Strategy Tester Report
FT_Parabolic SAR_EMA
| Symbol | USDCAD (US Dollar vs Canadian 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 | 12794611 | Modelling quality | 85.00% |
| Mismatched charts errors | 10 | ||||
| Initial deposit | 10000.00 | Spread | Current (19) | ||
| Total net profit | -6.92 | Gross profit | 121.88 | Gross loss | -128.80 |
| Profit factor | 0.95 | Expected payoff | -0.11 | ||
| Absolute drawdown | 36.46 | Maximal drawdown | 44.50 (0.44%) | Relative drawdown | 0.44% (44.50) |
| Total trades | 64 | Short positions (won %) | 28 (35.71%) | Long positions (won %) | 36 (25.00%) |
| Profit trades (% of total) | 19 (29.69%) | Loss trades (% of total) | 45 (70.31%) | ||
| Largest | profit trade | 10.98 | loss trade | -7.36 | |
| Average | profit trade | 6.41 | loss trade | -2.86 | |
| Maximum | consecutive wins (profit in money) | 3 (24.75) | consecutive losses (loss in money) | 7 (-14.05) | |
| Maximal | consecutive profit (count of wins) | 24.75 (3) | consecutive loss (count of losses) | -15.89 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.01.03 16:00 | buy | 1 | 0.01 | 1.44150 | 1.42650 | 1.45650 | ||
| 2 | 2025.01.06 10:00 | close | 1 | 0.01 | 1.43892 | 1.42650 | 1.45650 | -1.79 | 9998.21 |
| 3 | 2025.01.08 11:00 | buy | 2 | 0.01 | 1.43678 | 1.42178 | 1.45178 | ||
| 4 | 2025.01.13 23:00 | close | 2 | 0.01 | 1.43978 | 1.42178 | 1.45178 | 2.08 | 10000.29 |
| 5 | 2025.01.16 12:00 | buy | 3 | 0.01 | 1.43727 | 1.42227 | 1.45227 | ||
| 6 | 2025.01.20 17:00 | close | 3 | 0.01 | 1.42944 | 1.42227 | 1.45227 | -5.48 | 9994.81 |
| 7 | 2025.01.21 08:00 | buy | 4 | 0.01 | 1.44343 | 1.42843 | 1.45843 | ||
| 8 | 2025.01.21 19:00 | close | 4 | 0.01 | 1.43288 | 1.42843 | 1.45843 | -7.36 | 9987.45 |
| 9 | 2025.01.23 01:00 | buy | 5 | 0.01 | 1.43819 | 1.42319 | 1.45319 | ||
| 10 | 2025.01.23 20:00 | close | 5 | 0.01 | 1.43382 | 1.42319 | 1.45319 | -3.05 | 9984.40 |
| 11 | 2025.01.27 03:00 | buy | 6 | 0.01 | 1.43760 | 1.42260 | 1.45260 | ||
| 12 | 2025.01.30 22:38 | t/p | 6 | 0.01 | 1.45260 | 1.42260 | 1.45260 | 10.32 | 9994.72 |
| 13 | 2025.02.10 05:00 | buy | 7 | 0.01 | 1.43570 | 1.42070 | 1.45070 | ||
| 14 | 2025.02.10 21:00 | close | 7 | 0.01 | 1.43136 | 1.42070 | 1.45070 | -3.03 | 9991.69 |
| 15 | 2025.02.18 08:00 | buy | 8 | 0.01 | 1.42054 | 1.40554 | 1.43554 | ||
| 16 | 2025.02.18 23:00 | close | 8 | 0.01 | 1.41870 | 1.40554 | 1.43554 | -1.30 | 9990.39 |
