Report Result : Firebird v63E - Desynced Forex Repository

Strategy Tester Report

Firebird v63E

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=0.1; 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	1474	Ticks modelled	12836	Modelling quality	n/a
Mismatched charts errors	8

Initial deposit	10000.00
Total net profit	-162.08	Gross profit	168.00	Gross loss	-330.08
Profit factor	0.51	Expected payoff	-2.42
Absolute drawdown	225.18	Maximal drawdown	243.78 (2.43%)	Relative drawdown	2.43% (243.78)

Total trades	67	Short positions (won %)	28 (82.14%)	Long positions (won %)	39 (84.62%)
		Profit trades (% of total)	56 (83.58%)	Loss trades (% of total)	11 (16.42%)
Largest		profit trade	3.00	loss trade	-30.08
Average		profit trade	3.00	loss trade	-30.01
Maximum		consecutive wins (profit in money)	21 (63.00)	consecutive losses (loss in money)	3 (-90.00)
Maximal		consecutive profit (count of wins)	63.00 (21)	consecutive loss (count of losses)	-90.00 (3)
Average		consecutive wins	8	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.03.02 01:45	buy	1	0.10	1.35447	1.35147	1.35477
2	2010.03.02 01:50	buy	2	0.10	1.35341	1.35041	1.35371
3	2010.03.02 01:52	t/p	2	0.10	1.35371	1.35041	1.35371	3.00	10003.00
4	2010.03.02 01:52	buy	3	0.10	1.35394	1.35094	1.35424
5	2010.03.02 01:57	t/p	3	0.10	1.35424	1.35094	1.35424	3.00	10006.00
6	2010.03.02 01:59	buy	4	0.10	1.35361	1.35061	1.35391
7	2010.03.02 02:15	buy	5	0.10	1.35301	1.35001	1.35331
8	2010.03.02 02:20	buy	6	0.10	1.35241	1.34941	1.35271
9	2010.03.02 02:27	t/p	6	0.10	1.35271	1.34941	1.35271	3.00	10009.00
10	2010.03.02 02:45	t/p	5	0.10	1.35331	1.35001	1.35331	3.00	10012.00
11	2010.03.02 02:59	buy	7	0.10	1.35309	1.35009	1.35339
12	2010.03.02 03:03	t/p	7	0.10	1.35339	1.35009	1.35339	3.00	10015.00
13	2010.03.02 03:16	t/p	4	0.10	1.35391	1.35061	1.35391	3.00	10018.00
14	2010.03.02 05:20	s/l	1	0.10	1.35147	1.35147	1.35477	-30.00	9988.00
15	2010.03.02 17:32	sell	8	0.10	1.35728	1.36028	1.35698
16	2010.03.02 17:40	t/p	8	0.10	1.35698	1.36028	1.35698	3.00	9991.00
17	2010.03.02 22:00	sell	9	0.10	1.36081	1.36381	1.36051
18	2010.03.02 22:57	sell	10	0.10	1.36130	1.36430	1.36100
19	2010.03.02 23:16	t/p	10	0.10	1.36100	1.36430	1.36100	3.00	9994.00
20	2010.03.03 00:46	sell	11	0.10	1.36209	1.36509	1.36179
21	2010.03.03 01:13	sell	12	0.10	1.36264	1.36564	1.36234
22	2010.03.03 01:20	sell	13	0.10	1.36321	1.36621	1.36291
23	2010.03.03 01:26	s/l	9	0.10	1.36381	1.36381	1.36051	-30.08	9963.92
24	2010.03.03 01:26	sell	14	0.10	1.36379	1.36679	1.36349
25	2010.03.03 01:32	s/l	11	0.10	1.36509	1.36509	1.36179	-30.00	9933.92
26	2010.03.03 01:42	sell	15	0.10	1.36438	1.36738	1.36408
27	2010.03.03 01:45	t/p	14	0.10	1.36349	1.36679	1.36349	3.00	9936.92
28	2010.03.03 01:45	t/p	15	0.10	1.36408	1.36738	1.36408	3.00	9939.92
29	2010.03.03 01:50	t/p	12	0.10	1.36234	1.36564	1.36234	3.00	9942.92
30	2010.03.03 01:50	t/p	13	0.10	1.36291	1.36621	1.36291	3.00	9945.92
31	2010.03.03 01:52	sell	16	0.10	1.36259	1.36559	1.36229
32	2010.03.03 01:57	sell	17	0.10	1.36318	1.36618	1.36288
33	2010.03.03 01:59	t/p	17	0.10	1.36288	1.36618	1.36288	3.00	9948.92
34	2010.03.03 02:02	t/p	16	0.10	1.36229	1.36559	1.36229	3.00	9951.92
