Strategy Tester Report
Firebird v63G trader seven Heiken Ashi
AlpariUK-Demo (Build 226)
Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.01.04 00:00 - 2010.04.16 00:00 (2010.01.01 - 2010.04.16) | ||||
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 | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -4913.45 | Gross profit | 2568.35 | Gross loss | -7481.80 |
Profit factor | 0.34 | Expected payoff | -62.20 | ||
Absolute drawdown | 5121.85 | Maximal drawdown | 6888.97 (58.54%) | Relative drawdown | 58.54% (6888.97) |
Total trades | 79 | Short positions (won %) | 72 (66.67%) | Long positions (won %) | 7 (57.14%) |
Profit trades (% of total) | 52 (65.82%) | Loss trades (% of total) | 27 (34.18%) | ||
Largest | profit trade | 50.00 | loss trade | -301.32 | |
Average | profit trade | 49.39 | loss trade | -277.10 | |
Maximum | consecutive wins (profit in money) | 31 (1527.82) | consecutive losses (loss in money) | 12 (-3609.46) | |
Maximal | consecutive profit (count of wins) | 1527.82 (31) | consecutive loss (count of losses) | -3609.46 (12) | |
Average | consecutive wins | 13 | consecutive losses | 7 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 13:20 | buy | 1 | 0.10 | 1.61775 | 1.58775 | 1.62275 | ||
2 | 2010.01.04 13:50 | buy | 2 | 0.10 | 1.61659 | 1.58659 | 1.62159 | ||
3 | 2010.01.11 16:50 | sell | 3 | 0.10 | 1.61752 | 1.64752 | 1.61252 | ||
4 | 2010.01.11 20:50 | t/p | 3 | 0.10 | 1.61252 | 1.64752 | 1.61252 | 50.00 | 10050.00 |
5 | 2010.01.13 07:50 | t/p | 2 | 0.10 | 1.62159 | 1.58659 | 1.62159 | 49.91 | 10099.91 |
6 | 2010.01.13 08:50 | t/p | 1 | 0.10 | 1.62275 | 1.58775 | 1.62275 | 49.91 | 10149.82 |
7 | 2010.01.22 02:45 | sell | 4 | 0.10 | 1.62113 | 1.65113 | 1.61613 | ||
8 | 2010.01.22 02:50 | sell | 5 | 0.10 | 1.62198 | 1.65198 | 1.61698 | ||
9 | 2010.01.22 13:20 | t/p | 4 | 0.10 | 1.61613 | 1.65113 | 1.61613 | 50.00 | 10199.82 |
10 | 2010.01.22 13:20 | t/p | 5 | 0.10 | 1.61698 | 1.65198 | 1.61698 | 50.00 | 10249.82 |
11 | 2010.01.22 16:50 | sell | 6 | 0.10 | 1.61265 | 1.64265 | 1.60765 | ||
12 | 2010.01.25 15:03 | sell | 7 | 0.10 | 1.61614 | 1.64614 | 1.61114 | ||
13 | 2010.01.25 15:10 | sell | 8 | 0.10 | 1.61659 | 1.64659 | 1.61159 | ||
14 | 2010.01.25 19:20 | sell | 9 | 0.10 | 1.62422 | 1.65422 | 1.61922 | ||
15 | 2010.01.25 20:32 | sell | 10 | 0.10 | 1.62575 | 1.65575 | 1.62075 | ||
16 | 2010.01.26 10:33 | t/p | 10 | 0.10 | 1.62075 | 1.65575 | 1.62075 | 49.78 | 10299.60 |
