Report Result : Firebird v63E - Desynced Forex Repository

Strategy Tester Report

Firebird v63E

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

Initial deposit	10000.00
Total net profit	-297.00	Gross profit	153.00	Gross loss	-450.00
Profit factor	0.34	Expected payoff	-4.50
Absolute drawdown	363.30	Maximal drawdown	436.00 (4.33%)	Relative drawdown	4.33% (436.00)

Total trades	66	Short positions (won %)	9 (88.89%)	Long positions (won %)	57 (75.44%)
		Profit trades (% of total)	51 (77.27%)	Loss trades (% of total)	15 (22.73%)
Largest		profit trade	3.00	loss trade	-30.00
Average		profit trade	3.00	loss trade	-30.00
Maximum		consecutive wins (profit in money)	34 (102.00)	consecutive losses (loss in money)	4 (-120.00)
Maximal		consecutive profit (count of wins)	102.00 (34)	consecutive loss (count of losses)	-120.00 (4)
Average		consecutive wins	6	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2010.04.01 01:40	sell	1	0.10	1.35232	1.35532	1.35202
2	2010.04.01 01:46	sell	2	0.10	1.35267	1.35567	1.35237
3	2010.04.01 01:56	t/p	2	0.10	1.35237	1.35567	1.35237	3.00	10003.00
4	2010.04.01 02:20	s/l	1	0.10	1.35532	1.35532	1.35202	-30.00	9973.00
5	2010.04.05 17:32	buy	3	0.10	1.34747	1.34447	1.34777
6	2010.04.05 17:40	t/p	3	0.10	1.34777	1.34447	1.34777	3.00	9976.00
7	2010.04.05 18:03	buy	4	0.10	1.34778	1.34478	1.34808
8	2010.04.05 18:13	t/p	4	0.10	1.34808	1.34478	1.34808	3.00	9979.00
9	2010.04.05 19:45	buy	5	0.10	1.34835	1.34535	1.34865
10	2010.04.05 19:50	buy	6	0.10	1.34734	1.34434	1.34764
11	2010.04.05 19:52	t/p	6	0.10	1.34764	1.34434	1.34764	3.00	9982.00
12	2010.04.05 19:52	buy	7	0.10	1.34785	1.34485	1.34815
13	2010.04.05 19:57	t/p	7	0.10	1.34815	1.34485	1.34815	3.00	9985.00
14	2010.04.05 20:02	t/p	5	0.10	1.34865	1.34535	1.34865	3.00	9988.00
15	2010.04.05 20:10	buy	8	0.10	1.34851	1.34551	1.34881
16	2010.04.05 20:20	buy	9	0.10	1.34785	1.34485	1.34815
17	2010.04.05 20:30	t/p	9	0.10	1.34815	1.34485	1.34815	3.00	9991.00
18	2010.04.05 20:32	buy	10	0.10	1.34815	1.34515	1.34845
19	2010.04.05 20:45	t/p	10	0.10	1.34845	1.34515	1.34845	3.00	9994.00
20	2010.04.05 23:20	t/p	8	0.10	1.34881	1.34551	1.34881	3.00	9997.00
21	2010.04.09 12:10	sell	11	0.10	1.34006	1.34306	1.33976
22	2010.04.09 12:15	sell	12	0.10	1.34057	1.34357	1.34027
23	2010.04.09 12:20	sell	13	0.10	1.34107	1.34407	1.34077
24	2010.04.09 12:27	t/p	13	0.10	1.34077	1.34407	1.34077	3.00	10000.00
25	2010.04.09 12:32	sell	14	0.10	1.34098	1.34398	1.34068
26	2010.04.09 12:45	t/p	14	0.10	1.34068	1.34398	1.34068	3.00	10003.00
27	2010.04.09 12:50	t/p	12	0.10	1.34027	1.34357	1.34027	3.00	10006.00
28	2010.04.09 13:15	t/p	11	0.10	1.33976	1.34306	1.33976	3.00	10009.00
29	2010.04.09 19:00	sell	15	0.10	1.34653	1.34953	1.34623
30	2010.04.09 19:03	sell	16	0.10	1.34697	1.34997	1.34667
31	2010.04.09 19:16	sell	17	0.10	1.34750	1.35050	1.34720
32	2010.04.09 19:45	t/p	17	0.10	1.34720	1.35050	1.34720	3.00	10012.00
33	2010.04.09 20:10	t/p	16	0.10	1.34667	1.34997	1.34667	3.00	10015.00
34	2010.04.09 20:20	t/p	15	0.10	1.34623	1.34953	1.34623	3.00	10018.00
35	2010.04.15 14:00	buy	18	0.10	1.35423	1.35123	1.35453
