Strategy Tester Report
Firebird v63G trader seven Heiken Ashi
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.03.01 00:00 - 2010.03.26 21:00 (2010.03.01 - 2010.03.27) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | HeikenTF=1440; MA_length=10; MA_timeframe=15; MAtype=0; Percent=0.1; TradeOnFriday=1; slip=100; Lots=0.1; TakeProfit=500; Stoploss=3000; Fast_Period=23; Fast_Price=0; Slow_Period=84; Slow_Price=0; DivergenceLimit=0.005; Use_V63D_Divergence=false; PipStep=40; IncreasementType=0; DVLimit=10; PipsGoal=50; PipsLoss=300; GMT=0; DST=0; OpeningHour=0; ClosingHour=23; writelog=0; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -2585.70 | Gross profit | 1660.65 | Gross loss | -4246.35 |
Profit factor | 0.39 | Expected payoff | -49.72 | ||
Absolute drawdown | 2683.50 | Maximal drawdown | 4252.75 (36.76%) | Relative drawdown | 36.76% (4252.75) |
Total trades | 52 | Short positions (won %) | 21 (85.71%) | Long positions (won %) | 31 (54.84%) |
Profit trades (% of total) | 35 (67.31%) | Loss trades (% of total) | 17 (32.69%) | ||
Largest | profit trade | 50.00 | loss trade | -300.49 | |
Average | profit trade | 47.45 | loss trade | -249.79 | |
Maximum | consecutive wins (profit in money) | 31 (1546.85) | consecutive losses (loss in money) | 14 (-4205.25) | |
Maximal | consecutive profit (count of wins) | 1546.85 (31) | consecutive loss (count of losses) | -4205.25 (14) | |
Average | consecutive wins | 18 | consecutive losses | 9 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 02:20 | buy | 1 | 0.10 | 1.36155 | 1.33155 | 1.36655 | ||
2 | 2010.03.01 07:50 | buy | 2 | 0.10 | 1.35876 | 1.32876 | 1.36376 | ||
3 | 2010.03.01 10:10 | t/p | 2 | 0.10 | 1.36376 | 1.32876 | 1.36376 | 50.00 | 10050.00 |
4 | 2010.03.02 01:45 | buy | 3 | 0.10 | 1.35447 | 1.32447 | 1.35947 | ||
5 | 2010.03.02 01:50 | buy | 4 | 0.10 | 1.35341 | 1.32341 | 1.35841 | ||
6 | 2010.03.02 02:15 | buy | 5 | 0.10 | 1.35301 | 1.32301 | 1.35801 | ||
7 | 2010.03.02 02:20 | buy | 6 | 0.10 | 1.35241 | 1.32241 | 1.35741 | ||
8 | 2010.03.02 14:40 | t/p | 6 | 0.10 | 1.35741 | 1.32241 | 1.35741 | 50.00 | 10100.00 |
9 | 2010.03.02 14:45 | t/p | 4 | 0.10 | 1.35841 | 1.32341 | 1.35841 | 50.00 | 10150.00 |
10 | 2010.03.02 14:45 | t/p | 5 | 0.10 | 1.35801 | 1.32301 | 1.35801 | 50.00 | 10200.00 |
11 | 2010.03.02 14:50 | t/p | 3 | 0.10 | 1.35947 | 1.32447 | 1.35947 | 50.00 | 10250.00 |
12 | 2010.03.02 15:45 | buy | 7 | 0.10 | 1.35527 | 1.32527 | 1.36027 | ||
13 | 2010.03.02 15:50 | buy | 8 | 0.10 | 1.35384 | 1.32384 | 1.35884 | ||
