Strategy Tester Report
Firebird v060
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2009.12.01 00:00 - 2010.01.15 22:00 (2009.12.01 - 2010.01.17) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | MA_length=10; Percent=0.3; TradeOnFriday=1; MAtype=1; slip=100; Lots=0.1; TakeProfit=30; Stoploss=200; PipStep=30; IncreasementType=0; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 146.00 | Gross profit | 186.00 | Gross loss | -40.00 |
Profit factor | 4.65 | Expected payoff | 2.28 | ||
Absolute drawdown | 22.60 | Maximal drawdown | 25.60 (0.26%) | Relative drawdown | 0.26% (25.60) |
Total trades | 64 | Short positions (won %) | 28 (100.00%) | Long positions (won %) | 36 (94.44%) |
Profit trades (% of total) | 62 (96.88%) | Loss trades (% of total) | 2 (3.13%) | ||
Largest | profit trade | 3.00 | loss trade | -20.00 | |
Average | profit trade | 3.00 | loss trade | -20.00 | |
Maximum | consecutive wins (profit in money) | 45 (135.00) | consecutive losses (loss in money) | 1 (-20.00) | |
Maximal | consecutive profit (count of wins) | 135.00 (45) | consecutive loss (count of losses) | -20.00 (1) | |
Average | consecutive wins | 21 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.04 14:45 | buy | 1 | 0.10 | 1.49822 | 1.49622 | 1.49852 | ||
2 | 2009.12.04 14:47 | t/p | 1 | 0.10 | 1.49852 | 1.49622 | 1.49852 | 3.00 | 10003.00 |
3 | 2009.12.04 16:47 | buy | 2 | 0.10 | 1.49048 | 1.48848 | 1.49078 | ||
4 | 2009.12.04 17:20 | s/l | 2 | 0.10 | 1.48848 | 1.48848 | 1.49078 | -20.00 | 9983.00 |
5 | 2009.12.04 19:20 | buy | 3 | 0.10 | 1.48608 | 1.48408 | 1.48638 | ||
6 | 2009.12.04 19:22 | t/p | 3 | 0.10 | 1.48638 | 1.48408 | 1.48638 | 3.00 | 9986.00 |
7 | 2009.12.04 21:22 | buy | 4 | 0.10 | 1.48463 | 1.48263 | 1.48493 | ||
8 | 2009.12.04 22:10 | t/p | 4 | 0.10 | 1.48493 | 1.48263 | 1.48493 | 3.00 | 9989.00 |
9 | 2009.12.07 09:40 | buy | 5 | 0.10 | 1.48168 | 1.47968 | 1.48198 | ||
10 | 2009.12.07 09:42 | t/p | 5 | 0.10 | 1.48198 | 1.47968 | 1.48198 | 3.00 | 9992.00 |
11 | 2009.12.07 12:50 | buy | 6 | 0.10 | 1.47909 | 1.47709 | 1.47939 | ||
12 | 2009.12.07 12:57 | t/p | 6 | 0.10 | 1.47939 | 1.47709 | 1.47939 | 3.00 | 9995.00 |
13 | 2009.12.07 18:50 | sell | 7 | 0.10 | 1.48825 | 1.49025 | 1.48795 | ||
14 | 2009.12.07 18:52 | t/p | 7 | 0.10 | 1.48795 | 1.49025 | 1.48795 | 3.00 | 9998.00 |