| 17 | 2025.02.19 14:00 | buy | 9 | 0.01 | 1.42111 | 1.40611 | 1.43611 | ||
| 18 | 2025.02.20 18:00 | close | 9 | 0.01 | 1.41892 | 1.40611 | 1.43611 | -1.54 | 9988.85 |
| 19 | 2025.02.21 20:00 | buy | 10 | 0.01 | 1.42191 | 1.40691 | 1.43691 | ||
| 20 | 2025.02.24 07:00 | close | 10 | 0.01 | 1.41914 | 1.40691 | 1.43691 | -1.95 | 9986.90 |
| 21 | 2025.02.24 10:00 | sell | 11 | 0.01 | 1.41923 | 1.43423 | 1.40423 | ||
| 22 | 2025.02.24 12:00 | buy | 12 | 0.01 | 1.42129 | 1.40629 | 1.43629 | ||
| 23 | 2025.02.24 12:00 | close | 11 | 0.01 | 1.42129 | 1.43423 | 1.40423 | -1.45 | 9985.45 |
| 24 | 2025.02.26 23:26 | t/p | 12 | 0.01 | 1.43629 | 1.40629 | 1.43629 | 10.44 | 9995.89 |
| 25 | 2025.03.03 19:00 | sell | 13 | 0.01 | 1.43998 | 1.45498 | 1.42498 | ||
| 26 | 2025.03.03 22:00 | buy | 14 | 0.01 | 1.45021 | 1.43521 | 1.46521 | ||
| 27 | 2025.03.03 22:00 | close | 13 | 0.01 | 1.45021 | 1.45498 | 1.42498 | -7.05 | 9988.84 |
| 28 | 2025.03.05 02:00 | sell | 15 | 0.01 | 1.43979 | 1.45479 | 1.42479 | ||
| 29 | 2025.03.05 02:00 | close | 14 | 0.01 | 1.43979 | 1.43521 | 1.46521 | -7.24 | 9981.60 |
| 30 | 2025.03.06 18:18 | t/p | 15 | 0.01 | 1.42479 | 1.45479 | 1.42479 | 10.53 | 9992.13 |
| 31 | 2025.03.07 19:00 | buy | 16 | 0.01 | 1.43884 | 1.42384 | 1.45384 | ||
| 32 | 2025.03.12 18:00 | close | 16 | 0.01 | 1.44046 | 1.42384 | 1.45384 | 1.12 | 9993.25 |
| 33 | 2025.03.12 19:00 | sell | 17 | 0.01 | 1.43966 | 1.45466 | 1.42466 | ||
| 34 | 2025.03.13 21:00 | buy | 18 | 0.01 | 1.44511 | 1.43011 | 1.46011 | ||
| 35 | 2025.03.13 21:00 | close | 17 | 0.01 | 1.44511 | 1.45466 | 1.42466 | -3.77 | 9989.48 |
| 36 | 2025.03.14 18:00 | sell | 19 | 0.01 | 1.43894 | 1.45394 | 1.42394 | ||
| 37 | 2025.03.14 18:00 | close | 18 | 0.01 | 1.43894 | 1.43011 | 1.46011 | -4.29 | 9985.19 |
| 38 | 2025.03.19 16:00 | close | 19 | 0.01 | 1.43245 | 1.45394 | 1.42394 | 4.53 | 9989.72 |
| 39 | 2025.03.19 19:00 | buy | 20 | 0.01 | 1.43307 | 1.41807 | 1.44807 | ||
| 40 | 2025.03.21 02:00 | close | 20 | 0.01 | 1.43230 | 1.41807 | 1.44807 | -0.54 | 9989.18 |
| 41 | 2025.03.21 04:00 | sell | 21 | 0.01 | 1.43203 | 1.44703 | 1.41703 | ||
| 42 | 2025.03.21 16:00 | buy | 22 | 0.01 | 1.43591 | 1.42091 | 1.45091 | ||
| 43 | 2025.03.21 16:00 | close | 21 | 0.01 | 1.43591 | 1.44703 | 1.41703 | -2.70 | 9986.48 |
| 44 | 2025.03.24 14:00 | sell | 23 | 0.01 | 1.43208 | 1.44708 | 1.41708 | ||
