Strategy Tester Report
CCI_TRADER
AlpariUK-Demo (Build 225)
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 1 Hour (H1) 2010.01.04 00:00 - 2010.02.26 22:00 (2010.01.01 - 2010.02.27) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | period=720; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -191.92 | Gross profit | 694.75 | Gross loss | -886.67 |
| Profit factor | 0.78 | Expected payoff | -63.97 | ||
| Absolute drawdown | 1019.77 | Maximal drawdown | 1121.07 (11.10%) | Relative drawdown | 11.10% (1121.07) |
| Total trades | 3 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 1 (0.00%) |
| Profit trades (% of total) | 1 (33.33%) | Loss trades (% of total) | 2 (66.67%) | ||
| Largest | profit trade | 694.75 | loss trade | -466.97 | |
| Average | profit trade | 694.75 | loss trade | -443.34 | |
| Maximum | consecutive wins (profit in money) | 1 (694.75) | consecutive losses (loss in money) | 2 (-886.67) | |
| Maximal | consecutive profit (count of wins) | 694.75 (1) | consecutive loss (count of losses) | -886.67 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.05 12:00 | sell | 1 | 0.10 | 1.59996 | 0.00000 | 0.00000 | ||
| 2 | 2010.01.19 01:50 | close | 1 | 0.10 | 1.64158 | 0.00000 | 0.00000 | -419.70 | 9580.30 |
| 3 | 2010.01.19 01:55 | buy | 2 | 0.10 | 1.64115 | 0.00000 | 0.00000 | ||
| 4 | 2010.02.01 00:00 | close | 2 | 0.10 | 1.59444 | 0.00000 | 0.00000 | -466.97 | 9113.33 |
| 5 | 2010.02.01 00:02 | sell | 3 | 0.10 | 1.59389 | 0.00000 | 0.00000 | ||
| 6 | 2010.02.26 22:56 | close at stop | 3 | 0.10 | 1.52374 | 0.00000 | 0.00000 | 694.75 | 9808.08 |