Report Result : FT_CCI - Desynced Forex Repository

Strategy Tester Report

FT_CCI

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		cciper=14; ccUPur=200; ccDWur=-200; SL=0; TP=0; mn=1; MG=564651; Lots=0.1; time=0; starttime=7; stoptime=17;

Bars in test	1474	Ticks modelled	12836	Modelling quality	n/a
Mismatched charts errors	8

Initial deposit	10000.00
Total net profit	-74.51	Gross profit	1134.08	Gross loss	-1208.59
Profit factor	0.94	Expected payoff	-3.92
Absolute drawdown	399.23	Maximal drawdown	1553.13 (13.92%)	Relative drawdown	13.92% (1553.13)

Total trades	19	Short positions (won %)	6 (66.67%)	Long positions (won %)	13 (53.85%)
		Profit trades (% of total)	11 (57.89%)	Loss trades (% of total)	8 (42.11%)
Largest		profit trade	191.03	loss trade	-326.29
Average		profit trade	103.10	loss trade	-151.07
Maximum		consecutive wins (profit in money)	4 (320.64)	consecutive losses (loss in money)	6 (-1196.81)
Maximal		consecutive profit (count of wins)	431.75 (3)	consecutive loss (count of losses)	-1196.81 (6)
Average		consecutive wins	4	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.03.01 15:00	buy	1	0.10	1.35335	0.00000	0.00000
2	2010.03.02 12:00	buy	2	0.10	1.35302	0.00000	0.00000
3	2010.03.03 20:00	sell	3	0.10	1.37213	0.00000	0.00000
4	2010.03.03 20:00	close	1	0.10	1.37213	0.00000	0.00000	187.66	10187.66
5	2010.03.03 20:00	close	2	0.10	1.37213	0.00000	0.00000	191.03	10378.69
6	2010.03.04 10:00	buy	4	0.10	1.36680	0.00000	0.00000
7	2010.03.04 10:00	close	3	0.10	1.36680	0.00000	0.00000	53.06	10431.75
8	2010.03.04 19:00	buy	5	0.10	1.35861	0.00000	0.00000
9	2010.03.05 16:00	buy	6	0.10	1.35688	0.00000	0.00000
10	2010.03.09 14:00	buy	7	0.10	1.35671	0.00000	0.00000
11	2010.03.10 11:00	buy	8	0.10	1.35844	0.00000	0.00000
12	2010.03.10 18:00	sell	9	0.10	1.36569	0.00000	0.00000
13	2010.03.10 18:00	close	4	0.10	1.36569	0.00000	0.00000	-11.38	10420.37
14	2010.03.10 18:00	close	6	0.10	1.36569	0.00000	0.00000	87.89	10508.26
15	2010.03.10 18:00	close	8	0.10	1.36569	0.00000	0.00000	72.50	10580.76
16	2010.03.10 18:00	close	5	0.10	1.36569	0.00000	0.00000	70.52	10651.28
17	2010.03.10 18:00	close	7	0.10	1.36569	0.00000	0.00000	89.73	10741.01
18	2010.03.12 13:00	sell	10	0.10	1.37746	0.00000	0.00000
19	2010.03.15 18:00	buy	11	0.10	1.36569	0.00000	0.00000
20	2010.03.15 18:00	close	9	0.10	1.36569	0.00000	0.00000	-0.40	10740.61
21	2010.03.15 18:00	close	10	0.10	1.36569	0.00000	0.00000	117.62	10858.23
22	2010.03.16 17:00	sell	12	0.10	1.37574	0.00000	0.00000
23	2010.03.16 17:00	close	11	0.10	1.37574	0.00000	0.00000	100.43	10958.66
24	2010.03.17 10:00	sell	13	0.10	1.37764	0.00000	0.00000
25	2010.03.18 08:00	buy	14	0.10	1.36848	0.00000	0.00000
26	2010.03.18 08:00	close	12	0.10	1.36848	0.00000	0.00000	72.28	11030.94
27	2010.03.18 08:00	close	13	0.10	1.36848	0.00000	0.00000	91.36	11122.30
28	2010.03.18 19:00	buy	15	0.10	1.36350	0.00000	0.00000
29	2010.03.19 13:00	buy	16	0.10	1.35677	0.00000	0.00000
30	2010.03.22 16:00	buy	17	0.10	1.35251	0.00000	0.00000
31	2010.03.23 10:00	buy	18	0.10	1.35254	0.00000	0.00000
32	2010.03.25 13:00	sell	19	0.10	1.33590	0.00000	0.00000
33	2010.03.25 13:00	close	14	0.10	1.33590	0.00000	0.00000	-326.29	10796.01
34	2010.03.25 13:00	close	16	0.10	1.33590	0.00000	0.00000	-209.12	10586.89
35	2010.03.25 13:00	close	18	0.10	1.33590	0.00000	0.00000	-166.68	10420.21
36	2010.03.25 13:00	close	15	0.10	1.33590	0.00000	0.00000	-276.49	10143.72
37	2010.03.25 13:00	close	17	0.10	1.33590	0.00000	0.00000	-166.45	9977.27
38	2010.03.26 21:59	close at stop	19	0.10	1.34107	0.00000	0.00000	-51.78	9925.49