Report Result : FT_CCI - Desynced Forex Repository

Strategy Tester Report

Download FT_CCI

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		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	1953	Ticks modelled	24825	Modelling quality	n/a
Mismatched charts errors	0

Initial deposit	10000.00
Total net profit	380.60	Gross profit	2548.86	Gross loss	-2168.26
Profit factor	1.18	Expected payoff	9.76
Absolute drawdown	611.87	Maximal drawdown	1718.31 (14.80%)	Relative drawdown	14.80% (1718.31)

Total trades	39	Short positions (won %)	17 (82.35%)	Long positions (won %)	22 (63.64%)
		Profit trades (% of total)	28 (71.79%)	Loss trades (% of total)	11 (28.21%)
Largest		profit trade	226.65	loss trade	-468.59
Average		profit trade	91.03	loss trade	-197.11
Maximum		consecutive wins (profit in money)	11 (1493.93)	consecutive losses (loss in money)	5 (-1250.98)
Maximal		consecutive profit (count of wins)	1493.93 (11)	consecutive loss (count of losses)	-1250.98 (5)
Average		consecutive wins	6	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.05 13:00	buy	1	0.10	1.60172	0.00000	0.00000
2	2010.01.06 11:00	sell	2	0.10	1.60222	0.00000	0.00000
3	2010.01.06 11:00	close	1	0.10	1.60222	0.00000	0.00000	5.01	10005.01
4	2010.01.07 11:00	buy	3	0.10	1.59388	0.00000	0.00000
5	2010.01.07 11:00	close	2	0.10	1.59388	0.00000	0.00000	82.65	10087.66
6	2010.01.08 12:00	sell	4	0.10	1.60151	0.00000	0.00000
7	2010.01.08 12:00	close	3	0.10	1.60151	0.00000	0.00000	76.31	10163.97
8	2010.01.12 13:00	sell	5	0.10	1.61390	0.00000	0.00000
9	2010.01.13 10:00	sell	6	0.10	1.62126	0.00000	0.00000
10	2010.01.14 15:00	buy	7	0.10	1.63165	0.00000	0.00000
11	2010.01.14 15:00	close	4	0.10	1.63165	0.00000	0.00000	-302.90	9861.07
12	2010.01.14 15:00	close	6	0.10	1.63165	0.00000	0.00000	-104.65	9756.42
13	2010.01.14 15:00	close	5	0.10	1.63165	0.00000	0.00000	-178.50	9577.92
14	2010.01.15 13:00	buy	8	0.10	1.62937	0.00000	0.00000
15	2010.01.19 04:00	sell	9	0.10	1.64075	0.00000	0.00000
16	2010.01.19 04:00	close	7	0.10	1.64075	0.00000	0.00000	91.03	9668.95
17	2010.01.19 04:00	close	8	0.10	1.64075	0.00000	0.00000	113.82	9782.77
18	2010.01.20 05:00	buy	10	0.10	1.63241	0.00000	0.00000
19	2010.01.20 05:00	close	9	0.10	1.63241	0.00000	0.00000	83.15	9865.92
20	2010.01.21 12:00	buy	11	0.10	1.61410	0.00000	0.00000
21	2010.01.22 11:00	sell	12	0.10	1.62214	0.00000	0.00000
22	2010.01.22 11:00	close	10	0.10	1.62214	0.00000	0.00000	-102.66	9763.26
23	2010.01.22 11:00	close	11	0.10	1.62214	0.00000	0.00000	80.41	9843.67
24	2010.01.22 16:00	buy	13	0.10	1.61039	0.00000	0.00000
25	2010.01.22 16:00	close	12	0.10	1.61039	0.00000	0.00000	117.50	9961.17
26	2010.01.25 19:00	sell	14	0.10	1.62308	0.00000	0.00000
27	2010.01.25 19:00	close	13	0.10	1.62308	0.00000	0.00000	126.91	10088.08
28	2010.01.26 13:00	buy	15	0.10	1.61216	0.00000	0.00000
29	2010.01.26 13:00	close	14	0.10	1.61216	0.00000	0.00000	108.95	10197.03
30	2010.01.27 14:00	sell	16	0.10	1.62261	0.00000	0.00000
31	2010.01.27 14:00	close	15	0.10	1.62261	0.00000	0.00000	104.51	10301.54
32	2010.01.28 11:00	sell	17	0.10	1.62569	0.00000	0.00000
