Strategy Tester Report
FT_CCI
AlpariUK-Demo (Build 225)

SymbolUSDCAD (US Dollar vs Canadian Dollar)
Period1 Hour (H1) 2009.01.05 17:00 - 2009.12.31 18:00 (2009.01.01 - 2010.01.01)
ModelControl points (a very crude method, the results must not be considered)
Parameterscciper=14; ccUPur=200; ccDWur=-200; SL=0; TP=0; mn=1; MG=564651; Lots=0.1; time=0; starttime=7; stoptime=17;
Bars in test6211Ticks modelled152607Modelling qualityn/a
Mismatched charts errors70
Initial deposit10000.00
Total net profit-1338.12Gross profit11724.61Gross loss-13062.73
Profit factor0.90Expected payoff-5.13
Absolute drawdown3998.42Maximal drawdown6854.09 (53.32%)Relative drawdown53.32% (6854.09)
Total trades261Short positions (won %)125 (63.20%)Long positions (won %)136 (52.94%)
Profit trades (% of total)151 (57.85%)Loss trades (% of total)110 (42.15%)
Largestprofit trade255.26loss trade-601.27
Averageprofit trade77.65loss trade-118.75
Maximumconsecutive wins (profit in money)15 (1300.90)consecutive losses (loss in money)11 (-1084.86)
Maximalconsecutive profit (count of wins)1351.92 (14)consecutive loss (count of losses)-1613.58 (6)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.05 19:00buy10.101.192190.000000.00000
22009.01.06 08:00sell20.101.193250.000000.00000
32009.01.06 08:00close10.101.193250.000000.000008.7910008.79
42009.01.06 17:00buy30.101.179570.000000.00000
52009.01.06 17:00close20.101.179570.000000.00000115.9710124.76
62009.01.07 16:00buy40.101.187250.000000.00000
72009.01.07 18:00sell50.101.184550.000000.00000
82009.01.07 18:00close30.101.184550.000000.0000041.9510166.71
92009.01.07 18:00close40.101.184550.000000.00000-22.7910143.92
102009.01.07 22:00sell60.101.196500.000000.00000
112009.01.08 11:00sell70.101.201800.000000.00000
122009.01.08 17:00buy80.101.183890.000000.00000
132009.01.08 17:00close50.101.183890.000000.000005.4610149.37
142009.01.08 17:00close70.101.183890.000000.00000151.2810300.65
152009.01.08 17:00close60.101.183890.000000.00000106.4010407.05
162009.01.09 18:00sell90.101.192010.000000.00000
172009.01.09 18:00close80.101.192010.000000.0000068.0310475.08
182009.01.12 11:00sell100.101.195440.000000.00000
192009.01.12 20:00sell110.101.211890.000000.00000
202009.01.13 16:00sell120.101.227850.000000.00000
212009.01.14 05:00buy130.101.217390.000000.00000
222009.01.14 05:00close90.101.217390.000000.00000-208.5910266.49
232009.01.14 05:00close110.101.217390.000000.00000-45.2510221.23
242009.01.14 05:00close100.101.217390.000000.00000-180.3710040.86
252009.01.14 05:00close120.101.217390.000000.0000085.8810126.74
262009.01.14 18:00sell140.101.237250.000000.00000
272009.01.14 18:00close130.101.237250.000000.00000160.5210287.26
282009.01.15 19:00sell150.101.260150.000000.00000
292009.01.19 17:00sell160.101.254730.000000.00000
302009.01.21 19:00sell170.101.266430.000000.00000
312009.01.22 16:00sell180.101.263330.000000.00000
322009.01.23 13:00sell190.101.261490.000000.00000
332009.01.23 21:00buy200.101.234890.000000.00000
342009.01.23 21:00close140.101.234890.000000.0000018.7010305.96
352009.01.23 21:00close160.101.234890.000000.00000160.4410466.40
362009.01.23 21:00close180.101.234890.000000.00000230.2610696.66
372009.01.23 21:00close150.101.234890.000000.00000204.2510900.91
382009.01.23 21:00close190.101.234890.000000.00000215.4011116.31
392009.01.23 21:00close170.101.234890.000000.00000255.2611371.57
402009.01.26 13:00buy210.101.222400.000000.00000
412009.01.27 11:00buy220.101.221620.000000.00000
422009.01.27 15:00sell230.101.226100.000000.00000
432009.01.27 15:00close200.101.226100.000000.00000-71.8711299.70
