Report Result : Firebird_ v057 - Desynced Forex Repository

Strategy Tester Report

Download Firebird_ v057

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; Percent=0.7; TradeOnFriday=1; MAtype=1; slip=100; Lots=1; TakeProfit=30; Stoploss=200; PipStep=30; IncreasementType=0;

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

Initial deposit	10000.00
Total net profit	-522.86	Gross profit	1064.70	Gross loss	-1587.56
Profit factor	0.67	Expected payoff	-10.25
Absolute drawdown	910.97	Maximal drawdown	1180.50 (11.50%)	Relative drawdown	11.50% (1180.50)

Total trades	51	Short positions (won %)	51 (66.67%)	Long positions (won %)	0 (0.00%)
		Profit trades (% of total)	34 (66.67%)	Loss trades (% of total)	17 (33.33%)
Largest		profit trade	65.21	loss trade	-197.12
Average		profit trade	31.31	loss trade	-93.39
Maximum		consecutive wins (profit in money)	8 (236.88)	consecutive losses (loss in money)	6 (-591.16)
Maximal		consecutive profit (count of wins)	236.88 (8)	consecutive loss (count of losses)	-591.16 (6)
Average		consecutive wins	4	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.04 14:50	sell	1	1.00	1.00968	1.01168	1.00938
2	2009.12.04 14:52	t/p	1	1.00	1.00938	1.01168	1.00938	29.78	10029.78
3	2009.12.04 14:55	sell	2	1.00	1.00851	1.01051	1.00821
4	2009.12.04 14:57	t/p	2	1.00	1.00821	1.01051	1.00821	29.84	10059.62
5	2009.12.04 15:15	sell	3	1.00	1.01008	1.01208	1.00978
6	2009.12.04 15:20	sell	4	1.00	1.01119	1.01319	1.01089
7	2009.12.04 15:22	t/p	4	1.00	1.01089	1.01319	1.01089	29.68	10089.30
8	2009.12.04 15:22	sell	5	1.00	1.01045	1.01245	1.01015
9	2009.12.04 15:22	modify	3	1.00	1.01008	1.01127	1.00997
10	2009.12.04 15:22	modify	5	1.00	1.01045	1.01127	1.00997
11	2009.12.04 15:25	sell	6	1.00	1.01082	1.01282	1.01052
12	2009.12.04 15:27	t/p	3	1.00	1.00997	1.01127	1.00997	10.90	10100.20
13	2009.12.04 15:27	t/p	5	1.00	1.00997	1.01127	1.00997	47.54	10147.74
14	2009.12.04 15:27	t/p	6	1.00	1.01052	1.01282	1.01052	29.71	10177.45
15	2009.12.04 15:27	sell	7	1.00	1.00971	1.01171	1.00941
16	2009.12.04 15:27	t/p	7	1.00	1.00941	1.01171	1.00941	29.74	10207.19
17	2009.12.04 16:20	sell	8	1.00	1.01065	1.01265	1.01035
18	2009.12.04 16:22	t/p	8	1.00	1.01035	1.01265	1.01035	29.69	10236.88
19	2009.12.04 16:27	sell	9	1.00	1.01050	1.01250	1.01020
20	2009.12.04 16:35	sell	10	1.00	1.01095	1.01295	1.01065
21	2009.12.04 16:35	modify	9	1.00	1.01050	1.01173	1.01043
22	2009.12.04 16:35	modify	10	1.00	1.01095	1.01173	1.01043
23	2009.12.04 16:40	s/l	9	1.00	1.01173	1.01173	1.01043	-121.56	10115.32
24	2009.12.04 16:40	s/l	10	1.00	1.01173	1.01173	1.01043	-77.08	10038.24
25	2009.12.04 16:40	sell	11	1.00	1.01173	1.01373	1.01143
26	2009.12.04 16:45	sell	12	1.00	1.01250	1.01450	1.01220
27	2009.12.04 16:45	modify	11	1.00	1.01173	1.01312	1.01182
28	2009.12.04 16:45	modify	12	1.00	1.01250	1.01312	1.01182
29	2009.12.04 16:50	s/l	11	1.00	1.01312	1.01312	1.01182	-137.16	9901.08
30	2009.12.04 16:50	s/l	12	1.00	1.01312	1.01312	1.01182	-61.18	9839.90
31	2009.12.04 16:50	sell	13	1.00	1.01328	1.01528	1.01298
32	2009.12.04 16:52	t/p	13	1.00	1.01298	1.01528	1.01298	29.61	9869.51
