Strategy Tester Report
dz vhf adaptive cci trader
FXCM-USDDemo01 (Build 1090)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2018.06.29 07:00 - 2018.09.27 16:00 | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | CciPeriod=25; CciPriceSmoothing=1; CciMaPeriod=7; DzLookBackBars=35; DzBuyProbability=0.9; DzSellProbability=0.9; Threshold=10; bars=1; NoHedge=true; StrictNoHedge=true; StopLoss=0; TakeProfit=25; TradeSpacing=25; BreakenTrailAmount=25; ShowComment=true; UseSmartingale=true; LS1=0.01; LS2=0.02; LS3=0.03; LS4=0.04; LS5=0.05; LS6=0.06; LS7=0.07; LS8=0.08; LS9=0.09; LS10=0.1; LS11=0.11; LS12=0.12; LS13=0.13; LS14=0.14; LS15=0.15; LS16=0.16; LS17=0.17; LS18=0.18; LS19=0.19; LS20=0.2; MagicSeed=1000; | ||||
| Bars in test | 1646 | Ticks modelled | 38743 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | Spread | Current (0) | ||
| Total net profit | 752.66 | Gross profit | 881.80 | Gross loss | -129.14 |
| Profit factor | 6.83 | Expected payoff | 19.81 | ||
| Absolute drawdown | 454.33 | Maximal drawdown | 512.36 (5.09%) | Relative drawdown | 5.09% (512.36) |
| Total trades | 38 | Short positions (won %) | 21 (66.67%) | Long positions (won %) | 17 (100.00%) |
| Profit trades (% of total) | 31 (81.58%) | Loss trades (% of total) | 7 (18.42%) | ||
| Largest | profit trade | 723.84 | loss trade | -50.40 | |
| Average | profit trade | 28.45 | loss trade | -18.45 | |
| Maximum | consecutive wins (profit in money) | 16 (55.15) | consecutive losses (loss in money) | 3 (-112.95) | |
| Maximal | consecutive profit (count of wins) | 755.62 (3) | consecutive loss (count of losses) | -112.95 (3) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2018.07.02 05:00 | sell | 1 | 0.01 | 1.16580 | 0.00000 | 0.00000 | ||
| 2 | 2018.07.02 05:00 | modify | 1 | 0.01 | 1.16580 | 0.00000 | 1.16330 | ||
| 3 | 2018.07.02 10:20 | t/p | 1 | 0.01 | 1.16330 | 0.00000 | 1.16330 | 2.50 | 10002.50 |
| 4 | 2018.07.03 12:00 | buy | 2 | 0.01 | 1.16583 | 0.00000 | 0.00000 | ||
| 5 | 2018.07.03 12:00 | modify | 2 | 0.01 | 1.16583 | 0.00000 | 1.16833 | ||
| 6 | 2018.07.05 08:45 | t/p | 2 | 0.01 | 1.16833 | 0.00000 | 1.16833 | 2.50 | 10005.00 |
| 7 | 2018.07.06 09:00 | sell | 3 | 0.01 | 1.16996 | 0.00000 | 0.00000 | ||
| 8 | 2018.07.06 09:00 | modify | 3 | 0.01 | 1.16996 | 0.00000 | 1.16746 | ||
| 9 | 2018.07.09 09:00 | sell | 4 | 0.03 | 1.17683 | 0.00000 | 0.00000 | ||
| 10 | 2018.07.09 09:00 | modify | 4 | 0.03 | 1.17683 | 0.00000 | 1.17261 | ||
