Report Result : Firebird v63D - Desynced Forex Repository

Strategy Tester Report

Firebird v63D

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=0.1; TradeOnFriday=1; slip=100; Lots=0.01; TakeProfit=30; Stoploss=500; 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=2; 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	-4.72	Gross profit	15.29	Gross loss	-20.01
Profit factor	0.76	Expected payoff	-0.09
Absolute drawdown	10.46	Maximal drawdown	18.35 (0.18%)	Relative drawdown	0.18% (18.35)

Total trades	55	Short positions (won %)	21 (95.24%)	Long positions (won %)	34 (91.18%)
		Profit trades (% of total)	51 (92.73%)	Loss trades (% of total)	4 (7.27%)
Largest		profit trade	0.30	loss trade	-5.01
Average		profit trade	0.30	loss trade	-5.00
Maximum		consecutive wins (profit in money)	26 (7.80)	consecutive losses (loss in money)	2 (-10.00)
Maximal		consecutive profit (count of wins)	7.80 (26)	consecutive loss (count of losses)	-10.00 (2)
Average		consecutive wins	17	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.03.02 02:00	buy	1	0.01	1.35361	1.34861	1.35391
2	2010.03.02 02:15	buy	2	0.01	1.35301	1.34801	1.35331
3	2010.03.02 02:20	buy	3	0.01	1.35241	1.34741	1.35271
4	2010.03.02 02:27	t/p	3	0.01	1.35271	1.34741	1.35271	0.30	10000.30
5	2010.03.02 02:45	t/p	2	0.01	1.35331	1.34801	1.35331	0.30	10000.60
6	2010.03.02 02:59	buy	4	0.01	1.35309	1.34809	1.35339
7	2010.03.02 03:03	t/p	4	0.01	1.35339	1.34809	1.35339	0.30	10000.90
8	2010.03.02 03:16	t/p	1	0.01	1.35391	1.34861	1.35391	0.30	10001.20
9	2010.03.02 17:32	sell	5	0.01	1.35728	1.36228	1.35698
10	2010.03.02 17:40	t/p	5	0.01	1.35698	1.36228	1.35698	0.30	10001.50
11	2010.03.02 22:00	sell	6	0.01	1.36081	1.36581	1.36051
12	2010.03.02 22:57	sell	7	0.01	1.36130	1.36630	1.36100
13	2010.03.02 23:16	t/p	7	0.01	1.36100	1.36630	1.36100	0.30	10001.80
14	2010.03.03 06:10	sell	8	0.01	1.36499	1.36999	1.36469
15	2010.03.03 06:16	sell	9	0.01	1.36548	1.37048	1.36518
16	2010.03.03 06:26	t/p	9	0.01	1.36518	1.37048	1.36518	0.30	10002.10
17	2010.03.03 06:40	t/p	8	0.01	1.36469	1.36999	1.36469	0.30	10002.40
18	2010.03.03 09:20	t/p	6	0.01	1.36051	1.36581	1.36051	0.29	10002.69
19	2010.03.08 05:00	sell	10	0.01	1.36800	1.37300	1.36770
20	2010.03.08 05:15	sell	11	0.01	1.36855	1.37355	1.36825
21	2010.03.08 05:20	sell	12	0.01	1.36890	1.37390	1.36860
22	2010.03.08 05:45	t/p	12	0.01	1.36860	1.37390	1.36860	0.30	10002.99
23	2010.03.08 05:50	t/p	11	0.01	1.36825	1.37355	1.36825	0.30	10003.29
24	2010.03.08 06:50	t/p	10	0.01	1.36770	1.37300	1.36770	0.30	10003.59
25	2010.03.08 08:32	sell	13	0.01	1.37023	1.37523	1.36993
26	2010.03.08 08:40	t/p	13	0.01	1.36993	1.37523	1.36993	0.30	10003.89
