Strategy Tester Report
OverUnderV1.2
AlpariUK-Demo (Build 225)
| Symbol | AUDUSD (Australian Dollar vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2009.04.01 00:00 - 2009.04.30 23:55 (2009.04.01 - 2009.05.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | MajicNumber=1; LotsPercent=5; MaxSpread=25; MaxSlippage=25; MaxDrawDown=50; BarsBack1=4; BarsBack2=17; | ||||
| Bars in test | 7238 | Ticks modelled | 716944 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 3700.36 | Gross profit | 4214.46 | Gross loss | -514.10 |
| Profit factor | 8.20 | Expected payoff | 740.07 | ||
| Absolute drawdown | 566.27 | Maximal drawdown | 1455.29 (11.23%) | Relative drawdown | 11.23% (1455.29) |
| Total trades | 5 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 2 (100.00%) |
| Profit trades (% of total) | 4 (80.00%) | Loss trades (% of total) | 1 (20.00%) | ||
| Largest | profit trade | 1448.82 | loss trade | -514.10 | |
| Average | profit trade | 1053.62 | loss trade | -514.10 | |
| Maximum | consecutive wins (profit in money) | 4 (4214.46) | consecutive losses (loss in money) | 1 (-514.10) | |
| Maximal | consecutive profit (count of wins) | 4214.46 (4) | consecutive loss (count of losses) | -514.10 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.04.01 13:00 | sell | 1 | 0.50 | 0.69387 | 0.00000 | 0.00000 | ||
| 2 | 2009.04.01 13:05 | modify | 1 | 0.50 | 0.69387 | 0.70387 | 0.00000 | ||
| 3 | 2009.04.01 13:05 | modify | 1 | 0.50 | 0.69387 | 0.70387 | 0.64387 | ||
| 4 | 2009.04.02 04:29 | s/l | 1 | 0.50 | 0.70387 | 0.70387 | 0.64387 | -514.10 | 9485.90 |
| 5 | 2009.04.08 08:30 | buy | 2 | 0.47 | 0.70431 | 0.00000 | 0.00000 | ||
| 6 | 2009.04.08 08:35 | modify | 2 | 0.47 | 0.70431 | 0.69431 | 0.00000 | ||
| 7 | 2009.04.08 08:35 | modify | 2 | 0.47 | 0.70431 | 0.69431 | 0.75431 | ||
| 8 | 2009.04.13 00:10 | close | 2 | 0.47 | 0.72190 | 0.69431 | 0.75431 | 848.35 | 10334.25 |
| 9 | 2009.04.13 14:40 | sell | 3 | 0.52 | 0.72659 | 0.00000 | 0.00000 | ||
| 10 | 2009.04.13 14:45 | modify | 3 | 0.52 | 0.72659 | 0.73659 | 0.00000 | ||
| 11 | 2009.04.13 14:45 | modify | 3 | 0.52 | 0.72659 | 0.73659 | 0.67659 | ||
| 12 | 2009.04.20 19:35 | close | 3 | 0.52 | 0.69807 | 0.73659 | 0.67659 | 1448.82 | 11783.07 |
| 13 | 2009.04.22 06:25 | buy | 4 | 0.59 | 0.70419 | 0.00000 | 0.00000 | ||
| 14 | 2009.04.22 06:30 | modify | 4 | 0.59 | 0.70419 | 0.69419 | 0.00000 | ||
| 15 | 2009.04.22 06:30 | modify | 4 | 0.59 | 0.70419 | 0.69419 | 0.75419 | ||
| 16 | 2009.04.29 17:40 | close | 4 | 0.59 | 0.72612 | 0.69419 | 0.75419 | 1331.87 | 13114.94 |
| 17 | 2009.04.30 09:05 | sell | 5 | 0.66 | 0.73414 | 0.00000 | 0.00000 | ||
| 18 | 2009.04.30 09:10 | modify | 5 | 0.66 | 0.73414 | 0.74414 | 0.00000 | ||
| 19 | 2009.04.30 09:10 | modify | 5 | 0.66 | 0.73414 | 0.74414 | 0.68414 | ||
| 20 | 2009.04.30 23:59 | close at stop | 5 | 0.66 | 0.72527 | 0.74414 | 0.68414 | 585.42 | 13700.36 |