Strategy Tester Report
Firebird_ v057
AlpariUK-Demo (Build 226)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.06.01 00:00 - 2010.06.30 00:00 (2010.06.01 - 2010.06.30) | ||||
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 | 13529 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 21.00 | Gross profit | 1676.00 | Gross loss | -1655.00 |
Profit factor | 1.01 | Expected payoff | 0.32 | ||
Absolute drawdown | 322.00 | Maximal drawdown | 690.00 (6.66%) | Relative drawdown | 6.66% (690.00) |
Total trades | 66 | Short positions (won %) | 16 (75.00%) | Long positions (won %) | 50 (72.00%) |
Profit trades (% of total) | 48 (72.73%) | Loss trades (% of total) | 18 (27.27%) | ||
Largest | profit trade | 88.00 | loss trade | -200.00 | |
Average | profit trade | 34.92 | loss trade | -91.94 | |
Maximum | consecutive wins (profit in money) | 10 (300.00) | consecutive losses (loss in money) | 4 (-400.00) | |
Maximal | consecutive profit (count of wins) | 300.00 (10) | consecutive loss (count of losses) | -400.00 (4) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.06.01 10:45 | buy | 1 | 1.00 | 1.21416 | 1.21216 | 1.21446 | ||
2 | 2010.06.01 10:47 | t/p | 1 | 1.00 | 1.21446 | 1.21216 | 1.21446 | 30.00 | 10030.00 |
3 | 2010.06.01 10:50 | buy | 2 | 1.00 | 1.21160 | 1.20960 | 1.21190 | ||
4 | 2010.06.01 10:52 | t/p | 2 | 1.00 | 1.21190 | 1.20960 | 1.21190 | 30.00 | 10060.00 |
5 | 2010.06.01 10:52 | buy | 3 | 1.00 | 1.21288 | 1.21088 | 1.21318 | ||
6 | 2010.06.01 10:55 | buy | 4 | 1.00 | 1.21224 | 1.21024 | 1.21254 | ||
7 | 2010.06.01 10:55 | modify | 3 | 1.00 | 1.21288 | 1.21156 | 1.21286 | ||
8 | 2010.06.01 10:55 | modify | 4 | 1.00 | 1.21224 | 1.21156 | 1.21286 | ||
9 | 2010.06.01 10:57 | t/p | 3 | 1.00 | 1.21286 | 1.21156 | 1.21286 | -2.00 | 10058.00 |
10 | 2010.06.01 10:57 | t/p | 4 | 1.00 | 1.21286 | 1.21156 | 1.21286 | 62.00 | 10120.00 |
11 | 2010.06.01 10:57 | buy | 5 | 1.00 | 1.21416 | 1.21216 | 1.21446 | ||
12 | 2010.06.01 11:02 | t/p | 5 | 1.00 | 1.21446 | 1.21216 | 1.21446 | 30.00 | 10150.00 |
13 | 2010.06.01 11:15 | buy | 6 | 1.00 | 1.21267 | 1.21067 | 1.21297 | ||
14 | 2010.06.01 11:20 | buy | 7 | 1.00 | 1.21128 | 1.20928 | 1.21158 | ||
15 | 2010.06.01 11:22 | t/p | 7 | 1.00 | 1.21158 | 1.20928 | 1.21158 | 30.00 | 10180.00 |
16 | 2010.06.01 11:22 | buy | 8 | 1.00 | 1.21197 | 1.20997 | 1.21227 | ||
17 | 2010.06.01 11:22 | modify | 6 | 1.00 | 1.21267 | 1.21132 | 1.21262 | ||