442009.01.27 15:00close220.101.226100.000000.0000036.5411336.24
452009.01.27 15:00close210.101.226100.000000.0000030.0911366.33
462009.01.28 12:00buy240.101.223790.000000.00000
472009.01.28 12:00close230.101.223790.000000.0000018.8411385.17
482009.01.28 17:00buy250.101.209540.000000.00000
492009.01.30 15:00sell260.101.235900.000000.00000
502009.01.30 15:00close240.101.235900.000000.0000097.6211482.79
512009.01.30 15:00close250.101.235900.000000.00000212.9211695.71
522009.02.03 13:00sell270.101.245710.000000.00000
532009.02.05 10:00sell280.101.234300.000000.00000
542009.02.05 13:00buy290.101.229790.000000.00000
552009.02.05 13:00close260.101.229790.000000.0000049.4611745.17
562009.02.05 13:00close280.101.229790.000000.0000036.6711781.84
572009.02.05 13:00close270.101.229790.000000.00000129.3011911.14
582009.02.06 15:00sell300.101.250600.000000.00000
592009.02.06 15:00close290.101.250600.000000.00000166.3112077.45
602009.02.10 22:00sell310.101.245850.000000.00000
612009.02.11 16:00sell320.101.245800.000000.00000
622009.02.12 18:00sell330.101.247700.000000.00000
632009.02.13 12:00buy340.101.233190.000000.00000
642009.02.13 12:00close300.101.233190.000000.00000140.9212218.37
652009.02.13 12:00close320.101.233190.000000.00000102.1112320.48
662009.02.13 12:00close310.101.233190.000000.00000102.4712422.95
672009.02.13 12:00close330.101.233190.000000.00000117.6212540.57
682009.02.16 15:00sell350.101.247050.000000.00000
692009.02.16 15:00close340.101.247050.000000.00000111.0512651.62
702009.02.17 05:00sell360.101.249350.000000.00000
712009.02.18 16:00buy370.101.260840.000000.00000
722009.02.18 16:00close350.101.260840.000000.00000-109.4412542.18
732009.02.18 16:00close360.101.260840.000000.00000-91.1712451.01
742009.02.19 07:00buy380.101.257970.000000.00000
752009.02.19 13:00buy390.101.252020.000000.00000
762009.02.20 20:00buy400.101.255540.000000.00000
772009.02.24 08:00buy410.101.251190.000000.00000
782009.02.24 18:00buy420.101.247660.000000.00000
792009.02.25 19:00sell430.101.254830.000000.00000
802009.02.25 19:00close370.101.254830.000000.00000-48.5412402.47
812009.02.25 19:00close390.101.254830.000000.0000022.0212424.49
822009.02.25 19:00close410.101.254830.000000.0000028.9212453.41
832009.02.25 19:00close380.101.254830.000000.00000-25.3912428.02
842009.02.25 19:00close420.101.254830.000000.0000057.0512485.07
852009.02.25 19:00close400.101.254830.000000.00000-5.9412479.13
862009.02.26 16:00buy440.101.245340.000000.00000
872009.02.26 16:00close430.101.245340.000000.0000076.0912555.22
882009.02.27 16:00sell450.101.268430.000000.00000
892009.02.27 16:00close440.101.268430.000000.00000181.9512737.17
902009.03.02 15:00sell460.101.281450.000000.00000
912009.03.04 17:00buy470.101.285820.000000.00000
922009.03.04 17:00close450.101.285820.000000.00000-135.3512601.82
932009.03.04 17:00close460.101.285820.000000.00000-34.0612567.75
942009.03.05 14:00sell480.101.283270.000000.00000
952009.03.05 14:00close470.101.283270.000000.00000-20.1512547.60
962009.03.09 15:00sell490.101.302150.000000.00000
972009.03.10 17:00buy500.101.280440.000000.00000
982009.03.10 17:00close480.101.280440.000000.0000021.9912569.59
992009.03.10 17:00close490.101.280440.000000.00000169.5112739.11
1002009.03.12 21:00buy510.101.280070.000000.00000
1012009.03.13 12:00buy520.101.279870.000000.00000
1022009.03.13 14:00sell530.101.271200.000000.00000
1032009.03.13 14:00close500.101.271200.000000.00000-73.1512665.95
1042009.03.13 14:00close520.101.271200.000000.00000-68.2012597.75
1052009.03.13 14:00close510.101.271200.000000.00000-69.8712527.88
