Report Result : CCI MA EA - Desynced Forex Repository

Strategy Tester Report

CCI MA EA

AlpariUK-Demo (Build 225)

Symbol		USDCAD (US Dollar vs Canadian Dollar)
Period		1 Hour (H1) 2009.01.05 17:00 - 2009.12.31 18:00 (2009.01.01 - 2010.01.01)
Model		Control points (a very crude method, the results must not be considered)
Parameters		MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=2; StopLossMode=false; StopLoss=300; TakeProfitMode=false; TakeProfit=600; TrailingStopMode=false; TrailingStop=300;

Bars in test	6211	Ticks modelled	152607	Modelling quality	n/a
Mismatched charts errors	70

Initial deposit	10000.00
Total net profit	-9697.18	Gross profit	12536.61	Gross loss	-22233.79
Profit factor	0.56	Expected payoff	-125.94
Absolute drawdown	9705.10	Maximal drawdown	12645.28 (97.72%)	Relative drawdown	97.72% (12645.28)

Total trades	77	Short positions (won %)	34 (29.41%)	Long positions (won %)	43 (27.91%)
		Profit trades (% of total)	22 (28.57%)	Loss trades (% of total)	55 (71.43%)
Largest		profit trade	2500.52	loss trade	-1327.21
Average		profit trade	569.85	loss trade	-404.25
Maximum		consecutive wins (profit in money)	2 (1081.64)	consecutive losses (loss in money)	7 (-1900.76)
Maximal		consecutive profit (count of wins)	2500.52 (1)	consecutive loss (count of losses)	-2749.15 (5)
Average		consecutive wins	1	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.01.05 18:00	sell	1	1.00	1.19170	0.00000	0.00000
2	2009.01.06 06:00	close	1	1.00	1.19464	0.00000	0.00000	-246.69	9753.31
3	2009.01.06 15:00	sell	2	1.00	1.18502	0.00000	0.00000
4	2009.01.07 01:00	close	2	1.00	1.18474	0.00000	0.00000	23.04	9776.35
5	2009.01.07 09:00	sell	3	1.00	1.18200	0.00000	0.00000
6	2009.01.07 13:00	close	3	1.00	1.18434	0.00000	0.00000	-197.58	9578.77
7	2009.01.07 14:00	sell	4	1.00	1.18170	0.00000	0.00000
8	2009.01.07 16:00	close	4	1.00	1.18690	0.00000	0.00000	-438.12	9140.65
9	2009.01.07 17:00	buy	5	1.00	1.18902	0.00000	0.00000
10	2009.01.08 08:00	close	5	1.00	1.19475	0.00000	0.00000	478.09	9618.74
11	2009.01.08 09:00	buy	6	1.00	1.20327	0.00000	0.00000
12	2009.01.08 14:00	close	6	1.00	1.19917	0.00000	0.00000	-341.90	9276.84
13	2009.01.08 15:00	sell	7	1.00	1.19330	0.00000	0.00000
14	2009.01.09 05:00	close	7	1.00	1.18534	0.00000	0.00000	670.95	9947.79
15	2009.01.09 10:00	buy	8	1.00	1.18896	0.00000	0.00000
16	2009.01.09 12:00	close	8	1.00	1.18300	0.00000	0.00000	-503.80	9443.99
17	2009.01.09 13:00	buy	9	1.00	1.18872	0.00000	0.00000
18	2009.01.09 14:00	close	9	1.00	1.18366	0.00000	0.00000	-427.49	9016.50
19	2009.01.09 15:00	buy	10	1.00	1.18968	0.00000	0.00000
20	2009.01.09 21:00	close	10	1.00	1.18675	0.00000	0.00000	-246.89	8769.61
21	2009.01.12 00:00	sell	11	1.00	1.18985	0.00000	0.00000
22	2009.01.12 01:00	close	11	1.00	1.19098	0.00000	0.00000	-94.88	8674.73
23	2009.01.12 06:00	buy	12	1.00	1.19368	0.00000	0.00000
