Strategy Tester Report
ComFracti_v2.1
| Symbol | GBPUSD (Great Britain Pound 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 | 8301104 | Modelling quality | 48.56% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (18) | ||
| Total net profit | -67.40 | Gross profit | 848.80 | Gross loss | -916.20 |
| Profit factor | 0.93 | Expected payoff | -3.37 | ||
| Absolute drawdown | 506.50 | Maximal drawdown | 507.30 (5.07%) | Relative drawdown | 5.07% (507.30) |
| Total trades | 20 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 13 (46.15%) |
| Profit trades (% of total) | 11 (55.00%) | Loss trades (% of total) | 9 (45.00%) | ||
| Largest | profit trade | 198.20 | loss trade | -101.80 | |
| Average | profit trade | 77.16 | loss trade | -101.80 | |
| Maximum | consecutive wins (profit in money) | 5 (335.40) | consecutive losses (loss in money) | 4 (-407.20) | |
| Maximal | consecutive profit (count of wins) | 335.40 (5) | consecutive loss (count of losses) | -407.20 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.03 03:00 | buy | 1 | 0.10 | 1.32637 | 1.31619 | 1.34619 | ||
| 2 | 2024.10.03 10:03 | s/l | 1 | 0.10 | 1.31619 | 1.31619 | 1.34619 | -101.80 | 9898.20 |
| 3 | 2024.10.03 14:00 | buy | 2 | 0.10 | 1.31189 | 1.30171 | 1.33171 | ||
| 4 | 2024.10.10 15:31 | s/l | 2 | 0.10 | 1.30171 | 1.30171 | 1.33171 | -101.80 | 9796.40 |
| 5 | 2024.10.10 18:00 | buy | 3 | 0.10 | 1.30497 | 1.29479 | 1.32479 | ||
| 6 | 2024.10.22 16:42 | s/l | 3 | 0.10 | 1.29479 | 1.29479 | 1.32479 | -101.80 | 9694.60 |
| 7 | 2024.10.22 19:00 | buy | 4 | 0.10 | 1.29691 | 1.28673 | 1.31673 | ||
| 8 | 2024.10.31 18:07 | s/l | 4 | 0.10 | 1.28673 | 1.28673 | 1.31673 | -101.80 | 9592.80 |
| 9 | 2024.10.31 21:00 | buy | 5 | 0.10 | 1.28611 | 1.27593 | 1.30593 | ||
| 10 | 2024.11.01 16:00 | modify | 5 | 0.10 | 1.28611 | 1.29231 | 1.30593 | ||
| 11 | 2024.11.01 17:00 | modify | 5 | 0.10 | 1.28611 | 1.29369 | 1.30593 | ||
| 12 | 2024.11.01 20:37 | s/l | 5 | 0.10 | 1.29369 | 1.29369 | 1.30593 | 75.80 | 9668.60 |
| 13 | 2024.11.04 03:00 | sell | 6 | 0.10 | 1.29612 | 1.30630 | 1.27630 | ||
| 14 | 2024.11.06 06:00 | modify | 6 | 0.10 | 1.29612 | 1.29198 | 1.27630 | ||
| 15 | 2024.11.06 06:42 | s/l | 6 | 0.10 | 1.29198 | 1.29198 | 1.27630 | 41.40 | 9710.00 |
| 16 | 2024.11.06 23:00 | sell | 7 | 0.10 | 1.28866 | 1.29884 | 1.26884 | ||
| 17 | 2024.11.07 16:40 | s/l | 7 | 0.10 | 1.29884 | 1.29884 | 1.26884 | -101.80 | 9608.20 |
| 18 | 2024.11.08 01:00 | sell | 8 | 0.10 | 1.29859 | 1.30877 | 1.27877 | ||
