Report Result : Firebird v63E - Desynced Forex Repository

Strategy Tester Report

Download Firebird v63E

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=0.1; 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	1953	Ticks modelled	24825	Modelling quality	n/a
Mismatched charts errors	0

Initial deposit	10000.00
Total net profit	-222.25	Gross profit	168.00	Gross loss	-390.25
Profit factor	0.43	Expected payoff	-3.22
Absolute drawdown	295.75	Maximal drawdown	328.05 (3.27%)	Relative drawdown	3.27% (328.05)

Total trades	69	Short positions (won %)	44 (75.00%)	Long positions (won %)	25 (92.00%)
		Profit trades (% of total)	56 (81.16%)	Loss trades (% of total)	13 (18.84%)
Largest		profit trade	3.00	loss trade	-30.25
Average		profit trade	3.00	loss trade	-30.02
Maximum		consecutive wins (profit in money)	15 (45.00)	consecutive losses (loss in money)	3 (-90.00)
Maximal		consecutive profit (count of wins)	45.00 (15)	consecutive loss (count of losses)	-90.00 (3)
Average		consecutive wins	7	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.05 17:07	sell	1	0.10	1.60485	1.60785	1.60455
2	2010.01.05 17:10	t/p	1	0.10	1.60455	1.60785	1.60455	3.00	10003.00
3	2010.01.05 20:00	buy	2	0.10	1.59806	1.59506	1.59836
4	2010.01.05 20:15	t/p	2	0.10	1.59836	1.59506	1.59836	3.00	10006.00
5	2010.01.05 20:15	buy	3	0.10	1.59913	1.59613	1.59943
6	2010.01.05 20:45	t/p	3	0.10	1.59943	1.59613	1.59943	3.00	10009.00
7	2010.01.08 19:20	sell	4	0.10	1.60361	1.60661	1.60331
8	2010.01.08 19:27	t/p	4	0.10	1.60331	1.60661	1.60331	3.00	10012.00
9	2010.01.08 19:32	sell	5	0.10	1.60362	1.60662	1.60332
10	2010.01.08 19:45	t/p	5	0.10	1.60332	1.60662	1.60332	3.00	10015.00
11	2010.01.08 20:00	sell	6	0.10	1.60254	1.60554	1.60224
12	2010.01.08 20:10	t/p	6	0.10	1.60224	1.60554	1.60224	3.00	10018.00
13	2010.01.08 20:32	sell	7	0.10	1.60195	1.60495	1.60165
14	2010.01.08 20:40	sell	8	0.10	1.60288	1.60588	1.60258
15	2010.01.08 20:45	sell	9	0.10	1.60358	1.60658	1.60328
16	2010.01.08 20:50	sell	10	0.10	1.60428	1.60728	1.60398
17	2010.01.08 20:57	t/p	10	0.10	1.60398	1.60728	1.60398	3.00	10021.00
18	2010.01.08 21:07	t/p	9	0.10	1.60328	1.60658	1.60328	3.00	10024.00
19	2010.01.08 21:10	sell	11	0.10	1.60324	1.60624	1.60294
20	2010.01.08 21:15	sell	12	0.10	1.60355	1.60655	1.60325
21	2010.01.08 21:20	sell	13	0.10	1.60386	1.60686	1.60356
22	2010.01.08 21:45	t/p	13	0.10	1.60356	1.60686	1.60356	3.00	10027.00
23	2010.01.08 21:50	t/p	12	0.10	1.60325	1.60655	1.60325	3.00	10030.00
