Strategy Tester Report
OverUnderV1.2
AlpariUK-Demo (Build 225)
| Symbol | AUDUSD (Australian Dollar vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2009.11.02 00:00 - 2009.11.30 23:55 (2009.11.01 - 2009.12.01) | ||||
| 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=6; BarsBack2=70; | ||||
| Bars in test | 7002 | Ticks modelled | 937348 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 3199.89 | Gross profit | 3199.89 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 639.98 | |||
| Absolute drawdown | 406.50 | Maximal drawdown | 963.58 (7.60%) | Relative drawdown | 7.60% (963.58) |
| 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 | 1070.28 | loss trade | 0.00 | |
| Average | profit trade | 639.98 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 5 (3199.89) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 3199.89 (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 | 2009.11.02 05:25 | sell | 1 | 0.50 | 0.90429 | 0.00000 | 0.00000 | ||
| 2 | 2009.11.02 05:30 | modify | 1 | 0.50 | 0.90429 | 0.91429 | 0.00000 | ||
| 3 | 2009.11.02 05:30 | modify | 1 | 0.50 | 0.90429 | 0.91429 | 0.85429 | ||
| 4 | 2009.11.03 10:00 | close | 1 | 0.50 | 0.89586 | 0.91429 | 0.85429 | 417.00 | 10417.00 |
| 5 | 2009.11.12 13:50 | buy | 2 | 0.52 | 0.92840 | 0.00000 | 0.00000 | ||
| 6 | 2009.11.12 13:55 | modify | 2 | 0.52 | 0.92840 | 0.91840 | 0.00000 | ||
| 7 | 2009.11.12 13:55 | modify | 2 | 0.52 | 0.92840 | 0.91840 | 0.97840 | ||
| 8 | 2009.11.16 16:20 | close | 2 | 0.52 | 0.93647 | 0.91840 | 0.97840 | 428.17 | 10845.17 |
| 9 | 2009.11.16 16:25 | sell | 3 | 0.54 | 0.93628 | 0.00000 | 0.00000 | ||
| 10 | 2009.11.16 16:30 | modify | 3 | 0.54 | 0.93628 | 0.94628 | 0.00000 | ||
| 11 | 2009.11.16 16:30 | modify | 3 | 0.54 | 0.93628 | 0.94628 | 0.88628 | ||
| 12 | 2009.11.20 04:09 | close | 3 | 0.54 | 0.91592 | 0.94628 | 0.88628 | 1070.28 | 11915.45 |
| 13 | 2009.11.20 11:20 | buy | 4 | 0.60 | 0.91480 | 0.00000 | 0.00000 | ||
| 14 | 2009.11.20 11:25 | modify | 4 | 0.60 | 0.91480 | 0.90480 | 0.00000 | ||
| 15 | 2009.11.20 11:25 | modify | 4 | 0.60 | 0.91480 | 0.90480 | 0.96480 | ||
| 16 | 2009.11.24 14:25 | close | 4 | 0.60 | 0.92137 | 0.90480 | 0.96480 | 404.04 | 12319.49 |
| 17 | 2009.11.25 01:55 | sell | 5 | 0.62 | 0.92289 | 0.00000 | 0.00000 | ||
| 18 | 2009.11.25 02:00 | modify | 5 | 0.62 | 0.92289 | 0.93289 | 0.00000 | ||
| 19 | 2009.11.25 02:00 | modify | 5 | 0.62 | 0.92289 | 0.93289 | 0.87289 | ||
| 20 | 2009.11.27 01:05 | close | 5 | 0.62 | 0.90833 | 0.93289 | 0.87289 | 880.40 | 13199.89 |