Strategy Tester Report
ComFracti
AlpariUK-Demo (Build 225)

SymbolUSDCAD (US Dollar vs Canadian Dollar)
Period1 Hour (H1) 2009.01.05 17:00 - 2009.12.31 18:00 (2009.01.01 - 2010.01.01)
ModelControl points (a very crude method, the results must not be considered)
Parameterstp1=700; sl1=2500; Expimin=5555; lots=0.1; Risk=0.05; multilot=1; closeby=false; mn=88; sh2=3; sh3=3; sh4=3; sh5=3; levelb=3; levels=3;
Bars in test6211Ticks modelled152607Modelling qualityn/a
Mismatched charts errors70
Initial deposit10000.00
Total net profit-774.48Gross profit7383.66Gross loss-8158.14
Profit factor0.91Expected payoff-5.16
Absolute drawdown2638.46Maximal drawdown3134.76 (29.87%)Relative drawdown29.87% (3134.76)
Total trades150Short positions (won %)64 (84.38%)Long positions (won %)86 (68.60%)
Profit trades (% of total)113 (75.33%)Loss trades (% of total)37 (24.67%)
Largestprofit trade116.38loss trade-467.19
Averageprofit trade65.34loss trade-220.49
Maximumconsecutive wins (profit in money)17 (1039.78)consecutive losses (loss in money)3 (-910.46)
Maximalconsecutive profit (count of wins)1039.78 (17)consecutive loss (count of losses)-910.46 (3)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.05 20:00buy10.101.188991.163101.19510
22009.01.06 06:03t/p10.101.195101.163101.1951051.0310051.03
32009.01.06 08:00buy20.101.194141.168251.20025
42009.01.08 08:45t/p20.101.200251.168251.2002550.5110101.54
52009.01.08 10:00buy30.101.206271.180381.21238
62009.01.08 20:32s/l30.101.180381.180381.21238-219.349882.20
72009.01.09 01:00buy40.201.181891.156001.18800
82009.01.09 09:50t/p40.201.188001.156001.18800102.799984.99
92009.01.09 14:00buy50.101.184551.158661.19066
102009.01.09 14:50t/p50.101.190661.158661.1906651.2010036.19
112009.01.09 17:00buy60.101.193111.167221.19922
122009.01.12 12:20t/p60.101.199221.167221.1992250.8110087.00
132009.01.13 05:00sell70.101.219161.245051.21305
142009.01.14 07:10t/p70.101.213051.245051.2130550.3410137.34
152009.01.15 02:00sell80.101.244751.270641.23864
162009.01.16 11:45t/p80.101.238641.270641.2386449.3610186.70
172009.01.16 13:00sell90.101.233921.259811.22781
182009.01.20 05:15s/l90.101.259811.259811.22781-205.519981.19
192009.01.20 11:00sell100.201.257581.283471.25147
202009.01.23 16:26t/p100.201.251471.283471.2514797.4010078.58
212009.01.26 00:00buy110.101.234441.208551.24055
222009.01.28 14:45s/l110.101.208551.208551.24055-214.639863.95
232009.01.28 17:00buy120.201.209541.183651.21565
242009.01.28 20:45t/p120.201.215651.183651.21565100.419964.36
252009.01.28 23:00buy130.101.211371.185481.21748
262009.01.29 02:15t/p130.101.217481.185481.2174849.8810014.24
272009.01.29 09:00buy140.101.220391.194501.22650
282009.01.29 22:50t/p140.101.226501.194501.2265049.8210064.06
292009.02.03 03:00sell150.101.243461.269351.23735
302009.02.03 16:20t/p150.101.237351.269351.2373549.4110113.47
312009.02.03 17:00sell160.101.239581.265471.23347
322009.02.03 17:20t/p160.101.233471.265471.2334749.5910163.06
332009.02.09 04:00buy170.101.223991.198101.23010
342009.02.10 10:15t/p170.101.230101.198101.2301049.5610212.62