24	2010.01.08 22:07	t/p	11	0.10	1.60294	1.60624	1.60294	3.00	10033.00
25	2010.01.08 22:50	t/p	8	0.10	1.60258	1.60588	1.60258	3.00	10036.00
26	2010.01.11 00:00	s/l	7	0.10	1.60495	1.60495	1.60165	-30.25	10005.75
27	2010.01.11 02:00	sell	14	0.10	1.60768	1.61068	1.60738
28	2010.01.11 02:02	t/p	14	0.10	1.60738	1.61068	1.60738	3.00	10008.75
29	2010.01.11 02:05	sell	15	0.10	1.60681	1.60981	1.60651
30	2010.01.11 02:10	sell	16	0.10	1.60739	1.61039	1.60709
31	2010.01.11 02:15	sell	17	0.10	1.60798	1.61098	1.60768
32	2010.01.11 02:20	sell	18	0.10	1.60856	1.61156	1.60826
33	2010.01.11 02:33	t/p	18	0.10	1.60826	1.61156	1.60826	3.00	10011.75
34	2010.01.11 02:40	t/p	17	0.10	1.60768	1.61098	1.60768	3.00	10014.75
35	2010.01.11 02:46	t/p	16	0.10	1.60709	1.61039	1.60709	3.00	10017.75
36	2010.01.11 03:50	s/l	15	0.10	1.60981	1.60981	1.60651	-30.00	9987.75
37	2010.01.18 08:20	sell	19	0.10	1.63224	1.63524	1.63194
38	2010.01.18 08:27	t/p	19	0.10	1.63194	1.63524	1.63194	3.00	9990.75
39	2010.01.18 08:27	sell	20	0.10	1.63146	1.63446	1.63116
40	2010.01.18 08:45	sell	21	0.10	1.63198	1.63498	1.63168
41	2010.01.18 08:50	sell	22	0.10	1.63242	1.63542	1.63212
42	2010.01.18 09:20	s/l	20	0.10	1.63446	1.63446	1.63116	-30.00	9960.75
43	2010.01.18 09:45	s/l	21	0.10	1.63498	1.63498	1.63168	-30.00	9930.75
44	2010.01.18 09:50	s/l	22	0.10	1.63542	1.63542	1.63212	-30.00	9900.75
45	2010.01.20 11:37	buy	23	0.10	1.62725	1.62425	1.62755
46	2010.01.20 11:45	t/p	23	0.10	1.62755	1.62425	1.62755	3.00	9903.75
47	2010.01.20 12:02	buy	24	0.10	1.62614	1.62314	1.62644
48	2010.01.20 12:07	buy	25	0.10	1.62574	1.62274	1.62604
49	2010.01.20 12:10	t/p	24	0.10	1.62644	1.62314	1.62644	3.00	9906.75
50	2010.01.20 12:10	t/p	25	0.10	1.62604	1.62274	1.62604	3.00	9909.75
51	2010.01.20 13:15	buy	26	0.10	1.62612	1.62312	1.62642
52	2010.01.20 13:20	buy	27	0.10	1.62491	1.62191	1.62521
53	2010.01.20 13:27	t/p	27	0.10	1.62521	1.62191	1.62521	3.00	9912.75
54	2010.01.20 13:40	t/p	26	0.10	1.62642	1.62312	1.62642	3.00	9915.75
55	2010.01.20 14:20	buy	28	0.10	1.62575	1.62275	1.62605
56	2010.01.20 14:27	t/p	28	0.10	1.62605	1.62275	1.62605	3.00	9918.75
57	2010.01.26 02:15	sell	29	0.10	1.62633	1.62933	1.62603
58	2010.01.26 02:20	sell	30	0.10	1.62670	1.62970	1.62640
59	2010.01.26 03:10	t/p	30	0.10	1.62640	1.62970	1.62640	3.00	9921.75
60	2010.01.26 03:15	t/p	29	0.10	1.62603	1.62933	1.62603	3.00	9924.75
61	2010.01.26 07:50	sell	31	0.10	1.62490	1.62790	1.62460