| 45 | 2025.03.24 14:00 | close | 22 | 0.01 | 1.43208 | 1.42091 | 1.45091 | -2.67 | 9983.81 |
| 46 | 2025.03.27 16:00 | buy | 24 | 0.01 | 1.42981 | 1.41481 | 1.44481 | ||
| 47 | 2025.03.27 16:00 | close | 23 | 0.01 | 1.42981 | 1.44708 | 1.41708 | 1.59 | 9985.40 |
| 48 | 2025.04.01 21:00 | sell | 25 | 0.01 | 1.43263 | 1.44763 | 1.41763 | ||
| 49 | 2025.04.01 21:00 | close | 24 | 0.01 | 1.43263 | 1.41481 | 1.44481 | 1.97 | 9987.37 |
| 50 | 2025.04.03 09:39 | t/p | 25 | 0.01 | 1.41763 | 1.44763 | 1.41763 | 10.58 | 9997.95 |
| 51 | 2025.04.04 18:00 | buy | 26 | 0.01 | 1.42231 | 1.40731 | 1.43731 | ||
| 52 | 2025.04.08 06:00 | sell | 27 | 0.01 | 1.41686 | 1.43186 | 1.40186 | ||
| 53 | 2025.04.08 06:00 | close | 26 | 0.01 | 1.41686 | 1.40731 | 1.43731 | -3.85 | 9994.10 |
| 54 | 2025.04.08 23:00 | buy | 28 | 0.01 | 1.42504 | 1.41004 | 1.44004 | ||
| 55 | 2025.04.08 23:00 | close | 27 | 0.01 | 1.42504 | 1.43186 | 1.40186 | -5.74 | 9988.36 |
| 56 | 2025.04.09 14:00 | sell | 29 | 0.01 | 1.41839 | 1.43339 | 1.40339 | ||
| 57 | 2025.04.09 14:00 | close | 28 | 0.01 | 1.41839 | 1.41004 | 1.44004 | -4.69 | 9983.67 |
| 58 | 2025.04.10 17:19 | t/p | 29 | 0.01 | 1.40339 | 1.43339 | 1.40339 | 10.69 | 9994.36 |
| 59 | 2025.04.15 20:00 | buy | 30 | 0.01 | 1.39709 | 1.38209 | 1.41209 | ||
| 60 | 2025.04.16 17:00 | sell | 31 | 0.01 | 1.38889 | 1.40389 | 1.37389 | ||
| 61 | 2025.04.16 17:00 | close | 30 | 0.01 | 1.38889 | 1.38209 | 1.41209 | -5.90 | 9988.46 |
| 62 | 2025.04.22 16:00 | buy | 32 | 0.01 | 1.38475 | 1.36975 | 1.39975 | ||
| 63 | 2025.04.22 16:00 | close | 31 | 0.01 | 1.38475 | 1.40389 | 1.37389 | 2.99 | 9991.45 |
| 64 | 2025.04.22 20:00 | sell | 33 | 0.01 | 1.38065 | 1.39565 | 1.36565 | ||
| 65 | 2025.04.22 20:00 | close | 32 | 0.01 | 1.38065 | 1.36975 | 1.39975 | -2.97 | 9988.48 |
| 66 | 2025.04.23 03:00 | buy | 34 | 0.01 | 1.38494 | 1.36994 | 1.39994 | ||
| 67 | 2025.04.23 03:00 | close | 33 | 0.01 | 1.38494 | 1.39565 | 1.36565 | -3.10 | 9985.38 |
| 68 | 2025.04.23 12:00 | sell | 35 | 0.01 | 1.38107 | 1.39607 | 1.36607 | ||
| 69 | 2025.04.23 12:00 | close | 34 | 0.01 | 1.38107 | 1.36994 | 1.39994 | -2.80 | 9982.58 |
| 70 | 2025.04.23 17:00 | buy | 36 | 0.01 | 1.38503 | 1.37003 | 1.40003 | ||
| 71 | 2025.04.23 17:00 | close | 35 | 0.01 | 1.38503 | 1.39607 | 1.36607 | -2.86 | 9979.72 |
| 72 | 2025.04.28 01:00 | sell | 37 | 0.01 | 1.38534 | 1.40034 | 1.37034 | ||
