Report Result : Firebird v63D - Desynced Forex Repository

Strategy Tester Report

Firebird v63D

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		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	2762	Ticks modelled	44844	Modelling quality	n/a
Mismatched charts errors	9

Initial deposit	10000.00
Total net profit	-103.62	Gross profit	6.51	Gross loss	-110.13
Profit factor	0.06	Expected payoff	-2.36
Absolute drawdown	103.62	Maximal drawdown	103.92 (1.04%)	Relative drawdown	1.04% (103.92)

Total trades	44	Short positions (won %)	41 (48.78%)	Long positions (won %)	3 (66.67%)
		Profit trades (% of total)	22 (50.00%)	Loss trades (% of total)	22 (50.00%)
Largest		profit trade	0.30	loss trade	-5.02
Average		profit trade	0.30	loss trade	-5.01
Maximum		consecutive wins (profit in money)	9 (2.70)	consecutive losses (loss in money)	6 (-30.04)
Maximal		consecutive profit (count of wins)	2.70 (9)	consecutive loss (count of losses)	-30.04 (6)
Average		consecutive wins	4	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.01.05 17:07	sell	1	0.01	1.60485	1.60985	1.60455
2	2010.01.05 17:20	t/p	1	0.01	1.60455	1.60985	1.60455	0.30	10000.30
3	2010.01.08 19:20	sell	2	0.01	1.60361	1.60861	1.60331
4	2010.01.08 20:50	sell	3	0.01	1.60428	1.60928	1.60398
5	2010.01.11 00:02	s/l	2	0.01	1.60861	1.60861	1.60331	-5.02	9995.28
6	2010.01.11 00:15	s/l	3	0.01	1.60928	1.60928	1.60398	-5.02	9990.26
7	2010.01.11 02:00	sell	4	0.01	1.60768	1.61268	1.60738
8	2010.01.11 02:15	sell	5	0.01	1.60798	1.61298	1.60768
9	2010.01.11 02:20	sell	6	0.01	1.60856	1.61356	1.60826
10	2010.01.11 04:15	s/l	4	0.01	1.61268	1.61268	1.60738	-5.00	9985.26
11	2010.01.11 04:20	s/l	5	0.01	1.61298	1.61298	1.60768	-5.00	9980.26
12	2010.01.11 08:15	s/l	6	0.01	1.61356	1.61356	1.60826	-5.00	9975.26
13	2010.01.18 08:20	sell	7	0.01	1.63224	1.63724	1.63194
14	2010.01.18 09:45	s/l	7	0.01	1.63724	1.63724	1.63194	-5.00	9970.26
15	2010.01.26 02:15	sell	8	0.01	1.62633	1.63133	1.62603
16	2010.01.26 02:20	sell	9	0.01	1.62670	1.63170	1.62640
17	2010.01.26 03:50	t/p	9	0.01	1.62640	1.63170	1.62640	0.30	9970.56
18	2010.01.26 04:15	t/p	8	0.01	1.62603	1.63133	1.62603	0.30	9970.86
19	2010.01.26 07:50	sell	10	0.01	1.62490	1.62990	1.62460
20	2010.01.26 08:50	t/p	10	0.01	1.62460	1.62990	1.62460	0.30	9971.16
21	2010.02.11 12:40	sell	11	0.01	1.56170	1.56670	1.56140
22	2010.02.11 12:45	sell	12	0.01	1.56362	1.56862	1.56332
23	2010.02.11 12:50	s/l	11	0.01	1.56670	1.56670	1.56140	-5.00	9966.16
24	2010.02.11 14:50	t/p	12	0.01	1.56332	1.56862	1.56332	0.30	9966.46
25	2010.02.11 15:07	sell	13	0.01	1.56216	1.56716	1.56186
26	2010.02.11 15:50	t/p	13	0.01	1.56186	1.56716	1.56186	0.30	9966.76
27	2010.02.12 06:15	sell	14	0.01	1.56998	1.57498	1.56968
28	2010.02.12 06:20	sell	15	0.01	1.57032	1.57532	1.57002
29	2010.02.12 08:37	t/p	15	0.01	1.57002	1.57532	1.57002	0.30	9967.06
30	2010.02.12 08:50	s/l	14	0.01	1.57498	1.57498	1.56968	-5.00	9962.06
31	2010.02.15 10:20	sell	16	0.01	1.56697	1.57197	1.56667
32	2010.02.15 11:17	sell	17	0.01	1.56757	1.57257	1.56727
33	2010.02.15 12:45	s/l	16	0.01	1.57197	1.57197	1.56667	-5.00	9957.06
34	2010.02.15 12:45	s/l	17	0.01	1.57257	1.57257	1.56727	-5.00	9952.06
35	2010.02.16 16:50	sell	18	0.01	1.56967	1.57467	1.56937
36	2010.02.16 17:25	sell	19	0.01	1.57015	1.57515	1.56985
