Report Result : Firebird v065tf - Desynced Forex Repository

Strategy Tester Report

Firebird v065tf

AlpariUK-Demo (Build 226)

Symbol		EURUSD (Euro vs US Dollar)
Period		1 Hour (H1) 2010.04.01 00:00 - 2010.04.30 00:00 (2010.04.01 - 2010.04.30)
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	1501	Ticks modelled	13438	Modelling quality	n/a
Mismatched charts errors	0

Initial deposit	10000.00
Total net profit	970.50	Gross profit	1096.50	Gross loss	-126.00
Profit factor	8.70	Expected payoff	14.93
Absolute drawdown	86.50	Maximal drawdown	146.00 (1.45%)	Relative drawdown	1.45% (146.00)

Total trades	65	Short positions (won %)	31 (93.55%)	Long positions (won %)	34 (82.35%)
		Profit trades (% of total)	57 (87.69%)	Loss trades (% of total)	8 (12.31%)
Largest		profit trade	45.00	loss trade	-69.00
Average		profit trade	19.24	loss trade	-15.75
Maximum		consecutive wins (profit in money)	30 (528.50)	consecutive losses (loss in money)	2 (-100.00)
Maximal		consecutive profit (count of wins)	528.50 (30)	consecutive loss (count of losses)	-100.00 (2)
Average		consecutive wins	7	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.04.01 02:20	sell	1	0.50	1.35612	1.35812	1.35578
2	2010.04.01 02:22	t/p	1	0.50	1.35578	1.35812	1.35578	17.00	10017.00
3	2010.04.01 16:50	sell	2	0.50	1.35442	1.35642	1.35408
4	2010.04.01 16:52	t/p	2	0.50	1.35408	1.35642	1.35408	17.00	10034.00
5	2010.04.01 18:53	sell	3	0.50	1.35731	1.35931	1.35697
6	2010.04.01 18:59	t/p	3	0.50	1.35697	1.35931	1.35697	17.00	10051.00
7	2010.04.02 15:10	buy	4	0.50	1.35065	1.34865	1.35099
8	2010.04.02 15:15	buy	5	0.50	1.34989	1.34789	1.35023
9	2010.04.02 15:15	modify	4	0.50	1.35065	1.34927	1.35061
10	2010.04.02 15:15	modify	5	0.50	1.34989	1.34927	1.35061
11	2010.04.02 15:20	s/l	4	0.50	1.34927	1.34927	1.35061	-69.00	9982.00
12	2010.04.02 15:20	s/l	5	0.50	1.34927	1.34927	1.35061	-31.00	9951.00
13	2010.04.02 17:20	buy	6	0.50	1.34767	1.34567	1.34801
14	2010.04.02 17:40	t/p	6	0.50	1.34801	1.34567	1.34801	17.00	9968.00
15	2010.04.05 08:45	buy	7	0.50	1.34724	1.34524	1.34758
16	2010.04.05 08:50	buy	8	0.50	1.34645	1.34445	1.34679
17	2010.04.05 08:50	modify	7	0.50	1.34724	1.34585	1.34719
18	2010.04.05 08:50	modify	8	0.50	1.34645	1.34585	1.34719
19	2010.04.05 09:15	t/p	7	0.50	1.34719	1.34585	1.34719	-2.50	9965.50
20	2010.04.05 09:15	t/p	8	0.50	1.34719	1.34585	1.34719	37.00	10002.50
21	2010.04.05 15:45	sell	9	0.50	1.35221	1.35421	1.35187
22	2010.04.05 15:50	sell	10	0.50	1.35282	1.35482	1.35248
23	2010.04.05 15:50	modify	9	0.50	1.35221	1.35352	1.35218
24	2010.04.05 15:50	modify	10	0.50	1.35282	1.35352	1.35218
25	2010.04.05 15:57	t/p	9	0.50	1.35218	1.35352	1.35218	1.50	10004.00
26	2010.04.05 15:57	t/p	10	0.50	1.35218	1.35352	1.35218	32.00	10036.00
27	2010.04.06 03:15	buy	11	0.50	1.34335	1.34135	1.34369
