Strategy Tester Report
ComFracti
AlpariUK-Demo (Build 226)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2010.06.01 00:00 - 2010.06.30 00:00 (2010.06.01 - 2010.06.30) | ||||
| 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 | 13529 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 312.48 | Gross profit | 782.46 | Gross loss | -469.98 |
| Profit factor | 1.66 | Expected payoff | 24.04 | ||
| Absolute drawdown | 196.40 | Maximal drawdown | 386.46 (3.77%) | Relative drawdown | 3.77% (386.46) |
| Total trades | 13 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 9 (77.78%) |
| Profit trades (% of total) | 10 (76.92%) | Loss trades (% of total) | 3 (23.08%) | ||
| Largest | profit trade | 137.20 | loss trade | -251.56 | |
| Average | profit trade | 78.25 | loss trade | -156.66 | |
| Maximum | consecutive wins (profit in money) | 5 (411.28) | consecutive losses (loss in money) | 1 (-251.56) | |
| Maximal | consecutive profit (count of wins) | 411.28 (5) | consecutive loss (count of losses) | -251.56 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.06.02 02:00 | buy | 1 | 0.10 | 1.22473 | 1.19959 | 1.23159 | ||
| 2 | 2010.06.03 07:20 | t/p | 1 | 0.10 | 1.23159 | 1.19959 | 1.23159 | 68.36 | 10068.36 |
| 3 | 2010.06.03 21:00 | buy | 2 | 0.10 | 1.21787 | 1.19273 | 1.22473 | ||
| 4 | 2010.06.07 00:50 | s/l | 2 | 0.10 | 1.19273 | 1.19273 | 1.22473 | -251.56 | 9816.80 |
| 5 | 2010.06.07 06:00 | buy | 3 | 0.20 | 1.18977 | 1.16463 | 1.19663 | ||
| 6 | 2010.06.07 11:45 | t/p | 3 | 0.20 | 1.19663 | 1.16463 | 1.19663 | 137.20 | 9954.00 |
| 7 | 2010.06.07 18:00 | buy | 4 | 0.10 | 1.19587 | 1.17073 | 1.20273 | ||
| 8 | 2010.06.09 14:50 | t/p | 4 | 0.10 | 1.20273 | 1.17073 | 1.20273 | 68.44 | 10022.44 |
| 9 | 2010.06.10 01:00 | buy | 5 | 0.10 | 1.19925 | 1.17411 | 1.20611 | ||
| 10 | 2010.06.10 07:50 | t/p | 5 | 0.10 | 1.20611 | 1.17411 | 1.20611 | 68.60 | 10091.04 |
| 11 | 2010.06.10 13:00 | buy | 6 | 0.10 | 1.20473 | 1.17959 | 1.21159 | ||
| 12 | 2010.06.10 15:45 | t/p | 6 | 0.10 | 1.21159 | 1.17959 | 1.21159 | 68.60 | 10159.64 |
| 13 | 2010.06.10 16:00 | buy | 7 | 0.10 | 1.21293 | 1.18779 | 1.21979 | ||
| 14 | 2010.06.14 01:50 | t/p | 7 | 0.10 | 1.21979 | 1.18779 | 1.21979 | 68.44 | 10228.08 |
| 15 | 2010.06.14 05:00 | sell | 8 | 0.10 | 1.21739 | 1.24253 | 1.21053 | ||
| 16 | 2010.06.18 02:00 | close | 8 | 0.10 | 1.23879 | 1.24253 | 1.21053 | -214.72 | 10013.36 |
| 17 | 2010.06.18 04:00 | sell | 9 | 0.20 | 1.23868 | 1.26382 | 1.23182 | ||
| 18 | 2010.06.21 19:50 | t/p | 9 | 0.20 | 1.23182 | 1.26382 | 1.23182 | 136.96 | 10150.32 |
| 19 | 2010.06.23 02:00 | buy | 10 | 0.10 | 1.22674 | 1.20160 | 1.23360 | ||
| 20 | 2010.06.23 20:50 | t/p | 10 | 0.10 | 1.23360 | 1.20160 | 1.23360 | 68.60 | 10218.92 |
| 21 | 2010.06.25 02:00 | sell | 11 | 0.10 | 1.23355 | 1.25869 | 1.22669 | ||
| 22 | 2010.06.25 11:16 | t/p | 11 | 0.10 | 1.22669 | 1.25869 | 1.22669 | 68.60 | 10287.52 |
| 23 | 2010.06.25 12:00 | sell | 12 | 0.10 | 1.22680 | 1.25194 | 1.21994 | ||
| 24 | 2010.06.29 09:00 | close | 12 | 0.10 | 1.22391 | 1.25194 | 1.21994 | 28.66 | 10316.18 |
| 25 | 2010.06.29 13:00 | buy | 13 | 0.10 | 1.21922 | 1.19408 | 1.22608 | ||
| 26 | 2010.06.29 23:59 | close at stop | 13 | 0.10 | 1.21885 | 1.19408 | 1.22608 | -3.70 | 10312.48 |