Report Result : ComFracti_v2 - Desynced Forex Repository

Strategy Tester Report

ComFracti_v2

AlpariUK-Demo (Build 226)

Symbol		GBPUSD (Great Britain Pound vs US Dollar)
Period		1 Hour (H1) 2010.01.04 00:00 - 2010.04.16 00:00 (2010.01.01 - 2010.04.16)
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	2762	Ticks modelled	44844	Modelling quality	n/a
Mismatched charts errors	9

Initial deposit	10000.00
Total net profit	-1423.38	Gross profit	1549.60	Gross loss	-2972.98
Profit factor	0.52	Expected payoff	-31.63
Absolute drawdown	1461.28	Maximal drawdown	1738.29 (16.91%)	Relative drawdown	16.91% (1738.29)

Total trades	45	Short positions (won %)	22 (40.91%)	Long positions (won %)	23 (52.17%)
		Profit trades (% of total)	21 (46.67%)	Loss trades (% of total)	24 (53.33%)
Largest		profit trade	171.90	loss trade	-129.20
Average		profit trade	73.79	loss trade	-123.87
Maximum		consecutive wins (profit in money)	8 (743.46)	consecutive losses (loss in money)	4 (-513.06)
Maximal		consecutive profit (count of wins)	743.46 (8)	consecutive loss (count of losses)	-513.06 (4)
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	1.62747	1.59747
2	2010.01.05 10:00	modify	1	0.10	1.61466	1.61017	1.59747
3	2010.01.05 10:20	s/l	1	0.10	1.61017	1.61017	1.59747	44.68	10044.68
4	2010.01.06 04:00	buy	2	0.10	1.60123	1.58842	1.61842
5	2010.01.08 15:00	modify	2	0.10	1.60123	1.60604	1.61842
6	2010.01.08 15:20	s/l	2	0.10	1.60604	1.60604	1.61842	48.06	10092.74
7	2010.01.08 19:00	buy	3	0.10	1.60324	1.59043	1.62043
8	2010.01.11 04:00	modify	3	0.10	1.60324	1.60625	1.62043
9	2010.01.11 09:00	modify	3	0.10	1.60324	1.60651	1.62043
10	2010.01.11 10:00	modify	3	0.10	1.60324	1.60961	1.62043
11	2010.01.11 11:00	modify	3	0.10	1.60324	1.61159	1.62043
12	2010.01.11 12:00	modify	3	0.10	1.60324	1.61353	1.62043
13	2010.01.11 13:00	modify	3	0.10	1.60324	1.61450	1.62043
14	2010.01.11 14:32	s/l	3	0.10	1.61450	1.61450	1.62043	112.59	10205.33
15	2010.01.11 15:00	sell	4	0.10	1.61613	1.62894	1.59894
16	2010.01.13 10:32	s/l	4	0.10	1.62894	1.62894	1.59894	-128.54	10076.79
17	2010.01.13 16:00	sell	5	0.10	1.62768	1.64049	1.61049
18	2010.01.18 11:20	s/l	5	0.10	1.64049	1.64049	1.61049	-129.20	9947.59
19	2010.01.18 14:00	sell	6	0.10	1.63351	1.64632	1.61632
20	2010.01.19 08:02	s/l	6	0.10	1.64632	1.64632	1.61632	-128.32	9819.27
21	2010.01.20 19:00	sell	7	0.10	1.62774	1.64055	1.61055
22	2010.01.21 10:00	modify	7	0.10	1.62774	1.62412	1.61055
23	2010.01.21 11:00	modify	7	0.10	1.62774	1.62074	1.61055
24	2010.01.21 12:00	modify	7	0.10	1.62774	1.61935	1.61055
25	2010.01.21 13:15	s/l	7	0.10	1.61935	1.61935	1.61055	83.24	9902.51
