Strategy Tester Report
STCCI
AM-Demo (Build 229)

SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 2010.01.03 22:15 - 2010.11.30 23:01 (2010.01.01 - 2010.12.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersgen="----General inputs----"; Lot=0.1; TakeProfit=0; StopLoss=0; MagicNumber=0; TradeComment=""; CriminalIsECN=false; ccii="----CCI----"; CciPeriod=50; tt="----Trading hours----"; Trade_Hours="Set Morning & Evening Hours"; Trade_Hoursi="Use 24 hour, local time clock"; Trade_Hours_M="Morning Hours 0-12"; start_hourm=7; end_hourm=12; Trade_Hours_E="Evening Hours 12-24"; start_houre=12; end_houre=24; spt="----Specific time inputs----"; StartTime=12.15; tmm="----Trade management module----"; DoNotOverload5DigitCriminals=true; BE="Break even settings"; BreakEven=false; BreakEvenPips=25; BreakEvenProfit=10; HideBreakEvenStop=false; PipsAwayFromVisualBE=5; JSL="Jumping stop loss settings"; JumpingStop=false; JumpingStopPips=50; AddBEP=true; JumpAfterBreakevenOnly=false; HideJumpingStop=false; PipsAwayFromVisualJS=10; TSL="Trailing stop loss settings"; TrailingStop=false; TrailingStopPips=25; HideTrailingStop=false; PipsAwayFromVisualTS=10; TrailAfterBreakevenOnly=false; StopTrailAtPipsProfit=false; StopTrailPips=0; hsl1="Hidden stop loss settings"; HideStopLossEnabled=false; HiddenStopLossPips=20; htp="Hidden take profit settings"; HideTakeProfitEnabled=false; HiddenTakeProfitPips=20; mis="----Odds and ends----"; ShowManagementAlerts=true; DisplayGapSize=30;
Bars in test6347Ticks modelled4079288Modelling quality64.38%
Mismatched charts errors18
Initial deposit10000.00
Total net profit2406.16Gross profit5371.88Gross loss-2965.72
Profit factor1.81Expected payoff23.59
Absolute drawdown293.14Maximal drawdown811.81 (7.72%)Relative drawdown7.72% (811.81)
Total trades102Short positions (won %)48 (56.25%)Long positions (won %)54 (37.04%)
Profit trades (% of total)47 (46.08%)Loss trades (% of total)55 (53.92%)
Largestprofit trade386.06loss trade-119.00
Averageprofit trade114.30loss trade-53.92
Maximumconsecutive wins (profit in money)6 (997.63)consecutive losses (loss in money)10 (-585.35)
Maximalconsecutive profit (count of wins)997.63 (6)consecutive loss (count of losses)-585.35 (10)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.01.04 12:28buy10.101.44000.00000.0000
22010.01.05 19:00close10.101.43620.00000.0000-38.089961.92
32010.01.06 07:00sell20.101.43120.00000.0000
42010.01.06 17:00close20.101.44030.00000.0000-91.009870.92
52010.01.07 12:00sell30.101.43360.00000.0000
62010.01.08 14:00close30.101.44050.00000.0000-68.999801.93
72010.01.08 19:00buy40.101.44230.00000.0000
82010.01.12 20:00close40.101.44970.00000.000073.849875.77
92010.01.13 12:00buy50.101.45480.00000.0000
102010.01.13 17:00close50.101.44900.00000.0000-58.009817.77
112010.01.14 16:00sell60.101.44730.00000.0000
122010.01.19 00:00close60.101.44030.00000.000070.039887.80
132010.01.19 11:00sell70.101.43110.00000.0000
142010.01.22 03:00close70.101.41340.00000.0000177.0510064.85
152010.01.22 10:00buy80.101.41600.00000.0000
162010.01.26 04:00close80.101.41140.00000.0000-46.1610018.69
172010.01.26 21:00sell90.101.40770.00000.0000
182010.02.01 20:00close90.101.39210.00000.0000156.0610174.75
192010.02.02 12:00buy100.101.39500.00000.0000
202010.02.03 16:00close100.101.39130.00000.0000-37.0810137.67
212010.02.03 17:00sell110.101.39040.00000.0000
