Strategy Tester Report
ComFracti_v2
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 | 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 | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -86.12 | Gross profit | 520.24 | Gross loss | -606.36 |
Profit factor | 0.86 | Expected payoff | -6.15 | ||
Absolute drawdown | 202.28 | Maximal drawdown | 407.12 (3.99%) | Relative drawdown | 3.99% (407.12) |
Total trades | 14 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 10 (40.00%) |
Profit trades (% of total) | 8 (57.14%) | Loss trades (% of total) | 6 (42.86%) | ||
Largest | profit trade | 199.02 | loss trade | -101.14 | |
Average | profit trade | 65.03 | loss trade | -101.06 | |
Maximum | consecutive wins (profit in money) | 4 (307.32) | consecutive losses (loss in money) | 3 (-303.26) | |
Maximal | consecutive profit (count of wins) | 307.32 (4) | consecutive loss (count of losses) | -303.26 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.01 20:00 | sell | 1 | 0.10 | 1.35702 | 1.36711 | 1.33711 | ||
2 | 2010.04.02 16:00 | modify | 1 | 0.10 | 1.35702 | 1.35188 | 1.33711 | ||
3 | 2010.04.02 17:00 | modify | 1 | 0.10 | 1.35702 | 1.35153 | 1.33711 | ||
4 | 2010.04.05 02:16 | s/l | 1 | 0.10 | 1.35153 | 1.35153 | 1.33711 | 54.74 | 10054.74 |
5 | 2010.04.05 12:00 | buy | 2 | 0.10 | 1.34729 | 1.33720 | 1.36720 | ||
6 | 2010.04.06 14:40 | s/l | 2 | 0.10 | 1.33720 | 1.33720 | 1.36720 | -100.98 | 9953.76 |
7 | 2010.04.07 11:00 | buy | 3 | 0.10 | 1.33891 | 1.32882 | 1.35882 | ||
8 | 2010.04.08 09:50 | s/l | 3 | 0.10 | 1.32882 | 1.32882 | 1.35882 | -101.14 | 9852.62 |
9 | 2010.04.08 13:00 | buy | 4 | 0.10 | 1.33151 | 1.32142 | 1.35142 | ||
10 | 2010.04.09 02:00 | modify | 4 | 0.10 | 1.33151 | 1.33457 | 1.35142 | ||
11 | 2010.04.09 07:16 | s/l | 4 | 0.10 | 1.33457 | 1.33457 | 1.35142 | 30.52 | 9883.14 |
12 | 2010.04.09 10:00 | buy | 5 | 0.10 | 1.34095 | 1.33086 | 1.36086 | ||
13 | 2010.04.09 22:00 | modify | 5 | 0.10 | 1.34095 | 1.34631 | 1.36086 | ||
14 | 2010.04.12 00:00 | t/p | 5 | 0.10 | 1.36086 | 1.34631 | 1.36086 | 199.02 | 10082.16 |
15 | 2010.04.12 04:00 | sell | 6 | 0.10 | 1.36350 | 1.37359 | 1.34359 | ||
16 | 2010.04.13 03:00 | modify | 6 | 0.10 | 1.36350 | 1.36039 | 1.34359 | ||
17 | 2010.04.13 08:20 | s/l | 6 | 0.10 | 1.36039 | 1.36039 | 1.34359 | 31.02 | 10113.18 |
18 | 2010.04.14 01:00 | sell | 7 | 0.10 | 1.36140 | 1.37149 | 1.34149 | ||
19 | 2010.04.15 12:00 | modify | 7 | 0.10 | 1.36140 | 1.35671 | 1.34149 | ||
20 | 2010.04.15 13:00 | modify | 7 | 0.10 | 1.36140 | 1.35670 | 1.34149 | ||
21 | 2010.04.15 16:20 | s/l | 7 | 0.10 | 1.35670 | 1.35670 | 1.34149 | 46.76 | 10159.94 |
22 | 2010.04.16 20:00 | buy | 8 | 0.10 | 1.34908 | 1.33899 | 1.36899 | ||
23 | 2010.04.21 12:50 | s/l | 8 | 0.10 | 1.33899 | 1.33899 | 1.36899 | -101.14 | 10058.80 |
24 | 2010.04.21 16:00 | buy | 9 | 0.10 | 1.34032 | 1.33023 | 1.36023 | ||
25 | 2010.04.22 15:45 | s/l | 9 | 0.10 | 1.33023 | 1.33023 | 1.36023 | -101.14 | 9957.66 |
26 | 2010.04.22 19:00 | buy | 10 | 0.10 | 1.33069 | 1.32060 | 1.35060 | ||
27 | 2010.04.23 01:20 | s/l | 10 | 0.10 | 1.32060 | 1.32060 | 1.35060 | -100.98 | 9856.68 |
28 | 2010.04.23 04:00 | buy | 11 | 0.10 | 1.32213 | 1.31204 | 1.34204 | ||
29 | 2010.04.23 11:00 | modify | 11 | 0.10 | 1.32213 | 1.32947 | 1.34204 | ||
30 | 2010.04.23 12:20 | s/l | 11 | 0.10 | 1.32947 | 1.32947 | 1.34204 | 73.40 | 9930.08 |
31 | 2010.04.26 03:00 | buy | 12 | 0.10 | 1.33894 | 1.32885 | 1.35885 | ||
32 | 2010.04.27 13:50 | s/l | 12 | 0.10 | 1.32885 | 1.32885 | 1.35885 | -100.98 | 9829.10 |
33 | 2010.04.27 19:00 | sell | 13 | 0.10 | 1.32452 | 1.33461 | 1.30461 | ||
34 | 2010.04.27 22:00 | modify | 13 | 0.10 | 1.32452 | 1.32080 | 1.30461 | ||
35 | 2010.04.27 23:00 | modify | 13 | 0.10 | 1.32452 | 1.32045 | 1.30461 | ||
36 | 2010.04.28 00:00 | modify | 13 | 0.10 | 1.32452 | 1.31920 | 1.30461 | ||
37 | 2010.04.28 03:45 | s/l | 13 | 0.10 | 1.31920 | 1.31920 | 1.30461 | 53.12 | 9882.22 |
38 | 2010.04.28 13:00 | buy | 14 | 0.10 | 1.31989 | 1.30980 | 1.33980 | ||
39 | 2010.04.29 12:00 | modify | 14 | 0.10 | 1.31989 | 1.32300 | 1.33980 | ||
40 | 2010.04.29 14:00 | modify | 14 | 0.10 | 1.31989 | 1.32308 | 1.33980 | ||
41 | 2010.04.29 15:20 | s/l | 14 | 0.10 | 1.32308 | 1.32308 | 1.33980 | 31.66 | 9913.88 |