| 11 | 2018.07.09 09:00 | modify | 3 | 0.01 | 1.16996 | 0.00000 | 1.17261 | ||
| 12 | 2018.07.10 11:46 | t/p | 3 | 0.01 | 1.17261 | 0.00000 | 1.17261 | -2.65 | 10002.35 |
| 13 | 2018.07.10 11:46 | t/p | 4 | 0.03 | 1.17261 | 0.00000 | 1.17261 | 12.66 | 10015.01 |
| 14 | 2018.07.11 07:00 | buy | 5 | 0.01 | 1.17283 | 0.00000 | 0.00000 | ||
| 15 | 2018.07.11 07:00 | modify | 5 | 0.01 | 1.17283 | 0.00000 | 1.17533 | ||
| 16 | 2018.07.11 15:50 | t/p | 5 | 0.01 | 1.17533 | 0.00000 | 1.17533 | 2.50 | 10017.51 |
| 17 | 2018.07.12 19:00 | buy | 6 | 0.01 | 1.16896 | 0.00000 | 0.00000 | ||
| 18 | 2018.07.12 19:00 | modify | 6 | 0.01 | 1.16896 | 0.00000 | 1.17146 | ||
| 19 | 2018.07.16 13:50 | t/p | 6 | 0.01 | 1.17146 | 0.00000 | 1.17146 | 2.50 | 10020.01 |
| 20 | 2018.07.17 06:00 | sell | 7 | 0.01 | 1.17053 | 0.00000 | 0.00000 | ||
| 21 | 2018.07.17 06:00 | modify | 7 | 0.01 | 1.17053 | 0.00000 | 1.16803 | ||
| 22 | 2018.07.17 17:50 | t/p | 7 | 0.01 | 1.16803 | 0.00000 | 1.16803 | 2.50 | 10022.51 |
| 23 | 2018.07.18 21:00 | buy | 8 | 0.01 | 1.16487 | 0.00000 | 0.00000 | ||
| 24 | 2018.07.18 21:00 | modify | 8 | 0.01 | 1.16487 | 0.00000 | 1.16737 | ||
| 25 | 2018.07.19 20:20 | t/p | 8 | 0.01 | 1.16737 | 0.00000 | 1.16737 | 2.50 | 10025.01 |
| 26 | 2018.07.20 03:00 | buy | 9 | 0.01 | 1.16535 | 0.00000 | 0.00000 | ||
| 27 | 2018.07.20 03:00 | modify | 9 | 0.01 | 1.16535 | 0.00000 | 1.16785 | ||
| 28 | 2018.07.20 15:35 | t/p | 9 | 0.01 | 1.16785 | 0.00000 | 1.16785 | 2.50 | 10027.51 |
| 29 | 2018.07.23 13:00 | sell | 10 | 0.01 | 1.16951 | 0.00000 | 0.00000 | ||
| 30 | 2018.07.23 13:00 | modify | 10 | 0.01 | 1.16951 | 0.00000 | 1.16701 | ||
| 31 | 2018.07.24 09:16 | t/p | 10 | 0.01 | 1.16701 | 0.00000 | 1.16701 | 2.50 | 10030.01 |
| 32 | 2018.07.24 21:00 | buy | 11 | 0.01 | 1.16799 | 0.00000 | 0.00000 | ||
| 33 | 2018.07.24 21:00 | modify | 11 | 0.01 | 1.16799 | 0.00000 | 1.17049 | ||
| 34 | 2018.07.25 16:15 | t/p | 11 | 0.01 | 1.17049 | 0.00000 | 1.17049 | 2.50 | 10032.51 |
| 35 | 2018.07.26 20:00 | sell | 12 | 0.01 | 1.16619 | 0.00000 | 0.00000 | ||
| 36 | 2018.07.26 20:00 | modify | 12 | 0.01 | 1.16619 | 0.00000 | 1.16369 | ||
| 37 | 2018.07.27 04:07 | t/p | 12 | 0.01 | 1.16369 | 0.00000 | 1.16369 | 2.50 | 10035.01 |
| 38 | 2018.07.27 23:00 | buy | 13 | 0.01 | 1.16580 | 0.00000 | 0.00000 | ||
| 39 | 2018.07.27 23:00 | modify | 13 | 0.01 | 1.16580 | 0.00000 | 1.16830 | ||
| 40 | 2018.07.30 12:20 | t/p | 13 | 0.01 | 1.16830 | 0.00000 | 1.16830 | 2.50 | 10037.51 |