18 | 2010.06.01 11:22 | modify | 8 | 1.00 | 1.21197 | 1.21132 | 1.21262 | ||
19 | 2010.06.01 11:25 | buy | 9 | 1.00 | 1.21163 | 1.20963 | 1.21193 | ||
20 | 2010.06.01 11:27 | t/p | 9 | 1.00 | 1.21193 | 1.20963 | 1.21193 | 30.00 | 10210.00 |
21 | 2010.06.01 11:45 | t/p | 6 | 1.00 | 1.21262 | 1.21132 | 1.21262 | -5.00 | 10205.00 |
22 | 2010.06.01 11:45 | t/p | 8 | 1.00 | 1.21262 | 1.21132 | 1.21262 | 65.00 | 10270.00 |
23 | 2010.06.01 16:20 | sell | 10 | 1.00 | 1.23404 | 1.23604 | 1.23374 | ||
24 | 2010.06.01 16:22 | t/p | 10 | 1.00 | 1.23374 | 1.23604 | 1.23374 | 30.00 | 10300.00 |
25 | 2010.06.01 16:22 | sell | 11 | 1.00 | 1.23171 | 1.23371 | 1.23141 | ||
26 | 2010.06.01 16:25 | sell | 12 | 1.00 | 1.23288 | 1.23488 | 1.23258 | ||
27 | 2010.06.01 16:25 | modify | 11 | 1.00 | 1.23171 | 1.23330 | 1.23200 | ||
28 | 2010.06.01 16:25 | modify | 12 | 1.00 | 1.23288 | 1.23330 | 1.23200 | ||
29 | 2010.06.01 16:27 | t/p | 11 | 1.00 | 1.23200 | 1.23330 | 1.23200 | -29.00 | 10271.00 |
30 | 2010.06.01 16:27 | t/p | 12 | 1.00 | 1.23200 | 1.23330 | 1.23200 | 88.00 | 10359.00 |
31 | 2010.06.01 16:27 | sell | 13 | 1.00 | 1.23228 | 1.23428 | 1.23198 | ||
32 | 2010.06.01 16:32 | s/l | 13 | 1.00 | 1.23428 | 1.23428 | 1.23198 | -200.00 | 10159.00 |
33 | 2010.06.01 16:32 | sell | 14 | 1.00 | 1.23467 | 1.23667 | 1.23437 | ||
34 | 2010.06.01 16:35 | t/p | 14 | 1.00 | 1.23437 | 1.23667 | 1.23437 | 30.00 | 10189.00 |
35 | 2010.06.01 16:35 | sell | 15 | 1.00 | 1.23398 | 1.23598 | 1.23368 | ||
36 | 2010.06.01 16:37 | sell | 16 | 1.00 | 1.23536 | 1.23736 | 1.23506 | ||
37 | 2010.06.01 16:40 | t/p | 15 | 1.00 | 1.23368 | 1.23598 | 1.23368 | 30.00 | 10219.00 |
38 | 2010.06.01 16:40 | t/p | 16 | 1.00 | 1.23506 | 1.23736 | 1.23506 | 30.00 | 10249.00 |
39 | 2010.06.01 16:40 | sell | 17 | 1.00 | 1.23261 | 1.23461 | 1.23231 | ||
40 | 2010.06.01 16:42 | sell | 18 | 1.00 | 1.23330 | 1.23530 | 1.23300 | ||
41 | 2010.06.01 16:42 | modify | 17 | 1.00 | 1.23261 | 1.23396 | 1.23266 | ||
42 | 2010.06.01 16:42 | modify | 18 | 1.00 | 1.23330 | 1.23396 | 1.23266 | ||
43 | 2010.06.01 16:45 | t/p | 17 | 1.00 | 1.23266 | 1.23396 | 1.23266 | -5.00 | 10244.00 |
44 | 2010.06.01 16:45 | t/p | 18 | 1.00 | 1.23266 | 1.23396 | 1.23266 | 64.00 | 10308.00 |
45 | 2010.06.01 16:47 | sell | 19 | 1.00 | 1.23123 | 1.23323 | 1.23093 | ||
46 | 2010.06.01 16:50 | t/p | 19 | 1.00 | 1.23093 | 1.23323 | 1.23093 | 30.00 | 10338.00 |
