Strategy Tester Report
ComFracti_v2.1
| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| 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 | 6540453 | Modelling quality | 29.44% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (19) | ||
| Total net profit | 111.04 | Gross profit | 874.47 | Gross loss | -763.43 |
| Profit factor | 1.15 | Expected payoff | 3.97 | ||
| Absolute drawdown | 109.04 | Maximal drawdown | 374.38 (3.57%) | Relative drawdown | 3.57% (374.38) |
| Total trades | 28 | Short positions (won %) | 11 (54.55%) | Long positions (won %) | 17 (64.71%) |
| Profit trades (% of total) | 17 (60.71%) | Loss trades (% of total) | 11 (39.29%) | ||
| Largest | profit trade | 134.80 | loss trade | -71.32 | |
| Average | profit trade | 51.44 | loss trade | -69.40 | |
| Maximum | consecutive wins (profit in money) | 6 (261.97) | consecutive losses (loss in money) | 3 (-207.53) | |
| Maximal | consecutive profit (count of wins) | 261.97 (6) | consecutive loss (count of losses) | -207.53 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.07.01 07:00 | buy | 1 | 0.10 | 143.895 | 142.876 | 145.876 | ||
| 2 | 2025.07.01 12:38 | s/l | 1 | 0.10 | 142.876 | 142.876 | 145.876 | -71.32 | 9928.68 |
| 3 | 2025.07.01 18:00 | buy | 2 | 0.10 | 143.453 | 142.434 | 145.434 | ||
| 4 | 2025.07.02 13:00 | modify | 2 | 0.10 | 143.453 | 143.840 | 145.434 | ||
| 5 | 2025.07.02 15:00 | modify | 2 | 0.10 | 143.453 | 143.873 | 145.434 | ||
| 6 | 2025.07.02 15:27 | s/l | 2 | 0.10 | 143.873 | 143.873 | 145.434 | 29.19 | 9957.87 |
| 7 | 2025.07.03 01:00 | buy | 3 | 0.10 | 143.619 | 142.600 | 145.600 | ||
| 8 | 2025.07.03 16:00 | modify | 3 | 0.10 | 143.619 | 144.701 | 145.600 | ||
| 9 | 2025.07.03 16:37 | s/l | 3 | 0.10 | 144.701 | 144.701 | 145.600 | 74.77 | 10032.64 |
| 10 | 2025.07.04 01:00 | sell | 4 | 0.10 | 144.917 | 145.936 | 142.936 | ||
| 11 | 2025.07.04 10:00 | modify | 4 | 0.10 | 144.917 | 144.550 | 142.936 | ||
| 12 | 2025.07.04 17:37 | s/l | 4 | 0.10 | 144.550 | 144.550 | 142.936 | 25.39 | 10058.03 |
| 13 | 2025.07.08 07:00 | sell | 5 | 0.10 | 146.067 | 147.086 | 144.086 | ||
| 14 | 2025.07.09 05:38 | s/l | 5 | 0.10 | 147.086 | 147.086 | 144.086 | -69.28 | 9988.75 |
| 15 | 2025.07.09 09:00 | sell | 6 | 0.10 | 146.980 | 147.999 | 144.999 | ||
| 16 | 2025.07.09 21:00 | modify | 6 | 0.10 | 146.980 | 146.656 | 144.999 | ||
| 17 | 2025.07.09 22:00 | modify | 6 | 0.10 | 146.980 | 146.647 | 144.999 | ||
| 18 | 2025.07.09 23:00 | modify | 6 | 0.10 | 146.980 | 146.632 | 144.999 | ||
| 19 | 2025.07.10 00:00 | modify | 6 | 0.10 | 146.980 | 146.612 | 144.999 | ||
| 20 | 2025.07.10 02:00 | modify | 6 | 0.10 | 146.980 | 146.557 | 144.999 | ||
| 21 | 2025.07.10 03:00 | modify | 6 | 0.10 | 146.980 | 146.417 | 144.999 | ||
| 22 | 2025.07.10 04:00 | modify | 6 | 0.10 | 146.980 | 146.133 | 144.999 | ||
| 23 | 2025.07.10 06:17 | s/l | 6 | 0.10 | 146.133 | 146.133 | 144.999 | 57.96 | 10046.71 |
| 24 | 2025.07.10 10:00 | sell | 7 | 0.10 | 146.146 | 147.165 | 144.165 | ||
| 25 | 2025.07.11 07:38 | s/l | 7 | 0.10 | 147.165 | 147.165 | 144.165 | -69.24 | 9977.47 |
| 26 | 2025.07.11 10:00 | sell | 8 | 0.10 | 146.918 | 147.937 | 144.937 | ||