352009.02.10 12:00buy180.101.227791.201901.23390
362009.02.10 17:45t/p180.101.233901.201901.2339049.5010262.12
372009.02.10 20:00buy190.101.239021.213131.24513
382009.02.10 20:10t/p190.101.245131.213131.2451349.0710311.19
392009.02.11 05:00sell200.101.243701.269591.23759
402009.02.13 09:45t/p200.101.237591.269591.2375949.2710360.46
412009.02.13 12:00sell210.101.232301.258191.22619
422009.02.17 09:20s/l210.101.258191.258191.22619-205.8010154.66
432009.02.17 14:00sell220.201.261281.287171.25517
442009.02.18 15:20t/p220.201.255171.287171.2551797.4010252.05
452009.02.18 20:00sell230.101.260911.286801.25480
462009.02.19 09:50t/p230.101.254801.286801.2548048.6010300.65
472009.02.19 11:00sell240.101.252261.278151.24615
482009.02.20 18:16t/p240.101.246151.278151.2461549.1210349.77
492009.02.23 08:00buy250.101.244771.218881.25088
502009.02.23 14:15t/p250.101.250881.218881.2508848.8410398.61
512009.02.23 15:00buy260.101.248781.222891.25489
522009.02.25 16:10t/p260.101.254891.222891.2548948.5010447.11
532009.02.26 01:00sell270.101.254801.280691.24869
542009.02.26 13:40t/p270.101.248691.280691.2486948.9510496.06
552009.02.27 07:00sell280.101.253911.279801.24780
562009.03.02 00:50s/l280.101.279801.279801.24780-202.3310293.73
572009.03.02 04:00sell290.201.276421.302311.27031
582009.03.09 13:45s/l290.201.302311.302311.27031-398.039895.70
592009.03.09 17:00sell300.201.299351.325241.29324
602009.03.10 04:20t/p300.201.293241.325241.2932494.469990.16
612009.03.10 15:00sell310.101.279201.305091.27309
622009.03.13 10:50t/p310.101.273091.305091.2730947.8610038.02
632009.03.13 13:00buy320.101.282371.256481.28848
642009.03.17 10:00close320.101.273451.256481.28848-70.239967.78
652009.03.17 14:00buy330.201.273741.247851.27985
662009.03.18 20:02s/l330.201.247851.247851.27985-415.379552.41
672009.03.19 00:00buy340.201.248201.222311.25431
682009.03.19 13:20s/l340.201.222311.222311.25431-424.859127.56
692009.03.19 16:00buy350.201.230371.204481.23648
702009.03.19 17:50t/p350.201.236481.204481.2364898.839226.39
712009.03.20 07:00buy360.101.241741.215851.24785
722009.03.24 04:00close360.101.220351.215851.24785-175.469050.93
732009.03.24 05:00buy370.201.222241.196351.22835
742009.03.24 14:20t/p370.201.228351.196351.2283599.419150.34
752009.03.24 18:00buy380.101.225491.199601.23160
762009.03.24 20:50t/p380.101.231601.199601.2316049.599199.93
772009.03.24 21:00buy390.101.232491.206601.23860
782009.03.27 12:45t/p390.101.238601.206601.2386048.849248.76
792009.03.30 02:00sell400.101.240101.265991.23399
802009.04.01 02:15s/l400.101.265991.265991.23399-204.499044.27
812009.04.01 05:00sell410.201.266481.292371.26037
822009.04.01 20:50t/p410.201.260371.292371.2603797.139141.40
832009.04.02 05:00sell420.101.254951.280841.24884
842009.04.02 14:16t/p420.101.248841.280841.2488448.969190.36
852009.04.03 05:00buy430.101.240441.214551.24655
862009.04.07 02:00close430.101.244751.214551.2465534.459224.80
872009.04.07 12:00buy440.101.244191.218301.25030
882009.04.13 00:00close440.101.225191.218301.25030-155.639069.17
