Strategy Tester Report
TopsBottomsV5.1
AlpariUK-Demo (Build 229)
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2009.10.01 00:00 - 2009.10.30 21:55 (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=6; BarsBack2=386; | ||||
| Bars in test | 7263 | Ticks modelled | 1222485 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 2078.99 | Gross profit | 3149.12 | Gross loss | -1070.13 |
| Profit factor | 2.94 | Expected payoff | 415.80 | ||
| Absolute drawdown | 301.50 | Maximal drawdown | 1215.16 (11.01%) | Relative drawdown | 11.01% (1215.16) |
| Total trades | 5 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 2 (50.00%) |
| Profit trades (% of total) | 3 (60.00%) | Loss trades (% of total) | 2 (40.00%) | ||
| Largest | profit trade | 1533.70 | loss trade | -549.56 | |
| Average | profit trade | 1049.71 | loss trade | -535.07 | |
| Maximum | consecutive wins (profit in money) | 2 (2205.67) | consecutive losses (loss in money) | 2 (-1070.13) | |
| Maximal | consecutive profit (count of wins) | 2205.67 (2) | consecutive loss (count of losses) | -1070.13 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.10.08 09:55 | sell | 1 | 0.50 | 1.60639 | 0.00000 | 0.00000 | ||
| 2 | 2009.10.08 10:00 | modify | 1 | 0.50 | 1.60639 | 1.61639 | 0.00000 | ||
| 3 | 2009.10.08 10:00 | modify | 1 | 0.50 | 1.60639 | 1.61639 | 1.55639 | ||
| 4 | 2009.10.09 18:55 | close | 1 | 0.50 | 1.58751 | 1.61639 | 1.55639 | 943.45 | 10943.45 |
| 5 | 2009.10.09 19:00 | buy | 2 | 0.55 | 1.58734 | 0.00000 | 0.00000 | ||
| 6 | 2009.10.09 19:05 | modify | 2 | 0.55 | 1.58734 | 1.57734 | 0.00000 | ||
| 7 | 2009.10.09 19:05 | modify | 2 | 0.55 | 1.58734 | 1.57734 | 1.63734 | ||
| 8 | 2009.10.12 09:12 | s/l | 2 | 0.55 | 1.57734 | 1.57734 | 1.63734 | -549.56 | 10393.89 |
| 9 | 2009.10.13 18:30 | sell | 3 | 0.52 | 1.58853 | 0.00000 | 0.00000 | ||
| 10 | 2009.10.13 18:35 | modify | 3 | 0.52 | 1.58853 | 1.59853 | 0.00000 | ||
| 11 | 2009.10.13 18:35 | modify | 3 | 0.52 | 1.58853 | 1.59853 | 1.53853 | ||
| 12 | 2009.10.14 08:05 | s/l | 3 | 0.52 | 1.59853 | 1.59853 | 1.53853 | -520.57 | 9873.32 |
| 13 | 2009.10.26 01:40 | buy | 4 | 0.49 | 1.62602 | 0.00000 | 0.00000 | ||
| 14 | 2009.10.26 01:45 | modify | 4 | 0.49 | 1.62602 | 1.61602 | 0.00000 | ||
| 15 | 2009.10.26 01:45 | modify | 4 | 0.49 | 1.62602 | 1.61602 | 1.67602 | ||
| 16 | 2009.10.29 15:40 | close | 4 | 0.49 | 1.65728 | 1.61602 | 1.67602 | 1533.70 | 11407.02 |
| 17 | 2009.10.29 15:45 | sell | 5 | 0.57 | 1.65715 | 0.00000 | 0.00000 | ||
| 18 | 2009.10.29 15:50 | modify | 5 | 0.57 | 1.65715 | 1.66715 | 0.00000 | ||
| 19 | 2009.10.29 15:50 | modify | 5 | 0.57 | 1.65715 | 1.66715 | 1.60715 | ||
| 20 | 2009.10.30 21:59 | close at stop | 5 | 0.57 | 1.64535 | 1.66715 | 1.60715 | 671.97 | 12078.99 |