26	2010.01.21 15:00	buy	8	0.10	1.62042	1.60761	1.63761
27	2010.01.28 10:00	modify	8	0.10	1.62042	1.62435	1.63761
28	2010.01.28 11:40	s/l	8	0.10	1.62435	1.62435	1.63761	39.23	9941.74
29	2010.01.28 19:00	buy	9	0.10	1.61631	1.60350	1.63350
30	2010.01.29 16:02	s/l	9	0.10	1.60350	1.60350	1.63350	-128.11	9813.63
31	2010.02.01 14:00	buy	10	0.10	1.59266	1.57985	1.60985
32	2010.02.03 01:00	modify	10	0.10	1.59266	1.59580	1.60985
33	2010.02.03 02:00	modify	10	0.10	1.59266	1.59628	1.60985
34	2010.02.03 07:00	modify	10	0.10	1.59266	1.59740	1.60985
35	2010.02.03 08:00	modify	10	0.10	1.59266	1.59949	1.60985
36	2010.02.03 09:00	modify	10	0.10	1.59266	1.60032	1.60985
37	2010.02.03 10:00	modify	10	0.10	1.59266	1.60220	1.60985
38	2010.02.03 10:45	s/l	10	0.10	1.60220	1.60220	1.60985	95.38	9909.01
39	2010.02.04 01:00	buy	11	0.10	1.59406	1.58125	1.61125
40	2010.02.04 12:50	s/l	11	0.10	1.58125	1.58125	1.61125	-128.10	9780.91
41	2010.02.05 05:00	buy	12	0.10	1.57699	1.56418	1.59418
42	2010.02.05 15:45	s/l	12	0.10	1.56418	1.56418	1.59418	-128.10	9652.81
43	2010.02.05 19:00	buy	13	0.10	1.56537	1.55256	1.58256
44	2010.02.09 23:00	modify	13	0.10	1.56537	1.56867	1.58256
45	2010.02.10 01:07	s/l	13	0.10	1.56867	1.56867	1.58256	32.97	9685.78
46	2010.02.10 09:00	buy	14	0.10	1.56914	1.55633	1.58633
47	2010.02.11 10:20	s/l	14	0.10	1.55633	1.55633	1.58633	-128.13	9557.65
48	2010.02.12 21:00	sell	15	0.10	1.56657	1.57938	1.54938
49	2010.02.16 18:10	s/l	15	0.10	1.57938	1.57938	1.54938	-128.54	9429.11
50	2010.02.17 08:00	sell	16	0.10	1.57668	1.58949	1.55949
51	2010.02.17 23:00	modify	16	0.10	1.57668	1.57318	1.55949
52	2010.02.18 02:00	modify	16	0.10	1.57668	1.57196	1.55949
53	2010.02.18 03:00	modify	16	0.10	1.57668	1.56999	1.55949
54	2010.02.18 07:45	s/l	16	0.10	1.56999	1.56999	1.55949	66.24	9495.35
55	2010.02.18 13:00	buy	17	0.10	1.56210	1.54929	1.57929
56	2010.02.18 22:50	s/l	17	0.10	1.54929	1.54929	1.57929	-128.10	9367.25
57	2010.02.19 03:00	buy	18	0.10	1.54430	1.53149	1.56149
58	2010.02.23 04:00	modify	18	0.10	1.54430	1.54818	1.56149
59	2010.02.23 05:00	modify	18	0.10	1.54430	1.54883	1.56149
60	2010.02.23 06:00	modify	18	0.10	1.54430	1.54963	1.56149
61	2010.02.23 07:00	modify	18	0.10	1.54430	1.54965	1.56149
62	2010.02.23 09:00	modify	18	0.10	1.54430	1.55337	1.56149
63	2010.02.23 09:50	s/l	18	0.10	1.55337	1.55337	1.56149	90.68	9457.93
64	2010.02.23 15:00	buy	19	0.10	1.54679	1.53398	1.56398
65	2010.02.25 05:15	s/l	19	0.10	1.53398	1.53398	1.56398	-128.14	9329.79
66	2010.02.25 13:00	buy	20	0.10	1.53332	1.52051	1.55051
67	2010.02.25 17:45	s/l	20	0.10	1.52051	1.52051	1.55051	-128.10	9201.69