1062009.03.13 17:00buy540.101.275800.000000.00000
1072009.03.13 17:00close530.101.275800.000000.00000-36.0612491.82
1082009.03.16 11:00buy550.101.270770.000000.00000
1092009.03.18 14:00sell560.101.263100.000000.00000
1102009.03.18 14:00close540.101.263100.000000.00000-100.8312390.99
1112009.03.18 14:00close550.101.263100.000000.00000-60.9012330.09
1122009.03.18 16:00buy570.101.267990.000000.00000
1132009.03.18 16:00close560.101.267990.000000.00000-38.5612291.53
1142009.03.18 23:00buy580.101.246640.000000.00000
1152009.03.19 11:00buy590.101.242230.000000.00000
1162009.03.19 15:00buy600.101.230700.000000.00000
1172009.03.20 12:00buy610.101.241090.000000.00000
1182009.03.23 23:00buy620.101.224740.000000.00000
1192009.03.24 23:00sell630.101.229940.000000.00000
1202009.03.24 23:00close570.101.229940.000000.00000-309.9111981.61
1212009.03.24 23:00close590.101.229940.000000.00000-100.2011881.42
1222009.03.24 23:00close610.101.229940.000000.00000-90.8311790.58
1232009.03.24 23:00close580.101.229940.000000.00000-136.3311654.25
1242009.03.24 23:00close620.101.229940.000000.0000042.1911696.44
1252009.03.24 23:00close600.101.229940.000000.00000-6.4611689.98
1262009.03.25 11:00sell640.101.232200.000000.00000
1272009.03.25 16:00buy650.101.225440.000000.00000
1282009.03.25 16:00close630.101.225440.000000.0000036.6811726.66
1292009.03.25 16:00close640.101.225440.000000.0000055.1611781.82
1302009.03.26 10:00buy660.101.229590.000000.00000
1312009.03.26 15:00buy670.101.229850.000000.00000
1322009.03.27 14:00sell680.101.235140.000000.00000
1332009.03.27 14:00close650.101.235140.000000.0000078.1611859.98
1342009.03.27 14:00close670.101.235140.000000.0000042.7411902.72
1352009.03.27 14:00close660.101.235140.000000.0000044.8411947.56
1362009.03.30 09:00sell690.101.247970.000000.00000
1372009.04.01 23:00buy700.101.260340.000000.00000
1382009.04.01 23:00close680.101.260340.000000.00000-200.0611747.50
1392009.04.01 23:00close690.101.260340.000000.00000-98.2211649.27
1402009.04.02 17:00buy710.101.245140.000000.00000
1412009.04.03 20:00buy720.101.232520.000000.00000
1422009.04.06 17:00sell730.101.240050.000000.00000
1432009.04.06 17:00close700.101.240050.000000.00000-164.0811485.19
1442009.04.06 17:00close720.101.240050.000000.0000060.6311545.82
1452009.04.06 17:00close710.101.240050.000000.00000-41.2311504.58
1462009.04.09 10:00buy740.101.233430.000000.00000
1472009.04.09 10:00close730.101.233430.000000.0000053.4811558.07
1482009.04.09 17:00buy750.101.225970.000000.00000
1492009.04.10 13:00sell760.101.227350.000000.00000
1502009.04.10 13:00close740.101.227350.000000.00000-49.6311508.43
1512009.04.10 13:00close750.101.227350.000000.0000011.1511519.58
1522009.04.13 16:00buy770.101.229910.000000.00000
1532009.04.13 16:00close760.101.229910.000000.00000-20.8511498.73
1542009.04.14 15:00buy780.101.215490.000000.00000
1552009.04.15 20:00buy790.101.206680.000000.00000
1562009.04.16 21:00sell800.101.210200.000000.00000
1572009.04.16 21:00close770.101.210200.000000.00000-163.3311335.40
1582009.04.16 21:00close790.101.210200.000000.0000028.8111364.21
1592009.04.16 21:00close780.101.210200.000000.00000-44.0811320.13
1602009.04.20 14:00sell810.101.230370.000000.00000
1612009.04.21 17:00sell820.101.242380.000000.00000
1622009.04.22 12:00sell830.101.239830.000000.00000
1632009.04.23 19:00buy840.101.228640.000000.00000
1642009.04.23 19:00close800.101.228640.000000.00000-150.3411169.79
1652009.04.23 19:00close820.101.228640.000000.00000111.6811281.48
1662009.04.23 19:00close810.101.228640.000000.0000013.8911295.37
1672009.04.23 19:00close830.101.228640.000000.0000090.9711386.34