24	2009.01.13 22:00	close	12	1.00	1.22430	0.00000	0.00000	2500.52	11175.25
25	2009.01.14 04:00	sell	13	1.00	1.21580	0.00000	0.00000
26	2009.01.14 10:00	close	13	1.00	1.22134	0.00000	0.00000	-453.60	10721.65
27	2009.01.14 15:00	buy	14	1.00	1.23112	0.00000	0.00000
28	2009.01.15 07:00	close	14	1.00	1.24515	0.00000	0.00000	1125.26	11846.91
29	2009.01.15 09:00	buy	15	1.00	1.24984	0.00000	0.00000
30	2009.01.15 11:00	close	15	1.00	1.24512	0.00000	0.00000	-379.08	11467.83
31	2009.01.15 14:00	buy	16	1.00	1.24870	0.00000	0.00000
32	2009.01.15 21:00	close	16	1.00	1.25065	0.00000	0.00000	155.92	11623.75
33	2009.01.16 05:00	sell	17	1.00	1.24449	0.00000	0.00000
34	2009.01.16 17:00	close	17	1.00	1.24854	0.00000	0.00000	-324.38	11299.37
35	2009.01.16 18:00	buy	18	1.00	1.25483	0.00000	0.00000
36	2009.01.19 00:00	close	18	1.00	1.23840	0.00000	0.00000	-1327.21	9972.15
37	2009.01.19 14:00	buy	19	1.00	1.24934	0.00000	0.00000
38	2009.01.20 17:00	close	19	1.00	1.26035	0.00000	0.00000	873.07	10845.22
39	2009.01.20 21:00	buy	20	1.00	1.26564	0.00000	0.00000
40	2009.01.21 03:00	close	20	1.00	1.26344	0.00000	0.00000	-174.63	10670.59
41	2009.01.21 09:00	buy	21	1.00	1.26829	0.00000	0.00000
42	2009.01.21 12:00	close	21	1.00	1.26258	0.00000	0.00000	-452.25	10218.34
43	2009.01.21 17:00	buy	22	1.00	1.27302	0.00000	0.00000
44	2009.01.21 20:00	close	22	1.00	1.26457	0.00000	0.00000	-668.21	9550.13
45	2009.01.21 21:00	sell	23	1.00	1.26115	0.00000	0.00000
46	2009.01.22 09:00	close	23	1.00	1.26027	0.00000	0.00000	68.07	9618.19
47	2009.01.22 11:00	sell	24	1.00	1.25545	0.00000	0.00000
48	2009.01.22 12:00	close	24	1.00	1.26038	0.00000	0.00000	-391.15	9227.04
49	2009.01.22 14:00	buy	25	1.00	1.26219	0.00000	0.00000
50	2009.01.22 19:00	close	25	1.00	1.26035	0.00000	0.00000	-145.99	9081.05
51	2009.01.22 21:00	sell	26	1.00	1.25300	0.00000	0.00000
52	2009.01.23 06:00	close	26	1.00	1.25716	0.00000	0.00000	-331.49	8749.56
53	2009.01.23 10:00	buy	27	1.00	1.26017	0.00000	0.00000
54	2009.01.23 16:00	close	27	1.00	1.25692	0.00000	0.00000	-258.57	8490.99
55	2009.01.23 17:00	sell	28	1.00	1.24959	0.00000	0.00000
56	2009.01.26 09:00	close	28	1.00	1.23704	0.00000	0.00000	1013.93	9504.93
57	2009.01.26 10:00	sell	29	1.00	1.22672	0.00000	0.00000
58	2009.01.26 19:00	close	29	1.00	1.22589	0.00000	0.00000	67.71	9572.64
59	2009.01.27 09:00	sell	30	1.00	1.21929	0.00000	0.00000
60	2009.01.27 13:00	close	30	1.00	1.22501	0.00000	0.00000	-466.93	9105.71
61	2009.01.27 18:00	buy	31	1.00	1.22984	0.00000	0.00000
62	2009.01.27 19:00	close	31	1.00	1.22393	0.00000	0.00000	-482.87	8622.84
63	2009.01.27 23:00	buy	32	1.00	1.23047	0.00000	0.00000
64	2009.01.28 00:00	close	32	1.00	1.22439	0.00000	0.00000	-497.07	8125.76
65	2009.01.28 08:00	buy	33	1.00	1.22853	0.00000	0.00000
66	2009.01.28 09:00	close	33	1.00	1.22260	0.00000	0.00000	-485.03	7640.73
67	2009.01.28 10:00	sell	34	1.00	1.22205	0.00000	0.00000
