Report Result : Firebird v63D - Desynced Forex Repository

Strategy Tester Report

Download Firebird v63D

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; 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	1753	Ticks modelled	19953	Modelling quality	n/a
Mismatched charts errors	1

Initial deposit	10000.00
Total net profit	15.50	Gross profit	25.50	Gross loss	-10.00
Profit factor	2.55	Expected payoff	0.18
Absolute drawdown	5.63	Maximal drawdown	11.88 (0.12%)	Relative drawdown	0.12% (11.88)

Total trades	87	Short positions (won %)	44 (97.73%)	Long positions (won %)	43 (97.67%)
		Profit trades (% of total)	85 (97.70%)	Loss trades (% of total)	2 (2.30%)
Largest		profit trade	0.30	loss trade	-5.00
Average		profit trade	0.30	loss trade	-5.00
Maximum		consecutive wins (profit in money)	49 (14.70)	consecutive losses (loss in money)	1 (-5.00)
Maximal		consecutive profit (count of wins)	14.70 (49)	consecutive loss (count of losses)	-5.00 (1)
Average		consecutive wins	28	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 08:10	sell	1	0.01	1.50283	1.50783	1.50253
2	2009.12.01 08:15	sell	2	0.01	1.50334	1.50834	1.50304
3	2009.12.01 08:20	sell	3	0.01	1.50386	1.50886	1.50356
4	2009.12.01 08:27	t/p	3	0.01	1.50356	1.50886	1.50356	0.30	10000.30
5	2009.12.01 08:37	sell	4	0.01	1.50365	1.50865	1.50335
6	2009.12.01 08:40	t/p	4	0.01	1.50335	1.50865	1.50335	0.30	10000.60
7	2009.12.01 08:45	t/p	2	0.01	1.50304	1.50834	1.50304	0.30	10000.90
8	2009.12.01 08:50	t/p	1	0.01	1.50253	1.50783	1.50253	0.30	10001.20
9	2009.12.01 08:57	sell	5	0.01	1.50270	1.50770	1.50240
10	2009.12.01 11:20	s/l	5	0.01	1.50770	1.50770	1.50240	-5.00	9996.20
11	2009.12.03 10:50	sell	6	0.01	1.51178	1.51678	1.51148
12	2009.12.03 10:57	t/p	6	0.01	1.51148	1.51678	1.51148	0.30	9996.50
13	2009.12.03 11:10	sell	7	0.01	1.51214	1.51714	1.51184
14	2009.12.03 11:15	sell	8	0.01	1.51260	1.51760	1.51230
15	2009.12.03 11:20	sell	9	0.01	1.51307	1.51807	1.51277
16	2009.12.03 11:27	t/p	9	0.01	1.51277	1.51807	1.51277	0.30	9996.80
17	2009.12.03 11:27	sell	10	0.01	1.51297	1.51797	1.51267
18	2009.12.03 11:37	sell	11	0.01	1.51327	1.51827	1.51297
19	2009.12.03 11:40	t/p	11	0.01	1.51297	1.51827	1.51297	0.30	9997.10
20	2009.12.03 11:45	t/p	8	0.01	1.51230	1.51760	1.51230	0.30	9997.40
21	2009.12.03 11:45	t/p	10	0.01	1.51267	1.51797	1.51267	0.30	9997.70
22	2009.12.03 11:50	t/p	7	0.01	1.51184	1.51714	1.51184	0.30	9998.00
