Report Result : Firebird v63E - Desynced Forex Repository

Strategy Tester Report

Download Firebird v63E

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

Initial deposit	10000.00
Total net profit	93.08	Gross profit	179.54	Gross loss	-86.46
Profit factor	2.08	Expected payoff	1.43
Absolute drawdown	76.08	Maximal drawdown	108.66 (1.08%)	Relative drawdown	1.08% (108.66)

Total trades	65	Short positions (won %)	39 (92.31%)	Long positions (won %)	26 (100.00%)
		Profit trades (% of total)	62 (95.38%)	Loss trades (% of total)	3 (4.62%)
Largest		profit trade	3.01	loss trade	-29.14
Average		profit trade	2.90	loss trade	-28.82
Maximum		consecutive wins (profit in money)	37 (106.62)	consecutive losses (loss in money)	1 (-29.14)
Maximal		consecutive profit (count of wins)	106.62 (37)	consecutive loss (count of losses)	-29.14 (1)
Average		consecutive wins	16	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 03:20	sell	1	0.10	1.00557	1.00857	1.00527
2	2009.12.01 03:27	t/p	1	0.10	1.00527	1.00857	1.00527	2.98	10002.98
3	2009.12.01 06:10	sell	2	0.10	1.00576	1.00876	1.00546
4	2009.12.01 06:50	t/p	2	0.10	1.00546	1.00876	1.00546	2.98	10005.96
5	2009.12.01 07:50	buy	3	0.10	1.00379	1.00079	1.00409
6	2009.12.01 07:57	t/p	3	0.10	1.00409	1.00079	1.00409	2.98	10008.94
7	2009.12.01 19:20	buy	4	0.10	0.99791	0.99491	0.99821
8	2009.12.01 19:45	buy	5	0.10	0.99761	0.99461	0.99791
9	2009.12.01 19:50	buy	6	0.10	0.99729	0.99429	0.99759
10	2009.12.01 20:10	t/p	6	0.10	0.99759	0.99429	0.99759	3.01	10011.95
11	2009.12.01 20:20	t/p	5	0.10	0.99791	0.99461	0.99791	3.01	10014.96
12	2009.12.01 20:45	t/p	4	0.10	0.99821	0.99491	0.99821	3.01	10017.97
13	2009.12.03 11:20	buy	7	0.10	0.99687	0.99387	0.99717
14	2009.12.03 11:45	t/p	7	0.10	0.99717	0.99387	0.99717	3.01	10020.98
15	2009.12.03 14:37	buy	8	0.10	0.99600	0.99300	0.99630
16	2009.12.03 14:40	t/p	8	0.10	0.99630	0.99300	0.99630	3.01	10023.99
17	2009.12.11 09:50	buy	9	0.10	1.02519	1.02219	1.02549
18	2009.12.11 09:59	t/p	9	0.10	1.02549	1.02219	1.02549	2.93	10026.92
19	2009.12.11 14:40	sell	10	0.10	1.02588	1.02888	1.02558
20	2009.12.11 15:13	s/l	10	0.10	1.02888	1.02888	1.02558	-29.14	9997.78
21	2009.12.11 19:00	sell	11	0.10	1.03388	1.03688	1.03358
22	2009.12.11 19:10	sell	12	0.10	1.03437	1.03737	1.03407
23	2009.12.11 19:15	sell	13	0.10	1.03468	1.03768	1.03438
24	2009.12.11 19:20	sell	14	0.10	1.03498	1.03798	1.03468
25	2009.12.11 19:27	t/p	14	0.10	1.03468	1.03798	1.03468	2.90	10000.68
26	2009.12.11 19:50	t/p	13	0.10	1.03438	1.03768	1.03438	2.90	10003.58
27	2009.12.11 20:20	t/p	12	0.10	1.03407	1.03737	1.03407	2.90	10006.48
28	2009.12.14 01:20	t/p	11	0.10	1.03358	1.03688	1.03358	2.83	10009.31
29	2009.12.18 17:15	sell	15	0.10	1.04601	1.04901	1.04571
30	2009.12.18 17:20	t/p	15	0.10	1.04571	1.04901	1.04571	2.87	10012.18
31	2009.12.18 17:20	sell	16	0.10	1.04498	1.04798	1.04468
32	2009.12.18 17:22	sell	17	0.10	1.04550	1.04850	1.04520
33	2009.12.18 17:27	sell	18	0.10	1.04601	1.04901	1.04571
34	2009.12.18 17:27	t/p	18	0.10	1.04571	1.04901	1.04571	2.87	10015.05
