Report Result : FT_CCI - Desynced Forex Repository

Strategy Tester Report

FT_CCI

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		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	2762	Ticks modelled	44844	Modelling quality	n/a
Mismatched charts errors	9

Initial deposit	10000.00
Total net profit	41.40	Gross profit	4075.63	Gross loss	-4034.23
Profit factor	1.01	Expected payoff	0.58
Absolute drawdown	2239.06	Maximal drawdown	3936.15 (33.65%)	Relative drawdown	33.65% (3936.15)

Total trades	72	Short positions (won %)	35 (68.57%)	Long positions (won %)	37 (67.57%)
		Profit trades (% of total)	49 (68.06%)	Loss trades (% of total)	23 (31.94%)
Largest		profit trade	229.24	loss trade	-636.14
Average		profit trade	83.18	loss trade	-175.40
Maximum		consecutive wins (profit in money)	11 (1521.54)	consecutive losses (loss in money)	3 (-1194.18)
Maximal		consecutive profit (count of wins)	1521.54 (11)	consecutive loss (count of losses)	-1194.18 (3)
Average		consecutive wins	3	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.05 13:00	buy	1	0.10	1.60147	0.00000	0.00000
2	2010.01.06 11:00	sell	2	0.10	1.60222	0.00000	0.00000
3	2010.01.06 11:00	close	1	0.10	1.60222	0.00000	0.00000	7.49	10007.49
4	2010.01.07 11:00	buy	3	0.10	1.59363	0.00000	0.00000
5	2010.01.07 11:00	close	2	0.10	1.59363	0.00000	0.00000	85.24	10092.73
6	2010.01.08 12:00	sell	4	0.10	1.60151	0.00000	0.00000
7	2010.01.08 12:00	close	3	0.10	1.60151	0.00000	0.00000	78.79	10171.52
8	2010.01.12 13:00	sell	5	0.10	1.61390	0.00000	0.00000
9	2010.01.13 10:00	sell	6	0.10	1.62126	0.00000	0.00000
10	2010.01.14 15:00	buy	7	0.10	1.63140	0.00000	0.00000
11	2010.01.14 15:00	close	4	0.10	1.63140	0.00000	0.00000	-300.22	9871.30
12	2010.01.14 15:00	close	6	0.10	1.63140	0.00000	0.00000	-102.06	9769.24
13	2010.01.14 15:00	close	5	0.10	1.63140	0.00000	0.00000	-175.88	9593.36
14	2010.01.15 13:00	buy	8	0.10	1.62912	0.00000	0.00000
15	2010.01.19 04:00	sell	9	0.10	1.64075	0.00000	0.00000
16	2010.01.19 04:00	close	7	0.10	1.64075	0.00000	0.00000	93.47	9686.83
17	2010.01.19 04:00	close	8	0.10	1.64075	0.00000	0.00000	116.28	9803.11
18	2010.01.20 05:00	buy	10	0.10	1.63216	0.00000	0.00000
19	2010.01.20 05:00	close	9	0.10	1.63216	0.00000	0.00000	85.68	9888.79
20	2010.01.21 12:00	buy	11	0.10	1.61385	0.00000	0.00000
21	2010.01.22 11:00	sell	12	0.10	1.62214	0.00000	0.00000
22	2010.01.22 11:00	close	10	0.10	1.62214	0.00000	0.00000	-100.24	9788.55
23	2010.01.22 11:00	close	11	0.10	1.62214	0.00000	0.00000	82.89	9871.44
24	2010.01.22 16:00	buy	13	0.10	1.61014	0.00000	0.00000
25	2010.01.22 16:00	close	12	0.10	1.61014	0.00000	0.00000	120.00	9991.44
