Strategy Tester Report
Firebird_ v057
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; Percent=0.7; TradeOnFriday=1; MAtype=1; slip=100; Lots=1; TakeProfit=30; Stoploss=200; PipStep=30; IncreasementType=0; | ||||
Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -342.00 | Gross profit | 665.00 | Gross loss | -1007.00 |
Profit factor | 0.66 | Expected payoff | -10.36 | ||
Absolute drawdown | 706.00 | Maximal drawdown | 826.00 (8.16%) | Relative drawdown | 8.16% (826.00) |
Total trades | 33 | Short positions (won %) | 33 (63.64%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 21 (63.64%) | Loss trades (% of total) | 12 (36.36%) | ||
Largest | profit trade | 66.00 | loss trade | -159.00 | |
Average | profit trade | 31.67 | loss trade | -83.92 | |
Maximum | consecutive wins (profit in money) | 7 (246.00) | consecutive losses (loss in money) | 3 (-199.00) | |
Maximal | consecutive profit (count of wins) | 246.00 (7) | consecutive loss (count of losses) | -201.00 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.04.12 00:00 | sell | 1 | 1.00 | 1.36259 | 1.36459 | 1.36229 | ||
2 | 2010.04.12 00:07 | sell | 2 | 1.00 | 1.36297 | 1.36497 | 1.36267 | ||
3 | 2010.04.12 00:07 | modify | 1 | 1.00 | 1.36259 | 1.36378 | 1.36248 | ||
4 | 2010.04.12 00:07 | modify | 2 | 1.00 | 1.36297 | 1.36378 | 1.36248 | ||
5 | 2010.04.12 00:10 | t/p | 1 | 1.00 | 1.36248 | 1.36378 | 1.36248 | 11.00 | 10011.00 |
6 | 2010.04.12 00:10 | t/p | 2 | 1.00 | 1.36248 | 1.36378 | 1.36248 | 49.00 | 10060.00 |
7 | 2010.04.12 00:10 | sell | 3 | 1.00 | 1.36220 | 1.36420 | 1.36190 | ||
8 | 2010.04.12 00:15 | t/p | 3 | 1.00 | 1.36190 | 1.36420 | 1.36190 | 30.00 | 10090.00 |
9 | 2010.04.12 00:15 | sell | 4 | 1.00 | 1.36161 | 1.36361 | 1.36131 | ||
10 | 2010.04.12 00:20 | t/p | 4 | 1.00 | 1.36131 | 1.36361 | 1.36131 | 30.00 | 10120.00 |
11 | 2010.04.12 00:20 | sell | 5 | 1.00 | 1.36084 | 1.36284 | 1.36054 | ||
12 | 2010.04.12 00:22 | sell | 6 | 1.00 | 1.36123 | 1.36323 | 1.36093 | ||
13 | 2010.04.12 00:22 | modify | 5 | 1.00 | 1.36084 | 1.36204 | 1.36074 | ||
14 | 2010.04.12 00:22 | modify | 6 | 1.00 | 1.36123 | 1.36204 | 1.36074 | ||
15 | 2010.04.12 00:27 | sell | 7 | 1.00 | 1.36161 | 1.36361 | 1.36131 | ||
16 | 2010.04.12 00:27 | modify | 5 | 1.00 | 1.36084 | 1.36189 | 1.36093 | ||
17 | 2010.04.12 00:27 | modify | 6 | 1.00 | 1.36123 | 1.36189 | 1.36093 | ||
18 | 2010.04.12 00:27 | modify | 7 | 1.00 | 1.36161 | 1.36189 | 1.36093 | ||
19 | 2010.04.12 00:30 | s/l | 5 | 1.00 | 1.36189 | 1.36189 | 1.36093 | -105.00 | 10015.00 |
20 | 2010.04.12 00:30 | s/l | 6 | 1.00 | 1.36189 | 1.36189 | 1.36093 | -66.00 | 9949.00 |
21 | 2010.04.12 00:30 | s/l | 7 | 1.00 | 1.36189 | 1.36189 | 1.36093 | -28.00 | 9921.00 |
22 | 2010.04.12 00:30 | sell | 8 | 1.00 | 1.36185 | 1.36385 | 1.36155 | ||
