Strategy Tester Report
Firebird_ v057
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=0.7; TradeOnFriday=1; MAtype=1; slip=100; Lots=1; TakeProfit=30; Stoploss=200; PipStep=30; IncreasementType=0; | ||||
Bars in test | 1753 | Ticks modelled | 19953 | Modelling quality | n/a |
Mismatched charts errors | 3 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 704.00 | Gross profit | 1038.00 | Gross loss | -334.00 |
Profit factor | 3.11 | Expected payoff | 22.00 | ||
Absolute drawdown | 45.00 | Maximal drawdown | 229.00 (2.22%) | Relative drawdown | 2.22% (229.00) |
Total trades | 32 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 32 (75.00%) |
Profit trades (% of total) | 24 (75.00%) | Loss trades (% of total) | 8 (25.00%) | ||
Largest | profit trade | 98.00 | loss trade | -151.00 | |
Average | profit trade | 43.25 | loss trade | -41.75 | |
Maximum | consecutive wins (profit in money) | 12 (396.00) | consecutive losses (loss in money) | 2 (-199.00) | |
Maximal | consecutive profit (count of wins) | 396.00 (12) | consecutive loss (count of losses) | -199.00 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.04 14:50 | buy | 1 | 1.00 | 1.49276 | 1.49076 | 1.49306 | ||
2 | 2009.12.04 14:52 | t/p | 1 | 1.00 | 1.49306 | 1.49076 | 1.49306 | 30.00 | 10030.00 |
3 | 2009.12.04 15:02 | buy | 2 | 1.00 | 1.49170 | 1.48970 | 1.49200 | ||
4 | 2009.12.04 15:05 | t/p | 2 | 1.00 | 1.49200 | 1.48970 | 1.49200 | 30.00 | 10060.00 |
5 | 2009.12.04 15:05 | buy | 3 | 1.00 | 1.49218 | 1.49018 | 1.49248 | ||
6 | 2009.12.04 15:07 | buy | 4 | 1.00 | 1.49122 | 1.48922 | 1.49152 | ||
7 | 2009.12.04 15:07 | modify | 3 | 1.00 | 1.49218 | 1.49070 | 1.49200 | ||
8 | 2009.12.04 15:07 | modify | 4 | 1.00 | 1.49122 | 1.49070 | 1.49200 | ||
9 | 2009.12.04 15:10 | t/p | 3 | 1.00 | 1.49200 | 1.49070 | 1.49200 | -18.00 | 10042.00 |
10 | 2009.12.04 15:10 | t/p | 4 | 1.00 | 1.49200 | 1.49070 | 1.49200 | 78.00 | 10120.00 |
11 | 2009.12.04 16:45 | buy | 5 | 1.00 | 1.49012 | 1.48812 | 1.49042 | ||
12 | 2009.12.04 16:50 | buy | 6 | 1.00 | 1.48876 | 1.48676 | 1.48906 | ||
13 | 2009.12.04 16:50 | modify | 5 | 1.00 | 1.49012 | 1.48844 | 1.48974 | ||
14 | 2009.12.04 16:50 | modify | 6 | 1.00 | 1.48876 | 1.48844 | 1.48974 | ||
15 | 2009.12.04 16:57 | t/p | 5 | 1.00 | 1.48974 | 1.48844 | 1.48974 | -38.00 | 10082.00 |
16 | 2009.12.04 16:57 | t/p | 6 | 1.00 | 1.48974 | 1.48844 | 1.48974 | 98.00 | 10180.00 |
17 | 2009.12.04 16:57 | buy | 7 | 1.00 | 1.49012 | 1.48812 | 1.49042 | ||
18 | 2009.12.04 16:59 | buy | 8 | 1.00 | 1.48889 | 1.48689 | 1.48919 | ||