33	2009.12.04 16:52	sell	14	1.00	1.01276	1.01476	1.01246
34	2009.12.04 16:57	t/p	14	1.00	1.01246	1.01476	1.01246	29.63	9899.14
35	2009.12.04 16:57	sell	15	1.00	1.01224	1.01424	1.01194
36	2009.12.04 16:59	sell	16	1.00	1.01296	1.01496	1.01266
37	2009.12.04 16:59	modify	15	1.00	1.01224	1.01360	1.01230
38	2009.12.04 16:59	modify	16	1.00	1.01296	1.01360	1.01230
39	2009.12.04 17:07	t/p	15	1.00	1.01230	1.01360	1.01230	-5.93	9893.21
40	2009.12.04 17:07	t/p	16	1.00	1.01230	1.01360	1.01230	65.21	9958.42
41	2009.12.04 17:07	sell	17	1.00	1.01198	1.01398	1.01168
42	2009.12.04 17:10	sell	18	1.00	1.01310	1.01510	1.01280
43	2009.12.04 17:15	sell	19	1.00	1.01378	1.01578	1.01348
44	2009.12.04 17:20	s/l	17	1.00	1.01398	1.01398	1.01168	-197.12	9761.30
45	2009.12.04 17:20	sell	20	1.00	1.01445	1.01645	1.01415
46	2009.12.04 17:22	t/p	20	1.00	1.01415	1.01645	1.01415	29.58	9790.88
47	2009.12.04 17:25	sell	21	1.00	1.01423	1.01623	1.01393
48	2009.12.04 17:27	t/p	21	1.00	1.01393	1.01623	1.01393	29.60	9820.48
49	2009.12.04 17:27	sell	22	1.00	1.01437	1.01637	1.01407
50	2009.12.04 17:45	t/p	22	1.00	1.01407	1.01637	1.01407	29.59	9850.07
51	2009.12.04 17:50	t/p	19	1.00	1.01348	1.01578	1.01348	29.60	9879.67
52	2009.12.04 17:52	sell	23	1.00	1.01352	1.01552	1.01322
53	2009.12.04 17:52	modify	18	1.00	1.01310	1.01431	1.01301
54	2009.12.04 17:52	modify	23	1.00	1.01352	1.01431	1.01301
55	2009.12.04 18:15	sell	24	1.00	1.01410	1.01610	1.01380
56	2009.12.04 18:20	s/l	18	1.00	1.01431	1.01431	1.01301	-119.26	9760.41
57	2009.12.04 18:20	s/l	23	1.00	1.01431	1.01431	1.01301	-77.87	9682.54
58	2009.12.04 18:20	sell	25	1.00	1.01447	1.01647	1.01417
59	2009.12.04 18:20	modify	24	1.00	1.01410	1.01529	1.01399
60	2009.12.04 18:20	modify	25	1.00	1.01447	1.01529	1.01399
61	2009.12.04 18:27	t/p	24	1.00	1.01399	1.01529	1.01399	10.85	9693.39
62	2009.12.04 18:27	t/p	25	1.00	1.01399	1.01529	1.01399	47.34	9740.73
63	2009.12.04 18:27	sell	26	1.00	1.01380	1.01580	1.01350
64	2009.12.04 18:32	t/p	26	1.00	1.01350	1.01580	1.01350	29.60	9770.33
65	2009.12.04 18:40	sell	27	1.00	1.01369	1.01569	1.01339
66	2009.12.04 18:45	sell	28	1.00	1.01402	1.01602	1.01372
67	2009.12.04 18:45	modify	27	1.00	1.01369	1.01486	1.01356
68	2009.12.04 18:45	modify	28	1.00	1.01402	1.01486	1.01356
69	2009.12.04 18:50	sell	29	1.00	1.01436	1.01636	1.01406
70	2009.12.04 18:57	t/p	29	1.00	1.01406	1.01636	1.01406	29.59	9799.92
71	2009.12.04 19:13	s/l	27	1.00	1.01486	1.01486	1.01356	-115.27	9684.65
72	2009.12.04 19:13	s/l	28	1.00	1.01486	1.01486	1.01356	-82.76	9601.89
73	2009.12.04 19:20	sell	30	1.00	1.01546	1.01746	1.01516
74	2009.12.04 19:26	sell	31	1.00	1.01610	1.01810	1.01580
75	2009.12.04 19:26	modify	30	1.00	1.01546	1.01678	1.01548
76	2009.12.04 19:26	modify	31	1.00	1.01610	1.01678	1.01548
77	2009.12.04 19:35	sell	32	1.00	1.01646	1.01846	1.01616
78	2009.12.04 19:40	s/l	30	1.00	1.01678	1.01678	1.01548	-129.77	9472.12
79	2009.12.04 19:40	s/l	31	1.00	1.01678	1.01678	1.01548	-66.85	9405.27
80	2009.12.04 19:40	sell	33	1.00	1.01704	1.01904	1.01674
81	2009.12.04 19:40	modify	32	1.00	1.01646	1.01775	1.01645
