in money) | 12 (-19.29) | |
| Maximal | consecutive profit (count of wins) | 18.76 (2) | consecutive loss (count of losses) | -19.29 (12) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.07.01 18:00 | buy | 1 | 0.01 | 1.36584 | 1.35084 | 1.38084 | ||
| 2 | 2025.07.02 18:30 | sell | 2 | 0.01 | 1.36306 | 1.37806 | 1.34806 | ||
| 3 | 2025.07.02 18:30 | close | 1 | 0.01 | 1.36306 | 1.35084 | 1.38084 | -2.04 | 9997.96 |
| 4 | 2025.07.04 12:00 | buy | 3 | 0.01 | 1.35934 | 1.34434 | 1.37434 | ||
| 5 | 2025.07.04 12:00 | close | 2 | 0.01 | 1.35934 | 1.37806 | 1.34806 | 2.74 | 10000.70 |
| 6 | 2025.07.08 11:00 | sell | 4 | 0.01 | 1.36383 | 1.37883 | 1.34883 | ||
| 7 | 2025.07.08 11:00 | close | 3 | 0.01 | 1.36383 | 1.34434 | 1.37434 | 3.29 | 10003.99 |
| 8 | 2025.07.08 16:30 | buy | 5 | 0.01 | 1.36728 | 1.35228 | 1.38228 | ||
| 9 | 2025.07.08 16:30 | close | 4 | 0.01 | 1.36728 | 1.37883 | 1.34883 | -2.52 | 10001.47 |
| 10 | 2025.07.10 04:00 | sell | 6 | 0.01 | 1.36770 | 1.38270 | 1.35270 | ||
| 11 | 2025.07.10 04:00 | close | 5 | 0.01 | 1.36770 | 1.35228 | 1.38228 | 0.31 | 10001.78 |
| 12 | 2025.07.10 16:00 | buy | 7 | 0.01 | 1.36938 | 1.35438 | 1.38438 | ||
| 13 | 2025.07.10 16:00 | close | 6 | 0.01 | 1.36938 | 1.38270 | 1.35270 | -1.23 | 10000.55 |
| 14 | 2025.07.10 21:30 | sell | 8 | 0.01 | 1.36735 | 1.38235 | 1.35235 | ||
| 15 | 2025.07.10 21:30 | close | 7 | 0.01 | 1.36735 | 1.35438 | 1.38438 | -1.48 | 9999.07 |
| 16 | 2025.07.11 05:00 | buy | 9 | 0.01 | 1.36943 | 1.35443 | 1.38443 | ||
| 17 | 2025.07.11 05:00 | close | 8 | 0.01 | 1.36943 | 1.38235 | 1.35235 | -1.52 | 9997.55 |
| 18 | 2025.07.11 20:30 | close | 9 | 0.01 | 1.36821 | 1.35443 | 1.38443 | -0.89 | 9996.66 |
| 19 | 2025.07.11 21:00 | sell | 10 | 0.01 | 1.36753 | 1.38253 | 1.35253 | ||
| 20 | 2025.07.14 01:30 | close | 10 | 0.01 | 1.36977 | 1.38253 | 1.35253 | -1.64 | 9995.02 |
| 21 | 2025.07.14 04:00 | sell | 11 | 0.01 | 1.36828 | 1.38328 | 1.35328 | ||
| 22 | 2025.07.14 05:00 | close | 11 | 0.01 | 1.36934 | 1.38328 | 1.35328 | -0.77 | 9994.25 |
| 23 | 2025.07.14 05:30 | buy | 12 | 0.01 | 1.36992 | 1.35492 | 1.38492 | ||
| 24 | 2025.07.14 11:30 | close | 12 | 0.01 | 1.36784 | 1.35492 | 1.38492 | -1.52 | 9992.73 |
| 25 | 2025.07.14 13:30 | sell | 13 | 0.01 | 1.36739 | 1.38239 | 1.35239 | ||
| 26 | 2025.07.14 19:00 | close | 13 | 0.01 | 1.36975 | 1.38239 | 1.35239 | -1.72 | 9991.01 |