23 | 2010.04.12 00:33 | t/p | 8 | 1.00 | 1.36155 | 1.36385 | 1.36155 | 30.00 | 9951.00 |
24 | 2010.04.12 00:33 | sell | 9 | 1.00 | 1.36136 | 1.36336 | 1.36106 | ||
25 | 2010.04.12 00:43 | sell | 10 | 1.00 | 1.36208 | 1.36408 | 1.36178 | ||
26 | 2010.04.12 00:43 | modify | 9 | 1.00 | 1.36136 | 1.36272 | 1.36142 | ||
27 | 2010.04.12 00:43 | modify | 10 | 1.00 | 1.36208 | 1.36272 | 1.36142 | ||
28 | 2010.04.12 00:50 | sell | 11 | 1.00 | 1.36263 | 1.36463 | 1.36233 | ||
29 | 2010.04.12 00:59 | s/l | 9 | 1.00 | 1.36272 | 1.36272 | 1.36142 | -136.00 | 9815.00 |
30 | 2010.04.12 00:59 | s/l | 10 | 1.00 | 1.36272 | 1.36272 | 1.36142 | -64.00 | 9751.00 |
31 | 2010.04.12 00:59 | sell | 12 | 1.00 | 1.36317 | 1.36517 | 1.36287 | ||
32 | 2010.04.12 00:59 | modify | 11 | 1.00 | 1.36263 | 1.36390 | 1.36260 | ||
33 | 2010.04.12 00:59 | modify | 12 | 1.00 | 1.36317 | 1.36390 | 1.36260 | ||
34 | 2010.04.12 01:05 | sell | 13 | 1.00 | 1.36381 | 1.36581 | 1.36351 | ||
35 | 2010.04.12 01:07 | t/p | 13 | 1.00 | 1.36351 | 1.36581 | 1.36351 | 30.00 | 9781.00 |
36 | 2010.04.12 01:10 | s/l | 11 | 1.00 | 1.36390 | 1.36390 | 1.36260 | -127.00 | 9654.00 |
37 | 2010.04.12 01:10 | s/l | 12 | 1.00 | 1.36390 | 1.36390 | 1.36260 | -73.00 | 9581.00 |
38 | 2010.04.12 01:10 | sell | 14 | 1.00 | 1.36497 | 1.36697 | 1.36467 | ||
39 | 2010.04.12 01:12 | t/p | 14 | 1.00 | 1.36467 | 1.36697 | 1.36467 | 30.00 | 9611.00 |
40 | 2010.04.12 01:12 | sell | 15 | 1.00 | 1.36458 | 1.36658 | 1.36428 | ||
41 | 2010.04.12 01:15 | sell | 16 | 1.00 | 1.36614 | 1.36814 | 1.36584 | ||
42 | 2010.04.12 01:17 | t/p | 16 | 1.00 | 1.36584 | 1.36814 | 1.36584 | 30.00 | 9641.00 |
43 | 2010.04.12 01:17 | sell | 17 | 1.00 | 1.36575 | 1.36775 | 1.36545 | ||
44 | 2010.04.12 01:17 | modify | 15 | 1.00 | 1.36458 | 1.36617 | 1.36487 | ||
45 | 2010.04.12 01:17 | modify | 17 | 1.00 | 1.36575 | 1.36617 | 1.36487 | ||
46 | 2010.04.12 01:20 | s/l | 15 | 1.00 | 1.36617 | 1.36617 | 1.36487 | -159.00 | 9482.00 |
47 | 2010.04.12 01:20 | s/l | 17 | 1.00 | 1.36617 | 1.36617 | 1.36487 | -42.00 | 9440.00 |
48 | 2010.04.12 01:20 | sell | 18 | 1.00 | 1.36730 | 1.36930 | 1.36700 | ||
49 | 2010.04.12 01:22 | t/p | 18 | 1.00 | 1.36700 | 1.36930 | 1.36700 | 30.00 | 9470.00 |
50 | 2010.04.12 01:22 | sell | 19 | 1.00 | 1.36652 | 1.36852 | 1.36622 | ||
51 | 2010.04.12 01:25 | sell | 20 | 1.00 | 1.36691 | 1.36891 | 1.36661 | ||
52 | 2010.04.12 01:25 | modify | 19 | 1.00 | 1.36652 | 1.36772 | 1.36642 | ||
53 | 2010.04.12 01:25 | modify | 20 | 1.00 | 1.36691 | 1.36772 | 1.36642 | ||
54 | 2010.04.12 01:27 | t/p | 19 | 1.00 | 1.36642 | 1.36772 | 1.36642 | 10.00 | 9480.00 |
55 | 2010.04.12 01:27 | t/p | 20 | 1.00 | 1.36642 | 1.36772 | 1.36642 | 49.00 | 9529.00 |
56 | 2010.04.12 01:27 | sell | 21 | 1.00 | 1.36575 | 1.36775 | 1.36545 | ||