15 | 2009.12.08 14:15 | buy | 8 | 0.10 | 1.47569 | 1.47369 | 1.47599 | ||
16 | 2009.12.08 14:17 | t/p | 8 | 0.10 | 1.47599 | 1.47369 | 1.47599 | 3.00 | 10001.00 |
17 | 2009.12.08 16:50 | buy | 9 | 0.10 | 1.47319 | 1.47119 | 1.47349 | ||
18 | 2009.12.08 16:52 | t/p | 9 | 0.10 | 1.47349 | 1.47119 | 1.47349 | 3.00 | 10004.00 |
19 | 2009.12.08 18:52 | buy | 10 | 0.10 | 1.47155 | 1.46955 | 1.47185 | ||
20 | 2009.12.08 18:59 | t/p | 10 | 0.10 | 1.47185 | 1.46955 | 1.47185 | 3.00 | 10007.00 |
21 | 2009.12.08 20:59 | buy | 11 | 0.10 | 1.46829 | 1.46629 | 1.46859 | ||
22 | 2009.12.08 21:03 | t/p | 11 | 0.10 | 1.46859 | 1.46629 | 1.46859 | 3.00 | 10010.00 |
23 | 2009.12.11 15:26 | buy | 12 | 0.10 | 1.46634 | 1.46434 | 1.46664 | ||
24 | 2009.12.11 15:37 | t/p | 12 | 0.10 | 1.46664 | 1.46434 | 1.46664 | 3.00 | 10013.00 |
25 | 2009.12.11 17:37 | buy | 13 | 0.10 | 1.46079 | 1.45879 | 1.46109 | ||
26 | 2009.12.11 18:10 | t/p | 13 | 0.10 | 1.46109 | 1.45879 | 1.46109 | 3.00 | 10016.00 |
27 | 2009.12.11 20:50 | buy | 14 | 0.10 | 1.46140 | 1.45940 | 1.46170 | ||
28 | 2009.12.11 21:05 | t/p | 14 | 0.10 | 1.46170 | 1.45940 | 1.46170 | 3.00 | 10019.00 |
29 | 2009.12.15 09:15 | buy | 15 | 0.10 | 1.45777 | 1.45577 | 1.45807 | ||
30 | 2009.12.15 09:17 | t/p | 15 | 0.10 | 1.45807 | 1.45577 | 1.45807 | 3.00 | 10022.00 |
31 | 2009.12.15 11:17 | buy | 16 | 0.10 | 1.45436 | 1.45236 | 1.45466 | ||
32 | 2009.12.15 11:20 | t/p | 16 | 0.10 | 1.45466 | 1.45236 | 1.45466 | 3.00 | 10025.00 |
33 | 2009.12.15 13:20 | buy | 17 | 0.10 | 1.45297 | 1.45097 | 1.45327 | ||
34 | 2009.12.15 13:22 | t/p | 17 | 0.10 | 1.45327 | 1.45097 | 1.45327 | 3.00 | 10028.00 |
35 | 2009.12.17 02:46 | buy | 18 | 0.10 | 1.44661 | 1.44461 | 1.44691 | ||
36 | 2009.12.17 02:50 | t/p | 18 | 0.10 | 1.44691 | 1.44461 | 1.44691 | 3.00 | 10031.00 |
37 | 2009.12.17 04:50 | buy | 19 | 0.10 | 1.44248 | 1.44048 | 1.44278 | ||
38 | 2009.12.17 05:15 | s/l | 19 | 0.10 | 1.44048 | 1.44048 | 1.44278 | -20.00 | 10011.00 |
39 | 2009.12.17 07:15 | buy | 20 | 0.10 | 1.43998 | 1.43798 | 1.44028 | ||
40 | 2009.12.17 07:20 | t/p | 20 | 0.10 | 1.44028 | 1.43798 | 1.44028 | 3.00 | 10014.00 |
41 | 2009.12.17 10:50 | buy | 21 | 0.10 | 1.43585 | 1.43385 | 1.43615 | ||
42 | 2009.12.17 10:52 | t/p | 21 | 0.10 | 1.43615 | 1.43385 | 1.43615 | 3.00 | 10017.00 |
43 | 2009.12.18 03:20 | sell | 22 | 0.10 | 1.44112 | 1.44312 | 1.44082 | ||