26	2010.01.25 19:00	sell	14	0.10	1.62308	0.00000	0.00000
27	2010.01.25 19:00	close	13	0.10	1.62308	0.00000	0.00000	129.39	10120.83
28	2010.01.26 13:00	buy	15	0.10	1.61191	0.00000	0.00000
29	2010.01.26 13:00	close	14	0.10	1.61191	0.00000	0.00000	111.48	10232.31
30	2010.01.27 14:00	sell	16	0.10	1.62261	0.00000	0.00000
31	2010.01.27 14:00	close	15	0.10	1.62261	0.00000	0.00000	106.99	10339.30
32	2010.01.28 11:00	sell	17	0.10	1.62569	0.00000	0.00000
33	2010.01.29 11:00	sell	18	0.10	1.61477	0.00000	0.00000
34	2010.01.29 17:00	buy	19	0.10	1.60276	0.00000	0.00000
35	2010.01.29 17:00	close	16	0.10	1.60276	0.00000	0.00000	197.62	10536.92
36	2010.01.29 17:00	close	18	0.10	1.60276	0.00000	0.00000	120.10	10657.02
37	2010.01.29 17:00	close	17	0.10	1.60276	0.00000	0.00000	229.08	10886.10
38	2010.02.01 13:00	buy	20	0.10	1.58816	0.00000	0.00000
39	2010.02.03 10:00	sell	21	0.10	1.60520	0.00000	0.00000
40	2010.02.03 10:00	close	19	0.10	1.60520	0.00000	0.00000	24.37	10910.47
41	2010.02.03 10:00	close	20	0.10	1.60520	0.00000	0.00000	170.38	11080.85
42	2010.02.04 13:00	buy	22	0.10	1.58221	0.00000	0.00000
43	2010.02.04 13:00	close	21	0.10	1.58221	0.00000	0.00000	229.24	11310.09
44	2010.02.05 10:00	buy	23	0.10	1.56921	0.00000	0.00000
45	2010.02.08 09:00	buy	24	0.10	1.55686	0.00000	0.00000
46	2010.02.08 19:00	sell	25	0.10	1.56453	0.00000	0.00000
47	2010.02.08 19:00	close	22	0.10	1.56453	0.00000	0.00000	-176.82	11133.27
48	2010.02.08 19:00	close	24	0.10	1.56453	0.00000	0.00000	76.70	11209.97
49	2010.02.08 19:00	close	23	0.10	1.56453	0.00000	0.00000	-46.81	11163.16
50	2010.02.09 20:00	sell	26	0.10	1.56961	0.00000	0.00000
51	2010.02.10 16:00	buy	27	0.10	1.56144	0.00000	0.00000
52	2010.02.10 16:00	close	25	0.10	1.56144	0.00000	0.00000	30.46	11193.62
53	2010.02.10 16:00	close	26	0.10	1.56144	0.00000	0.00000	81.48	11275.10
54	2010.02.12 11:00	sell	28	0.10	1.56542	0.00000	0.00000
55	2010.02.12 11:00	close	27	0.10	1.56542	0.00000	0.00000	39.76	11314.86
56	2010.02.12 14:00	buy	29	0.10	1.56032	0.00000	0.00000
57	2010.02.12 14:00	close	28	0.10	1.56032	0.00000	0.00000	51.00	11365.86
58	2010.02.16 05:00	sell	30	0.10	1.56834	0.00000	0.00000
59	2010.02.16 05:00	close	29	0.10	1.56834	0.00000	0.00000	80.18	11446.04
60	2010.02.16 07:00	sell	31	0.10	1.57011	0.00000	0.00000
61	2010.02.16 17:00	buy	32	0.10	1.56783	0.00000	0.00000
62	2010.02.16 17:00	close	30	0.10	1.56783	0.00000	0.00000	5.10	11451.14
63	2010.02.16 17:00	close	31	0.10	1.56783	0.00000	0.00000	22.80	11473.94
64	2010.02.16 21:00	sell	33	0.10	1.57808	0.00000	0.00000
65	2010.02.16 21:00	close	32	0.10	1.57808	0.00000	0.00000	102.50	11576.44
