Strategy Tester Report
ComFracti
AlpariUK-Demo (Build 226)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2010.04.01 00:00 - 2010.04.30 00:00 (2010.04.01 - 2010.04.30) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | tp1=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 test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 102.66 | Gross profit | 623.80 | Gross loss | -521.14 |
| Profit factor | 1.20 | Expected payoff | 9.33 | ||
| Absolute drawdown | 91.20 | Maximal drawdown | 357.66 (3.46%) | Relative drawdown | 3.46% (357.66) |
| Total trades | 11 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 8 (62.50%) |
| Profit trades (% of total) | 8 (72.73%) | Loss trades (% of total) | 3 (27.27%) | ||
| Largest | profit trade | 137.80 | loss trade | -251.58 | |
| Average | profit trade | 77.98 | loss trade | -173.71 | |
| Maximum | consecutive wins (profit in money) | 5 (279.78) | consecutive losses (loss in money) | 1 (-251.58) | |
| Maximal | consecutive profit (count of wins) | 279.78 (5) | consecutive loss (count of losses) | -251.58 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.04.01 05:00 | sell | 1 | 0.10 | 1.35010 | 1.37521 | 1.34321 | ||
| 2 | 2010.04.05 02:00 | close | 1 | 0.10 | 1.34957 | 1.37521 | 1.34321 | 5.14 | 10005.14 |
| 3 | 2010.04.06 18:00 | buy | 2 | 0.10 | 1.33781 | 1.31270 | 1.34470 | ||
| 4 | 2010.04.09 16:02 | t/p | 2 | 0.10 | 1.34470 | 1.31270 | 1.34470 | 68.50 | 10073.64 |
| 5 | 2010.04.09 18:00 | buy | 3 | 0.10 | 1.34681 | 1.32170 | 1.35370 | ||
| 6 | 2010.04.12 00:00 | t/p | 3 | 0.10 | 1.35370 | 1.32170 | 1.35370 | 68.82 | 10142.46 |
| 7 | 2010.04.12 04:00 | sell | 4 | 0.10 | 1.36350 | 1.38861 | 1.35661 | ||
| 8 | 2010.04.13 11:45 | t/p | 4 | 0.10 | 1.35661 | 1.38861 | 1.35661 | 68.82 | 10211.28 |
| 9 | 2010.04.13 12:00 | sell | 5 | 0.10 | 1.35710 | 1.38221 | 1.35021 | ||
| 10 | 2010.04.16 15:15 | t/p | 5 | 0.10 | 1.35021 | 1.38221 | 1.35021 | 68.50 | 10279.78 |
| 11 | 2010.04.19 07:00 | buy | 6 | 0.10 | 1.34688 | 1.32177 | 1.35377 | ||
| 12 | 2010.04.23 01:20 | s/l | 6 | 0.10 | 1.32177 | 1.32177 | 1.35377 | -251.58 | 10028.20 |
| 13 | 2010.04.23 04:00 | buy | 7 | 0.20 | 1.32215 | 1.29704 | 1.32904 | ||
| 14 | 2010.04.23 10:40 | t/p | 7 | 0.20 | 1.32904 | 1.29704 | 1.32904 | 137.80 | 10166.00 |
| 15 | 2010.04.23 11:00 | buy | 8 | 0.10 | 1.33258 | 1.30747 | 1.33947 | ||
| 16 | 2010.04.23 20:16 | t/p | 8 | 0.10 | 1.33947 | 1.30747 | 1.33947 | 68.90 | 10234.90 |
| 17 | 2010.04.26 03:00 | buy | 9 | 0.10 | 1.33896 | 1.31385 | 1.34585 | ||
| 18 | 2010.04.28 17:20 | s/l | 9 | 0.10 | 1.31385 | 1.31385 | 1.34585 | -251.26 | 9983.64 |
| 19 | 2010.04.28 21:00 | buy | 10 | 0.20 | 1.31870 | 1.29359 | 1.32559 | ||
| 20 | 2010.04.29 11:50 | t/p | 10 | 0.20 | 1.32559 | 1.29359 | 1.32559 | 137.32 | 10120.96 |
| 21 | 2010.04.29 12:00 | buy | 11 | 0.10 | 1.32611 | 1.30100 | 1.33300 | ||
| 22 | 2010.04.29 23:59 | close at stop | 11 | 0.10 | 1.32428 | 1.30100 | 1.33300 | -18.30 | 10102.66 |