| 27 | 2025.07.14 20:30 | buy | 14 | 0.01 | 1.37021 | 1.35521 | 1.38521 | ||
| 28 | 2025.07.15 11:30 | sell | 15 | 0.01 | 1.36845 | 1.38345 | 1.35345 | ||
| 29 | 2025.07.15 11:30 | close | 14 | 0.01 | 1.36845 | 1.35521 | 1.38521 | -1.29 | 9989.72 |
| 30 | 2025.07.15 18:00 | buy | 16 | 0.01 | 1.37215 | 1.35715 | 1.38715 | ||
| 31 | 2025.07.15 18:00 | close | 15 | 0.01 | 1.37215 | 1.38345 | 1.35345 | -2.70 | 9987.02 |
| 32 | 2025.07.16 20:00 | sell | 17 | 0.01 | 1.36889 | 1.38389 | 1.35389 | ||
| 33 | 2025.07.16 20:00 | close | 16 | 0.01 | 1.36889 | 1.35715 | 1.38715 | -2.38 | 9984.64 |
| 34 | 2025.07.17 06:30 | buy | 18 | 0.01 | 1.37184 | 1.35684 | 1.38684 | ||
| 35 | 2025.07.17 06:30 | close | 17 | 0.01 | 1.37184 | 1.38389 | 1.35389 | -2.15 | 9982.49 |
| 36 | 2025.07.18 11:00 | sell | 19 | 0.01 | 1.37319 | 1.38819 | 1.35819 | ||
| 37 | 2025.07.18 11:00 | close | 18 | 0.01 | 1.37319 | 1.35684 | 1.38684 | 0.98 | 9983.47 |
| 38 | 2025.07.21 05:30 | buy | 20 | 0.01 | 1.37330 | 1.35830 | 1.38830 | ||
| 39 | 2025.07.21 05:30 | close | 19 | 0.01 | 1.37330 | 1.38819 | 1.35819 | -0.08 | 9983.39 |
| 40 | 2025.07.21 08:30 | close | 20 | 0.01 | 1.37188 | 1.35830 | 1.38830 | -1.04 | 9982.35 |
| 41 | 2025.07.21 09:30 | sell | 21 | 0.01 | 1.37198 | 1.38698 | 1.35698 | ||
| 42 | 2025.07.24 13:00 | buy | 22 | 0.01 | 1.36128 | 1.34628 | 1.37628 | ||
| 43 | 2025.07.24 13:00 | close | 21 | 0.01 | 1.36128 | 1.38698 | 1.35698 | 7.86 | 9990.21 |
| 44 | 2025.07.29 14:44 | t/p | 22 | 0.01 | 1.37628 | 1.34628 | 1.37628 | 10.90 | 10001.11 |
| 45 | 2025.08.01 16:30 | sell | 23 | 0.01 | 1.37711 | 1.39211 | 1.36211 | ||
| 46 | 2025.08.05 07:30 | buy | 24 | 0.01 | 1.37913 | 1.36413 | 1.39413 | ||
| 47 | 2025.08.05 07:30 | close | 23 | 0.01 | 1.37913 | 1.39211 | 1.36211 | -1.46 | 9999.65 |
| 48 | 2025.08.05 19:30 | close | 24 | 0.01 | 1.37761 | 1.36413 | 1.39413 | -1.10 | 9998.55 |
| 49 | 2025.08.05 20:00 | sell | 25 | 0.01 | 1.37774 | 1.39274 | 1.36274 | ||
| 50 | 2025.08.07 17:30 | buy | 26 | 0.01 | 1.37688 | 1.36188 | 1.39188 | ||
| 51 | 2025.08.07 17:30 | close | 25 | 0.01 | 1.37688 | 1.39274 | 1.36274 | 0.62 | 9999.17 |
| 52 | 2025.08.08 02:00 | sell | 27 | 0.01 | 1.37345 | 1.38845 | 1.35845 | ||
| 53 | 2025.08.08 02:00 | close | 26 | 0.01 | 1.37345 | 1.36188 | 1.39188 | -2.50 | 9996.67 |
| 54 | 2025.08.08 16:30 | buy | 28 | 0.01 | 1.37495 | 1.35995 | 1.38995 | ||
