Report Result : Firebird v63E1 - Desynced Forex Repository

Strategy Tester Report

Firebird v63E1

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; MA_timeframe=30; MAtype=0; Percent=0.1; TradeOnFriday=1; slip=100; Lots=0.1; TakeProfit=30; Stoploss=300; Fast_Period=23; Fast_Price=0; Slow_Period=84; Slow_Price=0; DivergenceLimit=0.002; PipStep=30; IncreasementType=0; DVLimit=10; PipsGoal=500; PipsLoss=500; GMT=0; DST=0; OpeningHour=0; ClosingHour=23; writelog=0;

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

Initial deposit	10000.00
Total net profit	-117.22	Gross profit	278.42	Gross loss	-395.64
Profit factor	0.70	Expected payoff	-1.05
Absolute drawdown	169.91	Maximal drawdown	222.77 (2.22%)	Relative drawdown	2.22% (222.77)

Total trades	112	Short positions (won %)	84 (83.33%)	Long positions (won %)	28 (100.00%)
		Profit trades (% of total)	98 (87.50%)	Loss trades (% of total)	14 (12.50%)
Largest		profit trade	2.86	loss trade	-28.47
Average		profit trade	2.84	loss trade	-28.26
Maximum		consecutive wins (profit in money)	25 (70.62)	consecutive losses (loss in money)	5 (-140.84)
Maximal		consecutive profit (count of wins)	70.62 (25)	consecutive loss (count of losses)	-140.84 (5)
Average		consecutive wins	11	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 03:50	buy	1	0.10	1.05445	1.05145	1.05475
2	2009.12.01 03:57	t/p	1	0.10	1.05475	1.05145	1.05475	2.84	10002.84
3	2009.12.01 05:50	sell	2	0.10	1.05655	1.05955	1.05625
4	2009.12.01 05:57	t/p	2	0.10	1.05625	1.05955	1.05625	2.84	10005.68
5	2009.12.01 06:10	sell	3	0.10	1.05641	1.05941	1.05611
6	2009.12.01 06:17	sell	4	0.10	1.05682	1.05982	1.05652
7	2009.12.01 06:45	t/p	4	0.10	1.05652	1.05982	1.05652	2.84	10008.52
8	2009.12.01 06:50	t/p	3	0.10	1.05611	1.05941	1.05611	2.84	10011.36
9	2009.12.03 19:07	buy	5	0.10	1.05293	1.04993	1.05323
10	2009.12.03 19:10	t/p	5	0.10	1.05323	1.04993	1.05323	2.85	10014.21
11	2009.12.03 19:36	buy	6	0.10	1.05326	1.05026	1.05356
12	2009.12.03 19:50	buy	7	0.10	1.05268	1.04968	1.05298
13	2009.12.03 19:59	buy	8	0.10	1.05222	1.04922	1.05252
14	2009.12.03 20:15	t/p	8	0.10	1.05252	1.04922	1.05252	2.85	10017.06
15	2009.12.03 20:40	t/p	7	0.10	1.05298	1.04968	1.05298	2.85	10019.91
16	2009.12.03 20:50	t/p	6	0.10	1.05356	1.05026	1.05356	2.85	10022.76
17	2009.12.03 21:45	sell	9	0.10	1.05460	1.05760	1.05430
18	2009.12.03 21:50	sell	10	0.10	1.05511	1.05811	1.05481
19	2009.12.03 21:57	t/p	10	0.10	1.05481	1.05811	1.05481	2.85	10025.61
20	2009.12.03 22:10	sell	11	0.10	1.05494	1.05794	1.05464
21	2009.12.03 22:20	sell	12	0.10	1.05550	1.05850	1.05520