35	2009.12.18 17:32	sell	19	0.10	1.04602	1.04902	1.04572
36	2009.12.18 17:45	t/p	19	0.10	1.04572	1.04902	1.04572	2.87	10017.92
37	2009.12.18 17:50	t/p	17	0.10	1.04520	1.04850	1.04520	2.87	10020.79
38	2009.12.18 17:57	sell	20	0.10	1.04536	1.04836	1.04506
39	2009.12.18 18:10	t/p	20	0.10	1.04506	1.04836	1.04506	2.87	10023.66
40	2009.12.18 18:15	t/p	16	0.10	1.04468	1.04798	1.04468	2.87	10026.53
41	2009.12.21 03:15	sell	21	0.10	1.04274	1.04574	1.04244
42	2009.12.21 04:15	t/p	21	0.10	1.04244	1.04574	1.04244	2.88	10029.41
43	2009.12.21 08:20	buy	22	0.10	1.04062	1.03762	1.04092
44	2009.12.21 08:27	t/p	22	0.10	1.04092	1.03762	1.04092	2.88	10032.29
45	2009.12.21 15:45	sell	23	0.10	1.04296	1.04596	1.04266
46	2009.12.21 17:32	s/l	23	0.10	1.04596	1.04596	1.04266	-28.68	10003.61
47	2009.12.21 19:03	sell	24	0.10	1.04424	1.04724	1.04394
48	2009.12.21 19:10	sell	25	0.10	1.04469	1.04769	1.04439
49	2009.12.21 19:16	sell	26	0.10	1.04515	1.04815	1.04485
50	2009.12.21 19:26	t/p	26	0.10	1.04485	1.04815	1.04485	2.88	10006.49
51	2009.12.21 19:40	sell	27	0.10	1.04523	1.04823	1.04493
52	2009.12.21 19:45	sell	28	0.10	1.04556	1.04856	1.04526
53	2009.12.21 19:50	sell	29	0.10	1.04588	1.04888	1.04558
54	2009.12.21 20:07	sell	30	0.10	1.04628	1.04928	1.04598
55	2009.12.21 20:10	t/p	30	0.10	1.04598	1.04928	1.04598	2.87	10009.36
56	2009.12.21 20:15	t/p	29	0.10	1.04558	1.04888	1.04558	2.87	10012.23
57	2009.12.21 20:20	t/p	28	0.10	1.04526	1.04856	1.04526	2.87	10015.10
58	2009.12.21 20:45	sell	31	0.10	1.04561	1.04861	1.04531
59	2009.12.21 21:20	s/l	24	0.10	1.04724	1.04724	1.04394	-28.64	9986.46
60	2009.12.22 00:50	t/p	31	0.10	1.04531	1.04861	1.04531	2.79	9989.25
61	2009.12.22 07:45	sell	32	0.10	1.04653	1.04953	1.04623
62	2009.12.22 07:50	sell	33	0.10	1.04686	1.04986	1.04656
63	2009.12.22 07:59	t/p	33	0.10	1.04656	1.04986	1.04656	2.86	9992.11
64	2009.12.22 08:07	sell	34	0.10	1.04694	1.04994	1.04664
65	2009.12.22 08:10	t/p	34	0.10	1.04664	1.04994	1.04664	2.87	9994.98
66	2009.12.22 08:15	t/p	32	0.10	1.04623	1.04953	1.04623	2.87	9997.85
67	2009.12.22 08:32	t/p	27	0.10	1.04493	1.04823	1.04493	2.80	10000.65
68	2009.12.22 09:20	t/p	25	0.10	1.04439	1.04769	1.04439	2.79	10003.44
69	2009.12.22 10:16	sell	35	0.10	1.04671	1.04971	1.04641
70	2009.12.22 10:26	t/p	35	0.10	1.04641	1.04971	1.04641	2.87	10006.31
71	2009.12.22 10:26	sell	36	0.10	1.04656	1.04956	1.04626
72	2009.12.22 10:45	t/p	36	0.10	1.04626	1.04956	1.04626	2.87	10009.18
73	2009.12.22 14:46	buy	37	0.10	1.04573	1.04273	1.04603
74	2009.12.22 14:50	t/p	37	0.10	1.04603	1.04273	1.04603	2.87	10012.05
75	2009.12.22 14:50	buy	38	0.10	1.04629	1.04329	1.04659
76	2009.12.22 14:56	t/p	38	0.10	1.04659	1.04329	1.04659	2.87	10014.92
77	2009.12.22 14:59	buy	39	0.10	1.04626	1.04326	1.04656
78	2009.12.22 15:10	t/p	39	0.10	1.04656	1.04326	1.04656	2.87	10017.79
79	2009.12.22 16:02	sell	40	0.10	1.04983	1.05283	1.04953
80	2009.12.22 16:10	t/p	40	0.10	1.04953	1.05283	1.04953	2.86	10020.65
81	2009.12.22 16:10	sell	41	0.10	1.04933	1.05233	1.04903
82	2009.12.22 16:15	t/p	41	0.10	1.04903	1.05233	1.04903	2.86	10023.51