19 | 2009.12.04 16:59 | modify | 7 | 1.00 | 1.49012 | 1.48851 | 1.48981 | ||
20 | 2009.12.04 16:59 | modify | 8 | 1.00 | 1.48889 | 1.48851 | 1.48981 | ||
21 | 2009.12.04 17:02 | t/p | 7 | 1.00 | 1.48981 | 1.48851 | 1.48981 | -31.00 | 10149.00 |
22 | 2009.12.04 17:02 | t/p | 8 | 1.00 | 1.48981 | 1.48851 | 1.48981 | 92.00 | 10241.00 |
23 | 2009.12.04 17:15 | buy | 9 | 1.00 | 1.48862 | 1.48662 | 1.48892 | ||
24 | 2009.12.04 17:20 | buy | 10 | 1.00 | 1.48757 | 1.48557 | 1.48787 | ||
25 | 2009.12.04 17:20 | modify | 9 | 1.00 | 1.48862 | 1.48710 | 1.48840 | ||
26 | 2009.12.04 17:20 | modify | 10 | 1.00 | 1.48757 | 1.48710 | 1.48840 | ||
27 | 2009.12.04 17:27 | t/p | 9 | 1.00 | 1.48840 | 1.48710 | 1.48840 | -22.00 | 10219.00 |
28 | 2009.12.04 17:27 | t/p | 10 | 1.00 | 1.48840 | 1.48710 | 1.48840 | 83.00 | 10302.00 |
29 | 2009.12.04 17:27 | buy | 11 | 1.00 | 1.48862 | 1.48662 | 1.48892 | ||
30 | 2009.12.04 17:27 | buy | 12 | 1.00 | 1.48759 | 1.48559 | 1.48789 | ||
31 | 2009.12.04 17:27 | modify | 11 | 1.00 | 1.48862 | 1.48711 | 1.48841 | ||
32 | 2009.12.04 17:27 | modify | 12 | 1.00 | 1.48759 | 1.48711 | 1.48841 | ||
33 | 2009.12.04 17:32 | buy | 13 | 1.00 | 1.48721 | 1.48521 | 1.48751 | ||
34 | 2009.12.04 17:37 | s/l | 11 | 1.00 | 1.48711 | 1.48711 | 1.48841 | -151.00 | 10151.00 |
35 | 2009.12.04 17:37 | s/l | 12 | 1.00 | 1.48711 | 1.48711 | 1.48841 | -48.00 | 10103.00 |
36 | 2009.12.04 17:40 | t/p | 13 | 1.00 | 1.48751 | 1.48521 | 1.48751 | 30.00 | 10133.00 |
37 | 2009.12.04 17:40 | buy | 14 | 1.00 | 1.48779 | 1.48579 | 1.48809 | ||
38 | 2009.12.04 17:45 | t/p | 14 | 1.00 | 1.48809 | 1.48579 | 1.48809 | 30.00 | 10163.00 |
39 | 2009.12.04 17:45 | buy | 15 | 1.00 | 1.48822 | 1.48622 | 1.48852 | ||
40 | 2009.12.04 17:50 | t/p | 15 | 1.00 | 1.48852 | 1.48622 | 1.48852 | 30.00 | 10193.00 |
41 | 2009.12.04 17:50 | buy | 16 | 1.00 | 1.48866 | 1.48666 | 1.48896 | ||
42 | 2009.12.04 17:57 | buy | 17 | 1.00 | 1.48808 | 1.48608 | 1.48838 | ||
43 | 2009.12.04 17:57 | modify | 16 | 1.00 | 1.48866 | 1.48737 | 1.48867 | ||
44 | 2009.12.04 17:57 | modify | 17 | 1.00 | 1.48808 | 1.48737 | 1.48867 | ||
45 | 2009.12.04 18:15 | t/p | 16 | 1.00 | 1.48867 | 1.48737 | 1.48867 | 1.00 | 10194.00 |
46 | 2009.12.04 18:15 | t/p | 17 | 1.00 | 1.48867 | 1.48737 | 1.48867 | 59.00 | 10253.00 |
47 | 2009.12.04 19:40 | buy | 18 | 1.00 | 1.48437 | 1.48237 | 1.48467 | ||
48 | 2009.12.04 19:46 | buy | 19 | 1.00 | 1.48335 | 1.48135 | 1.48365 | ||
49 | 2009.12.04 19:46 | modify | 18 | 1.00 | 1.48437 | 1.48286 | 1.48416 | ||