22	2009.12.03 22:27	t/p	12	0.10	1.05520	1.05850	1.05520	2.85	10028.46
23	2009.12.03 22:35	sell	13	0.10	1.05536	1.05836	1.05506
24	2009.12.03 22:37	t/p	13	0.10	1.05506	1.05836	1.05506	2.85	10031.31
25	2009.12.03 22:40	sell	14	0.10	1.05607	1.05907	1.05577
26	2009.12.03 22:47	sell	15	0.10	1.05655	1.05955	1.05625
27	2009.12.03 22:50	s/l	9	0.10	1.05760	1.05760	1.05430	-28.37	10002.94
28	2009.12.04 00:20	t/p	15	0.10	1.05625	1.05955	1.05625	2.80	10005.74
29	2009.12.04 00:50	t/p	14	0.10	1.05577	1.05907	1.05577	2.80	10008.54
30	2009.12.04 01:03	sell	16	0.10	1.05644	1.05944	1.05614
31	2009.12.04 01:10	sell	17	0.10	1.05678	1.05978	1.05648
32	2009.12.04 01:16	sell	18	0.10	1.05713	1.06013	1.05683
33	2009.12.04 01:26	t/p	18	0.10	1.05683	1.06013	1.05683	2.84	10011.38
34	2009.12.04 01:40	sell	19	0.10	1.05727	1.06027	1.05697
35	2009.12.04 01:46	sell	20	0.10	1.05758	1.06058	1.05728
36	2009.12.04 01:59	t/p	20	0.10	1.05728	1.06058	1.05728	2.84	10014.22
37	2009.12.04 02:15	t/p	19	0.10	1.05697	1.06027	1.05697	2.84	10017.06
38	2009.12.04 02:20	t/p	17	0.10	1.05648	1.05978	1.05648	2.85	10019.91
39	2009.12.04 02:50	t/p	16	0.10	1.05614	1.05944	1.05614	2.84	10022.75
40	2009.12.04 08:10	t/p	11	0.10	1.05464	1.05794	1.05464	2.80	10025.56
41	2009.12.08 02:00	buy	21	0.10	1.04953	1.04653	1.04983
42	2009.12.08 02:20	buy	22	0.10	1.04919	1.04619	1.04949
43	2009.12.08 02:32	buy	23	0.10	1.04877	1.04577	1.04907
44	2009.12.08 02:50	t/p	23	0.10	1.04907	1.04577	1.04907	2.86	10028.42
45	2009.12.08 03:03	t/p	21	0.10	1.04983	1.04653	1.04983	2.86	10031.28
46	2009.12.08 03:03	t/p	22	0.10	1.04949	1.04619	1.04949	2.86	10034.14
47	2009.12.08 06:26	sell	24	0.10	1.05128	1.05428	1.05098
48	2009.12.08 06:45	t/p	24	0.10	1.05098	1.05428	1.05098	2.85	10036.99
49	2009.12.08 07:15	sell	25	0.10	1.05141	1.05441	1.05111
50	2009.12.08 07:20	sell	26	0.10	1.05201	1.05501	1.05171
51	2009.12.08 07:27	t/p	26	0.10	1.05171	1.05501	1.05171	2.85	10039.84
52	2009.12.08 07:30	sell	27	0.10	1.05179	1.05479	1.05149
53	2009.12.08 07:33	t/p	27	0.10	1.05149	1.05479	1.05149	2.85	10042.69
54	2009.12.08 07:40	t/p	25	0.10	1.05111	1.05441	1.05111	2.85	10045.54
55	2009.12.08 08:15	sell	28	0.10	1.05229	1.05529	1.05199
56	2009.12.08 08:20	sell	29	0.10	1.05288	1.05588	1.05258
57	2009.12.08 08:27	t/p	29	0.10	1.05258	1.05588	1.05258	2.85	10048.39
58	2009.12.08 08:35	sell	30	0.10	1.05259	1.05559	1.05229
59	2009.12.08 08:37	t/p	30	0.10	1.05229	1.05559	1.05229	2.85	10051.24
60	2009.12.08 08:42	sell	31	0.10	1.05321	1.05621	1.05291
61	2009.12.08 08:50	s/l	28	0.10	1.05529	1.05529	1.05199	-28.42	10022.82
62	2009.12.08 09:26	t/p	31	0.10	1.05291	1.05621	1.05291	2.85	10025.67
