Report Result : Firebird v060 - Desynced Forex Repository

Strategy Tester Report

Firebird v060

AlpariUK-Demo (Build 225)

Symbol		USDCAD (US Dollar vs Canadian Dollar)
Period		1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01)
Model		Control points (a very crude method, the results must not be considered)
Parameters		MA_length=10; Percent=0.3; TradeOnFriday=1; MAtype=1; slip=100; Lots=0.1; TakeProfit=30; Stoploss=200; PipStep=30; IncreasementType=0;

Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2

Initial deposit	10000.00
Total net profit	31.54	Gross profit	164.64	Gross loss	-133.10
Profit factor	1.24	Expected payoff	0.48
Absolute drawdown	78.50	Maximal drawdown	79.83 (0.80%)	Relative drawdown	0.80% (79.83)

Total trades	66	Short positions (won %)	44 (90.91%)	Long positions (won %)	22 (81.82%)
		Profit trades (% of total)	58 (87.88%)	Loss trades (% of total)	8 (12.12%)
Largest		profit trade	2.89	loss trade	-19.19
Average		profit trade	2.84	loss trade	-16.64
Maximum		consecutive wins (profit in money)	38 (107.47)	consecutive losses (loss in money)	2 (-37.60)
Maximal		consecutive profit (count of wins)	107.47 (38)	consecutive loss (count of losses)	-37.60 (2)
Average		consecutive wins	10	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 09:10	buy	1	0.10	1.05000	1.04800	1.05030
2	2009.12.01 09:45	s/l	1	0.10	1.04800	1.04800	1.05030	-19.09	9980.91
3	2009.12.01 11:45	buy	2	0.10	1.04564	1.04364	1.04594
4	2009.12.01 12:10	t/p	2	0.10	1.04594	1.04364	1.04594	2.87	9983.78
5	2009.12.01 14:10	buy	3	0.10	1.04507	1.04307	1.04537
6	2009.12.01 14:20	s/l	3	0.10	1.04307	1.04307	1.04537	-19.19	9964.59
7	2009.12.01 16:32	buy	4	0.10	1.04274	1.04074	1.04304
8	2009.12.01 16:40	t/p	4	0.10	1.04304	1.04074	1.04304	2.88	9967.47
9	2009.12.02 18:32	sell	5	0.10	1.05054	1.05254	1.05024
10	2009.12.02 18:37	sell	6	0.10	1.05067	1.05267	1.05037
11	2009.12.02 18:40	t/p	6	0.10	1.05037	1.05267	1.05037	2.85	9970.32
12	2009.12.02 18:45	t/p	5	0.10	1.05024	1.05254	1.05024	2.85	9973.17
13	2009.12.02 20:50	sell	7	0.10	1.05142	1.05342	1.05112
14	2009.12.02 20:57	t/p	7	0.10	1.05112	1.05342	1.05112	2.86	9976.03
15	2009.12.03 14:50	sell	8	0.10	1.05507	1.05707	1.05477
16	2009.12.03 14:52	t/p	8	0.10	1.05477	1.05707	1.05477	2.85	9978.88
17	2009.12.03 16:57	sell	9	0.10	1.05534	1.05734	1.05504
18	2009.12.03 16:59	t/p	9	0.10	1.05504	1.05734	1.05504	2.84	9981.72
19	2009.12.04 13:03	buy	10	0.10	1.05042	1.04842	1.05072