28	2010.04.06 03:20	buy	12	0.50	1.34247	1.34047	1.34281
29	2010.04.06 03:20	modify	11	0.50	1.34335	1.34191	1.34325
30	2010.04.06 03:20	modify	12	0.50	1.34247	1.34191	1.34325
31	2010.04.06 03:27	t/p	11	0.50	1.34325	1.34191	1.34325	-5.00	10031.00
32	2010.04.06 03:27	t/p	12	0.50	1.34325	1.34191	1.34325	39.00	10070.00
33	2010.04.06 14:46	buy	13	0.50	1.33590	1.33390	1.33624
34	2010.04.06 14:50	t/p	13	0.50	1.33624	1.33390	1.33624	17.00	10087.00
35	2010.04.07 13:32	buy	14	0.50	1.33357	1.33157	1.33391
36	2010.04.07 13:40	t/p	14	0.50	1.33391	1.33157	1.33391	17.00	10104.00
37	2010.04.08 16:45	sell	15	0.50	1.33582	1.33782	1.33548
38	2010.04.08 16:50	sell	16	0.50	1.33660	1.33860	1.33626
39	2010.04.08 16:50	modify	15	0.50	1.33582	1.33721	1.33587
40	2010.04.08 16:50	modify	16	0.50	1.33660	1.33721	1.33587
41	2010.04.08 16:57	t/p	15	0.50	1.33587	1.33721	1.33587	-2.50	10101.50
42	2010.04.08 16:57	t/p	16	0.50	1.33587	1.33721	1.33587	36.50	10138.00
43	2010.04.09 09:45	sell	17	0.50	1.34067	1.34267	1.34033
44	2010.04.09 09:50	sell	18	0.50	1.34145	1.34345	1.34111
45	2010.04.09 09:50	modify	17	0.50	1.34067	1.34206	1.34072
46	2010.04.09 09:50	modify	18	0.50	1.34145	1.34206	1.34072
47	2010.04.09 09:57	t/p	17	0.50	1.34072	1.34206	1.34072	-2.50	10135.50
48	2010.04.09 09:57	t/p	18	0.50	1.34072	1.34206	1.34072	36.50	10172.00
49	2010.04.09 15:50	sell	19	0.50	1.34439	1.34639	1.34405
50	2010.04.09 15:52	t/p	19	0.50	1.34405	1.34639	1.34405	17.00	10189.00
51	2010.04.09 17:52	sell	20	0.50	1.34701	1.34901	1.34667
52	2010.04.09 17:57	sell	21	0.50	1.34747	1.34947	1.34713
53	2010.04.09 17:57	modify	20	0.50	1.34701	1.34824	1.34690
54	2010.04.09 17:57	modify	21	0.50	1.34747	1.34824	1.34690
55	2010.04.09 17:59	t/p	20	0.50	1.34690	1.34824	1.34690	5.50	10194.50
56	2010.04.09 17:59	t/p	21	0.50	1.34690	1.34824	1.34690	28.50	10223.00
57	2010.04.12 00:00	sell	22	0.50	1.36259	1.36459	1.36225
58	2010.04.12 00:07	sell	23	0.50	1.36297	1.36497	1.36263
59	2010.04.12 00:07	modify	22	0.50	1.36259	1.36378	1.36244
60	2010.04.12 00:07	modify	23	0.50	1.36297	1.36378	1.36244
61	2010.04.12 00:10	t/p	22	0.50	1.36244	1.36378	1.36244	7.50	10230.50
62	2010.04.12 00:10	t/p	23	0.50	1.36244	1.36378	1.36244	26.50	10257.00
63	2010.04.12 02:10	sell	24	0.50	1.36470	1.36670	1.36436
64	2010.04.12 02:15	t/p	24	0.50	1.36436	1.36670	1.36436	17.00	10274.00
65	2010.04.12 06:50	sell	25	0.50	1.36918	1.37118	1.36884
66	2010.04.12 06:52	t/p	25	0.50	1.36884	1.37118	1.36884	17.00	10291.00
67	2010.04.12 09:45	buy	26	0.50	1.36103	1.35903	1.36137
68	2010.04.12 09:50	buy	27	0.50	1.35991	1.35791	1.36025
69	2010.04.12 09:50	modify	26	0.50	1.36103	1.35947	1.36081
70	2010.04.12 09:50	modify	27	0.50	1.35991	1.35947	1.36081
71	2010.04.12 09:57	t/p	26	0.50	1.36081	1.35947	1.36081	-11.00	10280.00
