Report Result : Firebird v63D - Desynced Forex Repository

Strategy Tester Report

Download Firebird v63D

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=0.1; 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	1515	Ticks modelled	13947	Modelling quality	n/a
Mismatched charts errors	2

Initial deposit	10000.00
Total net profit	10.17	Gross profit	19.72	Gross loss	-9.55
Profit factor	2.07	Expected payoff	0.15
Absolute drawdown	5.07	Maximal drawdown	12.28 (0.12%)	Relative drawdown	0.12% (12.28)

Total trades	70	Short positions (won %)	42 (95.24%)	Long positions (won %)	28 (100.00%)
		Profit trades (% of total)	68 (97.14%)	Loss trades (% of total)	2 (2.86%)
Largest		profit trade	0.30	loss trade	-4.78
Average		profit trade	0.29	loss trade	-4.77
Maximum		consecutive wins (profit in money)	36 (10.45)	consecutive losses (loss in money)	2 (-9.55)
Maximal		consecutive profit (count of wins)	10.45 (36)	consecutive loss (count of losses)	-9.55 (2)
Average		consecutive wins	34	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 03:20	sell	1	0.01	1.00557	1.01057	1.00527
2	2009.12.01 03:27	t/p	1	0.01	1.00527	1.01057	1.00527	0.30	10000.30
3	2009.12.01 06:10	sell	2	0.01	1.00576	1.01076	1.00546
4	2009.12.01 06:50	t/p	2	0.01	1.00546	1.01076	1.00546	0.30	10000.60
5	2009.12.01 07:50	buy	3	0.01	1.00375	0.99875	1.00405
6	2009.12.01 07:57	t/p	3	0.01	1.00405	0.99875	1.00405	0.30	10000.90
7	2009.12.01 19:20	buy	4	0.01	0.99787	0.99287	0.99817
8	2009.12.01 19:45	buy	5	0.01	0.99757	0.99257	0.99787
9	2009.12.01 19:50	buy	6	0.01	0.99725	0.99225	0.99755
10	2009.12.01 20:10	t/p	6	0.01	0.99755	0.99225	0.99755	0.30	10001.20
11	2009.12.01 20:20	t/p	5	0.01	0.99787	0.99257	0.99787	0.30	10001.50
12	2009.12.01 20:45	t/p	4	0.01	0.99817	0.99287	0.99817	0.30	10001.80
13	2009.12.03 11:20	buy	7	0.01	0.99683	0.99183	0.99713
14	2009.12.03 11:45	t/p	7	0.01	0.99713	0.99183	0.99713	0.30	10002.10
15	2009.12.03 14:37	buy	8	0.01	0.99596	0.99096	0.99626
16	2009.12.03 14:40	t/p	8	0.01	0.99626	0.99096	0.99626	0.30	10002.40
17	2009.12.11 09:50	buy	9	0.01	1.02515	1.02015	1.02545
18	2009.12.11 09:57	t/p	9	0.01	1.02545	1.02015	1.02545	0.29	10002.69
19	2009.12.11 14:40	sell	10	0.01	1.02588	1.03088	1.02558
20	2009.12.11 14:42	t/p	10	0.01	1.02558	1.03088	1.02558	0.29	10002.98
21	2009.12.11 19:00	sell	11	0.01	1.03388	1.03888	1.03358
22	2009.12.11 19:10	sell	12	0.01	1.03437	1.03937	1.03407
23	2009.12.11 19:15	sell	13	0.01	1.03468	1.03968	1.03438
24	2009.12.11 19:20	sell	14	0.01	1.03498	1.03998	1.03468
