Strategy Tester Report
ComFracti_v2.1
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 30 Minutes (M30) 2025.07.01 00:00 - 2025.09.18 23:30 (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 | 3785 | Ticks modelled | 4811949 | Modelling quality | 90.00% |
| Mismatched charts errors | 5 | ||||
| Initial deposit | 10000.00 | Spread | Current (17) | ||
| Total net profit | 189.76 | Gross profit | 263.47 | Gross loss | -73.71 |
| Profit factor | 3.57 | Expected payoff | 31.63 | ||
| Absolute drawdown | 37.03 | Maximal drawdown | 145.16 (1.43%) | Relative drawdown | 1.43% (145.16) |
| Total trades | 6 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 4 (100.00%) |
| Profit trades (% of total) | 5 (83.33%) | Loss trades (% of total) | 1 (16.67%) | ||
| Largest | profit trade | 85.09 | loss trade | -73.71 | |
| Average | profit trade | 52.69 | loss trade | -73.71 | |
| Maximum | consecutive wins (profit in money) | 3 (144.39) | consecutive losses (loss in money) | 1 (-73.71) | |
| Maximal | consecutive profit (count of wins) | 144.39 (3) | consecutive loss (count of losses) | -73.71 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2025.07.01 10:00 | buy | 1 | 0.10 | 1.36059 | 1.35042 | 1.38042 | ||
| 2 | 2025.07.07 11:30 | modify | 1 | 0.10 | 1.36059 | 1.36426 | 1.38042 | ||
| 3 | 2025.07.07 12:00 | modify | 1 | 0.10 | 1.36059 | 1.36523 | 1.38042 | ||
| 4 | 2025.07.07 14:49 | s/l | 1 | 0.10 | 1.36523 | 1.36523 | 1.38042 | 33.99 | 10033.99 |
| 5 | 2025.07.18 23:30 | sell | 2 | 0.10 | 1.37251 | 1.38268 | 1.35268 | ||
| 6 | 2025.07.22 17:30 | modify | 2 | 0.10 | 1.37251 | 1.36930 | 1.35268 | ||
| 7 | 2025.07.22 18:00 | modify | 2 | 0.10 | 1.37251 | 1.36698 | 1.35268 | ||
| 8 | 2025.07.22 18:30 | modify | 2 | 0.10 | 1.37251 | 1.36630 | 1.35268 | ||
| 9 | 2025.07.22 19:00 | modify | 2 | 0.10 | 1.37251 | 1.36476 | 1.35268 | ||
| 10 | 2025.07.22 19:30 | modify | 2 | 0.10 | 1.37251 | 1.36400 | 1.35268 | ||
| 11 | 2025.07.22 23:00 | modify | 2 | 0.10 | 1.37251 | 1.36351 | 1.35268 | ||
| 12 | 2025.07.23 01:30 | modify | 2 | 0.10 | 1.37251 | 1.36348 | 1.35268 | ||
| 13 | 2025.07.23 02:00 | modify | 2 | 0.10 | 1.37251 | 1.36347 | 1.35268 | ||
| 14 | 2025.07.23 02:30 | modify | 2 | 0.10 | 1.37251 | 1.36345 | 1.35268 | ||
| 15 | 2025.07.23 03:30 | modify | 2 | 0.10 | 1.37251 | 1.36267 | 1.35268 | ||
| 16 | 2025.07.23 04:00 | modify | 2 | 0.10 | 1.37251 | 1.36255 | 1.35268 | ||
| 17 | 2025.07.23 06:30 | modify | 2 | 0.10 | 1.37251 | 1.36251 | 1.35268 | ||