72	2010.04.12 09:57	t/p	27	0.50	1.36081	1.35947	1.36081	45.00	10325.00
73	2010.04.12 11:59	buy	28	0.50	1.35937	1.35737	1.35971
74	2010.04.12 12:02	t/p	28	0.50	1.35971	1.35737	1.35971	17.00	10342.00
75	2010.04.13 15:07	sell	29	0.50	1.36273	1.36473	1.36239
76	2010.04.13 15:10	t/p	29	0.50	1.36239	1.36473	1.36239	17.00	10359.00
77	2010.04.14 03:20	sell	30	0.50	1.36590	1.36790	1.36556
78	2010.04.14 03:27	t/p	30	0.50	1.36556	1.36790	1.36556	17.00	10376.00
79	2010.04.14 17:30	sell	31	0.50	1.36713	1.36913	1.36679
80	2010.04.14 17:32	sell	32	0.50	1.36771	1.36971	1.36737
81	2010.04.14 17:32	modify	31	0.50	1.36713	1.36842	1.36708
82	2010.04.14 17:32	modify	32	0.50	1.36771	1.36842	1.36708
83	2010.04.14 17:45	t/p	31	0.50	1.36708	1.36842	1.36708	2.50	10378.50
84	2010.04.14 17:45	t/p	32	0.50	1.36708	1.36842	1.36708	31.50	10410.00
85	2010.04.15 09:45	buy	33	0.50	1.35927	1.35727	1.35961
86	2010.04.15 09:50	buy	34	0.50	1.35862	1.35662	1.35896
87	2010.04.15 09:50	modify	33	0.50	1.35927	1.35795	1.35929
88	2010.04.15 09:50	modify	34	0.50	1.35862	1.35795	1.35929
89	2010.04.15 09:59	t/p	33	0.50	1.35929	1.35795	1.35929	1.00	10411.00
90	2010.04.15 09:59	t/p	34	0.50	1.35929	1.35795	1.35929	33.50	10444.50
91	2010.04.15 11:59	buy	35	0.50	1.35370	1.35170	1.35404
92	2010.04.15 12:02	buy	36	0.50	1.35292	1.35092	1.35326
93	2010.04.15 12:02	modify	35	0.50	1.35370	1.35231	1.35365
94	2010.04.15 12:02	modify	36	0.50	1.35292	1.35231	1.35365
95	2010.04.15 12:15	t/p	35	0.50	1.35365	1.35231	1.35365	-2.50	10442.00
96	2010.04.15 12:15	t/p	36	0.50	1.35365	1.35231	1.35365	36.50	10478.50
97	2010.04.16 15:20	buy	37	0.50	1.34917	1.34717	1.34951
98	2010.04.16 15:27	t/p	37	0.50	1.34951	1.34717	1.34951	17.00	10495.50
99	2010.04.16 17:50	buy	38	0.50	1.34729	1.34529	1.34763
100	2010.04.16 17:52	t/p	38	0.50	1.34763	1.34529	1.34763	17.00	10512.50
101	2010.04.19 16:20	sell	39	0.50	1.34735	1.34935	1.34701
102	2010.04.19 16:22	t/p	39	0.50	1.34701	1.34935	1.34701	17.00	10529.50
103	2010.04.20 11:26	sell	40	0.50	1.35197	1.35397	1.35163
104	2010.04.20 11:37	sell	41	0.50	1.35228	1.35428	1.35194
105	2010.04.20 11:37	modify	40	0.50	1.35197	1.35313	1.35179
106	2010.04.20 11:37	modify	41	0.50	1.35228	1.35313	1.35179
107	2010.04.20 11:40	t/p	40	0.50	1.35179	1.35313	1.35179	9.00	10538.50
108	2010.04.20 11:40	t/p	41	0.50	1.35179	1.35313	1.35179	24.50	10563.00
109	2010.04.20 17:50	buy	42	0.50	1.34358	1.34158	1.34392
110	2010.04.20 17:57	t/p	42	0.50	1.34392	1.34158	1.34392	17.00	10580.00
111	2010.04.21 12:50	buy	43	0.50	1.33858	1.33658	1.33892
112	2010.04.21 12:52	t/p	43	0.50	1.33892	1.33658	1.33892	17.00	10597.00
113	2010.04.22 11:20	buy	44	0.50	1.33558	1.33358	1.33592
114	2010.04.22 11:22	t/p	44	0.50	1.33592	1.33358	1.33592	17.00	10614.00
115	2010.04.22 13:22	buy	45	0.50	1.33343	1.33143	1.33377
