Report Result : ComFracti_v2 - Desynced Forex Repository

Strategy Tester Report

Download ComFracti_v2

AlpariUK-Demo (Build 225)

Symbol		GBPUSD (Great Britain Pound vs US Dollar)
Period		1 Hour (H1) 2010.01.04 00:00 - 2010.02.26 22:00 (2010.01.01 - 2010.02.27)
Model		Control points (a very crude method, the results must not be considered)
Parameters		mn=818; tp=2000; sl=1000; TrailingStop=300; lots=0.1; Risk=0.005; multilot=0; closeby=false; sh2=3; sh3=3; sh4=3; sh5=3; per_rsi=3; sars1=0.02; sars2=0.03;

Bars in test	1953	Ticks modelled	24825	Modelling quality	n/a
Mismatched charts errors	0

Initial deposit	10000.00
Total net profit	-159.59	Gross profit	1011.98	Gross loss	-1171.57
Profit factor	0.86	Expected payoff	-6.14
Absolute drawdown	168.09	Maximal drawdown	561.33 (5.40%)	Relative drawdown	5.40% (561.33)

Total trades	26	Short positions (won %)	9 (55.56%)	Long positions (won %)	17 (52.94%)
		Profit trades (% of total)	14 (53.85%)	Loss trades (% of total)	12 (46.15%)
Largest		profit trade	135.11	loss trade	-106.85
Average		profit trade	72.28	loss trade	-97.63
Maximum		consecutive wins (profit in money)	5 (361.91)	consecutive losses (loss in money)	3 (-318.55)
Maximal		consecutive profit (count of wins)	361.91 (5)	consecutive loss (count of losses)	-318.55 (3)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 14:00	sell	1	0.10	1.61466	1.62522	1.59522
2	2010.01.05 03:00	modify	1	0.10	1.61466	1.61133	1.59522
3	2010.01.05 05:32	s/l	1	0.10	1.61133	1.61133	1.59522	33.05	10033.05
4	2010.01.06 04:00	buy	2	0.10	1.59898	1.58842	1.61842
5	2010.01.08 15:00	modify	2	0.10	1.59898	1.60604	1.61842
6	2010.01.08 15:20	s/l	2	0.10	1.60604	1.60604	1.61842	70.64	10103.69
7	2010.01.08 19:00	buy	3	0.10	1.60099	1.59043	1.62043
8	2010.01.11 01:00	modify	3	0.10	1.60099	1.60567	1.62043
9	2010.01.11 04:00	modify	3	0.10	1.60099	1.60625	1.62043
10	2010.01.11 09:00	modify	3	0.10	1.60099	1.60651	1.62043
11	2010.01.11 10:00	modify	3	0.10	1.60099	1.60961	1.62043
12	2010.01.11 11:00	modify	3	0.10	1.60099	1.61159	1.62043
13	2010.01.11 12:00	modify	3	0.10	1.60099	1.61353	1.62043
14	2010.01.11 13:00	modify	3	0.10	1.60099	1.61450	1.62043
15	2010.01.11 14:32	s/l	3	0.10	1.61450	1.61450	1.62043	135.11	10238.80
16	2010.01.11 15:00	sell	4	0.10	1.61613	1.62669	1.59669
17	2010.01.12 02:00	modify	4	0.10	1.61613	1.61204	1.59669
18	2010.01.12 03:00	modify	4	0.10	1.61613	1.61167	1.59669
19	2010.01.12 05:00	modify	4	0.10	1.61613	1.61098	1.59669
20	2010.01.12 07:10	s/l	4	0.10	1.61098	1.61098	1.59669	51.25	10290.05
21	2010.01.12 16:00	sell	5	0.10	1.61549	1.62605	1.59605
