Report Result : FT_CCI - Desynced Forex Repository

Strategy Tester Report

FT_CCI

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		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	1501	Ticks modelled	13438	Modelling quality	n/a
Mismatched charts errors	0

Initial deposit	10000.00
Total net profit	-341.50	Gross profit	661.18	Gross loss	-1002.68
Profit factor	0.66	Expected payoff	-17.97
Absolute drawdown	893.14	Maximal drawdown	1025.78 (10.12%)	Relative drawdown	10.12% (1025.78)

Total trades	19	Short positions (won %)	8 (50.00%)	Long positions (won %)	11 (45.45%)
		Profit trades (% of total)	9 (47.37%)	Loss trades (% of total)	10 (52.63%)
Largest		profit trade	172.84	loss trade	-244.38
Average		profit trade	73.46	loss trade	-100.27
Maximum		consecutive wins (profit in money)	6 (524.18)	consecutive losses (loss in money)	7 (-766.60)
Maximal		consecutive profit (count of wins)	524.18 (6)	consecutive loss (count of losses)	-766.60 (7)
Average		consecutive wins	2	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.04.01 20:00	sell	1	0.10	1.35702	0.00000	0.00000
2	2010.04.02 18:00	buy	2	0.10	1.34877	0.00000	0.00000
3	2010.04.02 18:00	close	1	0.10	1.34877	0.00000	0.00000	82.42	10082.42
4	2010.04.06 05:00	buy	3	0.10	1.34274	0.00000	0.00000
5	2010.04.07 15:00	buy	4	0.10	1.33402	0.00000	0.00000
6	2010.04.09 12:00	sell	5	0.10	1.33949	0.00000	0.00000
7	2010.04.09 12:00	close	2	0.10	1.33949	0.00000	0.00000	-93.36	9989.06
8	2010.04.09 12:00	close	4	0.10	1.33949	0.00000	0.00000	54.38	10043.44
9	2010.04.09 12:00	close	3	0.10	1.33949	0.00000	0.00000	-32.90	10010.54
10	2010.04.12 03:00	sell	6	0.10	1.36346	0.00000	0.00000
11	2010.04.13 10:00	sell	7	0.10	1.35959	0.00000	0.00000
12	2010.04.15 08:00	buy	8	0.10	1.36388	0.00000	0.00000
13	2010.04.15 08:00	close	5	0.10	1.36388	0.00000	0.00000	-244.38	9766.16
14	2010.04.15 08:00	close	7	0.10	1.36388	0.00000	0.00000	-43.22	9722.94
15	2010.04.15 08:00	close	6	0.10	1.36388	0.00000	0.00000	-4.60	9718.34
16	2010.04.15 13:00	buy	9	0.10	1.35369	0.00000	0.00000
17	2010.04.16 17:00	buy	10	0.10	1.35089	0.00000	0.00000
18	2010.04.21 15:00	buy	11	0.10	1.33859	0.00000	0.00000
19	2010.04.22 11:00	sell	12	0.10	1.34149	0.00000	0.00000
20	2010.04.22 11:00	close	8	0.10	1.34149	0.00000	0.00000	-224.46	9493.88
21	2010.04.22 11:00	close	10	0.10	1.34149	0.00000	0.00000	-94.48	9399.40
22	2010.04.22 11:00	close	9	0.10	1.34149	0.00000	0.00000	-122.56	9276.84
23	2010.04.22 11:00	close	11	0.10	1.34149	0.00000	0.00000	28.76	9305.60
24	2010.04.22 14:00	buy	13	0.10	1.33482	0.00000	0.00000
25	2010.04.22 14:00	close	12	0.10	1.33482	0.00000	0.00000	66.70	9372.30
26	2010.04.23 03:00	buy	14	0.10	1.32309	0.00000	0.00000
27	2010.04.26 13:00	buy	15	0.10	1.33193	0.00000	0.00000
28	2010.04.27 01:00	sell	16	0.10	1.34039	0.00000	0.00000
29	2010.04.27 01:00	close	13	0.10	1.34039	0.00000	0.00000	55.46	9427.76
30	2010.04.27 01:00	close	15	0.10	1.34039	0.00000	0.00000	84.52	9512.28
31	2010.04.27 01:00	close	14	0.10	1.34039	0.00000	0.00000	172.84	9685.12
32	2010.04.27 14:00	buy	17	0.10	1.32880	0.00000	0.00000
33	2010.04.27 14:00	close	16	0.10	1.32880	0.00000	0.00000	115.90	9801.02
34	2010.04.28 16:00	sell	18	0.10	1.31946	0.00000	0.00000
35	2010.04.28 16:00	close	17	0.10	1.31946	0.00000	0.00000	-93.48	9707.54
36	2010.04.29 13:00	sell	19	0.10	1.32438	0.00000	0.00000
37	2010.04.29 23:59	close at stop	19	0.10	1.32436	0.00000	0.00000	0.20	9707.74
38	2010.04.29 23:59	close at stop	18	0.10	1.32436	0.00000	0.00000	-49.24	9658.50