36	2010.04.15 14:10	t/p	18	0.10	1.35453	1.35123	1.35453	3.00	10021.00
37	2010.04.15 17:50	buy	19	0.10	1.35369	1.35069	1.35399
38	2010.04.15 17:52	t/p	19	0.10	1.35399	1.35069	1.35399	3.00	10024.00
39	2010.04.15 18:07	buy	20	0.10	1.35380	1.35080	1.35410
40	2010.04.15 18:10	t/p	20	0.10	1.35410	1.35080	1.35410	3.00	10027.00
41	2010.04.26 16:20	buy	21	0.10	1.32988	1.32688	1.33018
42	2010.04.26 16:22	t/p	21	0.10	1.33018	1.32688	1.33018	3.00	10030.00
43	2010.04.26 16:22	buy	22	0.10	1.33039	1.32739	1.33069
44	2010.04.26 16:27	t/p	22	0.10	1.33069	1.32739	1.33069	3.00	10033.00
45	2010.04.26 16:27	buy	23	0.10	1.33069	1.32769	1.33099
46	2010.04.26 16:35	t/p	23	0.10	1.33099	1.32769	1.33099	3.00	10036.00
47	2010.04.26 16:37	buy	24	0.10	1.33069	1.32769	1.33099
48	2010.04.26 16:40	t/p	24	0.10	1.33099	1.32769	1.33099	3.00	10039.00
49	2010.04.27 02:30	buy	25	0.10	1.33758	1.33458	1.33788
50	2010.04.27 02:32	buy	26	0.10	1.33714	1.33414	1.33744
51	2010.04.27 02:40	t/p	26	0.10	1.33744	1.33414	1.33744	3.00	10042.00
52	2010.04.27 02:45	t/p	25	0.10	1.33788	1.33458	1.33788	3.00	10045.00
53	2010.04.27 15:42	buy	27	0.10	1.32965	1.32665	1.32995
54	2010.04.27 15:45	t/p	27	0.10	1.32995	1.32665	1.32995	3.00	10048.00
55	2010.04.27 16:37	buy	28	0.10	1.32878	1.32578	1.32908
56	2010.04.27 16:40	t/p	28	0.10	1.32908	1.32578	1.32908	3.00	10051.00
57	2010.04.27 17:15	buy	29	0.10	1.32820	1.32520	1.32850
58	2010.04.27 17:17	t/p	29	0.10	1.32850	1.32520	1.32850	3.00	10054.00
59	2010.04.27 17:20	buy	30	0.10	1.32548	1.32248	1.32578
60	2010.04.27 17:22	t/p	30	0.10	1.32578	1.32248	1.32578	3.00	10057.00
61	2010.04.27 17:22	buy	31	0.10	1.32684	1.32384	1.32714
62	2010.04.27 17:25	buy	32	0.10	1.32616	1.32316	1.32646
63	2010.04.27 17:27	t/p	31	0.10	1.32714	1.32384	1.32714	3.00	10060.00
64	2010.04.27 17:27	t/p	32	0.10	1.32646	1.32316	1.32646	3.00	10063.00
65	2010.04.27 17:27	buy	33	0.10	1.32820	1.32520	1.32850
66	2010.04.27 17:30	buy	34	0.10	1.32681	1.32381	1.32711
67	2010.04.27 17:32	t/p	34	0.10	1.32711	1.32381	1.32711	3.00	10066.00
68	2010.04.27 17:32	buy	35	0.10	1.32786	1.32486	1.32816
69	2010.04.27 17:35	buy	36	0.10	1.32736	1.32436	1.32766
70	2010.04.27 17:37	t/p	35	0.10	1.32816	1.32486	1.32816	3.00	10069.00
71	2010.04.27 17:37	t/p	36	0.10	1.32766	1.32436	1.32766	3.00	10072.00
72	2010.04.27 17:40	buy	37	0.10	1.32637	1.32337	1.32667
73	2010.04.27 17:42	t/p	37	0.10	1.32667	1.32337	1.32667	3.00	10075.00
74	2010.04.27 17:42	buy	38	0.10	1.32687	1.32387	1.32717
75	2010.04.27 17:45	s/l	33	0.10	1.32520	1.32520	1.32850	-30.00	10045.00
76	2010.04.27 17:45	buy	39	0.10	1.32487	1.32187	1.32517
77	2010.04.27 17:47	t/p	39	0.10	1.32517	1.32187	1.32517	3.00	10048.00
78	2010.04.27 17:47	buy	40	0.10	1.32537	1.32237	1.32567
79	2010.04.27 17:50	s/l	38	0.10	1.32387	1.32387	1.32717	-30.00	10018.00
80	2010.04.27 17:50	buy	41	0.10	1.32288	1.31988	1.32318
81	2010.04.27 17:52	t/p	41	0.10	1.32318	1.31988	1.32318	3.00	10021.00
82	2010.04.27 17:52	buy	42	0.10	1.32388	1.32088	1.32418
83	2010.04.27 17:55	buy	43	0.10	1.32338	1.32038	1.32368
84	2010.04.27 17:57	t/p	42	0.10	1.32418	1.32088	1.32418	3.00	10024.00
