Report Result : FT_CCI - Desynced Forex Repository

Strategy Tester Report

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AlpariUK-Demo (Build 225)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2009.08.03 01:00 - 2009.10.01 00:00 (2009.08.01 - 2009.10.01)
Model		Control points (a very crude method, the results must not be considered)
Parameters		cciper=14; ccUPur=200; ccDWur=-200; SL=0; TP=0; mn=1; MG=564651; Lots=0.1; time=0; starttime=7; stoptime=17;

Bars in test	1124	Ticks modelled	25909	Modelling quality	n/a
Mismatched charts errors	7

Initial deposit	10000.00
Total net profit	919.36	Gross profit	1743.56	Gross loss	-824.20
Profit factor	2.12	Expected payoff	24.19
Absolute drawdown	402.38	Maximal drawdown	1018.50 (9.12%)	Relative drawdown	9.12% (1018.50)

Total trades	38	Short positions (won %)	23 (60.87%)	Long positions (won %)	15 (73.33%)
		Profit trades (% of total)	25 (65.79%)	Loss trades (% of total)	13 (34.21%)
Largest		profit trade	232.52	loss trade	-216.68
Average		profit trade	69.74	loss trade	-63.40
Maximum		consecutive wins (profit in money)	5 (510.62)	consecutive losses (loss in money)	2 (-129.28)
Maximal		consecutive profit (count of wins)	510.62 (5)	consecutive loss (count of losses)	-216.68 (1)
Average		consecutive wins	3	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.08.04 08:00	buy	1	0.10	1.43923	0.00000	0.00000
2	2009.08.07 19:00	buy	2	0.10	1.41817	0.00000	0.00000
3	2009.08.10 19:00	buy	3	0.10	1.41395	0.00000	0.00000
4	2009.08.11 11:00	sell	4	0.10	1.41759	0.00000	0.00000
5	2009.08.11 11:00	close	1	0.10	1.41759	0.00000	0.00000	-216.68	9783.32
6	2009.08.11 11:00	close	3	0.10	1.41759	0.00000	0.00000	36.36	9819.68
7	2009.08.11 11:00	close	2	0.10	1.41759	0.00000	0.00000	-5.88	9813.80
8	2009.08.12 11:00	buy	5	0.10	1.41147	0.00000	0.00000
9	2009.08.12 11:00	close	4	0.10	1.41147	0.00000	0.00000	61.10	9874.90
10	2009.08.12 18:00	sell	6	0.10	1.42133	0.00000	0.00000
11	2009.08.12 18:00	close	5	0.10	1.42133	0.00000	0.00000	98.60	9973.50
12	2009.08.14 19:00	buy	7	0.10	1.42296	0.00000	0.00000
13	2009.08.14 19:00	close	6	0.10	1.42296	0.00000	0.00000	-16.70	9956.80
14	2009.08.17 14:00	buy	8	0.10	1.40520	0.00000	0.00000
15	2009.08.18 04:00	sell	9	0.10	1.41171	0.00000	0.00000
16	2009.08.18 04:00	close	7	0.10	1.41171	0.00000	0.00000	-112.58	9844.22
17	2009.08.18 04:00	close	8	0.10	1.41171	0.00000	0.00000	65.06	9909.28
18	2009.08.19 11:00	buy	10	0.10	1.40991	0.00000	0.00000
19	2009.08.19 11:00	close	9	0.10	1.40991	0.00000	0.00000	17.90	9927.18
20	2009.08.19 19:00	sell	11	0.10	1.42530	0.00000	0.00000
21	2009.08.19 19:00	close	10	0.10	1.42530	0.00000	0.00000	153.90	10081.08
22	2009.08.20 22:00	sell	12	0.10	1.42567	0.00000	0.00000
23	2009.08.21 12:00	sell	13	0.10	1.43078	0.00000	0.00000
24	2009.08.24 11:00	buy	14	0.10	1.42991	0.00000	0.00000
25	2009.08.24 11:00	close	11	0.10	1.42991	0.00000	0.00000	-46.60	10034.48
26	2009.08.24 11:00	close	13	0.10	1.42991	0.00000	0.00000	8.60	10043.08
27	2009.08.24 11:00	close	12	0.10	1.42991	0.00000	0.00000	-42.60	10000.48
28	2009.08.25 11:00	buy	15	0.10	1.42773	0.00000	0.00000
29	2009.08.25 16:00	sell	16	0.10	1.43433	0.00000	0.00000
