Strategy Tester Report
Matt_3CCI_v2
ODL-MT4 Demo (Build 218)

SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 2008.06.09 00:00 - 2008.10.14 23:00 (2008.06.09 - 2008.10.15)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMagicNumber=0; SignalMail=false; EachTickMode=true; Lots=1; Slippage=3; UseStopLoss=false; StopLoss=100; UseTakeProfit=true; TakeProfit=75; UseTrailingStop=false; TrailingStop=100; _____CCI_Buy_Variables______="___________________________________________________"; Buy1_2=15; Buy2_2=25; Buy3_2=120; _____CCI_Sell_Variables______="___________________________________________________"; Sell1_2=-15; Sell2_2=-25; Sell3_2=-120; _____Close_Buy_Variables______="___________________________________________________"; Auto_Close_Buy=true; CloseBuy1_2=-10; _____Close_Sell_Variables______="___________________________________________________"; Auto_Close_Sell=true; CloseSell1_2=10;
Bars in test3192Ticks modelled1171191Modelling quality90.00%
Mismatched charts errors0
Initial deposit6000.00
Total net profit5006.00Gross profit40967.00Gross loss-35961.00
Profit factor1.14Expected payoff45.10
Absolute drawdown2324.00Maximal drawdown6455.50 (37.81%)Relative drawdown44.30% (2924.00)
Total trades111Short positions (won %)75 (56.00%)Long positions (won %)36 (47.22%)
Profit trades (% of total)59 (53.15%)Loss trades (% of total)52 (46.85%)
Largestprofit trade774.00loss trade-3040.00
Averageprofit trade694.36loss trade-691.56
Maximumconsecutive wins (profit in money)7 (4676.00)consecutive losses (loss in money)4 (-5270.00)
Maximalconsecutive profit (count of wins)4676.00 (7)consecutive loss (count of losses)-5270.00 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12008.06.09 00:01buy11.001.57830.00001.5858
22008.06.09 13:00close11.001.57610.00001.5858-220.005780.00
32008.06.12 07:03sell21.001.54020.00001.5327
42008.06.12 22:26close21.001.54640.00001.5327-620.005160.00
52008.06.13 09:28sell31.001.53580.00001.5283
62008.06.15 22:01close31.001.54060.00001.5283-480.004680.00
72008.06.19 00:01buy41.001.55590.00001.5634
82008.06.19 08:31close41.001.55150.00001.5634-440.004240.00
92008.06.20 08:07buy51.001.55670.00001.5642
102008.06.20 14:06t/p51.001.56420.00001.5642750.004990.00
112008.06.20 14:06buy61.001.56440.00001.5719
122008.06.23 06:00close61.001.55870.00001.5719-562.004428.00
132008.06.24 14:14buy71.001.56140.00001.5689
142008.06.25 06:02close71.001.55660.00001.5689-472.003956.00
152008.06.25 18:28buy81.001.56580.00001.5733
162008.06.26 11:46t/p81.001.57330.00001.5733774.004730.00
172008.06.26 11:46buy91.001.57360.00001.5811
182008.06.27 07:15close91.001.57210.00001.5811-142.004588.00
192008.06.27 07:36buy101.001.57480.00001.5823
202008.06.27 12:30close101.001.57330.00001.5823-150.004438.00
212008.06.27 14:00buy111.001.57520.00001.5827
222008.06.27 16:22close111.001.57410.00001.5827-110.004328.00
232008.06.27 17:00buy121.001.57570.00001.5832
242008.06.30 08:42t/p121.001.58320.00001.5832758.005086.00
252008.06.30 08:42buy131.001.58340.00001.5909
262008.06.30 11:02close131.001.57670.00001.5909-670.004416.00
272008.07.02 07:00buy141.001.58320.00001.5907
282008.07.02 09:03close141.001.57850.00001.5907-470.003946.00
292008.07.02 12:19buy151.001.58390.00001.5914
302008.07.03 12:34close151.001.58570.00001.5914204.004150.00
312008.07.03 15:00sell161.001.57130.00001.5638
322008.07.04 15:35close161.001.57090.00001.563831.504181.50
332008.07.04 16:31sell171.001.56720.00001.5597