222010.02.08 17:00close110.101.36990.00000.0000205.0510342.72
232010.02.09 07:00buy120.101.37260.00000.0000
242010.02.10 16:00close120.101.36980.00000.0000-28.0810314.64
252010.02.11 13:00sell130.101.37290.00000.0000
262010.02.16 02:00close130.101.36240.00000.0000105.0310419.67
272010.02.18 08:00sell140.101.35440.00000.0000
282010.02.19 18:00close140.101.35740.00000.0000-29.9910389.68
292010.02.23 08:00buy150.101.36800.00000.0000
302010.02.23 12:00close150.101.35620.00000.0000-118.0010271.68
312010.02.23 15:00sell160.101.35580.00000.0000
322010.02.24 16:00close160.101.36080.00000.0000-49.9910221.69
332010.02.25 13:00sell170.101.34850.00000.0000
342010.02.25 19:00close170.101.35660.00000.0000-81.0010140.69
352010.02.26 10:00buy180.101.35970.00000.0000
362010.03.01 12:00close180.101.35410.00000.0000-56.0810084.61
372010.03.01 15:00sell190.101.35080.00000.0000
382010.03.02 14:00close190.101.35870.00000.0000-78.9910005.62
392010.03.03 10:00buy200.101.36360.00000.0000
402010.03.04 15:00close200.101.36350.00000.0000-1.2410004.38
412010.03.04 17:00sell210.101.35710.00000.0000
422010.03.07 23:15close210.101.36430.00000.0000-71.999932.39
432010.03.08 15:00buy220.101.36760.00000.0000
442010.03.09 00:00close220.101.36190.00000.0000-57.089875.31
452010.03.09 11:00sell230.101.35680.00000.0000
462010.03.10 13:00close230.101.36090.00000.0000-40.999834.32
472010.03.10 16:00buy240.101.36640.00000.0000
482010.03.15 11:00close240.101.37040.00000.000039.609873.92
492010.03.15 16:00sell250.101.36500.00000.0000
502010.03.16 13:00close250.101.37200.00000.0000-69.999803.93
512010.03.16 20:00buy260.101.37770.00000.0000
522010.03.17 22:03close260.101.37360.00000.0000-41.089762.85
532010.03.19 09:00sell270.101.35890.00000.0000
542010.03.22 22:03close270.101.35630.00000.000026.019788.86
552010.03.23 12:00sell280.101.34810.00000.0000
562010.03.23 15:00close280.101.35350.00000.0000-54.009734.86
572010.03.23 19:00sell290.101.34880.00000.0000
582010.03.26 06:00close290.101.33470.00000.0000141.059875.91
592010.03.26 09:00buy300.101.33700.00000.0000
602010.03.30 15:00close300.101.34430.00000.000072.849948.75
612010.03.30 17:00sell310.101.34090.00000.0000
622010.03.31 11:00close310.101.34670.00000.0000-57.999890.76
632010.03.31 14:08buy320.101.35000.00000.0000
642010.04.02 14:00close320.101.35130.00000.000012.689903.44
652010.04.02 16:00sell330.101.34840.00000.0000
662010.04.08 17:00close330.101.33590.00000.0000125.0610028.50
672010.04.09 08:00buy340.101.33890.00000.0000
682010.04.13 16:00close340.101.35620.00000.0000172.8410201.34
692010.04.14 10:00buy350.101.36490.00000.0000
702010.04.15 09:00close350.101.35930.00000.0000-56.2410145.10
712010.04.15 10:00sell360.101.35680.00000.0000
722010.04.20 10:00close360.101.35010.00000.000067.0310212.13
732010.04.20 18:00sell370.101.34350.00000.0000
742010.04.23 16:00close370.101.33630.00000.000072.0510284.18
752010.04.26 23:03buy380.101.33940.00000.0000
762010.04.27 11:00close380.101.33200.00000.0000-74.0810210.10
772010.04.27 12:00sell390.101.33080.00000.0000
782010.04.29 10:00close390.101.32420.00000.000066.0410276.14
792010.04.29 18:00buy400.101.32430.00000.0000
802010.05.03 03:00close400.101.32230.00000.0000-20.1610255.98
812010.05.03 16:00sell410.101.31750.00000.0000
822010.05.07 12:00close410.101.27890.00000.0000386.0610642.04
