Report Result : Firebird v060 - Desynced Forex Repository

Strategy Tester Report

Firebird v060

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; Percent=0.3; TradeOnFriday=1; MAtype=1; slip=100; Lots=0.1; TakeProfit=30; Stoploss=200; PipStep=30; IncreasementType=0;

Bars in test	1953	Ticks modelled	24825	Modelling quality	n/a
Mismatched charts errors	0

Initial deposit	10000.00
Total net profit	106.90	Gross profit	266.90	Gross loss	-160.00
Profit factor	1.67	Expected payoff	1.10
Absolute drawdown	22.40	Maximal drawdown	48.70 (0.49%)	Relative drawdown	0.49% (48.70)

Total trades	97	Short positions (won %)	46 (95.65%)	Long positions (won %)	51 (88.24%)
		Profit trades (% of total)	89 (91.75%)	Loss trades (% of total)	8 (8.25%)
Largest		profit trade	5.10	loss trade	-20.00
Average		profit trade	3.00	loss trade	-20.00
Maximum		consecutive wins (profit in money)	42 (126.00)	consecutive losses (loss in money)	1 (-20.00)
Maximal		consecutive profit (count of wins)	126.00 (42)	consecutive loss (count of losses)	-20.00 (1)
Average		consecutive wins	11	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.04 02:46	buy	1	0.10	1.60903	1.60703	1.60933
2	2010.01.04 02:56	t/p	1	0.10	1.60933	1.60703	1.60933	3.00	10003.00
3	2010.01.04 10:15	sell	2	0.10	1.61758	1.61958	1.61728
4	2010.01.04 10:17	sell	3	0.10	1.61728	1.61928	1.61698
5	2010.01.04 10:20	sell	4	0.10	1.61849	1.62049	1.61819
6	2010.01.04 10:22	t/p	4	0.10	1.61819	1.62049	1.61819	3.00	10006.00
7	2010.01.04 10:22	modify	2	0.10	1.61758	1.61843	1.61713
8	2010.01.04 10:22	modify	3	0.10	1.61728	1.61843	1.61713
9	2010.01.04 10:27	t/p	2	0.10	1.61713	1.61843	1.61713	4.50	10010.50
10	2010.01.04 10:27	t/p	3	0.10	1.61713	1.61843	1.61713	1.50	10012.00
11	2010.01.04 12:30	sell	5	0.10	1.62114	1.62314	1.62084
12	2010.01.04 12:32	t/p	5	0.10	1.62084	1.62314	1.62084	3.00	10015.00
13	2010.01.05 09:32	buy	6	0.10	1.60313	1.60113	1.60343
14	2010.01.05 09:40	t/p	6	0.10	1.60343	1.60113	1.60343	3.00	10018.00
15	2010.01.05 11:45	buy	7	0.10	1.60111	1.59911	1.60141
16	2010.01.05 12:02	s/l	7	0.10	1.59911	1.59911	1.60141	-20.00	9998.00
17	2010.01.06 09:32	sell	8	0.10	1.60606	1.60806	1.60576
18	2010.01.06 09:35	sell	9	0.10	1.60582	1.60782	1.60552
19	2010.01.06 09:37	sell	10	0.10	1.60629	1.60829	1.60599
20	2010.01.06 09:40	t/p	8	0.10	1.60576	1.60806	1.60576	3.00	10001.00
21	2010.01.06 09:40	t/p	10	0.10	1.60599	1.60829	1.60599	3.00	10004.00
22	2010.01.06 09:45	t/p	9	0.10	1.60552	1.60782	1.60552	3.00	10007.00
23	2010.01.07 08:50	buy	11	0.10	1.59324	1.59124	1.59354
24	2010.01.07 08:52	t/p	11	0.10	1.59354	1.59124	1.59354	3.00	10010.00
25	2010.01.07 11:50	buy	12	0.10	1.59086	1.58886	1.59116
26	2010.01.07 11:52	t/p	12	0.10	1.59116	1.58886	1.59116	3.00	10013.00
27	2010.01.08 09:45	sell	13	0.10	1.60086	1.60286	1.60056