68	2009.01.29 01:00	close	34	1.00	1.21405	0.00000	0.00000	657.19	8297.92
69	2009.01.29 08:00	buy	35	1.00	1.22004	0.00000	0.00000
70	2009.01.29 13:00	close	35	1.00	1.21408	0.00000	0.00000	-490.91	7807.01
71	2009.01.29 15:00	sell	36	1.00	1.21460	0.00000	0.00000
72	2009.01.29 16:00	close	36	1.00	1.21884	0.00000	0.00000	-347.87	7459.14
73	2009.01.29 17:00	sell	37	1.00	1.21535	0.00000	0.00000
74	2009.01.29 18:00	close	37	1.00	1.21881	0.00000	0.00000	-283.88	7175.26
75	2009.01.29 19:00	buy	38	1.00	1.22219	0.00000	0.00000
76	2009.01.30 21:00	close	38	1.00	1.22886	0.00000	0.00000	542.28	7717.53
77	2009.01.30 22:00	sell	39	1.00	1.22620	0.00000	0.00000
78	2009.02.02 06:00	close	39	1.00	1.23315	0.00000	0.00000	-564.19	7153.35
79	2009.02.02 10:00	buy	40	1.00	1.23587	0.00000	0.00000
80	2009.02.03 05:00	close	40	1.00	1.24059	0.00000	0.00000	379.96	7533.30
81	2009.02.03 10:00	buy	41	1.00	1.24597	0.00000	0.00000
82	2009.02.03 16:00	close	41	1.00	1.24148	0.00000	0.00000	-361.67	7171.63
83	2009.02.03 17:00	sell	42	1.00	1.23958	0.00000	0.00000
84	2009.02.04 09:00	close	42	1.00	1.23912	0.00000	0.00000	36.53	7208.16
85	2009.02.04 10:00	buy	43	1.00	1.24011	0.00000	0.00000
86	2009.02.04 15:00	close	43	1.00	1.23155	0.00000	0.00000	-695.06	6513.10
87	2009.02.04 16:00	sell	44	1.00	1.22883	0.00000	0.00000
88	2009.02.05 00:00	close	44	1.00	1.23286	0.00000	0.00000	-328.64	6184.46
89	2009.02.05 09:00	buy	45	1.00	1.23694	0.00000	0.00000
90	2009.02.05 11:00	close	45	1.00	1.22825	0.00000	0.00000	-707.51	5476.95
91	2009.02.05 12:00	sell	46	1.00	1.22745	0.00000	0.00000
92	2009.02.05 14:00	close	46	1.00	1.23240	0.00000	0.00000	-401.66	5075.29
93	2009.02.05 19:00	sell	47	1.00	1.22400	0.00000	0.00000
94	2009.02.05 22:00	close	47	1.00	1.23159	0.00000	0.00000	-616.28	4459.01
95	2009.02.05 23:00	buy	48	1.00	1.23294	0.00000	0.00000
96	2009.02.06 18:00	close	48	1.00	1.23890	0.00000	0.00000	480.57	4939.58
97	2009.02.06 19:00	sell	49	1.00	1.23465	0.00000	0.00000
98	2009.02.09 08:00	close	49	1.00	1.22491	0.00000	0.00000	794.57	5734.15
99	2009.02.09 16:00	sell	50	1.00	1.21970	0.00000	0.00000
100	2009.02.10 02:00	close	50	1.00	1.22632	0.00000	0.00000	-540.42	5193.73
101	2009.02.10 11:00	buy	51	1.00	1.23264	0.00000	0.00000
102	2009.02.10 14:00	close	51	1.00	1.22336	0.00000	0.00000	-758.57	4435.16
103	2009.02.10 18:00	buy	52	1.00	1.23369	0.00000	0.00000
104	2009.02.11 08:00	close	52	1.00	1.24194	0.00000	0.00000	663.78	5098.94
105	2009.02.11 10:00	buy	53	1.00	1.24631	0.00000	0.00000
106	2009.02.11 11:00	close	53	1.00	1.24312	0.00000	0.00000	-256.61	4842.33
107	2009.02.11 12:00	buy	54	1.00	1.24486	0.00000	0.00000
108	2009.02.11 18:00	close	54	1.00	1.24185	0.00000	0.00000	-242.38	4599.95
109	2009.02.11 23:00	sell	55	1.00	1.23818	0.00000	0.00000
110	2009.02.12 05:00	close	55	1.00	1.24414	0.00000	0.00000	-480.81	4119.13
111	2009.02.12 10:00	buy	56	1.00	1.24519	0.00000	0.00000
