Strategy Tester Report
OverUnderV1.2
AlpariUK-Demo (Build 225)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2010.01.04 00:00 - 2010.01.29 22:55 (2010.01.01 - 2010.02.01) | ||||
| 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=122; BarsBack2=1054; | ||||
| Bars in test | 6712 | Ticks modelled | 824280 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 3223.57 | Gross profit | 3923.15 | Gross loss | -699.58 |
| Profit factor | 5.61 | Expected payoff | 644.71 | ||
| Absolute drawdown | 114.50 | Maximal drawdown | 878.15 (7.45%) | Relative drawdown | 7.45% (878.15) |
| Total trades | 5 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 4 (80.00%) | Loss trades (% of total) | 1 (20.00%) | ||
| Largest | profit trade | 1475.77 | loss trade | -699.58 | |
| Average | profit trade | 980.79 | loss trade | -699.58 | |
| Maximum | consecutive wins (profit in money) | 4 (3923.15) | consecutive losses (loss in money) | 1 (-699.58) | |
| Maximal | consecutive profit (count of wins) | 3923.15 (4) | consecutive loss (count of losses) | -699.58 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 05:25 | buy | 1 | 0.50 | 1.42917 | 0.00000 | 0.00000 | ||
| 2 | 2010.01.04 05:30 | modify | 1 | 0.50 | 1.42917 | 1.41917 | 0.00000 | ||
| 3 | 2010.01.04 05:30 | modify | 1 | 0.50 | 1.42917 | 1.41917 | 1.47917 | ||
| 4 | 2010.01.05 08:30 | close | 1 | 0.50 | 1.44599 | 1.41917 | 1.47917 | 841.15 | 10841.15 |
| 5 | 2010.01.05 08:35 | sell | 2 | 0.54 | 1.44605 | 0.00000 | 0.00000 | ||
| 6 | 2010.01.05 08:40 | modify | 2 | 0.54 | 1.44605 | 1.45605 | 0.00000 | ||
| 7 | 2010.01.05 08:40 | modify | 2 | 0.54 | 1.44605 | 1.45605 | 1.39605 | ||
| 8 | 2010.01.08 14:05 | close | 2 | 0.54 | 1.42860 | 1.45605 | 1.39605 | 941.22 | 11782.37 |
| 9 | 2010.01.08 14:10 | buy | 3 | 0.59 | 1.42713 | 0.00000 | 0.00000 | ||
| 10 | 2010.01.08 14:15 | modify | 3 | 0.59 | 1.42713 | 1.41713 | 0.00000 | ||
| 11 | 2010.01.08 14:15 | modify | 3 | 0.59 | 1.42713 | 1.41713 | 1.47713 | ||
| 12 | 2010.01.11 05:00 | close | 3 | 0.59 | 1.45214 | 1.41713 | 1.47713 | 1475.77 | 13258.14 |
| 13 | 2010.01.11 05:05 | sell | 4 | 0.66 | 1.45229 | 0.00000 | 0.00000 | ||
| 14 | 2010.01.11 05:10 | modify | 4 | 0.66 | 1.45229 | 1.46229 | 0.00000 | ||
| 15 | 2010.01.11 05:10 | modify | 4 | 0.66 | 1.45229 | 1.46229 | 1.40229 | ||
| 16 | 2010.01.15 08:35 | close | 4 | 0.66 | 1.44219 | 1.46229 | 1.40229 | 665.02 | 13923.15 |
| 17 | 2010.01.15 08:40 | buy | 5 | 0.70 | 1.44166 | 0.00000 | 0.00000 | ||
| 18 | 2010.01.15 08:45 | modify | 5 | 0.70 | 1.44166 | 1.43166 | 0.00000 | ||
| 19 | 2010.01.15 08:45 | modify | 5 | 0.70 | 1.44166 | 1.43166 | 1.49166 | ||
| 20 | 2010.01.19 11:54 | s/l | 5 | 0.70 | 1.43166 | 1.43166 | 1.49166 | -699.58 | 13223.57 |