Strategy Tester Report
CCI MA EA
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.03.01 00:00 - 2010.03.26 21:00 (2010.03.01 - 2010.03.27) | ||||
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 | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 8 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 2635.20 | Gross profit | 7304.50 | Gross loss | -4669.30 |
Profit factor | 1.56 | Expected payoff | 87.84 | ||
Absolute drawdown | 1728.00 | Maximal drawdown | 1866.00 (18.41%) | Relative drawdown | 18.41% (1866.00) |
Total trades | 30 | Short positions (won %) | 17 (29.41%) | Long positions (won %) | 13 (53.85%) |
Profit trades (% of total) | 12 (40.00%) | Loss trades (% of total) | 18 (60.00%) | ||
Largest | profit trade | 1609.80 | loss trade | -418.00 | |
Average | profit trade | 608.71 | loss trade | -259.41 | |
Maximum | consecutive wins (profit in money) | 2 (1576.00) | consecutive losses (loss in money) | 4 (-1233.00) | |
Maximal | consecutive profit (count of wins) | 1609.80 (1) | consecutive loss (count of losses) | -1233.00 (4) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 01:00 | buy | 1 | 1.00 | 1.36409 | 0.00000 | 0.00000 | ||
2 | 2010.03.01 03:00 | close | 1 | 1.00 | 1.36161 | 0.00000 | 0.00000 | -248.00 | 9752.00 |
3 | 2010.03.01 10:00 | buy | 2 | 1.00 | 1.36349 | 0.00000 | 0.00000 | ||
4 | 2010.03.01 12:00 | close | 2 | 1.00 | 1.35939 | 0.00000 | 0.00000 | -410.00 | 9342.00 |
5 | 2010.03.01 13:00 | sell | 3 | 1.00 | 1.35418 | 0.00000 | 0.00000 | ||
6 | 2010.03.01 21:00 | close | 3 | 1.00 | 1.35766 | 0.00000 | 0.00000 | -348.00 | 8994.00 |
7 | 2010.03.02 08:00 | sell | 4 | 1.00 | 1.35172 | 0.00000 | 0.00000 | ||
8 | 2010.03.02 13:00 | close | 4 | 1.00 | 1.35399 | 0.00000 | 0.00000 | -227.00 | 8767.00 |
9 | 2010.03.02 14:00 | buy | 5 | 1.00 | 1.35636 | 0.00000 | 0.00000 | ||
10 | 2010.03.03 09:00 | close | 5 | 1.00 | 1.36225 | 0.00000 | 0.00000 | 588.30 | 9355.30 |
11 | 2010.03.03 13:00 | buy | 6 | 1.00 | 1.36480 | 0.00000 | 0.00000 | ||
12 | 2010.03.03 14:00 | close | 6 | 1.00 | 1.36222 | 0.00000 | 0.00000 | -258.00 | 9097.30 |
13 | 2010.03.03 15:00 | buy | 7 | 1.00 | 1.36570 | 0.00000 | 0.00000 | ||
14 | 2010.03.04 04:00 | close | 7 | 1.00 | 1.36946 | 0.00000 | 0.00000 | 373.90 | 9471.20 |
15 | 2010.03.04 09:00 | sell | 8 | 1.00 | 1.36391 | 0.00000 | 0.00000 | ||
16 | 2010.03.04 13:00 | close | 8 | 1.00 | 1.36809 | 0.00000 | 0.00000 | -418.00 | 9053.20 |
17 | 2010.03.04 16:00 | sell | 9 | 1.00 | 1.36368 | 0.00000 | 0.00000 | ||
18 | 2010.03.05 05:00 | close | 9 | 1.00 | 1.35943 | 0.00000 | 0.00000 | 424.20 | 9477.40 |
19 | 2010.03.05 14:00 | sell | 10 | 1.00 | 1.35809 | 0.00000 | 0.00000 | ||
20 | 2010.03.05 17:00 | close | 10 | 1.00 | 1.36102 | 0.00000 | 0.00000 | -293.00 | 9184.40 |
21 | 2010.03.05 18:00 | buy | 11 | 1.00 | 1.36090 | 0.00000 | 0.00000 | ||
22 | 2010.03.08 12:00 | close | 11 | 1.00 | 1.36463 | 0.00000 | 0.00000 | 372.30 | 9556.70 |
23 | 2010.03.08 18:00 | sell | 12 | 1.00 | 1.36121 | 0.00000 | 0.00000 | ||
24 | 2010.03.09 05:00 | close | 12 | 1.00 | 1.36336 | 0.00000 | 0.00000 | -215.80 | 9340.90 |
