Report Result : Firebird v63D - Desynced Forex Repository

Strategy Tester Report

Firebird v63D

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=0.1; 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	1501	Ticks modelled	13438	Modelling quality	n/a
Mismatched charts errors	0

Initial deposit	10000.00
Total net profit	-40.90	Gross profit	14.10	Gross loss	-55.00
Profit factor	0.26	Expected payoff	-0.71
Absolute drawdown	40.90	Maximal drawdown	51.21 (0.51%)	Relative drawdown	0.51% (51.21)

Total trades	58	Short positions (won %)	8 (100.00%)	Long positions (won %)	50 (78.00%)
		Profit trades (% of total)	47 (81.03%)	Loss trades (% of total)	11 (18.97%)
Largest		profit trade	0.30	loss trade	-5.00
Average		profit trade	0.30	loss trade	-5.00
Maximum		consecutive wins (profit in money)	36 (10.80)	consecutive losses (loss in money)	7 (-35.00)
Maximal		consecutive profit (count of wins)	10.80 (36)	consecutive loss (count of losses)	-35.00 (7)
Average		consecutive wins	12	consecutive losses	3

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.04.05 17:32	buy	1	0.01	1.34743	1.34243	1.34773
2	2010.04.05 17:40	t/p	1	0.01	1.34773	1.34243	1.34773	0.30	10000.30
3	2010.04.05 18:03	buy	2	0.01	1.34774	1.34274	1.34804
4	2010.04.05 18:13	t/p	2	0.01	1.34804	1.34274	1.34804	0.30	10000.60
5	2010.04.05 19:45	buy	3	0.01	1.34831	1.34331	1.34861
6	2010.04.05 19:50	buy	4	0.01	1.34730	1.34230	1.34760
7	2010.04.05 19:52	t/p	4	0.01	1.34760	1.34230	1.34760	0.30	10000.90
8	2010.04.05 19:52	buy	5	0.01	1.34781	1.34281	1.34811
9	2010.04.05 19:57	t/p	5	0.01	1.34811	1.34281	1.34811	0.30	10001.20
10	2010.04.05 20:02	t/p	3	0.01	1.34861	1.34331	1.34861	0.30	10001.50
11	2010.04.05 20:05	buy	6	0.01	1.34866	1.34366	1.34896
12	2010.04.05 20:15	buy	7	0.01	1.34819	1.34319	1.34849
13	2010.04.05 20:20	buy	8	0.01	1.34781	1.34281	1.34811
14	2010.04.05 20:27	t/p	8	0.01	1.34811	1.34281	1.34811	0.30	10001.80
15	2010.04.05 20:50	t/p	7	0.01	1.34849	1.34319	1.34849	0.30	10002.10
16	2010.04.05 23:20	t/p	6	0.01	1.34896	1.34366	1.34896	0.30	10002.40
17	2010.04.09 12:10	sell	9	0.01	1.34006	1.34506	1.33976
18	2010.04.09 12:15	sell	10	0.01	1.34057	1.34557	1.34027
19	2010.04.09 12:20	sell	11	0.01	1.34107	1.34607	1.34077
20	2010.04.09 12:27	t/p	11	0.01	1.34077	1.34607	1.34077	0.30	10002.70
21	2010.04.09 12:32	sell	12	0.01	1.34098	1.34598	1.34068
22	2010.04.09 12:40	t/p	12	0.01	1.34068	1.34598	1.34068	0.30	10003.00
23	2010.04.09 12:50	t/p	10	0.01	1.34027	1.34557	1.34027	0.30	10003.30
24	2010.04.09 13:15	t/p	9	0.01	1.33976	1.34506	1.33976	0.30	10003.60
25	2010.04.09 19:00	sell	13	0.01	1.34653	1.35153	1.34623
26	2010.04.09 19:03	sell	14	0.01	1.34697	1.35197	1.34667
27	2010.04.09 19:16	sell	15	0.01	1.34750	1.35250	1.34720
28	2010.04.09 19:26	t/p	15	0.01	1.34720	1.35250	1.34720	0.30	10003.90