23	2009.12.03 12:20	sell	12	0.01	1.51299	1.51799	1.51269
24	2009.12.03 12:27	t/p	12	0.01	1.51269	1.51799	1.51269	0.30	9998.30
25	2009.12.03 14:32	sell	13	0.01	1.51353	1.51853	1.51323
26	2009.12.03 14:35	t/p	13	0.01	1.51323	1.51853	1.51323	0.30	9998.60
27	2009.12.03 14:37	sell	14	0.01	1.51408	1.51908	1.51378
28	2009.12.03 14:40	t/p	14	0.01	1.51378	1.51908	1.51378	0.30	9998.90
29	2009.12.11 09:45	sell	15	0.01	1.47465	1.47965	1.47435
30	2009.12.11 09:50	sell	16	0.01	1.47506	1.48006	1.47476
31	2009.12.11 09:57	t/p	16	0.01	1.47476	1.48006	1.47476	0.30	9999.20
32	2009.12.11 09:59	t/p	15	0.01	1.47435	1.47965	1.47435	0.30	9999.50
33	2009.12.24 03:15	sell	17	0.01	1.43506	1.44006	1.43476
34	2009.12.24 03:20	sell	18	0.01	1.43539	1.44039	1.43509
35	2009.12.24 03:27	t/p	18	0.01	1.43509	1.44039	1.43509	0.30	9999.80
36	2009.12.24 03:32	sell	19	0.01	1.43556	1.44056	1.43526
37	2009.12.24 03:45	t/p	19	0.01	1.43526	1.44056	1.43526	0.30	10000.10
38	2009.12.24 04:16	t/p	17	0.01	1.43476	1.44006	1.43476	0.30	10000.40
39	2009.12.30 02:10	buy	20	0.01	1.43316	1.42816	1.43346
40	2009.12.30 03:00	buy	21	0.01	1.43177	1.42677	1.43207
41	2009.12.30 03:10	buy	22	0.01	1.43145	1.42645	1.43175
42	2009.12.30 03:15	buy	23	0.01	1.43112	1.42612	1.43142
43	2009.12.30 03:20	buy	24	0.01	1.43068	1.42568	1.43098
44	2009.12.30 03:27	t/p	24	0.01	1.43098	1.42568	1.43098	0.30	10000.70
45	2009.12.30 03:50	buy	25	0.01	1.43069	1.42569	1.43099
46	2009.12.30 03:59	t/p	25	0.01	1.43099	1.42569	1.43099	0.30	10001.00
47	2009.12.30 04:07	buy	26	0.01	1.43080	1.42580	1.43110
48	2009.12.30 04:10	t/p	26	0.01	1.43110	1.42580	1.43110	0.30	10001.30
49	2009.12.30 04:20	t/p	23	0.01	1.43142	1.42612	1.43142	0.30	10001.60
50	2009.12.30 04:32	buy	27	0.01	1.43094	1.42594	1.43124
51	2009.12.30 04:40	t/p	27	0.01	1.43124	1.42594	1.43124	0.30	10001.90
52	2009.12.30 04:50	t/p	22	0.01	1.43175	1.42645	1.43175	0.30	10002.20
53	2009.12.30 05:10	t/p	21	0.01	1.43207	1.42677	1.43207	0.30	10002.50
54	2009.12.30 07:15	t/p	20	0.01	1.43346	1.42816	1.43346	0.30	10002.80
55	2009.12.30 12:45	buy	28	0.01	1.43326	1.42826	1.43356
56	2009.12.30 12:50	buy	29	0.01	1.43234	1.42734	1.43264
57	2009.12.30 12:52	t/p	29	0.01	1.43264	1.42734	1.43264	0.30	10003.10
58	2009.12.30 12:52	buy	30	0.01	1.43280	1.42780	1.43310
59	2009.12.30 12:57	t/p	30	0.01	1.43310	1.42780	1.43310	0.30	10003.40
60	2009.12.30 12:59	buy	31	0.01	1.43259	1.42759	1.43289
61	2009.12.30 13:05	t/p	31	0.01	1.43289	1.42759	1.43289	0.30	10003.70
