Strategy Tester Report
CCI_TRADER
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 | period=720; | ||||
Bars in test | 1474 | Ticks modelled | 12838 | Modelling quality | n/a |
Mismatched charts errors | 21 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -428.51 | Gross profit | 126.04 | Gross loss | -554.55 |
Profit factor | 0.23 | Expected payoff | -142.84 | ||
Absolute drawdown | 588.51 | Maximal drawdown | 619.53 (6.18%) | Relative drawdown | 6.18% (619.53) |
Total trades | 3 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 1 (0.00%) |
Profit trades (% of total) | 1 (33.33%) | Loss trades (% of total) | 2 (66.67%) | ||
Largest | profit trade | 126.04 | loss trade | -313.10 | |
Average | profit trade | 126.04 | loss trade | -277.27 | |
Maximum | consecutive wins (profit in money) | 1 (126.04) | consecutive losses (loss in money) | 2 (-554.55) | |
Maximal | consecutive profit (count of wins) | 126.04 (1) | consecutive loss (count of losses) | -554.55 (2) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 16:20 | sell | 1 | 0.10 | 1.34662 | 0.00000 | 0.00000 | ||
2 | 2010.03.16 21:00 | close | 1 | 0.10 | 1.37781 | 0.00000 | 0.00000 | -313.10 | 9686.90 |
3 | 2010.03.16 21:03 | buy | 2 | 0.10 | 1.37741 | 0.00000 | 0.00000 | ||
4 | 2010.03.19 13:37 | close | 2 | 0.10 | 1.35330 | 0.00000 | 0.00000 | -241.45 | 9445.45 |
5 | 2010.03.19 14:45 | sell | 3 | 0.10 | 1.35364 | 0.00000 | 0.00000 | ||
6 | 2010.03.26 21:57 | close at stop | 3 | 0.10 | 1.34098 | 0.00000 | 0.00000 | 126.04 | 9571.49 |