Strategy Tester Report
FT_Parabolic SAR_EMA
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 1 Hour (H1) 2025.07.01 00:00 - 2025.09.18 23:00 (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 | 2393 | Ticks modelled | 4875969 | Modelling quality | 90.00% |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | Spread | Current (19) | ||
| Total net profit | -10.40 | Gross profit | 35.03 | Gross loss | -45.43 |
| Profit factor | 0.77 | Expected payoff | -0.30 | ||
| Absolute drawdown | 17.98 | Maximal drawdown | 24.71 (0.25%) | Relative drawdown | 0.25% (24.71) |
| Total trades | 35 | Short positions (won %) | 17 (29.41%) | Long positions (won %) | 18 (44.44%) |
| Profit trades (% of total) | 13 (37.14%) | Loss trades (% of total) | 22 (62.86%) | ||
| Largest | profit trade | 10.88 | loss trade | -3.67 | |
| Average | profit trade | 2.69 | loss trade | -2.07 | |
| Maximum | consecutive wins (profit in money) | 2 (15.65) | consecutive losses (loss in money) | 8 (-18.16) | |
| Maximal | consecutive profit (count of wins) | 15.65 (2) | consecutive loss (count of losses) | -18.16 (8) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.07.02 02:00 | buy | 1 | 0.01 | 1.36467 | 1.34967 | 1.37967 | ||
| 2 | 2025.07.02 19:00 | sell | 2 | 0.01 | 1.36208 | 1.37708 | 1.34708 | ||
| 3 | 2025.07.02 19:00 | close | 1 | 0.01 | 1.36208 | 1.34967 | 1.37967 | -1.90 | 9998.10 |
| 4 | 2025.07.04 19:00 | buy | 3 | 0.01 | 1.36060 | 1.34560 | 1.37560 | ||
| 5 | 2025.07.04 19:00 | close | 2 | 0.01 | 1.36060 | 1.37708 | 1.34708 | 1.09 | 9999.19 |
| 6 | 2025.07.11 00:00 | sell | 4 | 0.01 | 1.36533 | 1.38033 | 1.35033 | ||
| 7 | 2025.07.11 00:00 | close | 3 | 0.01 | 1.36533 | 1.34560 | 1.37560 | 3.46 | 10002.65 |
| 8 | 2025.07.11 06:00 | buy | 5 | 0.01 | 1.37036 | 1.35536 | 1.38536 | ||
| 9 | 2025.07.11 06:00 | close | 4 | 0.01 | 1.37036 | 1.38033 | 1.35033 | -3.67 | 9998.98 |
| 10 | 2025.07.14 14:00 | sell | 6 | 0.01 | 1.36723 | 1.38223 | 1.35223 | ||
| 11 | 2025.07.14 14:00 | close | 5 | 0.01 | 1.36723 | 1.35536 | 1.38536 | -2.29 | 9996.69 |
| 12 | 2025.07.14 20:00 | buy | 7 | 0.01 | 1.36945 | 1.35445 | 1.38445 | ||
| 13 | 2025.07.14 20:00 | close | 6 | 0.01 | 1.36945 | 1.38223 | 1.35223 | -1.62 | 9995.07 |
| 14 | 2025.07.15 15:00 | close | 7 | 0.01 | 1.36877 | 1.35445 | 1.38445 | -0.50 | 9994.57 |
| 15 | 2025.07.15 16:00 | sell | 8 | 0.01 | 1.36737 | 1.38237 | 1.35237 | ||