| 41 | 2018.07.31 07:00 | sell | 14 | 0.01 | 1.17077 | 0.00000 | 0.00000 | ||
| 42 | 2018.07.31 07:00 | modify | 14 | 0.01 | 1.17077 | 0.00000 | 1.16827 | ||
| 43 | 2018.07.31 23:50 | t/p | 14 | 0.01 | 1.16827 | 0.00000 | 1.16827 | 2.50 | 10040.01 |
| 44 | 2018.08.03 04:00 | buy | 15 | 0.01 | 1.15868 | 0.00000 | 0.00000 | ||
| 45 | 2018.08.03 04:00 | modify | 15 | 0.01 | 1.15868 | 0.00000 | 1.16118 | ||
| 46 | 2018.08.07 03:00 | buy | 16 | 0.03 | 1.15571 | 0.00000 | 0.00000 | ||
| 47 | 2018.08.07 03:00 | modify | 16 | 0.03 | 1.15571 | 0.00000 | 1.15895 | ||
| 48 | 2018.08.07 03:00 | modify | 15 | 0.01 | 1.15868 | 0.00000 | 1.15895 | ||
| 49 | 2018.08.07 11:50 | t/p | 15 | 0.01 | 1.15895 | 0.00000 | 1.15895 | 0.27 | 10040.28 |
| 50 | 2018.08.07 11:50 | t/p | 16 | 0.03 | 1.15895 | 0.00000 | 1.15895 | 9.72 | 10050.00 |
| 51 | 2018.08.08 17:00 | sell | 17 | 0.01 | 1.15875 | 0.00000 | 0.00000 | ||
| 52 | 2018.08.08 17:00 | modify | 17 | 0.01 | 1.15875 | 0.00000 | 1.15625 | ||
| 53 | 2018.08.09 18:50 | t/p | 17 | 0.01 | 1.15625 | 0.00000 | 1.15625 | 2.50 | 10052.50 |
| 54 | 2018.08.13 00:00 | buy | 18 | 0.01 | 1.13698 | 0.00000 | 0.00000 | ||
| 55 | 2018.08.13 00:00 | modify | 18 | 0.01 | 1.13698 | 0.00000 | 1.13948 | ||
| 56 | 2018.08.13 01:40 | t/p | 18 | 0.01 | 1.13948 | 0.00000 | 1.13948 | 2.50 | 10055.00 |
| 57 | 2018.08.16 00:00 | buy | 19 | 0.01 | 1.13440 | 0.00000 | 0.00000 | ||
| 58 | 2018.08.16 00:00 | modify | 19 | 0.01 | 1.13440 | 0.00000 | 1.13690 | ||
| 59 | 2018.08.16 04:50 | t/p | 19 | 0.01 | 1.13690 | 0.00000 | 1.13690 | 2.50 | 10057.50 |
| 60 | 2018.08.17 03:00 | sell | 20 | 0.01 | 1.13707 | 0.00000 | 0.00000 | ||
| 61 | 2018.08.17 03:00 | modify | 20 | 0.01 | 1.13707 | 0.00000 | 1.13457 | ||
| 62 | 2018.08.20 14:00 | sell | 21 | 0.03 | 1.14078 | 0.00000 | 0.00000 | ||
| 63 | 2018.08.20 14:00 | modify | 21 | 0.03 | 1.14078 | 0.00000 | 1.13735 | ||
| 64 | 2018.08.20 14:00 | modify | 20 | 0.01 | 1.13707 | 0.00000 | 1.13735 | ||
| 65 | 2018.08.21 11:00 | sell | 22 | 0.12 | 1.15129 | 0.00000 | 0.00000 | ||
| 66 | 2018.08.21 11:00 | modify | 22 | 0.12 | 1.15129 | 0.00000 | 1.14593 | ||
| 67 | 2018.08.21 11:00 | modify | 20 | 0.01 | 1.13707 | 0.00000 | 1.14593 | ||
| 68 | 2018.08.21 11:00 | modify | 21 | 0.03 | 1.14078 | 0.00000 | 1.14593 | ||
| 69 | 2018.08.22 11:00 | sell | 23 | 0.48 | 1.15610 | 0.00000 | 0.00000 | ||
| 70 | 2018.08.22 11:00 | modify | 23 | 0.48 | 1.15610 | 0.00000 | 1.15168 | ||
| 71 | 2018.08.22 11:00 | modify | 20 | 0.01 | 1.13707 | 0.00000 | 1.15168 | ||
