Strategy Tester Report
Firebird MC v058
AlpariUK-Demo (Build 225)
Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.01.04 00:00 - 2010.02.26 22:00 (2010.01.01 - 2010.02.27) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | MA_length=10; MA_timeframe=30; MAtype=0; Percent=0.3; TradeOnFriday=1; slip=100; Lots=1; TakeProfit=30; Stoploss=2000; PipStep=30; IncreasementType=0; MagicNumber=12345; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -10160.00 | Gross profit | 270.00 | Gross loss | -10430.00 |
Profit factor | 0.03 | Expected payoff | -376.30 | ||
Absolute drawdown | 10160.00 | Maximal drawdown | 10250.00 (101.59%) | Relative drawdown | 101.59% (10250.00) |
Total trades | 27 | Short positions (won %) | 27 (33.33%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 9 (33.33%) | Loss trades (% of total) | 18 (66.67%) | ||
Largest | profit trade | 30.00 | loss trade | -719.00 | |
Average | profit trade | 30.00 | loss trade | -579.44 | |
Maximum | consecutive wins (profit in money) | 9 (270.00) | consecutive losses (loss in money) | 18 (-10430.00) | |
Maximal | consecutive profit (count of wins) | 270.00 (9) | consecutive loss (count of losses) | -10430.00 (18) | |
Average | consecutive wins | 9 | consecutive losses | 18 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 09:20 | sell | 1 | 1.00 | 1.61479 | 1.63479 | 1.61449 | ||
2 | 2010.01.04 09:22 | t/p | 1 | 1.00 | 1.61449 | 1.63479 | 1.61449 | 30.00 | 10030.00 |
3 | 2010.01.04 09:22 | sell | 2 | 1.00 | 1.61375 | 1.63375 | 1.61345 | ||
4 | 2010.01.04 09:25 | sell | 3 | 1.00 | 1.61427 | 1.63427 | 1.61397 | ||
5 | 2010.01.04 09:27 | t/p | 2 | 1.00 | 1.61345 | 1.63375 | 1.61345 | 30.00 | 10060.00 |
6 | 2010.01.04 09:27 | t/p | 3 | 1.00 | 1.61397 | 1.63427 | 1.61397 | 30.00 | 10090.00 |
7 | 2010.01.04 09:45 | sell | 4 | 1.00 | 1.61490 | 1.63490 | 1.61460 | ||
8 | 2010.01.04 09:47 | sell | 5 | 1.00 | 1.61461 | 1.63461 | 1.61431 | ||
9 | 2010.01.04 09:50 | sell | 6 | 1.00 | 1.61578 | 1.63578 | 1.61548 | ||
10 | 2010.01.04 09:52 | sell | 7 | 1.00 | 1.61520 | 1.63520 | 1.61490 | ||
11 | 2010.01.04 09:55 | sell | 8 | 1.00 | 1.61549 | 1.63549 | 1.61519 | ||
12 | 2010.01.04 09:57 | t/p | 6 | 1.00 | 1.61548 | 1.63578 | 1.61548 | 30.00 | 10120.00 |
13 | 2010.01.04 09:57 | t/p | 8 | 1.00 | 1.61519 | 1.63549 | 1.61519 | 30.00 | 10150.00 |
14 | 2010.01.04 09:57 | sell | 9 | 1.00 | 1.61461 | 1.63461 | 1.61431 | ||
15 | 2010.01.04 09:59 | sell | 10 | 1.00 | 1.61519 | 1.63519 | 1.61489 | ||
16 | 2010.01.04 10:00 | sell | 11 | 1.00 | 1.61526 | 1.63526 | 1.61496 | ||
17 | 2010.01.04 10:02 | sell | 12 | 1.00 | 1.61547 | 1.63547 | 1.61517 | ||
18 | 2010.01.04 10:05 | sell | 13 | 1.00 | 1.61577 | 1.63577 | 1.61547 | ||
19 | 2010.01.04 10:07 | sell | 14 | 1.00 | 1.61517 | 1.63517 | 1.61487 | ||
20 | 2010.01.04 10:10 | sell | 15 | 1.00 | 1.61668 | 1.63668 | 1.61638 | ||
21 | 2010.01.04 10:12 | sell | 16 | 1.00 | 1.61638 | 1.63638 | 1.61608 | ||
22 | 2010.01.04 10:15 | sell | 17 | 1.00 | 1.61758 | 1.63758 | 1.61728 | ||