44 | 2009.12.18 03:22 | t/p | 22 | 0.10 | 1.44082 | 1.44312 | 1.44082 | 3.00 | 10020.00 |
45 | 2009.12.18 14:50 | buy | 23 | 0.10 | 1.43168 | 1.42968 | 1.43198 | ||
46 | 2009.12.18 14:52 | t/p | 23 | 0.10 | 1.43198 | 1.42968 | 1.43198 | 3.00 | 10023.00 |
47 | 2009.12.18 16:52 | buy | 24 | 0.10 | 1.42771 | 1.42571 | 1.42801 | ||
48 | 2009.12.18 16:57 | t/p | 24 | 0.10 | 1.42801 | 1.42571 | 1.42801 | 3.00 | 10026.00 |
49 | 2009.12.22 16:50 | buy | 25 | 0.10 | 1.42307 | 1.42107 | 1.42337 | ||
50 | 2009.12.22 16:52 | t/p | 25 | 0.10 | 1.42337 | 1.42107 | 1.42337 | 3.00 | 10029.00 |
51 | 2009.12.23 16:20 | sell | 26 | 0.10 | 1.43250 | 1.43450 | 1.43220 | ||
52 | 2009.12.23 16:22 | t/p | 26 | 0.10 | 1.43220 | 1.43450 | 1.43220 | 3.00 | 10032.00 |
53 | 2009.12.23 18:22 | sell | 27 | 0.10 | 1.43532 | 1.43732 | 1.43502 | ||
54 | 2009.12.23 18:25 | sell | 28 | 0.10 | 1.43554 | 1.43754 | 1.43524 | ||
55 | 2009.12.23 18:27 | t/p | 27 | 0.10 | 1.43502 | 1.43732 | 1.43502 | 3.00 | 10035.00 |
56 | 2009.12.23 18:27 | t/p | 28 | 0.10 | 1.43524 | 1.43754 | 1.43524 | 3.00 | 10038.00 |
57 | 2009.12.24 11:20 | sell | 29 | 0.10 | 1.44125 | 1.44325 | 1.44095 | ||
58 | 2009.12.24 11:22 | t/p | 29 | 0.10 | 1.44095 | 1.44325 | 1.44095 | 3.00 | 10041.00 |
59 | 2009.12.29 08:50 | sell | 30 | 0.10 | 1.44220 | 1.44420 | 1.44190 | ||
60 | 2009.12.29 08:57 | t/p | 30 | 0.10 | 1.44190 | 1.44420 | 1.44190 | 3.00 | 10044.00 |
61 | 2009.12.29 12:50 | sell | 31 | 0.10 | 1.44468 | 1.44668 | 1.44438 | ||
62 | 2009.12.29 12:52 | t/p | 31 | 0.10 | 1.44438 | 1.44668 | 1.44438 | 3.00 | 10047.00 |
63 | 2009.12.29 17:20 | buy | 32 | 0.10 | 1.43450 | 1.43250 | 1.43480 | ||
64 | 2009.12.29 17:22 | t/p | 32 | 0.10 | 1.43480 | 1.43250 | 1.43480 | 3.00 | 10050.00 |
65 | 2009.12.29 20:32 | buy | 33 | 0.10 | 1.43401 | 1.43201 | 1.43431 | ||
66 | 2009.12.29 20:40 | t/p | 33 | 0.10 | 1.43431 | 1.43201 | 1.43431 | 3.00 | 10053.00 |
67 | 2009.12.30 16:50 | buy | 34 | 0.10 | 1.42738 | 1.42538 | 1.42768 | ||
68 | 2009.12.30 16:52 | t/p | 34 | 0.10 | 1.42768 | 1.42538 | 1.42768 | 3.00 | 10056.00 |
69 | 2009.12.31 07:40 | sell | 35 | 0.10 | 1.44198 | 1.44398 | 1.44168 | ||
70 | 2009.12.31 07:43 | t/p | 35 | 0.10 | 1.44168 | 1.44398 | 1.44168 | 3.00 | 10059.00 |
71 | 2009.12.31 16:15 | buy | 36 | 0.10 | 1.43369 | 1.43169 | 1.43399 | ||
