Strategy Tester: CCICOMA
Strategy Tester Report
CCICOMA
GCI-Demo (Build 610)
Symbol | EURCHF.s (Euro vs Swiss Franc) | ||||
Period | 15 Minutes (M15) 2014.01.24 05:00 – 2014.02.21 15:45 | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MagicNumber=100000; SignalMail=false; EachTickMode=true; Lots=1; Slippage=3; UseStopLoss=true; StopLoss=18; UseTakeProfit=true; TakeProfit=40; UseTrailingStop=true; TrailingStop=30; | ||||
Bars in test | 2048 | Ticks modelled | 370901 | Modelling quality | 63.91% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 2 | ||
Total net profit | 808.23 | Gross profit | 1496.17 | Gross loss | -687.94 |
Profit factor | 2.17 | Expected payoff | 12.06 | ||
Absolute drawdown | 109.28 | Maximal drawdown | 126.18 (1.26%) | Relative drawdown | 1.26% (126.18) |
Total trades | 67 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 67 (49.25%) |
Profit trades (% of total) | 33 (49.25%) | Loss trades (% of total) | 34 (50.75%) | ||
Largest | profit trade | 48.08 | loss trade | -20.28 | |
Average | profit trade | 45.34 | loss trade | -20.23 | |
Maximum | consecutive wins (profit in money) | 6 (270.37) | consecutive losses (loss in money) | 5 (-101.40) | |
Maximal | consecutive profit (count of wins) | 270.37 (6) | consecutive loss (count of losses) | -101.40 (5) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2014.01.24 06:33 | buy | 1 | 1.00 | 1.22413 | 1.22395 | 1.22453 | ||
2 | 2014.01.24 06:34 | s/l | 1 | 1.00 | 1.22395 | 1.22395 | 1.22453 | -20.28 | 9979.72 |
3 | 2014.01.24 10:56 | buy | 2 | 1.00 | 1.22420 | 1.22402 | 1.22460 | ||
4 | 2014.01.24 10:56 | s/l | 2 | 1.00 | 1.22402 | 1.22402 | 1.22460 | -20.28 | 9959.44 |
5 | 2014.01.24 11:00 | buy | 3 | 1.00 | 1.22385 | 1.22367 | 1.22425 | ||
6 | 2014.01.24 11:12 | s/l | 3 | 1.00 | 1.22367 | 1.22367 | 1.22425 | -20.28 | 9939.16 |
7 | 2014.01.24 11:15 | buy | 4 | 1.00 | 1.22375 | 1.22357 | 1.22415 | ||
8 | 2014.01.24 11:18 | s/l | 4 | 1.00 | 1.22357 | 1.22357 | 1.22415 | -20.28 | 9918.88 |
9 | 2014.01.24 15:47 | buy | 5 | 1.00 | 1.22373 | 1.22355 | 1.22413 | ||
10 | 2014.01.24 15:50 | s/l | 5 | 1.00 | 1.22355 | 1.22355 | 1.22413 | -20.28 | 9898.60 |
11 | 2014.01.26 19:30 | buy | 6 | 1.00 | 1.22311 | 1.22293 | 1.22351 | ||
12 | 2014.01.26 19:38 | t/p | 6 | 1.00 | 1.22351 | 1.22293 | 1.22351 | 45.07 | 9943.67 |
13 | 2014.01.29 09:25 | buy | 7 | 1.00 | 1.22275 | 1.22257 | 1.22315 | ||
14 | 2014.01.29 09:26 | s/l | 7 | 1.00 | 1.22257 | 1.22257 | 1.22315 | -20.28 | 9923.39 |