892009.04.13 03:00buy450.201.227091.201201.23320
902009.04.15 19:07s/l450.201.201201.201201.23320-431.448637.73
912009.04.15 22:00buy460.201.203901.178011.21001
922009.04.16 19:10t/p460.201.210011.178011.21001100.388738.11
932009.04.17 01:00buy470.101.210161.184271.21627
942009.04.17 16:20t/p470.101.216271.184271.2162750.188788.29
952009.04.17 22:00buy480.101.215691.189801.22180
962009.04.20 10:45t/p480.101.221801.189801.2218049.928838.20
972009.04.21 01:00sell490.101.237151.263041.23104
982009.04.23 16:45t/p490.101.231041.263041.2310449.588887.78
992009.04.23 18:00sell500.101.228881.254771.22277
1002009.04.24 08:20t/p500.101.222771.254771.2227749.948937.73
1012009.04.24 20:00buy510.101.210391.184501.21650
1022009.04.27 04:45t/p510.101.216501.184501.2165050.138987.85
1032009.04.27 19:00buy520.101.214921.189031.22103
1042009.04.27 19:50t/p520.101.221031.189031.2210350.039037.88
1052009.04.28 06:00buy530.101.219641.193751.22575
1062009.04.28 13:32t/p530.101.225751.193751.2257549.839087.71
1072009.04.28 19:00buy540.101.222371.196481.22848
1082009.04.30 04:50s/l540.101.196481.196481.22848-216.818870.91
1092009.04.30 08:00buy550.201.197431.171541.20354
1102009.05.04 05:00close550.201.180121.171541.20354-293.738577.18
1112009.05.04 08:00buy560.201.182691.156801.18880
1122009.05.04 12:20t/p560.201.188801.156801.18880102.778679.95
1132009.05.04 21:00buy570.101.177871.151981.18398
1142009.05.08 18:00close570.101.158051.151981.18398-171.708508.24
1152009.05.11 03:00buy580.201.151251.125361.15736
1162009.05.11 15:15t/p580.201.157361.125361.15736105.558613.79
1172009.05.13 00:00buy590.101.162841.136951.16895
1182009.05.13 17:50t/p590.101.168951.136951.1689552.238666.02
1192009.05.14 00:00sell600.101.173751.199641.16764
1202009.05.15 15:50t/p600.101.167641.199641.1676452.308718.32
1212009.05.15 17:00sell610.101.168601.194491.16249
1222009.05.18 17:20t/p610.101.162491.194491.1624952.528770.85
1232009.05.18 22:00sell620.101.162221.188111.15611
1242009.05.19 11:02t/p620.101.156111.188111.1561152.828823.67
1252009.05.19 14:00buy630.101.158301.132411.16441
1262009.05.22 08:50s/l630.101.132411.132411.16441-229.188594.49
1272009.05.22 17:00buy640.201.125971.100081.13208
1282009.05.26 11:02t/p640.201.132081.100081.13208107.528702.01
1292009.05.27 05:00buy650.101.115741.089851.12185
1302009.05.27 22:45t/p650.101.121851.089851.1218554.468756.47
1312009.05.28 06:00buy660.101.123581.097691.12969
1322009.05.29 14:50s/l660.101.097691.097691.12969-236.228520.25
1332009.05.29 22:00buy670.201.092871.066981.09898
1342009.06.02 19:00close670.201.081591.066981.09898-208.958311.30
1352009.06.02 22:00buy680.201.081541.055651.08765
1362009.06.03 11:20t/p680.201.087651.055651.08765112.128423.41
1372009.06.04 02:00sell690.101.110211.136101.10410
1382009.06.04 09:50t/p690.101.104101.136101.1041055.378478.78
1392009.06.04 10:00sell700.101.103191.129081.09708
1402009.06.04 17:20t/p700.101.097081.129081.0970855.768534.54
1412009.06.05 05:00buy710.101.098811.072921.10492