17 | 2010.01.26 10:40 | t/p | 9 | 0.10 | 1.61922 | 1.65422 | 1.61922 | 49.78 | 10349.38 |
18 | 2010.01.27 20:50 | sell | 11 | 0.10 | 1.61939 | 1.64939 | 1.61439 | ||
19 | 2010.01.28 20:20 | t/p | 11 | 0.10 | 1.61439 | 1.64939 | 1.61439 | 49.34 | 10398.72 |
20 | 2010.01.29 14:45 | t/p | 7 | 0.10 | 1.61114 | 1.64614 | 1.61114 | 48.68 | 10447.40 |
21 | 2010.01.29 14:45 | t/p | 8 | 0.10 | 1.61159 | 1.64659 | 1.61159 | 48.68 | 10496.08 |
22 | 2010.01.29 15:15 | t/p | 6 | 0.10 | 1.60765 | 1.64265 | 1.60765 | 48.46 | 10544.54 |
23 | 2010.02.01 13:45 | sell | 12 | 0.10 | 1.58934 | 1.61934 | 1.58434 | ||
24 | 2010.02.01 13:50 | sell | 13 | 0.10 | 1.59007 | 1.62007 | 1.58507 | ||
25 | 2010.02.02 07:20 | sell | 14 | 0.10 | 1.59560 | 1.62560 | 1.59060 | ||
26 | 2010.02.03 00:46 | sell | 15 | 0.10 | 1.59909 | 1.62909 | 1.59409 | ||
27 | 2010.02.03 17:50 | t/p | 15 | 0.10 | 1.59409 | 1.62909 | 1.59409 | 50.00 | 10594.54 |
28 | 2010.02.03 22:50 | t/p | 14 | 0.10 | 1.59060 | 1.62560 | 1.59060 | 49.78 | 10644.32 |
29 | 2010.02.04 12:45 | t/p | 13 | 0.10 | 1.58507 | 1.62007 | 1.58507 | 48.90 | 10693.22 |
30 | 2010.02.04 12:50 | t/p | 12 | 0.10 | 1.58434 | 1.61934 | 1.58434 | 48.90 | 10742.12 |
31 | 2010.02.04 13:15 | sell | 16 | 0.10 | 1.58574 | 1.61574 | 1.58074 | ||
32 | 2010.02.04 16:15 | t/p | 16 | 0.10 | 1.58074 | 1.61574 | 1.58074 | 50.00 | 10792.12 |
33 | 2010.02.04 18:20 | sell | 17 | 0.10 | 1.57926 | 1.60926 | 1.57426 | ||
34 | 2010.02.05 07:20 | t/p | 17 | 0.10 | 1.57426 | 1.60926 | 1.57426 | 49.78 | 10841.90 |
35 | 2010.02.05 10:46 | sell | 18 | 0.10 | 1.57142 | 1.60142 | 1.56642 | ||
36 | 2010.02.05 15:50 | t/p | 18 | 0.10 | 1.56642 | 1.60142 | 1.56642 | 50.00 | 10891.90 |
37 | 2010.02.05 21:10 | sell | 19 | 0.10 | 1.56160 | 1.59160 | 1.55660 | ||
38 | 2010.02.05 21:15 | sell | 20 | 0.10 | 1.56258 | 1.59258 | 1.55758 | ||
39 | 2010.02.05 21:20 | sell | 21 | 0.10 | 1.56357 | 1.59357 | 1.55857 | ||
40 | 2010.02.08 07:45 | t/p | 21 | 0.10 | 1.55857 | 1.59357 | 1.55857 | 49.78 | 10941.68 |
41 | 2010.02.08 07:50 | t/p | 19 | 0.10 | 1.55660 | 1.59160 | 1.55660 | 49.78 | 10991.46 |
42 | 2010.02.08 07:50 | t/p | 20 | 0.10 | 1.55758 | 1.59258 | 1.55758 | 49.78 | 11041.24 |
43 | 2010.02.08 09:15 | sell | 22 | 0.10 | 1.56015 | 1.59015 | 1.55515 | ||
44 | 2010.02.08 09:20 | sell | 23 | 0.10 | 1.56167 | 1.59167 | 1.55667 | ||
