Report Result : Firebird v065tf - Desynced Forex Repository

Strategy Tester Report

Firebird v065tf

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		MA_length=10; MA_timeframe=30; MAtype=0; Percent=0.3; TradeOnFriday=1; slip=100; Lots=0.5; TakeProfit=34; Stoploss=200; PipStep=30; IncreasementType=0; MagicNumber=42345; UseTrailingStop=false; TrailingStop=30; UseHourTrade=false; FromHourTrade=8; ToHourTrade=18;

Bars in test	1474	Ticks modelled	12836	Modelling quality	n/a
Mismatched charts errors	8

Initial deposit	10000.00
Total net profit	1071.50	Gross profit	1118.50	Gross loss	-47.00
Profit factor	23.80	Expected payoff	17.01
Absolute drawdown	0.00	Maximal drawdown	97.00 (0.93%)	Relative drawdown	0.93% (97.00)

Total trades	63	Short positions (won %)	31 (83.87%)	Long positions (won %)	32 (96.88%)
		Profit trades (% of total)	57 (90.48%)	Loss trades (% of total)	6 (9.52%)
Largest		profit trade	51.00	loss trade	-17.00
Average		profit trade	19.62	loss trade	-7.83
Maximum		consecutive wins (profit in money)	22 (400.00)	consecutive losses (loss in money)	1 (-17.00)
Maximal		consecutive profit (count of wins)	400.00 (22)	consecutive loss (count of losses)	-17.00 (1)
Average		consecutive wins	8	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.03.01 10:20	sell	1	0.50	1.36539	1.36739	1.36505
2	2010.03.01 10:22	t/p	1	0.50	1.36505	1.36739	1.36505	17.00	10017.00
3	2010.03.01 12:40	buy	2	0.50	1.35729	1.35529	1.35763
4	2010.03.01 12:42	t/p	2	0.50	1.35763	1.35529	1.35763	17.00	10034.00
5	2010.03.01 14:42	buy	3	0.50	1.35250	1.35050	1.35284
6	2010.03.01 14:45	t/p	3	0.50	1.35284	1.35050	1.35284	17.00	10051.00
7	2010.03.01 16:45	buy	4	0.50	1.34801	1.34601	1.34835
8	2010.03.01 16:50	t/p	4	0.50	1.34835	1.34601	1.34835	17.00	10068.00
9	2010.03.01 19:45	sell	5	0.50	1.35552	1.35752	1.35518
10	2010.03.01 19:50	sell	6	0.50	1.35609	1.35809	1.35575
11	2010.03.01 19:50	modify	5	0.50	1.35552	1.35681	1.35547
12	2010.03.01 19:50	modify	6	0.50	1.35609	1.35681	1.35547
13	2010.03.01 19:57	t/p	5	0.50	1.35547	1.35681	1.35547	2.50	10070.50
14	2010.03.01 19:57	t/p	6	0.50	1.35547	1.35681	1.35547	31.00	10101.50
15	2010.03.02 09:50	buy	7	0.50	1.34836	1.34636	1.34870
16	2010.03.02 09:52	t/p	7	0.50	1.34870	1.34636	1.34870	17.00	10118.50
17	2010.03.02 12:50	sell	8	0.50	1.35531	1.35731	1.35497
18	2010.03.02 12:52	t/p	8	0.50	1.35497	1.35731	1.35497	17.00	10135.50
19	2010.03.02 14:52	sell	9	0.50	1.35904	1.36104	1.35870
20	2010.03.02 14:55	sell	10	0.50	1.35944	1.36144	1.35910
21	2010.03.02 14:55	modify	9	0.50	1.35904	1.36024	1.35890
22	2010.03.02 14:55	modify	10	0.50	1.35944	1.36024	1.35890
23	2010.03.02 14:57	t/p	9	0.50	1.35890	1.36024	1.35890	7.00	10142.50
