Strategy Tester Report
ComFracti_v2.1
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 1 Hour (H1) 2025.07.01 00:00 - 2025.09.18 23:00 (2025.07.01 - 2025.09.19) | ||||
| 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 | 2393 | Ticks modelled | 4875969 | Modelling quality | 90.00% |
| Mismatched charts errors | 7 | ||||
| Initial deposit | 10000.00 | Spread | Current (20) | ||
| Total net profit | 507.20 | Gross profit | 580.52 | Gross loss | -73.32 |
| Profit factor | 7.92 | Expected payoff | 36.23 | ||
| Absolute drawdown | 39.10 | Maximal drawdown | 113.08 (1.09%) | Relative drawdown | 1.09% (113.08) |
| Total trades | 14 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 8 (100.00%) |
| Profit trades (% of total) | 13 (92.86%) | Loss trades (% of total) | 1 (7.14%) | ||
| Largest | profit trade | 143.46 | loss trade | -73.32 | |
| Average | profit trade | 44.66 | loss trade | -73.32 | |
| Maximum | consecutive wins (profit in money) | 7 (383.78) | consecutive losses (loss in money) | 1 (-73.32) | |
| Maximal | consecutive profit (count of wins) | 383.78 (7) | consecutive loss (count of losses) | -73.32 (1) | |
| Average | consecutive wins | 7 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.07.01 15:00 | buy | 1 | 0.10 | 1.36087 | 1.35067 | 1.38067 | ||
| 2 | 2025.07.07 12:00 | modify | 1 | 0.10 | 1.36087 | 1.36523 | 1.38067 | ||
| 3 | 2025.07.07 14:39 | s/l | 1 | 0.10 | 1.36523 | 1.36523 | 1.38067 | 31.94 | 10031.94 |
| 4 | 2025.07.07 20:00 | buy | 2 | 0.10 | 1.36729 | 1.35709 | 1.38709 | ||
| 5 | 2025.07.16 17:00 | modify | 2 | 0.10 | 1.36729 | 1.37150 | 1.38709 | ||
| 6 | 2025.07.16 18:15 | s/l | 2 | 0.10 | 1.37150 | 1.37150 | 1.38709 | 30.70 | 10062.64 |
| 7 | 2025.07.17 03:00 | buy | 3 | 0.10 | 1.36912 | 1.35892 | 1.38892 | ||
| 8 | 2025.07.17 14:00 | modify | 3 | 0.10 | 1.36912 | 1.37357 | 1.38892 | ||
| 9 | 2025.07.18 02:38 | s/l | 3 | 0.10 | 1.37357 | 1.37357 | 1.38892 | 32.40 | 10095.04 |
| 10 | 2025.07.18 23:00 | sell | 4 | 0.10 | 1.37247 | 1.38267 | 1.35267 | ||
| 11 | 2025.07.22 18:00 | modify | 4 | 0.10 | 1.37247 | 1.36701 | 1.35267 | ||
| 12 | 2025.07.22 19:00 | modify | 4 | 0.10 | 1.37247 | 1.36479 | 1.35267 | ||
| 13 | 2025.07.22 20:00 | modify | 4 | 0.10 | 1.37247 | 1.36453 | 1.35267 | ||
| 14 | 2025.07.22 22:00 | modify | 4 | 0.10 | 1.37247 | 1.36410 | 1.35267 | ||
| 15 | 2025.07.22 23:00 | modify | 4 | 0.10 | 1.37247 | 1.36354 | 1.35267 | ||
| 16 | 2025.07.23 02:00 | modify | 4 | 0.10 | 1.37247 | 1.36350 | 1.35267 | ||
| 17 | 2025.07.23 04:00 | modify | 4 | 0.10 | 1.37247 | 1.36258 | 1.35267 | ||
| 18 | 2025.07.23 11:00 | modify | 4 | 0.10 | 1.37247 | 1.36206 | 1.35267 | ||
| 19 | 2025.07.23 12:00 | modify | 4 | 0.10 | 1.37247 | 1.36149 | 1.35267 | ||
| 20 | 2025.07.23 13:00 | modify | 4 | 0.10 | 1.37247 | 1.36135 | 1.35267 | ||