1682009.04.24 14:00buy850.101.218320.000000.00000
1692009.04.27 17:00buy860.101.210440.000000.00000
1702009.04.28 10:00sell870.101.222090.000000.00000
1712009.04.28 10:00close840.101.222090.000000.00000-53.8811332.46
1722009.04.28 10:00close860.101.222090.000000.0000095.2411427.70
1732009.04.28 10:00close850.101.222090.000000.0000030.6711458.36
1742009.04.29 07:00buy880.101.215320.000000.00000
1752009.04.29 07:00close870.101.215320.000000.0000055.6711514.04
1762009.04.30 07:00buy890.101.198700.000000.00000
1772009.05.01 12:00buy900.101.188890.000000.00000
1782009.05.01 14:00buy910.101.186970.000000.00000
1792009.05.08 15:00buy920.101.160000.000000.00000
1802009.05.11 14:00sell930.101.154620.000000.00000
1812009.05.11 14:00close880.101.154620.000000.00000-526.8210987.22
1822009.05.11 14:00close900.101.154620.000000.00000-297.5510689.67
1832009.05.11 14:00close920.101.154620.000000.00000-46.6910642.98
1842009.05.11 14:00close890.101.154620.000000.00000-382.6010260.37
1852009.05.11 14:00close910.101.154620.000000.00000-280.929979.45
1862009.05.12 13:00buy940.101.163810.000000.00000
1872009.05.12 13:00close930.101.163810.000000.00000-79.009900.46
1882009.05.13 17:00sell950.101.166640.000000.00000
1892009.05.13 17:00close940.101.166640.000000.0000024.179924.63
1902009.05.15 10:00sell960.101.171960.000000.00000
1912009.05.15 14:00sell970.101.176160.000000.00000
1922009.05.18 12:00buy980.101.172930.000000.00000
1932009.05.18 12:00close950.101.172930.000000.00000-53.829870.81
1942009.05.18 12:00close970.101.172930.000000.0000027.509898.31
1952009.05.18 12:00close960.101.172930.000000.00000-8.319890.00
1962009.05.19 12:00buy990.101.157660.000000.00000
1972009.05.20 17:00buy1000.101.143510.000000.00000
1982009.05.22 16:00buy1010.101.127690.000000.00000
1992009.05.28 00:00sell1020.101.122020.000000.00000
2002009.05.28 00:00close980.101.122020.000000.00000-454.859435.16
2012009.05.28 00:00close1000.101.122020.000000.00000-192.459242.70
2022009.05.28 00:00close990.101.122020.000000.00000-318.668924.05
2032009.05.28 00:00close1010.101.122020.000000.00000-51.088872.96
2042009.05.28 14:00buy1030.101.121360.000000.00000
2052009.05.28 14:00close1020.101.121360.000000.000005.898878.85
2062009.05.29 10:00buy1040.101.107410.000000.00000
2072009.06.02 15:00buy1050.101.084110.000000.00000
2082009.06.03 13:00sell1060.101.085690.000000.00000
2092009.06.03 13:00close1030.101.085690.000000.00000-328.928549.93
2102009.06.03 13:00close1050.101.085690.000000.0000014.468564.39
2112009.06.03 13:00close1040.101.085690.000000.00000-200.348364.05
2122009.06.03 17:00sell1070.101.097060.000000.00000
2132009.06.04 12:00buy1080.101.106140.000000.00000
2142009.06.04 12:00close1060.101.106140.000000.00000-184.998179.06
2152009.06.04 12:00close1070.101.106140.000000.00000-82.208096.86
2162009.06.05 11:00sell1090.101.101960.000000.00000
2172009.06.05 11:00close1080.101.101960.000000.00000-38.028058.84
2182009.06.05 17:00sell1100.101.111520.000000.00000
2192009.06.08 12:00sell1110.101.128600.000000.00000
2202009.06.09 11:00buy1120.101.110850.000000.00000
2212009.06.09 11:00close1090.101.110850.000000.00000-80.107978.73
2222009.06.09 11:00close1110.101.110850.000000.00000159.758138.48
2232009.06.09 11:00close1100.101.110850.000000.000005.968144.44
2242009.06.10 12:00buy1130.101.101870.000000.00000
2252009.06.15 11:00sell1140.101.129240.000000.00000
2262009.06.15 11:00close1120.101.129240.000000.00000162.308306.74
2272009.06.15 11:00close1130.101.129240.000000.00000241.928548.65
2282009.06.16 13:00buy1150.101.126370.000000.00000