72 | 2009.12.31 16:17 | t/p | 36 | 0.10 | 1.43399 | 1.43169 | 1.43399 | 3.00 | 10062.00 |
73 | 2009.12.31 18:20 | buy | 37 | 0.10 | 1.43184 | 1.42984 | 1.43214 | ||
74 | 2009.12.31 18:27 | t/p | 37 | 0.10 | 1.43214 | 1.42984 | 1.43214 | 3.00 | 10065.00 |
75 | 2010.01.04 01:15 | buy | 38 | 0.10 | 1.43009 | 1.42809 | 1.43039 | ||
76 | 2010.01.04 01:27 | t/p | 38 | 0.10 | 1.43039 | 1.42809 | 1.43039 | 3.00 | 10068.00 |
77 | 2010.01.04 10:20 | sell | 39 | 0.10 | 1.43556 | 1.43756 | 1.43526 | ||
78 | 2010.01.04 10:27 | t/p | 39 | 0.10 | 1.43526 | 1.43756 | 1.43526 | 3.00 | 10071.00 |
79 | 2010.01.04 12:27 | sell | 40 | 0.10 | 1.44010 | 1.44210 | 1.43980 | ||
80 | 2010.01.04 12:27 | sell | 41 | 0.10 | 1.44033 | 1.44233 | 1.44003 | ||
81 | 2010.01.04 12:50 | t/p | 40 | 0.10 | 1.43980 | 1.44210 | 1.43980 | 3.00 | 10074.00 |
82 | 2010.01.04 12:50 | t/p | 41 | 0.10 | 1.44003 | 1.44233 | 1.44003 | 3.00 | 10077.00 |
83 | 2010.01.04 14:50 | sell | 42 | 0.10 | 1.44330 | 1.44530 | 1.44300 | ||
84 | 2010.01.04 14:52 | t/p | 42 | 0.10 | 1.44300 | 1.44530 | 1.44300 | 3.00 | 10080.00 |
85 | 2010.01.04 16:52 | sell | 43 | 0.10 | 1.44474 | 1.44674 | 1.44444 | ||
86 | 2010.01.04 16:55 | sell | 44 | 0.10 | 1.44515 | 1.44715 | 1.44485 | ||
87 | 2010.01.04 16:57 | t/p | 43 | 0.10 | 1.44444 | 1.44674 | 1.44444 | 3.00 | 10083.00 |
88 | 2010.01.04 16:57 | t/p | 44 | 0.10 | 1.44485 | 1.44715 | 1.44485 | 3.00 | 10086.00 |
89 | 2010.01.05 19:50 | buy | 45 | 0.10 | 1.43468 | 1.43268 | 1.43498 | ||
90 | 2010.01.05 19:52 | t/p | 45 | 0.10 | 1.43498 | 1.43268 | 1.43498 | 3.00 | 10089.00 |
91 | 2010.01.06 07:50 | buy | 46 | 0.10 | 1.42908 | 1.42708 | 1.42938 | ||
92 | 2010.01.06 07:52 | t/p | 46 | 0.10 | 1.42938 | 1.42708 | 1.42938 | 3.00 | 10092.00 |
93 | 2010.01.06 17:20 | sell | 47 | 0.10 | 1.44157 | 1.44357 | 1.44127 | ||
94 | 2010.01.06 17:22 | t/p | 47 | 0.10 | 1.44127 | 1.44357 | 1.44127 | 3.00 | 10095.00 |
95 | 2010.01.06 20:20 | sell | 48 | 0.10 | 1.44338 | 1.44538 | 1.44308 | ||
96 | 2010.01.06 20:22 | t/p | 48 | 0.10 | 1.44308 | 1.44538 | 1.44308 | 3.00 | 10098.00 |
97 | 2010.01.07 14:20 | buy | 49 | 0.10 | 1.42997 | 1.42797 | 1.43027 | ||
98 | 2010.01.07 14:22 | t/p | 49 | 0.10 | 1.43027 | 1.42797 | 1.43027 | 3.00 | 10101.00 |
99 | 2010.01.08 14:45 | sell | 50 | 0.10 | 1.43797 | 1.43997 | 1.43767 | ||
100 | 2010.01.08 14:47 | t/p | 50 | 0.10 | 1.43767 | 1.43997 | 1.43767 | 3.00 | 10104.00 |