25	2009.12.11 19:27	t/p	14	0.01	1.03468	1.03998	1.03468	0.29	10003.27
26	2009.12.11 19:50	t/p	13	0.01	1.03438	1.03968	1.03438	0.29	10003.56
27	2009.12.11 20:20	t/p	12	0.01	1.03407	1.03937	1.03407	0.29	10003.85
28	2009.12.14 01:20	t/p	11	0.01	1.03358	1.03888	1.03358	0.28	10004.13
29	2009.12.18 17:15	sell	15	0.01	1.04601	1.05101	1.04571
30	2009.12.18 17:20	t/p	15	0.01	1.04571	1.05101	1.04571	0.29	10004.42
31	2009.12.18 17:20	sell	16	0.01	1.04498	1.04998	1.04468
32	2009.12.18 17:22	sell	17	0.01	1.04550	1.05050	1.04520
33	2009.12.18 17:27	sell	18	0.01	1.04601	1.05101	1.04571
34	2009.12.18 17:27	t/p	18	0.01	1.04571	1.05101	1.04571	0.28	10004.70
35	2009.12.18 17:32	sell	19	0.01	1.04602	1.05102	1.04572
36	2009.12.18 17:45	t/p	19	0.01	1.04572	1.05102	1.04572	0.29	10004.99
37	2009.12.18 17:50	t/p	17	0.01	1.04520	1.05050	1.04520	0.29	10005.28
38	2009.12.18 17:57	sell	20	0.01	1.04536	1.05036	1.04506
39	2009.12.18 18:10	t/p	20	0.01	1.04506	1.05036	1.04506	0.29	10005.57
40	2009.12.18 18:15	t/p	16	0.01	1.04468	1.04998	1.04468	0.29	10005.86
41	2009.12.21 03:15	sell	21	0.01	1.04274	1.04774	1.04244
42	2009.12.21 03:50	t/p	21	0.01	1.04244	1.04774	1.04244	0.29	10006.15
43	2009.12.21 03:57	sell	22	0.01	1.04261	1.04761	1.04231
44	2009.12.21 04:07	sell	23	0.01	1.04293	1.04793	1.04263
45	2009.12.21 04:15	t/p	23	0.01	1.04263	1.04793	1.04263	0.29	10006.44
46	2009.12.21 04:20	t/p	22	0.01	1.04231	1.04761	1.04231	0.29	10006.73
47	2009.12.21 08:20	buy	24	0.01	1.04058	1.03558	1.04088
48	2009.12.21 08:27	t/p	24	0.01	1.04088	1.03558	1.04088	0.29	10007.02
49	2009.12.21 15:45	sell	25	0.01	1.04296	1.04796	1.04266
50	2009.12.21 19:03	sell	26	0.01	1.04424	1.04924	1.04394
51	2009.12.21 19:10	sell	27	0.01	1.04469	1.04969	1.04439
52	2009.12.21 19:16	sell	28	0.01	1.04515	1.05015	1.04485
53	2009.12.21 19:26	t/p	28	0.01	1.04485	1.05015	1.04485	0.29	10007.31
54	2009.12.21 19:40	sell	29	0.01	1.04523	1.05023	1.04493
55	2009.12.21 19:45	sell	30	0.01	1.04556	1.05056	1.04526
56	2009.12.21 19:50	sell	31	0.01	1.04588	1.05088	1.04558
57	2009.12.21 19:59	t/p	31	0.01	1.04558	1.05088	1.04558	0.29	10007.60
58	2009.12.21 20:02	sell	32	0.01	1.04615	1.05115	1.04585
59	2009.12.21 20:15	t/p	32	0.01	1.04585	1.05115	1.04585	0.28	10007.88
60	2009.12.21 20:20	t/p	30	0.01	1.04526	1.05056	1.04526	0.29	10008.17
61	2009.12.21 20:45	sell	33	0.01	1.04561	1.05061	1.04531
62	2009.12.22 00:50	t/p	33	0.01	1.04531	1.05061	1.04531	0.28	10008.45
63	2009.12.22 07:45	sell	34	0.01	1.04653	1.05153	1.04623