63	2009.12.08 10:20	buy	32	0.10	1.05058	1.04758	1.05088
64	2009.12.08 10:27	t/p	32	0.10	1.05088	1.04758	1.05088	2.85	10028.52
65	2009.12.08 10:40	buy	33	0.10	1.05076	1.04776	1.05106
66	2009.12.08 10:45	buy	34	0.10	1.05006	1.04706	1.05036
67	2009.12.08 10:50	buy	35	0.10	1.04912	1.04612	1.04942
68	2009.12.08 10:52	t/p	35	0.10	1.04942	1.04612	1.04942	2.86	10031.38
69	2009.12.08 10:52	buy	36	0.10	1.04959	1.04659	1.04989
70	2009.12.08 10:57	t/p	36	0.10	1.04989	1.04659	1.04989	2.86	10034.24
71	2009.12.08 11:02	t/p	34	0.10	1.05036	1.04706	1.05036	2.85	10037.09
72	2009.12.08 11:07	t/p	33	0.10	1.05106	1.04776	1.05106	2.85	10039.94
73	2009.12.08 18:00	sell	37	0.10	1.05988	1.06288	1.05958
74	2009.12.08 18:03	sell	38	0.10	1.06077	1.06377	1.06047
75	2009.12.08 18:10	sell	39	0.10	1.06130	1.06430	1.06100
76	2009.12.08 18:16	sell	40	0.10	1.06183	1.06483	1.06153
77	2009.12.08 18:26	t/p	40	0.10	1.06153	1.06483	1.06153	2.83	10042.77
78	2009.12.08 18:30	sell	41	0.10	1.06163	1.06463	1.06133
79	2009.12.08 18:42	sell	42	0.10	1.06195	1.06495	1.06165
80	2009.12.08 18:50	t/p	41	0.10	1.06133	1.06463	1.06133	2.83	10045.60
81	2009.12.08 18:50	t/p	42	0.10	1.06165	1.06495	1.06165	2.82	10048.42
82	2009.12.08 19:05	sell	43	0.10	1.06166	1.06466	1.06136
83	2009.12.08 19:07	t/p	43	0.10	1.06136	1.06466	1.06136	2.83	10051.25
84	2009.12.08 19:10	sell	44	0.10	1.06265	1.06565	1.06235
85	2009.12.08 19:15	s/l	37	0.10	1.06288	1.06288	1.05958	-28.20	10023.05
86	2009.12.08 19:15	s/l	38	0.10	1.06377	1.06377	1.06047	-28.20	9994.85
87	2009.12.08 19:20	s/l	39	0.10	1.06430	1.06430	1.06100	-28.17	9966.68
88	2009.12.08 19:46	sell	45	0.10	1.06296	1.06596	1.06266
89	2009.12.08 20:20	s/l	44	0.10	1.06565	1.06565	1.06235	-28.14	9938.54
90	2009.12.08 20:45	s/l	45	0.10	1.06596	1.06596	1.06266	-28.13	9910.41
91	2009.12.08 22:37	buy	46	0.10	1.06226	1.05926	1.06256
92	2009.12.08 22:40	t/p	46	0.10	1.06256	1.05926	1.06256	2.83	9913.24
93	2009.12.09 00:20	sell	47	0.10	1.06540	1.06840	1.06510
94	2009.12.09 00:22	t/p	47	0.10	1.06510	1.06840	1.06510	2.82	9916.06
95	2009.12.09 00:25	sell	48	0.10	1.06513	1.06813	1.06483
96	2009.12.09 00:27	t/p	48	0.10	1.06483	1.06813	1.06483	2.81	9918.87
97	2009.12.09 00:27	sell	49	0.10	1.06517	1.06817	1.06487
98	2009.12.09 00:32	sell	50	0.10	1.06582	1.06882	1.06552
99	2009.12.09 00:40	t/p	50	0.10	1.06552	1.06882	1.06552	2.81	9921.68
100	2009.12.09 00:42	sell	51	0.10	1.06551	1.06851	1.06521
101	2009.12.09 00:45	t/p	51	0.10	1.06521	1.06851	1.06521	2.82	9924.50
102	2009.12.09 00:50	t/p	49	0.10	1.06487	1.06817	1.06487	2.82	9927.32
103	2009.12.10 08:15	buy	52	0.10	1.05420	1.05120	1.05450