| 72 | 2018.08.22 11:00 | modify | 21 | 0.03 | 1.14078 | 0.00000 | 1.15168 | ||
| 73 | 2018.08.22 11:00 | modify | 22 | 0.12 | 1.15129 | 0.00000 | 1.15168 | ||
| 74 | 2018.08.23 01:00 | sell | 24 | 1.92 | 1.15926 | 0.00000 | 0.00000 | ||
| 75 | 2018.08.23 01:00 | modify | 24 | 1.92 | 1.15926 | 0.00000 | 1.15549 | ||
| 76 | 2018.08.23 01:00 | modify | 20 | 0.01 | 1.13707 | 0.00000 | 1.15549 | ||
| 77 | 2018.08.23 01:00 | modify | 21 | 0.03 | 1.14078 | 0.00000 | 1.15549 | ||
| 78 | 2018.08.23 01:00 | modify | 22 | 0.12 | 1.15129 | 0.00000 | 1.15549 | ||
| 79 | 2018.08.23 01:00 | modify | 23 | 0.48 | 1.15610 | 0.00000 | 1.15549 | ||
| 80 | 2018.08.23 05:50 | t/p | 20 | 0.01 | 1.15549 | 0.00000 | 1.15549 | -18.42 | 10039.08 |
| 81 | 2018.08.23 05:50 | t/p | 21 | 0.03 | 1.15549 | 0.00000 | 1.15549 | -44.13 | 9994.95 |
| 82 | 2018.08.23 05:50 | t/p | 22 | 0.12 | 1.15549 | 0.00000 | 1.15549 | -50.40 | 9944.55 |
| 83 | 2018.08.23 05:50 | t/p | 23 | 0.48 | 1.15549 | 0.00000 | 1.15549 | 29.28 | 9973.83 |
| 84 | 2018.08.23 05:50 | t/p | 24 | 1.92 | 1.15549 | 0.00000 | 1.15549 | 723.84 | 10697.67 |
| 85 | 2018.08.24 14:00 | buy | 25 | 0.01 | 1.15797 | 0.00000 | 0.00000 | ||
| 86 | 2018.08.24 14:00 | modify | 25 | 0.01 | 1.15797 | 0.00000 | 1.16047 | ||
| 87 | 2018.08.24 17:10 | t/p | 25 | 0.01 | 1.16047 | 0.00000 | 1.16047 | 2.50 | 10700.17 |
| 88 | 2018.08.27 14:00 | sell | 26 | 0.01 | 1.16092 | 0.00000 | 0.00000 | ||
| 89 | 2018.08.27 14:00 | modify | 26 | 0.01 | 1.16092 | 0.00000 | 1.15842 | ||
| 90 | 2018.08.28 09:00 | sell | 27 | 0.03 | 1.16691 | 0.00000 | 0.00000 | ||
| 91 | 2018.08.28 09:00 | modify | 27 | 0.03 | 1.16691 | 0.00000 | 1.16291 | ||
| 92 | 2018.08.28 09:00 | modify | 26 | 0.01 | 1.16092 | 0.00000 | 1.16291 | ||
| 93 | 2018.08.31 16:20 | t/p | 26 | 0.01 | 1.16291 | 0.00000 | 1.16291 | -1.99 | 10698.18 |
| 94 | 2018.08.31 16:20 | t/p | 27 | 0.03 | 1.16291 | 0.00000 | 1.16291 | 12.00 | 10710.18 |
| 95 | 2018.08.31 17:00 | buy | 28 | 0.01 | 1.16350 | 0.00000 | 0.00000 | ||
| 96 | 2018.08.31 17:00 | modify | 28 | 0.01 | 1.16350 | 0.00000 | 1.16600 | ||
| 97 | 2018.09.03 11:00 | buy | 29 | 0.03 | 1.16098 | 0.00000 | 0.00000 | ||
| 98 | 2018.09.03 11:00 | modify | 29 | 0.03 | 1.16098 | 0.00000 | 1.16411 | ||
| 99 | 2018.09.03 11:00 | modify | 28 | 0.01 | 1.16350 | 0.00000 | 1.16411 | ||
| 100 | 2018.09.06 03:10 | t/p | 28 | 0.01 | 1.16411 | 0.00000 | 1.16411 | 0.61 | 10710.79 |