| 55 | 2025.08.08 16:30 | close | 27 | 0.01 | 1.37495 | 1.38845 | 1.35845 | -1.09 | 9995.58 |
| 56 | 2025.08.12 18:30 | sell | 29 | 0.01 | 1.37561 | 1.39061 | 1.36061 | ||
| 57 | 2025.08.12 18:30 | close | 28 | 0.01 | 1.37561 | 1.35995 | 1.38995 | 0.48 | 9996.06 |
| 58 | 2025.08.13 05:30 | buy | 30 | 0.01 | 1.37798 | 1.36298 | 1.39298 | ||
| 59 | 2025.08.13 05:30 | close | 29 | 0.01 | 1.37798 | 1.39061 | 1.36061 | -1.72 | 9994.34 |
| 60 | 2025.08.13 10:00 | close | 30 | 0.01 | 1.37679 | 1.36298 | 1.39298 | -0.86 | 9993.48 |
| 61 | 2025.08.13 10:30 | sell | 31 | 0.01 | 1.37550 | 1.39050 | 1.36050 | ||
| 62 | 2025.08.14 10:30 | buy | 32 | 0.01 | 1.37718 | 1.36218 | 1.39218 | ||
| 63 | 2025.08.14 10:30 | close | 31 | 0.01 | 1.37718 | 1.39050 | 1.36050 | -1.22 | 9992.26 |
| 64 | 2025.08.15 13:00 | sell | 33 | 0.01 | 1.37931 | 1.39431 | 1.36431 | ||
| 65 | 2025.08.15 13:00 | close | 32 | 0.01 | 1.37931 | 1.36218 | 1.39218 | 1.54 | 9993.80 |
| 66 | 2025.08.15 18:30 | buy | 34 | 0.01 | 1.38061 | 1.36561 | 1.39561 | ||
| 67 | 2025.08.15 18:30 | close | 33 | 0.01 | 1.38061 | 1.39431 | 1.36431 | -0.94 | 9992.86 |
| 68 | 2025.08.18 08:30 | sell | 35 | 0.01 | 1.38015 | 1.39515 | 1.36515 | ||
| 69 | 2025.08.18 08:30 | close | 34 | 0.01 | 1.38015 | 1.36561 | 1.39561 | -0.33 | 9992.53 |
| 70 | 2025.08.18 18:00 | buy | 36 | 0.01 | 1.38260 | 1.36760 | 1.39760 | ||
| 71 | 2025.08.18 18:00 | close | 35 | 0.01 | 1.38260 | 1.39515 | 1.36515 | -1.77 | 9990.76 |
| 72 | 2025.08.19 01:30 | sell | 37 | 0.01 | 1.38018 | 1.39518 | 1.36518 | ||
| 73 | 2025.08.19 01:30 | close | 36 | 0.01 | 1.38018 | 1.36760 | 1.39760 | -1.75 | 9989.01 |
| 74 | 2025.08.19 04:30 | buy | 38 | 0.01 | 1.38172 | 1.36672 | 1.39672 | ||
| 75 | 2025.08.19 04:30 | close | 37 | 0.01 | 1.38172 | 1.39518 | 1.36518 | -1.11 | 9987.90 |
| 76 | 2025.08.22 18:00 | sell | 39 | 0.01 | 1.38341 | 1.39841 | 1.36841 | ||
| 77 | 2025.08.22 18:00 | close | 38 | 0.01 | 1.38341 | 1.36672 | 1.39672 | 1.22 | 9989.12 |
| 78 | 2025.08.25 22:30 | buy | 40 | 0.01 | 1.38636 | 1.37136 | 1.40136 | ||
| 79 | 2025.08.25 22:30 | close | 39 | 0.01 | 1.38636 | 1.39841 | 1.36841 | -2.13 | 9986.99 |
| 80 | 2025.08.26 16:00 | close | 40 | 0.01 | 1.38447 | 1.37136 | 1.40136 | -1.37 | 9985.62 |
| 81 | 2025.08.26 17:30 | sell | 41 | 0.01 | 1.38350 | 1.39850 | 1.36850 | ||
| 82 | 2025.08.27 10:30 | buy | 42 | 0.01 | 1.38527 | 1.37027 | 1.40027 | ||