15 | 2014.01.29 09:32 | buy | 8 | 1.00 | 1.22249 | 1.22231 | 1.22289 | ||
16 | 2014.01.29 09:33 | t/p | 8 | 1.00 | 1.22289 | 1.22231 | 1.22289 | 45.06 | 9968.45 |
17 | 2014.01.29 11:00 | buy | 9 | 1.00 | 1.22217 | 1.22199 | 1.22257 | ||
18 | 2014.01.29 11:01 | t/p | 9 | 1.00 | 1.22257 | 1.22199 | 1.22257 | 45.06 | 10013.51 |
19 | 2014.01.29 13:26 | buy | 10 | 1.00 | 1.22169 | 1.22151 | 1.22209 | ||
20 | 2014.01.29 13:51 | t/p | 10 | 1.00 | 1.22209 | 1.22151 | 1.22209 | 45.06 | 10058.57 |
21 | 2014.01.29 15:15 | buy | 11 | 1.00 | 1.22201 | 1.22183 | 1.22241 | ||
22 | 2014.01.29 15:16 | t/p | 11 | 1.00 | 1.22241 | 1.22183 | 1.22241 | 45.06 | 10103.63 |
23 | 2014.01.29 15:38 | buy | 12 | 1.00 | 1.22203 | 1.22185 | 1.22243 | ||
24 | 2014.01.29 15:46 | t/p | 12 | 1.00 | 1.22243 | 1.22185 | 1.22243 | 45.07 | 10148.70 |
25 | 2014.01.29 18:01 | buy | 13 | 1.00 | 1.22187 | 1.22169 | 1.22227 | ||
26 | 2014.01.29 18:08 | t/p | 13 | 1.00 | 1.22227 | 1.22169 | 1.22227 | 45.06 | 10193.76 |
27 | 2014.01.29 18:33 | buy | 14 | 1.00 | 1.22206 | 1.22188 | 1.22246 | ||
28 | 2014.01.29 18:41 | s/l | 14 | 1.00 | 1.22188 | 1.22188 | 1.22246 | -20.27 | 10173.49 |
29 | 2014.01.29 18:42 | buy | 15 | 1.00 | 1.22208 | 1.22190 | 1.22248 | ||
30 | 2014.01.29 18:45 | t/p | 15 | 1.00 | 1.22248 | 1.22190 | 1.22248 | 45.06 | 10218.55 |
31 | 2014.01.29 20:03 | buy | 16 | 1.00 | 1.22204 | 1.22186 | 1.22244 | ||
32 | 2014.01.29 20:05 | s/l | 16 | 1.00 | 1.22186 | 1.22186 | 1.22244 | -20.28 | 10198.27 |
33 | 2014.01.30 16:36 | buy | 17 | 1.00 | 1.22391 | 1.22373 | 1.22431 | ||
34 | 2014.01.30 16:36 | s/l | 17 | 1.00 | 1.22373 | 1.22373 | 1.22431 | -20.28 | 10177.99 |
35 | 2014.01.30 17:33 | buy | 18 | 1.00 | 1.22329 | 1.22311 | 1.22369 | ||
36 | 2014.01.30 19:01 | t/p | 18 | 1.00 | 1.22369 | 1.22311 | 1.22369 | 45.07 | 10223.06 |
37 | 2014.01.30 20:15 | buy | 19 | 1.00 | 1.22332 | 1.22314 | 1.22372 | ||
38 | 2014.01.30 20:27 | s/l | 19 | 1.00 | 1.22314 | 1.22314 | 1.22372 | -20.28 | 10202.78 |
39 | 2014.01.30 21:16 | buy | 20 | 1.00 | 1.22322 | 1.22304 | 1.22362 | ||
40 | 2014.01.30 22:05 | s/l | 20 | 1.00 | 1.22304 | 1.22304 | 1.22362 | -20.28 | 10182.50 |
41 | 2014.01.31 07:35 | buy | 21 | 1.00 | 1.22212 | 1.22194 | 1.22252 | ||
42 | 2014.01.31 07:37 | t/p | 21 | 1.00 | 1.22252 | 1.22194 | 1.22252 | 45.07 | 10227.57 |
43 | 2014.01.31 08:48 | buy | 22 | 1.00 | 1.22151 | 1.22133 | 1.22191 | ||
44 | 2014.01.31 08:55 | t/p | 22 | 1.00 | 1.22191 | 1.22133 | 1.22191 | 45.06 | 10272.63 |