29	2010.04.09 19:30	sell	16	0.01	1.34740	1.35240	1.34710
30	2010.04.09 19:45	t/p	16	0.01	1.34710	1.35240	1.34710	0.30	10004.20
31	2010.04.09 20:10	t/p	14	0.01	1.34667	1.35197	1.34667	0.30	10004.50
32	2010.04.09 20:20	t/p	13	0.01	1.34623	1.35153	1.34623	0.30	10004.80
33	2010.04.15 14:00	buy	17	0.01	1.35419	1.34919	1.35449
34	2010.04.15 14:10	t/p	17	0.01	1.35449	1.34919	1.35449	0.30	10005.10
35	2010.04.15 17:50	buy	18	0.01	1.35365	1.34865	1.35395
36	2010.04.15 17:52	t/p	18	0.01	1.35395	1.34865	1.35395	0.30	10005.40
37	2010.04.15 18:07	buy	19	0.01	1.35376	1.34876	1.35406
38	2010.04.15 18:10	t/p	19	0.01	1.35406	1.34876	1.35406	0.30	10005.70
39	2010.04.26 16:20	buy	20	0.01	1.32984	1.32484	1.33014
40	2010.04.26 16:22	t/p	20	0.01	1.33014	1.32484	1.33014	0.30	10006.00
41	2010.04.26 16:22	buy	21	0.01	1.33035	1.32535	1.33065
42	2010.04.26 16:27	t/p	21	0.01	1.33065	1.32535	1.33065	0.30	10006.30
43	2010.04.26 16:27	buy	22	0.01	1.33065	1.32565	1.33095
44	2010.04.26 16:35	t/p	22	0.01	1.33095	1.32565	1.33095	0.30	10006.60
45	2010.04.26 16:37	buy	23	0.01	1.33065	1.32565	1.33095
46	2010.04.26 16:40	t/p	23	0.01	1.33095	1.32565	1.33095	0.30	10006.90
47	2010.04.27 02:30	buy	24	0.01	1.33754	1.33254	1.33784
48	2010.04.27 02:32	buy	25	0.01	1.33710	1.33210	1.33740
49	2010.04.27 02:40	t/p	25	0.01	1.33740	1.33210	1.33740	0.30	10007.20
50	2010.04.27 02:45	t/p	24	0.01	1.33784	1.33254	1.33784	0.30	10007.50
51	2010.04.27 15:42	buy	26	0.01	1.32961	1.32461	1.32991
52	2010.04.27 15:45	t/p	26	0.01	1.32991	1.32461	1.32991	0.30	10007.80
53	2010.04.27 16:37	buy	27	0.01	1.32874	1.32374	1.32904
54	2010.04.27 16:40	t/p	27	0.01	1.32904	1.32374	1.32904	0.30	10008.10
55	2010.04.27 17:15	buy	28	0.01	1.32816	1.32316	1.32846
56	2010.04.27 17:17	t/p	28	0.01	1.32846	1.32316	1.32846	0.30	10008.40
57	2010.04.27 17:20	buy	29	0.01	1.32544	1.32044	1.32574
58	2010.04.27 17:22	t/p	29	0.01	1.32574	1.32044	1.32574	0.30	10008.70
59	2010.04.27 17:22	buy	30	0.01	1.32680	1.32180	1.32710
60	2010.04.27 17:25	buy	31	0.01	1.32612	1.32112	1.32642
61	2010.04.27 17:27	t/p	30	0.01	1.32710	1.32180	1.32710	0.30	10009.00
62	2010.04.27 17:27	t/p	31	0.01	1.32642	1.32112	1.32642	0.30	10009.30
63	2010.04.27 17:27	buy	32	0.01	1.32816	1.32316	1.32846
64	2010.04.27 17:30	buy	33	0.01	1.32677	1.32177	1.32707
65	2010.04.27 17:32	t/p	33	0.01	1.32707	1.32177	1.32707	0.30	10009.60
66	2010.04.27 17:32	buy	34	0.01	1.32782	1.32282	1.32812
67	2010.04.27 17:35	buy	35	0.01	1.32732	1.32232	1.32762
68	2010.04.27 17:37	t/p	34	0.01	1.32812	1.32282	1.32812	0.30	10009.90
69	2010.04.27 17:37	t/p	35	0.01	1.32762	1.32232	1.32762	0.30	10010.20
70	2010.04.27 17:40	buy	36	0.01	1.32633	1.32133	1.32663
71	2010.04.27 17:42	t/p	36	0.01	1.32663	1.32133	1.32663	0.30	10010.50
72	2010.04.27 17:42	buy	37	0.01	1.32683	1.32183	1.32713
