Strategy Tester Report
Firebird-v63G-TS
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=15; MAtype=0; Percent=0.1; TradeOnFriday=1; slip=100; UseMM=false; Risk=2; Lots=0.01; TakeProfit=50; Stoploss=300; TrailingStop=30; Fast_Period=23; Fast_Price=0; Slow_Period=84; Slow_Price=0; DivergenceLimit=0.002; Use_V63D_Divergence=true; PipStep=40; IncreasementType=0; DVLimit=10; PipsGoal=500; PipsLoss=500; GMT=0; DST=0; OpeningHour=0; ClosingHour=24; writelog=0; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -17.00 | Gross profit | 25.00 | Gross loss | -42.00 |
Profit factor | 0.60 | Expected payoff | -0.27 | ||
Absolute drawdown | 22.33 | Maximal drawdown | 23.86 (0.24%) | Relative drawdown | 0.24% (23.86) |
Total trades | 64 | Short positions (won %) | 42 (76.19%) | Long positions (won %) | 22 (81.82%) |
Profit trades (% of total) | 50 (78.13%) | Loss trades (% of total) | 14 (21.88%) | ||
Largest | profit trade | 0.50 | loss trade | -3.00 | |
Average | profit trade | 0.50 | loss trade | -3.00 | |
Maximum | consecutive wins (profit in money) | 13 (6.50) | consecutive losses (loss in money) | 4 (-12.00) | |
Maximal | consecutive profit (count of wins) | 6.50 (13) | consecutive loss (count of losses) | -12.00 (4) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.08 18:20 | sell | 1 | 0.01 | 1.60118 | 1.60418 | 1.60068 | ||
2 | 2010.01.08 18:27 | t/p | 1 | 0.01 | 1.60068 | 1.60418 | 1.60068 | 0.50 | 10000.50 |
3 | 2010.01.08 18:40 | sell | 2 | 0.01 | 1.60089 | 1.60389 | 1.60039 | ||
4 | 2010.01.08 18:45 | sell | 3 | 0.01 | 1.60150 | 1.60450 | 1.60100 | ||
5 | 2010.01.08 18:50 | sell | 4 | 0.01 | 1.60211 | 1.60511 | 1.60161 | ||
6 | 2010.01.08 18:59 | t/p | 3 | 0.01 | 1.60100 | 1.60450 | 1.60100 | 0.50 | 10001.00 |
7 | 2010.01.08 18:59 | t/p | 4 | 0.01 | 1.60161 | 1.60511 | 1.60161 | 0.50 | 10001.50 |
8 | 2010.01.08 19:10 | sell | 5 | 0.01 | 1.60180 | 1.60480 | 1.60130 | ||
9 | 2010.01.08 19:15 | sell | 6 | 0.01 | 1.60271 | 1.60571 | 1.60221 | ||
10 | 2010.01.08 19:20 | s/l | 2 | 0.01 | 1.60389 | 1.60389 | 1.60039 | -3.00 | 9998.50 |
11 | 2010.01.08 19:20 | sell | 7 | 0.01 | 1.60361 | 1.60661 | 1.60311 | ||
12 | 2010.01.08 19:27 | t/p | 7 | 0.01 | 1.60311 | 1.60661 | 1.60311 | 0.50 | 9999.00 |
13 | 2010.01.08 19:32 | sell | 8 | 0.01 | 1.60362 | 1.60662 | 1.60312 | ||
14 | 2010.01.08 19:50 | t/p | 8 | 0.01 | 1.60312 | 1.60662 | 1.60312 | 0.50 | 9999.50 |