33	2010.01.29 11:00	sell	18	0.10	1.61477	0.00000	0.00000
34	2010.01.29 17:00	buy	19	0.10	1.60301	0.00000	0.00000
35	2010.01.29 17:00	close	16	0.10	1.60301	0.00000	0.00000	195.00	10496.54
36	2010.01.29 17:00	close	18	0.10	1.60301	0.00000	0.00000	117.60	10614.14
37	2010.01.29 17:00	close	17	0.10	1.60301	0.00000	0.00000	226.55	10840.69
38	2010.02.01 13:00	buy	20	0.10	1.58841	0.00000	0.00000
39	2010.02.03 10:00	sell	21	0.10	1.60520	0.00000	0.00000
40	2010.02.03 10:00	close	19	0.10	1.60520	0.00000	0.00000	21.93	10862.62
41	2010.02.03 10:00	close	20	0.10	1.60520	0.00000	0.00000	167.92	11030.54
42	2010.02.04 13:00	buy	22	0.10	1.58246	0.00000	0.00000
43	2010.02.04 13:00	close	21	0.10	1.58246	0.00000	0.00000	226.65	11257.19
44	2010.02.05 10:00	buy	23	0.10	1.56946	0.00000	0.00000
45	2010.02.08 09:00	buy	24	0.10	1.55711	0.00000	0.00000
46	2010.02.08 19:00	sell	25	0.10	1.56453	0.00000	0.00000
47	2010.02.08 19:00	close	22	0.10	1.56453	0.00000	0.00000	-179.28	11077.91
48	2010.02.08 19:00	close	24	0.10	1.56453	0.00000	0.00000	74.20	11152.11
49	2010.02.08 19:00	close	23	0.10	1.56453	0.00000	0.00000	-49.29	11102.82
50	2010.02.09 20:00	sell	26	0.10	1.56961	0.00000	0.00000
51	2010.02.10 16:00	buy	27	0.10	1.56169	0.00000	0.00000
52	2010.02.10 16:00	close	25	0.10	1.56169	0.00000	0.00000	27.90	11130.72
53	2010.02.10 16:00	close	26	0.10	1.56169	0.00000	0.00000	78.95	11209.67
54	2010.02.12 11:00	sell	28	0.10	1.56542	0.00000	0.00000
55	2010.02.12 11:00	close	27	0.10	1.56542	0.00000	0.00000	37.34	11247.01
56	2010.02.12 14:00	buy	29	0.10	1.56057	0.00000	0.00000
57	2010.02.12 14:00	close	28	0.10	1.56057	0.00000	0.00000	48.50	11295.51
58	2010.02.16 05:00	sell	30	0.10	1.56834	0.00000	0.00000
59	2010.02.16 05:00	close	29	0.10	1.56834	0.00000	0.00000	77.72	11373.23
60	2010.02.16 07:00	sell	31	0.10	1.57011	0.00000	0.00000
61	2010.02.16 17:00	buy	32	0.10	1.56808	0.00000	0.00000
62	2010.02.16 17:00	close	30	0.10	1.56808	0.00000	0.00000	2.60	11375.83
63	2010.02.16 17:00	close	31	0.10	1.56808	0.00000	0.00000	20.30	11396.13
64	2010.02.16 21:00	sell	33	0.10	1.57808	0.00000	0.00000
65	2010.02.16 21:00	close	32	0.10	1.57808	0.00000	0.00000	100.00	11496.13
66	2010.02.17 19:00	buy	34	0.10	1.57021	0.00000	0.00000
67	2010.02.17 19:00	close	33	0.10	1.57021	0.00000	0.00000	78.45	11574.58
68	2010.02.18 12:00	buy	35	0.10	1.56136	0.00000	0.00000
69	2010.02.19 02:00	buy	36	0.10	1.54468	0.00000	0.00000
70	2010.02.23 13:00	buy	37	0.10	1.54125	0.00000	0.00000
71	2010.02.25 19:00	buy	38	0.10	1.52433	0.00000	0.00000
72	2010.02.26 16:00	buy	39	0.10	1.51764	0.00000	0.00000
73	2010.02.26 22:59	close at stop	39	0.10	1.52334	0.00000	0.00000	57.00	11631.58
74	2010.02.26 22:59	close at stop	38	0.10	1.52334	0.00000	0.00000	-9.89	11621.69
75	2010.02.26 22:59	close at stop	37	0.10	1.52334	0.00000	0.00000	-179.05	11442.64
76	2010.02.26 22:59	close at stop	36	0.10	1.52334	0.00000	0.00000	-213.33	11229.31
77	2010.02.26 22:59	close at stop	35	0.10	1.52334	0.00000	0.00000	-380.12	10849.19
78	2010.02.26 22:59	close at stop	34	0.10	1.52334	0.00000	0.00000	-468.59	10380.60