832010.05.09 23:15buy420.101.28790.00000.0000
842010.05.10 21:00close420.101.27900.00000.0000-89.0810552.96
852010.05.11 22:03sell430.101.26560.00000.0000
862010.05.13 08:00close430.101.26710.00000.0000-14.9610538.00
872010.05.13 10:00sell440.101.25790.00000.0000
882010.05.18 09:00close440.101.23860.00000.0000193.0310731.03
892010.05.18 19:00sell450.101.22620.00000.0000
902010.05.19 15:00close450.101.23220.00000.0000-59.9910671.04
912010.05.20 19:00buy460.101.24940.00000.0000
922010.05.24 09:00close460.101.24670.00000.0000-27.1610643.88
932010.05.24 12:00sell470.101.23850.00000.0000
942010.05.26 10:00close470.101.23350.00000.000050.0210693.90
952010.05.26 16:00sell480.101.22190.00000.0000
962010.05.27 06:00close480.101.22740.00000.0000-54.9710638.93
972010.05.27 17:00buy490.101.23680.00000.0000
982010.05.28 20:00close490.101.22900.00000.0000-78.0810560.85
992010.06.01 08:00sell500.101.22400.00000.0000
1002010.06.01 16:00close500.101.22890.00000.0000-49.0010511.85
1012010.06.03 17:00sell510.101.21930.00000.0000
1022010.06.08 17:00close510.101.19930.00000.0000200.0310711.88
1032010.06.08 23:22buy520.101.19710.00000.0000
1042010.06.09 06:00close520.101.19370.00000.0000-34.0810677.80
1052010.06.09 12:00buy530.101.19730.00000.0000
1062010.06.11 18:00close530.101.20620.00000.000088.6810766.48
1072010.06.15 13:00buy540.101.22620.00000.0000
1082010.06.17 02:00close540.101.22760.00000.000013.6810780.16
1092010.06.17 11:00buy550.101.23860.00000.0000
1102010.06.21 14:00close550.101.23770.00000.0000-9.1610771.00
1112010.06.21 18:00sell560.101.23430.00000.0000
1122010.06.23 20:00close560.101.23240.00000.000019.0210790.02
1132010.06.24 17:00buy570.101.23670.00000.0000
1142010.06.25 10:00close570.101.22890.00000.0000-78.0810711.94
1152010.06.25 19:00buy580.101.23860.00000.0000
1162010.06.28 14:00close580.101.23310.00000.0000-55.0810656.86
1172010.06.28 18:00sell590.101.22970.00000.0000
1182010.06.30 11:00close590.101.22790.00000.000018.0210674.88
1192010.07.01 10:00buy600.101.23010.00000.0000
1202010.07.06 01:00close600.101.25040.00000.0000202.7610877.64
1212010.07.06 08:00buy610.101.25710.00000.0000
1222010.07.09 14:00close610.101.26230.00000.000051.6010929.24
1232010.07.09 15:00sell620.101.26210.00000.0000
1242010.07.13 14:00close620.101.26140.00000.00007.0210936.26
1252010.07.13 15:00buy630.101.26450.00000.0000
1262010.07.19 08:00close630.101.28780.00000.0000232.5211168.78
1272010.07.19 10:00buy640.101.29660.00000.0000
1282010.07.20 12:00close640.101.28980.00000.0000-68.0811100.70
1292010.07.20 12:00sell650.101.28970.00000.0000
1302010.07.22 12:00close650.101.28620.00000.000035.0411135.74
1312010.07.23 10:00buy660.101.29390.00000.0000
1322010.07.23 15:00close660.101.28200.00000.0000-119.0011016.74
1332010.07.26 08:00buy670.101.29500.00000.0000
1342010.07.28 14:00close670.101.29860.00000.000035.8411052.58
1352010.07.28 16:00buy680.101.30140.00000.0000
1362010.07.28 19:00close680.101.29930.00000.0000-21.0011031.58
1372010.08.02 14:00buy690.101.31090.00000.0000
1382010.08.04 16:00close690.101.31420.00000.000032.8411064.42
1392010.08.04 16:00sell700.101.31430.00000.0000
1402010.08.05 11:00close700.101.32140.00000.0000-70.9710993.45
1412010.08.06 14:00buy710.101.32720.00000.0000
1422010.08.09 18:01close710.101.32270.00000.0000-45.0810948.37
1432010.08.10 11:00sell720.101.31580.00000.0000
1442010.08.16 14:00close720.101.28490.00000.0000309.0611257.43
