Strategy Tester Report
ComFracti
AlpariUK-Demo (Build 226)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2010.05.03 00:00 - 2010.05.31 00:00 (2010.05.01 - 2010.05.31) | ||||
| 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 | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 105.06 | Gross profit | 1112.58 | Gross loss | -1007.52 |
| Profit factor | 1.10 | Expected payoff | 5.84 | ||
| Absolute drawdown | 773.94 | Maximal drawdown | 946.52 (9.30%) | Relative drawdown | 9.30% (946.52) |
| Total trades | 18 | Short positions (won %) | 8 (100.00%) | Long positions (won %) | 10 (70.00%) |
| Profit trades (% of total) | 15 (83.33%) | Loss trades (% of total) | 3 (16.67%) | ||
| Largest | profit trade | 136.60 | loss trade | -503.56 | |
| Average | profit trade | 74.17 | loss trade | -335.84 | |
| Maximum | consecutive wins (profit in money) | 11 (771.44) | consecutive losses (loss in money) | 2 (-755.58) | |
| Maximal | consecutive profit (count of wins) | 771.44 (11) | consecutive loss (count of losses) | -755.58 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.05.03 03:00 | sell | 1 | 0.10 | 1.32630 | 1.35147 | 1.31947 | ||
| 2 | 2010.05.03 16:45 | t/p | 1 | 0.10 | 1.31947 | 1.35147 | 1.31947 | 68.30 | 10068.30 |
| 3 | 2010.05.03 17:00 | sell | 2 | 0.10 | 1.31744 | 1.34261 | 1.31061 | ||
| 4 | 2010.05.04 13:40 | t/p | 2 | 0.10 | 1.31061 | 1.34261 | 1.31061 | 68.18 | 10136.48 |
| 5 | 2010.05.05 06:00 | buy | 3 | 0.10 | 1.29601 | 1.27084 | 1.30284 | ||
| 6 | 2010.05.06 15:15 | s/l | 3 | 0.10 | 1.27084 | 1.27084 | 1.30284 | -251.94 | 9884.54 |
| 7 | 2010.05.06 20:00 | buy | 4 | 0.20 | 1.26739 | 1.24222 | 1.27422 | ||
| 8 | 2010.05.07 09:50 | t/p | 4 | 0.20 | 1.27422 | 1.24222 | 1.27422 | 136.44 | 10020.98 |
| 9 | 2010.05.07 12:00 | buy | 5 | 0.10 | 1.27402 | 1.24885 | 1.28085 | ||
| 10 | 2010.05.10 00:00 | t/p | 5 | 0.10 | 1.28085 | 1.24885 | 1.28085 | 68.22 | 10089.20 |
| 11 | 2010.05.11 00:00 | buy | 6 | 0.10 | 1.27881 | 1.25364 | 1.28564 | ||
| 12 | 2010.05.13 21:50 | s/l | 6 | 0.10 | 1.25364 | 1.25364 | 1.28564 | -252.02 | 9837.18 |
| 13 | 2010.05.14 02:00 | buy | 7 | 0.20 | 1.25338 | 1.22821 | 1.26021 | ||
| 14 | 2010.05.17 04:10 | s/l | 7 | 0.20 | 1.22821 | 1.22821 | 1.26021 | -503.56 | 9333.62 |
| 15 | 2010.05.17 07:00 | buy | 8 | 0.20 | 1.22937 | 1.20420 | 1.23620 | ||
| 16 | 2010.05.17 13:50 | t/p | 8 | 0.20 | 1.23620 | 1.20420 | 1.23620 | 136.60 | 9470.22 |
| 17 | 2010.05.17 21:00 | buy | 9 | 0.10 | 1.23877 | 1.21360 | 1.24560 | ||
| 18 | 2010.05.20 19:20 | t/p | 9 | 0.10 | 1.24560 | 1.21360 | 1.24560 | 67.90 | 9538.12 |
| 19 | 2010.05.21 09:00 | sell | 10 | 0.10 | 1.25527 | 1.28044 | 1.24844 | ||
| 20 | 2010.05.21 09:50 | t/p | 10 | 0.10 | 1.24844 | 1.28044 | 1.24844 | 68.30 | 9606.42 |
| 21 | 2010.05.21 22:00 | sell | 11 | 0.10 | 1.25706 | 1.28223 | 1.25023 | ||
| 22 | 2010.05.24 03:03 | t/p | 11 | 0.10 | 1.25023 | 1.28223 | 1.25023 | 68.18 | 9674.60 |
| 23 | 2010.05.24 09:00 | sell | 12 | 0.10 | 1.24892 | 1.27409 | 1.24209 | ||
| 24 | 2010.05.24 11:20 | t/p | 12 | 0.10 | 1.24209 | 1.27409 | 1.24209 | 68.30 | 9742.90 |
| 25 | 2010.05.24 22:00 | sell | 13 | 0.10 | 1.23799 | 1.26316 | 1.23116 | ||
| 26 | 2010.05.25 02:45 | t/p | 13 | 0.10 | 1.23116 | 1.26316 | 1.23116 | 68.18 | 9811.08 |
| 27 | 2010.05.25 06:00 | buy | 14 | 0.10 | 1.22941 | 1.20424 | 1.23624 | ||
| 28 | 2010.05.25 23:10 | t/p | 14 | 0.10 | 1.23624 | 1.20424 | 1.23624 | 68.30 | 9879.38 |
| 29 | 2010.05.26 06:00 | buy | 15 | 0.10 | 1.22972 | 1.20455 | 1.23655 | ||
| 30 | 2010.05.27 17:50 | t/p | 15 | 0.10 | 1.23655 | 1.20455 | 1.23655 | 68.06 | 9947.44 |
| 31 | 2010.05.27 18:00 | buy | 16 | 0.10 | 1.23696 | 1.21179 | 1.24379 | ||
| 32 | 2010.05.28 10:50 | t/p | 16 | 0.10 | 1.24379 | 1.21179 | 1.24379 | 68.22 | 10015.66 |
| 33 | 2010.05.28 13:00 | sell | 17 | 0.10 | 1.24109 | 1.26626 | 1.23426 | ||
| 34 | 2010.05.28 15:32 | t/p | 17 | 0.10 | 1.23426 | 1.26626 | 1.23426 | 68.30 | 10083.96 |
| 35 | 2010.05.28 21:00 | sell | 18 | 0.10 | 1.22929 | 1.25446 | 1.22246 | ||
| 36 | 2010.05.28 22:59 | close at stop | 18 | 0.10 | 1.22718 | 1.25446 | 1.22246 | 21.10 | 10105.06 |