Strategy Tester Report
OverUnderV1.2
AlpariUK-Demo (Build 225)
| Symbol | EURJPY (Euro vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2009.10.01 00:00 - 2009.10.30 22:00 (2009.10.01 - 2009.11.01) | ||||
| 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=5; | ||||
| Bars in test | 7264 | Ticks modelled | 1538392 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 6215.19 | Gross profit | 6222.06 | Gross loss | -6.87 |
| Profit factor | 905.42 | Expected payoff | 1243.04 | ||
| Absolute drawdown | 388.80 | Maximal drawdown | 2181.93 (13.56%) | Relative drawdown | 13.56% (2181.93) |
| 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 | 3433.08 | loss trade | -6.87 | |
| Average | profit trade | 1555.51 | loss trade | -6.87 | |
| Maximum | consecutive wins (profit in money) | 4 (6222.06) | consecutive losses (loss in money) | 1 (-6.87) | |
| Maximal | consecutive profit (count of wins) | 6222.06 (4) | consecutive loss (count of losses) | -6.87 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.10.02 17:15 | sell | 1 | 0.50 | 130.954 | 0.000 | 0.000 | ||
| 2 | 2009.10.02 17:20 | modify | 1 | 0.50 | 130.954 | 131.954 | 0.000 | ||
| 3 | 2009.10.02 17:20 | modify | 1 | 0.50 | 130.954 | 131.954 | 125.954 | ||
| 4 | 2009.10.06 03:20 | close | 1 | 0.50 | 130.966 | 131.954 | 125.954 | -6.87 | 9993.13 |
| 5 | 2009.10.09 12:10 | buy | 2 | 0.50 | 131.013 | 0.000 | 0.000 | ||
| 6 | 2009.10.09 12:15 | modify | 2 | 0.50 | 131.013 | 130.013 | 0.000 | ||
| 7 | 2009.10.09 12:15 | modify | 2 | 0.50 | 131.013 | 130.013 | 136.013 | ||
| 8 | 2009.10.12 11:55 | close | 2 | 0.50 | 133.190 | 130.013 | 136.013 | 1168.59 | 11161.72 |
| 9 | 2009.10.15 15:45 | sell | 3 | 0.56 | 135.109 | 0.000 | 0.000 | ||
| 10 | 2009.10.15 15:50 | modify | 3 | 0.56 | 135.109 | 136.109 | 0.000 | ||
| 11 | 2009.10.15 15:50 | modify | 3 | 0.56 | 135.109 | 136.109 | 130.109 | ||
| 12 | 2009.10.19 02:40 | close | 3 | 0.56 | 135.107 | 136.109 | 130.109 | 0.72 | 11162.44 |
| 13 | 2009.10.19 03:10 | buy | 4 | 0.56 | 134.842 | 0.000 | 0.000 | ||
| 14 | 2009.10.19 03:15 | modify | 4 | 0.56 | 134.842 | 133.842 | 0.000 | ||
| 15 | 2009.10.19 03:15 | modify | 4 | 0.56 | 134.842 | 133.842 | 139.842 | ||
| 16 | 2009.10.23 02:10 | close | 4 | 0.56 | 137.537 | 133.842 | 139.842 | 1619.66 | 12782.10 |
| 17 | 2009.10.23 02:25 | sell | 5 | 0.64 | 137.643 | 0.000 | 0.000 | ||
| 18 | 2009.10.23 02:30 | modify | 5 | 0.64 | 137.643 | 138.643 | 0.000 | ||
| 19 | 2009.10.23 02:30 | modify | 5 | 0.64 | 137.643 | 138.643 | 132.643 | ||
| 20 | 2009.10.30 18:27 | t/p | 5 | 0.64 | 132.643 | 138.643 | 132.643 | 3433.08 | 16215.19 |