45 | 2010.02.08 09:45 | sell | 24 | 0.10 | 1.56219 | 1.59219 | 1.55719 | ||
46 | 2010.02.08 09:50 | sell | 25 | 0.10 | 1.56265 | 1.59265 | 1.55765 | ||
47 | 2010.02.09 17:45 | sell | 26 | 0.10 | 1.56561 | 1.59561 | 1.56061 | ||
48 | 2010.02.09 17:50 | sell | 27 | 0.10 | 1.56825 | 1.59825 | 1.56325 | ||
49 | 2010.02.10 15:20 | t/p | 27 | 0.10 | 1.56325 | 1.59825 | 1.56325 | 49.78 | 11091.02 |
50 | 2010.02.10 16:20 | t/p | 26 | 0.10 | 1.56061 | 1.59561 | 1.56061 | 49.78 | 11140.80 |
51 | 2010.02.11 12:45 | sell | 28 | 0.10 | 1.56362 | 1.59362 | 1.55862 | ||
52 | 2010.02.12 05:50 | sell | 29 | 0.10 | 1.56973 | 1.59973 | 1.56473 | ||
53 | 2010.02.12 06:20 | sell | 30 | 0.10 | 1.57032 | 1.60032 | 1.56532 | ||
54 | 2010.02.12 11:20 | t/p | 29 | 0.10 | 1.56473 | 1.59973 | 1.56473 | 50.00 | 11190.80 |
55 | 2010.02.12 11:20 | t/p | 30 | 0.10 | 1.56532 | 1.60032 | 1.56532 | 50.00 | 11240.80 |
56 | 2010.02.16 13:07 | sell | 31 | 0.10 | 1.57048 | 1.60048 | 1.56548 | ||
57 | 2010.02.18 08:16 | t/p | 31 | 0.10 | 1.56548 | 1.60048 | 1.56548 | 49.12 | 11289.92 |
58 | 2010.02.18 14:50 | t/p | 28 | 0.10 | 1.55862 | 1.59362 | 1.55862 | 48.46 | 11338.38 |
59 | 2010.02.18 17:45 | buy | 32 | 0.10 | 1.56125 | 1.53125 | 1.56625 | ||
60 | 2010.02.18 17:50 | buy | 33 | 0.10 | 1.55975 | 1.52975 | 1.56475 | ||
61 | 2010.02.18 22:45 | t/p | 24 | 0.10 | 1.55719 | 1.59219 | 1.55719 | 47.36 | 11385.74 |
62 | 2010.02.18 22:45 | t/p | 25 | 0.10 | 1.55765 | 1.59265 | 1.55765 | 47.36 | 11433.10 |
63 | 2010.02.18 22:50 | t/p | 22 | 0.10 | 1.55515 | 1.59015 | 1.55515 | 47.36 | 11480.46 |
64 | 2010.02.18 22:50 | t/p | 23 | 0.10 | 1.55667 | 1.59167 | 1.55667 | 47.36 | 11527.82 |
65 | 2010.02.25 09:50 | s/l | 32 | 0.10 | 1.53125 | 1.53125 | 1.56625 | -300.07 | 11227.75 |
66 | 2010.02.25 10:15 | s/l | 33 | 0.10 | 1.52975 | 1.52975 | 1.56475 | -300.07 | 10927.68 |
67 | 2010.02.25 19:07 | sell | 34 | 0.10 | 1.52433 | 1.55433 | 1.51933 | ||
68 | 2010.02.26 07:20 | sell | 35 | 0.10 | 1.52945 | 1.55945 | 1.52445 | ||
69 | 2010.02.26 13:02 | t/p | 35 | 0.10 | 1.52445 | 1.55945 | 1.52445 | 50.00 | 10977.68 |
70 | 2010.02.26 15:20 | t/p | 34 | 0.10 | 1.51933 | 1.55433 | 1.51933 | 49.78 | 11027.46 |
71 | 2010.02.26 16:35 | sell | 36 | 0.10 | 1.52014 | 1.55014 | 1.51514 | ||
72 | 2010.02.26 16:40 | sell | 37 | 0.10 | 1.52125 | 1.55125 | 1.51625 | ||
73 | 2010.02.26 16:45 | sell | 38 | 0.10 | 1.52235 | 1.55235 | 1.51735 | ||