28	2010.01.08 09:50	sell	14	0.10	1.60217	1.60417	1.60187
29	2010.01.08 09:52	t/p	14	0.10	1.60187	1.60417	1.60187	3.00	10016.00
30	2010.01.08 10:15	s/l	13	0.10	1.60286	1.60286	1.60056	-20.00	9996.00
31	2010.01.08 14:40	sell	15	0.10	1.60533	1.60733	1.60503
32	2010.01.08 14:42	t/p	15	0.10	1.60503	1.60733	1.60503	3.00	9999.00
33	2010.01.11 01:02	sell	16	0.10	1.61000	1.61200	1.60970
34	2010.01.11 01:05	sell	17	0.10	1.60977	1.61177	1.60947
35	2010.01.11 01:07	sell	18	0.10	1.61024	1.61224	1.60994
36	2010.01.11 01:10	t/p	16	0.10	1.60970	1.61200	1.60970	3.00	10002.00
37	2010.01.11 01:10	t/p	18	0.10	1.60994	1.61224	1.60994	3.00	10005.00
38	2010.01.11 01:15	t/p	17	0.10	1.60947	1.61177	1.60947	3.00	10008.00
39	2010.01.11 11:20	sell	19	0.10	1.61648	1.61848	1.61618
40	2010.01.11 11:27	t/p	19	0.10	1.61618	1.61848	1.61618	3.00	10011.00
41	2010.01.11 13:37	sell	20	0.10	1.61881	1.62081	1.61851
42	2010.01.11 13:40	t/p	20	0.10	1.61851	1.62081	1.61851	3.00	10014.00
43	2010.01.12 11:20	sell	21	0.10	1.61632	1.61832	1.61602
44	2010.01.12 11:22	t/p	21	0.10	1.61602	1.61832	1.61602	3.00	10017.00
45	2010.01.13 08:50	sell	22	0.10	1.62325	1.62525	1.62295
46	2010.01.13 08:52	t/p	22	0.10	1.62295	1.62525	1.62295	3.00	10020.00
47	2010.01.13 12:20	sell	23	0.10	1.62693	1.62893	1.62663
48	2010.01.13 12:22	t/p	23	0.10	1.62663	1.62893	1.62663	3.00	10023.00
49	2010.01.15 17:32	buy	24	0.10	1.62154	1.61954	1.62184
50	2010.01.15 17:40	t/p	24	0.10	1.62184	1.61954	1.62184	3.00	10026.00
51	2010.01.18 11:20	sell	25	0.10	1.63790	1.63990	1.63760
52	2010.01.18 11:22	t/p	25	0.10	1.63760	1.63990	1.63760	3.00	10029.00
53	2010.01.19 01:45	sell	26	0.10	1.64010	1.64210	1.63980
54	2010.01.19 01:50	sell	27	0.10	1.64138	1.64338	1.64108
55	2010.01.19 01:52	t/p	27	0.10	1.64108	1.64338	1.64108	3.00	10032.00
56	2010.01.19 02:50	s/l	26	0.10	1.64210	1.64210	1.63980	-20.00	10012.00
57	2010.01.19 12:50	buy	28	0.10	1.63364	1.63164	1.63394
58	2010.01.19 12:52	t/p	28	0.10	1.63394	1.63164	1.63394	3.00	10015.00
59	2010.01.21 09:40	buy	29	0.10	1.62011	1.61811	1.62041
60	2010.01.21 10:20	s/l	29	0.10	1.61811	1.61811	1.62041	-20.00	9995.00
61	2010.01.21 12:20	buy	30	0.10	1.61271	1.61071	1.61301
62	2010.01.21 12:27	t/p	30	0.10	1.61301	1.61071	1.61301	3.00	9998.00
63	2010.01.22 09:20	sell	31	0.10	1.62842	1.63042	1.62812
64	2010.01.22 09:22	t/p	31	0.10	1.62812	1.63042	1.62812	3.00	10001.00
65	2010.01.22 13:20	buy	32	0.10	1.61348	1.61148	1.61378
66	2010.01.22 13:22	t/p	32	0.10	1.61378	1.61148	1.61378	3.00	10004.00
67	2010.01.22 15:22	buy	33	0.10	1.60970	1.60770	1.61000
68	2010.01.22 15:45	t/p	33	0.10	1.61000	1.60770	1.61000	3.00	10007.00
69	2010.01.25 17:20	sell	34	0.10	1.62322	1.62522	1.62292
70	2010.01.25 17:22	t/p	34	0.10	1.62292	1.62522	1.62292	3.00	10010.00