66	2010.02.17 19:00	buy	34	0.10	1.56996	0.00000	0.00000
67	2010.02.17 19:00	close	33	0.10	1.56996	0.00000	0.00000	80.98	11657.42
68	2010.02.18 12:00	buy	35	0.10	1.56111	0.00000	0.00000
69	2010.02.19 02:00	buy	36	0.10	1.54443	0.00000	0.00000
70	2010.02.23 13:00	buy	37	0.10	1.54100	0.00000	0.00000
71	2010.02.25 19:00	buy	38	0.10	1.52408	0.00000	0.00000
72	2010.02.26 16:00	buy	39	0.10	1.51739	0.00000	0.00000
73	2010.03.01 14:00	buy	40	0.10	1.48870	0.00000	0.00000
74	2010.03.03 04:00	sell	41	0.10	1.50636	0.00000	0.00000
75	2010.03.03 04:00	close	34	0.10	1.50636	0.00000	0.00000	-636.14	11021.28
76	2010.03.03 04:00	close	36	0.10	1.50636	0.00000	0.00000	-380.80	10640.48
77	2010.03.03 04:00	close	38	0.10	1.50636	0.00000	0.00000	-177.24	10463.24
78	2010.03.03 04:00	close	40	0.10	1.50636	0.00000	0.00000	176.58	10639.82
79	2010.03.03 04:00	close	35	0.10	1.50636	0.00000	0.00000	-547.61	10092.21
80	2010.03.03 04:00	close	39	0.10	1.50636	0.00000	0.00000	-110.33	9981.88
81	2010.03.03 04:00	close	37	0.10	1.50636	0.00000	0.00000	-346.48	9635.40
82	2010.03.03 20:00	sell	42	0.10	1.51216	0.00000	0.00000
83	2010.03.04 10:00	buy	43	0.10	1.50613	0.00000	0.00000
84	2010.03.04 10:00	close	41	0.10	1.50613	0.00000	0.00000	1.64	9637.04
85	2010.03.04 10:00	close	42	0.10	1.50613	0.00000	0.00000	59.64	9696.68
86	2010.03.05 19:00	sell	44	0.10	1.51147	0.00000	0.00000
87	2010.03.05 19:00	close	43	0.10	1.51147	0.00000	0.00000	53.39	9750.07
88	2010.03.08 19:00	buy	45	0.10	1.50859	0.00000	0.00000
89	2010.03.08 19:00	close	44	0.10	1.50859	0.00000	0.00000	28.58	9778.65
90	2010.03.10 10:00	buy	46	0.10	1.49269	0.00000	0.00000
91	2010.03.11 14:00	sell	47	0.10	1.50479	0.00000	0.00000
92	2010.03.11 14:00	close	45	0.10	1.50479	0.00000	0.00000	-38.05	9740.60
93	2010.03.11 14:00	close	46	0.10	1.50479	0.00000	0.00000	120.97	9861.57
94	2010.03.12 13:00	sell	48	0.10	1.51601	0.00000	0.00000
95	2010.03.15 13:00	buy	49	0.10	1.50457	0.00000	0.00000
96	2010.03.15 13:00	close	47	0.10	1.50457	0.00000	0.00000	1.76	9863.33
97	2010.03.15 13:00	close	48	0.10	1.50457	0.00000	0.00000	114.18	9977.51
98	2010.03.16 10:00	buy	50	0.10	1.50465	0.00000	0.00000
99	2010.03.16 14:00	sell	51	0.10	1.51333	0.00000	0.00000
100	2010.03.16 14:00	close	49	0.10	1.51333	0.00000	0.00000	87.59	10065.10
101	2010.03.16 14:00	close	50	0.10	1.51333	0.00000	0.00000	86.80	10151.90
102	2010.03.17 13:00	sell	52	0.10	1.53303	0.00000	0.00000
103	2010.03.19 11:00	buy	53	0.10	1.51443	0.00000	0.00000
104	2010.03.19 11:00	close	51	0.10	1.51443	0.00000	0.00000	-12.10	10139.80
105	2010.03.19 11:00	close	52	0.10	1.51443	0.00000	0.00000	185.12	10324.92