73	2010.04.27 17:45	buy	38	0.01	1.32483	1.31983	1.32513
74	2010.04.27 17:47	t/p	38	0.01	1.32513	1.31983	1.32513	0.30	10010.80
75	2010.04.27 17:47	buy	39	0.01	1.32533	1.32033	1.32563
76	2010.04.27 17:50	s/l	32	0.01	1.32316	1.32316	1.32846	-5.00	10005.80
77	2010.04.27 17:50	buy	40	0.01	1.32284	1.31784	1.32314
78	2010.04.27 17:52	t/p	40	0.01	1.32314	1.31784	1.32314	0.30	10006.10
79	2010.04.27 17:52	buy	41	0.01	1.32384	1.31884	1.32414
80	2010.04.27 17:55	buy	42	0.01	1.32334	1.31834	1.32364
81	2010.04.27 17:57	t/p	41	0.01	1.32414	1.31884	1.32414	0.30	10006.40
82	2010.04.27 17:57	t/p	42	0.01	1.32364	1.31834	1.32364	0.30	10006.70
83	2010.04.27 17:57	buy	43	0.01	1.32483	1.31983	1.32513
84	2010.04.27 17:59	buy	44	0.01	1.32300	1.31800	1.32330
85	2010.04.27 18:02	s/l	37	0.01	1.32183	1.32183	1.32713	-5.00	10001.70
86	2010.04.27 18:20	t/p	44	0.01	1.32330	1.31800	1.32330	0.30	10002.00
87	2010.04.27 19:15	t/p	43	0.01	1.32513	1.31983	1.32513	0.30	10002.30
88	2010.04.27 19:20	t/p	39	0.01	1.32563	1.32033	1.32563	0.30	10002.60
89	2010.04.27 19:20	buy	45	0.01	1.32617	1.32117	1.32647
90	2010.04.27 19:22	buy	46	0.01	1.32573	1.32073	1.32603
91	2010.04.27 19:32	t/p	46	0.01	1.32603	1.32073	1.32603	0.30	10002.90
92	2010.04.27 19:40	buy	47	0.01	1.32567	1.32067	1.32597
93	2010.04.27 20:00	buy	48	0.01	1.32453	1.31953	1.32483
94	2010.04.27 20:05	buy	49	0.01	1.32417	1.31917	1.32447
95	2010.04.27 20:07	t/p	49	0.01	1.32447	1.31917	1.32447	0.30	10003.20
96	2010.04.27 20:10	buy	50	0.01	1.32380	1.31880	1.32410
97	2010.04.27 20:15	buy	51	0.01	1.32325	1.31825	1.32355
98	2010.04.27 20:22	buy	52	0.01	1.32288	1.31788	1.32318
99	2010.04.27 20:27	t/p	52	0.01	1.32318	1.31788	1.32318	0.30	10003.50
100	2010.04.27 20:27	buy	53	0.01	1.32284	1.31784	1.32314
101	2010.04.27 20:37	t/p	53	0.01	1.32314	1.31784	1.32314	0.30	10003.80
102	2010.04.27 20:42	buy	54	0.01	1.32268	1.31768	1.32298
103	2010.04.27 20:50	s/l	45	0.01	1.32117	1.32117	1.32647	-5.00	9998.80
104	2010.04.27 20:50	s/l	47	0.01	1.32067	1.32067	1.32597	-5.00	9993.80
105	2010.04.27 21:15	buy	55	0.01	1.32145	1.31645	1.32175
106	2010.04.27 21:20	t/p	55	0.01	1.32175	1.31645	1.32175	0.30	9994.10
107	2010.04.27 21:20	buy	56	0.01	1.32186	1.31686	1.32216
108	2010.04.27 21:27	buy	57	0.01	1.32131	1.31631	1.32161
109	2010.04.27 21:27	buy	58	0.01	1.32084	1.31584	1.32114
110	2010.04.27 21:33	s/l	48	0.01	1.31953	1.31953	1.32483	-5.00	9989.10
111	2010.04.27 21:40	s/l	50	0.01	1.31880	1.31880	1.32410	-5.00	9984.10
112	2010.04.27 21:46	s/l	51	0.01	1.31825	1.31825	1.32355	-5.00	9979.10
113	2010.04.27 21:46	s/l	54	0.01	1.31768	1.31768	1.32298	-5.00	9974.10
114	2010.04.27 22:02	s/l	56	0.01	1.31686	1.31686	1.32216	-5.00	9969.10
115	2010.04.27 23:20	s/l	57	0.01	1.31631	1.31631	1.32161	-5.00	9964.10
116	2010.04.27 23:26	s/l	58	0.01	1.31584	1.31584	1.32114	-5.00	9959.10