20	2009.12.04 13:06	t/p	10	0.10	1.05072	1.04842	1.05072	2.86	9984.58
21	2009.12.04 15:15	buy	11	0.10	1.04840	1.04640	1.04870
22	2009.12.04 15:20	s/l	11	0.10	1.04640	1.04640	1.04870	-19.12	9965.46
23	2009.12.04 19:50	sell	12	0.10	1.05728	1.05928	1.05698
24	2009.12.04 19:52	t/p	12	0.10	1.05698	1.05928	1.05698	2.84	9968.30
25	2009.12.04 21:52	sell	13	0.10	1.05862	1.06062	1.05832
26	2009.12.04 21:55	sell	14	0.10	1.05882	1.06082	1.05852
27	2009.12.04 21:57	t/p	14	0.10	1.05852	1.06082	1.05852	2.83	9971.13
28	2009.12.04 21:59	t/p	13	0.10	1.05832	1.06062	1.05832	2.84	9973.97
29	2009.12.07 09:33	sell	15	0.10	1.06117	1.06317	1.06087
30	2009.12.07 09:36	sell	16	0.10	1.06067	1.06267	1.06037
31	2009.12.07 09:40	s/l	16	0.10	1.06267	1.06267	1.06037	-18.81	9955.16
32	2009.12.07 09:46	s/l	15	0.10	1.06317	1.06317	1.06087	-18.79	9936.37
33	2009.12.07 11:50	sell	17	0.10	1.06136	1.06336	1.06106
34	2009.12.07 11:52	t/p	17	0.10	1.06106	1.06336	1.06106	2.83	9939.20
35	2009.12.07 16:40	buy	18	0.10	1.05254	1.05054	1.05284
36	2009.12.07 18:16	t/p	18	0.10	1.05284	1.05054	1.05284	2.85	9942.05
37	2009.12.08 08:50	sell	19	0.10	1.05539	1.05739	1.05509
38	2009.12.08 08:52	t/p	19	0.10	1.05509	1.05739	1.05509	2.85	9944.90
39	2009.12.08 14:20	sell	20	0.10	1.05780	1.05980	1.05750
40	2009.12.08 14:22	t/p	20	0.10	1.05750	1.05980	1.05750	2.84	9947.74
41	2009.12.08 16:22	sell	21	0.10	1.06119	1.06319	1.06089
42	2009.12.08 16:25	sell	22	0.10	1.06139	1.06339	1.06109
43	2009.12.08 16:27	t/p	22	0.10	1.06109	1.06339	1.06109	2.83	9950.57
44	2009.12.08 16:27	t/p	21	0.10	1.06089	1.06319	1.06089	2.83	9953.40
45	2009.12.08 18:30	sell	23	0.10	1.06163	1.06363	1.06133
46	2009.12.08 18:32	sell	24	0.10	1.06216	1.06416	1.06186
47	2009.12.08 18:45	t/p	24	0.10	1.06186	1.06416	1.06186	2.82	9956.22
48	2009.12.08 18:50	t/p	23	0.10	1.06133	1.06363	1.06133	2.82	9959.04
49	2009.12.08 20:50	sell	25	0.10	1.06695	1.06895	1.06665
50	2009.12.08 20:52	t/p	25	0.10	1.06665	1.06895	1.06665	2.82	9961.86
51	2009.12.09 16:45	buy	26	0.10	1.05650	1.05450	1.05680
52	2009.12.09 16:47	t/p	26	0.10	1.05680	1.05450	1.05680	2.84	9964.70
53	2009.12.09 20:50	buy	27	0.10	1.05363	1.05163	1.05393
54	2009.12.09 20:52	t/p	27	0.10	1.05393	1.05163	1.05393	2.85	9967.55
55	2009.12.10 12:45	buy	28	0.10	1.05040	1.04840	1.05070
56	2009.12.10 13:03	t/p	28	0.10	1.05070	1.04840	1.05070	2.86	9970.41
57	2009.12.10 15:05	buy	29	0.10	1.04855	1.04655	1.04885
58	2009.12.10 15:15	t/p	29	0.10	1.04885	1.04655	1.04885	2.86	9973.27