37	2010.02.16 17:40	s/l	18	0.01	1.57467	1.57467	1.56937	-5.00	9947.06
38	2010.02.16 17:45	s/l	19	0.01	1.57515	1.57515	1.56985	-5.00	9942.06
39	2010.02.24 02:20	sell	20	0.01	1.54469	1.54969	1.54439
40	2010.02.24 02:45	sell	21	0.01	1.54511	1.55011	1.54481
41	2010.02.24 02:50	sell	22	0.01	1.54547	1.55047	1.54517
42	2010.02.24 08:50	t/p	21	0.01	1.54481	1.55011	1.54481	0.30	9942.36
43	2010.02.24 08:50	t/p	22	0.01	1.54517	1.55047	1.54517	0.30	9942.66
44	2010.02.24 10:02	t/p	20	0.01	1.54439	1.54969	1.54439	0.30	9942.96
45	2010.02.24 11:40	sell	23	0.01	1.54648	1.55148	1.54618
46	2010.02.24 11:46	sell	24	0.01	1.54760	1.55260	1.54730
47	2010.02.24 12:15	t/p	24	0.01	1.54730	1.55260	1.54730	0.30	9943.26
48	2010.02.24 12:20	t/p	23	0.01	1.54618	1.55148	1.54618	0.30	9943.56
49	2010.03.05 13:15	sell	25	0.01	1.50492	1.50992	1.50462
50	2010.03.05 13:20	sell	26	0.01	1.50559	1.51059	1.50529
51	2010.03.05 14:32	t/p	25	0.01	1.50462	1.50992	1.50462	0.30	9943.86
52	2010.03.05 14:32	t/p	26	0.01	1.50529	1.51059	1.50529	0.30	9944.16
53	2010.03.09 10:20	buy	27	0.01	1.49852	1.49352	1.49882
54	2010.03.09 10:57	buy	28	0.01	1.49804	1.49304	1.49834
55	2010.03.09 15:20	t/p	27	0.01	1.49882	1.49352	1.49882	0.30	9944.46
56	2010.03.09 15:20	t/p	28	0.01	1.49834	1.49304	1.49834	0.30	9944.76
57	2010.03.11 20:20	sell	29	0.01	1.50507	1.51007	1.50477
58	2010.03.11 20:32	sell	30	0.01	1.50551	1.51051	1.50521
59	2010.03.11 21:20	sell	31	0.01	1.50609	1.51109	1.50579
60	2010.03.11 22:07	sell	32	0.01	1.50641	1.51141	1.50611
61	2010.03.11 23:20	sell	33	0.01	1.50681	1.51181	1.50651
62	2010.03.12 00:10	s/l	29	0.01	1.51007	1.51007	1.50477	-5.02	9939.73
63	2010.03.12 00:15	s/l	30	0.01	1.51051	1.51051	1.50521	-5.02	9934.71
64	2010.03.12 00:20	s/l	31	0.01	1.51109	1.51109	1.50579	-5.02	9929.69
65	2010.03.12 00:20	s/l	32	0.01	1.51141	1.51141	1.50611	-5.02	9924.67
66	2010.03.12 03:07	t/p	33	0.01	1.50651	1.51181	1.50651	0.28	9924.95
67	2010.03.16 22:00	sell	34	0.01	1.52411	1.52911	1.52381
68	2010.03.16 22:15	sell	35	0.01	1.52466	1.52966	1.52436
69	2010.03.16 22:20	sell	36	0.01	1.52551	1.53051	1.52521
70	2010.03.17 01:20	t/p	36	0.01	1.52521	1.53051	1.52521	0.28	9925.22
71	2010.03.17 06:45	t/p	35	0.01	1.52436	1.52966	1.52436	0.28	9925.50
72	2010.03.17 06:50	t/p	34	0.01	1.52381	1.52911	1.52381	0.28	9925.78
73	2010.03.29 15:20	sell	37	0.01	1.49917	1.50417	1.49887
74	2010.03.29 15:32	sell	38	0.01	1.49984	1.50484	1.49954
75	2010.03.29 16:20	t/p	37	0.01	1.49887	1.50417	1.49887	0.30	9926.08
76	2010.03.29 16:20	t/p	38	0.01	1.49954	1.50484	1.49954	0.30	9926.38
77	2010.04.07 11:50	buy	39	0.01	1.52190	1.51690	1.52220
78	2010.04.07 12:45	s/l	39	0.01	1.51690	1.51690	1.52220	-5.00	9921.38
79	2010.04.09 08:10	sell	40	0.01	1.52937	1.53437	1.52907
80	2010.04.09 08:27	sell	41	0.01	1.52972	1.53472	1.52942
81	2010.04.09 09:15	s/l	40	0.01	1.53437	1.53437	1.52907	-5.00	9916.38
82	2010.04.09 09:15	s/l	41	0.01	1.53472	1.53472	1.52942	-5.00	9911.38
83	2010.04.14 13:50	sell	42	0.01	1.54376	1.54876	1.54346
84	2010.04.14 14:02	sell	43	0.01	1.54488	1.54988	1.54458
85	2010.04.14 14:50	sell	44	0.01	1.54575	1.55075	1.54545
86	2010.04.14 16:20	s/l	42	0.01	1.54876	1.54876	1.54346	-5.00	9906.38
87	2010.04.14 16:37	s/l	43	0.01	1.54988	1.54988	1.54458	-5.00	9901.38
88	2010.04.14 17:20	s/l	44	0.01	1.55075	1.55075	1.54545	-5.00	9896.38