45 | 2014.01.31 10:45 | buy | 23 | 1.00 | 1.22164 | 1.22146 | 1.22204 | ||
46 | 2014.01.31 10:48 | s/l | 23 | 1.00 | 1.22146 | 1.22146 | 1.22204 | -20.28 | 10252.35 |
47 | 2014.01.31 10:50 | buy | 24 | 1.00 | 1.22164 | 1.22146 | 1.22204 | ||
48 | 2014.01.31 10:53 | s/l | 24 | 1.00 | 1.22146 | 1.22146 | 1.22204 | -20.28 | 10232.07 |
49 | 2014.01.31 11:02 | buy | 25 | 1.00 | 1.22146 | 1.22128 | 1.22186 | ||
50 | 2014.01.31 11:05 | t/p | 25 | 1.00 | 1.22186 | 1.22128 | 1.22186 | 45.06 | 10277.13 |
51 | 2014.02.02 17:58 | buy | 26 | 1.00 | 1.22246 | 1.22228 | 1.22286 | ||
52 | 2014.02.02 19:00 | t/p | 26 | 1.00 | 1.22286 | 1.22228 | 1.22286 | 45.06 | 10322.19 |
53 | 2014.02.03 07:00 | buy | 27 | 1.00 | 1.22132 | 1.22114 | 1.22172 | ||
54 | 2014.02.03 07:30 | t/p | 27 | 1.00 | 1.22172 | 1.22114 | 1.22172 | 45.06 | 10367.25 |
55 | 2014.02.03 17:02 | buy | 28 | 1.00 | 1.21857 | 1.21839 | 1.21897 | ||
56 | 2014.02.03 17:12 | t/p | 28 | 1.00 | 1.21897 | 1.21839 | 1.21897 | 45.06 | 10412.31 |
57 | 2014.02.03 19:00 | buy | 29 | 1.00 | 1.21877 | 1.21859 | 1.21917 | ||
58 | 2014.02.03 19:02 | t/p | 29 | 1.00 | 1.21917 | 1.21859 | 1.21917 | 45.06 | 10457.37 |
59 | 2014.02.04 16:02 | buy | 30 | 1.00 | 1.22197 | 1.22179 | 1.22237 | ||
60 | 2014.02.04 16:18 | s/l | 30 | 1.00 | 1.22179 | 1.22179 | 1.22237 | -20.27 | 10437.10 |
61 | 2014.02.04 18:01 | buy | 31 | 1.00 | 1.22150 | 1.22132 | 1.22190 | ||
62 | 2014.02.04 18:10 | s/l | 31 | 1.00 | 1.22132 | 1.22132 | 1.22190 | -20.27 | 10416.83 |
63 | 2014.02.04 21:01 | buy | 32 | 1.00 | 1.22153 | 1.22135 | 1.22193 | ||
64 | 2014.02.04 21:07 | s/l | 32 | 1.00 | 1.22135 | 1.22135 | 1.22193 | -20.27 | 10396.56 |
65 | 2014.02.04 21:32 | buy | 33 | 1.00 | 1.22129 | 1.22111 | 1.22169 | ||
66 | 2014.02.04 21:42 | s/l | 33 | 1.00 | 1.22111 | 1.22111 | 1.22169 | -20.28 | 10376.28 |
67 | 2014.02.04 23:32 | buy | 34 | 1.00 | 1.22122 | 1.22104 | 1.22162 | ||
68 | 2014.02.05 01:22 | t/p | 34 | 1.00 | 1.22162 | 1.22104 | 1.22162 | 46.57 | 10422.85 |
69 | 2014.02.10 04:18 | buy | 35 | 1.00 | 1.22279 | 1.22261 | 1.22319 | ||
70 | 2014.02.10 04:25 | s/l | 35 | 1.00 | 1.22261 | 1.22261 | 1.22319 | -20.27 | 10402.58 |
71 | 2014.02.10 23:02 | buy | 36 | 1.00 | 1.22338 | 1.22320 | 1.22378 | ||
72 | 2014.02.11 00:24 | t/p | 36 | 1.00 | 1.22378 | 1.22320 | 1.22378 | 46.58 | 10449.16 |
73 | 2014.02.11 08:01 | buy | 37 | 1.00 | 1.22371 | 1.22353 | 1.22411 | ||
74 | 2014.02.11 08:09 | s/l | 37 | 1.00 | 1.22353 | 1.22353 | 1.22411 | -20.28 | 10428.88 |