23 | 2010.01.04 10:17 | sell | 18 | 1.00 | 1.61728 | 1.63728 | 1.61698 | ||
24 | 2010.01.04 10:20 | sell | 19 | 1.00 | 1.61849 | 1.63849 | 1.61819 | ||
25 | 2010.01.04 10:22 | sell | 20 | 1.00 | 1.61789 | 1.63789 | 1.61759 | ||
26 | 2010.01.04 10:25 | sell | 21 | 1.00 | 1.61819 | 1.63819 | 1.61789 | ||
27 | 2010.01.04 10:27 | t/p | 19 | 1.00 | 1.61819 | 1.63849 | 1.61819 | 30.00 | 10180.00 |
28 | 2010.01.04 10:27 | t/p | 21 | 1.00 | 1.61789 | 1.63819 | 1.61789 | 30.00 | 10210.00 |
29 | 2010.01.04 10:27 | sell | 22 | 1.00 | 1.61728 | 1.63728 | 1.61698 | ||
30 | 2010.01.04 10:27 | t/p | 17 | 1.00 | 1.61728 | 1.63758 | 1.61728 | 30.00 | 10240.00 |
31 | 2010.01.04 10:27 | t/p | 20 | 1.00 | 1.61759 | 1.63789 | 1.61759 | 30.00 | 10270.00 |
32 | 2010.01.04 10:27 | sell | 23 | 1.00 | 1.61665 | 1.63665 | 1.61635 | ||
33 | 2010.01.04 10:30 | sell | 24 | 1.00 | 1.61669 | 1.63669 | 1.61639 | ||
34 | 2010.01.04 10:32 | sell | 25 | 1.00 | 1.61699 | 1.63699 | 1.61669 | ||
35 | 2010.01.04 10:35 | sell | 26 | 1.00 | 1.61741 | 1.63741 | 1.61711 | ||
36 | 2010.01.04 10:37 | sell | 27 | 1.00 | 1.61656 | 1.63656 | 1.61626 | ||
37 | 2010.01.04 10:50 | close at stop | 27 | 1.00 | 1.62180 | 1.63656 | 1.61626 | -524.00 | 9746.00 |
38 | 2010.01.04 10:50 | close at stop | 26 | 1.00 | 1.62180 | 1.63741 | 1.61711 | -439.00 | 9307.00 |
39 | 2010.01.04 10:50 | close at stop | 25 | 1.00 | 1.62180 | 1.63699 | 1.61669 | -481.00 | 8826.00 |
40 | 2010.01.04 10:50 | close at stop | 24 | 1.00 | 1.62180 | 1.63669 | 1.61639 | -511.00 | 8315.00 |
41 | 2010.01.04 10:50 | close at stop | 23 | 1.00 | 1.62180 | 1.63665 | 1.61635 | -515.00 | 7800.00 |
42 | 2010.01.04 10:50 | close at stop | 22 | 1.00 | 1.62180 | 1.63728 | 1.61698 | -452.00 | 7348.00 |
43 | 2010.01.04 10:50 | close at stop | 18 | 1.00 | 1.62180 | 1.63728 | 1.61698 | -452.00 | 6896.00 |
44 | 2010.01.04 10:50 | close at stop | 16 | 1.00 | 1.62180 | 1.63638 | 1.61608 | -542.00 | 6354.00 |
45 | 2010.01.04 10:50 | close at stop | 15 | 1.00 | 1.62180 | 1.63668 | 1.61638 | -512.00 | 5842.00 |
46 | 2010.01.04 10:50 | close at stop | 14 | 1.00 | 1.62180 | 1.63517 | 1.61487 | -663.00 | 5179.00 |
47 | 2010.01.04 10:50 | close at stop | 13 | 1.00 | 1.62180 | 1.63577 | 1.61547 | -603.00 | 4576.00 |
48 | 2010.01.04 10:50 | close at stop | 12 | 1.00 | 1.62180 | 1.63547 | 1.61517 | -633.00 | 3943.00 |
49 | 2010.01.04 10:50 | close at stop | 11 | 1.00 | 1.62180 | 1.63526 | 1.61496 | -654.00 | 3289.00 |
50 | 2010.01.04 10:50 | close at stop | 10 | 1.00 | 1.62180 | 1.63519 | 1.61489 | -661.00 | 2628.00 |
51 | 2010.01.04 10:50 | close at stop | 9 | 1.00 | 1.62180 | 1.63461 | 1.61431 | -719.00 | 1909.00 |
52 | 2010.01.04 10:50 | close at stop | 7 | 1.00 | 1.62180 | 1.63520 | 1.61490 | -660.00 | 1249.00 |
53 | 2010.01.04 10:50 | close at stop | 5 | 1.00 | 1.62180 | 1.63461 | 1.61431 | -719.00 | 530.00 |
54 | 2010.01.04 10:50 | close at stop | 4 | 1.00 | 1.62180 | 1.63490 | 1.61460 | -690.00 | -160.00 |