104	2009.12.10 08:20	buy	53	0.10	1.05343	1.05043	1.05373
105	2009.12.10 08:27	t/p	53	0.10	1.05373	1.05043	1.05373	2.84	9930.16
106	2009.12.10 08:33	t/p	52	0.10	1.05450	1.05120	1.05450	2.85	9933.01
107	2009.12.10 09:20	buy	54	0.10	1.05466	1.05166	1.05496
108	2009.12.10 09:22	t/p	54	0.10	1.05496	1.05166	1.05496	2.84	9935.85
109	2009.12.10 09:50	buy	55	0.10	1.05422	1.05122	1.05452
110	2009.12.10 09:52	t/p	55	0.10	1.05452	1.05122	1.05452	2.85	9938.70
111	2009.12.10 09:52	buy	56	0.10	1.05497	1.05197	1.05527
112	2009.12.10 09:55	buy	57	0.10	1.05459	1.05159	1.05489
113	2009.12.10 09:57	t/p	56	0.10	1.05527	1.05197	1.05527	2.84	9941.54
114	2009.12.10 09:57	t/p	57	0.10	1.05489	1.05159	1.05489	2.84	9944.38
115	2009.12.14 04:10	sell	58	0.10	1.06046	1.06346	1.06016
116	2009.12.14 04:15	sell	59	0.10	1.06132	1.06432	1.06102
117	2009.12.14 04:20	sell	60	0.10	1.06218	1.06518	1.06188
118	2009.12.14 04:22	t/p	60	0.10	1.06188	1.06518	1.06188	2.83	9947.21
119	2009.12.14 04:25	sell	61	0.10	1.06189	1.06489	1.06159
120	2009.12.14 04:27	t/p	61	0.10	1.06159	1.06489	1.06159	2.83	9950.04
121	2009.12.14 04:27	sell	62	0.10	1.06197	1.06497	1.06167
122	2009.12.14 04:33	t/p	62	0.10	1.06167	1.06497	1.06167	2.82	9952.86
123	2009.12.14 04:40	t/p	59	0.10	1.06102	1.06432	1.06102	2.82	9955.68
124	2009.12.14 04:46	t/p	58	0.10	1.06016	1.06346	1.06016	2.83	9958.51
125	2009.12.14 05:02	sell	63	0.10	1.06076	1.06376	1.06046
126	2009.12.14 05:10	t/p	63	0.10	1.06046	1.06376	1.06046	2.83	9961.34
127	2009.12.14 08:59	sell	64	0.10	1.06000	1.06300	1.05970
128	2009.12.14 09:02	t/p	64	0.10	1.05970	1.06300	1.05970	2.83	9964.17
129	2009.12.16 20:07	buy	65	0.10	1.05825	1.05525	1.05855
130	2009.12.16 20:10	t/p	65	0.10	1.05855	1.05525	1.05855	2.83	9967.00
131	2009.12.17 08:45	buy	66	0.10	1.06714	1.06414	1.06744
132	2009.12.17 08:52	buy	67	0.10	1.06652	1.06352	1.06682
133	2009.12.17 08:57	t/p	67	0.10	1.06682	1.06352	1.06682	2.81	9969.81
134	2009.12.17 08:59	buy	68	0.10	1.06656	1.06356	1.06686
135	2009.12.17 09:15	t/p	68	0.10	1.06686	1.06356	1.06686	2.81	9972.62
136	2009.12.17 09:20	t/p	66	0.10	1.06744	1.06414	1.06744	2.81	9975.43
137	2009.12.17 10:40	sell	69	0.10	1.06955	1.07255	1.06925
138	2009.12.17 10:45	sell	70	0.10	1.07032	1.07332	1.07002
139	2009.12.17 10:50	sell	71	0.10	1.07109	1.07409	1.07079
140	2009.12.17 10:52	t/p	71	0.10	1.07079	1.07409	1.07079	2.80	9978.23
141	2009.12.17 10:55	sell	72	0.10	1.07083	1.07383	1.07053
142	2009.12.17 10:57	t/p	72	0.10	1.07053	1.07383	1.07053	2.80	9981.03
143	2009.12.17 11:45	s/l	69	0.10	1.07255	1.07255	1.06925	-27.97	9953.06
144	2009.12.17 11:50	s/l	70	0.10	1.07332	1.07332	1.07002	-27.95	9925.11