50 | 2009.12.04 19:46 | modify | 19 | 1.00 | 1.48335 | 1.48286 | 1.48416 | ||
51 | 2009.12.04 19:56 | t/p | 18 | 1.00 | 1.48416 | 1.48286 | 1.48416 | -21.00 | 10232.00 |
52 | 2009.12.04 19:56 | t/p | 19 | 1.00 | 1.48416 | 1.48286 | 1.48416 | 81.00 | 10313.00 |
53 | 2009.12.04 19:56 | buy | 20 | 1.00 | 1.48437 | 1.48237 | 1.48467 | ||
54 | 2009.12.04 19:59 | buy | 21 | 1.00 | 1.48366 | 1.48166 | 1.48396 | ||
55 | 2009.12.04 19:59 | modify | 20 | 1.00 | 1.48437 | 1.48302 | 1.48432 | ||
56 | 2009.12.04 19:59 | modify | 21 | 1.00 | 1.48366 | 1.48302 | 1.48432 | ||
57 | 2009.12.04 20:37 | t/p | 20 | 1.00 | 1.48432 | 1.48302 | 1.48432 | -5.00 | 10308.00 |
58 | 2009.12.04 20:37 | t/p | 21 | 1.00 | 1.48432 | 1.48302 | 1.48432 | 66.00 | 10374.00 |
59 | 2009.12.04 20:50 | buy | 22 | 1.00 | 1.48222 | 1.48022 | 1.48252 | ||
60 | 2009.12.04 20:52 | t/p | 22 | 1.00 | 1.48252 | 1.48022 | 1.48252 | 30.00 | 10404.00 |
61 | 2009.12.04 20:55 | buy | 23 | 1.00 | 1.48243 | 1.48043 | 1.48273 | ||
62 | 2009.12.04 20:57 | t/p | 23 | 1.00 | 1.48273 | 1.48043 | 1.48273 | 30.00 | 10434.00 |
63 | 2009.12.04 20:59 | buy | 24 | 1.00 | 1.48255 | 1.48055 | 1.48285 | ||
64 | 2009.12.04 21:05 | t/p | 24 | 1.00 | 1.48285 | 1.48055 | 1.48285 | 30.00 | 10464.00 |
65 | 2009.12.11 16:50 | buy | 25 | 1.00 | 1.46000 | 1.45800 | 1.46030 | ||
66 | 2009.12.11 16:52 | t/p | 25 | 1.00 | 1.46030 | 1.45800 | 1.46030 | 30.00 | 10494.00 |
67 | 2009.12.11 16:52 | buy | 26 | 1.00 | 1.46052 | 1.45852 | 1.46082 | ||
68 | 2009.12.11 16:57 | t/p | 26 | 1.00 | 1.46082 | 1.45852 | 1.46082 | 30.00 | 10524.00 |
69 | 2009.12.11 17:20 | buy | 27 | 1.00 | 1.45865 | 1.45665 | 1.45895 | ||
70 | 2009.12.11 17:22 | t/p | 27 | 1.00 | 1.45895 | 1.45665 | 1.45895 | 30.00 | 10554.00 |
71 | 2009.12.11 17:25 | buy | 28 | 1.00 | 1.45899 | 1.45699 | 1.45929 | ||
72 | 2009.12.11 17:27 | t/p | 28 | 1.00 | 1.45929 | 1.45699 | 1.45929 | 30.00 | 10584.00 |
73 | 2009.12.11 17:50 | buy | 29 | 1.00 | 1.45920 | 1.45720 | 1.45950 | ||
74 | 2009.12.11 17:57 | t/p | 29 | 1.00 | 1.45950 | 1.45720 | 1.45950 | 30.00 | 10614.00 |
75 | 2009.12.17 04:20 | buy | 30 | 1.00 | 1.43884 | 1.43684 | 1.43914 | ||
76 | 2009.12.17 04:22 | t/p | 30 | 1.00 | 1.43914 | 1.43684 | 1.43914 | 30.00 | 10644.00 |
77 | 2009.12.17 05:50 | buy | 31 | 1.00 | 1.43690 | 1.43490 | 1.43720 | ||
78 | 2009.12.17 05:52 | t/p | 31 | 1.00 | 1.43720 | 1.43490 | 1.43720 | 30.00 | 10674.00 |
79 | 2009.12.17 05:55 | buy | 32 | 1.00 | 1.43723 | 1.43523 | 1.43753 | ||
80 | 2009.12.17 05:57 | t/p | 32 | 1.00 | 1.43753 | 1.43523 | 1.43753 | 30.00 | 10704.00 |