| 19 | 2024.11.08 19:00 | modify | 8 | 0.10 | 1.29859 | 1.29335 | 1.27877 | ||
| 20 | 2024.11.08 20:00 | modify | 8 | 0.10 | 1.29859 | 1.29282 | 1.27877 | ||
| 21 | 2024.11.11 10:00 | modify | 8 | 0.10 | 1.29859 | 1.29264 | 1.27877 | ||
| 22 | 2024.11.11 13:00 | modify | 8 | 0.10 | 1.29859 | 1.29147 | 1.27877 | ||
| 23 | 2024.11.11 15:00 | modify | 8 | 0.10 | 1.29859 | 1.29123 | 1.27877 | ||
| 24 | 2024.11.11 16:00 | modify | 8 | 0.10 | 1.29859 | 1.28980 | 1.27877 | ||
| 25 | 2024.11.11 20:00 | modify | 8 | 0.10 | 1.29859 | 1.28953 | 1.27877 | ||
| 26 | 2024.11.11 22:00 | modify | 8 | 0.10 | 1.29859 | 1.28933 | 1.27877 | ||
| 27 | 2024.11.12 04:00 | modify | 8 | 0.10 | 1.29859 | 1.28924 | 1.27877 | ||
| 28 | 2024.11.12 05:00 | modify | 8 | 0.10 | 1.29859 | 1.28816 | 1.27877 | ||
| 29 | 2024.11.12 06:00 | modify | 8 | 0.10 | 1.29859 | 1.28726 | 1.27877 | ||
| 30 | 2024.11.12 08:00 | modify | 8 | 0.10 | 1.29859 | 1.28645 | 1.27877 | ||
| 31 | 2024.11.12 09:00 | modify | 8 | 0.10 | 1.29859 | 1.28552 | 1.27877 | ||
| 32 | 2024.11.12 10:00 | modify | 8 | 0.10 | 1.29859 | 1.28453 | 1.27877 | ||
| 33 | 2024.11.12 16:00 | modify | 8 | 0.10 | 1.29859 | 1.28412 | 1.27877 | ||
| 34 | 2024.11.12 16:33 | t/p | 8 | 0.10 | 1.27877 | 1.28412 | 1.27877 | 198.20 | 9806.40 |
| 35 | 2024.11.13 05:00 | buy | 9 | 0.10 | 1.27544 | 1.26526 | 1.29526 | ||
| 36 | 2024.11.14 12:07 | s/l | 9 | 0.10 | 1.26526 | 1.26526 | 1.29526 | -101.80 | 9704.60 |
| 37 | 2024.11.14 16:00 | buy | 10 | 0.10 | 1.26584 | 1.25566 | 1.28566 | ||
| 38 | 2024.11.22 09:02 | s/l | 10 | 0.10 | 1.25566 | 1.25566 | 1.28566 | -101.80 | 9602.80 |
| 39 | 2024.11.25 01:00 | buy | 11 | 0.10 | 1.25874 | 1.24856 | 1.27856 | ||
| 40 | 2024.11.27 16:00 | modify | 11 | 0.10 | 1.25874 | 1.26320 | 1.27856 | ||
| 41 | 2024.11.27 18:00 | modify | 11 | 0.10 | 1.25874 | 1.26463 | 1.27856 | ||
| 42 | 2024.11.27 23:00 | modify | 11 | 0.10 | 1.25874 | 1.26484 | 1.27856 | ||
| 43 | 2024.11.28 01:00 | modify | 11 | 0.10 | 1.25874 | 1.26491 | 1.27856 | ||
| 44 | 2024.11.28 09:38 | s/l | 11 | 0.10 | 1.26491 | 1.26491 | 1.27856 | 61.70 | 9664.50 |
| 45 | 2024.11.28 16:00 | sell | 12 | 0.10 | 1.26633 | 1.27651 | 1.24651 | ||
| 46 | 2024.12.05 16:33 | s/l | 12 | 0.10 | 1.27651 | 1.27651 | 1.24651 | -101.80 | 9562.70 |
| 47 | 2024.12.06 04:00 | sell | 13 | 0.10 | 1.27434 | 1.28452 | 1.25452 | ||
| 48 | 2024.12.12 22:00 | modify | 13 | 0.10 | 1.27434 | 1.27017 | 1.25452 | ||
| 49 | 2024.12.12 23:00 | modify | 13 | 0.10 | 1.27434 | 1.26999 | 1.25452 | ||