14 | 2010.03.02 18:59 | t/p | 8 | 0.10 | 1.35884 | 1.32384 | 1.35884 | 50.00 | 10300.00 |
15 | 2010.03.02 19:15 | t/p | 7 | 0.10 | 1.36027 | 1.32527 | 1.36027 | 50.00 | 10350.00 |
16 | 2010.03.03 01:13 | sell | 9 | 0.10 | 1.36264 | 1.39264 | 1.35764 | ||
17 | 2010.03.03 01:20 | sell | 10 | 0.10 | 1.36321 | 1.39321 | 1.35821 | ||
18 | 2010.03.03 01:26 | sell | 11 | 0.10 | 1.36379 | 1.39379 | 1.35879 | ||
19 | 2010.03.03 01:42 | sell | 12 | 0.10 | 1.36438 | 1.39438 | 1.35938 | ||
20 | 2010.03.03 06:10 | sell | 13 | 0.10 | 1.36499 | 1.39499 | 1.35999 | ||
21 | 2010.03.03 06:16 | sell | 14 | 0.10 | 1.36548 | 1.39548 | 1.36048 | ||
22 | 2010.03.03 09:20 | t/p | 13 | 0.10 | 1.35999 | 1.39499 | 1.35999 | 50.00 | 10400.00 |
23 | 2010.03.03 09:20 | t/p | 14 | 0.10 | 1.36048 | 1.39548 | 1.36048 | 50.00 | 10450.00 |
24 | 2010.03.03 10:10 | sell | 15 | 0.10 | 1.36532 | 1.39532 | 1.36032 | ||
25 | 2010.03.03 10:16 | sell | 16 | 0.10 | 1.36631 | 1.39631 | 1.36131 | ||
26 | 2010.03.03 12:32 | t/p | 1 | 0.10 | 1.36655 | 1.33155 | 1.36655 | 49.86 | 10499.86 |
27 | 2010.03.03 12:32 | sell | 17 | 0.10 | 1.36678 | 1.39678 | 1.36178 | ||
28 | 2010.03.03 13:50 | t/p | 16 | 0.10 | 1.36131 | 1.39631 | 1.36131 | 50.00 | 10549.86 |
29 | 2010.03.03 13:50 | t/p | 17 | 0.10 | 1.36178 | 1.39678 | 1.36178 | 50.00 | 10599.86 |
30 | 2010.03.03 14:20 | sell | 18 | 0.10 | 1.36583 | 1.39583 | 1.36083 | ||
31 | 2010.03.03 14:40 | sell | 19 | 0.10 | 1.36642 | 1.39642 | 1.36142 | ||
32 | 2010.03.04 07:57 | buy | 20 | 0.10 | 1.36582 | 1.33582 | 1.37082 | ||
33 | 2010.03.04 14:32 | buy | 21 | 0.10 | 1.36516 | 1.33516 | 1.37016 | ||
34 | 2010.03.04 15:20 | buy | 22 | 0.10 | 1.36410 | 1.33410 | 1.36910 | ||
35 | 2010.03.04 16:15 | t/p | 19 | 0.10 | 1.36142 | 1.39642 | 1.36142 | 49.76 | 10649.62 |
36 | 2010.03.04 16:20 | t/p | 12 | 0.10 | 1.35938 | 1.39438 | 1.35938 | 49.76 | 10699.38 |
37 | 2010.03.04 16:20 | t/p | 15 | 0.10 | 1.36032 | 1.39532 | 1.36032 | 49.76 | 10749.14 |
38 | 2010.03.04 16:20 | t/p | 18 | 0.10 | 1.36083 | 1.39583 | 1.36083 | 49.76 | 10798.90 |
39 | 2010.03.04 16:32 | t/p | 11 | 0.10 | 1.35879 | 1.39379 | 1.35879 | 49.76 | 10848.66 |
40 | 2010.03.04 17:45 | t/p | 9 | 0.10 | 1.35764 | 1.39264 | 1.35764 | 49.76 | 10898.42 |
41 | 2010.03.04 17:45 | t/p | 10 | 0.10 | 1.35821 | 1.39321 | 1.35821 | 49.76 | 10948.18 |
42 | 2010.03.08 05:37 | t/p | 22 | 0.10 | 1.36910 | 1.33410 | 1.36910 | 49.86 | 10998.04 |
43 | 2010.03.08 08:20 | sell | 23 | 0.10 | 1.36931 | 1.39931 | 1.36431 | ||
44 | 2010.03.08 08:32 | t/p | 21 | 0.10 | 1.37016 | 1.33516 | 1.37016 | 49.86 | 11047.90 |