101 | 2010.01.08 18:45 | sell | 51 | 0.10 | 1.43989 | 1.44189 | 1.43959 | ||
102 | 2010.01.08 18:50 | sell | 52 | 0.10 | 1.44078 | 1.44278 | 1.44048 | ||
103 | 2010.01.08 18:52 | t/p | 52 | 0.10 | 1.44048 | 1.44278 | 1.44048 | 3.00 | 10107.00 |
104 | 2010.01.08 18:59 | t/p | 51 | 0.10 | 1.43959 | 1.44189 | 1.43959 | 3.00 | 10110.00 |
105 | 2010.01.11 00:45 | sell | 53 | 0.10 | 1.44634 | 1.44834 | 1.44604 | ||
106 | 2010.01.11 00:47 | t/p | 53 | 0.10 | 1.44604 | 1.44834 | 1.44604 | 3.00 | 10113.00 |
107 | 2010.01.11 02:50 | sell | 54 | 0.10 | 1.44791 | 1.44991 | 1.44761 | ||
108 | 2010.01.11 02:53 | sell | 55 | 0.10 | 1.44781 | 1.44981 | 1.44751 | ||
109 | 2010.01.11 03:02 | t/p | 54 | 0.10 | 1.44761 | 1.44991 | 1.44761 | 3.00 | 10116.00 |
110 | 2010.01.11 03:02 | t/p | 55 | 0.10 | 1.44751 | 1.44981 | 1.44751 | 3.00 | 10119.00 |
111 | 2010.01.11 05:05 | sell | 56 | 0.10 | 1.45213 | 1.45413 | 1.45183 | ||
112 | 2010.01.11 05:07 | sell | 57 | 0.10 | 1.45232 | 1.45432 | 1.45202 | ||
113 | 2010.01.11 05:15 | t/p | 56 | 0.10 | 1.45183 | 1.45413 | 1.45183 | 3.00 | 10122.00 |
114 | 2010.01.11 05:15 | t/p | 57 | 0.10 | 1.45202 | 1.45432 | 1.45202 | 3.00 | 10125.00 |
115 | 2010.01.12 03:20 | buy | 58 | 0.10 | 1.44540 | 1.44340 | 1.44570 | ||
116 | 2010.01.12 03:22 | t/p | 58 | 0.10 | 1.44570 | 1.44340 | 1.44570 | 3.00 | 10128.00 |
117 | 2010.01.13 12:45 | sell | 59 | 0.10 | 1.45495 | 1.45695 | 1.45465 | ||
118 | 2010.01.13 12:47 | sell | 60 | 0.10 | 1.45482 | 1.45682 | 1.45452 | ||
119 | 2010.01.13 12:50 | sell | 61 | 0.10 | 1.45536 | 1.45736 | 1.45506 | ||
120 | 2010.01.13 12:57 | t/p | 61 | 0.10 | 1.45506 | 1.45736 | 1.45506 | 3.00 | 10131.00 |
121 | 2010.01.13 13:07 | t/p | 59 | 0.10 | 1.45465 | 1.45695 | 1.45465 | 3.00 | 10134.00 |
122 | 2010.01.13 13:07 | t/p | 60 | 0.10 | 1.45452 | 1.45682 | 1.45452 | 3.00 | 10137.00 |
123 | 2010.01.15 02:50 | buy | 62 | 0.10 | 1.44284 | 1.44084 | 1.44314 | ||
124 | 2010.01.15 02:52 | t/p | 62 | 0.10 | 1.44314 | 1.44084 | 1.44314 | 3.00 | 10140.00 |
125 | 2010.01.15 05:40 | buy | 63 | 0.10 | 1.44154 | 1.43954 | 1.44184 | ||
126 | 2010.01.15 06:10 | t/p | 63 | 0.10 | 1.44184 | 1.43954 | 1.44184 | 3.00 | 10143.00 |
127 | 2010.01.15 09:20 | buy | 64 | 0.10 | 1.43790 | 1.43590 | 1.43820 | ||
128 | 2010.01.15 09:22 | t/p | 64 | 0.10 | 1.43820 | 1.43590 | 1.43820 | 3.00 | 10146.00 |