64	2009.12.22 07:50	sell	35	0.01	1.04686	1.05186	1.04656
65	2009.12.22 07:57	t/p	35	0.01	1.04656	1.05186	1.04656	0.29	10008.74
66	2009.12.22 08:07	sell	36	0.01	1.04694	1.05194	1.04664
67	2009.12.22 08:10	t/p	36	0.01	1.04664	1.05194	1.04664	0.29	10009.03
68	2009.12.22 08:15	t/p	34	0.01	1.04623	1.05153	1.04623	0.29	10009.32
69	2009.12.22 08:32	t/p	29	0.01	1.04493	1.05023	1.04493	0.27	10009.60
70	2009.12.22 09:20	t/p	27	0.01	1.04439	1.04969	1.04439	0.28	10009.88
71	2009.12.22 10:16	sell	37	0.01	1.04671	1.05171	1.04641
72	2009.12.22 10:26	t/p	37	0.01	1.04641	1.05171	1.04641	0.28	10010.16
73	2009.12.22 10:26	sell	38	0.01	1.04656	1.05156	1.04626
74	2009.12.22 10:40	t/p	38	0.01	1.04626	1.05156	1.04626	0.29	10010.45
75	2009.12.22 11:50	s/l	25	0.01	1.04796	1.04796	1.04266	-4.78	10005.67
76	2009.12.22 13:45	s/l	26	0.01	1.04924	1.04924	1.04394	-4.77	10000.90
77	2009.12.22 14:46	buy	39	0.01	1.04569	1.04069	1.04599
78	2009.12.22 14:50	t/p	39	0.01	1.04599	1.04069	1.04599	0.29	10001.19
79	2009.12.22 14:50	buy	40	0.01	1.04625	1.04125	1.04655
80	2009.12.22 14:56	t/p	40	0.01	1.04655	1.04125	1.04655	0.29	10001.48
81	2009.12.22 14:59	buy	41	0.01	1.04622	1.04122	1.04652
82	2009.12.22 15:10	t/p	41	0.01	1.04652	1.04122	1.04652	0.29	10001.77
83	2009.12.22 16:02	sell	42	0.01	1.04983	1.05483	1.04953
84	2009.12.22 16:10	t/p	42	0.01	1.04953	1.05483	1.04953	0.28	10002.05
85	2009.12.22 16:10	sell	43	0.01	1.04933	1.05433	1.04903
86	2009.12.22 16:15	t/p	43	0.01	1.04903	1.05433	1.04903	0.28	10002.33
87	2009.12.22 16:17	sell	44	0.01	1.04899	1.05399	1.04869
88	2009.12.22 16:20	t/p	44	0.01	1.04869	1.05399	1.04869	0.29	10002.62
89	2009.12.22 16:45	sell	45	0.01	1.04934	1.05434	1.04904
90	2009.12.22 16:50	sell	46	0.01	1.04997	1.05497	1.04967
91	2009.12.22 16:57	t/p	46	0.01	1.04967	1.05497	1.04967	0.29	10002.91
92	2009.12.22 17:20	t/p	45	0.01	1.04904	1.05434	1.04904	0.28	10003.19
93	2009.12.23 20:20	buy	47	0.01	1.03764	1.03264	1.03794
94	2009.12.23 20:33	t/p	47	0.01	1.03794	1.03264	1.03794	0.29	10003.48
95	2009.12.24 03:20	buy	48	0.01	1.03777	1.03277	1.03807
96	2009.12.24 03:50	t/p	48	0.01	1.03807	1.03277	1.03807	0.29	10003.77
97	2009.12.30 04:00	sell	49	0.01	1.03913	1.04413	1.03883
98	2009.12.30 04:20	t/p	49	0.01	1.03883	1.04413	1.03883	0.29	10004.06
99	2009.12.30 04:27	sell	50	0.01	1.03907	1.04407	1.03877
100	2009.12.30 04:32	sell	51	0.01	1.03938	1.04438	1.03908
101	2009.12.30 04:45	t/p	51	0.01	1.03908	1.04438	1.03908	0.29	10004.35