45 | 2010.03.08 08:32 | sell | 24 | 0.10 | 1.37023 | 1.40023 | 1.36523 | ||
46 | 2010.03.08 11:15 | t/p | 24 | 0.10 | 1.36523 | 1.40023 | 1.36523 | 50.00 | 11097.90 |
47 | 2010.03.08 11:32 | t/p | 23 | 0.10 | 1.36431 | 1.39931 | 1.36431 | 50.00 | 11147.90 |
48 | 2010.03.08 13:20 | sell | 25 | 0.10 | 1.36660 | 1.39660 | 1.36160 | ||
49 | 2010.03.08 17:50 | t/p | 25 | 0.10 | 1.36160 | 1.39660 | 1.36160 | 50.00 | 11197.90 |
50 | 2010.03.12 09:15 | t/p | 20 | 0.10 | 1.37082 | 1.33582 | 1.37082 | 49.44 | 11247.34 |
51 | 2010.03.15 01:50 | buy | 26 | 0.10 | 1.37501 | 1.34501 | 1.38001 | ||
52 | 2010.03.15 02:45 | buy | 27 | 0.10 | 1.37443 | 1.34443 | 1.37943 | ||
53 | 2010.03.15 02:50 | buy | 28 | 0.10 | 1.37381 | 1.34381 | 1.37881 | ||
54 | 2010.03.15 14:50 | buy | 29 | 0.10 | 1.37004 | 1.34004 | 1.37504 | ||
55 | 2010.03.16 01:50 | buy | 30 | 0.10 | 1.36607 | 1.33607 | 1.37107 | ||
56 | 2010.03.16 12:10 | t/p | 30 | 0.10 | 1.37107 | 1.33607 | 1.37107 | 50.00 | 11297.34 |
57 | 2010.03.16 15:40 | t/p | 29 | 0.10 | 1.37504 | 1.34004 | 1.37504 | 49.93 | 11347.27 |
58 | 2010.03.16 18:50 | buy | 31 | 0.10 | 1.37291 | 1.34291 | 1.37791 | ||
59 | 2010.03.16 20:50 | t/p | 31 | 0.10 | 1.37791 | 1.34291 | 1.37791 | 50.00 | 11397.27 |
60 | 2010.03.17 07:50 | t/p | 28 | 0.10 | 1.37881 | 1.34381 | 1.37881 | 49.86 | 11447.13 |
61 | 2010.03.17 08:10 | t/p | 26 | 0.10 | 1.38001 | 1.34501 | 1.38001 | 49.86 | 11496.99 |
62 | 2010.03.17 08:10 | t/p | 27 | 0.10 | 1.37943 | 1.34443 | 1.37943 | 49.86 | 11546.85 |
63 | 2010.03.17 09:50 | buy | 32 | 0.10 | 1.37750 | 1.34750 | 1.38250 | ||
64 | 2010.03.17 20:10 | buy | 33 | 0.10 | 1.37500 | 1.34500 | 1.38000 | ||
65 | 2010.03.17 20:15 | buy | 34 | 0.10 | 1.37450 | 1.34450 | 1.37950 | ||
66 | 2010.03.17 20:20 | buy | 35 | 0.10 | 1.37384 | 1.34384 | 1.37884 | ||
67 | 2010.03.18 01:40 | buy | 36 | 0.10 | 1.37214 | 1.34214 | 1.37714 | ||
68 | 2010.03.18 01:46 | buy | 37 | 0.10 | 1.37136 | 1.34136 | 1.37636 | ||
69 | 2010.03.18 08:20 | buy | 38 | 0.10 | 1.36625 | 1.33625 | 1.37125 | ||
70 | 2010.03.18 08:52 | buy | 39 | 0.10 | 1.36545 | 1.33545 | 1.37045 | ||
71 | 2010.03.18 16:10 | buy | 40 | 0.10 | 1.36472 | 1.33472 | 1.36972 | ||
72 | 2010.03.18 16:15 | buy | 41 | 0.10 | 1.36305 | 1.33305 | 1.36805 | ||
73 | 2010.03.18 16:20 | buy | 42 | 0.10 | 1.36081 | 1.33081 | 1.36581 | ||
74 | 2010.03.18 16:40 | buy | 43 | 0.10 | 1.36033 | 1.33033 | 1.36533 | ||
75 | 2010.03.18 16:45 | buy | 44 | 0.10 | 1.35968 | 1.32968 | 1.36468 | ||
