Strategy Tester Report
CCI_TRADER
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 | period=720; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -144.94 | Gross profit | 793.77 | Gross loss | -938.71 |
Profit factor | 0.85 | Expected payoff | -36.24 | ||
Absolute drawdown | 1097.85 | Maximal drawdown | 1173.17 (11.64%) | Relative drawdown | 11.64% (1173.17) |
Total trades | 4 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 2 (50.00%) |
Profit trades (% of total) | 2 (50.00%) | Loss trades (% of total) | 2 (50.00%) | ||
Largest | profit trade | 624.94 | loss trade | -493.33 | |
Average | profit trade | 396.88 | loss trade | -469.36 | |
Maximum | consecutive wins (profit in money) | 2 (793.77) | consecutive losses (loss in money) | 2 (-938.71) | |
Maximal | consecutive profit (count of wins) | 793.77 (2) | consecutive loss (count of losses) | -938.71 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 12:00 | sell | 1 | 0.10 | 1.59996 | 0.00000 | 0.00000 | ||
2 | 2010.01.19 01:50 | close | 1 | 0.10 | 1.64419 | 0.00000 | 0.00000 | -445.38 | 9554.62 |
3 | 2010.01.19 01:55 | buy | 2 | 0.10 | 1.64376 | 0.00000 | 0.00000 | ||
4 | 2010.02.01 00:00 | close | 2 | 0.10 | 1.59444 | 0.00000 | 0.00000 | -493.33 | 9061.29 |
5 | 2010.02.01 00:02 | sell | 3 | 0.10 | 1.59389 | 0.00000 | 0.00000 | ||
6 | 2010.04.08 18:00 | close | 3 | 0.10 | 1.52990 | 0.00000 | 0.00000 | 624.94 | 9686.23 |
7 | 2010.04.08 18:02 | buy | 4 | 0.10 | 1.53021 | 0.00000 | 0.00000 | ||
8 | 2010.04.15 23:59 | close at stop | 4 | 0.10 | 1.54710 | 0.00000 | 0.00000 | 168.83 | 9855.06 |