| 27 | 2025.07.15 14:38 | s/l | 8 | 0.10 | 147.937 | 147.937 | 144.937 | -68.88 | 9908.59 |
| 28 | 2025.07.15 21:00 | sell | 9 | 0.10 | 148.935 | 149.954 | 146.954 | ||
| 29 | 2025.07.16 18:39 | t/p | 9 | 0.10 | 146.954 | 149.954 | 146.954 | 134.80 | 10043.39 |
| 30 | 2025.07.16 19:00 | sell | 10 | 0.10 | 148.093 | 149.112 | 146.112 | ||
| 31 | 2025.07.21 18:00 | modify | 10 | 0.10 | 148.093 | 147.742 | 146.112 | ||
| 32 | 2025.07.21 19:00 | modify | 10 | 0.10 | 148.093 | 147.583 | 146.112 | ||
| 33 | 2025.07.21 20:00 | modify | 10 | 0.10 | 148.093 | 147.475 | 146.112 | ||
| 34 | 2025.07.22 02:03 | s/l | 10 | 0.10 | 147.475 | 147.475 | 146.112 | 41.91 | 10085.30 |
| 35 | 2025.07.22 22:00 | buy | 11 | 0.10 | 146.578 | 145.559 | 148.559 | ||
| 36 | 2025.07.25 04:00 | modify | 11 | 0.10 | 146.578 | 146.908 | 148.559 | ||
| 37 | 2025.07.25 05:00 | modify | 11 | 0.10 | 146.578 | 147.057 | 148.559 | ||
| 38 | 2025.07.25 06:00 | modify | 11 | 0.10 | 146.578 | 147.114 | 148.559 | ||
| 39 | 2025.07.25 07:38 | s/l | 11 | 0.10 | 147.114 | 147.114 | 148.559 | 36.43 | 10121.73 |
| 40 | 2025.07.25 11:00 | buy | 12 | 0.10 | 147.394 | 146.375 | 149.375 | ||
| 41 | 2025.07.28 10:00 | modify | 12 | 0.10 | 147.394 | 147.715 | 149.375 | ||
| 42 | 2025.07.28 11:00 | modify | 12 | 0.10 | 147.394 | 147.986 | 149.375 | ||
| 43 | 2025.07.28 13:00 | modify | 12 | 0.10 | 147.394 | 148.082 | 149.375 | ||
| 44 | 2025.07.28 14:00 | modify | 12 | 0.10 | 147.394 | 148.105 | 149.375 | ||
| 45 | 2025.07.28 14:38 | s/l | 12 | 0.10 | 148.105 | 148.105 | 149.375 | 48.01 | 10169.74 |
| 46 | 2025.07.29 00:00 | sell | 13 | 0.10 | 148.437 | 149.456 | 146.456 | ||
| 47 | 2025.07.30 23:26 | s/l | 13 | 0.10 | 149.456 | 149.456 | 146.456 | -68.18 | 10101.56 |
| 48 | 2025.07.31 22:00 | sell | 14 | 0.10 | 150.753 | 151.772 | 148.772 | ||
| 49 | 2025.08.01 15:38 | t/p | 14 | 0.10 | 148.772 | 151.772 | 148.772 | 133.16 | 10234.72 |
| 50 | 2025.08.04 04:00 | buy | 15 | 0.10 | 147.668 | 146.649 | 149.649 | ||
| 51 | 2025.08.05 03:12 | s/l | 15 | 0.10 | 146.649 | 146.649 | 149.649 | -69.49 | 10165.23 |
| 52 | 2025.08.05 06:00 | buy | 16 | 0.10 | 147.203 | 146.184 | 149.184 | ||
| 53 | 2025.08.06 13:00 | modify | 16 | 0.10 | 147.203 | 147.520 | 149.184 | ||
| 54 | 2025.08.06 14:29 | s/l | 16 | 0.10 | 147.520 | 147.520 | 149.184 | 21.49 | 10186.72 |
| 55 | 2025.08.07 00:00 | buy | 17 | 0.10 | 147.358 | 146.339 | 149.339 | ||
| 56 | 2025.08.11 18:00 | modify | 17 | 0.10 | 147.358 | 147.743 | 149.339 | ||
| 57 | 2025.08.11 22:00 | modify | 17 | 0.10 | 147.358 | 147.828 | 149.339 | ||
| 58 | 2025.08.11 23:00 | modify | 17 | 0.10 | 147.358 | 147.930 | 149.339 | ||
| 59 | 2025.08.12 04:00 | modify | 17 | 0.10 | 147.358 | 148.096 | 149.339 | ||
| 60 | 2025.08.12 07:00 | modify | 17 | 0.10 | 147.358 | 148.109 | 149.339 | ||
| 61 | 2025.08.12 12:00 | modify | 17 | 0.10 | 147.358 | 148.117 | 149.339 | ||
| 62 | 2025.08.12 13:00 | modify | 17 | 0.10 | 147.358 | 148.169 | 149.339 | ||
| 63 | 2025.08.12 15:28 | s/l | 17 | 0.10 | 148.169 | 148.169 | 149.339 | 54.73 | 10241.45 |
| 64 | 2025.08.13 08:00 | sell | 18 | 0.10 | 147.924 | 148.943 | 145.943 | ||
