Report Result : Firebird MC v058 - Desynced Forex Repository

Strategy Tester Report

Download Firebird MC v058

AlpariUK-Demo (Build 225)

Symbol		USDCHF (US Dollar vs Swiss Franc)
Period		1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01)
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=1; TakeProfit=30; Stoploss=2000; PipStep=30; IncreasementType=0; MagicNumber=12345;

Bars in test	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2

Initial deposit	10000.00
Total net profit	-9493.98	Gross profit	1192.82	Gross loss	-10686.80
Profit factor	0.11	Expected payoff	-150.70
Absolute drawdown	9493.98	Maximal drawdown	9961.11 (95.17%)	Relative drawdown	95.17% (9961.11)

Total trades	63	Short positions (won %)	60 (61.67%)	Long positions (won %)	3 (100.00%)
		Profit trades (% of total)	40 (63.49%)	Loss trades (% of total)	23 (36.51%)
Largest		profit trade	30.07	loss trade	-828.89
Average		profit trade	29.82	loss trade	-464.64
Maximum		consecutive wins (profit in money)	40 (1192.82)	consecutive losses (loss in money)	23 (-10686.80)
Maximal		consecutive profit (count of wins)	1192.82 (40)	consecutive loss (count of losses)	-10686.80 (23)
Average		consecutive wins	40	consecutive losses	23