1422009.06.05 14:15t/p710.101.104921.072921.1049255.258589.79
1432009.06.05 17:00buy720.101.112411.086521.11852
1442009.06.05 20:15t/p720.101.118521.086521.1185254.628644.41
1452009.06.08 02:00sell730.101.118141.144031.11203
1462009.06.09 08:50t/p730.101.112031.144031.1120354.918699.32
1472009.06.09 09:00sell740.101.111531.137421.10542
1482009.06.09 13:40t/p740.101.105421.137421.1054255.288754.60
1492009.06.09 19:00sell750.101.103331.129221.09722
1502009.06.10 10:20t/p750.101.097221.129221.0972255.688810.29
1512009.06.10 13:00buy760.101.102701.076811.10881
1522009.06.10 16:15t/p760.101.108811.076811.1088155.078865.36
1532009.06.12 04:00buy770.101.103971.078081.11008
1542009.06.12 09:45t/p770.101.110081.078081.1100855.038920.39
1552009.06.12 11:00buy780.101.113371.087481.11948
1562009.06.12 13:10t/p780.101.119481.087481.1194854.588974.97
1572009.06.12 20:00buy790.101.120211.094321.12632
1582009.06.15 08:20t/p790.101.126321.094321.1263254.159029.11
1592009.06.15 22:00sell800.101.132191.158081.12608
1602009.06.16 11:03t/p800.101.126081.158081.1260854.229083.34
1612009.06.16 22:00sell810.101.134391.160281.12828
1622009.06.18 09:20t/p810.101.128281.160281.1282854.029137.36
1632009.06.18 10:00sell820.101.132571.158461.12646
1642009.06.18 16:15t/p820.101.126461.158461.1264654.289191.64
1652009.06.18 23:00sell830.101.131991.157881.12588
1662009.06.19 14:20t/p830.101.125881.157881.1258854.249245.88
1672009.06.19 19:00sell840.101.133921.159811.12781
1682009.06.25 12:10s/l840.101.159811.159811.12781-223.419022.47
1692009.06.25 16:00sell850.201.157761.183651.15165
1702009.06.26 07:07t/p850.201.151651.183651.15165106.049128.50
1712009.06.26 10:00sell860.101.150851.176741.14474
1722009.07.01 18:20t/p860.101.144741.176741.1447453.279181.77
1732009.07.01 20:00sell870.101.147131.173021.14102
1742009.07.08 20:50s/l870.101.173021.173021.14102-220.948960.83
1752009.07.08 23:00sell880.201.167301.193191.16119
1762009.07.09 09:45t/p880.201.161191.193191.16119105.049065.87
1772009.07.09 12:00sell890.101.158251.184141.15214
1782009.07.13 21:50t/p890.101.152141.184141.1521452.989118.84
1792009.07.14 04:00buy900.101.152051.126161.15816
1802009.07.15 13:50s/l900.101.126161.126161.15816-230.198888.65
1812009.07.15 23:00buy910.201.113131.087241.11924
1822009.07.16 04:20t/p910.201.119241.087241.11924108.618997.26
1832009.07.16 11:00buy920.101.121461.095571.12757
1842009.07.20 08:00close920.101.107501.095571.12757-126.238871.02
1852009.07.20 15:00buy930.201.105711.079821.11182
1862009.07.24 12:00close930.201.086101.079821.11182-362.228508.80
1872009.07.24 18:00buy940.201.085051.059161.09116
1882009.07.28 15:00close940.201.078751.059161.09116-117.178391.63
1892009.07.28 23:00buy950.201.082211.056321.08832
1902009.07.29 08:45t/p950.201.088321.056321.08832112.098503.72
1912009.07.29 10:00buy960.101.086231.060341.09234
1922009.07.29 17:33t/p960.101.092341.060341.0923455.918559.63
1932009.07.29 19:00buy970.101.090881.064991.09699
1942009.08.03 00:00close970.101.076651.064991.09699-132.638427.00
1952009.08.03 04:00buy980.201.078311.052421.08442
