Strategy Tester Report
ComFracti_v2.1
| Symbol | USDCAD (US Dollar vs Canadian 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 | 6491243 | Modelling quality | 47.08% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (20) | ||
| Total net profit | 21.06 | Gross profit | 531.93 | Gross loss | -510.87 |
| Profit factor | 1.04 | Expected payoff | 1.24 | ||
| Absolute drawdown | 324.53 | Maximal drawdown | 326.01 (3.26%) | Relative drawdown | 3.26% (326.01) |
| Total trades | 17 | Short positions (won %) | 14 (50.00%) | Long positions (won %) | 3 (100.00%) |
| Profit trades (% of total) | 10 (58.82%) | Loss trades (% of total) | 7 (41.18%) | ||
| Largest | profit trade | 139.72 | loss trade | -74.98 | |
| Average | profit trade | 53.19 | loss trade | -72.98 | |
| Maximum | consecutive wins (profit in money) | 6 (418.81) | consecutive losses (loss in money) | 4 (-296.52) | |
| Maximal | consecutive profit (count of wins) | 418.81 (6) | consecutive loss (count of losses) | -296.52 (4) | |
| Average | consecutive wins | 5 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.03 01:00 | sell | 1 | 0.10 | 1.35016 | 1.36036 | 1.33036 | ||
| 2 | 2024.10.07 16:32 | s/l | 1 | 0.10 | 1.36036 | 1.36036 | 1.33036 | -74.98 | 9925.02 |
| 3 | 2024.10.08 05:00 | sell | 2 | 0.10 | 1.36151 | 1.37171 | 1.34171 | ||
| 4 | 2024.10.09 22:42 | s/l | 2 | 0.10 | 1.37171 | 1.37171 | 1.34171 | -74.36 | 9850.66 |
| 5 | 2024.10.10 01:00 | sell | 3 | 0.10 | 1.37081 | 1.38101 | 1.35101 | ||
| 6 | 2024.10.15 08:10 | s/l | 3 | 0.10 | 1.38101 | 1.38101 | 1.35101 | -73.86 | 9776.80 |
| 7 | 2024.10.15 11:00 | sell | 4 | 0.10 | 1.38089 | 1.39109 | 1.36109 | ||
| 8 | 2024.10.29 16:43 | s/l | 4 | 0.10 | 1.39109 | 1.39109 | 1.36109 | -73.32 | 9703.48 |
| 9 | 2024.10.29 22:00 | sell | 5 | 0.10 | 1.39211 | 1.40231 | 1.37231 | ||
| 10 | 2024.11.05 18:00 | modify | 5 | 0.10 | 1.39211 | 1.38829 | 1.37231 | ||
| 11 | 2024.11.05 20:00 | modify | 5 | 0.10 | 1.39211 | 1.38776 | 1.37231 | ||
| 12 | 2024.11.05 22:00 | modify | 5 | 0.10 | 1.39211 | 1.38726 | 1.37231 | ||
| 13 | 2024.11.05 23:00 | modify | 5 | 0.10 | 1.39211 | 1.38679 | 1.37231 | ||
| 14 | 2024.11.06 00:00 | modify | 5 | 0.10 | 1.39211 | 1.38557 | 1.37231 | ||
| 15 | 2024.11.06 02:19 | s/l | 5 | 0.10 | 1.38557 | 1.38557 | 1.37231 | 47.20 | 9750.68 |
| 16 | 2024.11.06 21:00 | buy | 6 | 0.10 | 1.39351 | 1.38331 | 1.41331 | ||
| 17 | 2024.11.13 22:00 | modify | 6 | 0.10 | 1.39351 | 1.39681 | 1.41331 | ||
| 18 | 2024.11.13 23:00 | modify | 6 | 0.10 | 1.39351 | 1.39687 | 1.41331 | ||
| 19 | 2024.11.14 04:00 | modify | 6 | 0.10 | 1.39351 | 1.39713 | 1.41331 | ||
| 20 | 2024.11.14 05:00 | modify | 6 | 0.10 | 1.39351 | 1.39772 | 1.41331 | ||