| 65 | 2025.08.13 12:00 | modify | 18 | 0.10 | 147.924 | 147.582 | 145.943 | ||
| 66 | 2025.08.13 13:00 | modify | 18 | 0.10 | 147.924 | 147.531 | 145.943 | ||
| 67 | 2025.08.13 14:04 | s/l | 18 | 0.10 | 147.531 | 147.531 | 145.943 | 26.64 | 10268.09 |
| 68 | 2025.08.14 18:00 | buy | 19 | 0.10 | 147.496 | 146.477 | 149.477 | ||
| 69 | 2025.08.21 18:00 | modify | 19 | 0.10 | 147.496 | 147.852 | 149.477 | ||
| 70 | 2025.08.21 19:00 | modify | 19 | 0.10 | 147.496 | 148.052 | 149.477 | ||
| 71 | 2025.08.21 23:00 | modify | 19 | 0.10 | 147.496 | 148.075 | 149.477 | ||
| 72 | 2025.08.22 03:00 | modify | 19 | 0.10 | 147.496 | 148.080 | 149.477 | ||
| 73 | 2025.08.22 04:00 | modify | 19 | 0.10 | 147.496 | 148.172 | 149.477 | ||
| 74 | 2025.08.22 05:00 | modify | 19 | 0.10 | 147.496 | 148.245 | 149.477 | ||
| 75 | 2025.08.22 07:00 | modify | 19 | 0.10 | 147.496 | 148.372 | 149.477 | ||
| 76 | 2025.08.22 08:00 | modify | 19 | 0.10 | 147.496 | 148.439 | 149.477 | ||
| 77 | 2025.08.22 09:39 | s/l | 19 | 0.10 | 148.439 | 148.439 | 149.477 | 63.53 | 10331.62 |
| 78 | 2025.08.25 03:00 | buy | 20 | 0.10 | 147.282 | 146.263 | 149.263 | ||
| 79 | 2025.08.27 08:00 | modify | 20 | 0.10 | 147.282 | 147.640 | 149.263 | ||
| 80 | 2025.08.27 13:00 | modify | 20 | 0.10 | 147.282 | 147.731 | 149.263 | ||
| 81 | 2025.08.27 14:00 | modify | 20 | 0.10 | 147.282 | 147.816 | 149.263 | ||
| 82 | 2025.08.27 15:00 | modify | 20 | 0.10 | 147.282 | 147.837 | 149.263 | ||
| 83 | 2025.08.27 17:39 | s/l | 20 | 0.10 | 147.837 | 147.837 | 149.263 | 37.54 | 10369.16 |
| 84 | 2025.08.27 23:00 | buy | 21 | 0.10 | 147.488 | 146.469 | 149.469 | ||
| 85 | 2025.09.02 11:00 | modify | 21 | 0.10 | 147.488 | 148.349 | 149.469 | ||
| 86 | 2025.09.02 11:37 | s/l | 21 | 0.10 | 148.349 | 148.349 | 149.469 | 58.04 | 10427.20 |
| 87 | 2025.09.02 20:00 | buy | 22 | 0.10 | 148.311 | 147.292 | 150.292 | ||
| 88 | 2025.09.05 15:38 | s/l | 22 | 0.10 | 147.292 | 147.292 | 150.292 | -69.18 | 10358.02 |
| 89 | 2025.09.05 17:00 | sell | 23 | 0.10 | 147.050 | 148.069 | 145.069 | ||
| 90 | 2025.09.08 00:00 | s/l | 23 | 0.10 | 148.069 | 148.069 | 145.069 | -68.79 | 10289.23 |
| 91 | 2025.09.09 01:00 | buy | 24 | 0.10 | 147.513 | 146.494 | 149.494 | ||
| 92 | 2025.09.09 12:15 | s/l | 24 | 0.10 | 146.494 | 146.494 | 149.494 | -69.56 | 10219.67 |
| 93 | 2025.09.11 22:00 | buy | 25 | 0.10 | 147.191 | 146.172 | 149.172 | ||
| 94 | 2025.09.12 12:00 | modify | 25 | 0.10 | 147.191 | 147.591 | 149.172 | ||
| 95 | 2025.09.12 13:00 | modify | 25 | 0.10 | 147.191 | 147.624 | 149.172 | ||
| 96 | 2025.09.12 17:37 | s/l | 25 | 0.10 | 147.624 | 147.624 | 149.172 | 29.33 | 10249.00 |
| 97 | 2025.09.12 20:00 | buy | 26 | 0.10 | 147.697 | 146.678 | 149.678 | ||
| 98 | 2025.09.16 17:05 | s/l | 26 | 0.10 | 146.678 | 146.678 | 149.678 | -69.47 | 10179.53 |
| 99 | 2025.09.16 23:00 | buy | 27 | 0.10 | 146.511 | 145.492 | 148.492 | ||
| 100 | 2025.09.17 21:09 | s/l | 27 | 0.10 | 145.492 | 145.492 | 148.492 | -70.04 | 10109.49 |
| 101 | 2025.09.18 23:00 | buy | 28 | 0.10 | 147.969 | 146.950 | 149.950 | ||
| 102 | 2025.09.18 23:59 | close at stop | 28 | 0.10 | 147.992 | 146.950 | 149.950 | 1.55 | 10111.04 |