47 | 2010.06.04 13:45 | buy | 20 | 1.00 | 1.20679 | 1.20479 | 1.20709 | ||
48 | 2010.06.04 13:47 | t/p | 20 | 1.00 | 1.20709 | 1.20479 | 1.20709 | 30.00 | 10368.00 |
49 | 2010.06.04 13:47 | buy | 21 | 1.00 | 1.20750 | 1.20550 | 1.20780 | ||
50 | 2010.06.04 13:50 | s/l | 21 | 1.00 | 1.20550 | 1.20550 | 1.20780 | -200.00 | 10168.00 |
51 | 2010.06.04 13:50 | buy | 22 | 1.00 | 1.20397 | 1.20197 | 1.20427 | ||
52 | 2010.06.04 13:52 | t/p | 22 | 1.00 | 1.20427 | 1.20197 | 1.20427 | 30.00 | 10198.00 |
53 | 2010.06.04 13:52 | buy | 23 | 1.00 | 1.20538 | 1.20338 | 1.20568 | ||
54 | 2010.06.04 13:55 | buy | 24 | 1.00 | 1.20468 | 1.20268 | 1.20498 | ||
55 | 2010.06.04 13:55 | modify | 23 | 1.00 | 1.20538 | 1.20403 | 1.20533 | ||
56 | 2010.06.04 13:55 | modify | 24 | 1.00 | 1.20468 | 1.20403 | 1.20533 | ||
57 | 2010.06.04 13:57 | t/p | 23 | 1.00 | 1.20533 | 1.20403 | 1.20533 | -5.00 | 10193.00 |
58 | 2010.06.04 13:57 | t/p | 24 | 1.00 | 1.20533 | 1.20403 | 1.20533 | 65.00 | 10258.00 |
59 | 2010.06.04 13:57 | buy | 25 | 1.00 | 1.20679 | 1.20479 | 1.20709 | ||
60 | 2010.06.04 13:59 | buy | 26 | 1.00 | 1.20522 | 1.20322 | 1.20552 | ||
61 | 2010.06.04 14:02 | s/l | 25 | 1.00 | 1.20479 | 1.20479 | 1.20709 | -200.00 | 10058.00 |
62 | 2010.06.04 14:02 | buy | 27 | 1.00 | 1.20387 | 1.20187 | 1.20417 | ||
63 | 2010.06.04 14:07 | buy | 28 | 1.00 | 1.20349 | 1.20149 | 1.20379 | ||
64 | 2010.06.04 14:10 | t/p | 27 | 1.00 | 1.20417 | 1.20187 | 1.20417 | 30.00 | 10088.00 |
65 | 2010.06.04 14:10 | t/p | 28 | 1.00 | 1.20379 | 1.20149 | 1.20379 | 30.00 | 10118.00 |
66 | 2010.06.04 14:15 | t/p | 26 | 1.00 | 1.20552 | 1.20322 | 1.20552 | 30.00 | 10148.00 |
67 | 2010.06.04 14:30 | buy | 29 | 1.00 | 1.20497 | 1.20297 | 1.20527 | ||
68 | 2010.06.04 14:32 | s/l | 29 | 1.00 | 1.20297 | 1.20297 | 1.20527 | -200.00 | 9948.00 |
69 | 2010.06.04 14:32 | buy | 30 | 1.00 | 1.20245 | 1.20045 | 1.20275 | ||
70 | 2010.06.04 14:37 | buy | 31 | 1.00 | 1.20196 | 1.19996 | 1.20226 | ||
71 | 2010.06.04 14:37 | modify | 30 | 1.00 | 1.20245 | 1.20121 | 1.20251 | ||
72 | 2010.06.04 14:37 | modify | 31 | 1.00 | 1.20196 | 1.20121 | 1.20251 | ||
73 | 2010.06.04 14:40 | t/p | 30 | 1.00 | 1.20251 | 1.20121 | 1.20251 | 6.00 | 9954.00 |
74 | 2010.06.04 14:40 | t/p | 31 | 1.00 | 1.20251 | 1.20121 | 1.20251 | 55.00 | 10009.00 |
75 | 2010.06.04 14:40 | buy | 32 | 1.00 | 1.20440 | 1.20240 | 1.20470 | ||