35	2010.03.03 06:10	sell	18	0.10	1.36499	1.36799	1.36469
36	2010.03.03 06:16	sell	19	0.10	1.36548	1.36848	1.36518
37	2010.03.03 06:26	t/p	19	0.10	1.36518	1.36848	1.36518	3.00	9954.92
38	2010.03.03 06:40	t/p	18	0.10	1.36469	1.36799	1.36469	3.00	9957.92
39	2010.03.08 05:00	sell	20	0.10	1.36800	1.37100	1.36770
40	2010.03.08 05:15	sell	21	0.10	1.36855	1.37155	1.36825
41	2010.03.08 05:20	sell	22	0.10	1.36890	1.37190	1.36860
42	2010.03.08 05:45	t/p	22	0.10	1.36860	1.37190	1.36860	3.00	9960.92
43	2010.03.08 05:50	t/p	21	0.10	1.36825	1.37155	1.36825	3.00	9963.92
44	2010.03.08 06:50	t/p	20	0.10	1.36770	1.37100	1.36770	3.00	9966.92
45	2010.03.08 08:32	sell	23	0.10	1.37023	1.37323	1.36993
46	2010.03.08 08:40	t/p	23	0.10	1.36993	1.37323	1.36993	3.00	9969.92
47	2010.03.08 08:40	sell	24	0.10	1.36965	1.37265	1.36935
48	2010.03.08 08:45	t/p	24	0.10	1.36935	1.37265	1.36935	3.00	9972.92
49	2010.03.08 16:45	buy	25	0.10	1.36461	1.36161	1.36491
50	2010.03.08 16:52	buy	26	0.10	1.36396	1.36096	1.36426
51	2010.03.08 16:55	buy	27	0.10	1.36364	1.36064	1.36394
52	2010.03.08 16:57	t/p	26	0.10	1.36426	1.36096	1.36426	3.00	9975.92
53	2010.03.08 16:57	t/p	27	0.10	1.36394	1.36064	1.36394	3.00	9978.92
54	2010.03.08 16:59	t/p	25	0.10	1.36491	1.36161	1.36491	3.00	9981.92
55	2010.03.08 20:02	buy	28	0.10	1.36268	1.35968	1.36298
56	2010.03.08 20:15	t/p	28	0.10	1.36298	1.35968	1.36298	3.00	9984.92
57	2010.03.11 09:50	sell	29	0.10	1.36552	1.36852	1.36522
58	2010.03.11 09:57	t/p	29	0.10	1.36522	1.36852	1.36522	3.00	9987.92
59	2010.03.11 09:59	sell	30	0.10	1.36551	1.36851	1.36521
60	2010.03.11 10:15	t/p	30	0.10	1.36521	1.36851	1.36521	3.00	9990.92
61	2010.03.16 01:50	buy	31	0.10	1.36607	1.36307	1.36637
62	2010.03.16 01:57	t/p	31	0.10	1.36637	1.36307	1.36637	3.00	9993.92
63	2010.03.16 10:50	sell	32	0.10	1.36968	1.37268	1.36938
64	2010.03.16 10:57	t/p	32	0.10	1.36938	1.37268	1.36938	3.00	9996.92
65	2010.03.16 15:05	sell	33	0.10	1.37204	1.37504	1.37174
66	2010.03.16 15:10	sell	34	0.10	1.37267	1.37567	1.37237
67	2010.03.16 15:17	sell	35	0.10	1.37308	1.37608	1.37278
68	2010.03.16 15:40	s/l	33	0.10	1.37504	1.37504	1.37174	-30.00	9966.92
69	2010.03.16 15:45	s/l	34	0.10	1.37567	1.37567	1.37237	-30.00	9936.92
70	2010.03.16 15:45	s/l	35	0.10	1.37608	1.37608	1.37278	-30.00	9906.92
71	2010.03.16 20:17	sell	36	0.10	1.37652	1.37952	1.37622
72	2010.03.16 21:50	t/p	36	0.10	1.37622	1.37952	1.37622	3.00	9909.92
73	2010.03.16 22:15	sell	37	0.10	1.37728	1.38028	1.37698
74	2010.03.16 22:20	sell	38	0.10	1.37771	1.38071	1.37741
75	2010.03.16 22:27	t/p	38	0.10	1.37741	1.38071	1.37741	3.00	9912.92
76	2010.03.16 22:30	sell	39	0.10	1.37759	1.38059	1.37729
77	2010.03.16 22:37	sell	40	0.10	1.37805	1.38105	1.37775
78	2010.03.16 22:40	t/p	40	0.10	1.37775	1.38105	1.37775	3.00	9915.92
79	2010.03.16 22:45	t/p	37	0.10	1.37698	1.38028	1.37698	3.00	9918.92
80	2010.03.16 22:45	t/p	39	0.10	1.37729	1.38059	1.37729	3.00	9921.92
81	2010.03.18 08:00	buy	41	0.10	1.36848	1.36548	1.36878
82	2010.03.18 08:10	buy	42	0.10	1.36789	1.36489	1.36819
83	2010.03.18 08:15	buy	43	0.10	1.36719	1.36419	1.36749
84	2010.03.18 08:20	buy	44	0.10	1.36625	1.36325	1.36655
85	2010.03.18 08:27	t/p	44	0.10	1.36655	1.36325	1.36655	3.00	9924.92