57 | 2010.04.12 01:27 | sell | 22 | 1.00 | 1.36664 | 1.36864 | 1.36634 | ||
58 | 2010.04.12 01:27 | modify | 21 | 1.00 | 1.36575 | 1.36720 | 1.36590 | ||
59 | 2010.04.12 01:27 | modify | 22 | 1.00 | 1.36664 | 1.36720 | 1.36590 | ||
60 | 2010.04.12 01:32 | s/l | 21 | 1.00 | 1.36720 | 1.36720 | 1.36590 | -145.00 | 9384.00 |
61 | 2010.04.12 01:32 | s/l | 22 | 1.00 | 1.36720 | 1.36720 | 1.36590 | -56.00 | 9328.00 |
62 | 2010.04.12 01:32 | sell | 23 | 1.00 | 1.36747 | 1.36947 | 1.36717 | ||
63 | 2010.04.12 01:40 | t/p | 23 | 1.00 | 1.36717 | 1.36947 | 1.36717 | 30.00 | 9358.00 |
64 | 2010.04.12 01:40 | sell | 24 | 1.00 | 1.36693 | 1.36893 | 1.36663 | ||
65 | 2010.04.12 01:45 | t/p | 24 | 1.00 | 1.36663 | 1.36893 | 1.36663 | 30.00 | 9388.00 |
66 | 2010.04.12 01:45 | sell | 25 | 1.00 | 1.36639 | 1.36839 | 1.36609 | ||
67 | 2010.04.12 01:50 | t/p | 25 | 1.00 | 1.36609 | 1.36839 | 1.36609 | 30.00 | 9418.00 |
68 | 2010.04.12 01:50 | sell | 26 | 1.00 | 1.36567 | 1.36767 | 1.36537 | ||
69 | 2010.04.12 01:52 | sell | 27 | 1.00 | 1.36603 | 1.36803 | 1.36573 | ||
70 | 2010.04.12 01:52 | modify | 26 | 1.00 | 1.36567 | 1.36685 | 1.36555 | ||
71 | 2010.04.12 01:52 | modify | 27 | 1.00 | 1.36603 | 1.36685 | 1.36555 | ||
72 | 2010.04.12 01:57 | sell | 28 | 1.00 | 1.36639 | 1.36839 | 1.36609 | ||
73 | 2010.04.12 01:57 | modify | 26 | 1.00 | 1.36567 | 1.36670 | 1.36573 | ||
74 | 2010.04.12 01:57 | modify | 27 | 1.00 | 1.36603 | 1.36670 | 1.36573 | ||
75 | 2010.04.12 01:57 | modify | 28 | 1.00 | 1.36639 | 1.36670 | 1.36573 | ||
76 | 2010.04.12 02:02 | t/p | 26 | 1.00 | 1.36573 | 1.36670 | 1.36573 | -6.00 | 9412.00 |
77 | 2010.04.12 02:02 | t/p | 27 | 1.00 | 1.36573 | 1.36670 | 1.36573 | 30.00 | 9442.00 |
78 | 2010.04.12 02:02 | t/p | 28 | 1.00 | 1.36573 | 1.36670 | 1.36573 | 66.00 | 9508.00 |
79 | 2010.04.12 02:02 | sell | 29 | 1.00 | 1.36551 | 1.36751 | 1.36521 | ||
80 | 2010.04.12 02:10 | t/p | 29 | 1.00 | 1.36521 | 1.36751 | 1.36521 | 30.00 | 9538.00 |
81 | 2010.04.12 02:10 | sell | 30 | 1.00 | 1.36470 | 1.36670 | 1.36440 | ||
82 | 2010.04.12 02:15 | t/p | 30 | 1.00 | 1.36440 | 1.36670 | 1.36440 | 30.00 | 9568.00 |
83 | 2010.04.12 02:15 | sell | 31 | 1.00 | 1.36388 | 1.36588 | 1.36358 | ||
84 | 2010.04.12 02:20 | t/p | 31 | 1.00 | 1.36358 | 1.36588 | 1.36358 | 30.00 | 9598.00 |
85 | 2010.04.12 02:22 | sell | 32 | 1.00 | 1.36334 | 1.36534 | 1.36304 | ||
86 | 2010.04.12 02:27 | sell | 33 | 1.00 | 1.36388 | 1.36588 | 1.36358 | ||
87 | 2010.04.12 02:27 | modify | 32 | 1.00 | 1.36334 | 1.36461 | 1.36331 | ||
88 | 2010.04.12 02:27 | modify | 33 | 1.00 | 1.36388 | 1.36461 | 1.36331 | ||
89 | 2010.04.12 03:10 | t/p | 32 | 1.00 | 1.36331 | 1.36461 | 1.36331 | 3.00 | 9601.00 |
90 | 2010.04.12 03:10 | t/p | 33 | 1.00 | 1.36331 | 1.36461 | 1.36331 | 57.00 | 9658.00 |