27	2010.03.08 08:40	sell	14	0.01	1.36965	1.37465	1.36935
28	2010.03.08 08:45	t/p	14	0.01	1.36935	1.37465	1.36935	0.30	10004.19
29	2010.03.08 16:45	buy	15	0.01	1.36461	1.35961	1.36491
30	2010.03.08 16:52	buy	16	0.01	1.36396	1.35896	1.36426
31	2010.03.08 16:55	buy	17	0.01	1.36364	1.35864	1.36394
32	2010.03.08 16:57	t/p	16	0.01	1.36426	1.35896	1.36426	0.30	10004.49
33	2010.03.08 16:57	t/p	17	0.01	1.36394	1.35864	1.36394	0.30	10004.79
34	2010.03.08 16:59	t/p	15	0.01	1.36491	1.35961	1.36491	0.30	10005.09
35	2010.03.08 20:02	buy	18	0.01	1.36268	1.35768	1.36298
36	2010.03.08 20:15	t/p	18	0.01	1.36298	1.35768	1.36298	0.30	10005.39
37	2010.03.11 09:50	sell	19	0.01	1.36552	1.37052	1.36522
38	2010.03.11 09:57	t/p	19	0.01	1.36522	1.37052	1.36522	0.30	10005.69
39	2010.03.11 09:59	sell	20	0.01	1.36551	1.37051	1.36521
40	2010.03.11 10:15	t/p	20	0.01	1.36521	1.37051	1.36521	0.30	10005.99
41	2010.03.16 10:50	sell	21	0.01	1.36968	1.37468	1.36938
42	2010.03.16 10:57	t/p	21	0.01	1.36938	1.37468	1.36938	0.30	10006.29
43	2010.03.16 15:05	sell	22	0.01	1.37204	1.37704	1.37174
44	2010.03.16 15:10	sell	23	0.01	1.37267	1.37767	1.37237
45	2010.03.16 15:17	sell	24	0.01	1.37308	1.37808	1.37278
46	2010.03.16 15:50	s/l	22	0.01	1.37704	1.37704	1.37174	-5.00	10001.29
47	2010.03.16 19:02	t/p	24	0.01	1.37278	1.37808	1.37278	0.30	10001.59
48	2010.03.16 19:07	t/p	23	0.01	1.37237	1.37767	1.37237	0.30	10001.89
49	2010.03.16 20:17	sell	25	0.01	1.37652	1.38152	1.37622
50	2010.03.16 21:50	t/p	25	0.01	1.37622	1.38152	1.37622	0.30	10002.19
51	2010.03.16 22:15	sell	26	0.01	1.37728	1.38228	1.37698
52	2010.03.16 22:20	sell	27	0.01	1.37771	1.38271	1.37741
53	2010.03.16 22:27	t/p	27	0.01	1.37741	1.38271	1.37741	0.30	10002.49
54	2010.03.16 22:30	sell	28	0.01	1.37759	1.38259	1.37729
55	2010.03.16 22:37	sell	29	0.01	1.37805	1.38305	1.37775
56	2010.03.16 22:40	t/p	29	0.01	1.37775	1.38305	1.37775	0.30	10002.79
57	2010.03.16 22:45	t/p	26	0.01	1.37698	1.38228	1.37698	0.30	10003.09
58	2010.03.16 22:45	t/p	28	0.01	1.37729	1.38259	1.37729	0.30	10003.39
59	2010.03.18 08:00	buy	30	0.01	1.36848	1.36348	1.36878
60	2010.03.18 08:10	buy	31	0.01	1.36789	1.36289	1.36819
61	2010.03.18 08:15	buy	32	0.01	1.36719	1.36219	1.36749
62	2010.03.18 08:20	buy	33	0.01	1.36625	1.36125	1.36655
63	2010.03.18 08:27	t/p	33	0.01	1.36655	1.36125	1.36655	0.30	10003.69
64	2010.03.18 08:27	buy	34	0.01	1.36676	1.36176	1.36706
65	2010.03.18 08:37	t/p	34	0.01	1.36706	1.36176	1.36706	0.30	10003.99
66	2010.03.18 08:40	buy	35	0.01	1.36656	1.36156	1.36686
67	2010.03.18 08:45	buy	36	0.01	1.36589	1.36089	1.36619
68	2010.03.18 08:52	buy	37	0.01	1.36545	1.36045	1.36575
69	2010.03.18 09:03	t/p	36	0.01	1.36619	1.36089	1.36619	0.30	10004.29
