Strategy Tester Report
CCI MA EA
AlpariUK-Demo (Build 226)
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 1 Hour (H1) 2010.01.04 00:00 - 2010.04.16 00:00 (2010.01.01 - 2010.04.16) | ||||
| 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 | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
| Mismatched charts errors | 9 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -10087.40 | Gross profit | 633.70 | Gross loss | -10721.10 |
| Profit factor | 0.06 | Expected payoff | -403.50 | ||
| Absolute drawdown | 10087.40 | Maximal drawdown | 10178.40 (100.87%) | Relative drawdown | 100.87% (10178.40) |
| Total trades | 25 | Short positions (won %) | 11 (18.18%) | Long positions (won %) | 14 (21.43%) |
| Profit trades (% of total) | 5 (20.00%) | Loss trades (% of total) | 20 (80.00%) | ||
| Largest | profit trade | 499.70 | loss trade | -1125.00 | |
| Average | profit trade | 126.74 | loss trade | -536.06 | |
| Maximum | consecutive wins (profit in money) | 1 (499.70) | consecutive losses (loss in money) | 7 (-4497.70) | |
| Maximal | consecutive profit (count of wins) | 499.70 (1) | consecutive loss (count of losses) | -4497.70 (7) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 11:00 | buy | 1 | 1.00 | 1.62316 | 0.00000 | 0.00000 | ||
| 2 | 2010.01.04 17:00 | close | 1 | 1.00 | 1.61191 | 0.00000 | 0.00000 | -1125.00 | 8875.00 |
| 3 | 2010.01.04 20:00 | sell | 2 | 1.00 | 1.60976 | 0.00000 | 0.00000 | ||
| 4 | 2010.01.05 07:00 | close | 2 | 1.00 | 1.61602 | 0.00000 | 0.00000 | -628.20 | 8246.80 |
| 5 | 2010.01.05 08:00 | buy | 3 | 1.00 | 1.61777 | 0.00000 | 0.00000 | ||
| 6 | 2010.01.05 09:00 | close | 3 | 1.00 | 1.60993 | 0.00000 | 0.00000 | -784.00 | 7462.80 |
| 7 | 2010.01.05 10:00 | sell | 4 | 1.00 | 1.60436 | 0.00000 | 0.00000 | ||
| 8 | 2010.01.06 09:00 | close | 4 | 1.00 | 1.60442 | 0.00000 | 0.00000 | -8.20 | 7454.60 |
| 9 | 2010.01.06 10:00 | buy | 5 | 1.00 | 1.60686 | 0.00000 | 0.00000 | ||
| 10 | 2010.01.06 13:00 | close | 5 | 1.00 | 1.59816 | 0.00000 | 0.00000 | -870.00 | 6584.60 |
| 11 | 2010.01.06 14:00 | sell | 6 | 1.00 | 1.59651 | 0.00000 | 0.00000 | ||
| 12 | 2010.01.06 17:00 | close | 6 | 1.00 | 1.60260 | 0.00000 | 0.00000 | -609.00 | 5975.60 |
| 13 | 2010.01.06 22:00 | buy | 7 | 1.00 | 1.60479 | 0.00000 | 0.00000 | ||
| 14 | 2010.01.07 04:00 | close | 7 | 1.00 | 1.60006 | 0.00000 | 0.00000 | -473.30 | 5502.30 |
| 15 | 2010.01.07 07:00 | sell | 8 | 1.00 | 1.59735 | 0.00000 | 0.00000 | ||
| 16 | 2010.01.07 19:00 | close | 8 | 1.00 | 1.59699 | 0.00000 | 0.00000 | 36.00 | 5538.30 |
| 17 | 2010.01.08 04:00 | sell | 9 | 1.00 | 1.59200 | 0.00000 | 0.00000 | ||
| 18 | 2010.01.08 05:00 | close | 9 | 1.00 | 1.59665 | 0.00000 | 0.00000 | -465.00 | 5073.30 |