76 | 2010.06.04 14:42 | buy | 33 | 1.00 | 1.20391 | 1.20191 | 1.20421 | ||
77 | 2010.06.04 14:42 | modify | 32 | 1.00 | 1.20440 | 1.20316 | 1.20446 | ||
78 | 2010.06.04 14:42 | modify | 33 | 1.00 | 1.20391 | 1.20316 | 1.20446 | ||
79 | 2010.06.04 14:45 | t/p | 32 | 1.00 | 1.20446 | 1.20316 | 1.20446 | 6.00 | 10015.00 |
80 | 2010.06.04 14:45 | t/p | 33 | 1.00 | 1.20446 | 1.20316 | 1.20446 | 55.00 | 10070.00 |
81 | 2010.06.04 14:45 | buy | 34 | 1.00 | 1.20586 | 1.20386 | 1.20616 | ||
82 | 2010.06.04 14:47 | buy | 35 | 1.00 | 1.20537 | 1.20337 | 1.20567 | ||
83 | 2010.06.04 14:47 | modify | 34 | 1.00 | 1.20586 | 1.20462 | 1.20592 | ||
84 | 2010.06.04 14:47 | modify | 35 | 1.00 | 1.20537 | 1.20462 | 1.20592 | ||
85 | 2010.06.04 14:50 | t/p | 34 | 1.00 | 1.20592 | 1.20462 | 1.20592 | 6.00 | 10076.00 |
86 | 2010.06.04 14:50 | t/p | 35 | 1.00 | 1.20592 | 1.20462 | 1.20592 | 55.00 | 10131.00 |
87 | 2010.06.04 14:57 | buy | 36 | 1.00 | 1.20537 | 1.20337 | 1.20567 | ||
88 | 2010.06.04 14:59 | buy | 37 | 1.00 | 1.20499 | 1.20299 | 1.20529 | ||
89 | 2010.06.04 14:59 | modify | 36 | 1.00 | 1.20537 | 1.20418 | 1.20548 | ||
90 | 2010.06.04 14:59 | modify | 37 | 1.00 | 1.20499 | 1.20418 | 1.20548 | ||
91 | 2010.06.04 15:02 | s/l | 36 | 1.00 | 1.20418 | 1.20418 | 1.20548 | -119.00 | 10012.00 |
92 | 2010.06.04 15:02 | s/l | 37 | 1.00 | 1.20418 | 1.20418 | 1.20548 | -81.00 | 9931.00 |
93 | 2010.06.04 15:02 | buy | 38 | 1.00 | 1.20358 | 1.20158 | 1.20388 | ||
94 | 2010.06.04 15:10 | t/p | 38 | 1.00 | 1.20388 | 1.20158 | 1.20388 | 30.00 | 9961.00 |
95 | 2010.06.04 15:12 | buy | 39 | 1.00 | 1.20445 | 1.20245 | 1.20475 | ||
96 | 2010.06.04 15:15 | t/p | 39 | 1.00 | 1.20475 | 1.20245 | 1.20475 | 30.00 | 9991.00 |
97 | 2010.06.04 15:50 | buy | 40 | 1.00 | 1.20401 | 1.20201 | 1.20431 | ||
98 | 2010.06.04 15:52 | t/p | 40 | 1.00 | 1.20431 | 1.20201 | 1.20431 | 30.00 | 10021.00 |
99 | 2010.06.04 15:52 | buy | 41 | 1.00 | 1.20450 | 1.20250 | 1.20480 | ||
100 | 2010.06.04 15:59 | t/p | 41 | 1.00 | 1.20480 | 1.20250 | 1.20480 | 30.00 | 10051.00 |
101 | 2010.06.04 16:02 | buy | 42 | 1.00 | 1.20281 | 1.20081 | 1.20311 | ||
102 | 2010.06.04 16:05 | t/p | 42 | 1.00 | 1.20311 | 1.20081 | 1.20311 | 30.00 | 10081.00 |
103 | 2010.06.04 16:07 | buy | 43 | 1.00 | 1.20228 | 1.20028 | 1.20258 | ||
104 | 2010.06.04 16:10 | t/p | 43 | 1.00 | 1.20258 | 1.20028 | 1.20258 | 30.00 | 10111.00 |