24	2010.03.02 14:57	t/p	10	0.50	1.35890	1.36024	1.35890	27.00	10169.50
25	2010.03.02 19:15	sell	11	0.50	1.36096	1.36296	1.36062
26	2010.03.02 19:20	sell	12	0.50	1.36172	1.36372	1.36138
27	2010.03.02 19:20	modify	11	0.50	1.36096	1.36234	1.36100
28	2010.03.02 19:20	modify	12	0.50	1.36172	1.36234	1.36100
29	2010.03.02 19:27	t/p	11	0.50	1.36100	1.36234	1.36100	-2.00	10167.50
30	2010.03.02 19:27	t/p	12	0.50	1.36100	1.36234	1.36100	36.00	10203.50
31	2010.03.03 01:37	sell	13	0.50	1.36527	1.36727	1.36493
32	2010.03.03 01:40	t/p	13	0.50	1.36493	1.36727	1.36493	17.00	10220.50
33	2010.03.03 12:37	sell	14	0.50	1.36701	1.36901	1.36667
34	2010.03.03 12:40	t/p	14	0.50	1.36667	1.36901	1.36667	17.00	10237.50
35	2010.03.03 16:50	sell	15	0.50	1.36987	1.37187	1.36953
36	2010.03.03 16:52	t/p	15	0.50	1.36953	1.37187	1.36953	17.00	10254.50
37	2010.03.03 18:57	sell	16	0.50	1.37191	1.37391	1.37157
38	2010.03.03 18:59	t/p	16	0.50	1.37157	1.37391	1.37157	17.00	10271.50
39	2010.03.04 08:50	buy	17	0.50	1.36339	1.36139	1.36373
40	2010.03.04 08:52	t/p	17	0.50	1.36373	1.36139	1.36373	17.00	10288.50
41	2010.03.04 15:50	buy	18	0.50	1.36250	1.36050	1.36284
42	2010.03.04 15:52	t/p	18	0.50	1.36284	1.36050	1.36284	17.00	10305.50
43	2010.03.04 17:52	buy	19	0.50	1.35623	1.35423	1.35657
44	2010.03.04 17:55	buy	20	0.50	1.35570	1.35370	1.35604
45	2010.03.04 17:55	modify	19	0.50	1.35623	1.35497	1.35631
46	2010.03.04 17:55	modify	20	0.50	1.35570	1.35497	1.35631
47	2010.03.04 17:57	t/p	19	0.50	1.35631	1.35497	1.35631	4.00	10309.50
48	2010.03.04 17:57	t/p	20	0.50	1.35631	1.35497	1.35631	30.50	10340.00
49	2010.03.04 19:57	buy	21	0.50	1.35631	1.35431	1.35665
50	2010.03.04 20:20	t/p	21	0.50	1.35665	1.35431	1.35665	17.00	10357.00
51	2010.03.05 14:50	buy	22	0.50	1.35309	1.35109	1.35343
52	2010.03.05 14:52	t/p	22	0.50	1.35343	1.35109	1.35343	17.00	10374.00
53	2010.03.05 17:15	sell	23	0.50	1.36227	1.36427	1.36193
54	2010.03.05 17:20	sell	24	0.50	1.36301	1.36501	1.36267
55	2010.03.05 17:20	modify	23	0.50	1.36227	1.36364	1.36230
56	2010.03.05 17:20	modify	24	0.50	1.36301	1.36364	1.36230
57	2010.03.05 17:27	t/p	23	0.50	1.36230	1.36364	1.36230	-1.50	10372.50
58	2010.03.05 17:27	t/p	24	0.50	1.36230	1.36364	1.36230	35.50	10408.00
59	2010.03.08 01:16	sell	25	0.50	1.36641	1.36841	1.36607
60	2010.03.08 01:20	t/p	25	0.50	1.36607	1.36841	1.36607	17.00	10425.00
61	2010.03.08 03:20	sell	26	0.50	1.36889	1.37089	1.36855
62	2010.03.08 03:27	t/p	26	0.50	1.36855	1.37089	1.36855	17.00	10442.00
63	2010.03.08 17:45	buy	27	0.50	1.36164	1.35964	1.36198
64	2010.03.08 17:50	buy	28	0.50	1.36108	1.35908	1.36142
65	2010.03.08 17:50	modify	27	0.50	1.36164	1.36036	1.36170
66	2010.03.08 17:50	modify	28	0.50	1.36108	1.36036	1.36170