82	2009.12.04 19:40	modify	33	1.00	1.01704	1.01775	1.01645
83	2009.12.04 19:45	s/l	32	1.00	1.01775	1.01775	1.01645	-126.75	9278.52
84	2009.12.04 19:45	s/l	33	1.00	1.01775	1.01775	1.01645	-69.76	9208.76
85	2009.12.04 19:45	sell	34	1.00	1.01762	1.01962	1.01732
86	2009.12.04 19:50	sell	35	1.00	1.01820	1.02020	1.01790
87	2009.12.04 19:50	modify	34	1.00	1.01762	1.01891	1.01761
88	2009.12.04 19:50	modify	35	1.00	1.01820	1.01891	1.01761
89	2009.12.04 19:57	t/p	34	1.00	1.01761	1.01891	1.01761	0.99	9209.75
90	2009.12.04 19:57	t/p	35	1.00	1.01761	1.01891	1.01761	57.99	9267.74
91	2009.12.04 19:57	sell	36	1.00	1.01743	1.01943	1.01713
92	2009.12.04 19:59	sell	37	1.00	1.01776	1.01976	1.01746
93	2009.12.04 19:59	modify	36	1.00	1.01743	1.01860	1.01730
94	2009.12.04 19:59	modify	37	1.00	1.01776	1.01860	1.01730
95	2009.12.04 20:02	sell	38	1.00	1.01819	1.02019	1.01789
96	2009.12.04 20:15	t/p	38	1.00	1.01789	1.02019	1.01789	29.47	9297.21
97	2009.12.04 20:37	t/p	36	1.00	1.01730	1.01860	1.01730	12.78	9309.99
98	2009.12.04 20:37	t/p	37	1.00	1.01730	1.01860	1.01730	45.22	9355.21
99	2009.12.04 20:37	sell	39	1.00	1.01713	1.01913	1.01683
100	2009.12.04 20:40	sell	40	1.00	1.01802	1.02002	1.01772
101	2009.12.04 20:40	modify	39	1.00	1.01713	1.01858	1.01728
102	2009.12.04 20:40	modify	40	1.00	1.01802	1.01858	1.01728
103	2009.12.04 20:45	s/l	39	1.00	1.01858	1.01858	1.01728	-142.34	9212.87
104	2009.12.04 20:45	s/l	40	1.00	1.01858	1.01858	1.01728	-54.97	9157.90
105	2009.12.04 20:45	sell	41	1.00	1.01856	1.02056	1.01826
106	2009.12.04 20:50	sell	42	1.00	1.01909	1.02109	1.01879
107	2009.12.04 20:50	modify	41	1.00	1.01856	1.01983	1.01853
108	2009.12.04 20:50	modify	42	1.00	1.01909	1.01983	1.01853
109	2009.12.04 20:57	t/p	41	1.00	1.01853	1.01983	1.01853	2.95	9160.85
110	2009.12.04 20:57	t/p	42	1.00	1.01853	1.01983	1.01853	54.99	9215.84
111	2009.12.04 20:57	sell	43	1.00	1.01838	1.02038	1.01808
112	2009.12.04 21:10	t/p	43	1.00	1.01808	1.02038	1.01808	29.48	9245.32
113	2009.12.11 16:20	sell	44	1.00	1.03555	1.03755	1.03525
114	2009.12.11 16:22	t/p	44	1.00	1.03525	1.03755	1.03525	28.99	9274.31
115	2009.12.11 16:25	sell	45	1.00	1.03521	1.03721	1.03491
116	2009.12.11 16:27	t/p	45	1.00	1.03491	1.03721	1.03491	29.00	9303.31
117	2009.12.11 16:45	sell	46	1.00	1.03557	1.03757	1.03527
118	2009.12.11 16:50	sell	47	1.00	1.03621	1.03821	1.03591
119	2009.12.11 16:50	modify	46	1.00	1.03557	1.03689	1.03559
120	2009.12.11 16:50	modify	47	1.00	1.03621	1.03689	1.03559
121	2009.12.11 16:57	t/p	46	1.00	1.03559	1.03689	1.03559	-1.93	9301.38
122	2009.12.11 16:57	t/p	47	1.00	1.03559	1.03689	1.03559	59.87	9361.25
123	2009.12.11 16:57	sell	48	1.00	1.03536	1.03736	1.03506
124	2009.12.11 16:59	t/p	48	1.00	1.03506	1.03736	1.03506	29.01	9390.26
125	2009.12.11 17:20	sell	49	1.00	1.03669	1.03869	1.03639
126	2009.12.11 17:22	t/p	49	1.00	1.03639	1.03869	1.03639	28.95	9419.21
127	2009.12.11 17:22	sell	50	1.00	1.03622	1.03822	1.03592
128	2009.12.11 17:27	t/p	50	1.00	1.03592	1.03822	1.03592	28.96	9448.17
129	2009.12.11 17:50	sell	51	1.00	1.03623	1.03823	1.03593
130	2009.12.11 17:57	t/p	51	1.00	1.03593	1.03823	1.03593	28.97	9477.14