SIMULATION · backtest resultBreakout + bracket (synthetic data)
FTH Trading Engine (in development, not released).
Equity
Summary
| Net PnL | 0.22 |
| Realized PnL | 2.24 |
| Commissions | 2.02 |
| Final equity | 0.22 |
| Peak equity | 2.58 |
| Max drawdown | 3.31 |
| Closed trades | 54 |
| Wins / losses | 23 / 31 |
| Win rate | 42.59% |
| Gross profit | 8.78 |
| Gross loss | 6.54 |
| Profit factor | 1.34 |
| Orders | 162 |
| Fills | 108 |
| Rejected | 0 |
| Data points | 86400 |
| Events published | 88334 |
| Run digest | 0790db61a817d1d2 |
Positions
| Instrument | Net qty | Realized |
|---|
| DEMO.SIM | 0 | 2.24 |
Fills (first 200)
| Order | Qty | Price | Fee |
|---|
| O-1 | 1 | 100.46 | 0.02 |
| O-2 | 1 | 100.82 | 0.02 |
| O-4 | 1 | 100.91 | 0.02 |
| O-5 | 1 | 101.28 | 0.02 |
| O-7 | 1 | 101.23 | 0.02 |
| O-9 | 1 | 101.03 | 0.02 |
| O-10 | 1 | 97.74 | 0.01 |
| O-12 | 1 | 97.53 | 0.01 |
| O-13 | 1 | 97.76 | 0.01 |
| O-14 | 1 | 98.18 | 0.01 |
| O-16 | 1 | 98.24 | 0.01 |
| O-18 | 1 | 98.03 | 0.01 |
| O-19 | 1 | 98.69 | 0.01 |
| O-20 | 1 | 99.05 | 0.01 |
| O-22 | 1 | 99.15 | 0.01 |
| O-23 | 1 | 99.54 | 0.01 |
| O-25 | 1 | 99.55 | 0.01 |
| O-26 | 1 | 99.94 | 0.01 |
| O-28 | 1 | 99.90 | 0.01 |
| O-30 | 1 | 99.70 | 0.01 |
| O-31 | 1 | 100.32 | 0.02 |
| O-32 | 1 | 100.71 | 0.02 |
| O-34 | 1 | 100.75 | 0.02 |
| O-35 | 1 | 101.11 | 0.02 |
| O-37 | 1 | 101.01 | 0.02 |
| O-39 | 1 | 100.77 | 0.02 |
| O-40 | 1 | 101.18 | 0.02 |
| O-42 | 1 | 100.95 | 0.02 |
| O-43 | 1 | 101.54 | 0.02 |
| O-44 | 1 | 101.94 | 0.02 |
| O-46 | 1 | 101.93 | 0.02 |
| O-47 | 1 | 102.31 | 0.02 |
| O-49 | 1 | 102.27 | 0.02 |
| O-51 | 1 | 102.06 | 0.02 |
| O-52 | 1 | 102.15 | 0.02 |
| O-53 | 1 | 102.55 | 0.02 |
| O-55 | 1 | 102.51 | 0.02 |
| O-57 | 1 | 102.29 | 0.02 |
| O-58 | 1 | 102.82 | 0.02 |
| O-60 | 1 | 102.61 | 0.02 |
| O-61 | 1 | 102.59 | 0.02 |
| O-62 | 1 | 102.95 | 0.02 |
| O-64 | 1 | 102.84 | 0.02 |
| O-65 | 1 | 103.24 | 0.02 |
| O-67 | 1 | 103.18 | 0.02 |
| O-69 | 1 | 102.97 | 0.02 |
| O-70 | 1 | 103.38 | 0.02 |
| O-71 | 1 | 103.77 | 0.02 |
| O-73 | 1 | 103.75 | 0.02 |
| O-75 | 1 | 103.55 | 0.02 |
| O-76 | 1 | 103.65 | 0.02 |
| O-77 | 1 | 104.05 | 0.02 |
| O-79 | 1 | 104.18 | 0.02 |
| O-81 | 1 | 103.97 | 0.02 |
| O-82 | 1 | 104.47 | 0.02 |
| O-84 | 1 | 104.25 | 0.02 |
| O-85 | 1 | 104.78 | 0.02 |
| O-87 | 1 | 104.60 | 0.02 |
| O-88 | 1 | 105.55 | 0.02 |
| O-90 | 1 | 105.33 | 0.02 |
| O-91 | 1 | 106.08 | 0.02 |
| O-93 | 1 | 105.83 | 0.02 |
| O-94 | 1 | 106.10 | 0.02 |
| O-96 | 1 | 105.92 | 0.02 |
| O-97 | 1 | 106.42 | 0.02 |
| O-99 | 1 | 106.23 | 0.02 |
| O-100 | 1 | 106.70 | 0.02 |
| O-102 | 1 | 106.47 | 0.02 |
| O-103 | 1 | 106.57 | 0.02 |
| O-105 | 1 | 106.36 | 0.02 |
| O-106 | 1 | 106.68 | 0.02 |
| O-108 | 1 | 106.44 | 0.02 |
| O-109 | 1 | 106.09 | 0.02 |
| O-110 | 1 | 106.47 | 0.02 |
| O-112 | 1 | 103.41 | 0.02 |
| O-113 | 1 | 103.78 | 0.02 |
| O-115 | 1 | 103.79 | 0.02 |
| O-116 | 1 | 104.16 | 0.02 |
| O-118 | 1 | 104.19 | 0.02 |
| O-120 | 1 | 103.98 | 0.02 |
| O-121 | 1 | 103.76 | 0.02 |
| O-123 | 1 | 103.55 | 0.02 |
| O-124 | 1 | 102.25 | 0.02 |
| O-125 | 1 | 102.61 | 0.02 |
| O-127 | 1 | 102.67 | 0.02 |
| O-129 | 1 | 102.48 | 0.02 |
| O-130 | 1 | 102.09 | 0.02 |
| O-132 | 1 | 101.88 | 0.02 |
| O-133 | 1 | 102.33 | 0.02 |
| O-134 | 1 | 102.71 | 0.02 |
| O-136 | 1 | 102.75 | 0.02 |
| O-138 | 1 | 102.55 | 0.02 |
| O-139 | 1 | 102.95 | 0.02 |
| O-141 | 1 | 102.76 | 0.02 |
| O-142 | 1 | 102.30 | 0.02 |
| O-144 | 1 | 102.10 | 0.02 |
| O-145 | 1 | 102.36 | 0.02 |
| O-147 | 1 | 102.15 | 0.02 |
| O-148 | 1 | 102.11 | 0.02 |
| O-150 | 1 | 101.88 | 0.02 |
| O-151 | 1 | 102.07 | 0.02 |
| O-152 | 1 | 102.46 | 0.02 |
| O-154 | 1 | 102.50 | 0.02 |
| O-155 | 1 | 102.87 | 0.02 |
| O-157 | 1 | 102.89 | 0.02 |
| O-158 | 1 | 103.28 | 0.02 |
| O-160 | 1 | 103.17 | 0.02 |
| O-162 | 1 | 102.95 | 0.02 |