22	2010.01.13 10:32	s/l	5	0.10	1.62605	1.62605	1.59605	-105.85	10184.20
23	2010.01.13 16:00	sell	6	0.10	1.62768	1.63824	1.60824
24	2010.01.18 11:20	s/l	6	0.10	1.63824	1.63824	1.60824	-106.85	10077.35
25	2010.01.18 14:00	sell	7	0.10	1.63351	1.64407	1.61407
26	2010.01.19 08:02	s/l	7	0.10	1.64407	1.64407	1.61407	-105.85	9971.50
27	2010.01.20 19:00	sell	8	0.10	1.62774	1.63830	1.60830
28	2010.01.21 10:00	modify	8	0.10	1.62774	1.62187	1.60830
29	2010.01.21 11:00	modify	8	0.10	1.62774	1.61849	1.60830
30	2010.01.21 12:00	modify	8	0.10	1.62774	1.61710	1.60830
31	2010.01.21 13:15	s/l	8	0.10	1.61710	1.61710	1.60830	105.65	10077.15
32	2010.01.21 15:00	buy	9	0.10	1.61817	1.60761	1.63761
33	2010.01.22 09:00	modify	9	0.10	1.61817	1.62186	1.63761
34	2010.01.22 10:00	modify	9	0.10	1.61817	1.62338	1.63761
35	2010.01.22 10:20	s/l	9	0.10	1.62338	1.62338	1.63761	52.11	10129.26
36	2010.01.22 19:00	buy	10	0.10	1.61374	1.60318	1.63318
37	2010.01.25 17:00	modify	10	0.10	1.61374	1.61768	1.63318
38	2010.01.25 18:00	modify	10	0.10	1.61374	1.62051	1.63318
39	2010.01.25 20:00	modify	10	0.10	1.61374	1.62133	1.63318
40	2010.01.26 00:00	modify	10	0.10	1.61374	1.62151	1.63318
41	2010.01.26 02:00	modify	10	0.10	1.61374	1.62264	1.63318
42	2010.01.26 03:00	modify	10	0.10	1.61374	1.62327	1.63318
43	2010.01.26 04:15	s/l	10	0.10	1.62327	1.62327	1.63318	95.32	10224.58
44	2010.01.26 05:00	sell	11	0.10	1.62202	1.63258	1.60258
45	2010.01.26 11:00	modify	11	0.10	1.62202	1.61727	1.60258
46	2010.01.26 12:00	modify	11	0.10	1.62202	1.61552	1.60258
47	2010.01.26 13:00	modify	11	0.10	1.62202	1.61516	1.60258
48	2010.01.26 15:00	modify	11	0.10	1.62202	1.61416	1.60258
49	2010.01.26 15:45	s/l	11	0.10	1.61416	1.61416	1.60258	78.60	10303.18
50	2010.01.27 12:00	buy	12	0.10	1.62133	1.61077	1.64077
51	2010.01.28 10:00	modify	12	0.10	1.62133	1.62435	1.64077
52	2010.01.28 11:40	s/l	12	0.10	1.62435	1.62435	1.64077	30.23	10333.41
53	2010.01.28 19:00	buy	13	0.10	1.61406	1.60350	1.63350
54	2010.01.29 16:02	s/l	13	0.10	1.60350	1.60350	1.63350	-105.59	10227.82
55	2010.02.01 14:00	buy	14	0.10	1.59041	1.57985	1.60985
56	2010.02.02 17:00	modify	14	0.10	1.59041	1.59369	1.60985
57	2010.02.02 19:00	modify	14	0.10	1.59041	1.59429	1.60985
58	2010.02.02 20:00	modify	14	0.10	1.59041	1.59455	1.60985
59	2010.02.02 21:00	modify	14	0.10	1.59041	1.59473	1.60985
60	2010.02.02 22:00	modify	14	0.10	1.59041	1.59514	1.60985
61	2010.02.03 01:00	modify	14	0.10	1.59041	1.59580	1.60985
62	2010.02.03 02:00	modify	14	0.10	1.59041	1.59628	1.60985
63	2010.02.03 07:00	modify	14	0.10	1.59041	1.59740	1.60985
64	2010.02.03 08:00	modify	14	0.10	1.59041	1.59949	1.60985