74 | 2010.02.26 16:50 | sell | 39 | 0.10 | 1.52345 | 1.55345 | 1.51845 | ||
75 | 2010.03.01 00:00 | t/p | 39 | 0.10 | 1.51845 | 1.55345 | 1.51845 | 49.78 | 11077.24 |
76 | 2010.03.01 00:02 | t/p | 37 | 0.10 | 1.51625 | 1.55125 | 1.51625 | 49.78 | 11127.02 |
77 | 2010.03.01 00:02 | t/p | 38 | 0.10 | 1.51735 | 1.55235 | 1.51735 | 49.78 | 11176.80 |
78 | 2010.03.01 07:45 | t/p | 36 | 0.10 | 1.51514 | 1.55014 | 1.51514 | 49.78 | 11226.58 |
79 | 2010.03.01 09:10 | sell | 40 | 0.10 | 1.51495 | 1.54495 | 1.50995 | ||
80 | 2010.03.01 09:15 | sell | 41 | 0.10 | 1.51583 | 1.54583 | 1.51083 | ||
81 | 2010.03.01 09:20 | sell | 42 | 0.10 | 1.51670 | 1.54670 | 1.51170 | ||
82 | 2010.03.01 11:15 | t/p | 40 | 0.10 | 1.50995 | 1.54495 | 1.50995 | 50.00 | 11276.58 |
83 | 2010.03.01 11:15 | t/p | 41 | 0.10 | 1.51083 | 1.54583 | 1.51083 | 50.00 | 11326.58 |
84 | 2010.03.01 11:15 | t/p | 42 | 0.10 | 1.51170 | 1.54670 | 1.51170 | 50.00 | 11376.58 |
85 | 2010.03.01 14:16 | sell | 43 | 0.10 | 1.49323 | 1.52323 | 1.48823 | ||
86 | 2010.03.02 08:07 | t/p | 43 | 0.10 | 1.48823 | 1.52323 | 1.48823 | 49.78 | 11426.36 |
87 | 2010.03.02 22:50 | sell | 44 | 0.10 | 1.49729 | 1.52729 | 1.49229 | ||
88 | 2010.03.03 10:10 | sell | 45 | 0.10 | 1.50231 | 1.53231 | 1.49731 | ||
89 | 2010.03.03 10:15 | sell | 46 | 0.10 | 1.50400 | 1.53400 | 1.49900 | ||
90 | 2010.03.03 10:20 | sell | 47 | 0.10 | 1.50569 | 1.53569 | 1.50069 | ||
91 | 2010.03.03 10:32 | sell | 48 | 0.10 | 1.50648 | 1.53648 | 1.50148 | ||
92 | 2010.03.09 07:50 | t/p | 47 | 0.10 | 1.50069 | 1.53569 | 1.50069 | 48.68 | 11475.04 |
93 | 2010.03.09 07:50 | t/p | 48 | 0.10 | 1.50148 | 1.53648 | 1.50148 | 48.68 | 11523.72 |
94 | 2010.03.09 10:20 | t/p | 46 | 0.10 | 1.49900 | 1.53400 | 1.49900 | 48.68 | 11572.40 |
95 | 2010.03.09 10:50 | t/p | 45 | 0.10 | 1.49731 | 1.53231 | 1.49731 | 48.68 | 11621.08 |
96 | 2010.03.10 08:50 | t/p | 44 | 0.10 | 1.49229 | 1.52729 | 1.49229 | 48.24 | 11669.32 |
97 | 2010.03.10 10:15 | sell | 49 | 0.10 | 1.49480 | 1.52480 | 1.48980 | ||
98 | 2010.03.10 10:20 | sell | 50 | 0.10 | 1.49602 | 1.52602 | 1.49102 | ||
99 | 2010.03.10 11:50 | t/p | 50 | 0.10 | 1.49102 | 1.52602 | 1.49102 | 50.00 | 11719.32 |
100 | 2010.03.11 05:40 | sell | 51 | 0.10 | 1.49722 | 1.52722 | 1.49222 | ||
101 | 2010.03.11 09:45 | sell | 52 | 0.10 | 1.49826 | 1.52826 | 1.49326 | ||
102 | 2010.03.11 09:50 | sell | 53 | 0.10 | 1.49894 | 1.52894 | 1.49394 | ||