15 | 2010.01.08 20:10 | t/p | 6 | 0.01 | 1.60221 | 1.60571 | 1.60221 | 0.50 | 10000.00 |
16 | 2010.01.08 20:50 | s/l | 5 | 0.01 | 1.60480 | 1.60480 | 1.60130 | -3.00 | 9997.00 |
17 | 2010.01.08 20:50 | sell | 9 | 0.01 | 1.60428 | 1.60728 | 1.60378 | ||
18 | 2010.01.08 20:59 | t/p | 9 | 0.01 | 1.60378 | 1.60728 | 1.60378 | 0.50 | 9997.50 |
19 | 2010.01.18 08:20 | sell | 10 | 0.01 | 1.63224 | 1.63524 | 1.63174 | ||
20 | 2010.01.18 08:27 | t/p | 10 | 0.01 | 1.63174 | 1.63524 | 1.63174 | 0.50 | 9998.00 |
21 | 2010.01.18 08:50 | sell | 11 | 0.01 | 1.63242 | 1.63542 | 1.63192 | ||
22 | 2010.01.18 09:50 | s/l | 11 | 0.01 | 1.63542 | 1.63542 | 1.63192 | -3.00 | 9995.00 |
23 | 2010.01.18 16:45 | sell | 12 | 0.01 | 1.63345 | 1.63645 | 1.63295 | ||
24 | 2010.01.18 16:50 | sell | 13 | 0.01 | 1.63394 | 1.63694 | 1.63344 | ||
25 | 2010.01.18 17:50 | t/p | 13 | 0.01 | 1.63344 | 1.63694 | 1.63344 | 0.50 | 9995.50 |
26 | 2010.01.18 18:02 | t/p | 12 | 0.01 | 1.63295 | 1.63645 | 1.63295 | 0.50 | 9996.00 |
27 | 2010.01.20 12:02 | buy | 14 | 0.01 | 1.62614 | 1.62314 | 1.62664 | ||
28 | 2010.01.20 12:07 | buy | 15 | 0.01 | 1.62574 | 1.62274 | 1.62624 | ||
29 | 2010.01.20 12:10 | t/p | 14 | 0.01 | 1.62664 | 1.62314 | 1.62664 | 0.50 | 9996.50 |
30 | 2010.01.20 12:10 | t/p | 15 | 0.01 | 1.62624 | 1.62274 | 1.62624 | 0.50 | 9997.00 |
31 | 2010.01.20 13:20 | buy | 16 | 0.01 | 1.62491 | 1.62191 | 1.62541 | ||
32 | 2010.01.20 13:27 | t/p | 16 | 0.01 | 1.62541 | 1.62191 | 1.62541 | 0.50 | 9997.50 |
33 | 2010.01.26 07:45 | sell | 17 | 0.01 | 1.62340 | 1.62640 | 1.62290 | ||
34 | 2010.01.26 07:50 | sell | 18 | 0.01 | 1.62490 | 1.62790 | 1.62440 | ||
35 | 2010.01.26 07:57 | t/p | 18 | 0.01 | 1.62440 | 1.62790 | 1.62440 | 0.50 | 9998.00 |
36 | 2010.01.26 08:20 | t/p | 17 | 0.01 | 1.62290 | 1.62640 | 1.62290 | 0.50 | 9998.50 |
37 | 2010.01.27 15:15 | buy | 19 | 0.01 | 1.62037 | 1.61737 | 1.62087 | ||
38 | 2010.01.27 18:50 | s/l | 19 | 0.01 | 1.61737 | 1.61737 | 1.62087 | -3.00 | 9995.50 |
39 | 2010.01.27 20:50 | sell | 20 | 0.01 | 1.61939 | 1.62239 | 1.61889 | ||
40 | 2010.01.27 20:57 | t/p | 20 | 0.01 | 1.61889 | 1.62239 | 1.61889 | 0.50 | 9996.00 |
41 | 2010.01.28 02:50 | buy | 21 | 0.01 | 1.61415 | 1.61115 | 1.61465 | ||
42 | 2010.01.28 02:57 | t/p | 21 | 0.01 | 1.61465 | 1.61115 | 1.61465 | 0.50 | 9996.50 |
