Strategy Tester Report
ComFracti_v2
AlpariUK-Demo (Build 225)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2010.03.01 00:00 - 2010.03.26 21:00 (2010.03.01 - 2010.03.27) | ||||
| 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 | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
| Mismatched charts errors | 8 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -107.66 | Gross profit | 403.81 | Gross loss | -511.47 |
| Profit factor | 0.79 | Expected payoff | -7.69 | ||
| Absolute drawdown | 207.39 | Maximal drawdown | 499.85 (4.86%) | Relative drawdown | 4.86% (499.85) |
| Total trades | 14 | Short positions (won %) | 5 (80.00%) | Long positions (won %) | 9 (55.56%) |
| Profit trades (% of total) | 9 (64.29%) | Loss trades (% of total) | 5 (35.71%) | ||
| Largest | profit trade | 75.24 | loss trade | -102.58 | |
| Average | profit trade | 44.87 | loss trade | -102.29 | |
| Maximum | consecutive wins (profit in money) | 4 (219.64) | consecutive losses (loss in money) | 3 (-306.51) | |
| Maximal | consecutive profit (count of wins) | 219.64 (4) | consecutive loss (count of losses) | -306.51 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.01 23:00 | sell | 1 | 0.10 | 1.35593 | 1.36614 | 1.33614 | ||
| 2 | 2010.03.02 10:00 | modify | 1 | 0.10 | 1.35593 | 1.35170 | 1.33614 | ||
| 3 | 2010.03.02 11:40 | s/l | 1 | 0.10 | 1.35170 | 1.35170 | 1.33614 | 42.22 | 10042.22 |
| 4 | 2010.03.02 13:00 | buy | 2 | 0.10 | 1.35399 | 1.34378 | 1.37378 | ||
| 5 | 2010.03.02 20:00 | modify | 2 | 0.10 | 1.35399 | 1.35842 | 1.37378 | ||
| 6 | 2010.03.03 01:00 | modify | 2 | 0.10 | 1.35399 | 1.35888 | 1.37378 | ||
| 7 | 2010.03.03 02:00 | modify | 2 | 0.10 | 1.35399 | 1.35914 | 1.37378 | ||
| 8 | 2010.03.03 03:00 | modify | 2 | 0.10 | 1.35399 | 1.36084 | 1.37378 | ||
| 9 | 2010.03.03 04:00 | modify | 2 | 0.10 | 1.35399 | 1.36087 | 1.37378 | ||
| 10 | 2010.03.03 07:00 | modify | 2 | 0.10 | 1.35399 | 1.36090 | 1.37378 | ||
| 11 | 2010.03.03 09:15 | s/l | 2 | 0.10 | 1.36090 | 1.36090 | 1.37378 | 69.03 | 10111.25 |
| 12 | 2010.03.03 20:00 | sell | 3 | 0.10 | 1.37213 | 1.38234 | 1.35234 | ||
| 13 | 2010.03.04 08:00 | modify | 3 | 0.10 | 1.37213 | 1.36860 | 1.35234 | ||
| 14 | 2010.03.04 09:00 | modify | 3 | 0.10 | 1.37213 | 1.36712 | 1.35234 | ||
| 15 | 2010.03.04 09:50 | s/l | 3 | 0.10 | 1.36712 | 1.36712 | 1.35234 | 49.86 | 10161.11 |
| 16 | 2010.03.05 10:00 | buy | 4 | 0.10 | 1.35965 | 1.34944 | 1.37944 | ||