| 18 | 2025.07.23 10:30 | modify | 2 | 0.10 | 1.37251 | 1.36227 | 1.35268 | ||
| 19 | 2025.07.23 11:00 | modify | 2 | 0.10 | 1.37251 | 1.36203 | 1.35268 | ||
| 20 | 2025.07.23 11:30 | modify | 2 | 0.10 | 1.37251 | 1.36174 | 1.35268 | ||
| 21 | 2025.07.23 12:00 | modify | 2 | 0.10 | 1.37251 | 1.36146 | 1.35268 | ||
| 22 | 2025.07.23 13:00 | modify | 2 | 0.10 | 1.37251 | 1.36132 | 1.35268 | ||
| 23 | 2025.07.23 13:30 | modify | 2 | 0.10 | 1.37251 | 1.36116 | 1.35268 | ||
| 24 | 2025.07.23 15:00 | modify | 2 | 0.10 | 1.37251 | 1.36093 | 1.35268 | ||
| 25 | 2025.07.23 16:38 | s/l | 2 | 0.10 | 1.36093 | 1.36093 | 1.35268 | 85.09 | 10119.08 |
| 26 | 2025.07.28 08:00 | sell | 3 | 0.10 | 1.36952 | 1.37969 | 1.34969 | ||
| 27 | 2025.07.30 15:18 | s/l | 3 | 0.10 | 1.37969 | 1.37969 | 1.34969 | -73.71 | 10045.37 |
| 28 | 2025.08.04 11:00 | buy | 4 | 0.10 | 1.37849 | 1.36832 | 1.39832 | ||
| 29 | 2025.08.19 17:30 | modify | 4 | 0.10 | 1.37849 | 1.38175 | 1.39832 | ||
| 30 | 2025.08.19 18:00 | modify | 4 | 0.10 | 1.37849 | 1.38242 | 1.39832 | ||
| 31 | 2025.08.19 19:00 | modify | 4 | 0.10 | 1.37849 | 1.38290 | 1.39832 | ||
| 32 | 2025.08.19 19:30 | modify | 4 | 0.10 | 1.37849 | 1.38310 | 1.39832 | ||
| 33 | 2025.08.19 20:00 | modify | 4 | 0.10 | 1.37849 | 1.38319 | 1.39832 | ||
| 34 | 2025.08.19 22:00 | modify | 4 | 0.10 | 1.37849 | 1.38335 | 1.39832 | ||
| 35 | 2025.08.19 23:00 | modify | 4 | 0.10 | 1.37849 | 1.38352 | 1.39832 | ||
| 36 | 2025.08.20 00:00 | modify | 4 | 0.10 | 1.37849 | 1.38361 | 1.39832 | ||
| 37 | 2025.08.20 03:30 | modify | 4 | 0.10 | 1.37849 | 1.38394 | 1.39832 | ||
| 38 | 2025.08.20 04:30 | modify | 4 | 0.10 | 1.37849 | 1.38463 | 1.39832 | ||
| 39 | 2025.08.20 05:30 | modify | 4 | 0.10 | 1.37849 | 1.38503 | 1.39832 | ||
| 40 | 2025.08.21 06:30 | modify | 4 | 0.10 | 1.37849 | 1.38509 | 1.39832 | ||
| 41 | 2025.08.21 10:30 | modify | 4 | 0.10 | 1.37849 | 1.38512 | 1.39832 | ||
| 42 | 2025.08.21 14:00 | modify | 4 | 0.10 | 1.37849 | 1.38513 | 1.39832 | ||
| 43 | 2025.08.21 15:00 | modify | 4 | 0.10 | 1.37849 | 1.38556 | 1.39832 | ||
| 44 | 2025.08.21 15:30 | modify | 4 | 0.10 | 1.37849 | 1.38565 | 1.39832 | ||
| 45 | 2025.08.21 16:00 | modify | 4 | 0.10 | 1.37849 | 1.38642 | 1.39832 | ||
| 46 | 2025.08.21 17:00 | modify | 4 | 0.10 | 1.37849 | 1.38690 | 1.39832 | ||
| 47 | 2025.08.21 19:00 | modify | 4 | 0.10 | 1.37849 | 1.38712 | 1.39832 | ||