| 73 | 2025.04.28 01:00 | close | 36 | 0.01 | 1.38534 | 1.37003 | 1.40003 | 0.22 | 9979.94 |
| 74 | 2025.04.28 05:00 | buy | 38 | 0.01 | 1.38834 | 1.37334 | 1.40334 | ||
| 75 | 2025.04.28 05:00 | close | 37 | 0.01 | 1.38834 | 1.40034 | 1.37034 | -2.16 | 9977.78 |
| 76 | 2025.04.28 18:00 | sell | 39 | 0.01 | 1.38326 | 1.39826 | 1.36826 | ||
| 77 | 2025.04.28 18:00 | close | 38 | 0.01 | 1.38326 | 1.37334 | 1.40334 | -3.67 | 9974.11 |
| 78 | 2025.05.01 19:00 | buy | 40 | 0.01 | 1.38495 | 1.36995 | 1.39995 | ||
| 79 | 2025.05.01 19:00 | close | 39 | 0.01 | 1.38495 | 1.39826 | 1.36826 | -1.22 | 9972.89 |
| 80 | 2025.05.02 10:00 | sell | 41 | 0.01 | 1.38082 | 1.39582 | 1.36582 | ||
| 81 | 2025.05.02 10:00 | close | 40 | 0.01 | 1.38082 | 1.36995 | 1.39995 | -2.99 | 9969.90 |
| 82 | 2025.05.06 01:00 | buy | 42 | 0.01 | 1.38168 | 1.36668 | 1.39668 | ||
| 83 | 2025.05.06 01:00 | close | 41 | 0.01 | 1.38168 | 1.39582 | 1.36582 | -0.62 | 9969.28 |
| 84 | 2025.05.06 16:00 | sell | 43 | 0.01 | 1.38008 | 1.39508 | 1.36508 | ||
| 85 | 2025.05.06 16:00 | close | 42 | 0.01 | 1.38008 | 1.36668 | 1.39668 | -1.16 | 9968.12 |
| 86 | 2025.05.07 23:00 | buy | 44 | 0.01 | 1.38317 | 1.36817 | 1.39817 | ||
| 87 | 2025.05.07 23:00 | close | 43 | 0.01 | 1.38317 | 1.39508 | 1.36508 | -2.23 | 9965.89 |
| 88 | 2025.05.12 13:27 | t/p | 44 | 0.01 | 1.39817 | 1.36817 | 1.39817 | 10.73 | 9976.62 |
| 89 | 2025.05.14 02:00 | sell | 45 | 0.01 | 1.39269 | 1.40769 | 1.37769 | ||
| 90 | 2025.05.14 20:00 | buy | 46 | 0.01 | 1.39741 | 1.38241 | 1.41241 | ||
| 91 | 2025.05.14 20:00 | close | 45 | 0.01 | 1.39741 | 1.40769 | 1.37769 | -3.38 | 9973.24 |
| 92 | 2025.05.16 03:00 | sell | 47 | 0.01 | 1.39553 | 1.41053 | 1.38053 | ||
| 93 | 2025.05.16 03:00 | close | 46 | 0.01 | 1.39553 | 1.38241 | 1.41241 | -1.35 | 9971.89 |
| 94 | 2025.05.16 19:00 | buy | 48 | 0.01 | 1.39922 | 1.38422 | 1.41422 | ||
| 95 | 2025.05.16 19:00 | close | 47 | 0.01 | 1.39922 | 1.41053 | 1.38053 | -2.64 | 9969.25 |
| 96 | 2025.05.19 11:00 | sell | 49 | 0.01 | 1.39526 | 1.41026 | 1.38026 | ||
| 97 | 2025.05.19 11:00 | close | 48 | 0.01 | 1.39526 | 1.38422 | 1.41422 | -2.84 | 9966.41 |
| 98 | 2025.05.20 08:00 | close | 49 | 0.01 | 1.39648 | 1.41026 | 1.38026 | -0.87 | 9965.54 |
| 99 | 2025.05.20 11:00 | sell | 50 | 0.01 | 1.39346 | 1.40846 | 1.37846 | ||
| 100 | 2025.05.23 16:45 | t/p | 50 | 0.01 | 1.37846 | 1.40846 | 1.37846 | 10.88 | 9976.42 |