86	2010.03.18 08:27	buy	45	0.10	1.36676	1.36376	1.36706
87	2010.03.18 08:37	t/p	45	0.10	1.36706	1.36376	1.36706	3.00	9927.92
88	2010.03.18 08:40	buy	46	0.10	1.36656	1.36356	1.36686
89	2010.03.18 08:45	buy	47	0.10	1.36589	1.36289	1.36619
90	2010.03.18 08:50	s/l	41	0.10	1.36548	1.36548	1.36878	-30.00	9897.92
91	2010.03.18 08:50	s/l	42	0.10	1.36489	1.36489	1.36819	-30.00	9867.92
92	2010.03.18 08:52	buy	48	0.10	1.36545	1.36245	1.36575
93	2010.03.18 09:03	t/p	47	0.10	1.36619	1.36289	1.36619	3.00	9870.92
94	2010.03.18 09:03	t/p	48	0.10	1.36575	1.36245	1.36575	3.00	9873.92
95	2010.03.18 09:10	t/p	46	0.10	1.36686	1.36356	1.36686	3.00	9876.92
96	2010.03.18 09:16	t/p	43	0.10	1.36749	1.36419	1.36749	3.00	9879.92
97	2010.03.18 09:20	buy	49	0.10	1.36762	1.36462	1.36792
98	2010.03.18 09:26	buy	50	0.10	1.36712	1.36412	1.36742
99	2010.03.18 09:26	t/p	50	0.10	1.36742	1.36412	1.36742	3.00	9882.92
100	2010.03.18 09:45	buy	51	0.10	1.36720	1.36420	1.36750
101	2010.03.18 09:50	buy	52	0.10	1.36676	1.36376	1.36706
102	2010.03.18 10:02	buy	53	0.10	1.36637	1.36337	1.36667
103	2010.03.18 10:10	t/p	53	0.10	1.36667	1.36337	1.36667	3.00	9885.92
104	2010.03.18 10:15	t/p	52	0.10	1.36706	1.36376	1.36706	3.00	9888.92
105	2010.03.18 10:20	t/p	51	0.10	1.36750	1.36420	1.36750	3.00	9891.92
106	2010.03.18 10:40	t/p	49	0.10	1.36792	1.36462	1.36792	3.00	9894.92
107	2010.03.18 15:50	buy	54	0.10	1.36580	1.36280	1.36610
108	2010.03.18 15:57	t/p	54	0.10	1.36610	1.36280	1.36610	3.00	9897.92
109	2010.03.18 16:05	buy	55	0.10	1.36584	1.36284	1.36614
110	2010.03.18 16:07	t/p	55	0.10	1.36614	1.36284	1.36614	3.00	9900.92
111	2010.03.18 16:10	buy	56	0.10	1.36472	1.36172	1.36502
112	2010.03.18 16:12	t/p	56	0.10	1.36502	1.36172	1.36502	3.00	9903.92
113	2010.03.18 16:12	buy	57	0.10	1.36528	1.36228	1.36558
114	2010.03.18 16:15	buy	58	0.10	1.36305	1.36005	1.36335
115	2010.03.18 16:17	t/p	58	0.10	1.36335	1.36005	1.36335	3.00	9906.92
116	2010.03.18 16:17	buy	59	0.10	1.36361	1.36061	1.36391
117	2010.03.18 16:20	s/l	57	0.10	1.36228	1.36228	1.36558	-30.00	9876.92
118	2010.03.18 16:20	s/l	59	0.10	1.36061	1.36061	1.36391	-30.00	9846.92
119	2010.03.18 16:20	buy	60	0.10	1.36081	1.35781	1.36111
120	2010.03.18 16:22	t/p	60	0.10	1.36111	1.35781	1.36111	3.00	9849.92
121	2010.03.18 16:22	buy	61	0.10	1.36193	1.35893	1.36223
122	2010.03.18 16:25	buy	62	0.10	1.36137	1.35837	1.36167
123	2010.03.18 16:27	t/p	61	0.10	1.36223	1.35893	1.36223	3.00	9852.92
124	2010.03.18 16:27	t/p	62	0.10	1.36167	1.35837	1.36167	3.00	9855.92
125	2010.03.18 16:27	buy	63	0.10	1.36305	1.36005	1.36335
126	2010.03.18 16:27	buy	64	0.10	1.36093	1.35793	1.36123
127	2010.03.18 16:40	buy	65	0.10	1.36033	1.35733	1.36063
128	2010.03.18 16:45	s/l	63	0.10	1.36005	1.36005	1.36335	-30.00	9825.92
129	2010.03.18 16:45	buy	66	0.10	1.35968	1.35668	1.35998
130	2010.03.18 16:52	buy	67	0.10	1.35925	1.35625	1.35955
131	2010.03.18 16:59	t/p	66	0.10	1.35998	1.35668	1.35998	3.00	9828.92
132	2010.03.18 16:59	t/p	67	0.10	1.35955	1.35625	1.35955	3.00	9831.92
133	2010.03.18 17:15	t/p	64	0.10	1.36123	1.35793	1.36123	3.00	9834.92
134	2010.03.18 17:15	t/p	65	0.10	1.36063	1.35733	1.36063	3.00	9837.92