71	2010.01.25 19:50	sell	35	0.10	1.62485	1.62685	1.62455
72	2010.01.25 19:52	sell	36	0.10	1.62465	1.62665	1.62435
73	2010.01.25 20:00	t/p	35	0.10	1.62455	1.62685	1.62455	3.00	10013.00
74	2010.01.25 20:02	t/p	36	0.10	1.62435	1.62665	1.62435	3.00	10016.00
75	2010.01.26 10:40	buy	37	0.10	1.61520	1.61320	1.61550
76	2010.01.26 10:43	t/p	37	0.10	1.61550	1.61320	1.61550	3.00	10019.00
77	2010.01.26 12:45	buy	38	0.10	1.61267	1.61067	1.61297
78	2010.01.26 12:50	t/p	38	0.10	1.61297	1.61067	1.61297	3.00	10022.00
79	2010.01.26 14:50	buy	39	0.10	1.61050	1.60850	1.61080
80	2010.01.26 14:52	t/p	39	0.10	1.61080	1.60850	1.61080	3.00	10025.00
81	2010.01.27 11:15	sell	40	0.10	1.62139	1.62339	1.62109
82	2010.01.27 11:17	sell	41	0.10	1.62096	1.62296	1.62066
83	2010.01.27 11:20	sell	42	0.10	1.62269	1.62469	1.62239
84	2010.01.27 11:22	t/p	42	0.10	1.62239	1.62469	1.62239	3.00	10028.00
85	2010.01.27 11:50	modify	40	0.10	1.62139	1.62218	1.62088
86	2010.01.27 11:50	modify	41	0.10	1.62096	1.62218	1.62088
87	2010.01.27 12:02	t/p	40	0.10	1.62088	1.62218	1.62088	5.10	10033.10
88	2010.01.27 12:02	t/p	41	0.10	1.62088	1.62218	1.62088	0.80	10033.90
89	2010.01.28 08:50	sell	43	0.10	1.62550	1.62750	1.62520
90	2010.01.28 08:52	t/p	43	0.10	1.62520	1.62750	1.62520	3.00	10036.90
91	2010.01.28 16:15	buy	44	0.10	1.61657	1.61457	1.61687
92	2010.01.28 16:17	t/p	44	0.10	1.61687	1.61457	1.61687	3.00	10039.90
93	2010.01.28 18:17	buy	45	0.10	1.61435	1.61235	1.61465
94	2010.01.28 19:02	s/l	45	0.10	1.61235	1.61235	1.61465	-20.00	10019.90
95	2010.01.29 14:50	buy	46	0.10	1.60551	1.60351	1.60581
96	2010.01.29 14:52	t/p	46	0.10	1.60581	1.60351	1.60581	3.00	10022.90
97	2010.01.29 16:53	buy	47	0.10	1.60447	1.60247	1.60477
98	2010.01.29 16:59	s/l	47	0.10	1.60247	1.60247	1.60477	-20.00	10002.90
99	2010.01.29 18:59	buy	48	0.10	1.60126	1.59926	1.60156
100	2010.01.29 20:02	t/p	48	0.10	1.60156	1.59926	1.60156	3.00	10005.90
101	2010.02.01 00:00	buy	49	0.10	1.59465	1.59265	1.59495
102	2010.02.01 00:10	t/p	49	0.10	1.59495	1.59265	1.59495	3.00	10008.90
103	2010.02.01 11:20	buy	50	0.10	1.58604	1.58404	1.58634
104	2010.02.01 11:22	t/p	50	0.10	1.58634	1.58404	1.58634	3.00	10011.90
105	2010.02.03 08:32	sell	51	0.10	1.60559	1.60759	1.60529
106	2010.02.03 08:37	sell	52	0.10	1.60585	1.60785	1.60555
107	2010.02.03 08:40	t/p	51	0.10	1.60529	1.60759	1.60529	3.00	10014.90
108	2010.02.03 08:40	t/p	52	0.10	1.60555	1.60785	1.60555	3.00	10017.90
109	2010.02.03 14:50	buy	53	0.10	1.59411	1.59211	1.59441
110	2010.02.03 14:57	t/p	53	0.10	1.59441	1.59211	1.59441	3.00	10020.90
111	2010.02.03 16:57	buy	54	0.10	1.59285	1.59085	1.59315
112	2010.02.03 16:59	t/p	54	0.10	1.59315	1.59085	1.59315	3.00	10023.90
113	2010.02.04 11:10	buy	55	0.10	1.58252	1.58052	1.58282
114	2010.02.04 11:13	t/p	55	0.10	1.58282	1.58052	1.58282	3.00	10026.90