68	2010.02.26 19:00	buy	21	0.10	1.52637	1.51356	1.54356
69	2010.03.01 00:02	s/l	21	0.10	1.51356	1.51356	1.54356	-128.11	9073.58
70	2010.03.01 03:00	buy	22	0.10	1.51848	1.50567	1.53567
71	2010.03.01 11:20	s/l	22	0.10	1.50567	1.50567	1.53567	-128.10	8945.48
72	2010.03.01 15:00	buy	23	0.10	1.49551	1.48270	1.51270
73	2010.03.03 01:00	modify	23	0.10	1.49551	1.49920	1.51270
74	2010.03.03 03:00	modify	23	0.10	1.49551	1.50263	1.51270
75	2010.03.03 04:00	modify	23	0.10	1.49551	1.50336	1.51270
76	2010.03.03 07:10	s/l	23	0.10	1.50336	1.50336	1.51270	78.48	9023.96
77	2010.03.03 11:00	buy	24	0.10	1.50729	1.49448	1.52448
78	2010.03.05 20:00	modify	24	0.10	1.50729	1.51125	1.52448
79	2010.03.05 21:00	modify	24	0.10	1.50729	1.51289	1.52448
80	2010.03.08 00:32	s/l	24	0.10	1.51289	1.51289	1.52448	55.95	9079.91
81	2010.03.08 06:00	sell	25	0.10	1.51628	1.52909	1.49909
82	2010.03.08 17:00	modify	25	0.10	1.51628	1.51275	1.49909
83	2010.03.08 18:00	modify	25	0.10	1.51628	1.51165	1.49909
84	2010.03.09 00:00	modify	25	0.10	1.51628	1.51118	1.49909
85	2010.03.09 01:00	modify	25	0.10	1.51628	1.50995	1.49909
86	2010.03.09 02:00	modify	25	0.10	1.51628	1.50847	1.49909
87	2010.03.09 03:00	modify	25	0.10	1.51628	1.50689	1.49909
88	2010.03.09 04:00	modify	25	0.10	1.51628	1.50639	1.49909
89	2010.03.09 08:00	modify	25	0.10	1.51628	1.50446	1.49909
90	2010.03.09 09:10	s/l	25	0.10	1.50446	1.50446	1.49909	117.98	9197.89
91	2010.03.09 13:00	buy	26	0.10	1.49842	1.48561	1.51561
92	2010.03.11 12:00	modify	26	0.10	1.49842	1.50210	1.51561
93	2010.03.11 14:50	s/l	26	0.10	1.50210	1.50210	1.51561	36.76	9234.65
94	2010.03.12 15:00	sell	27	0.10	1.51498	1.52779	1.49779
95	2010.03.15 11:00	modify	27	0.10	1.51498	1.50935	1.49779
96	2010.03.15 12:00	modify	27	0.10	1.51498	1.50851	1.49779
97	2010.03.15 12:20	s/l	27	0.10	1.50851	1.50851	1.49779	64.48	9299.13
98	2010.03.16 04:00	buy	28	0.10	1.50857	1.49576	1.52576
99	2010.03.16 16:00	modify	28	0.10	1.50857	1.51421	1.52576
100	2010.03.16 17:00	modify	28	0.10	1.50857	1.51605	1.52576
101	2010.03.16 20:00	modify	28	0.10	1.50857	1.52036	1.52576
102	2010.03.16 20:20	t/p	28	0.10	1.52576	1.52036	1.52576	171.90	9471.03
103	2010.03.17 14:00	sell	29	0.10	1.53324	1.54605	1.51605
104	2010.03.18 21:00	modify	29	0.10	1.53324	1.52962	1.51605
105	2010.03.19 07:00	modify	29	0.10	1.53324	1.52890	1.51605
106	2010.03.19 08:00	modify	29	0.10	1.53324	1.52547	1.51605
107	2010.03.19 09:00	modify	29	0.10	1.53324	1.52261	1.51605
108	2010.03.19 09:50	t/p	29	0.10	1.51605	1.52261	1.51605	171.02	9642.05
109	2010.03.22 04:00	buy	30	0.10	1.50324	1.49043	1.52043
110	2010.03.22 18:00	modify	30	0.10	1.50324	1.50635	1.52043
