Strategy Tester Report
OverUnderV1.2
AlpariUK-Demo (Build 225)
| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2009.03.02 00:00 - 2009.03.31 23:55 (2009.03.01 - 2009.04.01) | ||||
| 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=185; | ||||
| Bars in test | 7250 | Ticks modelled | 617741 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 4165.41 | Gross profit | 6294.66 | Gross loss | -2129.25 |
| Profit factor | 2.96 | Expected payoff | 694.24 | ||
| Absolute drawdown | 269.00 | Maximal drawdown | 1694.61 (10.68%) | Relative drawdown | 10.68% (1694.61) |
| Total trades | 6 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 3 (33.33%) |
| Profit trades (% of total) | 3 (50.00%) | Loss trades (% of total) | 3 (50.00%) | ||
| Largest | profit trade | 3151.89 | loss trade | -780.00 | |
| Average | profit trade | 2098.22 | loss trade | -709.75 | |
| Maximum | consecutive wins (profit in money) | 2 (4394.26) | consecutive losses (loss in money) | 2 (-1529.25) | |
| Maximal | consecutive profit (count of wins) | 4394.26 (2) | consecutive loss (count of losses) | -1529.25 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.03.06 08:20 | sell | 1 | 0.50 | 1.42550 | 0.00000 | 0.00000 | ||
| 2 | 2009.03.06 08:25 | modify | 1 | 0.50 | 1.42550 | 1.43550 | 0.00000 | ||
| 3 | 2009.03.06 08:25 | modify | 1 | 0.50 | 1.42550 | 1.43550 | 1.37550 | ||
| 4 | 2009.03.09 12:30 | close | 1 | 0.50 | 1.38748 | 1.43550 | 1.37550 | 1900.40 | 11900.40 |
| 5 | 2009.03.09 12:35 | buy | 2 | 0.60 | 1.38838 | 0.00000 | 0.00000 | ||
| 6 | 2009.03.09 12:40 | modify | 2 | 0.60 | 1.38838 | 1.37838 | 0.00000 | ||
| 7 | 2009.03.09 12:40 | modify | 2 | 0.60 | 1.38838 | 1.37838 | 1.43838 | ||
| 8 | 2009.03.09 13:45 | s/l | 2 | 0.60 | 1.37838 | 1.37838 | 1.43838 | -600.00 | 11300.40 |
| 9 | 2009.03.16 09:45 | sell | 3 | 0.57 | 1.41550 | 0.00000 | 0.00000 | ||
| 10 | 2009.03.16 09:50 | modify | 3 | 0.57 | 1.41550 | 1.42550 | 0.00000 | ||
| 11 | 2009.03.16 09:50 | modify | 3 | 0.57 | 1.41550 | 1.42550 | 1.36550 | ||
| 12 | 2009.03.18 10:10 | close | 3 | 0.57 | 1.39368 | 1.42550 | 1.36550 | 1242.37 | 12542.77 |
| 13 | 2009.03.18 10:50 | buy | 4 | 0.63 | 1.39028 | 0.00000 | 0.00000 | ||
| 14 | 2009.03.18 10:55 | modify | 4 | 0.63 | 1.39028 | 1.38028 | 0.00000 | ||
| 15 | 2009.03.18 10:55 | modify | 4 | 0.63 | 1.39028 | 1.38028 | 1.44028 | ||
| 16 | 2009.03.19 12:43 | t/p | 4 | 0.63 | 1.44028 | 1.38028 | 1.44028 | 3151.89 | 15694.66 |
| 17 | 2009.03.19 13:35 | sell | 5 | 0.78 | 1.44880 | 0.00000 | 0.00000 | ||
| 18 | 2009.03.19 13:40 | modify | 5 | 0.78 | 1.44880 | 1.45880 | 0.00000 | ||
| 19 | 2009.03.19 13:40 | modify | 5 | 0.78 | 1.44880 | 1.45880 | 1.39880 | ||
| 20 | 2009.03.19 16:15 | s/l | 5 | 0.78 | 1.45880 | 1.45880 | 1.39880 | -780.00 | 14914.66 |
| 21 | 2009.03.27 11:20 | buy | 6 | 0.75 | 1.43063 | 0.00000 | 0.00000 | ||
| 22 | 2009.03.27 11:25 | modify | 6 | 0.75 | 1.43063 | 1.42063 | 0.00000 | ||
| 23 | 2009.03.27 11:25 | modify | 6 | 0.75 | 1.43063 | 1.42063 | 1.48063 | ||
| 24 | 2009.03.30 06:27 | s/l | 6 | 0.75 | 1.42063 | 1.42063 | 1.48063 | -749.25 | 14165.41 |