| 16 | 2025.07.15 18:00 | buy | 9 | 0.01 | 1.37206 | 1.35706 | 1.38706 | ||
| 17 | 2025.07.15 18:00 | close | 8 | 0.01 | 1.37206 | 1.38237 | 1.35237 | -3.42 | 9991.15 |
| 18 | 2025.07.16 23:00 | sell | 10 | 0.01 | 1.36838 | 1.38338 | 1.35338 | ||
| 19 | 2025.07.16 23:00 | close | 9 | 0.01 | 1.36838 | 1.35706 | 1.38706 | -2.69 | 9988.46 |
| 20 | 2025.07.17 09:00 | close | 10 | 0.01 | 1.37161 | 1.38338 | 1.35338 | -2.35 | 9986.11 |
| 21 | 2025.07.17 10:00 | buy | 11 | 0.01 | 1.37252 | 1.35752 | 1.38752 | ||
| 22 | 2025.07.18 16:00 | sell | 12 | 0.01 | 1.37030 | 1.38530 | 1.35530 | ||
| 23 | 2025.07.18 16:00 | close | 11 | 0.01 | 1.37030 | 1.35752 | 1.38752 | -1.62 | 9984.49 |
| 24 | 2025.07.24 20:00 | buy | 13 | 0.01 | 1.36380 | 1.34880 | 1.37880 | ||
| 25 | 2025.07.24 20:00 | close | 12 | 0.01 | 1.36380 | 1.38530 | 1.35530 | 4.77 | 9989.26 |
| 26 | 2025.07.30 13:37 | t/p | 13 | 0.01 | 1.37880 | 1.34880 | 1.37880 | 10.88 | 10000.14 |
| 27 | 2025.08.01 19:00 | sell | 14 | 0.01 | 1.37795 | 1.39295 | 1.36295 | ||
| 28 | 2025.08.05 14:00 | buy | 15 | 0.01 | 1.38057 | 1.36557 | 1.39557 | ||
| 29 | 2025.08.05 14:00 | close | 14 | 0.01 | 1.38057 | 1.39295 | 1.36295 | -1.90 | 9998.24 |
| 30 | 2025.08.05 21:00 | sell | 16 | 0.01 | 1.37779 | 1.39279 | 1.36279 | ||
| 31 | 2025.08.05 21:00 | close | 15 | 0.01 | 1.37779 | 1.36557 | 1.39557 | -2.02 | 9996.22 |
| 32 | 2025.08.08 20:00 | close | 16 | 0.01 | 1.37534 | 1.39279 | 1.36279 | 1.78 | 9998.00 |
| 33 | 2025.08.08 23:00 | buy | 17 | 0.01 | 1.37584 | 1.36084 | 1.39084 | ||
| 34 | 2025.08.13 12:00 | sell | 18 | 0.01 | 1.37627 | 1.39127 | 1.36127 | ||
| 35 | 2025.08.13 12:00 | close | 17 | 0.01 | 1.37627 | 1.36084 | 1.39084 | 0.31 | 9998.31 |
| 36 | 2025.08.14 12:00 | buy | 19 | 0.01 | 1.37829 | 1.36329 | 1.39329 | ||
| 37 | 2025.08.14 12:00 | close | 18 | 0.01 | 1.37829 | 1.39127 | 1.36127 | -1.47 | 9996.84 |
| 38 | 2025.08.18 16:00 | sell | 20 | 0.01 | 1.37908 | 1.39408 | 1.36408 | ||
| 39 | 2025.08.18 16:00 | close | 19 | 0.01 | 1.37908 | 1.36329 | 1.39329 | 0.57 | 9997.41 |
| 40 | 2025.08.18 18:00 | buy | 21 | 0.01 | 1.38251 | 1.36751 | 1.39751 | ||
| 41 | 2025.08.18 18:00 | close | 20 | 0.01 | 1.38251 | 1.39408 | 1.36408 | -2.48 | 9994.93 |
| 42 | 2025.08.22 20:00 | sell | 22 | 0.01 | 1.38312 | 1.39812 | 1.36812 | ||