103 | 2010.03.11 16:20 | sell | 54 | 0.10 | 1.50379 | 1.53379 | 1.49879 | ||
104 | 2010.03.11 16:45 | sell | 55 | 0.10 | 1.50450 | 1.53450 | 1.49950 | ||
105 | 2010.03.11 16:50 | sell | 56 | 0.10 | 1.50490 | 1.53490 | 1.49990 | ||
106 | 2010.03.11 17:20 | sell | 57 | 0.10 | 1.50617 | 1.53617 | 1.50117 | ||
107 | 2010.03.16 08:50 | t/p | 57 | 0.10 | 1.50117 | 1.53617 | 1.50117 | 49.34 | 11768.66 |
108 | 2010.03.16 19:15 | s/l | 49 | 0.10 | 1.52480 | 1.52480 | 1.48980 | -301.32 | 11467.34 |
109 | 2010.03.16 19:20 | s/l | 51 | 0.10 | 1.52722 | 1.52722 | 1.49222 | -300.66 | 11166.68 |
110 | 2010.03.16 20:20 | s/l | 52 | 0.10 | 1.52826 | 1.52826 | 1.49326 | -300.66 | 10866.02 |
111 | 2010.03.17 08:02 | s/l | 53 | 0.10 | 1.52894 | 1.52894 | 1.49394 | -300.88 | 10565.14 |
112 | 2010.03.17 10:50 | s/l | 54 | 0.10 | 1.53379 | 1.53379 | 1.49879 | -300.88 | 10264.26 |
113 | 2010.03.17 10:50 | s/l | 55 | 0.10 | 1.53450 | 1.53450 | 1.49950 | -300.88 | 9963.38 |
114 | 2010.03.17 10:50 | s/l | 56 | 0.10 | 1.53490 | 1.53490 | 1.49990 | -300.88 | 9662.50 |
115 | 2010.03.18 16:20 | buy | 58 | 0.10 | 1.52600 | 1.49600 | 1.53100 | ||
116 | 2010.03.22 04:45 | s/l | 58 | 0.10 | 1.49600 | 1.49600 | 1.53100 | -300.02 | 9362.48 |
117 | 2010.03.22 13:32 | sell | 59 | 0.10 | 1.50126 | 1.53126 | 1.49626 | ||
118 | 2010.03.23 04:50 | sell | 60 | 0.10 | 1.51018 | 1.54018 | 1.50518 | ||
119 | 2010.03.23 09:20 | t/p | 60 | 0.10 | 1.50518 | 1.54018 | 1.50518 | 50.00 | 9412.48 |
120 | 2010.03.24 13:15 | t/p | 59 | 0.10 | 1.49626 | 1.53126 | 1.49626 | 49.56 | 9462.04 |
121 | 2010.03.26 10:20 | sell | 61 | 0.10 | 1.48530 | 1.51530 | 1.48030 | ||
122 | 2010.03.26 10:50 | sell | 62 | 0.10 | 1.48587 | 1.51587 | 1.48087 | ||
123 | 2010.03.26 11:10 | sell | 63 | 0.10 | 1.48640 | 1.51640 | 1.48140 | ||
124 | 2010.03.26 11:15 | sell | 64 | 0.10 | 1.48748 | 1.51748 | 1.48248 | ||
125 | 2010.03.26 11:20 | sell | 65 | 0.10 | 1.48856 | 1.51856 | 1.48356 | ||
126 | 2010.03.26 15:15 | sell | 66 | 0.10 | 1.48918 | 1.51918 | 1.48418 | ||
127 | 2010.03.26 15:20 | sell | 67 | 0.10 | 1.49028 | 1.52028 | 1.48528 | ||
128 | 2010.03.26 15:33 | sell | 68 | 0.10 | 1.49208 | 1.52208 | 1.48708 | ||
129 | 2010.03.29 00:00 | sell | 69 | 0.10 | 1.49552 | 1.52552 | 1.49052 | ||
130 | 2010.03.29 00:10 | sell | 70 | 0.10 | 1.49614 | 1.52614 | 1.49114 | ||
131 | 2010.03.29 15:20 | sell | 71 | 0.10 | 1.49917 | 1.52917 | 1.49417 | ||