59	2009.12.11 16:20	sell	30	0.10	1.05621	1.05821	1.05591
60	2009.12.11 16:22	t/p	30	0.10	1.05591	1.05821	1.05591	2.85	9976.12
61	2009.12.11 18:22	sell	31	0.10	1.05861	1.06061	1.05831
62	2009.12.11 18:25	sell	32	0.10	1.05882	1.06082	1.05852
63	2009.12.11 18:27	t/p	32	0.10	1.05852	1.06082	1.05852	2.83	9978.95
64	2009.12.11 18:50	t/p	31	0.10	1.05831	1.06061	1.05831	2.84	9981.79
65	2009.12.11 20:50	sell	33	0.10	1.06022	1.06222	1.05992
66	2009.12.11 20:52	sell	34	0.10	1.06057	1.06257	1.06027
67	2009.12.11 20:57	sell	35	0.10	1.06092	1.06292	1.06062
68	2009.12.11 21:20	t/p	35	0.10	1.06062	1.06292	1.06062	2.83	9984.62
69	2009.12.11 21:40	t/p	34	0.10	1.06027	1.06257	1.06027	2.83	9987.45
70	2009.12.11 21:45	t/p	33	0.10	1.05992	1.06222	1.05992	2.83	9990.28
71	2009.12.14 11:50	sell	36	0.10	1.06465	1.06665	1.06435
72	2009.12.14 11:52	t/p	36	0.10	1.06435	1.06665	1.06435	2.82	9993.10
73	2009.12.14 14:45	sell	37	0.10	1.06581	1.06781	1.06551
74	2009.12.14 14:50	sell	38	0.10	1.06613	1.06813	1.06583
75	2009.12.14 14:59	t/p	38	0.10	1.06583	1.06813	1.06583	2.81	9995.91
76	2009.12.14 15:03	t/p	37	0.10	1.06551	1.06781	1.06551	2.81	9998.72
77	2009.12.14 18:16	buy	39	0.10	1.05722	1.05522	1.05752
78	2009.12.14 18:26	t/p	39	0.10	1.05752	1.05522	1.05752	2.84	10001.56
79	2009.12.15 09:45	sell	40	0.10	1.06212	1.06412	1.06182
80	2009.12.15 09:50	sell	41	0.10	1.06265	1.06465	1.06235
81	2009.12.15 09:57	t/p	41	0.10	1.06235	1.06465	1.06235	2.83	10004.39
82	2009.12.15 10:02	t/p	40	0.10	1.06182	1.06412	1.06182	2.83	10007.22
83	2009.12.15 12:10	sell	42	0.10	1.06357	1.06557	1.06327
84	2009.12.15 12:12	sell	43	0.10	1.06336	1.06536	1.06306
85	2009.12.15 12:15	sell	44	0.10	1.06420	1.06620	1.06390
86	2009.12.15 12:20	sell	45	0.10	1.06484	1.06684	1.06454
87	2009.12.15 12:27	t/p	45	0.10	1.06454	1.06684	1.06454	2.82	10010.04
88	2009.12.15 12:45	t/p	44	0.10	1.06390	1.06620	1.06390	2.82	10012.86
89	2009.12.15 12:50	t/p	42	0.10	1.06327	1.06557	1.06327	2.82	10015.68
90	2009.12.15 12:50	t/p	43	0.10	1.06306	1.06536	1.06306	2.82	10018.50
91	2009.12.17 03:50	sell	46	0.10	1.06650	1.06850	1.06620
92	2009.12.17 03:52	t/p	46	0.10	1.06620	1.06850	1.06620	2.81	10021.31
93	2009.12.17 05:52	sell	47	0.10	1.06905	1.07105	1.06875
94	2009.12.17 05:55	sell	48	0.10	1.06914	1.07114	1.06884
95	2009.12.17 06:20	t/p	47	0.10	1.06875	1.07105	1.06875	2.81	10024.12
96	2009.12.17 06:20	t/p	48	0.10	1.06884	1.07114	1.06884	2.81	10026.93