| 21 | 2025.07.23 15:00 | modify | 4 | 0.10 | 1.37247 | 1.36096 | 1.35267 | ||
| 22 | 2025.07.23 16:26 | s/l | 4 | 0.10 | 1.36096 | 1.36096 | 1.35267 | 84.57 | 10179.61 |
| 23 | 2025.07.24 03:00 | buy | 5 | 0.10 | 1.36036 | 1.35016 | 1.38016 | ||
| 24 | 2025.07.25 11:00 | modify | 5 | 0.10 | 1.36036 | 1.36426 | 1.38016 | ||
| 25 | 2025.07.25 12:00 | modify | 5 | 0.10 | 1.36036 | 1.36456 | 1.38016 | ||
| 26 | 2025.07.25 13:00 | modify | 5 | 0.10 | 1.36036 | 1.36463 | 1.38016 | ||
| 27 | 2025.07.25 16:00 | modify | 5 | 0.10 | 1.36036 | 1.36544 | 1.38016 | ||
| 28 | 2025.07.25 17:00 | modify | 5 | 0.10 | 1.36036 | 1.36729 | 1.38016 | ||
| 29 | 2025.07.25 18:00 | modify | 5 | 0.10 | 1.36036 | 1.36732 | 1.38016 | ||
| 30 | 2025.07.25 19:00 | modify | 5 | 0.10 | 1.36036 | 1.36839 | 1.38016 | ||
| 31 | 2025.07.25 20:00 | modify | 5 | 0.10 | 1.36036 | 1.36855 | 1.38016 | ||
| 32 | 2025.07.28 11:00 | modify | 5 | 0.10 | 1.36036 | 1.37073 | 1.38016 | ||
| 33 | 2025.07.29 04:00 | modify | 5 | 0.10 | 1.36036 | 1.37111 | 1.38016 | ||
| 34 | 2025.07.29 10:00 | modify | 5 | 0.10 | 1.36036 | 1.37201 | 1.38016 | ||
| 35 | 2025.07.29 11:00 | modify | 5 | 0.10 | 1.36036 | 1.37252 | 1.38016 | ||
| 36 | 2025.07.29 15:00 | modify | 5 | 0.10 | 1.36036 | 1.37385 | 1.38016 | ||
| 37 | 2025.07.29 16:00 | modify | 5 | 0.10 | 1.36036 | 1.37476 | 1.38016 | ||
| 38 | 2025.07.29 18:00 | modify | 5 | 0.10 | 1.36036 | 1.37538 | 1.38016 | ||
| 39 | 2025.07.30 14:00 | modify | 5 | 0.10 | 1.36036 | 1.37575 | 1.38016 | ||
| 40 | 2025.07.30 15:36 | t/p | 5 | 0.10 | 1.38016 | 1.37575 | 1.38016 | 143.46 | 10323.07 |
| 41 | 2025.07.30 21:00 | sell | 6 | 0.10 | 1.37999 | 1.39019 | 1.36019 | ||
| 42 | 2025.08.07 01:00 | modify | 6 | 0.10 | 1.37999 | 1.37682 | 1.36019 | ||
| 43 | 2025.08.07 07:00 | modify | 6 | 0.10 | 1.37999 | 1.37662 | 1.36019 | ||
| 44 | 2025.08.07 08:00 | modify | 6 | 0.10 | 1.37999 | 1.37623 | 1.36019 | ||
| 45 | 2025.08.07 10:00 | modify | 6 | 0.10 | 1.37999 | 1.37597 | 1.36019 | ||
| 46 | 2025.08.07 11:00 | modify | 6 | 0.10 | 1.37999 | 1.37546 | 1.36019 | ||
| 47 | 2025.08.07 17:17 | s/l | 6 | 0.10 | 1.37546 | 1.37546 | 1.36019 | 32.93 | 10356.00 |
| 48 | 2025.08.08 05:00 | buy | 7 | 0.10 | 1.37468 | 1.36448 | 1.39448 | ||
| 49 | 2025.08.14 17:00 | modify | 7 | 0.10 | 1.37468 | 1.37816 | 1.39448 | ||
| 50 | 2025.08.14 20:00 | modify | 7 | 0.10 | 1.37468 | 1.37840 | 1.39448 | ||
| 51 | 2025.08.15 00:00 | modify | 7 | 0.10 | 1.37468 | 1.37851 | 1.39448 | ||
| 52 | 2025.08.18 15:37 | s/l | 7 | 0.10 | 1.37851 | 1.37851 | 1.39448 | 27.78 | 10383.78 |
| 53 | 2025.08.18 21:00 | sell | 8 | 0.10 | 1.38103 | 1.39123 | 1.36123 | ||
| 54 | 2025.08.21 23:37 | s/l | 8 | 0.10 | 1.39123 | 1.39123 | 1.36123 | -73.32 | 10310.46 |
| 55 | 2025.08.22 02:00 | sell | 9 | 0.10 | 1.39045 | 1.40065 | 1.37065 | ||