| 48 | 2025.08.21 19:30 | modify | 4 | 0.10 | 1.37849 | 1.38726 | 1.39832 | ||
| 49 | 2025.08.21 23:00 | modify | 4 | 0.10 | 1.37849 | 1.38736 | 1.39832 | ||
| 50 | 2025.08.21 23:30 | modify | 4 | 0.10 | 1.37849 | 1.38754 | 1.39832 | ||
| 51 | 2025.08.22 00:00 | modify | 4 | 0.10 | 1.37849 | 1.38793 | 1.39832 | ||
| 52 | 2025.08.22 05:00 | modify | 4 | 0.10 | 1.37849 | 1.38817 | 1.39832 | ||
| 53 | 2025.08.22 07:00 | modify | 4 | 0.10 | 1.37849 | 1.38831 | 1.39832 | ||
| 54 | 2025.08.22 07:30 | modify | 4 | 0.10 | 1.37849 | 1.38837 | 1.39832 | ||
| 55 | 2025.08.22 08:00 | modify | 4 | 0.10 | 1.37849 | 1.38842 | 1.39832 | ||
| 56 | 2025.08.22 08:30 | modify | 4 | 0.10 | 1.37849 | 1.38850 | 1.39832 | ||
| 57 | 2025.08.22 14:00 | modify | 4 | 0.10 | 1.37849 | 1.38858 | 1.39832 | ||
| 58 | 2025.08.22 15:30 | modify | 4 | 0.10 | 1.37849 | 1.38872 | 1.39832 | ||
| 59 | 2025.08.22 16:30 | modify | 4 | 0.10 | 1.37849 | 1.38920 | 1.39832 | ||
| 60 | 2025.08.22 17:07 | s/l | 4 | 0.10 | 1.38920 | 1.38920 | 1.39832 | 77.09 | 10122.46 |
| 61 | 2025.09.09 03:30 | buy | 5 | 0.10 | 1.38017 | 1.37000 | 1.40000 | ||
| 62 | 2025.09.10 20:30 | modify | 5 | 0.10 | 1.38017 | 1.38318 | 1.40000 | ||
| 63 | 2025.09.10 21:00 | modify | 5 | 0.10 | 1.38017 | 1.38337 | 1.40000 | ||
| 64 | 2025.09.10 23:00 | modify | 5 | 0.10 | 1.38017 | 1.38338 | 1.40000 | ||
| 65 | 2025.09.11 03:30 | modify | 5 | 0.10 | 1.38017 | 1.38371 | 1.40000 | ||
| 66 | 2025.09.11 04:00 | modify | 5 | 0.10 | 1.38017 | 1.38391 | 1.40000 | ||
| 67 | 2025.09.11 05:30 | modify | 5 | 0.10 | 1.38017 | 1.38419 | 1.40000 | ||
| 68 | 2025.09.11 07:30 | modify | 5 | 0.10 | 1.38017 | 1.38424 | 1.40000 | ||
| 69 | 2025.09.11 08:30 | modify | 5 | 0.10 | 1.38017 | 1.38437 | 1.40000 | ||
| 70 | 2025.09.11 09:00 | modify | 5 | 0.10 | 1.38017 | 1.38470 | 1.40000 | ||
| 71 | 2025.09.11 10:30 | modify | 5 | 0.10 | 1.38017 | 1.38501 | 1.40000 | ||
| 72 | 2025.09.11 12:00 | modify | 5 | 0.10 | 1.38017 | 1.38504 | 1.40000 | ||
| 73 | 2025.09.11 12:30 | modify | 5 | 0.10 | 1.38017 | 1.38530 | 1.40000 | ||
| 74 | 2025.09.11 14:00 | modify | 5 | 0.10 | 1.38017 | 1.38531 | 1.40000 | ||
| 75 | 2025.09.11 15:00 | modify | 5 | 0.10 | 1.38017 | 1.38577 | 1.40000 | ||
| 76 | 2025.09.11 15:56 | s/l | 5 | 0.10 | 1.38577 | 1.38577 | 1.40000 | 40.41 | 10162.87 |
| 77 | 2025.09.17 11:30 | buy | 6 | 0.10 | 1.37589 | 1.36572 | 1.39572 | ||
| 78 | 2025.09.18 23:57 | close at stop | 6 | 0.10 | 1.37960 | 1.36572 | 1.39572 | 26.89 | 10189.76 |