145	2009.12.21 10:59	buy	73	0.10	1.06537	1.06237	1.06567
146	2009.12.21 11:07	t/p	73	0.10	1.06567	1.06237	1.06567	2.81	9927.92
147	2009.12.21 16:10	buy	74	0.10	1.05644	1.05344	1.05674
148	2009.12.21 16:15	t/p	74	0.10	1.05674	1.05344	1.05674	2.84	9930.76
149	2009.12.21 16:15	buy	75	0.10	1.05716	1.05416	1.05746
150	2009.12.21 16:20	t/p	75	0.10	1.05746	1.05416	1.05746	2.84	9933.60
151	2009.12.21 16:27	buy	76	0.10	1.05692	1.05392	1.05722
152	2009.12.21 16:30	t/p	76	0.10	1.05722	1.05392	1.05722	2.83	9936.43
153	2009.12.30 12:45	sell	77	0.10	1.04920	1.05220	1.04890
154	2009.12.30 12:50	sell	78	0.10	1.04980	1.05280	1.04950
155	2009.12.30 12:57	t/p	78	0.10	1.04950	1.05280	1.04950	2.86	9939.29
156	2009.12.30 13:02	t/p	77	0.10	1.04890	1.05220	1.04890	2.86	9942.15
157	2009.12.30 13:10	sell	79	0.10	1.04888	1.05188	1.04858
158	2009.12.30 13:15	sell	80	0.10	1.04933	1.05233	1.04903
159	2009.12.30 13:20	sell	81	0.10	1.04978	1.05278	1.04948
160	2009.12.30 13:27	t/p	81	0.10	1.04948	1.05278	1.04948	2.86	9945.01
161	2009.12.30 13:27	sell	82	0.10	1.04963	1.05263	1.04933
162	2009.12.30 13:45	t/p	82	0.10	1.04933	1.05263	1.04933	2.86	9947.87
163	2009.12.30 13:50	t/p	80	0.10	1.04903	1.05233	1.04903	2.86	9950.73
164	2009.12.30 14:02	t/p	79	0.10	1.04858	1.05188	1.04858	2.86	9953.59
165	2009.12.30 14:20	sell	83	0.10	1.04948	1.05248	1.04918
166	2009.12.30 14:27	t/p	83	0.10	1.04918	1.05248	1.04918	2.86	9956.45
167	2009.12.30 14:32	sell	84	0.10	1.04946	1.05246	1.04916
168	2009.12.30 14:45	t/p	84	0.10	1.04916	1.05246	1.04916	2.86	9959.31
169	2009.12.30 15:05	sell	85	0.10	1.04937	1.05237	1.04907
170	2009.12.30 15:07	t/p	85	0.10	1.04907	1.05237	1.04907	2.86	9962.17
171	2009.12.30 15:10	sell	86	0.10	1.05077	1.05377	1.05047
172	2009.12.30 15:12	t/p	86	0.10	1.05047	1.05377	1.05047	2.86	9965.03
173	2009.12.30 15:12	sell	87	0.10	1.05030	1.05330	1.05000
174	2009.12.30 15:15	sell	88	0.10	1.05218	1.05518	1.05188
175	2009.12.30 15:17	t/p	88	0.10	1.05188	1.05518	1.05188	2.85	9967.88
176	2009.12.30 15:17	sell	89	0.10	1.05171	1.05471	1.05141
177	2009.12.30 15:20	s/l	87	0.10	1.05330	1.05330	1.05000	-28.47	9939.41
178	2009.12.30 15:20	sell	90	0.10	1.05358	1.05658	1.05328
179	2009.12.30 15:22	t/p	90	0.10	1.05328	1.05658	1.05328	2.85	9942.26
180	2009.12.30 15:22	sell	91	0.10	1.05264	1.05564	1.05234
181	2009.12.30 15:25	sell	92	0.10	1.05311	1.05611	1.05281
182	2009.12.30 15:27	t/p	91	0.10	1.05234	1.05564	1.05234	2.86	9945.12
183	2009.12.30 15:27	t/p	92	0.10	1.05281	1.05611	1.05281	2.85	9947.97
184	2009.12.30 15:27	sell	93	0.10	1.05264	1.05564	1.05234