83	2009.12.22 16:17	sell	42	0.10	1.04899	1.05199	1.04869
84	2009.12.22 16:20	t/p	42	0.10	1.04869	1.05199	1.04869	2.87	10026.38
85	2009.12.22 16:45	sell	43	0.10	1.04934	1.05234	1.04904
86	2009.12.22 16:50	sell	44	0.10	1.04997	1.05297	1.04967
87	2009.12.22 16:57	t/p	44	0.10	1.04967	1.05297	1.04967	2.86	10029.24
88	2009.12.22 17:20	t/p	43	0.10	1.04904	1.05234	1.04904	2.86	10032.10
89	2009.12.23 20:20	buy	45	0.10	1.03768	1.03468	1.03798
90	2009.12.23 20:33	t/p	45	0.10	1.03798	1.03468	1.03798	2.89	10034.99
91	2009.12.24 03:20	buy	46	0.10	1.03781	1.03481	1.03811
92	2009.12.24 04:10	t/p	46	0.10	1.03811	1.03481	1.03811	2.89	10037.88
93	2009.12.30 04:00	sell	47	0.10	1.03913	1.04213	1.03883
94	2009.12.30 04:37	sell	48	0.10	1.03946	1.04246	1.03916
95	2009.12.30 04:45	t/p	48	0.10	1.03916	1.04246	1.03916	2.89	10040.77
96	2009.12.30 04:50	t/p	47	0.10	1.03883	1.04213	1.03883	2.89	10043.66
97	2009.12.30 12:45	sell	49	0.10	1.03840	1.04140	1.03810
98	2009.12.30 12:50	sell	50	0.10	1.03900	1.04200	1.03870
99	2009.12.30 12:57	t/p	50	0.10	1.03870	1.04200	1.03870	2.89	10046.55
100	2009.12.30 13:07	sell	51	0.10	1.03871	1.04171	1.03841
101	2009.12.30 13:10	t/p	51	0.10	1.03841	1.04171	1.03841	2.88	10049.43
102	2009.12.30 13:15	t/p	49	0.10	1.03810	1.04140	1.03810	2.89	10052.32
103	2009.12.30 13:32	sell	52	0.10	1.03837	1.04137	1.03807
104	2009.12.30 13:50	t/p	52	0.10	1.03807	1.04137	1.03807	2.89	10055.21
105	2009.12.31 10:00	buy	53	0.10	1.03039	1.02739	1.03069
106	2009.12.31 10:15	buy	54	0.10	1.02968	1.02668	1.02998
107	2009.12.31 10:20	buy	55	0.10	1.02907	1.02607	1.02937
108	2009.12.31 10:27	t/p	55	0.10	1.02937	1.02607	1.02937	2.92	10058.13
109	2009.12.31 10:27	buy	56	0.10	1.02932	1.02632	1.02962
110	2009.12.31 10:40	t/p	54	0.10	1.02998	1.02668	1.02998	2.91	10061.04
111	2009.12.31 10:40	t/p	56	0.10	1.02962	1.02632	1.02962	2.92	10063.96
112	2009.12.31 10:42	buy	57	0.10	1.03008	1.02708	1.03038
113	2009.12.31 10:45	t/p	57	0.10	1.03038	1.02708	1.03038	2.91	10066.87
114	2009.12.31 10:50	t/p	53	0.10	1.03069	1.02739	1.03069	2.91	10069.78
115	2009.12.31 10:57	buy	58	0.10	1.03066	1.02766	1.03096
116	2009.12.31 10:59	t/p	58	0.10	1.03096	1.02766	1.03096	2.91	10072.69
117	2009.12.31 11:15	buy	59	0.10	1.03023	1.02723	1.03053
118	2009.12.31 11:20	buy	60	0.10	1.02960	1.02660	1.02990
119	2009.12.31 11:27	t/p	60	0.10	1.02990	1.02660	1.02990	2.91	10075.60
120	2009.12.31 11:27	buy	61	0.10	1.02990	1.02690	1.03020
121	2009.12.31 12:15	buy	62	0.10	1.02939	1.02639	1.02969
122	2009.12.31 12:20	buy	63	0.10	1.02898	1.02598	1.02928
123	2009.12.31 12:37	buy	64	0.10	1.02865	1.02565	1.02895
124	2009.12.31 12:40	t/p	63	0.10	1.02928	1.02598	1.02928	2.91	10078.51
125	2009.12.31 12:40	t/p	64	0.10	1.02895	1.02565	1.02895	2.92	10081.43
126	2009.12.31 12:45	t/p	62	0.10	1.02969	1.02639	1.02969	2.92	10084.35
127	2009.12.31 12:50	t/p	61	0.10	1.03020	1.02690	1.03020	2.91	10087.26
128	2009.12.31 14:07	buy	65	0.10	1.02894	1.02594	1.02924
129	2009.12.31 14:10	t/p	65	0.10	1.02924	1.02594	1.02924	2.91	10090.17
130	2009.12.31 14:20	t/p	59	0.10	1.03053	1.02723	1.03053	2.91	10093.08