Strategy Tester Report
OverUnderV1.2
AlpariUK-Demo (Build 225)
| Symbol | AUDUSD (Australian Dollar vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2009.06.01 00:00 - 2009.06.30 23:55 (2009.06.01 - 2009.07.01) | ||||
| 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=12; BarsBack2=1256; | ||||
| Bars in test | 7288 | Ticks modelled | 1183941 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 7674.54 | Gross profit | 7674.54 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 1534.91 | |||
| Absolute drawdown | 400.35 | Maximal drawdown | 1042.85 (9.20%) | Relative drawdown | 9.20% (1042.85) |
| Total trades | 5 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 2 (100.00%) |
| Profit trades (% of total) | 5 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 2049.34 | loss trade | 0.00 | |
| Average | profit trade | 1534.91 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 5 (7674.54) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 7674.54 (5) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 5 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.06.02 17:35 | sell | 1 | 0.50 | 0.81862 | 0.00000 | 0.00000 | ||
| 2 | 2009.06.02 17:40 | modify | 1 | 0.50 | 0.81862 | 0.82862 | 0.00000 | ||
| 3 | 2009.06.02 17:40 | modify | 1 | 0.50 | 0.81862 | 0.82862 | 0.76862 | ||
| 4 | 2009.06.08 10:35 | close | 1 | 0.50 | 0.78529 | 0.82862 | 0.76862 | 1640.40 | 11640.40 |
| 5 | 2009.06.08 10:40 | buy | 2 | 0.58 | 0.78516 | 0.00000 | 0.00000 | ||
| 6 | 2009.06.08 10:45 | modify | 2 | 0.58 | 0.78516 | 0.77516 | 0.00000 | ||
| 7 | 2009.06.08 10:45 | modify | 2 | 0.58 | 0.78516 | 0.77516 | 0.83516 | ||
| 8 | 2009.06.11 17:00 | close | 2 | 0.58 | 0.81657 | 0.77516 | 0.83516 | 1846.43 | 13486.83 |
| 9 | 2009.06.11 17:05 | sell | 3 | 0.67 | 0.81730 | 0.00000 | 0.00000 | ||
| 10 | 2009.06.11 17:10 | modify | 3 | 0.67 | 0.81730 | 0.82730 | 0.00000 | ||
| 11 | 2009.06.11 17:10 | modify | 3 | 0.67 | 0.81730 | 0.82730 | 0.76730 | ||
| 12 | 2009.06.16 03:55 | close | 3 | 0.67 | 0.79033 | 0.82730 | 0.76730 | 1789.50 | 15276.33 |
| 13 | 2009.06.23 02:25 | buy | 4 | 0.76 | 0.78384 | 0.00000 | 0.00000 | ||
| 14 | 2009.06.23 02:30 | modify | 4 | 0.76 | 0.78384 | 0.77384 | 0.00000 | ||
| 15 | 2009.06.23 02:30 | modify | 4 | 0.76 | 0.78384 | 0.77384 | 0.83384 | ||
| 16 | 2009.06.30 01:55 | close | 4 | 0.76 | 0.81021 | 0.77384 | 0.83384 | 2049.34 | 17325.67 |
| 17 | 2009.06.30 02:00 | sell | 5 | 0.87 | 0.80964 | 0.00000 | 0.00000 | ||
| 18 | 2009.06.30 02:05 | modify | 5 | 0.87 | 0.80964 | 0.81964 | 0.00000 | ||
| 19 | 2009.06.30 02:05 | modify | 5 | 0.87 | 0.80964 | 0.81964 | 0.75964 | ||
| 20 | 2009.06.30 23:59 | close at stop | 5 | 0.87 | 0.80563 | 0.81964 | 0.75964 | 348.87 | 17674.54 |