75 | 2014.02.11 08:16 | buy | 38 | 1.00 | 1.22347 | 1.22329 | 1.22387 | ||
76 | 2014.02.11 08:17 | s/l | 38 | 1.00 | 1.22329 | 1.22329 | 1.22387 | -20.28 | 10408.60 |
77 | 2014.02.11 08:19 | buy | 39 | 1.00 | 1.22348 | 1.22330 | 1.22388 | ||
78 | 2014.02.11 08:30 | t/p | 39 | 1.00 | 1.22388 | 1.22330 | 1.22388 | 45.06 | 10453.66 |
79 | 2014.02.11 09:15 | buy | 40 | 1.00 | 1.22341 | 1.22323 | 1.22381 | ||
80 | 2014.02.11 09:16 | s/l | 40 | 1.00 | 1.22323 | 1.22323 | 1.22381 | -20.28 | 10433.38 |
81 | 2014.02.11 09:20 | buy | 41 | 1.00 | 1.22341 | 1.22323 | 1.22381 | ||
82 | 2014.02.11 10:01 | t/p | 41 | 1.00 | 1.22381 | 1.22323 | 1.22381 | 45.07 | 10478.45 |
83 | 2014.02.12 07:15 | buy | 42 | 1.00 | 1.22352 | 1.22334 | 1.22392 | ||
84 | 2014.02.12 07:17 | t/p | 42 | 1.00 | 1.22392 | 1.22334 | 1.22392 | 45.07 | 10523.52 |
85 | 2014.02.13 00:31 | buy | 43 | 1.00 | 1.22275 | 1.22257 | 1.22315 | ||
86 | 2014.02.13 00:39 | s/l | 43 | 1.00 | 1.22257 | 1.22257 | 1.22315 | -20.28 | 10503.24 |
87 | 2014.02.13 06:02 | buy | 44 | 1.00 | 1.22150 | 1.22132 | 1.22190 | ||
88 | 2014.02.13 06:05 | s/l | 44 | 1.00 | 1.22132 | 1.22132 | 1.22190 | -20.27 | 10482.97 |
89 | 2014.02.13 17:15 | buy | 45 | 1.00 | 1.22182 | 1.22164 | 1.22222 | ||
90 | 2014.02.13 19:05 | t/p | 45 | 1.00 | 1.22222 | 1.22164 | 1.22222 | 45.06 | 10528.03 |
91 | 2014.02.13 22:01 | buy | 46 | 1.00 | 1.22170 | 1.22152 | 1.22210 | ||
92 | 2014.02.13 22:07 | s/l | 46 | 1.00 | 1.22152 | 1.22152 | 1.22210 | -20.28 | 10507.75 |
93 | 2014.02.13 22:16 | buy | 47 | 1.00 | 1.22163 | 1.22145 | 1.22203 | ||
94 | 2014.02.13 22:19 | s/l | 47 | 1.00 | 1.22145 | 1.22145 | 1.22203 | -20.28 | 10487.47 |
95 | 2014.02.13 23:15 | buy | 48 | 1.00 | 1.22077 | 1.22059 | 1.22117 | ||
96 | 2014.02.13 23:47 | t/p | 48 | 1.00 | 1.22117 | 1.22059 | 1.22117 | 45.07 | 10532.54 |
97 | 2014.02.14 12:19 | buy | 49 | 1.00 | 1.22215 | 1.22197 | 1.22255 | ||
98 | 2014.02.14 12:23 | s/l | 49 | 1.00 | 1.22197 | 1.22197 | 1.22255 | -20.28 | 10512.26 |
99 | 2014.02.14 12:30 | buy | 50 | 1.00 | 1.22201 | 1.22183 | 1.22241 | ||
100 | 2014.02.14 13:23 | s/l | 50 | 1.00 | 1.22183 | 1.22183 | 1.22241 | -20.28 | 10491.98 |
101 | 2014.02.14 15:31 | buy | 51 | 1.00 | 1.22157 | 1.22139 | 1.22197 | ||
102 | 2014.02.16 17:04 | t/p | 51 | 1.00 | 1.22197 | 1.22139 | 1.22197 | 48.08 | 10540.06 |
103 | 2014.02.16 23:45 | buy | 52 | 1.00 | 1.22133 | 1.22115 | 1.22173 | ||
104 | 2014.02.17 02:03 | t/p | 52 | 1.00 | 1.22173 | 1.22115 | 1.22173 | 46.58 | 10586.65 |