| 17 | 2010.03.08 02:00 | modify | 4 | 0.10 | 1.35965 | 1.36270 | 1.37944 | ||
| 18 | 2010.03.08 03:00 | modify | 4 | 0.10 | 1.35965 | 1.36418 | 1.37944 | ||
| 19 | 2010.03.08 04:00 | modify | 4 | 0.10 | 1.35965 | 1.36530 | 1.37944 | ||
| 20 | 2010.03.08 09:00 | modify | 4 | 0.10 | 1.35965 | 1.36551 | 1.37944 | ||
| 21 | 2010.03.08 11:15 | s/l | 4 | 0.10 | 1.36551 | 1.36551 | 1.37944 | 58.53 | 10219.64 |
| 22 | 2010.03.08 18:00 | sell | 5 | 0.10 | 1.36121 | 1.37142 | 1.34142 | ||
| 23 | 2010.03.12 09:15 | s/l | 5 | 0.10 | 1.37142 | 1.37142 | 1.34142 | -102.58 | 10117.06 |
| 24 | 2010.03.12 20:00 | sell | 6 | 0.10 | 1.37586 | 1.38607 | 1.35607 | ||
| 25 | 2010.03.15 16:00 | modify | 6 | 0.10 | 1.37586 | 1.37168 | 1.35607 | ||
| 26 | 2010.03.15 17:00 | modify | 6 | 0.10 | 1.37586 | 1.36832 | 1.35607 | ||
| 27 | 2010.03.16 02:20 | s/l | 6 | 0.10 | 1.36832 | 1.36832 | 1.35607 | 75.24 | 10192.30 |
| 28 | 2010.03.16 11:00 | buy | 7 | 0.10 | 1.36953 | 1.35932 | 1.38932 | ||
| 29 | 2010.03.16 16:00 | modify | 7 | 0.10 | 1.36953 | 1.37290 | 1.38932 | ||
| 30 | 2010.03.16 18:50 | s/l | 7 | 0.10 | 1.37290 | 1.37290 | 1.38932 | 33.70 | 10226.00 |
| 31 | 2010.03.16 22:00 | buy | 8 | 0.10 | 1.37673 | 1.36652 | 1.39652 | ||
| 32 | 2010.03.18 08:20 | s/l | 8 | 0.10 | 1.36652 | 1.36652 | 1.39652 | -102.38 | 10123.62 |
| 33 | 2010.03.18 14:00 | sell | 9 | 0.10 | 1.36652 | 1.37673 | 1.34673 | ||
| 34 | 2010.03.18 17:00 | modify | 9 | 0.10 | 1.36652 | 1.36347 | 1.34673 | ||
| 35 | 2010.03.18 18:59 | s/l | 9 | 0.10 | 1.36347 | 1.36347 | 1.34673 | 30.50 | 10154.12 |
| 36 | 2010.03.19 01:00 | buy | 10 | 0.10 | 1.36136 | 1.35115 | 1.38115 | ||
| 37 | 2010.03.19 15:50 | s/l | 10 | 0.10 | 1.35115 | 1.35115 | 1.38115 | -102.10 | 10052.02 |
| 38 | 2010.03.19 19:00 | buy | 11 | 0.10 | 1.35462 | 1.34441 | 1.37441 | ||
| 39 | 2010.03.24 06:05 | s/l | 11 | 0.10 | 1.34441 | 1.34441 | 1.37441 | -102.31 | 9949.71 |
| 40 | 2010.03.24 09:00 | buy | 12 | 0.10 | 1.34283 | 1.33262 | 1.36262 | ||
| 41 | 2010.03.24 18:20 | s/l | 12 | 0.10 | 1.33262 | 1.33262 | 1.36262 | -102.10 | 9847.61 |
| 42 | 2010.03.25 09:00 | buy | 13 | 0.10 | 1.33221 | 1.32200 | 1.35200 | ||
| 43 | 2010.03.26 13:00 | modify | 13 | 0.10 | 1.33221 | 1.33581 | 1.35200 | ||
| 44 | 2010.03.26 14:15 | s/l | 13 | 0.10 | 1.33581 | 1.33581 | 1.35200 | 35.93 | 9883.54 |
| 45 | 2010.03.26 17:00 | buy | 14 | 0.10 | 1.33998 | 1.32977 | 1.35977 | ||
| 46 | 2010.03.26 21:59 | close at stop | 14 | 0.10 | 1.34086 | 1.32977 | 1.35977 | 8.80 | 9892.34 |