76 | 2010.03.18 16:52 | buy | 45 | 0.10 | 1.35925 | 1.32925 | 1.36425 | ||
77 | 2010.03.22 13:50 | s/l | 32 | 0.10 | 1.34750 | 1.34750 | 1.38250 | -300.35 | 11246.50 |
78 | 2010.03.24 02:20 | s/l | 33 | 0.10 | 1.34500 | 1.34500 | 1.38000 | -300.49 | 10946.01 |
79 | 2010.03.24 06:05 | s/l | 34 | 0.10 | 1.34450 | 1.34450 | 1.37950 | -300.49 | 10645.52 |
80 | 2010.03.24 06:10 | s/l | 35 | 0.10 | 1.34384 | 1.34384 | 1.37884 | -300.49 | 10345.03 |
81 | 2010.03.24 06:20 | s/l | 36 | 0.10 | 1.34214 | 1.34214 | 1.37714 | -300.28 | 10044.75 |
82 | 2010.03.24 06:20 | s/l | 37 | 0.10 | 1.34136 | 1.34136 | 1.37636 | -300.28 | 9744.47 |
83 | 2010.03.24 10:20 | s/l | 38 | 0.10 | 1.33625 | 1.33625 | 1.37125 | -300.28 | 9444.19 |
84 | 2010.03.24 10:20 | s/l | 39 | 0.10 | 1.33545 | 1.33545 | 1.37045 | -300.28 | 9143.91 |
85 | 2010.03.24 11:20 | s/l | 40 | 0.10 | 1.33472 | 1.33472 | 1.36972 | -300.28 | 8843.63 |
86 | 2010.03.24 16:20 | s/l | 41 | 0.10 | 1.33305 | 1.33305 | 1.36805 | -300.28 | 8543.35 |
87 | 2010.03.24 22:20 | s/l | 42 | 0.10 | 1.33081 | 1.33081 | 1.36581 | -300.28 | 8243.07 |
88 | 2010.03.25 06:15 | s/l | 43 | 0.10 | 1.33033 | 1.33033 | 1.36533 | -300.49 | 7942.58 |
89 | 2010.03.25 06:20 | s/l | 44 | 0.10 | 1.32968 | 1.32968 | 1.36468 | -300.49 | 7642.09 |
90 | 2010.03.25 06:20 | s/l | 45 | 0.10 | 1.32925 | 1.32925 | 1.36425 | -300.49 | 7341.60 |
91 | 2010.03.25 15:50 | sell | 46 | 0.10 | 1.33642 | 1.36642 | 1.33142 | ||
92 | 2010.03.25 18:45 | t/p | 46 | 0.10 | 1.33142 | 1.36642 | 1.33142 | 50.00 | 7391.60 |
93 | 2010.03.26 12:10 | sell | 47 | 0.10 | 1.33888 | 1.36888 | 1.33388 | ||
94 | 2010.03.26 12:15 | sell | 48 | 0.10 | 1.33975 | 1.36975 | 1.33475 | ||
95 | 2010.03.26 12:20 | sell | 49 | 0.10 | 1.34062 | 1.37062 | 1.33562 | ||
96 | 2010.03.26 14:20 | t/p | 49 | 0.10 | 1.33562 | 1.37062 | 1.33562 | 50.00 | 7441.60 |
97 | 2010.03.26 15:10 | sell | 50 | 0.10 | 1.34047 | 1.37047 | 1.33547 | ||
98 | 2010.03.26 15:16 | sell | 51 | 0.10 | 1.34150 | 1.37150 | 1.33650 | ||
99 | 2010.03.26 16:20 | sell | 52 | 0.10 | 1.34202 | 1.37202 | 1.33702 | ||
100 | 2010.03.26 21:59 | close at stop | 52 | 0.10 | 1.34107 | 1.37202 | 1.33702 | 9.50 | 7451.10 |
101 | 2010.03.26 21:59 | close at stop | 51 | 0.10 | 1.34107 | 1.37150 | 1.33650 | 4.30 | 7455.40 |
102 | 2010.03.26 21:59 | close at stop | 50 | 0.10 | 1.34107 | 1.37047 | 1.33547 | -6.00 | 7449.40 |
103 | 2010.03.26 21:59 | close at stop | 48 | 0.10 | 1.34107 | 1.36975 | 1.33475 | -13.20 | 7436.20 |
104 | 2010.03.26 21:59 | close at stop | 47 | 0.10 | 1.34107 | 1.36888 | 1.33388 | -21.90 | 7414.30 |