| 56 | 2025.08.22 18:00 | modify | 9 | 0.10 | 1.39045 | 1.38661 | 1.37065 | ||
| 57 | 2025.08.22 20:00 | modify | 9 | 0.10 | 1.39045 | 1.38632 | 1.37065 | ||
| 58 | 2025.08.22 21:00 | modify | 9 | 0.10 | 1.39045 | 1.38502 | 1.37065 | ||
| 59 | 2025.08.25 21:27 | s/l | 9 | 0.10 | 1.38502 | 1.38502 | 1.37065 | 39.21 | 10349.67 |
| 60 | 2025.08.26 01:00 | sell | 10 | 0.10 | 1.38548 | 1.39568 | 1.36568 | ||
| 61 | 2025.08.27 21:00 | modify | 10 | 0.10 | 1.38548 | 1.38163 | 1.36568 | ||
| 62 | 2025.08.28 02:00 | modify | 10 | 0.10 | 1.38548 | 1.38151 | 1.36568 | ||
| 63 | 2025.08.28 03:00 | modify | 10 | 0.10 | 1.38548 | 1.38125 | 1.36568 | ||
| 64 | 2025.08.28 05:00 | modify | 10 | 0.10 | 1.38548 | 1.38122 | 1.36568 | ||
| 65 | 2025.08.28 06:00 | modify | 10 | 0.10 | 1.38548 | 1.38043 | 1.36568 | ||
| 66 | 2025.08.28 13:00 | modify | 10 | 0.10 | 1.38548 | 1.38025 | 1.36568 | ||
| 67 | 2025.08.28 14:00 | modify | 10 | 0.10 | 1.38548 | 1.37935 | 1.36568 | ||
| 68 | 2025.08.28 16:00 | modify | 10 | 0.10 | 1.38548 | 1.37918 | 1.36568 | ||
| 69 | 2025.08.28 19:00 | modify | 10 | 0.10 | 1.38548 | 1.37828 | 1.36568 | ||
| 70 | 2025.08.28 20:00 | modify | 10 | 0.10 | 1.38548 | 1.37791 | 1.36568 | ||
| 71 | 2025.08.28 21:00 | modify | 10 | 0.10 | 1.38548 | 1.37776 | 1.36568 | ||
| 72 | 2025.08.29 00:00 | modify | 10 | 0.10 | 1.38548 | 1.37723 | 1.36568 | ||
| 73 | 2025.08.29 11:00 | modify | 10 | 0.10 | 1.38548 | 1.37720 | 1.36568 | ||
| 74 | 2025.08.29 15:29 | s/l | 10 | 0.10 | 1.37720 | 1.37720 | 1.36568 | 60.12 | 10409.79 |
| 75 | 2025.08.29 22:00 | buy | 11 | 0.10 | 1.37290 | 1.36270 | 1.39270 | ||
| 76 | 2025.09.02 16:00 | modify | 11 | 0.10 | 1.37290 | 1.37780 | 1.39270 | ||
| 77 | 2025.09.02 17:13 | s/l | 11 | 0.10 | 1.37780 | 1.37780 | 1.39270 | 35.56 | 10445.35 |
| 78 | 2025.09.02 23:00 | buy | 12 | 0.10 | 1.37866 | 1.36846 | 1.39846 | ||
| 79 | 2025.09.05 22:00 | modify | 12 | 0.10 | 1.37866 | 1.38172 | 1.39846 | ||
| 80 | 2025.09.05 23:00 | modify | 12 | 0.10 | 1.37866 | 1.38204 | 1.39846 | ||
| 81 | 2025.09.08 10:27 | s/l | 12 | 0.10 | 1.38204 | 1.38204 | 1.39846 | 24.46 | 10469.81 |
| 82 | 2025.09.08 22:00 | sell | 13 | 0.10 | 1.38127 | 1.39147 | 1.36147 | ||
| 83 | 2025.09.16 15:00 | modify | 13 | 0.10 | 1.38127 | 1.37824 | 1.36147 | ||
| 84 | 2025.09.16 17:00 | modify | 13 | 0.10 | 1.38127 | 1.37770 | 1.36147 | ||
| 85 | 2025.09.16 20:00 | modify | 13 | 0.10 | 1.38127 | 1.37729 | 1.36147 | ||
| 86 | 2025.09.17 00:00 | modify | 13 | 0.10 | 1.38127 | 1.37696 | 1.36147 | ||
| 87 | 2025.09.17 16:39 | s/l | 13 | 0.10 | 1.37696 | 1.37696 | 1.36147 | 31.30 | 10501.11 |
| 88 | 2025.09.18 16:00 | buy | 14 | 0.10 | 1.37876 | 1.36856 | 1.39856 | ||
| 89 | 2025.09.18 23:54 | close at stop | 14 | 0.10 | 1.37960 | 1.36856 | 1.39856 | 6.09 | 10507.20 |