Strategy Tester Report
CCI_TRADER
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 | period=720; | ||||
Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
Mismatched charts errors | 70 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -892.29 | Gross profit | 701.62 | Gross loss | -1593.91 |
Profit factor | 0.44 | Expected payoff | -89.23 | ||
Absolute drawdown | 998.05 | Maximal drawdown | 2145.29 (19.25%) | Relative drawdown | 19.25% (2145.29) |
Total trades | 10 | Short positions (won %) | 5 (60.00%) | Long positions (won %) | 5 (0.00%) |
Profit trades (% of total) | 3 (30.00%) | Loss trades (% of total) | 7 (70.00%) | ||
Largest | profit trade | 611.74 | loss trade | -404.50 | |
Average | profit trade | 233.87 | loss trade | -227.70 | |
Maximum | consecutive wins (profit in money) | 1 (611.74) | consecutive losses (loss in money) | 5 (-938.76) | |
Maximal | consecutive profit (count of wins) | 611.74 (1) | consecutive loss (count of losses) | -938.76 (5) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.02.17 09:20 | buy | 1 | 0.10 | 1.25769 | 0.00000 | 0.00000 | ||
2 | 2009.03.19 12:50 | close | 1 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -250.65 | 9749.35 |
3 | 2009.03.19 12:52 | sell | 2 | 0.10 | 1.22972 | 0.00000 | 0.00000 | ||
4 | 2009.06.24 23:00 | close | 2 | 0.10 | 1.15822 | 0.00000 | 0.00000 | 611.74 | 10361.09 |
5 | 2009.06.24 23:02 | buy | 3 | 0.10 | 1.15825 | 0.00000 | 0.00000 | ||
6 | 2009.07.20 01:45 | close | 3 | 0.10 | 1.11336 | 0.00000 | 0.00000 | -404.50 | 9956.59 |
7 | 2009.07.20 01:47 | sell | 4 | 0.10 | 1.11348 | 0.00000 | 0.00000 | ||
8 | 2009.08.31 13:15 | close | 4 | 0.10 | 1.10374 | 0.00000 | 0.00000 | 85.78 | 10042.37 |
9 | 2009.08.31 13:20 | buy | 5 | 0.10 | 1.10475 | 0.00000 | 0.00000 | ||
10 | 2009.09.08 09:03 | close | 5 | 0.10 | 1.07365 | 0.00000 | 0.00000 | -290.07 | 9752.30 |
11 | 2009.09.08 09:06 | sell | 6 | 0.10 | 1.07382 | 0.00000 | 0.00000 | ||
12 | 2009.11.27 09:10 | close | 6 | 0.10 | 1.07363 | 0.00000 | 0.00000 | -3.05 | 9749.25 |
13 | 2009.11.27 09:16 | buy | 7 | 0.10 | 1.07480 | 0.00000 | 0.00000 | ||
14 | 2009.12.01 10:16 | close | 7 | 0.10 | 1.04472 | 0.00000 | 0.00000 | -288.02 | 9461.23 |
15 | 2009.12.01 10:20 | sell | 8 | 0.10 | 1.04511 | 0.00000 | 0.00000 | ||
16 | 2009.12.17 03:02 | close | 8 | 0.10 | 1.06521 | 0.00000 | 0.00000 | -189.76 | 9271.47 |
17 | 2009.12.17 03:05 | buy | 9 | 0.10 | 1.06501 | 0.00000 | 0.00000 | ||
18 | 2009.12.23 18:00 | close | 9 | 0.10 | 1.04745 | 0.00000 | 0.00000 | -167.85 | 9103.62 |
19 | 2009.12.23 18:02 | sell | 10 | 0.10 | 1.04711 | 0.00000 | 0.00000 | ||
20 | 2009.12.31 18:57 | close at stop | 10 | 0.10 | 1.04662 | 0.00000 | 0.00000 | 4.09 | 9107.71 |