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 09:16	buy	1	1.00	1.00128	0.98128	1.00158
2	2009.12.01 09:26	t/p	1	1.00	1.00158	0.98128	1.00158	29.94	10029.94
3	2009.12.01 09:45	buy	2	1.00	1.00100	0.98100	1.00130
4	2009.12.01 12:20	t/p	2	1.00	1.00130	0.98100	1.00130	29.96	10059.90
5	2009.12.01 17:20	buy	3	1.00	0.99704	0.97704	0.99734
6	2009.12.01 17:27	t/p	3	1.00	0.99734	0.97704	0.99734	30.07	10089.97
7	2009.12.02 17:20	sell	4	1.00	1.00230	1.02230	1.00200
8	2009.12.02 17:22	t/p	4	1.00	1.00200	1.02230	1.00200	29.94	10119.91
9	2009.12.02 18:20	sell	5	1.00	1.00261	1.02261	1.00231
10	2009.12.02 18:22	t/p	5	1.00	1.00231	1.02261	1.00231	29.93	10149.84
11	2009.12.03 15:20	sell	6	1.00	1.00107	1.02107	1.00077
12	2009.12.03 15:22	t/p	6	1.00	1.00077	1.02107	1.00077	29.98	10179.82
13	2009.12.03 15:22	sell	7	1.00	1.00048	1.02048	1.00018
14	2009.12.03 15:25	sell	8	1.00	1.00077	1.02077	1.00047
15	2009.12.03 15:27	t/p	7	1.00	1.00018	1.02048	1.00018	30.00	10209.82
16	2009.12.03 15:27	t/p	8	1.00	1.00047	1.02077	1.00047	30.00	10239.82
17	2009.12.03 15:27	sell	9	1.00	1.00053	1.02053	1.00023
18	2009.12.03 15:32	sell	10	1.00	1.00076	1.02076	1.00046
19	2009.12.03 15:37	sell	11	1.00	1.00098	1.02098	1.00068
20	2009.12.03 15:40	t/p	9	1.00	1.00023	1.02053	1.00023	29.99	10269.81
21	2009.12.03 15:40	t/p	10	1.00	1.00046	1.02076	1.00046	30.00	10299.81
22	2009.12.03 15:40	t/p	11	1.00	1.00068	1.02098	1.00068	29.99	10329.80
23	2009.12.04 14:40	sell	12	1.00	1.00266	1.02266	1.00236
24	2009.12.04 14:42	t/p	12	1.00	1.00236	1.02266	1.00236	29.95	10359.75
25	2009.12.04 14:45	sell	13	1.00	1.00617	1.02617	1.00587
26	2009.12.04 14:47	t/p	13	1.00	1.00587	1.02617	1.00587	29.85	10389.60
27	2009.12.04 14:47	sell	14	1.00	1.00500	1.02500	1.00470
28	2009.12.04 14:50	sell	15	1.00	1.00968	1.02968	1.00938
29	2009.12.04 14:52	t/p	15	1.00	1.00938	1.02968	1.00938	29.78	10419.38
30	2009.12.04 14:52	sell	16	1.00	1.00734	1.02734	1.00704
31	2009.12.04 14:55	sell	17	1.00	1.00851	1.02851	1.00821
32	2009.12.04 14:57	t/p	16	1.00	1.00704	1.02734	1.00704	29.85	10449.23
33	2009.12.04 14:57	t/p	17	1.00	1.00821	1.02851	1.00821	29.84	10479.07
34	2009.12.04 14:57	sell	18	1.00	1.00500	1.02500	1.00470
35	2009.12.04 14:59	sell	19	1.00	1.00835	1.02835	1.00805
36	2009.12.04 15:00	sell	20	1.00	1.00834	1.02834	1.00804
37	2009.12.04 15:02	t/p	19	1.00	1.00805	1.02835	1.00805	29.77	10508.84
38	2009.12.04 15:02	t/p	20	1.00	1.00804	1.02834	1.00804	29.77	10538.61
39	2009.12.04 15:02	sell	21	1.00	1.00748	1.02748	1.00718
40	2009.12.04 15:05	sell	22	1.00	1.00785	1.02785	1.00755
41	2009.12.04 15:07	t/p	22	1.00	1.00755	1.02785	1.00755	29.78	10568.39
42	2009.12.04 15:07	sell	23	1.00	1.00711	1.02711	1.00681
43	2009.12.04 15:10	sell	24	1.00	1.00896	1.02896	1.00866
44	2009.12.04 15:12	sell	25	1.00	1.00859	1.02859	1.00829
45	2009.12.04 15:15	sell	26	1.00	1.01008	1.03008	1.00978
46	2009.12.04 15:17	sell	27	1.00	1.00971	1.02971	1.00941
47	2009.12.04 15:20	sell	28	1.00	1.01119	1.03119	1.01089
48	2009.12.04 15:22	t/p	28	1.00	1.01089	1.03119	1.01089	29.68	10598.07
49	2009.12.04 15:22	sell	29	1.00	1.01045	1.03045	1.01015
50	2009.12.04 15:25	sell	30	1.00	1.01082	1.03082	1.01052
51	2009.12.04 15:27	t/p	29	1.00	1.01015	1.03045	1.01015	29.71	10627.78
52	2009.12.04 15:27	t/p	30	1.00	1.01052	1.03082	1.01052	29.71	10657.49
53	2009.12.04 15:27	sell	31	1.00	1.00971	1.02971	1.00941
54	2009.12.04 15:27	t/p	26	1.00	1.00978	1.03008	1.00978	29.75	10687.24
55	2009.12.04 15:27	t/p	27	1.00	1.00941	1.02971	1.00941	29.74	10716.98
56	2009.12.04 15:27	t/p	31	1.00	1.00941	1.02971	1.00941	29.74	10746.72
57	2009.12.04 15:27	sell	32	1.00	1.00856	1.02856	1.00826
58	2009.12.04 15:30	sell	33	1.00	1.00855	1.02855	1.00825
59	2009.12.04 15:32	sell	34	1.00	1.00889	1.02889	1.00859
60	2009.12.04 15:35	sell	35	1.00	1.00879	1.02879	1.00849
61	2009.12.04 15:37	sell	36	1.00	1.00899	1.02899	1.00869
62	2009.12.04 15:40	sell	37	1.00	1.00858	1.02858	1.00828
63	2009.12.04 15:42	sell	38	1.00	1.00868	1.02868	1.00838
64	2009.12.04 15:45	t/p	24	1.00	1.00866	1.02896	1.00866	29.75	10776.47
65	2009.12.04 15:45	t/p	34	1.00	1.00859	1.02889	1.00859	29.75	10806.22
66	2009.12.04 15:45	t/p	35	1.00	1.00849	1.02879	1.00849	29.75	10835.97