342008.07.04 20:02close171.001.57020.00001.5597-300.003881.50
352008.07.07 00:16sell181.001.56800.00001.5605
362008.07.07 15:08close181.001.56750.00001.560550.003931.50
372008.07.10 14:17buy191.001.57720.00001.5847
382008.07.11 12:22t/p191.001.58470.00001.5847758.004689.50
392008.07.11 12:22buy201.001.58490.00001.5924
402008.07.11 13:31t/p201.001.59240.00001.5924750.005439.50
412008.07.11 13:31buy211.001.59260.00001.6001
422008.07.14 07:04close211.001.58600.00001.6001-652.004787.50
432008.07.14 14:04buy221.001.59080.00001.5983
442008.07.14 22:53close221.001.58830.00001.5983-250.004537.50
452008.07.15 01:15buy231.001.59130.00001.5988
462008.07.15 08:02t/p231.001.59880.00001.5988750.005287.50
472008.07.15 08:02buy241.001.59900.00001.6065
482008.07.15 15:26close241.001.59140.00001.6065-760.004527.50
492008.07.22 15:20sell251.001.58020.00001.5727
502008.07.23 09:00t/p251.001.57270.00001.5727741.505269.00
512008.07.23 09:00sell261.001.57250.00001.5650
522008.07.24 08:18t/p261.001.56500.00001.5650724.505993.50
532008.07.24 08:18sell271.001.56470.00001.5572
542008.07.24 14:02close271.001.56980.00001.5572-510.005483.50
552008.07.24 15:00sell281.001.56720.00001.5597
562008.07.24 20:00close281.001.56880.00001.5597-160.005323.50
572008.07.29 14:02sell291.001.56460.00001.5571
582008.07.29 16:15t/p291.001.55710.00001.5571750.006073.50
592008.07.29 16:15sell301.001.55690.00001.5494
602008.07.30 17:05close301.001.55870.00001.5494-188.505885.00
612008.07.30 19:00sell311.001.55710.00001.5496
622008.07.31 02:04close311.001.55830.00001.5496-145.505739.50
632008.08.05 04:31sell321.001.55290.00001.5454
642008.08.05 17:44t/p321.001.54540.00001.5454750.006489.50
652008.08.05 17:44sell331.001.54520.00001.5377
662008.08.06 03:41close331.001.54970.00001.5377-458.506031.00
672008.08.06 09:04sell341.001.54720.00001.5397
682008.08.06 09:18close341.001.54880.00001.5397-160.005871.00
692008.08.06 10:01sell351.001.54680.00001.5393
702008.08.06 12:00close351.001.54830.00001.5393-150.005721.00
712008.08.06 12:38sell361.001.54670.00001.5392
722008.08.07 06:00close361.001.54460.00001.5392184.505905.50
732008.08.07 13:00sell371.001.54130.00001.5338
742008.08.07 15:47t/p371.001.53380.00001.5338750.006655.50
752008.08.07 15:47sell381.001.53360.00001.5261
762008.08.08 00:11t/p381.001.52610.00001.5261741.507397.00
772008.08.08 00:11sell391.001.52580.00001.5183
782008.08.08 07:03t/p391.001.51830.00001.5183750.008147.00
792008.08.08 07:03sell401.001.51800.00001.5105
802008.08.08 11:26t/p401.001.51050.00001.5105750.008897.00
812008.08.08 11:26sell411.001.51030.00001.5028
822008.08.08 13:53t/p411.001.50280.00001.5028750.009647.00
832008.08.08 13:53sell421.001.50260.00001.4951
842008.08.10 22:01t/p421.001.49510.00001.4951750.0010397.00
852008.08.10 22:01sell431.001.49440.00001.4869
862008.08.11 08:02close431.001.50450.00001.4869-1018.509378.50
872008.08.11 12:56sell441.001.49850.00001.4910
882008.08.11 17:29t/p441.001.49100.00001.4910750.0010128.50
892008.08.11 17:29sell451.001.49070.00001.4832
902008.08.12 05:54t/p451.001.48320.00001.4832741.5010870.00
912008.08.12 05:54sell461.001.48300.00001.4755
922008.08.12 12:19close461.001.49250.00001.4755-950.009920.00
932008.08.14 22:34sell471.001.47920.00001.4717
942008.08.15 08:17t/p471.001.47170.00001.4717741.5010661.50
952008.08.15 08:17sell481.001.47150.00001.4640
962008.08.18 01:00close481.001.47370.00001.4640-228.5010433.00
972008.08.18 11:00sell491.001.47030.00001.4628
