Handian,
Like Rich's comment mentioned, I would verify the account used to run the task has the proper permissions to SQL and the folder path listed. Also, the argument list for your task may need to look a little something like the below.
"& 'D:\SFTP_Root\Script-Insert-Backup-To-DB.ps1'"
This means your Details column should look like the below.
powershell.exe "& 'D:\SFTP_Root\Script-Insert-Backup-To-DB.ps1'"
Let me know if that ended up helping out!
Regards,
Christopher