| 101 | 2025.05.27 17:00 | buy | 51 | 0.01 | 1.37640 | 1.36140 | 1.39140 | ||
| 102 | 2025.05.29 21:00 | sell | 52 | 0.01 | 1.38039 | 1.39539 | 1.36539 | ||
| 103 | 2025.05.29 21:00 | close | 51 | 0.01 | 1.38039 | 1.36140 | 1.39140 | 2.89 | 9979.31 |
| 104 | 2025.06.04 20:42 | t/p | 52 | 0.01 | 1.36539 | 1.39539 | 1.36539 | 10.98 | 9990.29 |
| 105 | 2025.06.06 20:00 | buy | 53 | 0.01 | 1.37006 | 1.35506 | 1.38506 | ||
| 106 | 2025.06.09 13:00 | sell | 54 | 0.01 | 1.36743 | 1.38243 | 1.35243 | ||
| 107 | 2025.06.09 13:00 | close | 53 | 0.01 | 1.36743 | 1.35506 | 1.38506 | -1.92 | 9988.37 |
| 108 | 2025.06.09 17:00 | buy | 55 | 0.01 | 1.37058 | 1.35558 | 1.38558 | ||
| 109 | 2025.06.09 17:00 | close | 54 | 0.01 | 1.37058 | 1.38243 | 1.35243 | -2.30 | 9986.07 |
| 110 | 2025.06.09 20:00 | sell | 56 | 0.01 | 1.36739 | 1.38239 | 1.35239 | ||
| 111 | 2025.06.09 20:00 | close | 55 | 0.01 | 1.36739 | 1.35558 | 1.38558 | -2.33 | 9983.74 |
| 112 | 2025.06.10 00:00 | close | 56 | 0.01 | 1.37006 | 1.38239 | 1.35239 | -1.95 | 9981.79 |
| 113 | 2025.06.10 05:00 | buy | 57 | 0.01 | 1.37129 | 1.35629 | 1.38629 | ||
| 114 | 2025.06.10 19:00 | close | 57 | 0.01 | 1.36835 | 1.35629 | 1.38629 | -2.15 | 9979.64 |
| 115 | 2025.06.10 23:00 | sell | 58 | 0.01 | 1.36734 | 1.38234 | 1.35234 | ||
| 116 | 2025.06.17 20:00 | buy | 59 | 0.01 | 1.36146 | 1.34646 | 1.37646 | ||
| 117 | 2025.06.17 20:00 | close | 58 | 0.01 | 1.36146 | 1.38234 | 1.35234 | 4.32 | 9983.96 |
| 118 | 2025.06.23 04:28 | t/p | 59 | 0.01 | 1.37646 | 1.34646 | 1.37646 | 10.90 | 9994.86 |
| 119 | 2025.06.24 07:00 | sell | 60 | 0.01 | 1.37189 | 1.38689 | 1.35689 | ||
| 120 | 2025.06.25 09:00 | close | 60 | 0.01 | 1.37291 | 1.38689 | 1.35689 | -0.74 | 9994.12 |
| 121 | 2025.06.25 10:00 | buy | 61 | 0.01 | 1.37344 | 1.35844 | 1.38844 | ||
| 122 | 2025.06.26 01:00 | sell | 62 | 0.01 | 1.37149 | 1.38649 | 1.35649 | ||
| 123 | 2025.06.26 01:00 | close | 61 | 0.01 | 1.37149 | 1.35844 | 1.38844 | -1.42 | 9992.70 |
| 124 | 2025.06.27 22:00 | buy | 63 | 0.01 | 1.37155 | 1.35655 | 1.38655 | ||
| 125 | 2025.06.27 22:00 | close | 62 | 0.01 | 1.37155 | 1.38649 | 1.35649 | -0.04 | 9992.66 |
| 126 | 2025.06.30 16:00 | sell | 64 | 0.01 | 1.36650 | 1.38150 | 1.35150 | ||
| 127 | 2025.06.30 16:00 | close | 63 | 0.01 | 1.36650 | 1.35655 | 1.38655 | -3.70 | 9988.96 |
| 128 | 2025.06.30 23:59 | close at stop | 64 | 0.01 | 1.36089 | 1.38150 | 1.35150 | 4.12 | 9993.08 |