116	2010.04.22 13:35	t/p	45	0.50	1.33377	1.33143	1.33377	17.00	10631.00
117	2010.04.22 15:45	buy	46	0.50	1.33008	1.32808	1.33042
118	2010.04.22 15:47	t/p	46	0.50	1.33042	1.32808	1.33042	17.00	10648.00
119	2010.04.23 01:10	buy	47	0.50	1.32458	1.32258	1.32492
120	2010.04.23 01:12	t/p	47	0.50	1.32492	1.32258	1.32492	17.00	10665.00
121	2010.04.23 03:50	buy	48	0.50	1.32149	1.31949	1.32183
122	2010.04.23 03:57	t/p	48	0.50	1.32183	1.31949	1.32183	17.00	10682.00
123	2010.04.23 10:15	sell	49	0.50	1.32801	1.33001	1.32767
124	2010.04.23 10:20	sell	50	0.50	1.32860	1.33060	1.32826
125	2010.04.23 10:20	modify	49	0.50	1.32801	1.32931	1.32797
126	2010.04.23 10:20	modify	50	0.50	1.32860	1.32931	1.32797
127	2010.04.23 10:27	t/p	49	0.50	1.32797	1.32931	1.32797	2.00	10684.00
128	2010.04.23 10:27	t/p	50	0.50	1.32797	1.32931	1.32797	31.50	10715.50
129	2010.04.23 16:45	sell	51	0.50	1.33585	1.33785	1.33551
130	2010.04.23 16:47	t/p	51	0.50	1.33551	1.33785	1.33551	17.00	10732.50
131	2010.04.23 18:59	sell	52	0.50	1.33677	1.33877	1.33643
132	2010.04.23 19:20	t/p	52	0.50	1.33643	1.33877	1.33643	17.00	10749.50
133	2010.04.26 10:20	buy	53	0.50	1.33270	1.33070	1.33304
134	2010.04.26 10:22	t/p	53	0.50	1.33304	1.33070	1.33304	17.00	10766.50
135	2010.04.26 22:20	sell	54	0.50	1.33789	1.33989	1.33755
136	2010.04.26 22:27	t/p	54	0.50	1.33755	1.33989	1.33755	17.00	10783.50
137	2010.04.27 11:50	buy	55	0.50	1.33145	1.32945	1.33179
138	2010.04.27 11:52	t/p	55	0.50	1.33179	1.32945	1.33179	17.00	10800.50
139	2010.04.27 13:52	buy	56	0.50	1.32917	1.32717	1.32951
140	2010.04.27 13:57	t/p	56	0.50	1.32951	1.32717	1.32951	17.00	10817.50
141	2010.04.27 17:20	buy	57	0.50	1.32547	1.32347	1.32581
142	2010.04.27 17:22	t/p	57	0.50	1.32581	1.32347	1.32581	17.00	10834.50
143	2010.04.27 20:20	buy	58	0.50	1.32254	1.32054	1.32288
144	2010.04.27 20:27	t/p	58	0.50	1.32288	1.32054	1.32288	17.00	10851.50
145	2010.04.27 22:27	buy	59	0.50	1.31786	1.31586	1.31820
146	2010.04.27 22:27	t/p	59	0.50	1.31820	1.31586	1.31820	17.00	10868.50
147	2010.04.28 10:20	buy	60	0.50	1.31597	1.31397	1.31631
148	2010.04.28 10:22	t/p	60	0.50	1.31631	1.31397	1.31631	17.00	10885.50
149	2010.04.28 14:15	sell	61	0.50	1.32328	1.32528	1.32294
150	2010.04.28 14:17	t/p	61	0.50	1.32294	1.32528	1.32294	17.00	10902.50
151	2010.04.28 17:15	buy	62	0.50	1.31625	1.31425	1.31659
152	2010.04.28 17:17	t/p	62	0.50	1.31659	1.31425	1.31659	17.00	10919.50
153	2010.04.28 21:37	sell	63	0.50	1.32059	1.32259	1.32025
154	2010.04.28 21:45	t/p	63	0.50	1.32025	1.32259	1.32025	17.00	10936.50
155	2010.04.29 11:50	sell	64	0.50	1.32623	1.32823	1.32589
156	2010.04.29 11:52	t/p	64	0.50	1.32589	1.32823	1.32589	17.00	10953.50
157	2010.04.29 15:50	buy	65	0.50	1.32094	1.31894	1.32128
158	2010.04.29 15:52	t/p	65	0.50	1.32128	1.31894	1.32128	17.00	10970.50