62	2010.01.26 07:52	t/p	31	0.10	1.62460	1.62790	1.62460	3.00	9927.75
63	2010.01.26 07:55	sell	32	0.10	1.62440	1.62740	1.62410
64	2010.01.26 07:57	t/p	32	0.10	1.62410	1.62740	1.62410	3.00	9930.75
65	2010.01.28 02:50	buy	33	0.10	1.61415	1.61115	1.61445
66	2010.01.28 02:57	t/p	33	0.10	1.61445	1.61115	1.61445	3.00	9933.75
67	2010.01.29 00:50	sell	34	0.10	1.61442	1.61742	1.61412
68	2010.01.29 00:57	t/p	34	0.10	1.61412	1.61742	1.61412	3.00	9936.75
69	2010.02.03 22:50	buy	35	0.10	1.58822	1.58522	1.58852
70	2010.02.03 22:57	t/p	35	0.10	1.58852	1.58522	1.58852	3.00	9939.75
71	2010.02.03 23:20	buy	36	0.10	1.58883	1.58583	1.58913
72	2010.02.03 23:40	t/p	36	0.10	1.58913	1.58583	1.58913	3.00	9942.75
73	2010.02.04 07:45	buy	37	0.10	1.58867	1.58567	1.58897
74	2010.02.04 08:15	t/p	37	0.10	1.58897	1.58567	1.58897	3.00	9945.75
75	2010.02.11 12:40	sell	38	0.10	1.56170	1.56470	1.56140
76	2010.02.11 12:45	sell	39	0.10	1.56362	1.56662	1.56332
77	2010.02.11 12:50	s/l	38	0.10	1.56470	1.56470	1.56140	-30.00	9915.75
78	2010.02.11 13:15	t/p	39	0.10	1.56332	1.56662	1.56332	3.00	9918.75
79	2010.02.11 15:07	sell	40	0.10	1.56216	1.56516	1.56186
80	2010.02.11 15:10	t/p	40	0.10	1.56186	1.56516	1.56186	3.00	9921.75
81	2010.02.12 01:45	buy	41	0.10	1.56769	1.56469	1.56799
82	2010.02.12 01:50	buy	42	0.10	1.56681	1.56381	1.56711
83	2010.02.12 01:57	t/p	42	0.10	1.56711	1.56381	1.56711	3.00	9924.75
84	2010.02.12 02:15	t/p	41	0.10	1.56799	1.56469	1.56799	3.00	9927.75
85	2010.02.12 06:15	sell	43	0.10	1.56998	1.57298	1.56968
86	2010.02.12 06:20	sell	44	0.10	1.57032	1.57332	1.57002
87	2010.02.12 07:10	t/p	44	0.10	1.57002	1.57332	1.57002	3.00	9930.75
88	2010.02.12 07:20	t/p	43	0.10	1.56968	1.57298	1.56968	3.00	9933.75
89	2010.02.12 07:50	sell	45	0.10	1.57031	1.57331	1.57001
90	2010.02.12 08:03	t/p	45	0.10	1.57001	1.57331	1.57001	3.00	9936.75
91	2010.02.15 00:16	buy	46	0.10	1.56511	1.56211	1.56541
92	2010.02.15 00:26	t/p	46	0.10	1.56541	1.56211	1.56541	3.00	9939.75
93	2010.02.15 10:20	sell	47	0.10	1.56697	1.56997	1.56667
94	2010.02.15 11:17	sell	48	0.10	1.56757	1.57057	1.56727
95	2010.02.15 12:45	s/l	47	0.10	1.56997	1.56997	1.56667	-30.00	9909.75
96	2010.02.15 12:50	s/l	48	0.10	1.57057	1.57057	1.56727	-30.00	9879.75
97	2010.02.16 16:50	sell	49	0.10	1.56967	1.57267	1.56937
98	2010.02.16 16:52	t/p	49	0.10	1.56937	1.57267	1.56937	3.00	9882.75
99	2010.02.16 16:52	sell	50	0.10	1.56878	1.57178	1.56848
100	2010.02.16 16:55	sell	51	0.10	1.56923	1.57223	1.56893