105 | 2010.06.04 17:20 | buy | 44 | 1.00 | 1.20043 | 1.19843 | 1.20073 | ||
106 | 2010.06.04 17:22 | t/p | 44 | 1.00 | 1.20073 | 1.19843 | 1.20073 | 30.00 | 10141.00 |
107 | 2010.06.04 17:22 | buy | 45 | 1.00 | 1.20119 | 1.19919 | 1.20149 | ||
108 | 2010.06.04 17:25 | buy | 46 | 1.00 | 1.20081 | 1.19881 | 1.20111 | ||
109 | 2010.06.04 17:25 | modify | 45 | 1.00 | 1.20119 | 1.20000 | 1.20130 | ||
110 | 2010.06.04 17:25 | modify | 46 | 1.00 | 1.20081 | 1.20000 | 1.20130 | ||
111 | 2010.06.04 17:27 | t/p | 45 | 1.00 | 1.20130 | 1.20000 | 1.20130 | 11.00 | 10152.00 |
112 | 2010.06.04 17:27 | t/p | 46 | 1.00 | 1.20130 | 1.20000 | 1.20130 | 49.00 | 10201.00 |
113 | 2010.06.04 17:27 | buy | 47 | 1.00 | 1.20106 | 1.19906 | 1.20136 | ||
114 | 2010.06.04 17:32 | t/p | 47 | 1.00 | 1.20136 | 1.19906 | 1.20136 | 30.00 | 10231.00 |
115 | 2010.06.04 17:40 | buy | 48 | 1.00 | 1.20127 | 1.19927 | 1.20157 | ||
116 | 2010.06.04 17:45 | buy | 49 | 1.00 | 1.20045 | 1.19845 | 1.20075 | ||
117 | 2010.06.04 17:45 | modify | 48 | 1.00 | 1.20127 | 1.19986 | 1.20116 | ||
118 | 2010.06.04 17:45 | modify | 49 | 1.00 | 1.20045 | 1.19986 | 1.20116 | ||
119 | 2010.06.04 17:50 | s/l | 48 | 1.00 | 1.19986 | 1.19986 | 1.20116 | -141.00 | 10090.00 |
120 | 2010.06.04 17:50 | s/l | 49 | 1.00 | 1.19986 | 1.19986 | 1.20116 | -59.00 | 10031.00 |
121 | 2010.06.04 17:50 | buy | 50 | 1.00 | 1.19935 | 1.19735 | 1.19965 | ||
122 | 2010.06.04 17:52 | t/p | 50 | 1.00 | 1.19965 | 1.19735 | 1.19965 | 30.00 | 10061.00 |
123 | 2010.06.04 17:52 | buy | 51 | 1.00 | 1.19990 | 1.19790 | 1.20020 | ||
124 | 2010.06.04 17:57 | t/p | 51 | 1.00 | 1.20020 | 1.19790 | 1.20020 | 30.00 | 10091.00 |
125 | 2010.06.04 17:57 | buy | 52 | 1.00 | 1.20045 | 1.19845 | 1.20075 | ||
126 | 2010.06.04 17:59 | buy | 53 | 1.00 | 1.19991 | 1.19791 | 1.20021 | ||
127 | 2010.06.04 17:59 | modify | 52 | 1.00 | 1.20045 | 1.19918 | 1.20048 | ||
128 | 2010.06.04 17:59 | modify | 53 | 1.00 | 1.19991 | 1.19918 | 1.20048 | ||
129 | 2010.06.04 18:10 | s/l | 52 | 1.00 | 1.19918 | 1.19918 | 1.20048 | -127.00 | 9964.00 |
130 | 2010.06.04 18:10 | s/l | 53 | 1.00 | 1.19918 | 1.19918 | 1.20048 | -73.00 | 9891.00 |
131 | 2010.06.04 18:10 | buy | 54 | 1.00 | 1.19910 | 1.19710 | 1.19940 | ||
132 | 2010.06.04 18:15 | buy | 55 | 1.00 | 1.19836 | 1.19636 | 1.19866 | ||
133 | 2010.06.04 18:15 | modify | 54 | 1.00 | 1.19910 | 1.19773 | 1.19903 | ||