115	2010.02.04 15:50	buy	56	0.10	1.57865	1.57665	1.57895
116	2010.02.04 15:52	t/p	56	0.10	1.57895	1.57665	1.57895	3.00	10029.90
117	2010.02.04 17:52	buy	57	0.10	1.57393	1.57193	1.57423
118	2010.02.04 17:57	t/p	57	0.10	1.57423	1.57193	1.57423	3.00	10032.90
119	2010.02.05 08:50	buy	58	0.10	1.56686	1.56486	1.56716
120	2010.02.05 08:52	t/p	58	0.10	1.56716	1.56486	1.56716	3.00	10035.90
121	2010.02.05 15:50	buy	59	0.10	1.56167	1.55967	1.56197
122	2010.02.05 15:52	t/p	59	0.10	1.56197	1.55967	1.56197	3.00	10038.90
123	2010.02.05 19:40	buy	60	0.10	1.55953	1.55753	1.55983
124	2010.02.05 19:42	t/p	60	0.10	1.55983	1.55753	1.55983	3.00	10041.90
125	2010.02.08 07:50	buy	61	0.10	1.55369	1.55169	1.55399
126	2010.02.08 07:52	t/p	61	0.10	1.55399	1.55169	1.55399	3.00	10044.90
127	2010.02.09 17:50	sell	62	0.10	1.56825	1.57025	1.56795
128	2010.02.09 17:52	t/p	62	0.10	1.56795	1.57025	1.56795	3.00	10047.90
129	2010.02.09 19:57	sell	63	0.10	1.57000	1.57200	1.56970
130	2010.02.09 20:02	t/p	63	0.10	1.56970	1.57200	1.56970	3.00	10050.90
131	2010.02.10 11:15	sell	64	0.10	1.57539	1.57739	1.57509
132	2010.02.10 11:17	sell	65	0.10	1.57501	1.57701	1.57471
133	2010.02.10 11:20	sell	66	0.10	1.57652	1.57852	1.57622
134	2010.02.10 11:22	t/p	66	0.10	1.57622	1.57852	1.57622	3.00	10053.90
135	2010.02.10 11:27	modify	64	0.10	1.57539	1.57620	1.57490
136	2010.02.10 11:27	modify	65	0.10	1.57501	1.57620	1.57490
137	2010.02.10 11:27	t/p	64	0.10	1.57490	1.57620	1.57490	4.90	10058.80
138	2010.02.10 11:27	t/p	65	0.10	1.57490	1.57620	1.57490	1.10	10059.90
139	2010.02.10 16:15	buy	67	0.10	1.55881	1.55681	1.55911
140	2010.02.10 17:02	t/p	67	0.10	1.55911	1.55681	1.55911	3.00	10062.90
141	2010.02.11 10:20	buy	68	0.10	1.55618	1.55418	1.55648
142	2010.02.11 10:27	t/p	68	0.10	1.55648	1.55418	1.55648	3.00	10065.90
143	2010.02.11 18:10	sell	69	0.10	1.56824	1.57024	1.56794
144	2010.02.11 18:15	sell	70	0.10	1.56895	1.57095	1.56865
145	2010.02.11 18:20	sell	71	0.10	1.56965	1.57165	1.56935
146	2010.02.11 18:27	t/p	71	0.10	1.56935	1.57165	1.56935	3.00	10068.90
147	2010.02.11 18:27	t/p	70	0.10	1.56865	1.57095	1.56865	3.00	10071.90
148	2010.02.11 18:50	t/p	69	0.10	1.56794	1.57024	1.56794	3.00	10074.90
149	2010.02.12 11:20	buy	72	0.10	1.56055	1.55855	1.56085
150	2010.02.12 11:22	t/p	72	0.10	1.56085	1.55855	1.56085	3.00	10077.90
151	2010.02.12 13:50	buy	73	0.10	1.55987	1.55787	1.56017
152	2010.02.12 13:52	t/p	73	0.10	1.56017	1.55787	1.56017	3.00	10080.90
153	2010.02.16 15:20	buy	74	0.10	1.56293	1.56093	1.56323
154	2010.02.16 15:22	t/p	74	0.10	1.56323	1.56093	1.56323	3.00	10083.90
155	2010.02.16 18:03	sell	75	0.10	1.57595	1.57795	1.57565
156	2010.02.16 18:06	t/p	75	0.10	1.57565	1.57795	1.57565	3.00	10086.90
157	2010.02.16 20:07	sell	76	0.10	1.57845	1.58045	1.57815