| 21 | 2024.11.14 06:00 | modify | 6 | 0.10 | 1.39351 | 1.39799 | 1.41331 | ||
| 22 | 2024.11.14 07:00 | modify | 6 | 0.10 | 1.39351 | 1.39827 | 1.41331 | ||
| 23 | 2024.11.14 08:00 | modify | 6 | 0.10 | 1.39351 | 1.39831 | 1.41331 | ||
| 24 | 2024.11.14 15:00 | modify | 6 | 0.10 | 1.39351 | 1.39838 | 1.41331 | ||
| 25 | 2024.11.14 17:00 | modify | 6 | 0.10 | 1.39351 | 1.39957 | 1.41331 | ||
| 26 | 2024.11.14 20:00 | modify | 6 | 0.10 | 1.39351 | 1.39975 | 1.41331 | ||
| 27 | 2024.11.14 21:00 | modify | 6 | 0.10 | 1.39351 | 1.40071 | 1.41331 | ||
| 28 | 2024.11.14 23:00 | modify | 6 | 0.10 | 1.39351 | 1.40282 | 1.41331 | ||
| 29 | 2024.11.15 00:00 | modify | 6 | 0.10 | 1.39351 | 1.40288 | 1.41331 | ||
| 30 | 2024.11.15 02:00 | modify | 6 | 0.10 | 1.39351 | 1.40307 | 1.41331 | ||
| 31 | 2024.11.15 03:00 | modify | 6 | 0.10 | 1.39351 | 1.40335 | 1.41331 | ||
| 32 | 2024.11.15 04:00 | modify | 6 | 0.10 | 1.39351 | 1.40354 | 1.41331 | ||
| 33 | 2024.11.15 13:28 | s/l | 6 | 0.10 | 1.40354 | 1.40354 | 1.41331 | 71.46 | 9822.14 |
| 34 | 2024.11.15 20:00 | sell | 7 | 0.10 | 1.40804 | 1.41824 | 1.38824 | ||
| 35 | 2024.11.18 20:00 | modify | 7 | 0.10 | 1.40804 | 1.40448 | 1.38824 | ||
| 36 | 2024.11.18 21:00 | modify | 7 | 0.10 | 1.40804 | 1.40388 | 1.38824 | ||
| 37 | 2024.11.19 16:00 | modify | 7 | 0.10 | 1.40804 | 1.40373 | 1.38824 | ||
| 38 | 2024.11.19 17:00 | modify | 7 | 0.10 | 1.40804 | 1.40304 | 1.38824 | ||
| 39 | 2024.11.19 18:00 | modify | 7 | 0.10 | 1.40804 | 1.40079 | 1.38824 | ||
| 40 | 2024.11.19 21:00 | modify | 7 | 0.10 | 1.40804 | 1.40007 | 1.38824 | ||
| 41 | 2024.11.19 22:00 | modify | 7 | 0.10 | 1.40804 | 1.39971 | 1.38824 | ||
| 42 | 2024.11.19 23:00 | modify | 7 | 0.10 | 1.40804 | 1.39950 | 1.38824 | ||
| 43 | 2024.11.20 00:00 | modify | 7 | 0.10 | 1.40804 | 1.39873 | 1.38824 | ||
| 44 | 2024.11.20 02:00 | modify | 7 | 0.10 | 1.40804 | 1.39871 | 1.38824 | ||
| 45 | 2024.11.20 09:00 | modify | 7 | 0.10 | 1.40804 | 1.39866 | 1.38824 | ||
| 46 | 2024.11.20 12:27 | s/l | 7 | 0.10 | 1.39866 | 1.39866 | 1.38824 | 67.06 | 9889.20 |
| 47 | 2024.11.21 05:00 | buy | 8 | 0.10 | 1.39727 | 1.38707 | 1.41707 | ||
| 48 | 2024.11.26 02:00 | modify | 8 | 0.10 | 1.39727 | 1.40680 | 1.41707 | ||
| 49 | 2024.11.26 03:00 | modify | 8 | 0.10 | 1.39727 | 1.41318 | 1.41707 | ||
| 50 | 2024.11.26 03:03 | t/p | 8 | 0.10 | 1.41707 | 1.41318 | 1.41707 | 139.72 | 10028.92 |
| 51 | 2024.11.26 13:00 | sell | 9 | 0.10 | 1.40891 | 1.41911 | 1.38911 | ||
| 52 | 2024.11.27 18:00 | modify | 9 | 0.10 | 1.40891 | 1.40589 | 1.38911 | ||
| 53 | 2024.11.27 23:00 | modify | 9 | 0.10 | 1.40891 | 1.40552 | 1.38911 | ||
| 54 | 2024.11.28 03:00 | modify | 9 | 0.10 | 1.40891 | 1.40448 | 1.38911 | ||