134 | 2010.06.04 18:15 | modify | 55 | 1.00 | 1.19836 | 1.19773 | 1.19903 | ||
135 | 2010.06.04 18:20 | s/l | 54 | 1.00 | 1.19773 | 1.19773 | 1.19903 | -137.00 | 9754.00 |
136 | 2010.06.04 18:20 | s/l | 55 | 1.00 | 1.19773 | 1.19773 | 1.19903 | -63.00 | 9691.00 |
137 | 2010.06.04 18:20 | buy | 56 | 1.00 | 1.19737 | 1.19537 | 1.19767 | ||
138 | 2010.06.04 18:22 | t/p | 56 | 1.00 | 1.19767 | 1.19537 | 1.19767 | 30.00 | 9721.00 |
139 | 2010.06.04 18:22 | buy | 57 | 1.00 | 1.19786 | 1.19586 | 1.19816 | ||
140 | 2010.06.04 18:27 | t/p | 57 | 1.00 | 1.19816 | 1.19586 | 1.19816 | 30.00 | 9751.00 |
141 | 2010.06.04 18:27 | buy | 58 | 1.00 | 1.19836 | 1.19636 | 1.19866 | ||
142 | 2010.06.04 18:27 | t/p | 58 | 1.00 | 1.19866 | 1.19636 | 1.19866 | 30.00 | 9781.00 |
143 | 2010.06.04 18:27 | buy | 59 | 1.00 | 1.19919 | 1.19719 | 1.19949 | ||
144 | 2010.06.04 18:40 | buy | 60 | 1.00 | 1.19888 | 1.19688 | 1.19918 | ||
145 | 2010.06.04 18:40 | modify | 59 | 1.00 | 1.19919 | 1.19804 | 1.19934 | ||
146 | 2010.06.04 18:40 | modify | 60 | 1.00 | 1.19888 | 1.19804 | 1.19934 | ||
147 | 2010.06.04 18:43 | t/p | 59 | 1.00 | 1.19934 | 1.19804 | 1.19934 | 15.00 | 9796.00 |
148 | 2010.06.04 18:43 | t/p | 60 | 1.00 | 1.19934 | 1.19804 | 1.19934 | 46.00 | 9842.00 |
149 | 2010.06.14 01:50 | sell | 61 | 1.00 | 1.22069 | 1.22269 | 1.22039 | ||
150 | 2010.06.14 01:52 | t/p | 61 | 1.00 | 1.22039 | 1.22269 | 1.22039 | 30.00 | 9872.00 |
151 | 2010.06.14 01:55 | sell | 62 | 1.00 | 1.22036 | 1.22236 | 1.22006 | ||
152 | 2010.06.14 01:57 | t/p | 62 | 1.00 | 1.22006 | 1.22236 | 1.22006 | 30.00 | 9902.00 |
153 | 2010.06.14 01:59 | sell | 63 | 1.00 | 1.22043 | 1.22243 | 1.22013 | ||
154 | 2010.06.14 02:10 | t/p | 63 | 1.00 | 1.22013 | 1.22243 | 1.22013 | 30.00 | 9932.00 |
155 | 2010.06.17 11:45 | sell | 64 | 1.00 | 1.23856 | 1.24056 | 1.23826 | ||
156 | 2010.06.17 11:50 | sell | 65 | 1.00 | 1.23933 | 1.24133 | 1.23903 | ||
157 | 2010.06.17 11:50 | modify | 64 | 1.00 | 1.23856 | 1.23995 | 1.23865 | ||
158 | 2010.06.17 11:50 | modify | 65 | 1.00 | 1.23933 | 1.23995 | 1.23865 | ||
159 | 2010.06.17 11:57 | t/p | 64 | 1.00 | 1.23865 | 1.23995 | 1.23865 | -9.00 | 9923.00 |
160 | 2010.06.17 11:57 | t/p | 65 | 1.00 | 1.23865 | 1.23995 | 1.23865 | 68.00 | 9991.00 |
161 | 2010.06.17 12:07 | sell | 66 | 1.00 | 1.23956 | 1.24156 | 1.23926 | ||
162 | 2010.06.17 12:10 | t/p | 66 | 1.00 | 1.23926 | 1.24156 | 1.23926 | 30.00 | 10021.00 |