Strategy Tester Report
CCI MA EA
AlpariUK-Demo (Build 226)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.04.01 00:00 - 2010.04.30 00:00 (2010.04.01 - 2010.04.30) | ||||
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 | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -223.00 | Gross profit | 7242.20 | Gross loss | -7465.20 |
Profit factor | 0.97 | Expected payoff | -6.19 | ||
Absolute drawdown | 1359.60 | Maximal drawdown | 3175.80 (24.74%) | Relative drawdown | 24.74% (3175.80) |
Total trades | 36 | Short positions (won %) | 19 (36.84%) | Long positions (won %) | 17 (23.53%) |
Profit trades (% of total) | 11 (30.56%) | Loss trades (% of total) | 25 (69.44%) | ||
Largest | profit trade | 2035.20 | loss trade | -1309.00 | |
Average | profit trade | 658.38 | loss trade | -298.61 | |
Maximum | consecutive wins (profit in money) | 2 (1134.40) | consecutive losses (loss in money) | 5 (-2342.00) | |
Maximal | consecutive profit (count of wins) | 2035.20 (1) | consecutive loss (count of losses) | -2342.00 (5) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.01 03:00 | buy | 1 | 1.00 | 1.35301 | 0.00000 | 0.00000 | ||
2 | 2010.04.01 04:00 | close | 1 | 1.00 | 1.35066 | 0.00000 | 0.00000 | -235.00 | 9765.00 |
3 | 2010.04.01 09:00 | sell | 2 | 1.00 | 1.34797 | 0.00000 | 0.00000 | ||
4 | 2010.04.01 16:00 | close | 2 | 1.00 | 1.35152 | 0.00000 | 0.00000 | -355.00 | 9410.00 |
5 | 2010.04.01 17:00 | buy | 3 | 1.00 | 1.35365 | 0.00000 | 0.00000 | ||
6 | 2010.04.02 06:00 | close | 3 | 1.00 | 1.35670 | 0.00000 | 0.00000 | 304.20 | 9714.20 |
7 | 2010.04.02 15:00 | sell | 4 | 1.00 | 1.35142 | 0.00000 | 0.00000 | ||
8 | 2010.04.05 03:00 | close | 4 | 1.00 | 1.35259 | 0.00000 | 0.00000 | -117.80 | 9596.40 |
9 | 2010.04.05 04:00 | buy | 5 | 1.00 | 1.35318 | 0.00000 | 0.00000 | ||
10 | 2010.04.05 08:00 | close | 5 | 1.00 | 1.35007 | 0.00000 | 0.00000 | -311.00 | 9285.40 |
11 | 2010.04.05 09:00 | sell | 6 | 1.00 | 1.34641 | 0.00000 | 0.00000 | ||
12 | 2010.04.05 16:00 | close | 6 | 1.00 | 1.35245 | 0.00000 | 0.00000 | -604.00 | 8681.40 |
13 | 2010.04.06 02:00 | sell | 7 | 1.00 | 1.34670 | 0.00000 | 0.00000 | ||
14 | 2010.04.06 22:00 | close | 7 | 1.00 | 1.34053 | 0.00000 | 0.00000 | 617.00 | 9298.40 |
15 | 2010.04.07 08:00 | sell | 8 | 1.00 | 1.33625 | 0.00000 | 0.00000 | ||
16 | 2010.04.07 11:00 | close | 8 | 1.00 | 1.33886 | 0.00000 | 0.00000 | -261.00 | 9037.40 |