62	2009.12.30 13:07	buy	32	0.01	1.43265	1.42765	1.43295
63	2009.12.30 13:10	t/p	28	0.01	1.43356	1.42826	1.43356	0.30	10004.00
64	2009.12.30 13:10	t/p	32	0.01	1.43295	1.42765	1.43295	0.30	10004.30
65	2009.12.31 09:00	sell	33	0.01	1.44096	1.44596	1.44066
66	2009.12.31 09:02	sell	34	0.01	1.44154	1.44654	1.44124
67	2009.12.31 09:10	t/p	34	0.01	1.44124	1.44654	1.44124	0.30	10004.60
68	2009.12.31 09:15	t/p	33	0.01	1.44066	1.44596	1.44066	0.30	10004.90
69	2009.12.31 09:15	sell	35	0.01	1.44007	1.44507	1.43977
70	2009.12.31 09:20	t/p	35	0.01	1.43977	1.44507	1.43977	0.30	10005.20
71	2009.12.31 09:27	sell	36	0.01	1.44007	1.44507	1.43977
72	2009.12.31 09:27	t/p	36	0.01	1.43977	1.44507	1.43977	0.30	10005.50
73	2009.12.31 09:40	sell	37	0.01	1.44037	1.44537	1.44007
74	2009.12.31 09:45	sell	38	0.01	1.44094	1.44594	1.44064
75	2009.12.31 09:50	sell	39	0.01	1.44152	1.44652	1.44122
76	2009.12.31 09:57	t/p	39	0.01	1.44122	1.44652	1.44122	0.30	10005.80
77	2009.12.31 10:10	sell	40	0.01	1.44152	1.44652	1.44122
78	2009.12.31 10:15	sell	41	0.01	1.44203	1.44703	1.44173
79	2009.12.31 10:20	sell	42	0.01	1.44253	1.44753	1.44223
80	2009.12.31 10:27	t/p	42	0.01	1.44223	1.44753	1.44223	0.30	10006.10
81	2009.12.31 10:35	t/p	41	0.01	1.44173	1.44703	1.44173	0.30	10006.40
82	2009.12.31 10:37	sell	43	0.01	1.44195	1.44695	1.44165
83	2009.12.31 10:40	t/p	43	0.01	1.44165	1.44695	1.44165	0.30	10006.70
84	2009.12.31 10:45	t/p	38	0.01	1.44064	1.44594	1.44064	0.30	10007.00
85	2009.12.31 10:45	t/p	40	0.01	1.44122	1.44652	1.44122	0.30	10007.30
86	2009.12.31 10:50	t/p	37	0.01	1.44007	1.44537	1.44007	0.30	10007.60
87	2010.01.04 04:27	buy	44	0.01	1.42865	1.42365	1.42895
88	2010.01.04 05:20	t/p	44	0.01	1.42895	1.42365	1.42895	0.30	10007.90
89	2010.01.04 08:20	buy	45	0.01	1.42738	1.42238	1.42768
90	2010.01.04 08:22	t/p	45	0.01	1.42768	1.42238	1.42768	0.30	10008.20
91	2010.01.04 08:32	buy	46	0.01	1.42732	1.42232	1.42762
92	2010.01.04 08:37	buy	47	0.01	1.42697	1.42197	1.42727
93	2010.01.04 08:40	t/p	46	0.01	1.42762	1.42232	1.42762	0.30	10008.50
94	2010.01.04 08:40	t/p	47	0.01	1.42727	1.42197	1.42727	0.30	10008.80
95	2010.01.04 17:10	sell	48	0.01	1.44331	1.44831	1.44301
96	2010.01.04 17:15	t/p	48	0.01	1.44301	1.44831	1.44301	0.30	10009.10
97	2010.01.04 17:15	sell	49	0.01	1.44273	1.44773	1.44243
98	2010.01.04 17:20	t/p	49	0.01	1.44243	1.44773	1.44243	0.30	10009.40
99	2010.01.04 17:27	sell	50	0.01	1.44273	1.44773	1.44243