97	2009.12.17 10:50	sell	49	0.10	1.07109	1.07309	1.07079
98	2009.12.17 10:52	t/p	49	0.10	1.07079	1.07309	1.07079	2.80	10029.73
99	2009.12.17 14:20	sell	50	0.10	1.07452	1.07652	1.07422
100	2009.12.17 14:22	t/p	50	0.10	1.07422	1.07652	1.07422	2.80	10032.53
101	2009.12.18 03:16	buy	51	0.10	1.06452	1.06252	1.06482
102	2009.12.18 03:20	t/p	51	0.10	1.06482	1.06252	1.06482	2.81	10035.34
103	2009.12.21 11:45	buy	52	0.10	1.06229	1.06029	1.06259
104	2009.12.21 11:59	t/p	52	0.10	1.06259	1.06029	1.06259	2.82	10038.16
105	2009.12.21 13:59	buy	53	0.10	1.05618	1.05418	1.05648
106	2009.12.21 15:07	t/p	53	0.10	1.05648	1.05418	1.05648	2.84	10041.00
107	2009.12.22 11:20	buy	54	0.10	1.05655	1.05455	1.05685
108	2009.12.22 11:27	t/p	54	0.10	1.05685	1.05455	1.05685	2.84	10043.84
109	2009.12.23 13:40	buy	55	0.10	1.05088	1.04888	1.05118
110	2009.12.23 14:07	s/l	55	0.10	1.04888	1.04888	1.05118	-19.06	10024.78
111	2009.12.23 17:50	buy	56	0.10	1.04724	1.04524	1.04754
112	2009.12.23 17:52	t/p	56	0.10	1.04754	1.04524	1.04754	2.87	10027.65
113	2009.12.28 17:26	buy	57	0.10	1.04224	1.04024	1.04254
114	2009.12.28 17:45	t/p	57	0.10	1.04254	1.04024	1.04254	2.88	10030.53
115	2009.12.29 12:50	buy	58	0.10	1.03753	1.03553	1.03783
116	2009.12.29 12:52	t/p	58	0.10	1.03783	1.03553	1.03783	2.89	10033.42
117	2009.12.29 14:55	buy	59	0.10	1.03701	1.03501	1.03731
118	2009.12.29 14:57	t/p	59	0.10	1.03731	1.03501	1.03731	2.89	10036.31
119	2009.12.30 04:45	sell	60	0.10	1.04881	1.05081	1.04851
120	2009.12.30 04:47	sell	61	0.10	1.04851	1.05051	1.04821
121	2009.12.30 04:50	sell	62	0.10	1.04970	1.05170	1.04940
122	2009.12.30 04:52	t/p	62	0.10	1.04940	1.05170	1.04940	2.86	10039.17
123	2009.12.30 04:59	modify	60	0.10	1.04881	1.04966	1.04836
124	2009.12.30 04:59	modify	61	0.10	1.04851	1.04966	1.04836
125	2009.12.30 05:50	s/l	60	0.10	1.04966	1.04966	1.04836	-8.09	10031.08
126	2009.12.30 05:50	s/l	61	0.10	1.04966	1.04966	1.04836	-10.95	10020.13
127	2009.12.30 15:20	sell	63	0.10	1.05358	1.05558	1.05328
128	2009.12.30 15:22	t/p	63	0.10	1.05328	1.05558	1.05328	2.85	10022.98
129	2009.12.30 17:22	sell	64	0.10	1.05435	1.05635	1.05405
130	2009.12.30 17:25	sell	65	0.10	1.05488	1.05688	1.05458
131	2009.12.30 17:27	t/p	64	0.10	1.05405	1.05635	1.05405	2.85	10025.83
132	2009.12.30 17:27	t/p	65	0.10	1.05458	1.05688	1.05458	2.85	10028.68
133	2009.12.31 09:50	buy	66	0.10	1.04770	1.04570	1.04800
134	2009.12.31 09:57	t/p	66	0.10	1.04800	1.04570	1.04800	2.86	10031.54