30	2009.08.25 16:00	close	14	0.10	1.43433	0.00000	0.00000	44.16	10044.64
31	2009.08.25 16:00	close	15	0.10	1.43433	0.00000	0.00000	66.00	10110.64
32	2009.08.26 17:00	buy	17	0.10	1.42315	0.00000	0.00000
33	2009.08.26 17:00	close	16	0.10	1.42315	0.00000	0.00000	111.70	10222.34
34	2009.08.27 15:00	sell	18	0.10	1.42559	0.00000	0.00000
35	2009.08.27 15:00	close	17	0.10	1.42559	0.00000	0.00000	24.28	10246.62
36	2009.08.27 23:00	sell	19	0.10	1.43398	0.00000	0.00000
37	2009.08.28 22:00	buy	20	0.10	1.43009	0.00000	0.00000
38	2009.08.28 22:00	close	18	0.10	1.43009	0.00000	0.00000	-45.10	10201.52
39	2009.08.28 22:00	close	19	0.10	1.43009	0.00000	0.00000	38.80	10240.32
40	2009.08.31 19:00	sell	21	0.10	1.43415	0.00000	0.00000
41	2009.08.31 19:00	close	20	0.10	1.43415	0.00000	0.00000	40.56	10280.88
42	2009.09.01 10:00	sell	22	0.10	1.43672	0.00000	0.00000
43	2009.09.02 10:00	sell	23	0.10	1.42128	0.00000	0.00000
44	2009.09.02 21:00	sell	24	0.10	1.42710	0.00000	0.00000
45	2009.09.03 11:00	sell	25	0.10	1.43015	0.00000	0.00000
46	2009.09.04 10:00	sell	26	0.10	1.42714	0.00000	0.00000
47	2009.09.04 17:00	buy	27	0.10	1.42330	0.00000	0.00000
48	2009.09.04 17:00	close	21	0.10	1.42330	0.00000	0.00000	107.90	10388.78
49	2009.09.04 17:00	close	23	0.10	1.42330	0.00000	0.00000	-20.60	10368.18
50	2009.09.04 17:00	close	25	0.10	1.42330	0.00000	0.00000	68.40	10436.58
51	2009.09.04 17:00	close	22	0.10	1.42330	0.00000	0.00000	133.70	10570.28
52	2009.09.04 17:00	close	26	0.10	1.42330	0.00000	0.00000	38.40	10608.68
53	2009.09.04 17:00	close	24	0.10	1.42330	0.00000	0.00000	37.60	10646.28
54	2009.09.08 12:00	sell	28	0.10	1.44656	0.00000	0.00000
55	2009.09.08 12:00	close	27	0.10	1.44656	0.00000	0.00000	232.52	10878.80
56	2009.09.09 18:00	sell	29	0.10	1.45713	0.00000	0.00000
57	2009.09.14 05:00	buy	30	0.10	1.45432	0.00000	0.00000
58	2009.09.14 05:00	close	28	0.10	1.45432	0.00000	0.00000	-78.20	10800.60
59	2009.09.14 05:00	close	29	0.10	1.45432	0.00000	0.00000	27.60	10828.20
60	2009.09.14 18:00	sell	31	0.10	1.46119	0.00000	0.00000
61	2009.09.14 18:00	close	30	0.10	1.46119	0.00000	0.00000	68.70	10896.90
62	2009.09.15 21:00	sell	32	0.10	1.46578	0.00000	0.00000
63	2009.09.16 11:00	sell	33	0.10	1.47040	0.00000	0.00000
64	2009.09.17 10:00	sell	34	0.10	1.47417	0.00000	0.00000
65	2009.09.22 12:00	sell	35	0.10	1.48048	0.00000	0.00000
66	2009.09.23 03:00	sell	36	0.10	1.47932	0.00000	0.00000
67	2009.09.24 01:00	buy	37	0.10	1.47115	0.00000	0.00000
68	2009.09.24 01:00	close	31	0.10	1.47115	0.00000	0.00000	-100.80	10796.10
69	2009.09.24 01:00	close	33	0.10	1.47115	0.00000	0.00000	-8.50	10787.60
70	2009.09.24 01:00	close	35	0.10	1.47115	0.00000	0.00000	92.90	10880.50
71	2009.09.24 01:00	close	32	0.10	1.47115	0.00000	0.00000	-54.80	10825.70
72	2009.09.24 01:00	close	36	0.10	1.47115	0.00000	0.00000	81.40	10907.10
73	2009.09.24 01:00	close	34	0.10	1.47115	0.00000	0.00000	29.50	10936.60
74	2009.09.28 06:00	buy	38	0.10	1.45785	0.00000	0.00000
75	2009.09.30 23:59	close at stop	38	0.10	1.46365	0.00000	0.00000	57.92	10994.52
76	2009.09.30 23:59	close at stop	37	0.10	1.46365	0.00000	0.00000	-75.16	10919.36