17 | 2010.04.07 13:00 | sell | 9 | 1.00 | 1.33510 | 0.00000 | 0.00000 | ||
18 | 2010.04.07 20:00 | close | 9 | 1.00 | 1.33714 | 0.00000 | 0.00000 | -204.00 | 8833.40 |
19 | 2010.04.07 23:00 | sell | 10 | 1.00 | 1.33430 | 0.00000 | 0.00000 | ||
20 | 2010.04.08 15:00 | close | 10 | 1.00 | 1.33271 | 0.00000 | 0.00000 | 156.60 | 8990.00 |
21 | 2010.04.08 17:00 | buy | 11 | 1.00 | 1.33564 | 0.00000 | 0.00000 | ||
22 | 2010.04.09 07:00 | close | 11 | 1.00 | 1.33545 | 0.00000 | 0.00000 | -19.80 | 8970.20 |
23 | 2010.04.09 09:00 | buy | 12 | 1.00 | 1.33894 | 0.00000 | 0.00000 | ||
24 | 2010.04.12 12:00 | close | 12 | 1.00 | 1.35930 | 0.00000 | 0.00000 | 2035.20 | 11005.40 |
25 | 2010.04.13 09:00 | buy | 13 | 1.00 | 1.36115 | 0.00000 | 0.00000 | ||
26 | 2010.04.13 11:00 | close | 13 | 1.00 | 1.35821 | 0.00000 | 0.00000 | -294.00 | 10711.40 |
27 | 2010.04.13 15:00 | buy | 14 | 1.00 | 1.36131 | 0.00000 | 0.00000 | ||
28 | 2010.04.13 16:00 | close | 14 | 1.00 | 1.35755 | 0.00000 | 0.00000 | -376.00 | 10335.40 |
29 | 2010.04.13 17:00 | sell | 15 | 1.00 | 1.35611 | 0.00000 | 0.00000 | ||
30 | 2010.04.13 20:00 | close | 15 | 1.00 | 1.35901 | 0.00000 | 0.00000 | -290.00 | 10045.40 |
31 | 2010.04.13 23:00 | buy | 16 | 1.00 | 1.36137 | 0.00000 | 0.00000 | ||
32 | 2010.04.14 10:00 | close | 16 | 1.00 | 1.36282 | 0.00000 | 0.00000 | 144.20 | 10189.60 |
33 | 2010.04.14 18:00 | buy | 17 | 1.00 | 1.36663 | 0.00000 | 0.00000 | ||
34 | 2010.04.15 04:00 | close | 17 | 1.00 | 1.36486 | 0.00000 | 0.00000 | -179.40 | 10010.20 |
35 | 2010.04.15 09:00 | sell | 18 | 1.00 | 1.36275 | 0.00000 | 0.00000 | ||
36 | 2010.04.15 21:00 | close | 18 | 1.00 | 1.35747 | 0.00000 | 0.00000 | 528.00 | 10538.20 |
37 | 2010.04.16 03:00 | sell | 19 | 1.00 | 1.35386 | 0.00000 | 0.00000 | ||
38 | 2010.04.16 11:00 | close | 19 | 1.00 | 1.35607 | 0.00000 | 0.00000 | -221.00 | 10317.20 |
39 | 2010.04.16 13:00 | sell | 20 | 1.00 | 1.35270 | 0.00000 | 0.00000 | ||
40 | 2010.04.19 16:00 | close | 20 | 1.00 | 1.34535 | 0.00000 | 0.00000 | 734.20 | 11051.40 |
41 | 2010.04.20 00:00 | buy | 21 | 1.00 | 1.34897 | 0.00000 | 0.00000 | ||
42 | 2010.04.20 06:00 | close | 21 | 1.00 | 1.34779 | 0.00000 | 0.00000 | -118.00 | 10933.40 |
43 | 2010.04.20 08:00 | sell | 22 | 1.00 | 1.34581 | 0.00000 | 0.00000 | ||
44 | 2010.04.20 11:00 | close | 22 | 1.00 | 1.34955 | 0.00000 | 0.00000 | -374.00 | 10559.40 |
