Strategy Tester Report
OverUnderV1.2
AlpariUK-Demo (Build 225)
| Symbol | EURJPY (Euro vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2009.08.03 00:00 - 2009.08.31 23:55 (2009.08.01 - 2009.09.01) | ||||
| 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=34; BarsBack2=455; | ||||
| Bars in test | 7001 | Ticks modelled | 1665405 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 9454.47 | Gross profit | 11224.83 | Gross loss | -1770.36 |
| Profit factor | 6.34 | Expected payoff | 675.32 | ||
| Absolute drawdown | 558.94 | Maximal drawdown | 1535.10 (9.71%) | Relative drawdown | 12.87% (1503.24) |
| Total trades | 14 | Short positions (won %) | 7 (85.71%) | Long positions (won %) | 7 (71.43%) |
| Profit trades (% of total) | 11 (78.57%) | Loss trades (% of total) | 3 (21.43%) | ||
| Largest | profit trade | 1953.74 | loss trade | -615.35 | |
| Average | profit trade | 1020.44 | loss trade | -590.12 | |
| Maximum | consecutive wins (profit in money) | 8 (8688.45) | consecutive losses (loss in money) | 1 (-615.35) | |
| Maximal | consecutive profit (count of wins) | 8688.45 (8) | consecutive loss (count of losses) | -615.35 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.08.03 11:55 | sell | 1 | 0.50 | 135.539 | 0.000 | 0.000 | ||
| 2 | 2009.08.03 12:00 | modify | 1 | 0.50 | 135.539 | 136.539 | 0.000 | ||
| 3 | 2009.08.03 12:00 | modify | 1 | 0.50 | 135.539 | 136.539 | 130.539 | ||
| 4 | 2009.08.03 16:00 | s/l | 1 | 0.50 | 136.539 | 136.539 | 130.539 | -539.66 | 9460.34 |
| 5 | 2009.08.07 12:10 | buy | 2 | 0.47 | 136.681 | 0.000 | 0.000 | ||
| 6 | 2009.08.07 12:15 | modify | 2 | 0.47 | 136.681 | 135.681 | 0.000 | ||
| 7 | 2009.08.07 12:15 | modify | 2 | 0.47 | 136.681 | 135.681 | 141.681 | ||
| 8 | 2009.08.07 18:00 | close | 2 | 0.47 | 138.459 | 135.681 | 141.681 | 902.14 | 10362.48 |
| 9 | 2009.08.07 18:05 | sell | 3 | 0.52 | 138.469 | 0.000 | 0.000 | ||
| 10 | 2009.08.07 18:10 | modify | 3 | 0.52 | 138.469 | 139.469 | 0.000 | ||
| 11 | 2009.08.07 18:10 | modify | 3 | 0.52 | 138.469 | 139.469 | 133.469 | ||
| 12 | 2009.08.11 05:20 | close | 3 | 0.52 | 136.717 | 139.469 | 133.469 | 982.86 | 11345.34 |
| 13 | 2009.08.11 05:25 | buy | 4 | 0.57 | 136.814 | 0.000 | 0.000 | ||
| 14 | 2009.08.11 05:30 | modify | 4 | 0.57 | 136.814 | 135.814 | 0.000 | ||
| 15 | 2009.08.11 05:30 | modify | 4 | 0.57 | 136.814 | 135.814 | 141.814 | ||
| 16 | 2009.08.11 16:02 | s/l | 4 | 0.57 | 135.814 | 135.814 | 141.814 | -615.35 | 10729.99 |
| 17 | 2009.08.13 09:05 | sell | 5 | 0.54 | 136.922 | 0.000 | 0.000 | ||
| 18 | 2009.08.13 09:10 | modify | 5 | 0.54 | 136.922 | 137.922 | 0.000 | ||
| 19 | 2009.08.13 09:10 | modify | 5 | 0.54 | 136.922 | 137.922 | 131.922 | ||
| 20 | 2009.08.14 06:15 | close | 5 | 0.54 | 135.804 | 137.922 | 131.922 | 651.38 | 11381.37 |
| 21 | 2009.08.14 06:20 | buy | 6 | 0.57 | 135.796 | 0.000 | 0.000 | ||
