Strategy Tester Report
OverUnderV1.2
AlpariUK-Demo (Build 225)
| Symbol | EURUSD (Euro 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=5; BarsBack2=546; | ||||
| Bars in test | 7272 | Ticks modelled | 868299 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 2543.88 | Gross profit | 3613.95 | Gross loss | -1070.07 |
| Profit factor | 3.38 | Expected payoff | 508.78 | ||
| Absolute drawdown | 681.82 | Maximal drawdown | 1069.01 (9.17%) | Relative drawdown | 9.17% (1069.01) |
| Total trades | 5 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 3 (60.00%) | Loss trades (% of total) | 2 (40.00%) | ||
| Largest | profit trade | 1771.63 | loss trade | -570.17 | |
| Average | profit trade | 1204.65 | loss trade | -535.04 | |
| Maximum | consecutive wins (profit in money) | 2 (1982.98) | consecutive losses (loss in money) | 1 (-570.17) | |
| Maximal | consecutive profit (count of wins) | 1982.98 (2) | consecutive loss (count of losses) | -570.17 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.04.07 12:20 | buy | 1 | 0.50 | 1.32594 | 0.00000 | 0.00000 | ||
| 2 | 2009.04.07 12:25 | modify | 1 | 0.50 | 1.32594 | 1.31594 | 0.00000 | ||
| 3 | 2009.04.07 12:25 | modify | 1 | 0.50 | 1.32594 | 1.31594 | 1.37594 | ||
| 4 | 2009.04.08 08:43 | s/l | 1 | 0.50 | 1.31594 | 1.31594 | 1.37594 | -499.90 | 9500.10 |
| 5 | 2009.04.13 17:55 | sell | 2 | 0.48 | 1.33556 | 0.00000 | 0.00000 | ||
| 6 | 2009.04.13 18:00 | modify | 2 | 0.48 | 1.33556 | 1.34556 | 0.00000 | ||
| 7 | 2009.04.13 18:00 | modify | 2 | 0.48 | 1.33556 | 1.34556 | 1.28556 | ||
| 8 | 2009.04.20 03:05 | close | 2 | 0.48 | 1.29863 | 1.34556 | 1.28556 | 1771.63 | 11271.73 |
| 9 | 2009.04.20 03:10 | buy | 3 | 0.56 | 1.29785 | 0.00000 | 0.00000 | ||
| 10 | 2009.04.20 03:15 | modify | 3 | 0.56 | 1.29785 | 1.28785 | 0.00000 | ||
| 11 | 2009.04.20 03:15 | modify | 3 | 0.56 | 1.29785 | 1.28785 | 1.34785 | ||
| 12 | 2009.04.22 16:45 | close | 3 | 0.56 | 1.30162 | 1.28785 | 1.34785 | 211.34 | 11483.08 |
| 13 | 2009.04.23 22:25 | sell | 4 | 0.57 | 1.31461 | 0.00000 | 0.00000 | ||
| 14 | 2009.04.23 22:30 | modify | 4 | 0.57 | 1.31461 | 1.32461 | 0.00000 | ||
| 15 | 2009.04.23 22:30 | modify | 4 | 0.57 | 1.31461 | 1.32461 | 1.26461 | ||
| 16 | 2009.04.24 10:21 | s/l | 4 | 0.57 | 1.32461 | 1.32461 | 1.26461 | -570.17 | 10912.91 |
| 17 | 2009.04.27 20:20 | buy | 5 | 0.55 | 1.30229 | 0.00000 | 0.00000 | ||
| 18 | 2009.04.27 20:25 | modify | 5 | 0.55 | 1.30229 | 1.29229 | 0.00000 | ||
| 19 | 2009.04.27 20:25 | modify | 5 | 0.55 | 1.30229 | 1.29229 | 1.35229 | ||
| 20 | 2009.04.29 18:15 | close | 5 | 0.55 | 1.33194 | 1.29229 | 1.35229 | 1630.97 | 12543.88 |