132 | 2010.03.29 15:32 | sell | 72 | 0.10 | 1.49984 | 1.52984 | 1.49484 | ||
133 | 2010.03.30 16:20 | s/l | 61 | 0.10 | 1.51530 | 1.51530 | 1.48030 | -300.44 | 9161.60 |
134 | 2010.03.31 10:45 | s/l | 62 | 0.10 | 1.51587 | 1.51587 | 1.48087 | -300.66 | 8860.94 |
135 | 2010.03.31 10:45 | s/l | 63 | 0.10 | 1.51640 | 1.51640 | 1.48140 | -300.66 | 8560.28 |
136 | 2010.03.31 10:50 | s/l | 64 | 0.10 | 1.51748 | 1.51748 | 1.48248 | -300.66 | 8259.62 |
137 | 2010.03.31 11:10 | s/l | 65 | 0.10 | 1.51856 | 1.51856 | 1.48356 | -300.66 | 7958.96 |
138 | 2010.03.31 11:15 | s/l | 66 | 0.10 | 1.51918 | 1.51918 | 1.48418 | -300.66 | 7658.30 |
139 | 2010.03.31 11:20 | s/l | 67 | 0.10 | 1.52028 | 1.52028 | 1.48528 | -300.66 | 7357.64 |
140 | 2010.03.31 18:15 | s/l | 68 | 0.10 | 1.52208 | 1.52208 | 1.48708 | -300.66 | 7056.98 |
141 | 2010.04.01 02:20 | s/l | 69 | 0.10 | 1.52552 | 1.52552 | 1.49052 | -301.10 | 6755.88 |
142 | 2010.04.01 02:20 | s/l | 70 | 0.10 | 1.52614 | 1.52614 | 1.49114 | -301.10 | 6454.78 |
143 | 2010.04.01 15:07 | s/l | 71 | 0.10 | 1.52917 | 1.52917 | 1.49417 | -301.10 | 6153.68 |
144 | 2010.04.01 16:46 | s/l | 72 | 0.10 | 1.52984 | 1.52984 | 1.49484 | -301.10 | 5852.58 |
145 | 2010.04.02 15:15 | buy | 73 | 0.10 | 1.52263 | 1.49263 | 1.52763 | ||
146 | 2010.04.05 02:50 | t/p | 73 | 0.10 | 1.52763 | 1.49263 | 1.52763 | 49.99 | 5902.57 |
147 | 2010.04.07 11:50 | buy | 74 | 0.10 | 1.52190 | 1.49190 | 1.52690 | ||
148 | 2010.04.07 19:20 | t/p | 74 | 0.10 | 1.52690 | 1.49190 | 1.52690 | 50.00 | 5952.57 |
149 | 2010.04.08 10:40 | sell | 75 | 0.10 | 1.51968 | 1.54968 | 1.51468 | ||
150 | 2010.04.09 08:10 | sell | 76 | 0.10 | 1.52937 | 1.55937 | 1.52437 | ||
151 | 2010.04.09 15:50 | sell | 77 | 0.10 | 1.53736 | 1.56736 | 1.53236 | ||
152 | 2010.04.09 17:20 | sell | 78 | 0.10 | 1.53816 | 1.56816 | 1.53316 | ||
153 | 2010.04.09 17:37 | sell | 79 | 0.10 | 1.53872 | 1.56872 | 1.53372 | ||
154 | 2010.04.12 06:40 | s/l | 75 | 0.10 | 1.54968 | 1.54968 | 1.51468 | -300.44 | 5652.13 |
155 | 2010.04.15 23:59 | close at stop | 79 | 0.10 | 1.54991 | 1.56872 | 1.53372 | -113.22 | 5538.91 |
156 | 2010.04.15 23:59 | close at stop | 78 | 0.10 | 1.54991 | 1.56816 | 1.53316 | -118.82 | 5420.09 |
157 | 2010.04.15 23:59 | close at stop | 77 | 0.10 | 1.54991 | 1.56736 | 1.53236 | -126.82 | 5293.27 |
158 | 2010.04.15 23:59 | close at stop | 76 | 0.10 | 1.54991 | 1.55937 | 1.52437 | -206.72 | 5086.55 |