67	2009.12.04 15:45	t/p	36	1.00	1.00869	1.02899	1.00869	29.75	10865.72
68	2009.12.04 15:45	sell	39	1.00	1.00828	1.02828	1.00798
69	2009.12.04 15:47	sell	40	1.00	1.00838	1.02838	1.00808
70	2009.12.04 15:50	t/p	25	1.00	1.00829	1.02859	1.00829	29.76	10895.48
71	2009.12.04 15:50	t/p	32	1.00	1.00826	1.02856	1.00826	29.76	10925.24
72	2009.12.04 15:50	t/p	33	1.00	1.00825	1.02855	1.00825	29.77	10955.01
73	2009.12.04 15:50	t/p	37	1.00	1.00828	1.02858	1.00828	29.76	10984.77
74	2009.12.04 15:50	t/p	38	1.00	1.00838	1.02868	1.00838	29.76	11014.53
75	2009.12.04 15:50	t/p	40	1.00	1.00808	1.02838	1.00808	29.76	11044.29
76	2009.12.04 15:50	sell	41	1.00	1.00787	1.02787	1.00757
77	2009.12.04 15:52	sell	42	1.00	1.00807	1.02807	1.00777
78	2009.12.04 15:55	sell	43	1.00	1.00797	1.02797	1.00767
79	2009.12.04 15:57	sell	44	1.00	1.00828	1.02828	1.00798
80	2009.12.04 15:59	sell	45	1.00	1.00837	1.02837	1.00807
81	2009.12.04 16:00	sell	46	1.00	1.00835	1.02835	1.00805
82	2009.12.04 16:02	sell	47	1.00	1.00842	1.02842	1.00812
83	2009.12.04 16:05	sell	48	1.00	1.00865	1.02865	1.00835
84	2009.12.04 16:07	t/p	48	1.00	1.00835	1.02865	1.00835	29.75	11074.04
85	2009.12.04 16:07	sell	49	1.00	1.00820	1.02820	1.00790
86	2009.12.04 16:10	sell	50	1.00	1.00931	1.02931	1.00901
87	2009.12.04 16:12	sell	51	1.00	1.00909	1.02909	1.00879
88	2009.12.04 16:15	sell	52	1.00	1.00998	1.02998	1.00968
89	2009.12.04 16:17	sell	53	1.00	1.00976	1.02976	1.00946
90	2009.12.04 16:20	sell	54	1.00	1.01065	1.03065	1.01035
91	2009.12.04 16:22	t/p	54	1.00	1.01035	1.03065	1.01035	29.69	11103.73
92	2009.12.04 16:22	sell	55	1.00	1.01020	1.03020	1.00990
93	2009.12.04 16:25	sell	56	1.00	1.01043	1.03043	1.01013
94	2009.12.04 16:27	t/p	55	1.00	1.00990	1.03020	1.00990	29.71	11133.44
95	2009.12.04 16:27	t/p	56	1.00	1.01013	1.03043	1.01013	29.70	11163.14
96	2009.12.04 16:27	sell	57	1.00	1.00976	1.02976	1.00946
97	2009.12.04 16:27	sell	58	1.00	1.01050	1.03050	1.01020
98	2009.12.04 16:30	sell	59	1.00	1.01051	1.03051	1.01021
99	2009.12.04 16:32	sell	60	1.00	1.01069	1.03069	1.01039
100	2009.12.04 16:35	sell	61	1.00	1.01095	1.03095	1.01065
101	2009.12.04 16:37	t/p	61	1.00	1.01065	1.03095	1.01065	29.68	11192.82
102	2009.12.04 16:37	sell	62	1.00	1.01043	1.03043	1.01013
103	2009.12.04 16:42	sell	63	1.00	1.01147	1.03147	1.01117
104	2009.12.04 16:50	close at stop	63	1.00	1.01340	1.03147	1.01117	-190.45	11002.37
105	2009.12.04 16:50	close at stop	62	1.00	1.01340	1.03043	1.01013	-293.07	10709.30
106	2009.12.04 16:50	close at stop	60	1.00	1.01340	1.03069	1.01039	-267.42	10441.88
107	2009.12.04 16:50	close at stop	59	1.00	1.01340	1.03051	1.01021	-285.18	10156.70
108	2009.12.04 16:50	close at stop	58	1.00	1.01340	1.03050	1.01020	-286.17	9870.53
109	2009.12.04 16:50	close at stop	57	1.00	1.01340	1.02976	1.00946	-359.19	9511.34
110	2009.12.04 16:50	close at stop	53	1.00	1.01340	1.02976	1.00946	-359.19	9152.15
111	2009.12.04 16:50	close at stop	52	1.00	1.01340	1.02998	1.00968	-337.48	8814.67
112	2009.12.04 16:50	close at stop	51	1.00	1.01340	1.02909	1.00879	-425.30	8389.37
113	2009.12.04 16:50	close at stop	50	1.00	1.01340	1.02931	1.00901	-403.59	7985.78
114	2009.12.04 16:50	close at stop	49	1.00	1.01340	1.02820	1.00790	-513.12	7472.66
115	2009.12.04 16:50	close at stop	47	1.00	1.01340	1.02842	1.00812	-491.42	6981.24
116	2009.12.04 16:50	close at stop	46	1.00	1.01340	1.02835	1.00805	-498.32	6482.92
117	2009.12.04 16:50	close at stop	45	1.00	1.01340	1.02837	1.00807	-496.35	5986.57
118	2009.12.04 16:50	close at stop	44	1.00	1.01340	1.02828	1.00798	-505.23	5481.34
119	2009.12.04 16:50	close at stop	43	1.00	1.01340	1.02797	1.00767	-535.82	4945.52
120	2009.12.04 16:50	close at stop	42	1.00	1.01340	1.02807	1.00777	-525.95	4419.57
121	2009.12.04 16:50	close at stop	41	1.00	1.01340	1.02787	1.00757	-545.69	3873.88
122	2009.12.04 16:50	close at stop	39	1.00	1.01340	1.02828	1.00798	-505.23	3368.65
123	2009.12.04 16:50	close at stop	23	1.00	1.01340	1.02711	1.00681	-620.68	2747.97
124	2009.12.04 16:50	close at stop	21	1.00	1.01340	1.02748	1.00718	-584.17	2163.80
125	2009.12.04 16:50	close at stop	18	1.00	1.01340	1.02500	1.00470	-828.89	1334.91
126	2009.12.04 16:50	close at stop	14	1.00	1.01340	1.02500	1.00470	-828.89	506.02