| 83 | 2025.08.27 10:30 | close | 41 | 0.01 | 1.38527 | 1.39850 | 1.36850 | -1.28 | 9984.34 |
| 84 | 2025.08.27 18:30 | sell | 43 | 0.01 | 1.38248 | 1.39748 | 1.36748 | ||
| 85 | 2025.08.27 18:30 | close | 42 | 0.01 | 1.38248 | 1.37027 | 1.40027 | -2.02 | 9982.32 |
| 86 | 2025.08.29 17:00 | close | 43 | 0.01 | 1.37642 | 1.39748 | 1.36748 | 4.40 | 9986.72 |
| 87 | 2025.08.29 18:00 | sell | 44 | 0.01 | 1.37290 | 1.38790 | 1.35790 | ||
| 88 | 2025.09.01 16:00 | buy | 45 | 0.01 | 1.37543 | 1.36043 | 1.39043 | ||
| 89 | 2025.09.01 16:00 | close | 44 | 0.01 | 1.37543 | 1.38790 | 1.35790 | -1.84 | 9984.88 |
| 90 | 2025.09.05 05:00 | sell | 46 | 0.01 | 1.38067 | 1.39567 | 1.36567 | ||
| 91 | 2025.09.05 05:00 | close | 45 | 0.01 | 1.38067 | 1.36043 | 1.39043 | 3.80 | 9988.68 |
| 92 | 2025.09.05 18:00 | buy | 47 | 0.01 | 1.38329 | 1.36829 | 1.39829 | ||
| 93 | 2025.09.05 18:00 | close | 46 | 0.01 | 1.38329 | 1.39567 | 1.36567 | -1.89 | 9986.79 |
| 94 | 2025.09.08 11:00 | sell | 48 | 0.01 | 1.38150 | 1.39650 | 1.36650 | ||
| 95 | 2025.09.08 11:00 | close | 47 | 0.01 | 1.38150 | 1.36829 | 1.39829 | -1.30 | 9985.49 |
| 96 | 2025.09.08 21:00 | buy | 49 | 0.01 | 1.38310 | 1.36810 | 1.39810 | ||
| 97 | 2025.09.08 21:00 | close | 48 | 0.01 | 1.38310 | 1.39650 | 1.36650 | -1.16 | 9984.33 |
| 98 | 2025.09.08 22:30 | sell | 50 | 0.01 | 1.38086 | 1.39586 | 1.36586 | ||
| 99 | 2025.09.08 22:30 | close | 49 | 0.01 | 1.38086 | 1.36810 | 1.39810 | -1.62 | 9982.71 |
| 100 | 2025.09.09 16:00 | buy | 51 | 0.01 | 1.38248 | 1.36748 | 1.39748 | ||
| 101 | 2025.09.09 16:00 | close | 50 | 0.01 | 1.38248 | 1.39586 | 1.36586 | -1.17 | 9981.54 |
| 102 | 2025.09.11 17:30 | sell | 52 | 0.01 | 1.38450 | 1.39950 | 1.36950 | ||
| 103 | 2025.09.11 17:30 | close | 51 | 0.01 | 1.38450 | 1.36748 | 1.39748 | 1.46 | 9983.00 |
| 104 | 2025.09.12 18:30 | close | 52 | 0.01 | 1.38611 | 1.39950 | 1.36950 | -1.16 | 9981.84 |
| 105 | 2025.09.12 19:00 | buy | 53 | 0.01 | 1.38607 | 1.37107 | 1.40107 | ||
| 106 | 2025.09.15 01:00 | sell | 54 | 0.01 | 1.38342 | 1.39842 | 1.36842 | ||
| 107 | 2025.09.15 01:00 | close | 53 | 0.01 | 1.38342 | 1.37107 | 1.40107 | -1.92 | 9979.92 |
| 108 | 2025.09.17 16:30 | buy | 55 | 0.01 | 1.37648 | 1.36148 | 1.39148 | ||
| 109 | 2025.09.17 16:30 | close | 54 | 0.01 | 1.37648 | 1.39842 | 1.36842 | 5.04 | 9984.96 |
| 110 | 2025.09.18 23:57 | close at stop | 55 | 0.01 | 1.37960 | 1.36148 | 1.39148 | 2.26 | 9987.22 |