67	2010.03.08 18:07	buy	29	0.50	1.36067	1.35867	1.36101
68	2010.03.08 18:10	t/p	29	0.50	1.36101	1.35867	1.36101	17.00	10459.00
69	2010.03.08 18:15	t/p	27	0.50	1.36170	1.36036	1.36170	3.00	10462.00
70	2010.03.08 18:15	t/p	28	0.50	1.36170	1.36036	1.36170	31.00	10493.00
71	2010.03.09 12:50	buy	30	0.50	1.35510	1.35310	1.35544
72	2010.03.09 12:57	t/p	30	0.50	1.35544	1.35310	1.35544	17.00	10510.00
73	2010.03.10 09:02	buy	31	0.50	1.35468	1.35268	1.35502
74	2010.03.10 09:10	t/p	31	0.50	1.35502	1.35268	1.35502	17.00	10527.00
75	2010.03.10 12:50	sell	32	0.50	1.36225	1.36425	1.36191
76	2010.03.10 12:52	t/p	32	0.50	1.36191	1.36425	1.36191	17.00	10544.00
77	2010.03.10 16:45	sell	33	0.50	1.36560	1.36760	1.36526
78	2010.03.10 16:50	sell	34	0.50	1.36658	1.36858	1.36624
79	2010.03.10 16:50	modify	33	0.50	1.36560	1.36709	1.36575
80	2010.03.10 16:50	modify	34	0.50	1.36658	1.36709	1.36575
81	2010.03.10 16:57	t/p	33	0.50	1.36575	1.36709	1.36575	-7.50	10536.50
82	2010.03.10 16:57	t/p	34	0.50	1.36575	1.36709	1.36575	41.50	10578.00
83	2010.03.12 10:45	sell	35	0.50	1.37523	1.37723	1.37489
84	2010.03.12 10:50	sell	36	0.50	1.37633	1.37833	1.37599
85	2010.03.12 10:50	modify	35	0.50	1.37523	1.37678	1.37544
86	2010.03.12 10:50	modify	36	0.50	1.37633	1.37678	1.37544
87	2010.03.12 10:57	t/p	35	0.50	1.37544	1.37678	1.37544	-10.50	10567.50
88	2010.03.12 10:57	t/p	36	0.50	1.37544	1.37678	1.37544	44.50	10612.00
89	2010.03.12 13:07	sell	37	0.50	1.37844	1.38044	1.37810
90	2010.03.12 13:10	t/p	37	0.50	1.37810	1.38044	1.37810	17.00	10629.00
91	2010.03.15 16:15	buy	38	0.50	1.36633	1.36433	1.36667
92	2010.03.15 16:20	buy	39	0.50	1.36497	1.36297	1.36531
93	2010.03.15 16:20	modify	38	0.50	1.36633	1.36465	1.36599
94	2010.03.15 16:20	modify	39	0.50	1.36497	1.36465	1.36599
95	2010.03.15 16:27	t/p	38	0.50	1.36599	1.36465	1.36599	-17.00	10612.00
96	2010.03.15 16:27	t/p	39	0.50	1.36599	1.36465	1.36599	51.00	10663.00
97	2010.03.16 12:33	sell	40	0.50	1.37296	1.37496	1.37262
98	2010.03.16 12:43	t/p	40	0.50	1.37262	1.37496	1.37262	17.00	10680.00
99	2010.03.16 15:45	sell	41	0.50	1.37607	1.37807	1.37573
100	2010.03.16 15:50	sell	42	0.50	1.37709	1.37909	1.37675
101	2010.03.16 15:50	modify	41	0.50	1.37607	1.37758	1.37624
102	2010.03.16 15:50	modify	42	0.50	1.37709	1.37758	1.37624
103	2010.03.16 15:57	t/p	41	0.50	1.37624	1.37758	1.37624	-8.50	10671.50
104	2010.03.16 15:57	t/p	42	0.50	1.37624	1.37758	1.37624	42.50	10714.00
105	2010.03.18 06:20	buy	43	0.50	1.36780	1.36580	1.36814
106	2010.03.18 06:22	t/p	43	0.50	1.36814	1.36580	1.36814	17.00	10731.00
107	2010.03.18 08:50	buy	44	0.50	1.36488	1.36288	1.36522
108	2010.03.18 08:52	t/p	44	0.50	1.36522	1.36288	1.36522	17.00	10748.00