| 22 | 2009.08.14 06:25 | modify | 6 | 0.57 | 135.796 | 134.796 | 0.000 | ||
| 23 | 2009.08.14 06:25 | modify | 6 | 0.57 | 135.796 | 134.796 | 140.796 | ||
| 24 | 2009.08.14 15:55 | s/l | 6 | 0.57 | 134.796 | 134.796 | 140.796 | -615.35 | 10766.02 |
| 25 | 2009.08.18 10:15 | sell | 7 | 0.54 | 134.301 | 0.000 | 0.000 | ||
| 26 | 2009.08.18 10:20 | modify | 7 | 0.54 | 134.301 | 135.301 | 0.000 | ||
| 27 | 2009.08.18 10:20 | modify | 7 | 0.54 | 134.301 | 135.301 | 129.301 | ||
| 28 | 2009.08.19 10:00 | close | 7 | 0.54 | 132.928 | 135.301 | 129.301 | 800.00 | 11566.01 |
| 29 | 2009.08.19 10:30 | buy | 8 | 0.58 | 133.070 | 0.000 | 0.000 | ||
| 30 | 2009.08.19 10:35 | modify | 8 | 0.58 | 133.070 | 132.070 | 0.000 | ||
| 31 | 2009.08.19 10:35 | modify | 8 | 0.58 | 133.070 | 132.070 | 138.070 | ||
| 32 | 2009.08.20 08:55 | close | 8 | 0.58 | 134.346 | 132.070 | 138.070 | 798.57 | 12364.59 |
| 33 | 2009.08.20 09:00 | sell | 9 | 0.62 | 134.296 | 0.000 | 0.000 | ||
| 34 | 2009.08.20 09:05 | modify | 9 | 0.62 | 134.296 | 135.296 | 0.000 | ||
| 35 | 2009.08.20 09:05 | modify | 9 | 0.62 | 134.296 | 135.296 | 129.296 | ||
| 36 | 2009.08.21 06:45 | close | 9 | 0.62 | 133.173 | 135.296 | 129.296 | 751.21 | 13115.80 |
| 37 | 2009.08.21 06:50 | buy | 10 | 0.66 | 133.157 | 0.000 | 0.000 | ||
| 38 | 2009.08.21 06:55 | modify | 10 | 0.66 | 133.157 | 132.157 | 0.000 | ||
| 39 | 2009.08.21 06:55 | modify | 10 | 0.66 | 133.157 | 132.157 | 138.157 | ||
| 40 | 2009.08.21 18:45 | close | 10 | 0.66 | 135.397 | 132.157 | 138.157 | 1596.01 | 14711.81 |
| 41 | 2009.08.21 18:50 | sell | 11 | 0.74 | 135.358 | 0.000 | 0.000 | ||
| 42 | 2009.08.21 18:55 | modify | 11 | 0.74 | 135.358 | 136.358 | 0.000 | ||
| 43 | 2009.08.21 18:55 | modify | 11 | 0.74 | 135.358 | 136.358 | 130.358 | ||
| 44 | 2009.08.27 03:30 | close | 11 | 0.74 | 133.646 | 136.358 | 130.358 | 1365.45 | 16077.26 |
| 45 | 2009.08.27 03:35 | buy | 12 | 0.80 | 133.712 | 0.000 | 0.000 | ||
| 46 | 2009.08.27 03:40 | modify | 12 | 0.80 | 133.712 | 132.712 | 0.000 | ||
| 47 | 2009.08.27 03:40 | modify | 12 | 0.80 | 133.712 | 132.712 | 138.712 | ||
| 48 | 2009.08.28 02:45 | close | 12 | 0.80 | 134.666 | 132.712 | 138.712 | 823.74 | 16901.00 |
| 49 | 2009.08.28 02:50 | sell | 13 | 0.85 | 134.617 | 0.000 | 0.000 | ||
| 50 | 2009.08.28 02:55 | modify | 13 | 0.85 | 134.617 | 135.617 | 0.000 | ||
| 51 | 2009.08.28 02:55 | modify | 13 | 0.85 | 134.617 | 135.617 | 129.617 | ||
| 52 | 2009.08.31 03:40 | close | 13 | 0.85 | 132.487 | 135.617 | 129.617 | 1953.74 | 18854.74 |
| 53 | 2009.08.31 03:45 | buy | 14 | 0.94 | 132.655 | 0.000 | 0.000 | ||
| 54 | 2009.08.31 03:50 | modify | 14 | 0.94 | 132.655 | 131.655 | 0.000 | ||
| 55 | 2009.08.31 03:50 | modify | 14 | 0.94 | 132.655 | 131.655 | 137.655 | ||
| 56 | 2009.08.31 23:59 | close at stop | 14 | 0.94 | 133.246 | 131.655 | 137.655 | 599.73 | 19454.47 |