| 19 | 2010.01.08 09:00 | buy | 10 | 1.00 | 1.59981 | 0.00000 | 0.00000 | ||
| 20 | 2010.01.08 17:00 | close | 10 | 1.00 | 1.59612 | 0.00000 | 0.00000 | -369.00 | 4704.30 |
| 21 | 2010.01.11 01:00 | buy | 11 | 1.00 | 1.61148 | 0.00000 | 0.00000 | ||
| 22 | 2010.01.11 19:00 | close | 11 | 1.00 | 1.61159 | 0.00000 | 0.00000 | 11.00 | 4715.30 |
| 23 | 2010.01.12 05:00 | sell | 12 | 1.00 | 1.60742 | 0.00000 | 0.00000 | ||
| 24 | 2010.01.12 08:00 | close | 12 | 1.00 | 1.61443 | 0.00000 | 0.00000 | -701.00 | 4014.30 |
| 25 | 2010.01.12 11:00 | buy | 13 | 1.00 | 1.61631 | 0.00000 | 0.00000 | ||
| 26 | 2010.01.13 01:00 | close | 13 | 1.00 | 1.61503 | 0.00000 | 0.00000 | -128.10 | 3886.20 |
| 27 | 2010.01.13 06:00 | buy | 14 | 1.00 | 1.62148 | 0.00000 | 0.00000 | ||
| 28 | 2010.01.14 00:00 | close | 14 | 1.00 | 1.62648 | 0.00000 | 0.00000 | 499.70 | 4385.90 |
| 29 | 2010.01.14 02:00 | buy | 15 | 1.00 | 1.63293 | 0.00000 | 0.00000 | ||
| 30 | 2010.01.14 06:00 | close | 15 | 1.00 | 1.62828 | 0.00000 | 0.00000 | -465.00 | 3920.90 |
| 31 | 2010.01.14 15:00 | buy | 16 | 1.00 | 1.63390 | 0.00000 | 0.00000 | ||
| 32 | 2010.01.15 03:00 | close | 16 | 1.00 | 1.63020 | 0.00000 | 0.00000 | -370.10 | 3550.80 |
| 33 | 2010.01.15 06:00 | buy | 17 | 1.00 | 1.63623 | 0.00000 | 0.00000 | ||
| 34 | 2010.01.15 11:00 | close | 17 | 1.00 | 1.63054 | 0.00000 | 0.00000 | -569.00 | 2981.80 |
| 35 | 2010.01.15 12:00 | sell | 18 | 1.00 | 1.62857 | 0.00000 | 0.00000 | ||
| 36 | 2010.01.18 01:00 | close | 18 | 1.00 | 1.63159 | 0.00000 | 0.00000 | -304.20 | 2677.60 |
| 37 | 2010.01.18 05:00 | buy | 19 | 1.00 | 1.63357 | 0.00000 | 0.00000 | ||
| 38 | 2010.01.18 15:00 | close | 19 | 1.00 | 1.63056 | 0.00000 | 0.00000 | -301.00 | 2376.60 |
| 39 | 2010.01.19 00:00 | buy | 20 | 1.00 | 1.63746 | 0.00000 | 0.00000 | ||
| 40 | 2010.01.19 12:00 | close | 20 | 1.00 | 1.63826 | 0.00000 | 0.00000 | 80.00 | 2456.60 |
| 41 | 2010.01.19 13:00 | sell | 21 | 1.00 | 1.63380 | 0.00000 | 0.00000 | ||
| 42 | 2010.01.19 20:00 | close | 21 | 1.00 | 1.64086 | 0.00000 | 0.00000 | -706.00 | 1750.60 |
| 43 | 2010.01.20 03:00 | sell | 22 | 1.00 | 1.63240 | 0.00000 | 0.00000 | ||
| 44 | 2010.01.20 16:00 | close | 22 | 1.00 | 1.63233 | 0.00000 | 0.00000 | 7.00 | 1757.60 |
| 45 | 2010.01.21 04:00 | sell | 23 | 1.00 | 1.62530 | 0.00000 | 0.00000 | ||
| 46 | 2010.01.21 08:00 | close | 23 | 1.00 | 1.63164 | 0.00000 | 0.00000 | -634.00 | 1123.60 |
| 47 | 2010.01.21 09:00 | sell | 24 | 1.00 | 1.62300 | 0.00000 | 0.00000 | ||
| 48 | 2010.01.21 18:00 | close | 24 | 1.00 | 1.62392 | 0.00000 | 0.00000 | -92.00 | 1031.60 |
| 49 | 2010.01.22 09:00 | buy | 25 | 1.00 | 1.62767 | 0.00000 | 0.00000 | ||
| 50 | 2010.01.22 12:50 | close at stop | 25 | 1.00 | 1.61648 | 0.00000 | 0.00000 | -1119.00 | -87.40 |