43 | 2010.01.28 06:50 | buy | 22 | 0.01 | 1.61757 | 1.61457 | 1.61807 | ||
44 | 2010.01.28 07:10 | t/p | 22 | 0.01 | 1.61807 | 1.61457 | 1.61807 | 0.50 | 9997.00 |
45 | 2010.02.03 10:45 | buy | 23 | 0.01 | 1.60249 | 1.59949 | 1.60299 | ||
46 | 2010.02.03 11:50 | s/l | 23 | 0.01 | 1.59949 | 1.59949 | 1.60299 | -3.00 | 9994.00 |
47 | 2010.02.03 22:50 | buy | 24 | 0.01 | 1.58822 | 1.58522 | 1.58872 | ||
48 | 2010.02.03 22:59 | t/p | 24 | 0.01 | 1.58872 | 1.58522 | 1.58872 | 0.50 | 9994.50 |
49 | 2010.02.04 02:02 | buy | 25 | 0.01 | 1.58884 | 1.58584 | 1.58934 | ||
50 | 2010.02.04 02:15 | t/p | 25 | 0.01 | 1.58934 | 1.58584 | 1.58934 | 0.50 | 9995.00 |
51 | 2010.02.11 07:50 | buy | 26 | 0.01 | 1.56278 | 1.55978 | 1.56328 | ||
52 | 2010.02.11 08:02 | t/p | 26 | 0.01 | 1.56328 | 1.55978 | 1.56328 | 0.50 | 9995.50 |
53 | 2010.02.11 11:15 | sell | 27 | 0.01 | 1.56078 | 1.56378 | 1.56028 | ||
54 | 2010.02.11 11:20 | sell | 28 | 0.01 | 1.56189 | 1.56489 | 1.56139 | ||
55 | 2010.02.11 11:27 | t/p | 28 | 0.01 | 1.56139 | 1.56489 | 1.56139 | 0.50 | 9996.00 |
56 | 2010.02.11 11:32 | sell | 29 | 0.01 | 1.56154 | 1.56454 | 1.56104 | ||
57 | 2010.02.11 11:50 | t/p | 29 | 0.01 | 1.56104 | 1.56454 | 1.56104 | 0.50 | 9996.50 |
58 | 2010.02.11 12:03 | t/p | 27 | 0.01 | 1.56028 | 1.56378 | 1.56028 | 0.50 | 9997.00 |
59 | 2010.02.11 12:40 | sell | 30 | 0.01 | 1.56170 | 1.56470 | 1.56120 | ||
60 | 2010.02.11 12:45 | sell | 31 | 0.01 | 1.56362 | 1.56662 | 1.56312 | ||
61 | 2010.02.11 12:50 | s/l | 30 | 0.01 | 1.56470 | 1.56470 | 1.56120 | -3.00 | 9994.00 |
62 | 2010.02.11 13:15 | t/p | 31 | 0.01 | 1.56312 | 1.56662 | 1.56312 | 0.50 | 9994.50 |
63 | 2010.02.12 01:50 | buy | 32 | 0.01 | 1.56681 | 1.56381 | 1.56731 | ||
64 | 2010.02.12 01:59 | t/p | 32 | 0.01 | 1.56731 | 1.56381 | 1.56731 | 0.50 | 9995.00 |
65 | 2010.02.12 05:50 | sell | 33 | 0.01 | 1.56973 | 1.57273 | 1.56923 | ||
66 | 2010.02.12 06:20 | sell | 34 | 0.01 | 1.57032 | 1.57332 | 1.56982 | ||
67 | 2010.02.12 07:15 | t/p | 34 | 0.01 | 1.56982 | 1.57332 | 1.56982 | 0.50 | 9995.50 |
68 | 2010.02.12 08:16 | t/p | 33 | 0.01 | 1.56923 | 1.57273 | 1.56923 | 0.50 | 9996.00 |
69 | 2010.02.15 00:10 | buy | 35 | 0.01 | 1.56588 | 1.56288 | 1.56638 | ||
70 | 2010.02.15 00:16 | buy | 36 | 0.01 | 1.56511 | 1.56211 | 1.56561 | ||
71 | 2010.02.15 00:26 | t/p | 36 | 0.01 | 1.56561 | 1.56211 | 1.56561 | 0.50 | 9996.50 |
