Report Result : FT_CCI - Desynced Forex Repository

Strategy Tester Report

Download FT_CCI

AlpariUK-Demo (Build 225)

Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01)
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	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2

Initial deposit	10000.00
Total net profit	175.32	Gross profit	628.47	Gross loss	-453.16
Profit factor	1.39	Expected payoff	9.23
Absolute drawdown	552.07	Maximal drawdown	617.51 (6.13%)	Relative drawdown	6.13% (617.51)

Total trades	19	Short positions (won %)	9 (55.56%)	Long positions (won %)	10 (90.00%)
		Profit trades (% of total)	14 (73.68%)	Loss trades (% of total)	5 (26.32%)
Largest		profit trade	91.99	loss trade	-223.94
Average		profit trade	44.89	loss trade	-90.63
Maximum		consecutive wins (profit in money)	13 (618.04)	consecutive losses (loss in money)	4 (-378.10)
Maximal		consecutive profit (count of wins)	618.04 (13)	consecutive loss (count of losses)	-378.10 (4)
Average		consecutive wins	7	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 12:00	buy	1	0.10	1.00046	0.00000	0.00000
2	2009.12.02 20:00	sell	2	0.10	1.00150	0.00000	0.00000
3	2009.12.02 20:00	close	1	0.10	1.00150	0.00000	0.00000	10.43	10010.43
4	2009.12.04 18:00	sell	3	0.10	1.01364	0.00000	0.00000
5	2009.12.07 12:00	sell	4	0.10	1.02083	0.00000	0.00000
6	2009.12.08 16:00	sell	5	0.10	1.02295	0.00000	0.00000
7	2009.12.09 13:00	buy	6	0.10	1.02439	0.00000	0.00000
8	2009.12.09 13:00	close	2	0.10	1.02439	0.00000	0.00000	-223.94	9786.49
9	2009.12.09 13:00	close	4	0.10	1.02439	0.00000	0.00000	-34.89	9751.61
10	2009.12.09 13:00	close	3	0.10	1.02439	0.00000	0.00000	-105.15	9646.46
11	2009.12.09 13:00	close	5	0.10	1.02439	0.00000	0.00000	-14.13	9632.33
12	2009.12.11 13:00	buy	7	0.10	1.02455	0.00000	0.00000
13	2009.12.11 19:00	sell	8	0.10	1.03388	0.00000	0.00000
14	2009.12.11 19:00	close	6	0.10	1.03388	0.00000	0.00000	91.99	9724.32
15	2009.12.11 19:00	close	7	0.10	1.03388	0.00000	0.00000	90.24	9814.56
16	2009.12.14 08:00	buy	9	0.10	1.03190	0.00000	0.00000
17	2009.12.14 08:00	close	8	0.10	1.03190	0.00000	0.00000	19.12	9833.68
18	2009.12.15 12:00	sell	10	0.10	1.03956	0.00000	0.00000
19	2009.12.15 12:00	close	9	0.10	1.03956	0.00000	0.00000	73.74	9907.42
20	2009.12.16 14:00	buy	11	0.10	1.03864	0.00000	0.00000
21	2009.12.16 14:00	close	10	0.10	1.03864	0.00000	0.00000	8.79	9916.21
22	2009.12.17 06:00	sell	12	0.10	1.04652	0.00000	0.00000
23	2009.12.17 06:00	close	11	0.10	1.04652	0.00000	0.00000	75.45	9991.66
24	2009.12.18 05:00	buy	13	0.10	1.03956	0.00000	0.00000
25	2009.12.18 05:00	close	12	0.10	1.03956	0.00000	0.00000	66.88	10058.54
26	2009.12.21 11:00	sell	14	0.10	1.04414	0.00000	0.00000
27	2009.12.21 11:00	close	13	0.10	1.04414	0.00000	0.00000	43.91	10102.45
28	2009.12.22 15:00	sell	15	0.10	1.04607	0.00000	0.00000
29	2009.12.23 16:00	buy	16	0.10	1.04288	0.00000	0.00000
30	2009.12.23 16:00	close	14	0.10	1.04288	0.00000	0.00000	11.94	10114.39
31	2009.12.23 16:00	close	15	0.10	1.04288	0.00000	0.00000	30.52	10144.91
32	2009.12.24 13:00	buy	17	0.10	1.03389	0.00000	0.00000
33	2009.12.29 11:00	buy	18	0.10	1.03004	0.00000	0.00000
34	2009.12.31 10:00	buy	19	0.10	1.03039	0.00000	0.00000
35	2009.12.31 18:57	close at stop	19	0.10	1.03506	0.00000	0.00000	45.12	10190.03
36	2009.12.31 18:57	close at stop	18	0.10	1.03506	0.00000	0.00000	48.70	10238.73
37	2009.12.31 18:57	close at stop	17	0.10	1.03506	0.00000	0.00000	11.65	10250.37
38	2009.12.31 18:57	close at stop	16	0.10	1.03506	0.00000	0.00000	-75.05	10175.32