112	2009.02.12 15:00	close	56	1.00	1.24220	0.00000	0.00000	-240.70	3878.43
113	2009.02.12 16:00	buy	57	1.00	1.24814	0.00000	0.00000
114	2009.02.12 22:00	close	57	1.00	1.24460	0.00000	0.00000	-284.43	3594.00
115	2009.02.13 00:00	sell	58	1.00	1.24210	0.00000	0.00000
116	2009.02.13 16:00	close	58	1.00	1.23914	0.00000	0.00000	238.88	3832.88
117	2009.02.13 18:00	buy	59	1.00	1.24389	0.00000	0.00000
118	2009.02.13 21:00	close	59	1.00	1.23555	0.00000	0.00000	-675.00	3157.88
119	2009.02.16 01:00	buy	60	1.00	1.24254	0.00000	0.00000
120	2009.02.16 17:00	close	60	1.00	1.24290	0.00000	0.00000	28.96	3186.84
121	2009.02.17 00:00	sell	61	1.00	1.24190	0.00000	0.00000
122	2009.02.17 03:00	close	61	1.00	1.24764	0.00000	0.00000	-460.07	2726.77
123	2009.02.17 04:00	buy	62	1.00	1.24974	0.00000	0.00000
124	2009.02.18 03:00	close	62	1.00	1.26177	0.00000	0.00000	952.92	3679.69
125	2009.02.18 15:00	sell	63	1.00	1.25726	0.00000	0.00000
126	2009.02.18 17:00	close	63	1.00	1.26261	0.00000	0.00000	-423.73	3255.96
127	2009.02.18 21:00	sell	64	1.00	1.25810	0.00000	0.00000
128	2009.02.19 17:00	close	64	1.00	1.25969	0.00000	0.00000	-127.98	3127.97
129	2009.02.19 18:00	buy	65	1.00	1.25949	0.00000	0.00000
130	2009.02.20 11:00	close	65	1.00	1.25925	0.00000	0.00000	-19.56	3108.41
131	2009.02.20 13:00	buy	66	1.00	1.26224	0.00000	0.00000
132	2009.02.20 18:00	close	66	1.00	1.25415	0.00000	0.00000	-645.06	2463.35
133	2009.02.20 19:00	sell	67	1.00	1.25490	0.00000	0.00000
134	2009.02.23 14:00	close	67	1.00	1.24907	0.00000	0.00000	466.16	2929.51
135	2009.02.23 17:00	buy	68	1.00	1.25217	0.00000	0.00000
136	2009.02.24 03:00	close	68	1.00	1.25015	0.00000	0.00000	-162.08	2767.43
137	2009.02.24 06:00	sell	69	1.00	1.24895	0.00000	0.00000
138	2009.02.24 08:00	close	69	1.00	1.25084	0.00000	0.00000	-151.10	2616.33
139	2009.02.24 12:00	sell	70	1.00	1.24711	0.00000	0.00000
140	2009.02.24 13:00	close	70	1.00	1.25155	0.00000	0.00000	-354.76	2261.57
141	2009.02.24 14:00	buy	71	1.00	1.25227	0.00000	0.00000
142	2009.02.24 16:00	close	71	1.00	1.24690	0.00000	0.00000	-430.67	1830.90
143	2009.02.24 17:00	sell	72	1.00	1.24565	0.00000	0.00000
144	2009.02.25 05:00	close	72	1.00	1.24734	0.00000	0.00000	-136.08	1694.82
145	2009.02.25 08:00	buy	73	1.00	1.24760	0.00000	0.00000
146	2009.02.25 09:00	close	73	1.00	1.24305	0.00000	0.00000	-366.04	1328.78
147	2009.02.25 13:00	buy	74	1.00	1.24694	0.00000	0.00000
148	2009.02.25 14:00	close	74	1.00	1.24321	0.00000	0.00000	-300.03	1028.75
149	2009.02.25 16:00	buy	75	1.00	1.24994	0.00000	0.00000
150	2009.02.26 05:00	close	75	1.00	1.25395	0.00000	0.00000	318.28	1347.03
151	2009.02.26 08:00	buy	76	1.00	1.25745	0.00000	0.00000
152	2009.02.26 10:00	close	76	1.00	1.25347	0.00000	0.00000	-317.52	1029.51
153	2009.02.26 14:00	sell	77	1.00	1.24452	0.00000	0.00000
154	2009.02.26 22:00	close	77	1.00	1.25363	0.00000	0.00000	-726.69	302.82