Strategy Tester Report
OverUnderV1.2
AlpariUK-Demo (Build 225)
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 5 Minutes (M5) 2009.11.02 00:00 - 2009.11.30 23:55 (2009.11.01 - 2009.12.01) | ||||
| 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=8; BarsBack2=890; | ||||
| Bars in test | 7002 | Ticks modelled | 814901 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 7079.29 | Gross profit | 7079.29 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 1179.88 | |||
| Absolute drawdown | 46.73 | Maximal drawdown | 937.05 (7.44%) | Relative drawdown | 7.44% (937.05) |
| Total trades | 6 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 3 (100.00%) |
| Profit trades (% of total) | 6 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 1775.55 | loss trade | 0.00 | |
| Average | profit trade | 1179.88 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 6 (7079.29) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 7079.29 (6) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 6 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.04 11:40 | buy | 1 | 0.50 | 1.06034 | 0.00000 | 0.00000 | ||
| 2 | 2009.11.04 11:45 | modify | 1 | 0.50 | 1.06034 | 1.05034 | 0.00000 | ||
| 3 | 2009.11.04 11:45 | modify | 1 | 0.50 | 1.06034 | 1.05034 | 1.11034 | ||
| 4 | 2009.11.06 20:55 | close | 1 | 0.50 | 1.07629 | 1.05034 | 1.11034 | 740.97 | 10740.97 |
| 5 | 2009.11.06 21:00 | sell | 2 | 0.54 | 1.07669 | 0.00000 | 0.00000 | ||
| 6 | 2009.11.06 21:05 | modify | 2 | 0.54 | 1.07669 | 1.08669 | 0.00000 | ||
| 7 | 2009.11.06 21:05 | modify | 2 | 0.54 | 1.07669 | 1.08669 | 1.02669 | ||
| 8 | 2009.11.09 15:55 | close | 2 | 0.54 | 1.05729 | 1.08669 | 1.02669 | 990.64 | 11731.61 |
| 9 | 2009.11.11 09:20 | buy | 3 | 0.59 | 1.04629 | 0.00000 | 0.00000 | ||
| 10 | 2009.11.11 09:25 | modify | 3 | 0.59 | 1.04629 | 1.03629 | 0.00000 | ||
| 11 | 2009.11.11 09:25 | modify | 3 | 0.59 | 1.04629 | 1.03629 | 1.09629 | ||
| 12 | 2009.11.19 16:40 | close | 3 | 0.59 | 1.06761 | 1.03629 | 1.09629 | 1178.22 | 12909.83 |
| 13 | 2009.11.19 16:45 | sell | 4 | 0.65 | 1.06780 | 0.00000 | 0.00000 | ||
| 14 | 2009.11.19 16:50 | modify | 4 | 0.65 | 1.06780 | 1.07780 | 0.00000 | ||
| 15 | 2009.11.19 16:50 | modify | 4 | 0.65 | 1.06780 | 1.07780 | 1.01780 | ||
| 16 | 2009.11.25 13:00 | close | 4 | 0.65 | 1.04765 | 1.07780 | 1.01780 | 1249.22 | 14159.05 |
| 17 | 2009.11.25 13:05 | buy | 5 | 0.71 | 1.04643 | 0.00000 | 0.00000 | ||
| 18 | 2009.11.25 13:10 | modify | 5 | 0.71 | 1.04643 | 1.03643 | 0.00000 | ||
| 19 | 2009.11.25 13:10 | modify | 5 | 0.71 | 1.04643 | 1.03643 | 1.09643 | ||
| 20 | 2009.11.27 09:30 | close | 5 | 0.71 | 1.07327 | 1.03643 | 1.09643 | 1775.55 | 15934.60 |
| 21 | 2009.11.27 09:35 | sell | 6 | 0.80 | 1.07156 | 0.00000 | 0.00000 | ||
| 22 | 2009.11.27 09:40 | modify | 6 | 0.80 | 1.07156 | 1.08156 | 0.00000 | ||
| 23 | 2009.11.27 09:40 | modify | 6 | 0.80 | 1.07156 | 1.08156 | 1.02156 | ||
| 24 | 2009.11.30 23:59 | close at stop | 6 | 0.80 | 1.05644 | 1.08156 | 1.02156 | 1144.69 | 17079.29 |