65	2010.02.03 09:00	modify	14	0.10	1.59041	1.60032	1.60985
66	2010.02.03 10:00	modify	14	0.10	1.59041	1.60220	1.60985
67	2010.02.03 10:45	s/l	14	0.10	1.60220	1.60220	1.60985	117.92	10345.74
68	2010.02.04 01:00	buy	15	0.10	1.59181	1.58125	1.61125
69	2010.02.04 12:50	s/l	15	0.10	1.58125	1.58125	1.61125	-105.60	10240.14
70	2010.02.05 05:00	buy	16	0.10	1.57474	1.56418	1.59418
71	2010.02.05 15:45	s/l	16	0.10	1.56418	1.56418	1.59418	-105.60	10134.54
72	2010.02.05 19:00	buy	17	0.10	1.56312	1.55256	1.58256
73	2010.02.09 19:00	modify	17	0.10	1.56312	1.56712	1.58256
74	2010.02.09 22:00	modify	17	0.10	1.56312	1.56730	1.58256
75	2010.02.09 23:00	modify	17	0.10	1.56312	1.56867	1.58256
76	2010.02.10 01:07	s/l	17	0.10	1.56867	1.56867	1.58256	55.53	10190.07
77	2010.02.10 09:00	buy	18	0.10	1.56689	1.55633	1.58633
78	2010.02.11 10:20	s/l	18	0.10	1.55633	1.55633	1.58633	-105.57	10084.50
79	2010.02.12 21:00	sell	19	0.10	1.56657	1.57713	1.54713
80	2010.02.16 18:10	s/l	19	0.10	1.57713	1.57713	1.54713	-106.10	9978.40
81	2010.02.17 08:00	sell	20	0.10	1.57668	1.58724	1.55724
82	2010.02.17 18:00	modify	20	0.10	1.57668	1.57364	1.55724
83	2010.02.17 19:00	modify	20	0.10	1.57668	1.57321	1.55724
84	2010.02.17 20:00	modify	20	0.10	1.57668	1.57171	1.55724
85	2010.02.17 22:00	modify	20	0.10	1.57668	1.57151	1.55724
86	2010.02.17 23:00	modify	20	0.10	1.57668	1.57093	1.55724
87	2010.02.18 02:00	modify	20	0.10	1.57668	1.56971	1.55724
88	2010.02.18 03:00	modify	20	0.10	1.57668	1.56774	1.55724
89	2010.02.18 07:45	s/l	20	0.10	1.56774	1.56774	1.55724	88.65	10067.05
90	2010.02.18 13:00	buy	21	0.10	1.55985	1.54929	1.57929
91	2010.02.18 22:50	s/l	21	0.10	1.54929	1.54929	1.57929	-105.60	9961.45
92	2010.02.19 03:00	buy	22	0.10	1.54205	1.53149	1.56149
93	2010.02.22 03:00	modify	22	0.10	1.54205	1.54543	1.56149
94	2010.02.22 04:00	modify	22	0.10	1.54205	1.54592	1.56149
95	2010.02.22 05:00	modify	22	0.10	1.54205	1.54611	1.56149
96	2010.02.22 07:45	s/l	22	0.10	1.54611	1.54611	1.56149	40.61	10002.06
97	2010.02.22 13:00	buy	23	0.10	1.54764	1.53708	1.56708
98	2010.02.23 09:00	modify	23	0.10	1.54764	1.55337	1.56708
99	2010.02.23 09:50	s/l	23	0.10	1.55337	1.55337	1.56708	57.31	10059.37
100	2010.02.23 15:00	buy	24	0.10	1.54454	1.53398	1.56398
101	2010.02.25 05:15	s/l	24	0.10	1.53398	1.53398	1.56398	-105.56	9953.81
102	2010.02.25 13:00	buy	25	0.10	1.53107	1.52051	1.55051
103	2010.02.25 17:45	s/l	25	0.10	1.52051	1.52051	1.55051	-105.60	9848.21
104	2010.02.26 19:00	buy	26	0.10	1.52412	1.51356	1.54356
105	2010.02.26 22:59	close at stop	26	0.10	1.52334	1.51356	1.54356	-7.80	9840.41