102	2009.12.30 04:50	t/p	50	0.01	1.03877	1.04407	1.03877	0.29	10004.64
103	2009.12.30 12:45	sell	52	0.01	1.03840	1.04340	1.03810
104	2009.12.30 12:50	sell	53	0.01	1.03900	1.04400	1.03870
105	2009.12.30 12:57	t/p	53	0.01	1.03870	1.04400	1.03870	0.29	10004.93
106	2009.12.30 13:07	sell	54	0.01	1.03871	1.04371	1.03841
107	2009.12.30 13:10	t/p	54	0.01	1.03841	1.04371	1.03841	0.29	10005.22
108	2009.12.30 13:15	t/p	52	0.01	1.03810	1.04340	1.03810	0.29	10005.51
109	2009.12.30 13:32	sell	55	0.01	1.03837	1.04337	1.03807
110	2009.12.30 13:45	t/p	55	0.01	1.03807	1.04337	1.03807	0.29	10005.80
111	2009.12.31 10:00	buy	56	0.01	1.03035	1.02535	1.03065
112	2009.12.31 10:15	buy	57	0.01	1.02964	1.02464	1.02994
113	2009.12.31 10:20	buy	58	0.01	1.02903	1.02403	1.02933
114	2009.12.31 10:27	t/p	58	0.01	1.02933	1.02403	1.02933	0.29	10006.09
115	2009.12.31 10:27	buy	59	0.01	1.02928	1.02428	1.02958
116	2009.12.31 10:40	t/p	57	0.01	1.02994	1.02464	1.02994	0.29	10006.38
117	2009.12.31 10:40	t/p	59	0.01	1.02958	1.02428	1.02958	0.29	10006.67
118	2009.12.31 10:42	buy	60	0.01	1.03004	1.02504	1.03034
119	2009.12.31 10:45	t/p	56	0.01	1.03065	1.02535	1.03065	0.29	10006.96
120	2009.12.31 10:45	t/p	60	0.01	1.03034	1.02504	1.03034	0.29	10007.25
121	2009.12.31 10:45	buy	61	0.01	1.03081	1.02581	1.03111
122	2009.12.31 10:50	t/p	61	0.01	1.03111	1.02581	1.03111	0.29	10007.54
123	2009.12.31 10:57	buy	62	0.01	1.03062	1.02562	1.03092
124	2009.12.31 10:59	t/p	62	0.01	1.03092	1.02562	1.03092	0.30	10007.84
125	2009.12.31 11:15	buy	63	0.01	1.03019	1.02519	1.03049
126	2009.12.31 11:20	buy	64	0.01	1.02956	1.02456	1.02986
127	2009.12.31 11:27	t/p	64	0.01	1.02986	1.02456	1.02986	0.30	10008.14
128	2009.12.31 11:27	buy	65	0.01	1.02986	1.02486	1.03016
129	2009.12.31 12:15	buy	66	0.01	1.02935	1.02435	1.02965
130	2009.12.31 12:20	buy	67	0.01	1.02894	1.02394	1.02924
131	2009.12.31 12:37	buy	68	0.01	1.02861	1.02361	1.02891
132	2009.12.31 12:40	t/p	67	0.01	1.02924	1.02394	1.02924	0.29	10008.43
133	2009.12.31 12:40	t/p	68	0.01	1.02891	1.02361	1.02891	0.29	10008.72
134	2009.12.31 12:45	t/p	66	0.01	1.02965	1.02435	1.02965	0.29	10009.01
135	2009.12.31 12:50	t/p	63	0.01	1.03049	1.02519	1.03049	0.29	10009.30
136	2009.12.31 12:50	t/p	65	0.01	1.03016	1.02486	1.03016	0.29	10009.59
137	2009.12.31 13:50	buy	69	0.01	1.02913	1.02413	1.02943
138	2009.12.31 13:59	t/p	69	0.01	1.02943	1.02413	1.02943	0.29	10009.88
139	2009.12.31 14:07	buy	70	0.01	1.02890	1.02390	1.02920
140	2009.12.31 14:10	t/p	70	0.01	1.02920	1.02390	1.02920	0.29	10010.17