185	2009.12.30 15:32	sell	94	0.10	1.05300	1.05600	1.05270
186	2009.12.30 15:35	sell	95	0.10	1.05346	1.05646	1.05316
187	2009.12.30 15:37	t/p	94	0.10	1.05270	1.05600	1.05270	2.85	9950.82
188	2009.12.30 15:37	t/p	95	0.10	1.05316	1.05646	1.05316	2.85	9953.67
189	2009.12.30 15:40	s/l	89	0.10	1.05471	1.05471	1.05141	-28.44	9925.23
190	2009.12.30 15:40	sell	96	0.10	1.05486	1.05786	1.05456
191	2009.12.30 15:42	t/p	96	0.10	1.05456	1.05786	1.05456	2.84	9928.07
192	2009.12.30 15:42	sell	97	0.10	1.05439	1.05739	1.05409
193	2009.12.30 15:45	s/l	93	0.10	1.05564	1.05564	1.05234	-28.40	9899.67
194	2009.12.30 15:47	sell	98	0.10	1.05579	1.05879	1.05549
195	2009.12.30 15:50	s/l	97	0.10	1.05739	1.05739	1.05409	-28.36	9871.31
196	2009.12.30 15:59	t/p	98	0.10	1.05549	1.05879	1.05549	2.85	9874.16
197	2009.12.30 15:59	sell	99	0.10	1.05321	1.05621	1.05291
198	2009.12.30 16:02	sell	100	0.10	1.05373	1.05673	1.05343
199	2009.12.30 16:15	t/p	100	0.10	1.05343	1.05673	1.05343	2.85	9877.01
200	2009.12.30 16:20	t/p	99	0.10	1.05291	1.05621	1.05291	2.85	9879.86
201	2009.12.30 16:20	sell	101	0.10	1.05230	1.05530	1.05200
202	2009.12.30 16:27	sell	102	0.10	1.05287	1.05587	1.05257
203	2009.12.30 16:32	sell	103	0.10	1.05443	1.05743	1.05413
204	2009.12.30 16:37	sell	104	0.10	1.05480	1.05780	1.05450
205	2009.12.30 16:40	t/p	103	0.10	1.05413	1.05743	1.05413	2.84	9882.70
206	2009.12.30 16:40	t/p	104	0.10	1.05450	1.05780	1.05450	2.84	9885.54
207	2009.12.30 16:40	sell	105	0.10	1.05332	1.05632	1.05302
208	2009.12.30 16:42	sell	106	0.10	1.05369	1.05669	1.05339
209	2009.12.30 16:45	t/p	102	0.10	1.05257	1.05587	1.05257	2.85	9888.39
210	2009.12.30 16:45	t/p	105	0.10	1.05302	1.05632	1.05302	2.85	9891.24
211	2009.12.30 16:45	t/p	106	0.10	1.05339	1.05669	1.05339	2.85	9894.09
212	2009.12.30 16:50	t/p	101	0.10	1.05200	1.05530	1.05200	2.85	9896.94
213	2009.12.30 16:52	sell	107	0.10	1.05147	1.05447	1.05117
214	2009.12.30 16:57	sell	108	0.10	1.05221	1.05521	1.05191
215	2009.12.30 16:59	t/p	107	0.10	1.05117	1.05447	1.05117	2.86	9899.80
216	2009.12.30 16:59	t/p	108	0.10	1.05191	1.05521	1.05191	2.85	9902.65
217	2009.12.30 17:10	sell	109	0.10	1.05226	1.05526	1.05196
218	2009.12.30 17:12	t/p	109	0.10	1.05196	1.05526	1.05196	2.85	9905.50
219	2009.12.30 17:12	sell	110	0.10	1.05173	1.05473	1.05143
220	2009.12.30 17:20	s/l	110	0.10	1.05473	1.05473	1.05143	-28.42	9877.08
221	2009.12.30 17:50	sell	111	0.10	1.05219	1.05519	1.05189
222	2009.12.30 17:55	sell	112	0.10	1.05253	1.05553	1.05223
223	2009.12.30 18:02	t/p	111	0.10	1.05189	1.05519	1.05189	2.85	9879.93
224	2009.12.30 18:02	t/p	112	0.10	1.05223	1.05553	1.05223	2.85	9882.78