982008.08.18 15:56close491.001.47290.00001.4628-260.0010173.00
992008.08.18 21:44sell501.001.46750.00001.4600
1002008.08.19 11:00close501.001.47020.00001.4600-278.509894.50
1012008.08.21 13:00buy511.001.48330.00001.4908
1022008.08.21 21:25t/p511.001.49080.00001.4908750.0010644.50
1032008.08.21 21:25buy521.001.49100.00001.4985
1042008.08.22 08:30close521.001.48450.00001.4985-642.0010002.50
1052008.08.26 06:16sell531.001.46770.00001.4602
1062008.08.26 08:09t/p531.001.46020.00001.4602750.0010752.50
1072008.08.26 08:09sell541.001.46000.00001.4525
1082008.08.27 00:07close541.001.46720.00001.4525-728.5010024.00
1092008.08.29 16:52sell551.001.46420.00001.4567
1102008.08.31 22:16close551.001.47240.00001.4567-820.009204.00
1112008.09.01 01:00sell561.001.46370.00001.4562
1122008.09.01 22:48t/p561.001.45620.00001.4562750.009954.00
1132008.09.01 22:48sell571.001.45590.00001.4484
1142008.09.02 09:30t/p571.001.44840.00001.4484741.5010695.50
1152008.09.02 09:30sell581.001.44820.00001.4407
1162008.09.03 07:40t/p581.001.44070.00001.4407741.5011437.00
1172008.09.03 07:40sell591.001.44050.00001.4330
1182008.09.03 16:00close591.001.44880.00001.4330-830.0010607.00
1192008.09.04 14:30sell601.001.43960.00001.4321
1202008.09.04 19:10t/p601.001.43210.00001.4321750.0011357.00
1212008.09.04 19:10sell611.001.43190.00001.4244
1222008.09.04 21:16t/p611.001.42440.00001.4244750.0012107.00
1232008.09.04 21:16sell621.001.42400.00001.4165
1242008.09.05 13:01close621.001.43100.00001.4165-708.5011398.50
1252008.09.05 15:00sell631.001.42630.00001.4188
1262008.09.07 22:00close631.001.43800.00001.4188-1170.0010228.50
1272008.09.08 08:56sell641.001.42450.00001.4170
1282008.09.08 10:13t/p641.001.41700.00001.4170750.0010978.50
1292008.09.08 10:13sell651.001.41680.00001.4093
1302008.09.08 17:23t/p651.001.40930.00001.4093750.0011728.50
1312008.09.08 17:23sell661.001.40910.00001.4016
1322008.09.09 09:00close661.001.41450.00001.4016-548.5011180.00
1332008.09.09 13:00sell671.001.41110.00001.4036
1342008.09.09 14:07close671.001.41400.00001.4036-290.0010890.00
1352008.09.09 14:36sell681.001.40900.00001.4015
1362008.09.09 14:54close681.001.41460.00001.4015-560.0010330.00
1372008.09.10 15:20sell691.001.40350.00001.3960
1382008.09.10 21:54t/p691.001.39600.00001.3960750.0011080.00
1392008.09.10 21:54sell701.001.39580.00001.3883
1402008.09.11 14:06t/p701.001.38830.00001.3883724.5011804.50
1412008.09.11 14:06sell711.001.38810.00001.3806
1422008.09.11 20:00close711.001.39540.00001.3806-730.0011074.50
1432008.09.14 22:00buy721.001.42910.00001.4366
1442008.09.15 02:17t/p721.001.43660.00001.4366758.0011832.50
1452008.09.15 02:17buy731.001.43680.00001.4443
1462008.09.15 03:14t/p731.001.44430.00001.4443750.0012582.50
1472008.09.15 03:14buy741.001.44460.00001.4521
1482008.09.15 10:25close741.001.42210.00001.4521-2250.0010332.50
1492008.09.15 20:00buy751.001.43110.00001.4386
1502008.09.15 20:48close751.001.42250.00001.4386-860.009472.50
1512008.09.17 18:03buy761.001.43400.00001.4415
1522008.09.18 08:28t/p761.001.44150.00001.4415774.0010246.50
1532008.09.18 08:28buy771.001.44170.00001.4492
1542008.09.18 10:06t/p771.001.44920.00001.4492750.0010996.50
1552008.09.18 10:06buy781.001.44950.00001.4570
1562008.09.18 19:00close781.001.43700.00001.4570-1250.009746.50
1572008.09.19 14:51buy791.001.44100.00001.4485
1582008.09.19 19:31t/p791.001.44850.00001.4485750.0010496.50
1592008.09.19 19:31buy801.001.44870.00001.4562
1602008.09.22 03:38t/p801.001.45620.00001.4562758.0011254.50