| 43 | 2025.08.22 20:00 | close | 21 | 0.01 | 1.38312 | 1.36751 | 1.39751 | 0.44 | 9995.37 |
| 44 | 2025.08.26 10:00 | buy | 23 | 0.01 | 1.38590 | 1.37090 | 1.40090 | ||
| 45 | 2025.08.26 10:00 | close | 22 | 0.01 | 1.38590 | 1.39812 | 1.36812 | -2.01 | 9993.36 |
| 46 | 2025.08.26 18:00 | sell | 24 | 0.01 | 1.38261 | 1.39761 | 1.36761 | ||
| 47 | 2025.08.26 18:00 | close | 23 | 0.01 | 1.38261 | 1.37090 | 1.40090 | -2.38 | 9990.98 |
| 48 | 2025.08.27 14:00 | buy | 25 | 0.01 | 1.38538 | 1.37038 | 1.40038 | ||
| 49 | 2025.08.27 14:00 | close | 24 | 0.01 | 1.38538 | 1.39761 | 1.36761 | -2.00 | 9988.98 |
| 50 | 2025.08.27 19:00 | sell | 26 | 0.01 | 1.38253 | 1.39753 | 1.36753 | ||
| 51 | 2025.08.27 19:00 | close | 25 | 0.01 | 1.38253 | 1.37038 | 1.40038 | -2.06 | 9986.92 |
| 52 | 2025.09.02 08:00 | close | 26 | 0.01 | 1.37588 | 1.39753 | 1.36753 | 4.83 | 9991.75 |
| 53 | 2025.09.02 11:00 | buy | 27 | 0.01 | 1.37782 | 1.36282 | 1.39282 | ||
| 54 | 2025.09.05 12:00 | sell | 28 | 0.01 | 1.37913 | 1.39413 | 1.36413 | ||
| 55 | 2025.09.05 12:00 | close | 27 | 0.01 | 1.37913 | 1.36282 | 1.39282 | 0.95 | 9992.70 |
| 56 | 2025.09.05 19:00 | buy | 29 | 0.01 | 1.38258 | 1.36758 | 1.39758 | ||
| 57 | 2025.09.05 19:00 | close | 28 | 0.01 | 1.38258 | 1.39413 | 1.36413 | -2.50 | 9990.20 |
| 58 | 2025.09.08 16:00 | sell | 30 | 0.01 | 1.37926 | 1.39426 | 1.36426 | ||
| 59 | 2025.09.08 16:00 | close | 29 | 0.01 | 1.37926 | 1.36758 | 1.39758 | -2.41 | 9987.79 |
| 60 | 2025.09.09 18:00 | buy | 31 | 0.01 | 1.38218 | 1.36718 | 1.39718 | ||
| 61 | 2025.09.09 18:00 | close | 30 | 0.01 | 1.38218 | 1.39426 | 1.36426 | -2.11 | 9985.68 |
| 62 | 2025.09.11 21:00 | close | 31 | 0.01 | 1.38389 | 1.36718 | 1.39718 | 1.24 | 9986.92 |
| 63 | 2025.09.11 23:00 | sell | 32 | 0.01 | 1.38314 | 1.39814 | 1.36814 | ||
| 64 | 2025.09.12 20:00 | buy | 33 | 0.01 | 1.38510 | 1.37010 | 1.40010 | ||
| 65 | 2025.09.12 20:00 | close | 32 | 0.01 | 1.38510 | 1.39814 | 1.36814 | -1.42 | 9985.50 |
| 66 | 2025.09.15 00:02 | close | 33 | 0.01 | 1.38426 | 1.37010 | 1.40010 | -0.61 | 9984.89 |
| 67 | 2025.09.15 01:00 | sell | 34 | 0.01 | 1.38342 | 1.39842 | 1.36842 | ||
| 68 | 2025.09.18 05:00 | buy | 35 | 0.01 | 1.37826 | 1.36326 | 1.39326 | ||
| 69 | 2025.09.18 05:00 | close | 34 | 0.01 | 1.37826 | 1.39842 | 1.36842 | 3.74 | 9988.63 |
| 70 | 2025.09.18 23:54 | close at stop | 35 | 0.01 | 1.37960 | 1.36326 | 1.39326 | 0.97 | 9989.60 |