101	2010.02.16 16:57	t/p	50	0.10	1.56848	1.57178	1.56848	3.00	9885.75
102	2010.02.16 16:57	t/p	51	0.10	1.56893	1.57223	1.56893	3.00	9888.75
103	2010.02.16 17:10	sell	52	0.10	1.56882	1.57182	1.56852
104	2010.02.16 17:15	sell	53	0.10	1.56962	1.57262	1.56932
105	2010.02.16 17:25	sell	54	0.10	1.57015	1.57315	1.56985
106	2010.02.16 17:40	s/l	52	0.10	1.57182	1.57182	1.56852	-30.00	9858.75
107	2010.02.16 17:40	s/l	53	0.10	1.57262	1.57262	1.56932	-30.00	9828.75
108	2010.02.16 17:45	s/l	54	0.10	1.57315	1.57315	1.56985	-30.00	9798.75
109	2010.02.18 08:16	buy	55	0.10	1.56308	1.56008	1.56338
110	2010.02.18 08:26	t/p	55	0.10	1.56338	1.56008	1.56338	3.00	9801.75
111	2010.02.18 08:26	buy	56	0.10	1.56410	1.56110	1.56440
112	2010.02.18 08:45	buy	57	0.10	1.56326	1.56026	1.56356
113	2010.02.18 08:52	buy	58	0.10	1.56279	1.55979	1.56309
114	2010.02.18 09:02	t/p	58	0.10	1.56309	1.55979	1.56309	3.00	9804.75
115	2010.02.18 09:20	s/l	56	0.10	1.56110	1.56110	1.56440	-30.00	9774.75
116	2010.02.18 10:40	s/l	57	0.10	1.56026	1.56026	1.56356	-30.00	9744.75
117	2010.02.23 21:45	buy	59	0.10	1.54206	1.53906	1.54236
118	2010.02.23 21:50	buy	60	0.10	1.54102	1.53802	1.54132
119	2010.02.23 21:57	t/p	60	0.10	1.54132	1.53802	1.54132	3.00	9747.75
120	2010.02.23 21:59	buy	61	0.10	1.54112	1.53812	1.54142
121	2010.02.23 22:10	t/p	61	0.10	1.54142	1.53812	1.54142	3.00	9750.75
122	2010.02.23 22:16	t/p	59	0.10	1.54236	1.53906	1.54236	3.00	9753.75
123	2010.02.24 02:20	sell	62	0.10	1.54469	1.54769	1.54439
124	2010.02.24 02:45	sell	63	0.10	1.54511	1.54811	1.54481
125	2010.02.24 02:50	sell	64	0.10	1.54547	1.54847	1.54517
126	2010.02.24 05:45	t/p	64	0.10	1.54517	1.54847	1.54517	3.00	9756.75
127	2010.02.24 05:50	t/p	63	0.10	1.54481	1.54811	1.54481	3.00	9759.75
128	2010.02.24 08:45	t/p	62	0.10	1.54439	1.54769	1.54439	3.00	9762.75
129	2010.02.24 08:45	buy	65	0.10	1.54355	1.54055	1.54385
130	2010.02.24 08:50	buy	66	0.10	1.54236	1.53936	1.54266
131	2010.02.24 08:57	t/p	66	0.10	1.54266	1.53936	1.54266	3.00	9765.75
132	2010.02.24 09:13	t/p	65	0.10	1.54385	1.54055	1.54385	3.00	9768.75
133	2010.02.24 11:40	sell	67	0.10	1.54648	1.54948	1.54618
134	2010.02.24 11:46	sell	68	0.10	1.54760	1.55060	1.54730
135	2010.02.24 11:56	t/p	68	0.10	1.54730	1.55060	1.54730	3.00	9771.75
136	2010.02.24 11:59	t/p	67	0.10	1.54618	1.54948	1.54618	3.00	9774.75
137	2010.02.24 18:46	buy	69	0.10	1.54062	1.53762	1.54092
138	2010.02.24 18:59	t/p	69	0.10	1.54092	1.53762	1.54092	3.00	9777.75