100	2010.01.04 17:32	sell	51	0.01	1.44313	1.44813	1.44283
101	2010.01.04 17:40	t/p	51	0.01	1.44283	1.44813	1.44283	0.30	10009.70
102	2010.01.04 17:45	t/p	50	0.01	1.44243	1.44773	1.44243	0.30	10010.00
103	2010.01.05 02:02	sell	52	0.01	1.44308	1.44808	1.44278
104	2010.01.05 02:10	t/p	52	0.01	1.44278	1.44808	1.44278	0.30	10010.30
105	2010.01.06 07:40	buy	53	0.01	1.43328	1.42828	1.43358
106	2010.01.06 07:42	t/p	53	0.01	1.43358	1.42828	1.43358	0.30	10010.60
107	2010.01.06 07:42	buy	54	0.01	1.43388	1.42888	1.43418
108	2010.01.06 07:45	buy	55	0.01	1.43148	1.42648	1.43178
109	2010.01.06 07:47	t/p	55	0.01	1.43178	1.42648	1.43178	0.30	10010.90
110	2010.01.06 07:47	buy	56	0.01	1.43208	1.42708	1.43238
111	2010.01.06 07:57	buy	57	0.01	1.43148	1.42648	1.43178
112	2010.01.06 08:02	s/l	54	0.01	1.42888	1.42888	1.43418	-5.00	10005.90
113	2010.01.06 08:20	t/p	57	0.01	1.43178	1.42648	1.43178	0.30	10006.20
114	2010.01.06 08:40	t/p	56	0.01	1.43238	1.42708	1.43238	0.30	10006.50
115	2010.01.06 20:05	sell	58	0.01	1.44039	1.44539	1.44009
116	2010.01.06 20:07	t/p	58	0.01	1.44009	1.44539	1.44009	0.30	10006.80
117	2010.01.06 20:10	sell	59	0.01	1.44138	1.44638	1.44108
118	2010.01.06 20:17	sell	60	0.01	1.44205	1.44705	1.44175
119	2010.01.06 20:40	sell	61	0.01	1.44246	1.44746	1.44216
120	2010.01.06 20:45	t/p	61	0.01	1.44216	1.44746	1.44216	0.30	10007.10
121	2010.01.06 20:50	t/p	59	0.01	1.44108	1.44638	1.44108	0.30	10007.40
122	2010.01.06 20:50	t/p	60	0.01	1.44175	1.44705	1.44175	0.30	10007.70
123	2010.01.06 20:52	sell	62	0.01	1.44120	1.44620	1.44090
124	2010.01.06 20:57	sell	63	0.01	1.44171	1.44671	1.44141
125	2010.01.06 20:59	t/p	62	0.01	1.44090	1.44620	1.44090	0.30	10008.00
126	2010.01.06 20:59	t/p	63	0.01	1.44141	1.44671	1.44141	0.30	10008.30
127	2010.01.06 20:59	sell	64	0.01	1.44078	1.44578	1.44048
128	2010.01.06 21:02	t/p	64	0.01	1.44048	1.44578	1.44048	0.30	10008.60
129	2010.01.07 10:10	buy	65	0.01	1.43695	1.43195	1.43725
130	2010.01.07 10:20	t/p	65	0.01	1.43725	1.43195	1.43725	0.30	10008.90
131	2010.01.07 15:02	buy	66	0.01	1.43258	1.42758	1.43288
132	2010.01.07 15:10	t/p	66	0.01	1.43288	1.42758	1.43288	0.30	10009.20
133	2010.01.07 15:50	buy	67	0.01	1.43159	1.42659	1.43189
134	2010.01.07 15:52	t/p	67	0.01	1.43189	1.42659	1.43189	0.30	10009.50
135	2010.01.07 15:52	buy	68	0.01	1.43224	1.42724	1.43254
136	2010.01.07 15:55	buy	69	0.01	1.43192	1.42692	1.43222