1962009.08.07 01:00close980.201.077011.052421.08442-25.258401.75
1972009.08.07 16:00sell990.201.082951.108841.07684
1982009.08.17 09:20s/l990.201.108841.108841.07684-467.197934.56
1992009.08.17 16:00sell1000.201.108721.134611.10261
2002009.08.18 18:07t/p1000.201.102611.134611.10261110.768045.32
2012009.08.19 06:00sell1010.101.102891.128781.09678
2022009.08.19 17:50t/p1010.101.096781.128781.0967855.728101.04
2032009.08.20 02:00buy1020.101.094851.068961.10096
2042009.08.24 00:00close1020.101.078941.068961.10096-147.647953.39
2052009.08.24 06:00buy1030.201.079651.053761.08576
2062009.08.25 19:46t/p1030.201.085761.053761.08576112.278065.66
2072009.08.26 05:00sell1040.101.085711.111601.07960
2082009.09.07 10:20t/p1040.101.079601.111601.0796056.198121.85
2092009.09.07 18:00buy1050.101.077691.051801.08380
2102009.09.10 11:15t/p1050.101.083801.051801.0838055.898177.74
2112009.09.11 02:00buy1060.101.078611.052721.08472
2122009.09.14 03:15t/p1060.101.084721.052721.0847256.238233.97
2132009.09.14 08:00buy1070.101.085851.059961.09196
2142009.09.14 13:20t/p1070.101.091961.059961.0919655.938289.90
2152009.09.14 19:00buy1080.101.086071.060181.09218
2162009.09.17 16:50s/l1080.101.060181.060181.09218-244.958044.94
2172009.09.17 19:00buy1090.201.066021.040131.07213
2182009.09.18 09:45t/p1090.201.072131.040131.07213113.698158.63
2192009.09.18 11:00buy1100.101.074861.048971.08097
2202009.09.21 15:20t/p1100.101.080971.048971.0809756.398215.02
2212009.09.21 17:00buy1110.101.084001.058111.09011
2222009.09.24 19:15t/p1110.101.090111.058111.0901155.588270.60
2232009.09.24 23:00sell1120.101.088891.114781.08278
2242009.09.29 07:20t/p1120.101.082781.114781.0827856.398326.98
2252009.09.29 19:00sell1130.101.084601.110491.07849
2262009.09.30 10:20t/p1130.101.078491.110491.0784956.668383.65
2272009.09.30 11:00sell1140.101.075921.101811.06981
2282009.09.30 18:20t/p1140.101.069811.101811.0698157.168440.81
2292009.09.30 19:00sell1150.101.069071.094961.06296
2302009.10.02 14:50s/l1150.101.094961.094961.06296-236.248204.57
2312009.10.02 17:00sell1160.201.081871.107761.07576
2322009.10.05 03:10t/p1160.201.075761.107761.07576113.618318.17
2332009.10.06 02:00buy1170.101.070581.044691.07669
2342009.10.09 13:16s/l1170.101.044691.044691.07669-248.798069.38
2352009.10.09 16:00buy1180.201.047431.021541.05354
2362009.10.13 13:00close1180.201.029251.021541.05354-353.647715.74
2372009.10.13 16:00buy1190.201.034511.008621.04062
2382009.10.16 14:15t/p1190.201.040621.008621.04062116.387832.12
2392009.10.16 16:00buy1200.101.040501.014611.04661
2402009.10.20 13:00close1200.101.032871.014611.04661-74.057758.06
2412009.10.20 22:00buy1210.201.051441.025551.05755
2422009.10.21 13:50t/p1210.201.057551.025551.05755115.307873.36
2432009.10.21 16:00sell1220.101.049141.075031.04303
2442009.10.21 16:50t/p1220.101.043031.075031.0430358.597931.95
2452009.10.22 01:00sell1230.101.043141.069031.03703
2462009.10.26 19:45s/l1230.101.069031.069031.03703-242.117689.83
2472009.10.27 00:00sell1240.201.068321.094211.06221