70	2010.03.18 09:03	t/p	37	0.01	1.36575	1.36045	1.36575	0.30	10004.59
71	2010.03.18 09:10	t/p	35	0.01	1.36686	1.36156	1.36686	0.30	10004.89
72	2010.03.18 09:16	t/p	32	0.01	1.36749	1.36219	1.36749	0.30	10005.19
73	2010.03.18 09:26	buy	38	0.01	1.36712	1.36212	1.36742
74	2010.03.18 09:26	t/p	38	0.01	1.36742	1.36212	1.36742	0.30	10005.49
75	2010.03.18 09:45	buy	39	0.01	1.36720	1.36220	1.36750
76	2010.03.18 09:50	buy	40	0.01	1.36676	1.36176	1.36706
77	2010.03.18 10:02	buy	41	0.01	1.36637	1.36137	1.36667
78	2010.03.18 10:10	t/p	41	0.01	1.36667	1.36137	1.36667	0.30	10005.79
79	2010.03.18 10:15	t/p	40	0.01	1.36706	1.36176	1.36706	0.30	10006.09
80	2010.03.18 10:20	t/p	39	0.01	1.36750	1.36220	1.36750	0.30	10006.39
81	2010.03.18 10:40	t/p	31	0.01	1.36819	1.36289	1.36819	0.30	10006.69
82	2010.03.18 10:45	t/p	30	0.01	1.36878	1.36348	1.36878	0.30	10006.99
83	2010.03.18 15:50	buy	42	0.01	1.36580	1.36080	1.36610
84	2010.03.18 15:57	t/p	42	0.01	1.36610	1.36080	1.36610	0.30	10007.29
85	2010.03.18 16:05	buy	43	0.01	1.36584	1.36084	1.36614
86	2010.03.18 16:07	t/p	43	0.01	1.36614	1.36084	1.36614	0.30	10007.59
87	2010.03.18 16:10	buy	44	0.01	1.36472	1.35972	1.36502
88	2010.03.18 16:12	t/p	44	0.01	1.36502	1.35972	1.36502	0.30	10007.89
89	2010.03.18 16:12	buy	45	0.01	1.36528	1.36028	1.36558
90	2010.03.18 16:15	buy	46	0.01	1.36305	1.35805	1.36335
91	2010.03.18 16:17	t/p	46	0.01	1.36335	1.35805	1.36335	0.30	10008.19
92	2010.03.18 16:17	buy	47	0.01	1.36361	1.35861	1.36391
93	2010.03.18 16:20	buy	48	0.01	1.36081	1.35581	1.36111
94	2010.03.18 16:22	t/p	48	0.01	1.36111	1.35581	1.36111	0.30	10008.49
95	2010.03.18 16:22	buy	49	0.01	1.36193	1.35693	1.36223
96	2010.03.18 16:25	buy	50	0.01	1.36137	1.35637	1.36167
97	2010.03.18 16:27	t/p	49	0.01	1.36223	1.35693	1.36223	0.30	10008.79
98	2010.03.18 16:27	t/p	50	0.01	1.36167	1.35637	1.36167	0.30	10009.09
99	2010.03.18 16:27	buy	51	0.01	1.36305	1.35805	1.36335
100	2010.03.18 16:27	buy	52	0.01	1.36093	1.35593	1.36123
101	2010.03.18 16:40	s/l	45	0.01	1.36028	1.36028	1.36558	-5.00	10004.09
102	2010.03.18 16:40	buy	53	0.01	1.36033	1.35533	1.36063
103	2010.03.18 16:45	buy	54	0.01	1.35968	1.35468	1.35998
104	2010.03.18 16:50	s/l	47	0.01	1.35861	1.35861	1.36391	-5.00	9999.09
105	2010.03.18 16:52	buy	55	0.01	1.35925	1.35425	1.35955
106	2010.03.18 16:59	t/p	54	0.01	1.35998	1.35468	1.35998	0.30	9999.39
107	2010.03.18 16:59	t/p	55	0.01	1.35955	1.35425	1.35955	0.30	9999.69
108	2010.03.18 17:15	t/p	52	0.01	1.36123	1.35593	1.36123	0.30	9999.99
109	2010.03.18 17:15	t/p	53	0.01	1.36063	1.35533	1.36063	0.30	10000.29
110	2010.03.19 09:50	s/l	51	0.01	1.35805	1.35805	1.36335	-5.01	9995.28