2292009.06.16 13:00close1140.101.126370.000000.0000025.448574.10
2302009.06.17 10:00buy1160.101.132010.000000.00000
2312009.06.18 12:00sell1170.101.132150.000000.00000
2322009.06.18 12:00close1150.101.132150.000000.0000050.688624.78
2332009.06.18 12:00close1160.101.132150.000000.000000.968625.74
2342009.06.18 18:00buy1180.101.128030.000000.00000
2352009.06.18 18:00close1170.101.128030.000000.0000036.528662.26
2362009.06.19 14:00buy1190.101.128250.000000.00000
2372009.06.23 17:00buy1200.101.155120.000000.00000
2382009.06.25 00:00sell1210.101.155350.000000.00000
2392009.06.25 00:00close1180.101.155350.000000.00000235.828898.08
2402009.06.25 00:00close1200.101.155350.000000.000001.628899.70
2412009.06.25 00:00close1190.101.155350.000000.00000234.019133.71
2422009.06.25 15:00sell1220.101.161830.000000.00000
2432009.06.30 10:00buy1230.101.154320.000000.00000
2442009.06.30 10:00close1210.101.154320.000000.000008.819142.52
2452009.06.30 10:00close1220.101.154320.000000.0000064.959207.47
2462009.06.30 19:00sell1240.101.161010.000000.00000
2472009.06.30 19:00close1230.101.161010.000000.0000057.629265.09
2482009.07.01 11:00buy1250.101.159320.000000.00000
2492009.07.01 11:00close1240.101.159320.000000.0000014.549279.63
2502009.07.01 17:00buy1260.101.148670.000000.00000
2512009.07.02 12:00sell1270.101.150880.000000.00000
2522009.07.02 12:00close1250.101.150880.000000.00000-73.629206.01
2532009.07.02 12:00close1260.101.150880.000000.0000018.929224.93
2542009.07.02 14:00sell1280.101.152340.000000.00000
2552009.07.02 18:00sell1290.101.159770.000000.00000
2562009.07.03 19:00sell1300.101.161580.000000.00000
2572009.07.06 12:00sell1310.101.165640.000000.00000
2582009.07.07 15:00buy1320.101.156490.000000.00000
2592009.07.07 15:00close1270.101.156490.000000.00000-48.629176.31
2602009.07.07 15:00close1290.101.156490.000000.0000028.259204.56
2612009.07.07 15:00close1310.101.156490.000000.0000079.089283.64
2622009.07.07 15:00close1280.101.156490.000000.00000-35.999247.65
2632009.07.07 15:00close1300.101.156490.000000.0000043.949291.59
2642009.07.08 18:00buy1330.101.165890.000000.00000
2652009.07.08 21:00sell1340.101.170850.000000.00000
2662009.07.08 21:00close1320.101.170850.000000.00000122.569414.14
2672009.07.08 21:00close1330.101.170850.000000.0000042.369456.50
2682009.07.10 14:00sell1350.101.163660.000000.00000
2692009.07.13 20:00buy1360.101.153320.000000.00000
2702009.07.13 20:00close1340.101.153320.000000.00000151.819608.32
2712009.07.13 20:00close1350.101.153320.000000.0000089.619697.93
2722009.07.14 14:00buy1370.101.144650.000000.00000
2732009.07.15 17:00buy1380.101.121520.000000.00000
2742009.07.17 17:00buy1390.101.116560.000000.00000
2752009.07.20 06:00buy1400.101.108040.000000.00000
2762009.07.21 17:00buy1410.101.102180.000000.00000
2772009.07.22 19:00buy1420.101.098290.000000.00000
2782009.07.23 20:00buy1430.101.088020.000000.00000
2792009.07.27 15:00buy1440.101.081290.000000.00000
2802009.07.28 11:00buy1450.101.079390.000000.00000
2812009.07.28 19:00sell1460.101.088050.000000.00000
2822009.07.28 19:00close1360.101.088050.000000.00000-601.279096.67
2832009.07.28 19:00close1380.101.088050.000000.00000-308.818787.85
2842009.07.28 19:00close1400.101.088050.000000.00000-184.468603.39
2852009.07.28 19:00close1420.101.088050.000000.00000-94.668508.73
2862009.07.28 19:00close1440.101.088050.000000.0000062.048570.77
2872009.07.28 19:00close1370.101.088050.000000.00000-521.498049.27
2882009.07.28 19:00close1410.101.088050.000000.00000-130.527918.76
2892009.07.28 19:00close1450.101.088050.000000.0000079.597998.35
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