2482009.11.04 10:20t/p1240.201.062211.094211.06221114.487804.32
2492009.11.04 15:00buy1250.101.063031.037141.06914
2502009.11.06 13:03t/p1250.101.069141.037141.0691456.697861.01
2512009.11.06 14:00buy1260.101.071771.045881.07788
2522009.11.06 21:07t/p1260.101.077881.045881.0778856.697917.70
2532009.11.09 01:00sell1270.101.074041.099931.06793
2542009.11.09 08:15t/p1270.101.067931.099931.0679357.247974.94
2552009.11.09 16:00sell1280.101.057431.083321.05132
2562009.11.10 16:20t/p1280.101.051321.083321.0513258.098033.03
2572009.11.10 19:00buy1290.101.053461.027571.05957
2582009.11.16 00:00close1290.101.053301.027571.05957-2.078030.96
2592009.11.16 04:00buy1300.201.050591.024701.05670
2602009.11.17 11:15t/p1300.201.056701.024701.05670115.418146.36
2612009.11.17 17:00buy1310.101.059731.033841.06584
2622009.11.19 15:45t/p1310.101.065841.033841.0658456.928203.28
2632009.11.19 19:00sell1320.101.064171.090061.05806
2642009.11.23 11:40t/p1320.101.058061.090061.0580657.708260.98
2652009.11.23 17:00sell1330.101.055281.081171.04917
2662009.11.25 12:20t/p1330.101.049171.081171.0491758.228319.19
2672009.11.25 15:00buy1340.101.047001.021111.05311
2682009.11.26 08:20t/p1340.101.053111.021111.0531157.748376.94
2692009.11.26 10:00buy1350.101.054311.028421.06042
2702009.11.26 17:15t/p1350.101.060421.028421.0604257.608434.54
2712009.11.27 12:00sell1360.101.070291.096181.06418
2722009.11.27 16:40t/p1360.101.064181.096181.0641857.428491.96
2732009.11.27 18:00sell1370.101.061931.087821.05582
2742009.11.30 07:32t/p1370.101.055821.087821.0558257.838549.79
2752009.11.30 09:00sell1380.101.055161.081051.04905
2762009.12.01 09:45t/p1380.101.049051.081051.0490558.238608.02
2772009.12.02 10:00buy1390.101.045751.019861.05186
2782009.12.03 14:40t/p1390.101.051861.019861.0518657.808665.82
2792009.12.03 20:00buy1400.101.053031.027141.05914
2802009.12.04 20:50t/p1400.101.059141.027141.0591457.588723.40
2812009.12.07 01:00sell1410.101.056001.081891.04989
2822009.12.07 18:50t/p1410.101.049891.081891.0498958.258781.65
2832009.12.08 05:00buy1420.101.051311.025421.05742
2842009.12.08 14:20t/p1420.101.057421.025421.0574257.768839.41
2852009.12.09 03:00sell1430.101.062961.088851.05685
2862009.12.09 16:50t/p1430.101.056851.088851.0568557.918897.32
2872009.12.09 18:00sell1440.101.055001.080891.04889
2882009.12.10 14:50t/p1440.101.048891.080891.0488958.168955.48
2892009.12.10 17:00buy1450.101.052571.026681.05868
2902009.12.11 17:15t/p1450.101.058681.026681.0586857.619013.09
2912009.12.14 00:00sell1460.101.060181.086071.05407
2922009.12.23 12:45t/p1460.101.054071.086071.0540757.649070.73
2932009.12.23 17:00buy1470.101.050271.024381.05638
2942009.12.28 00:00close1470.101.047841.024381.05638-23.659047.08
2952009.12.28 03:00buy1480.201.048541.022651.05465
2962009.12.30 15:40t/p1480.201.054651.022651.05465115.489162.56
2972009.12.31 01:00sell1490.101.054761.080651.04865
2982009.12.31 09:50t/p1490.101.048651.080651.0486558.289220.84
2992009.12.31 10:00sell1500.101.047831.073721.04172
3002009.12.31 18:57close at stop1500.101.047341.073721.041724.689225.52