72 | 2010.02.15 00:46 | t/p | 35 | 0.01 | 1.56638 | 1.56288 | 1.56638 | 0.50 | 9997.00 |
73 | 2010.02.15 08:50 | sell | 37 | 0.01 | 1.56628 | 1.56928 | 1.56578 | ||
74 | 2010.02.15 09:07 | t/p | 37 | 0.01 | 1.56578 | 1.56928 | 1.56578 | 0.50 | 9997.50 |
75 | 2010.02.15 09:12 | sell | 38 | 0.01 | 1.56600 | 1.56900 | 1.56550 | ||
76 | 2010.02.15 09:46 | s/l | 38 | 0.01 | 1.56900 | 1.56900 | 1.56550 | -3.00 | 9994.50 |
77 | 2010.02.16 13:07 | sell | 39 | 0.01 | 1.57048 | 1.57348 | 1.56998 | ||
78 | 2010.02.16 13:20 | t/p | 39 | 0.01 | 1.56998 | 1.57348 | 1.56998 | 0.50 | 9995.00 |
79 | 2010.02.16 16:45 | sell | 40 | 0.01 | 1.56834 | 1.57134 | 1.56784 | ||
80 | 2010.02.16 16:50 | sell | 41 | 0.01 | 1.56967 | 1.57267 | 1.56917 | ||
81 | 2010.02.16 16:57 | t/p | 41 | 0.01 | 1.56917 | 1.57267 | 1.56917 | 0.50 | 9995.50 |
82 | 2010.02.16 17:10 | sell | 42 | 0.01 | 1.56882 | 1.57182 | 1.56832 | ||
83 | 2010.02.16 17:15 | sell | 43 | 0.01 | 1.56962 | 1.57262 | 1.56912 | ||
84 | 2010.02.16 17:25 | sell | 44 | 0.01 | 1.57015 | 1.57315 | 1.56965 | ||
85 | 2010.02.16 17:35 | s/l | 40 | 0.01 | 1.57134 | 1.57134 | 1.56784 | -3.00 | 9992.50 |
86 | 2010.02.16 17:40 | s/l | 42 | 0.01 | 1.57182 | 1.57182 | 1.56832 | -3.00 | 9989.50 |
87 | 2010.02.16 17:40 | s/l | 43 | 0.01 | 1.57262 | 1.57262 | 1.56912 | -3.00 | 9986.50 |
88 | 2010.02.16 17:45 | s/l | 44 | 0.01 | 1.57315 | 1.57315 | 1.56965 | -3.00 | 9983.50 |
89 | 2010.02.18 08:16 | buy | 45 | 0.01 | 1.56308 | 1.56008 | 1.56358 | ||
90 | 2010.02.18 08:26 | t/p | 45 | 0.01 | 1.56358 | 1.56008 | 1.56358 | 0.50 | 9984.00 |
91 | 2010.02.18 08:26 | buy | 46 | 0.01 | 1.56410 | 1.56110 | 1.56460 | ||
92 | 2010.02.18 08:45 | buy | 47 | 0.01 | 1.56326 | 1.56026 | 1.56376 | ||
93 | 2010.02.18 08:52 | buy | 48 | 0.01 | 1.56279 | 1.55979 | 1.56329 | ||
94 | 2010.02.18 09:07 | t/p | 48 | 0.01 | 1.56329 | 1.55979 | 1.56329 | 0.50 | 9984.50 |
95 | 2010.02.18 09:20 | s/l | 46 | 0.01 | 1.56110 | 1.56110 | 1.56460 | -3.00 | 9981.50 |
96 | 2010.02.18 10:40 | s/l | 47 | 0.01 | 1.56026 | 1.56026 | 1.56376 | -3.00 | 9978.50 |
97 | 2010.02.23 13:32 | sell | 49 | 0.01 | 1.54331 | 1.54631 | 1.54281 | ||
98 | 2010.02.23 13:45 | t/p | 49 | 0.01 | 1.54281 | 1.54631 | 1.54281 | 0.50 | 9979.00 |
99 | 2010.02.23 14:20 | sell | 50 | 0.01 | 1.54368 | 1.54668 | 1.54318 | ||
100 | 2010.02.23 14:32 | t/p | 50 | 0.01 | 1.54318 | 1.54668 | 1.54318 | 0.50 | 9979.50 |