| 101 | 2018.09.06 03:10 | t/p | 29 | 0.03 | 1.16411 | 0.00000 | 1.16411 | 9.39 | 10720.18 |
| 102 | 2018.09.06 15:00 | sell | 30 | 0.01 | 1.16289 | 0.00000 | 0.00000 | ||
| 103 | 2018.09.06 15:00 | modify | 30 | 0.01 | 1.16289 | 0.00000 | 1.16039 | ||
| 104 | 2018.09.07 14:20 | t/p | 30 | 0.01 | 1.16039 | 0.00000 | 1.16039 | 2.50 | 10722.68 |
| 105 | 2018.09.10 14:00 | buy | 31 | 0.01 | 1.15756 | 0.00000 | 0.00000 | ||
| 106 | 2018.09.10 14:00 | modify | 31 | 0.01 | 1.15756 | 0.00000 | 1.16006 | ||
| 107 | 2018.09.10 15:50 | t/p | 31 | 0.01 | 1.16006 | 0.00000 | 1.16006 | 2.50 | 10725.18 |
| 108 | 2018.09.11 19:00 | sell | 32 | 0.01 | 1.15899 | 0.00000 | 0.00000 | ||
| 109 | 2018.09.11 19:00 | modify | 32 | 0.01 | 1.15899 | 0.00000 | 1.15649 | ||
| 110 | 2018.09.14 09:00 | sell | 33 | 0.03 | 1.16917 | 0.00000 | 0.00000 | ||
| 111 | 2018.09.14 09:00 | modify | 33 | 0.03 | 1.16917 | 0.00000 | 1.16413 | ||
| 112 | 2018.09.14 09:00 | modify | 32 | 0.01 | 1.15899 | 0.00000 | 1.16413 | ||
| 113 | 2018.09.14 19:15 | t/p | 32 | 0.01 | 1.16413 | 0.00000 | 1.16413 | -5.14 | 10720.04 |
| 114 | 2018.09.14 19:15 | t/p | 33 | 0.03 | 1.16413 | 0.00000 | 1.16413 | 15.12 | 10735.16 |
| 115 | 2018.09.17 15:00 | buy | 34 | 0.01 | 1.16641 | 0.00000 | 0.00000 | ||
| 116 | 2018.09.17 15:00 | modify | 34 | 0.01 | 1.16641 | 0.00000 | 1.16891 | ||
| 117 | 2018.09.17 16:20 | t/p | 34 | 0.01 | 1.16891 | 0.00000 | 1.16891 | 2.50 | 10737.66 |
| 118 | 2018.09.18 15:00 | sell | 35 | 0.01 | 1.17055 | 0.00000 | 0.00000 | ||
| 119 | 2018.09.18 15:00 | modify | 35 | 0.01 | 1.17055 | 0.00000 | 1.16805 | ||
| 120 | 2018.09.18 19:15 | t/p | 35 | 0.01 | 1.16805 | 0.00000 | 1.16805 | 2.50 | 10740.16 |
| 121 | 2018.09.18 21:00 | sell | 36 | 0.01 | 1.16647 | 0.00000 | 0.00000 | ||
| 122 | 2018.09.18 21:00 | modify | 36 | 0.01 | 1.16647 | 0.00000 | 1.16397 | ||
| 123 | 2018.09.21 10:00 | sell | 37 | 0.03 | 1.17835 | 0.00000 | 0.00000 | ||
| 124 | 2018.09.21 10:00 | modify | 37 | 0.03 | 1.17835 | 0.00000 | 1.17288 | ||
| 125 | 2018.09.21 10:00 | modify | 36 | 0.01 | 1.16647 | 0.00000 | 1.17288 | ||
| 126 | 2018.09.24 09:15 | t/p | 36 | 0.01 | 1.17288 | 0.00000 | 1.17288 | -6.41 | 10733.75 |
| 127 | 2018.09.24 09:15 | t/p | 37 | 0.03 | 1.17288 | 0.00000 | 1.17288 | 16.41 | 10750.16 |
| 128 | 2018.09.24 19:00 | buy | 38 | 0.01 | 1.17716 | 0.00000 | 0.00000 | ||
| 129 | 2018.09.24 19:00 | modify | 38 | 0.01 | 1.17716 | 0.00000 | 1.17966 | ||
| 130 | 2018.09.26 21:07 | t/p | 38 | 0.01 | 1.17966 | 0.00000 | 1.17966 | 2.50 | 10752.66 |