109	2010.03.18 16:15	buy	45	0.50	1.36293	1.36093	1.36327
110	2010.03.18 16:17	t/p	45	0.50	1.36327	1.36093	1.36327	17.00	10765.00
111	2010.03.19 10:50	buy	46	0.50	1.35628	1.35428	1.35662
112	2010.03.19 10:52	t/p	46	0.50	1.35662	1.35428	1.35662	17.00	10782.00
113	2010.03.19 13:20	buy	47	0.50	1.35401	1.35201	1.35435
114	2010.03.19 13:22	t/p	47	0.50	1.35435	1.35201	1.35435	17.00	10799.00
115	2010.03.19 15:22	buy	48	0.50	1.35192	1.34992	1.35226
116	2010.03.19 15:25	buy	49	0.50	1.35161	1.34961	1.35195
117	2010.03.19 15:25	modify	48	0.50	1.35192	1.35077	1.35211
118	2010.03.19 15:25	modify	49	0.50	1.35161	1.35077	1.35211
119	2010.03.19 15:27	t/p	48	0.50	1.35211	1.35077	1.35211	9.50	10808.50
120	2010.03.19 15:27	t/p	49	0.50	1.35211	1.35077	1.35211	25.00	10833.50
121	2010.03.22 13:50	buy	50	0.50	1.34710	1.34510	1.34744
122	2010.03.22 13:52	t/p	50	0.50	1.34744	1.34510	1.34744	17.00	10850.50
123	2010.03.22 17:20	sell	51	0.50	1.35472	1.35672	1.35438
124	2010.03.22 17:22	t/p	51	0.50	1.35438	1.35672	1.35438	17.00	10867.50
125	2010.03.23 15:20	sell	52	0.50	1.35552	1.35752	1.35518
126	2010.03.23 15:22	t/p	52	0.50	1.35518	1.35752	1.35518	17.00	10884.50
127	2010.03.24 02:20	buy	53	0.50	1.34467	1.34267	1.34501
128	2010.03.24 02:22	t/p	53	0.50	1.34501	1.34267	1.34501	17.00	10901.50
129	2010.03.24 06:20	buy	54	0.50	1.34069	1.33869	1.34103
130	2010.03.24 06:22	t/p	54	0.50	1.34103	1.33869	1.34103	17.00	10918.50
131	2010.03.24 09:50	buy	55	0.50	1.33660	1.33460	1.33694
132	2010.03.24 09:52	t/p	55	0.50	1.33694	1.33460	1.33694	17.00	10935.50
133	2010.03.24 11:52	buy	56	0.50	1.33615	1.33415	1.33649
134	2010.03.24 12:07	buy	57	0.50	1.33571	1.33371	1.33605
135	2010.03.24 12:07	modify	56	0.50	1.33615	1.33493	1.33627
136	2010.03.24 12:07	modify	57	0.50	1.33571	1.33493	1.33627
137	2010.03.24 12:10	t/p	56	0.50	1.33627	1.33493	1.33627	6.00	10941.50
138	2010.03.24 12:10	t/p	57	0.50	1.33627	1.33493	1.33627	28.00	10969.50
139	2010.03.25 06:20	buy	58	0.50	1.32846	1.32646	1.32880
140	2010.03.25 06:22	t/p	58	0.50	1.32880	1.32646	1.32880	17.00	10986.50
141	2010.03.25 17:07	sell	59	0.50	1.33872	1.34072	1.33838
142	2010.03.25 17:10	t/p	59	0.50	1.33838	1.34072	1.33838	17.00	11003.50
143	2010.03.25 19:20	buy	60	0.50	1.32888	1.32688	1.32922
144	2010.03.25 19:27	t/p	60	0.50	1.32922	1.32688	1.32922	17.00	11020.50
145	2010.03.26 01:20	sell	61	0.50	1.33235	1.33435	1.33201
146	2010.03.26 01:27	t/p	61	0.50	1.33201	1.33435	1.33201	17.00	11037.50
147	2010.03.26 09:50	sell	62	0.50	1.33827	1.34027	1.33793
148	2010.03.26 09:57	t/p	62	0.50	1.33793	1.34027	1.33793	17.00	11054.50
149	2010.03.26 12:20	sell	63	0.50	1.34062	1.34262	1.34028
150	2010.03.26 12:22	t/p	63	0.50	1.34028	1.34262	1.34028	17.00	11071.50