137	2010.01.07 15:57	t/p	68	0.01	1.43254	1.42724	1.43254	0.30	10009.80
138	2010.01.07 15:57	t/p	69	0.01	1.43222	1.42692	1.43222	0.30	10010.10
139	2010.01.07 15:59	buy	70	0.01	1.43199	1.42699	1.43229
140	2010.01.07 16:02	buy	71	0.01	1.43151	1.42651	1.43181
141	2010.01.07 16:10	t/p	71	0.01	1.43181	1.42651	1.43181	0.30	10010.40
142	2010.01.07 16:15	t/p	70	0.01	1.43229	1.42699	1.43229	0.30	10010.70
143	2010.01.07 16:32	buy	72	0.01	1.43116	1.42616	1.43146
144	2010.01.07 16:40	t/p	72	0.01	1.43146	1.42616	1.43146	0.30	10011.00
145	2010.01.07 16:42	buy	73	0.01	1.43174	1.42674	1.43204
146	2010.01.07 16:45	t/p	73	0.01	1.43204	1.42674	1.43204	0.30	10011.30
147	2010.01.07 17:20	buy	74	0.01	1.43047	1.42547	1.43077
148	2010.01.07 17:22	t/p	74	0.01	1.43077	1.42547	1.43077	0.30	10011.60
149	2010.01.07 17:22	buy	75	0.01	1.43101	1.42601	1.43131
150	2010.01.07 17:27	t/p	75	0.01	1.43131	1.42601	1.43131	0.30	10011.90
151	2010.01.07 17:27	buy	76	0.01	1.43062	1.42562	1.43092
152	2010.01.07 17:40	t/p	76	0.01	1.43092	1.42562	1.43092	0.30	10012.20
153	2010.01.07 17:42	buy	77	0.01	1.43112	1.42612	1.43142
154	2010.01.07 17:45	t/p	77	0.01	1.43142	1.42612	1.43142	0.30	10012.50
155	2010.01.14 14:50	sell	78	0.01	1.45207	1.45707	1.45177
156	2010.01.14 14:52	t/p	78	0.01	1.45177	1.45707	1.45177	0.30	10012.80
157	2010.01.14 14:55	sell	79	0.01	1.45182	1.45682	1.45152
158	2010.01.14 14:57	t/p	79	0.01	1.45152	1.45682	1.45152	0.30	10013.10
159	2010.01.14 15:15	buy	80	0.01	1.44856	1.44356	1.44886
160	2010.01.14 15:17	t/p	80	0.01	1.44886	1.44356	1.44886	0.30	10013.40
161	2010.01.14 15:20	buy	81	0.01	1.44690	1.44190	1.44720
162	2010.01.14 15:22	t/p	81	0.01	1.44720	1.44190	1.44720	0.30	10013.70
163	2010.01.14 15:22	buy	82	0.01	1.44773	1.44273	1.44803
164	2010.01.14 15:25	buy	83	0.01	1.44731	1.44231	1.44761
165	2010.01.14 15:27	t/p	82	0.01	1.44803	1.44273	1.44803	0.30	10014.00
166	2010.01.14 15:27	t/p	83	0.01	1.44761	1.44231	1.44761	0.30	10014.30
167	2010.01.14 15:27	buy	84	0.01	1.44856	1.44356	1.44886
168	2010.01.14 15:37	t/p	84	0.01	1.44886	1.44356	1.44886	0.30	10014.60
169	2010.01.14 15:40	buy	85	0.01	1.44819	1.44319	1.44849
170	2010.01.14 15:45	buy	86	0.01	1.44742	1.44242	1.44772
171	2010.01.14 15:52	buy	87	0.01	1.44691	1.44191	1.44721
172	2010.01.14 15:57	t/p	87	0.01	1.44721	1.44191	1.44721	0.30	10014.90
173	2010.01.14 16:10	t/p	86	0.01	1.44772	1.44242	1.44772	0.30	10015.20
174	2010.01.14 16:20	t/p	85	0.01	1.44849	1.44319	1.44849	0.30	10015.50