101 | 2010.02.23 14:45 | sell | 51 | 0.01 | 1.54388 | 1.54688 | 1.54338 | ||
102 | 2010.02.23 14:50 | sell | 52 | 0.01 | 1.54471 | 1.54771 | 1.54421 | ||
103 | 2010.02.23 14:57 | t/p | 52 | 0.01 | 1.54421 | 1.54771 | 1.54421 | 0.50 | 9980.00 |
104 | 2010.02.23 15:20 | t/p | 51 | 0.01 | 1.54338 | 1.54688 | 1.54338 | 0.50 | 9980.50 |
105 | 2010.02.23 21:50 | buy | 53 | 0.01 | 1.54102 | 1.53802 | 1.54152 | ||
106 | 2010.02.23 22:10 | t/p | 53 | 0.01 | 1.54152 | 1.53802 | 1.54152 | 0.50 | 9981.00 |
107 | 2010.02.24 02:50 | sell | 54 | 0.01 | 1.54547 | 1.54847 | 1.54497 | ||
108 | 2010.02.24 05:45 | t/p | 54 | 0.01 | 1.54497 | 1.54847 | 1.54497 | 0.50 | 9981.50 |
109 | 2010.02.24 08:45 | buy | 55 | 0.01 | 1.54355 | 1.54055 | 1.54405 | ||
110 | 2010.02.24 08:50 | buy | 56 | 0.01 | 1.54236 | 1.53936 | 1.54286 | ||
111 | 2010.02.24 08:57 | t/p | 56 | 0.01 | 1.54286 | 1.53936 | 1.54286 | 0.50 | 9982.00 |
112 | 2010.02.24 09:20 | t/p | 55 | 0.01 | 1.54405 | 1.54055 | 1.54405 | 0.50 | 9982.50 |
113 | 2010.02.24 11:02 | sell | 57 | 0.01 | 1.54536 | 1.54836 | 1.54486 | ||
114 | 2010.02.24 11:15 | t/p | 57 | 0.01 | 1.54486 | 1.54836 | 1.54486 | 0.50 | 9983.00 |
115 | 2010.02.24 11:40 | sell | 58 | 0.01 | 1.54648 | 1.54948 | 1.54598 | ||
116 | 2010.02.24 11:46 | sell | 59 | 0.01 | 1.54760 | 1.55060 | 1.54710 | ||
117 | 2010.02.24 11:56 | t/p | 59 | 0.01 | 1.54710 | 1.55060 | 1.54710 | 0.50 | 9983.50 |
118 | 2010.02.24 11:59 | t/p | 58 | 0.01 | 1.54598 | 1.54948 | 1.54598 | 0.50 | 9984.00 |
119 | 2010.02.24 15:46 | sell | 60 | 0.01 | 1.54386 | 1.54686 | 1.54336 | ||
120 | 2010.02.24 15:56 | t/p | 60 | 0.01 | 1.54336 | 1.54686 | 1.54336 | 0.50 | 9984.50 |
121 | 2010.02.24 16:05 | sell | 61 | 0.01 | 1.54444 | 1.54744 | 1.54394 | ||
122 | 2010.02.24 16:15 | t/p | 61 | 0.01 | 1.54394 | 1.54744 | 1.54394 | 0.50 | 9985.00 |
123 | 2010.02.24 16:40 | sell | 62 | 0.01 | 1.54390 | 1.54690 | 1.54340 | ||
124 | 2010.02.24 16:50 | s/l | 62 | 0.01 | 1.54690 | 1.54690 | 1.54340 | -3.00 | 9982.00 |
125 | 2010.02.24 18:40 | buy | 63 | 0.01 | 1.54134 | 1.53834 | 1.54184 | ||
126 | 2010.02.24 18:46 | buy | 64 | 0.01 | 1.54062 | 1.53762 | 1.54112 | ||
127 | 2010.02.24 18:59 | t/p | 64 | 0.01 | 1.54112 | 1.53762 | 1.54112 | 0.50 | 9982.50 |
128 | 2010.02.25 00:20 | t/p | 63 | 0.01 | 1.54184 | 1.53834 | 1.54184 | 0.50 | 9983.00 |