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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

Comment

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