Strategy Tester Report
cci-pivot trader

SymbolEURUSD (Euro vs. United States Dollar)
Period1 Hour (H1) 2006.07.03 00:00 - 2006.08.01 00:00 (2006.07.01 - 2006.08.01)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersExitMarket=false; ShowSuitablePeriod=false; ShowMarketInfo=false; ShowAccountStatus=false; ShowStat=false; ShowDecision=false; ShowDirection=false; BlockSell=false; BlockBuy=false; ShowLots=false; BlockStopLoss=false; DisableShadowStopLoss=true; DisableExitSell=false; DisableExitBuy=false; EnableMACD=false; EnableMA=false; EnableFractals=false; EnableCCI=true; EnableCyberiaLogic=true; EnableLogicTrading=true; EnableADX=false; EnablePivot=true; BlockPipsator=true; EnableMoneyTrain=false; EnableReverseDetector=true; ReverseIndex=3; MoneyTrainLevel=4; MACDLevel=10; AutoLots=true; MAXLots=10; AutoDirection=true; ValuesPeriodCount=5; ValuesPeriodCountMax=5; SlipPage=1; Lots=0.1; StopLoss=0; TakeProfit=0; SymbolsCount=2; Risk=0.7; StopLossIndex=2.5; AutoStopLossIndex=true; StaticStopLoss=11; StopLevel=0; EnableTrailingStop=true; TimeTradeHoursDisabled="04,06,08,09,12,13,14,15"; GMT=2; MagicNumber=123000;
Bars in test13173Ticks modelled119095Modelling quality90.00%
Initial deposit500.00
Total net profit157.69Gross profit209.69Gross loss-52.00
Profit factor4.03Expected payoff6.31
Absolute drawdown0.00Maximal drawdown34.00 (5.19%)Relative drawdown5.19% (34.00)
Total trades25Short positions (won %)22 (90.91%)Long positions (won %)3 (100.00%)
Profit trades (% of total)23 (92.00%)Loss trades (% of total)2 (8.00%)
Largestprofit trade18.00loss trade-26.00
Averageprofit trade9.12loss trade-26.00
Maximumconsecutive wins (profit in money)19 (155.69)consecutive losses (loss in money)1 (-26.00)
Maximalconsecutive profit (count of wins)155.69 (19)consecutive loss (count of losses)-26.00 (1)
Averageconsecutive wins8consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.07.10 03:54sell10.101.28021.28150.0000
22006.07.10 04:12close10.101.27971.28150.00005.00505.00
32006.07.11 00:35sell20.101.27431.27560.0000
42006.07.11 01:59close20.101.27371.27560.00006.00511.00
52006.07.11 09:40sell30.101.27391.27520.0000
62006.07.11 10:03close30.101.27341.27520.00005.00516.00
72006.07.14 09:37sell40.101.26701.26830.0000
82006.07.14 09:49close40.101.26651.26830.00005.00521.00
92006.07.14 09:53sell50.101.26701.26830.0000
102006.07.14 10:19close50.101.26651.26830.00005.00526.00
112006.07.14 16:16sell60.101.26441.26570.0000
122006.07.14 16:22close60.101.26381.26570.00006.00532.00
132006.07.14 16:41sell70.101.26441.26570.0000
142006.07.14 16:45close70.101.26381.26570.00006.00538.00
152006.07.14 22:59sell80.101.26531.26660.0000
162006.07.17 00:00close80.101.26361.26660.000017.69555.69
172006.07.17 07:51sell90.201.26351.26480.0000
182006.07.17 07:55close90.201.26301.26480.000010.00565.69
192006.07.17 12:14sell100.201.25401.25530.0000
202006.07.17 12:29close100.201.25371.25530.00006.00571.69
212006.07.17 12:35sell110.201.25401.25530.0000
222006.07.17 12:53close110.201.25371.25530.00006.00577.69
232006.07.17 12:55sell120.201.25411.25540.0000
242006.07.17 12:59close120.201.25381.25540.00006.00583.69
252006.07.17 12:59sell130.201.25401.25530.0000
262006.07.17 13:14close130.201.25331.25530.000014.00597.69
272006.07.17 13:25sell140.201.25421.25550.0000
282006.07.17 14:00close140.201.25381.25550.00008.00605.69
292006.07.17 17:01sell150.201.25281.25410.0000
302006.07.17 17:01close150.201.25231.25410.000010.00615.69
312006.07.17 17:02sell160.201.25281.25410.0000
322006.07.17 17:12close160.201.25231.25410.000010.00625.69
332006.07.17 17:21sell170.201.25291.25420.0000
342006.07.17 17:22close170.201.25231.25420.000012.00637.69
352006.07.17 17:27sell180.201.25281.25410.0000
362006.07.17 17:41close180.201.25241.25410.00008.00645.69
372006.07.17 17:56sell190.201.25281.25410.0000
382006.07.17 19:15close190.201.25231.25410.000010.00655.69
392006.07.18 12:19sell200.201.25321.25450.0000
402006.07.18 12:38s/l200.201.25451.25450.0000-26.00629.69
412006.07.19 16:00sell210.201.25001.25130.0000
422006.07.19 16:00close210.201.24911.25130.000018.00647.69
432006.07.19 16:00sell220.201.25041.25170.0000
442006.07.19 16:00s/l220.201.25171.25170.0000-26.00621.69
452006.07.19 17:04buy230.201.25511.25380.0000
462006.07.19 17:13close230.201.25571.25380.000012.00633.69
472006.07.20 17:28buy240.201.26351.26220.0000
482006.07.20 17:39close240.201.26401.26220.000010.00643.69
492006.07.20 17:53buy250.201.26351.26220.0000
502006.07.20 18:00close250.201.26421.26220.000014.00657.69