| 50 | 2024.12.13 04:00 | modify | 13 | 0.10 | 1.27434 | 1.26974 | 1.25452 | ||
| 51 | 2024.12.13 05:00 | modify | 13 | 0.10 | 1.27434 | 1.26938 | 1.25452 | ||
| 52 | 2024.12.13 06:00 | modify | 13 | 0.10 | 1.27434 | 1.26923 | 1.25452 | ||
| 53 | 2024.12.13 10:00 | modify | 13 | 0.10 | 1.27434 | 1.26577 | 1.25452 | ||
| 54 | 2024.12.13 14:40 | s/l | 13 | 0.10 | 1.26577 | 1.26577 | 1.25452 | 85.70 | 9648.40 |
| 55 | 2024.12.13 20:00 | buy | 14 | 0.10 | 1.26221 | 1.25203 | 1.28203 | ||
| 56 | 2024.12.16 18:00 | modify | 14 | 0.10 | 1.26221 | 1.26599 | 1.28203 | ||
| 57 | 2024.12.16 21:00 | modify | 14 | 0.10 | 1.26221 | 1.26660 | 1.28203 | ||
| 58 | 2024.12.17 08:55 | s/l | 14 | 0.10 | 1.26660 | 1.26660 | 1.28203 | 43.90 | 9692.30 |
| 59 | 2024.12.18 12:00 | sell | 15 | 0.10 | 1.26871 | 1.27889 | 1.24889 | ||
| 60 | 2024.12.18 22:00 | modify | 15 | 0.10 | 1.26871 | 1.26254 | 1.24889 | ||
| 61 | 2024.12.18 23:00 | modify | 15 | 0.10 | 1.26871 | 1.26077 | 1.24889 | ||
| 62 | 2024.12.19 00:00 | modify | 15 | 0.10 | 1.26871 | 1.26046 | 1.24889 | ||
| 63 | 2024.12.19 01:00 | modify | 15 | 0.10 | 1.26871 | 1.25965 | 1.24889 | ||
| 64 | 2024.12.19 04:58 | s/l | 15 | 0.10 | 1.25965 | 1.25965 | 1.24889 | 90.60 | 9782.90 |
| 65 | 2024.12.19 09:00 | buy | 16 | 0.10 | 1.25994 | 1.24976 | 1.27976 | ||
| 66 | 2024.12.19 12:00 | modify | 16 | 0.10 | 1.25994 | 1.26302 | 1.27976 | ||
| 67 | 2024.12.19 13:45 | s/l | 16 | 0.10 | 1.26302 | 1.26302 | 1.27976 | 30.80 | 9813.70 |
| 68 | 2024.12.20 08:00 | buy | 17 | 0.10 | 1.24882 | 1.23864 | 1.26864 | ||
| 69 | 2024.12.20 16:00 | modify | 17 | 0.10 | 1.24882 | 1.25235 | 1.26864 | ||
| 70 | 2024.12.20 19:00 | modify | 17 | 0.10 | 1.24882 | 1.25544 | 1.26864 | ||
| 71 | 2024.12.20 20:00 | modify | 17 | 0.10 | 1.24882 | 1.25726 | 1.26864 | ||
| 72 | 2024.12.20 23:01 | s/l | 17 | 0.10 | 1.25726 | 1.25726 | 1.26864 | 84.40 | 9898.10 |
| 73 | 2024.12.23 03:00 | buy | 18 | 0.10 | 1.25737 | 1.24719 | 1.27719 | ||
| 74 | 2025.01.02 12:33 | s/l | 18 | 0.10 | 1.24719 | 1.24719 | 1.27719 | -101.80 | 9796.30 |
| 75 | 2025.01.03 15:00 | buy | 19 | 0.10 | 1.24076 | 1.23058 | 1.26058 | ||
| 76 | 2025.01.06 11:00 | modify | 19 | 0.10 | 1.24076 | 1.24495 | 1.26058 | ||
| 77 | 2025.01.06 14:00 | modify | 19 | 0.10 | 1.24076 | 1.25127 | 1.26058 | ||
| 78 | 2025.01.06 16:15 | s/l | 19 | 0.10 | 1.25127 | 1.25127 | 1.26058 | 105.10 | 9901.40 |
| 79 | 2025.01.07 02:00 | sell | 20 | 0.10 | 1.25091 | 1.26109 | 1.23109 | ||
| 80 | 2025.01.07 23:59 | close at stop | 20 | 0.10 | 1.24779 | 1.26109 | 1.23109 | 31.20 | 9932.60 |