1612008.09.22 03:38buy811.001.45650.00001.4640
1622008.09.22 13:37t/p811.001.46400.00001.4640750.0012004.50
1632008.09.22 13:37buy821.001.46430.00001.4718
1642008.09.22 16:43t/p821.001.47180.00001.4718750.0012754.50
1652008.09.22 16:43buy831.001.47200.00001.4795
1662008.09.22 17:30t/p831.001.47950.00001.4795750.0013504.50
1672008.09.22 17:30buy841.001.47970.00001.4872
1682008.09.23 08:19close841.001.46970.00001.4872-992.0012512.50
1692008.09.23 10:00buy851.001.47790.00001.4854
1702008.09.23 12:06close851.001.47360.00001.4854-430.0012082.50
1712008.09.28 22:01sell861.001.45180.00001.4443
1722008.09.29 05:39t/p861.001.44430.00001.4443741.5012824.00
1732008.09.29 05:39sell871.001.44410.00001.4366
1742008.09.29 07:15t/p871.001.43660.00001.4366750.0013574.00
1752008.09.29 07:15sell881.001.43640.00001.4289
1762008.09.29 17:46close881.001.45350.00001.4289-1710.0011864.00
1772008.09.29 22:04sell891.001.44110.00001.4336
1782008.09.30 07:02close891.001.44040.00001.433661.5011925.50
1792008.09.30 08:00sell901.001.43660.00001.4291
1802008.09.30 12:34t/p901.001.42910.00001.4291750.0012675.50
1812008.09.30 12:34sell911.001.42890.00001.4214
1822008.09.30 13:25t/p911.001.42140.00001.4214750.0013425.50
1832008.09.30 13:25sell921.001.42120.00001.4137
1842008.09.30 14:34t/p921.001.41370.00001.4137750.0014175.50
1852008.09.30 14:34sell931.001.41350.00001.4060
1862008.09.30 14:59t/p931.001.40600.00001.4060750.0014925.50
1872008.09.30 14:59sell941.001.40580.00001.3983
1882008.10.01 09:44close941.001.41650.00001.3983-1078.5013847.00
1892008.10.01 11:57sell951.001.40840.00001.4009
1902008.10.01 12:29t/p951.001.40090.00001.4009750.0014597.00
1912008.10.01 12:29sell961.001.40060.00001.3931
1922008.10.02 06:09t/p961.001.39310.00001.3931724.5015321.50
1932008.10.02 06:09sell971.001.39290.00001.3854
1942008.10.02 12:35t/p971.001.38540.00001.3854750.0016071.50
1952008.10.02 12:35sell981.001.38520.00001.3777
1962008.10.02 12:50t/p981.001.37770.00001.3777750.0016821.50
1972008.10.02 12:50sell991.001.37740.00001.3699
1982008.10.03 04:11close991.001.38670.00001.3699-938.5015883.00
1992008.10.03 13:18sell1001.001.37250.00001.3650
2002008.10.03 16:07close1001.001.38430.00001.3650-1180.0014703.00
2012008.10.05 22:00sell1011.001.36370.00001.3562
2022008.10.06 06:09t/p1011.001.35620.00001.3562741.5015444.50
2032008.10.06 06:09sell1021.001.35600.00001.3485
2042008.10.06 14:48t/p1021.001.34850.00001.3485750.0016194.50
2052008.10.06 14:48sell1031.001.34830.00001.3408
2062008.10.07 03:59close1031.001.35880.00001.3408-1058.5015136.00
2072008.10.10 13:00sell1041.001.35060.00001.3431
2082008.10.10 14:14close1041.001.36170.00001.3431-1110.0014026.00
2092008.10.10 15:00sell1051.001.35040.00001.3429
2102008.10.10 17:25t/p1051.001.34290.00001.3429750.0014776.00
2112008.10.10 17:25sell1061.001.34260.00001.3351
2122008.10.10 18:26t/p1061.001.33510.00001.3351750.0015526.00
2132008.10.10 18:26sell1071.001.33490.00001.3274
2142008.10.10 18:44t/p1071.001.32740.00001.3274750.0016276.00
2152008.10.10 18:44sell1081.001.32720.00001.3197
2162008.10.12 21:00close1081.001.35760.00001.3197-3040.0013236.00
2172008.10.13 02:54sell1091.001.34600.00001.3385
2182008.10.13 04:00close1091.001.35320.00001.3385-720.0012516.00
2192008.10.13 05:17sell1101.001.34730.00001.3398
2202008.10.13 05:42close1101.001.35620.00001.3398-890.0011626.00
2212008.10.14 10:05buy1111.001.37110.00001.3786
2222008.10.14 19:00close1111.001.36490.00001.3786-620.0011006.00