25 | 2010.03.09 08:00 | sell | 13 | 1.00 | 1.36053 | 0.00000 | 0.00000 | ||
26 | 2010.03.09 19:00 | close | 13 | 1.00 | 1.36060 | 0.00000 | 0.00000 | -7.00 | 9333.90 |
27 | 2010.03.10 08:00 | sell | 14 | 1.00 | 1.35823 | 0.00000 | 0.00000 | ||
28 | 2010.03.10 13:00 | close | 14 | 1.00 | 1.36169 | 0.00000 | 0.00000 | -346.00 | 8987.90 |
29 | 2010.03.10 14:00 | buy | 15 | 1.00 | 1.36106 | 0.00000 | 0.00000 | ||
30 | 2010.03.11 02:00 | close | 15 | 1.00 | 1.36307 | 0.00000 | 0.00000 | 198.90 | 9186.80 |
31 | 2010.03.11 10:00 | buy | 16 | 1.00 | 1.36570 | 0.00000 | 0.00000 | ||
32 | 2010.03.11 16:00 | close | 16 | 1.00 | 1.36360 | 0.00000 | 0.00000 | -210.00 | 8976.80 |
33 | 2010.03.11 17:00 | buy | 17 | 1.00 | 1.36751 | 0.00000 | 0.00000 | ||
34 | 2010.03.15 02:00 | close | 17 | 1.00 | 1.37500 | 0.00000 | 0.00000 | 747.60 | 9724.40 |
35 | 2010.03.15 11:00 | sell | 18 | 1.00 | 1.37072 | 0.00000 | 0.00000 | ||
36 | 2010.03.16 03:00 | close | 18 | 1.00 | 1.36840 | 0.00000 | 0.00000 | 231.20 | 9955.60 |
37 | 2010.03.16 09:00 | sell | 19 | 1.00 | 1.36632 | 0.00000 | 0.00000 | ||
38 | 2010.03.16 11:00 | close | 19 | 1.00 | 1.36953 | 0.00000 | 0.00000 | -321.00 | 9634.60 |
39 | 2010.03.16 13:00 | buy | 20 | 1.00 | 1.37160 | 0.00000 | 0.00000 | ||
40 | 2010.03.17 11:00 | close | 20 | 1.00 | 1.37748 | 0.00000 | 0.00000 | 587.30 | 10221.90 |
41 | 2010.03.17 12:00 | buy | 21 | 1.00 | 1.37913 | 0.00000 | 0.00000 | ||
42 | 2010.03.17 13:00 | close | 21 | 1.00 | 1.37740 | 0.00000 | 0.00000 | -173.00 | 10048.90 |
43 | 2010.03.17 17:00 | sell | 22 | 1.00 | 1.37388 | 0.00000 | 0.00000 | ||
44 | 2010.03.17 19:00 | close | 22 | 1.00 | 1.37777 | 0.00000 | 0.00000 | -389.00 | 9659.90 |
45 | 2010.03.17 21:00 | sell | 23 | 1.00 | 1.37396 | 0.00000 | 0.00000 | ||
46 | 2010.03.19 05:00 | close | 23 | 1.00 | 1.36280 | 0.00000 | 0.00000 | 1112.80 | 10772.70 |
47 | 2010.03.19 10:00 | sell | 24 | 1.00 | 1.35902 | 0.00000 | 0.00000 | ||
48 | 2010.03.22 10:00 | close | 24 | 1.00 | 1.35438 | 0.00000 | 0.00000 | 463.20 | 11235.90 |
49 | 2010.03.22 13:00 | sell | 25 | 1.00 | 1.35032 | 0.00000 | 0.00000 | ||
50 | 2010.03.22 16:00 | close | 25 | 1.00 | 1.35251 | 0.00000 | 0.00000 | -219.00 | 11016.90 |
51 | 2010.03.22 18:00 | buy | 26 | 1.00 | 1.35640 | 0.00000 | 0.00000 | ||
52 | 2010.03.23 07:00 | close | 26 | 1.00 | 1.35311 | 0.00000 | 0.00000 | -329.70 | 10687.20 |
53 | 2010.03.23 08:00 | sell | 27 | 1.00 | 1.35192 | 0.00000 | 0.00000 | ||
54 | 2010.03.23 16:00 | close | 27 | 1.00 | 1.35353 | 0.00000 | 0.00000 | -161.00 | 10526.20 |
55 | 2010.03.23 19:00 | sell | 28 | 1.00 | 1.34952 | 0.00000 | 0.00000 | ||
56 | 2010.03.25 10:00 | close | 28 | 1.00 | 1.33339 | 0.00000 | 0.00000 | 1609.80 | 12136.00 |
57 | 2010.03.25 19:00 | sell | 29 | 1.00 | 1.33046 | 0.00000 | 0.00000 | ||
58 | 2010.03.26 03:00 | close | 29 | 1.00 | 1.33141 | 0.00000 | 0.00000 | -95.80 | 12040.20 |
59 | 2010.03.26 07:00 | buy | 30 | 1.00 | 1.33491 | 0.00000 | 0.00000 | ||
60 | 2010.03.26 21:59 | close at stop | 30 | 1.00 | 1.34086 | 0.00000 | 0.00000 | 595.00 | 12635.20 |