85	2010.04.27 17:57	t/p	43	0.10	1.32368	1.32038	1.32368	3.00	10027.00
86	2010.04.27 17:57	buy	44	0.10	1.32487	1.32187	1.32517
87	2010.04.27 17:59	buy	45	0.10	1.32304	1.32004	1.32334
88	2010.04.27 18:02	s/l	40	0.10	1.32237	1.32237	1.32567	-30.00	9997.00
89	2010.04.27 18:02	s/l	44	0.10	1.32187	1.32187	1.32517	-30.00	9967.00
90	2010.04.27 18:20	t/p	45	0.10	1.32334	1.32004	1.32334	3.00	9970.00
91	2010.04.27 19:20	buy	46	0.10	1.32621	1.32321	1.32651
92	2010.04.27 19:22	buy	47	0.10	1.32577	1.32277	1.32607
93	2010.04.27 19:32	t/p	47	0.10	1.32607	1.32277	1.32607	3.00	9973.00
94	2010.04.27 19:40	buy	48	0.10	1.32571	1.32271	1.32601
95	2010.04.27 20:00	buy	49	0.10	1.32457	1.32157	1.32487
96	2010.04.27 20:05	buy	50	0.10	1.32421	1.32121	1.32451
97	2010.04.27 20:10	buy	51	0.10	1.32384	1.32084	1.32414
98	2010.04.27 20:15	s/l	46	0.10	1.32321	1.32321	1.32651	-30.00	9943.00
99	2010.04.27 20:15	buy	52	0.10	1.32329	1.32029	1.32359
100	2010.04.27 20:20	s/l	48	0.10	1.32271	1.32271	1.32601	-30.00	9913.00
101	2010.04.27 20:22	buy	53	0.10	1.32292	1.31992	1.32322
102	2010.04.27 20:37	t/p	53	0.10	1.32322	1.31992	1.32322	3.00	9916.00
103	2010.04.27 20:42	buy	54	0.10	1.32272	1.31972	1.32302
104	2010.04.27 20:50	s/l	49	0.10	1.32157	1.32157	1.32487	-30.00	9886.00
105	2010.04.27 20:50	s/l	50	0.10	1.32121	1.32121	1.32451	-30.00	9856.00
106	2010.04.27 20:50	s/l	51	0.10	1.32084	1.32084	1.32414	-30.00	9826.00
107	2010.04.27 21:07	s/l	52	0.10	1.32029	1.32029	1.32359	-30.00	9796.00
108	2010.04.27 21:15	buy	55	0.10	1.32149	1.31849	1.32179
109	2010.04.27 21:20	t/p	55	0.10	1.32179	1.31849	1.32179	3.00	9799.00
110	2010.04.27 21:20	buy	56	0.10	1.32190	1.31890	1.32220
111	2010.04.27 21:27	buy	57	0.10	1.32135	1.31835	1.32165
112	2010.04.27 21:27	buy	58	0.10	1.32088	1.31788	1.32118
113	2010.04.27 21:33	s/l	54	0.10	1.31972	1.31972	1.32302	-30.00	9769.00
114	2010.04.27 21:40	s/l	56	0.10	1.31890	1.31890	1.32220	-30.00	9739.00
115	2010.04.27 21:46	s/l	57	0.10	1.31835	1.31835	1.32165	-30.00	9709.00
116	2010.04.27 21:46	s/l	58	0.10	1.31788	1.31788	1.32118	-30.00	9679.00
117	2010.04.28 00:00	buy	59	0.10	1.31620	1.31320	1.31650
118	2010.04.28 00:03	t/p	59	0.10	1.31650	1.31320	1.31650	3.00	9682.00
119	2010.04.28 00:03	buy	60	0.10	1.31700	1.31400	1.31730
120	2010.04.28 00:10	t/p	60	0.10	1.31730	1.31400	1.31730	3.00	9685.00
121	2010.04.28 00:10	buy	61	0.10	1.31748	1.31448	1.31778
122	2010.04.28 00:16	t/p	61	0.10	1.31778	1.31448	1.31778	3.00	9688.00
123	2010.04.28 00:16	buy	62	0.10	1.31796	1.31496	1.31826
124	2010.04.28 00:20	buy	63	0.10	1.31764	1.31464	1.31794
125	2010.04.28 00:26	buy	64	0.10	1.31732	1.31432	1.31762
126	2010.04.28 00:45	buy	65	0.10	1.31673	1.31373	1.31703
127	2010.04.28 00:50	buy	66	0.10	1.31622	1.31322	1.31652
128	2010.04.28 00:57	t/p	66	0.10	1.31652	1.31322	1.31652	3.00	9691.00
129	2010.04.28 00:59	t/p	65	0.10	1.31703	1.31373	1.31703	3.00	9694.00
130	2010.04.28 01:10	t/p	64	0.10	1.31762	1.31432	1.31762	3.00	9697.00
131	2010.04.28 01:15	t/p	63	0.10	1.31794	1.31464	1.31794	3.00	9700.00
132	2010.04.28 01:20	t/p	62	0.10	1.31826	1.31496	1.31826	3.00	9703.00