106	2010.03.22 18:00	sell	54	0.10	1.50935	0.00000	0.00000
107	2010.03.22 18:00	close	53	0.10	1.50935	0.00000	0.00000	-50.81	10274.11
108	2010.03.23 12:00	buy	55	0.10	1.49909	0.00000	0.00000
109	2010.03.23 12:00	close	54	0.10	1.49909	0.00000	0.00000	102.38	10376.49
110	2010.03.24 16:00	buy	56	0.10	1.49010	0.00000	0.00000
111	2010.03.25 12:00	sell	57	0.10	1.49737	0.00000	0.00000
112	2010.03.25 12:00	close	55	0.10	1.49737	0.00000	0.00000	-17.24	10359.25
113	2010.03.25 12:00	close	56	0.10	1.49737	0.00000	0.00000	72.67	10431.92
114	2010.03.29 11:00	sell	58	0.10	1.49747	0.00000	0.00000
115	2010.03.30 10:00	sell	59	0.10	1.50525	0.00000	0.00000
116	2010.03.31 13:00	sell	60	0.10	1.51481	0.00000	0.00000
117	2010.04.01 19:00	sell	61	0.10	1.52721	0.00000	0.00000
118	2010.04.02 18:00	buy	62	0.10	1.51990	0.00000	0.00000
119	2010.04.02 18:00	close	57	0.10	1.51990	0.00000	0.00000	-227.06	10204.86
120	2010.04.02 18:00	close	59	0.10	1.51990	0.00000	0.00000	-147.60	10057.26
121	2010.04.02 18:00	close	61	0.10	1.51990	0.00000	0.00000	72.88	10130.14
122	2010.04.02 18:00	close	58	0.10	1.51990	0.00000	0.00000	-225.62	9904.52
123	2010.04.02 18:00	close	60	0.10	1.51990	0.00000	0.00000	-51.78	9852.74
124	2010.04.06 06:00	buy	63	0.10	1.52301	0.00000	0.00000
125	2010.04.07 15:00	buy	64	0.10	1.51814	0.00000	0.00000
126	2010.04.08 11:00	buy	65	0.10	1.51982	0.00000	0.00000
127	2010.04.08 19:00	sell	66	0.10	1.52521	0.00000	0.00000
128	2010.04.08 19:00	close	62	0.10	1.52521	0.00000	0.00000	53.04	9905.78
129	2010.04.08 19:00	close	64	0.10	1.52521	0.00000	0.00000	70.67	9976.45
130	2010.04.08 19:00	close	63	0.10	1.52521	0.00000	0.00000	21.96	9998.41
131	2010.04.08 19:00	close	65	0.10	1.52521	0.00000	0.00000	53.90	10052.31
132	2010.04.09 12:00	sell	67	0.10	1.53756	0.00000	0.00000
133	2010.04.12 03:00	sell	68	0.10	1.54320	0.00000	0.00000
134	2010.04.12 16:00	buy	69	0.10	1.53837	0.00000	0.00000
135	2010.04.12 16:00	close	66	0.10	1.53837	0.00000	0.00000	-132.04	9920.27
136	2010.04.12 16:00	close	68	0.10	1.53837	0.00000	0.00000	48.30	9968.57
137	2010.04.12 16:00	close	67	0.10	1.53837	0.00000	0.00000	-8.32	9960.25
138	2010.04.13 14:00	sell	70	0.10	1.54149	0.00000	0.00000
139	2010.04.13 14:00	close	69	0.10	1.54149	0.00000	0.00000	31.19	9991.44
140	2010.04.14 19:00	sell	71	0.10	1.54766	0.00000	0.00000
141	2010.04.15 14:00	buy	72	0.10	1.54370	0.00000	0.00000
142	2010.04.15 14:00	close	70	0.10	1.54370	0.00000	0.00000	-22.98	9968.46
143	2010.04.15 14:00	close	71	0.10	1.54370	0.00000	0.00000	38.94	10007.40
144	2010.04.15 23:59	close at stop	72	0.10	1.54710	0.00000	0.00000	34.00	10041.40