Strategy Tester Report
ComFracti_v2.1
| Symbol | NZDUSD (New Zealand Dollar vs US Dollar) | ||||
| Period | 1 Hour (H1) 2024.10.03 00:00 - 2025.01.07 23:00 (2024.10.01 - 2025.01.08) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | mn=818; tp=2000; sl=1000; TrailingStop=300; lots=0.1; MM=false; 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 | 1692 | Ticks modelled | 6608232 | Modelling quality | 48.61% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (36) | ||
| Total net profit | -375.60 | Gross profit | 142.40 | Gross loss | -518.00 |
| Profit factor | 0.27 | Expected payoff | -41.73 | ||
| Absolute drawdown | 423.00 | Maximal drawdown | 423.00 (4.23%) | Relative drawdown | 4.23% (423.00) |
| Total trades | 9 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 8 (37.50%) |
| Profit trades (% of total) | 4 (44.44%) | Loss trades (% of total) | 5 (55.56%) | ||
| Largest | profit trade | 69.10 | loss trade | -103.60 | |
| Average | profit trade | 35.60 | loss trade | -103.60 | |
| Maximum | consecutive wins (profit in money) | 2 (108.20) | consecutive losses (loss in money) | 3 (-310.80) | |
| Maximal | consecutive profit (count of wins) | 108.20 (2) | consecutive loss (count of losses) | -310.80 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.03 07:00 | buy | 1 | 0.10 | 0.62461 | 0.61425 | 0.64425 | ||
| 2 | 2024.10.07 11:48 | s/l | 1 | 0.10 | 0.61425 | 0.61425 | 0.64425 | -103.60 | 9896.40 |
| 3 | 2024.10.07 17:00 | buy | 2 | 0.10 | 0.61435 | 0.60399 | 0.63399 | ||
| 4 | 2024.10.16 03:08 | s/l | 2 | 0.10 | 0.60399 | 0.60399 | 0.63399 | -103.60 | 9792.80 |
| 5 | 2024.10.16 06:00 | buy | 3 | 0.10 | 0.60672 | 0.59636 | 0.62636 | ||
| 6 | 2024.10.28 06:41 | s/l | 3 | 0.10 | 0.59636 | 0.59636 | 0.62636 | -103.60 | 9689.20 |
| 7 | 2024.10.28 10:00 | buy | 4 | 0.10 | 0.59710 | 0.58674 | 0.61674 | ||
| 8 | 2024.11.07 18:00 | modify | 4 | 0.10 | 0.59710 | 0.60028 | 0.61674 | ||
| 9 | 2024.11.08 05:53 | s/l | 4 | 0.10 | 0.60028 | 0.60028 | 0.61674 | 31.80 | 9721.00 |
| 10 | 2024.11.11 13:00 | buy | 5 | 0.10 | 0.59698 | 0.58662 | 0.61662 | ||
| 11 | 2024.11.14 04:05 | s/l | 5 | 0.10 | 0.58662 | 0.58662 | 0.61662 | -103.60 | 9617.40 |
| 12 | 2024.11.15 01:00 | buy | 6 | 0.10 | 0.58490 | 0.57454 | 0.60454 | ||
| 13 | 2024.11.19 22:00 | modify | 6 | 0.10 | 0.58490 | 0.58801 | 0.60454 | ||
| 14 | 2024.11.20 00:00 | modify | 6 | 0.10 | 0.58490 | 0.58808 | 0.60454 | ||
| 15 | 2024.11.20 01:00 | modify | 6 | 0.10 | 0.58490 | 0.58810 | 0.60454 | ||
| 16 | 2024.11.20 02:00 | modify | 6 | 0.10 | 0.58490 | 0.58881 | 0.60454 | ||
| 17 | 2024.11.20 10:13 | s/l | 6 | 0.10 | 0.58881 | 0.58881 | 0.60454 | 39.10 | 9656.50 |
| 18 | 2024.11.20 22:00 | sell | 7 | 0.10 | 0.58697 | 0.59733 | 0.56733 | ||
| 19 | 2024.12.10 18:00 | modify | 7 | 0.10 | 0.58697 | 0.58303 | 0.56733 | ||
| 20 | 2024.12.10 20:00 | modify | 7 | 0.10 | 0.58697 | 0.58276 | 0.56733 | ||
| 21 | 2024.12.11 07:00 | modify | 7 | 0.10 | 0.58697 | 0.58261 | 0.56733 | ||
| 22 | 2024.12.11 08:00 | modify | 7 | 0.10 | 0.58697 | 0.58254 | 0.56733 | ||
| 23 | 2024.12.11 10:00 | modify | 7 | 0.10 | 0.58697 | 0.58006 | 0.56733 | ||
| 24 | 2024.12.11 15:43 | s/l | 7 | 0.10 | 0.58006 | 0.58006 | 0.56733 | 69.10 | 9725.60 |
| 25 | 2024.12.12 20:00 | buy | 8 | 0.10 | 0.57863 | 0.56827 | 0.59827 | ||
| 26 | 2024.12.18 21:08 | s/l | 8 | 0.10 | 0.56827 | 0.56827 | 0.59827 | -103.60 | 9622.00 |
| 27 | 2024.12.19 05:00 | buy | 9 | 0.10 | 0.56312 | 0.55276 | 0.58276 | ||
| 28 | 2025.01.07 23:59 | close at stop | 9 | 0.10 | 0.56336 | 0.55276 | 0.58276 | 2.40 | 9624.40 |