45 | 2010.04.20 12:00 | buy | 23 | 1.00 | 1.35024 | 0.00000 | 0.00000 | ||
46 | 2010.04.20 15:00 | close | 23 | 1.00 | 1.34720 | 0.00000 | 0.00000 | -304.00 | 10255.40 |
47 | 2010.04.20 17:00 | sell | 24 | 1.00 | 1.34610 | 0.00000 | 0.00000 | ||
48 | 2010.04.21 08:00 | close | 24 | 1.00 | 1.34345 | 0.00000 | 0.00000 | 264.20 | 10519.60 |
49 | 2010.04.21 13:00 | sell | 25 | 1.00 | 1.33875 | 0.00000 | 0.00000 | ||
50 | 2010.04.22 07:00 | close | 25 | 1.00 | 1.33927 | 0.00000 | 0.00000 | -54.40 | 10465.20 |
51 | 2010.04.22 10:00 | buy | 26 | 1.00 | 1.34153 | 0.00000 | 0.00000 | ||
52 | 2010.04.22 12:00 | close | 26 | 1.00 | 1.33540 | 0.00000 | 0.00000 | -613.00 | 9852.20 |
53 | 2010.04.22 13:00 | sell | 27 | 1.00 | 1.33392 | 0.00000 | 0.00000 | ||
54 | 2010.04.23 10:00 | close | 27 | 1.00 | 1.32677 | 0.00000 | 0.00000 | 714.20 | 10566.40 |
55 | 2010.04.23 11:00 | buy | 28 | 1.00 | 1.33251 | 0.00000 | 0.00000 | ||
56 | 2010.04.26 07:00 | close | 28 | 1.00 | 1.33672 | 0.00000 | 0.00000 | 420.20 | 10986.60 |
57 | 2010.04.26 11:00 | sell | 29 | 1.00 | 1.33269 | 0.00000 | 0.00000 | ||
58 | 2010.04.26 21:00 | close | 29 | 1.00 | 1.33424 | 0.00000 | 0.00000 | -155.00 | 10831.60 |
59 | 2010.04.26 22:00 | buy | 30 | 1.00 | 1.33677 | 0.00000 | 0.00000 | ||
60 | 2010.04.27 09:00 | close | 30 | 1.00 | 1.33641 | 0.00000 | 0.00000 | -36.80 | 10794.80 |
61 | 2010.04.27 10:00 | sell | 31 | 1.00 | 1.33485 | 0.00000 | 0.00000 | ||
62 | 2010.04.28 06:00 | close | 31 | 1.00 | 1.32160 | 0.00000 | 0.00000 | 1324.20 | 12119.00 |
63 | 2010.04.28 11:00 | sell | 32 | 1.00 | 1.31469 | 0.00000 | 0.00000 | ||
64 | 2010.04.28 12:00 | close | 32 | 1.00 | 1.31839 | 0.00000 | 0.00000 | -370.00 | 11749.00 |
65 | 2010.04.28 15:00 | buy | 33 | 1.00 | 1.32591 | 0.00000 | 0.00000 | ||
66 | 2010.04.28 18:00 | close | 33 | 1.00 | 1.31282 | 0.00000 | 0.00000 | -1309.00 | 10440.00 |
67 | 2010.04.28 19:00 | sell | 34 | 1.00 | 1.31604 | 0.00000 | 0.00000 | ||
68 | 2010.04.28 21:00 | close | 34 | 1.00 | 1.31863 | 0.00000 | 0.00000 | -259.00 | 10181.00 |
69 | 2010.04.29 08:00 | buy | 35 | 1.00 | 1.32255 | 0.00000 | 0.00000 | ||
70 | 2010.04.29 10:00 | close | 35 | 1.00 | 1.32074 | 0.00000 | 0.00000 | -181.00 | 10000.00 |
71 | 2010.04.29 11:00 | buy | 36 | 1.00 | 1.32426 | 0.00000 | 0.00000 | ||
72 | 2010.04.29 16:00 | close | 36 | 1.00 | 1.32203 | 0.00000 | 0.00000 | -223.00 | 9777.00 |