158	2010.02.16 20:10	sell	77	0.10	1.57892	1.58092	1.57862
159	2010.02.16 20:20	sell	78	0.10	1.57948	1.58148	1.57918
160	2010.02.16 20:33	t/p	78	0.10	1.57918	1.58148	1.57918	3.00	10089.90
161	2010.02.16 20:40	t/p	77	0.10	1.57862	1.58092	1.57862	3.00	10092.90
162	2010.02.16 21:02	t/p	76	0.10	1.57815	1.58045	1.57815	3.00	10095.90
163	2010.02.17 17:20	buy	79	0.10	1.56916	1.56716	1.56946
164	2010.02.17 17:22	t/p	79	0.10	1.56946	1.56716	1.56946	3.00	10098.90
165	2010.02.17 19:50	buy	80	0.10	1.56744	1.56544	1.56774
166	2010.02.17 19:57	t/p	80	0.10	1.56774	1.56544	1.56774	3.00	10101.90
167	2010.02.18 10:46	buy	81	0.10	1.55766	1.55566	1.55796
168	2010.02.18 10:50	t/p	81	0.10	1.55796	1.55566	1.55796	3.00	10104.90
169	2010.02.18 14:50	buy	82	0.10	1.55581	1.55381	1.55611
170	2010.02.18 14:52	t/p	82	0.10	1.55611	1.55381	1.55611	3.00	10107.90
171	2010.02.18 22:50	buy	83	0.10	1.54940	1.54740	1.54970
172	2010.02.18 22:52	t/p	83	0.10	1.54970	1.54740	1.54970	3.00	10110.90
173	2010.02.19 00:52	buy	84	0.10	1.54239	1.54039	1.54269
174	2010.02.19 00:57	t/p	84	0.10	1.54269	1.54039	1.54269	3.00	10113.90
175	2010.02.19 02:57	buy	85	0.10	1.54230	1.54030	1.54260
176	2010.02.19 03:10	t/p	85	0.10	1.54260	1.54030	1.54260	3.00	10116.90
177	2010.02.19 10:50	buy	86	0.10	1.53459	1.53259	1.53489
178	2010.02.19 10:52	t/p	86	0.10	1.53489	1.53259	1.53489	3.00	10119.90
179	2010.02.19 19:50	sell	87	0.10	1.54738	1.54938	1.54708
180	2010.02.19 19:55	sell	88	0.10	1.54719	1.54919	1.54689
181	2010.02.19 19:57	t/p	87	0.10	1.54708	1.54938	1.54708	3.00	10122.90
182	2010.02.19 19:57	t/p	88	0.10	1.54689	1.54919	1.54689	3.00	10125.90
183	2010.02.23 08:20	sell	89	0.10	1.55728	1.55928	1.55698
184	2010.02.23 08:22	t/p	89	0.10	1.55698	1.55928	1.55698	3.00	10128.90
185	2010.02.23 10:45	buy	90	0.10	1.54478	1.54278	1.54508
186	2010.02.23 11:10	s/l	90	0.10	1.54278	1.54278	1.54508	-20.00	10108.90
187	2010.02.23 13:10	buy	91	0.10	1.54188	1.53988	1.54218
188	2010.02.23 13:15	t/p	91	0.10	1.54218	1.53988	1.54218	3.00	10111.90
189	2010.02.25 05:20	buy	92	0.10	1.53280	1.53080	1.53310
190	2010.02.25 05:22	t/p	92	0.10	1.53310	1.53080	1.53310	3.00	10114.90
191	2010.02.25 10:20	buy	93	0.10	1.52800	1.52600	1.52830
192	2010.02.25 10:22	t/p	93	0.10	1.52830	1.52600	1.52830	3.00	10117.90
193	2010.02.25 14:50	buy	94	0.10	1.52460	1.52260	1.52490
194	2010.02.25 14:52	t/p	94	0.10	1.52490	1.52260	1.52490	3.00	10120.90
195	2010.02.25 17:20	buy	95	0.10	1.52187	1.51987	1.52217
196	2010.02.25 17:22	t/p	95	0.10	1.52217	1.51987	1.52217	3.00	10123.90
197	2010.02.26 13:50	buy	96	0.10	1.51941	1.51741	1.51971
198	2010.02.26 13:52	t/p	96	0.10	1.51971	1.51741	1.51971	3.00	10126.90
199	2010.02.26 15:52	buy	97	0.10	1.51793	1.51593	1.51823
200	2010.02.26 16:02	s/l	97	0.10	1.51593	1.51593	1.51823	-20.00	10106.90