111	2010.03.22 21:00	modify	30	0.10	1.50324	1.50659	1.52043
112	2010.03.22 22:00	modify	30	0.10	1.50324	1.50672	1.52043
113	2010.03.22 23:00	modify	30	0.10	1.50324	1.50775	1.52043
114	2010.03.23 01:00	modify	30	0.10	1.50324	1.50793	1.52043
115	2010.03.23 01:50	s/l	30	0.10	1.50793	1.50793	1.52043	46.89	9688.94
116	2010.03.23 15:00	buy	31	0.10	1.50595	1.49314	1.52314
117	2010.03.24 13:20	s/l	31	0.10	1.49314	1.49314	1.52314	-128.11	9560.83
118	2010.03.25 06:00	buy	32	0.10	1.49305	1.48024	1.51024
119	2010.03.25 18:50	s/l	32	0.10	1.48024	1.48024	1.51024	-128.10	9432.73
120	2010.03.25 21:00	buy	33	0.10	1.48441	1.47160	1.50160
121	2010.03.26 17:00	modify	33	0.10	1.48441	1.48751	1.50160
122	2010.03.26 17:45	s/l	33	0.10	1.48751	1.48751	1.50160	30.99	9463.72
123	2010.03.29 03:00	sell	34	0.10	1.49117	1.50398	1.47398
124	2010.03.29 09:50	s/l	34	0.10	1.50398	1.50398	1.47398	-128.10	9335.62
125	2010.03.30 01:00	sell	35	0.10	1.49765	1.51046	1.48046
126	2010.03.30 10:07	s/l	35	0.10	1.51046	1.51046	1.48046	-128.10	9207.52
127	2010.03.31 05:00	sell	36	0.10	1.50788	1.52069	1.49069
128	2010.03.31 14:20	s/l	36	0.10	1.52069	1.52069	1.49069	-128.10	9079.42
129	2010.03.31 17:00	sell	37	0.10	1.51672	1.52953	1.49953
130	2010.04.01 16:40	s/l	37	0.10	1.52953	1.52953	1.49953	-128.76	8950.66
131	2010.04.01 20:00	sell	38	0.10	1.52783	1.54064	1.51064
132	2010.04.06 10:00	modify	38	0.10	1.52783	1.52472	1.51064
133	2010.04.06 11:00	modify	38	0.10	1.52783	1.52036	1.51064
134	2010.04.06 12:50	s/l	38	0.10	1.52036	1.52036	1.51064	74.04	9024.70
135	2010.04.06 16:00	sell	39	0.10	1.51731	1.53012	1.50012
136	2010.04.06 20:40	s/l	39	0.10	1.53012	1.53012	1.50012	-128.10	8896.60
137	2010.04.07 01:00	sell	40	0.10	1.52692	1.53973	1.50973
138	2010.04.07 13:00	modify	40	0.10	1.52692	1.52118	1.50973
139	2010.04.07 14:07	s/l	40	0.10	1.52118	1.52118	1.50973	57.40	8954.00
140	2010.04.07 22:00	sell	41	0.10	1.52461	1.53742	1.50742
141	2010.04.08 10:00	modify	41	0.10	1.52461	1.52148	1.50742
142	2010.04.08 10:40	s/l	41	0.10	1.52148	1.52148	1.50742	30.64	8984.64
143	2010.04.09 04:00	sell	42	0.10	1.52766	1.54047	1.51047
144	2010.04.09 10:07	s/l	42	0.10	1.54047	1.54047	1.51047	-128.10	8856.54
145	2010.04.09 13:00	sell	43	0.10	1.53601	1.54882	1.51882
146	2010.04.12 06:10	s/l	43	0.10	1.54882	1.54882	1.51882	-128.32	8728.22
147	2010.04.12 09:00	sell	44	0.10	1.54124	1.55405	1.52405
148	2010.04.15 05:16	s/l	44	0.10	1.55405	1.55405	1.52405	-129.20	8599.02
149	2010.04.15 20:00	sell	45	0.10	1.54767	1.56048	1.53048
150	2010.04.15 23:59	close at stop	45	0.10	1.54991	1.56048	1.53048	-22.40	8576.62