1452010.08.17 09:00buy730.101.28700.00000.0000
1462010.08.18 06:00close730.101.28380.00000.0000-32.0811225.35
1472010.08.18 11:00buy740.101.29030.00000.0000
1482010.08.18 22:03close740.101.28500.00000.0000-53.0011172.35
1492010.08.20 10:00sell750.101.27530.00000.0000
1502010.08.24 17:00close750.101.26760.00000.000077.0211249.37
1512010.08.25 10:00buy760.101.26950.00000.0000
1522010.08.25 12:00close760.101.26440.00000.0000-51.0011198.37
1532010.08.26 15:00buy770.101.27270.00000.0000
1542010.08.30 11:00close770.101.27170.00000.0000-10.1611188.21
1552010.08.30 16:00sell780.101.26870.00000.0000
1562010.08.31 14:00close780.101.27160.00000.0000-28.9911159.22
1572010.09.01 08:00buy790.101.27180.00000.0000
1582010.09.07 01:00close790.101.28170.00000.000098.5211257.74
1592010.09.08 10:16sell800.101.26700.00000.0000
1602010.09.09 11:00close800.101.27170.00000.0000-46.9711210.77
1612010.09.09 15:00buy810.101.27460.00000.0000
1622010.09.09 18:00close810.101.26990.00000.0000-47.0011163.77
1632010.09.14 09:00buy820.101.28990.00000.0000
1642010.09.17 16:00close820.101.30450.00000.0000145.6011309.37
1652010.09.21 10:00buy830.101.31340.00000.0000
1662010.09.23 20:00close830.101.33340.00000.0000199.6811509.05
1672010.09.24 11:00buy840.101.34250.00000.0000
1682010.09.28 08:00close840.101.34050.00000.0000-20.1611488.89
1692010.09.28 09:00sell850.101.34060.00000.0000
1702010.09.28 11:00close850.101.34800.00000.0000-74.0011414.89
1712010.09.28 16:00buy860.101.35460.00000.0000
1722010.10.04 11:00close860.101.36850.00000.0000138.5211553.41
1732010.10.05 10:00buy870.101.37770.00000.0000
1742010.10.07 18:00close870.101.38840.00000.0000106.6811660.09
1752010.10.08 12:00sell880.101.38810.00000.0000
1762010.10.08 16:00close880.101.39330.00000.0000-52.0011608.09
1772010.10.10 23:15buy890.101.39890.00000.0000
1782010.10.11 09:00close890.101.39210.00000.0000-68.0811540.01
1792010.10.11 17:00sell900.101.38760.00000.0000
1802010.10.12 21:00close900.101.39160.00000.0000-39.9911500.02
1812010.10.13 09:00buy910.101.39950.00000.0000
1822010.10.15 16:00close910.101.40100.00000.000014.6811514.70
1832010.10.15 19:00sell920.101.39650.00000.0000
1842010.10.20 15:00close920.101.38970.00000.000068.0311582.73
1852010.10.21 10:00buy930.101.40210.00000.0000
1862010.10.22 02:00close930.101.39070.00000.0000-114.0811468.65
1872010.10.26 14:00sell940.101.39060.00000.0000
1882010.10.28 11:00close940.101.38380.00000.000068.0411536.69
1892010.10.28 14:00buy950.101.38760.00000.0000
1902010.10.29 10:00close950.101.38260.00000.0000-50.0811486.61
1912010.10.31 23:15buy960.101.39750.00000.0000
1922010.11.01 15:00close960.101.38970.00000.0000-78.0811408.53
1932010.11.02 13:00buy970.101.40220.00000.0000
1942010.11.05 11:00close970.101.41020.00000.000079.6011488.13
1952010.11.05 16:00sell980.101.40320.00000.0000
1962010.11.12 14:00close980.101.37450.00000.0000287.0711775.20
1972010.11.15 11:00sell990.101.36120.00000.0000
1982010.11.18 00:00close990.101.35540.00000.000058.0511833.25
1992010.11.18 08:49buy1000.101.36040.00000.0000
2002010.11.22 13:00close1000.101.36650.00000.000060.8411894.09
2012010.11.22 17:00sell1010.101.36110.00000.0000
2022010.11.25 16:00close1010.101.33750.00000.0000236.0512130.14
2032010.11.26 07:00sell1020.101.32720.00000.0000
2042010.11.30 23:59close at stop1020.101.29960.00000.0000276.0212406.16