| 55 | 2024.11.28 04:00 | modify | 9 | 0.10 | 1.40891 | 1.40436 | 1.38911 | ||
| 56 | 2024.11.28 11:00 | modify | 9 | 0.10 | 1.40891 | 1.40416 | 1.38911 | ||
| 57 | 2024.11.28 12:00 | modify | 9 | 0.10 | 1.40891 | 1.40389 | 1.38911 | ||
| 58 | 2024.11.28 13:00 | modify | 9 | 0.10 | 1.40891 | 1.40354 | 1.38911 | ||
| 59 | 2024.11.29 04:00 | modify | 9 | 0.10 | 1.40891 | 1.40311 | 1.38911 | ||
| 60 | 2024.11.29 05:00 | modify | 9 | 0.10 | 1.40891 | 1.40248 | 1.38911 | ||
| 61 | 2024.11.29 06:00 | modify | 9 | 0.10 | 1.40891 | 1.40168 | 1.38911 | ||
| 62 | 2024.11.29 09:00 | modify | 9 | 0.10 | 1.40891 | 1.40154 | 1.38911 | ||
| 63 | 2024.11.29 14:31 | s/l | 9 | 0.10 | 1.40154 | 1.40154 | 1.38911 | 52.59 | 10081.51 |
| 64 | 2024.12.02 01:00 | buy | 10 | 0.10 | 1.39925 | 1.38905 | 1.41905 | ||
| 65 | 2024.12.02 17:00 | modify | 10 | 0.10 | 1.39925 | 1.40384 | 1.41905 | ||
| 66 | 2024.12.02 18:00 | modify | 10 | 0.10 | 1.39925 | 1.40498 | 1.41905 | ||
| 67 | 2024.12.02 20:47 | s/l | 10 | 0.10 | 1.40498 | 1.40498 | 1.41905 | 40.78 | 10122.29 |
| 68 | 2024.12.03 07:00 | sell | 11 | 0.10 | 1.40517 | 1.41537 | 1.38537 | ||
| 69 | 2024.12.06 17:17 | s/l | 11 | 0.10 | 1.41537 | 1.41537 | 1.38537 | -72.07 | 10050.22 |
| 70 | 2024.12.09 00:00 | sell | 12 | 0.10 | 1.41495 | 1.42515 | 1.39515 | ||
| 71 | 2024.12.16 14:57 | s/l | 12 | 0.10 | 1.42515 | 1.42515 | 1.39515 | -71.57 | 9978.65 |
| 72 | 2024.12.18 09:00 | sell | 13 | 0.10 | 1.43232 | 1.44252 | 1.41252 | ||
| 73 | 2024.12.18 21:58 | s/l | 13 | 0.10 | 1.44252 | 1.44252 | 1.41252 | -70.71 | 9907.94 |
| 74 | 2024.12.19 04:00 | sell | 14 | 0.10 | 1.44299 | 1.45319 | 1.42319 | ||
| 75 | 2024.12.19 17:00 | modify | 14 | 0.10 | 1.44299 | 1.43862 | 1.42319 | ||
| 76 | 2024.12.19 20:02 | s/l | 14 | 0.10 | 1.43862 | 1.43862 | 1.42319 | 30.38 | 9938.32 |
| 77 | 2024.12.20 08:00 | sell | 15 | 0.10 | 1.44150 | 1.45170 | 1.42170 | ||
| 78 | 2024.12.20 19:00 | modify | 15 | 0.10 | 1.44150 | 1.43844 | 1.42170 | ||
| 79 | 2024.12.20 20:00 | modify | 15 | 0.10 | 1.44150 | 1.43809 | 1.42170 | ||
| 80 | 2024.12.23 09:46 | s/l | 15 | 0.10 | 1.43809 | 1.43809 | 1.42170 | 23.71 | 9962.03 |
| 81 | 2024.12.26 14:00 | sell | 16 | 0.10 | 1.43819 | 1.44839 | 1.41839 | ||
| 82 | 2025.01.06 14:00 | modify | 16 | 0.10 | 1.43819 | 1.43325 | 1.41839 | ||
| 83 | 2025.01.06 16:17 | s/l | 16 | 0.10 | 1.43325 | 1.43325 | 1.41839 | 34.47 | 9996.50 |
| 84 | 2025.01.06 21:00 | sell | 17 | 0.10 | 1.43688 | 1.44708 | 1.41708 | ||
| 85 | 2025.01.07 10:00 | modify | 17 | 0.10 | 1.43688 | 1.43388 | 1.41708 | ||
| 86 | 2025.01.07 12:00 | modify | 17 | 0.10 | 1.43688 | 1.43336 | 1.41708 | ||
| 87 | 2025.01.07 16:16 | s/l | 17 | 0.10 | 1.43336 | 1.43336 | 1.41708 | 24.56 | 10021.06 |