Strategy Tester Report
CCITrendReversal
(Build 445)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2012.11.01 00:00 - 2012.11.08 23:00 (2012.11.01 - 2012.11.09) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | CCI=100; CCILevel=180; MagicNumber=100; Slippage=3; MM=false; Lots=0.1; MaxTrans=3; TrailingStopFunc=false; TrailingStop=50; StopLoss=80; TakeProfit=230; UpperLevel=0; LowerLevel=10; MiddleLevel=50; BuyLevel=0; SellLevel=0; EquityPercent=1; StartSellTime=1970.01.01 00:00; StartBuyTime=1970.01.01 00:00; Debug_Level=1; | ||||
| Bars in test | 1145 | Ticks modelled | 170397 | Modelling quality | 25.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -494.97 | Gross profit | 0.00 | Gross loss | -494.97 |
| Profit factor | 0.00 | Expected payoff | -70.71 | ||
| Absolute drawdown | 524.17 | Maximal drawdown | 594.97 (5.91%) | Relative drawdown | 5.91% (594.97) |
| Total trades | 7 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 7 (0.00%) |
| Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 7 (100.00%) | ||
| Largest | profit trade | 0.00 | loss trade | -80.65 | |
| Average | profit trade | 0.00 | loss trade | -70.71 | |
| Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 7 (-494.97) | |
| Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -494.97 (7) | |
| Average | consecutive wins | 0 | consecutive losses | 7 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2012.11.02 12:26 | buy | 1 | 0.10 | 1.28739 | 1.27939 | 1.31039 | ||
| 2 | 2012.11.02 16:01 | buy | 2 | 0.10 | 1.28688 | 1.27888 | 1.30988 | ||
| 3 | 2012.11.05 03:01 | buy | 3 | 0.10 | 1.28365 | 1.27565 | 1.30665 | ||
| 4 | 2012.11.05 04:00 | buy | 4 | 0.10 | 1.28349 | 1.27549 | 1.30649 | ||
| 5 | 2012.11.05 09:38 | s/l | 1 | 0.10 | 1.27939 | 1.27939 | 1.31039 | -80.13 | 9919.87 |
| 6 | 2012.11.05 09:39 | s/l | 2 | 0.10 | 1.27888 | 1.27888 | 1.30988 | -80.13 | 9839.74 |
| 7 | 2012.11.05 11:27 | buy | 5 | 0.10 | 1.28017 | 1.27217 | 1.30317 | ||
| 8 | 2012.11.05 12:37 | buy | 6 | 0.10 | 1.27968 | 1.27168 | 1.30268 | ||
| 9 | 2012.11.07 14:30 | s/l | 3 | 0.10 | 1.27565 | 1.27565 | 1.30665 | -80.26 | 9759.48 |
| 10 | 2012.11.07 14:30 | buy | 7 | 0.10 | 1.27580 | 1.26780 | 1.29880 | ||
| 11 | 2012.11.07 14:30 | s/l | 4 | 0.10 | 1.27549 | 1.27549 | 1.30649 | -80.26 | 9679.22 |
| 12 | 2012.11.08 12:04 | s/l | 5 | 0.10 | 1.27217 | 1.27217 | 1.30317 | -80.65 | 9598.57 |
| 13 | 2012.11.08 15:14 | s/l | 6 | 0.10 | 1.27168 | 1.27168 | 1.30268 | -80.65 | 9517.92 |
| 14 | 2012.11.08 23:53 | close at stop | 7 | 0.10 | 1.27455 | 1.26780 | 1.29880 | -12.89 | 9505.03 |