105 | 2014.02.18 20:30 | buy | 53 | 1.00 | 1.22130 | 1.22112 | 1.22170 | ||
106 | 2014.02.19 02:44 | t/p | 53 | 1.00 | 1.22170 | 1.22112 | 1.22170 | 46.58 | 10633.23 |
107 | 2014.02.19 03:03 | buy | 54 | 1.00 | 1.22143 | 1.22125 | 1.22183 | ||
108 | 2014.02.19 03:17 | t/p | 54 | 1.00 | 1.22183 | 1.22125 | 1.22183 | 45.06 | 10678.29 |
109 | 2014.02.19 07:19 | buy | 55 | 1.00 | 1.22113 | 1.22095 | 1.22153 | ||
110 | 2014.02.19 08:24 | s/l | 55 | 1.00 | 1.22095 | 1.22095 | 1.22153 | -20.28 | 10658.01 |
111 | 2014.02.19 08:45 | buy | 56 | 1.00 | 1.22067 | 1.22049 | 1.22107 | ||
112 | 2014.02.19 09:36 | t/p | 56 | 1.00 | 1.22107 | 1.22049 | 1.22107 | 45.06 | 10703.07 |
113 | 2014.02.19 11:01 | buy | 57 | 1.00 | 1.22118 | 1.22100 | 1.22158 | ||
114 | 2014.02.19 11:03 | s/l | 57 | 1.00 | 1.22100 | 1.22100 | 1.22158 | -20.27 | 10682.80 |
115 | 2014.02.19 14:00 | buy | 58 | 1.00 | 1.21997 | 1.21979 | 1.22037 | ||
116 | 2014.02.19 14:03 | t/p | 58 | 1.00 | 1.22037 | 1.21979 | 1.22037 | 45.06 | 10727.86 |
117 | 2014.02.19 21:21 | buy | 59 | 1.00 | 1.21934 | 1.21916 | 1.21974 | ||
118 | 2014.02.19 21:35 | t/p | 59 | 1.00 | 1.21974 | 1.21916 | 1.21974 | 45.07 | 10772.93 |
119 | 2014.02.20 03:04 | buy | 60 | 1.00 | 1.21912 | 1.21894 | 1.21952 | ||
120 | 2014.02.20 03:05 | s/l | 60 | 1.00 | 1.21894 | 1.21894 | 1.21952 | -20.28 | 10752.65 |
121 | 2014.02.20 14:30 | buy | 61 | 1.00 | 1.21999 | 1.21981 | 1.22039 | ||
122 | 2014.02.20 17:23 | t/p | 61 | 1.00 | 1.22039 | 1.21981 | 1.22039 | 45.06 | 10797.71 |
123 | 2014.02.20 20:16 | buy | 62 | 1.00 | 1.22012 | 1.21994 | 1.22052 | ||
124 | 2014.02.20 21:07 | s/l | 62 | 1.00 | 1.21994 | 1.21994 | 1.22052 | -20.28 | 10777.43 |
125 | 2014.02.20 21:42 | buy | 63 | 1.00 | 1.21976 | 1.21958 | 1.22016 | ||
126 | 2014.02.20 22:46 | s/l | 63 | 1.00 | 1.21958 | 1.21958 | 1.22016 | -20.28 | 10757.15 |
127 | 2014.02.20 23:47 | buy | 64 | 1.00 | 1.21958 | 1.21940 | 1.21998 | ||
128 | 2014.02.21 01:43 | s/l | 64 | 1.00 | 1.21940 | 1.21940 | 1.21998 | -18.77 | 10738.38 |
129 | 2014.02.21 08:30 | buy | 65 | 1.00 | 1.21939 | 1.21921 | 1.21979 | ||
130 | 2014.02.21 08:30 | s/l | 65 | 1.00 | 1.21921 | 1.21921 | 1.21979 | -20.28 | 10718.10 |
131 | 2014.02.21 08:33 | buy | 66 | 1.00 | 1.21939 | 1.21921 | 1.21979 | ||
132 | 2014.02.21 09:03 | t/p | 66 | 1.00 | 1.21979 | 1.21921 | 1.21979 | 45.06 | 10763.16 |
133 | 2014.02.21 15:15 | buy | 67 | 1.00 | 1.21911 | 1.21893 | 1.21951 | ||
134 | 2014.02.21 15:59 | t/p | 67 | 1.00 | 1.21951 | 1.21893 | 1.21951 | 45.07 | 10808.23 |