Strategy Tester Report
OverUnderV1.2
AlpariUK-Demo (Build 225)
| Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
| 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=14; BarsBack2=1077; | ||||
| Bars in test | 7002 | Ticks modelled | 982381 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 3000.97 | Gross profit | 3663.80 | Gross loss | -662.83 |
| Profit factor | 5.53 | Expected payoff | 500.16 | ||
| Absolute drawdown | 71.77 | Maximal drawdown | 770.49 (5.84%) | Relative drawdown | 5.84% (770.49) |
| Total trades | 6 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 5 (83.33%) | Loss trades (% of total) | 1 (16.67%) | ||
| Largest | profit trade | 1044.48 | loss trade | -662.83 | |
| Average | profit trade | 732.76 | loss trade | -662.83 | |
| Maximum | consecutive wins (profit in money) | 4 (3111.21) | consecutive losses (loss in money) | 1 (-662.83) | |
| Maximal | consecutive profit (count of wins) | 3111.21 (4) | consecutive loss (count of losses) | -662.83 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.02 17:20 | buy | 1 | 0.50 | 1.01866 | 0.00000 | 0.00000 | ||
| 2 | 2009.11.02 17:25 | modify | 1 | 0.50 | 1.01866 | 1.00866 | 0.00000 | ||
| 3 | 2009.11.02 17:25 | modify | 1 | 0.50 | 1.01866 | 1.00866 | 1.06866 | ||
| 4 | 2009.11.03 12:30 | close | 1 | 0.50 | 1.03210 | 1.00866 | 1.06866 | 651.15 | 10651.15 |
| 5 | 2009.11.03 12:35 | sell | 2 | 0.53 | 1.03268 | 0.00000 | 0.00000 | ||
| 6 | 2009.11.03 12:40 | modify | 2 | 0.53 | 1.03268 | 1.04268 | 0.00000 | ||
| 7 | 2009.11.03 12:40 | modify | 2 | 0.53 | 1.03268 | 1.04268 | 0.98268 | ||
| 8 | 2009.11.09 06:05 | close | 2 | 0.53 | 1.01267 | 1.04268 | 0.98268 | 1044.48 | 11695.63 |
| 9 | 2009.11.09 09:20 | buy | 3 | 0.58 | 1.00892 | 0.00000 | 0.00000 | ||
| 10 | 2009.11.09 09:25 | modify | 3 | 0.58 | 1.00892 | 0.99892 | 0.00000 | ||
| 11 | 2009.11.09 09:25 | modify | 3 | 0.58 | 1.00892 | 0.99892 | 1.05892 | ||
| 12 | 2009.11.12 22:00 | close | 3 | 0.58 | 1.01783 | 0.99892 | 1.05892 | 508.01 | 12203.64 |
| 13 | 2009.11.20 14:20 | sell | 4 | 0.61 | 1.02074 | 0.00000 | 0.00000 | ||
| 14 | 2009.11.20 14:25 | modify | 4 | 0.61 | 1.02074 | 1.03074 | 0.00000 | ||
| 15 | 2009.11.20 14:25 | modify | 4 | 0.61 | 1.02074 | 1.03074 | 0.97074 | ||
| 16 | 2009.11.25 09:50 | close | 4 | 0.61 | 1.00575 | 1.03074 | 0.97074 | 907.56 | 13111.21 |
| 17 | 2009.11.25 09:55 | buy | 5 | 0.66 | 1.00573 | 0.00000 | 0.00000 | ||
| 18 | 2009.11.25 10:00 | modify | 5 | 0.66 | 1.00573 | 0.99573 | 0.00000 | ||
| 19 | 2009.11.25 10:00 | modify | 5 | 0.66 | 1.00573 | 0.99573 | 1.05573 | ||
| 20 | 2009.11.25 21:38 | s/l | 5 | 0.66 | 0.99573 | 0.99573 | 1.05573 | -662.83 | 12448.38 |
| 21 | 2009.11.27 09:35 | sell | 6 | 0.62 | 1.01439 | 0.00000 | 0.00000 | ||
| 22 | 2009.11.27 09:40 | modify | 6 | 0.62 | 1.01439 | 1.02439 | 0.00000 | ||
| 23 | 2009.11.27 09:40 | modify | 6 | 0.62 | 1.01439 | 1.02439 | 0.96439 | ||
| 24 | 2009.11.30 23:59 | close at stop | 6 | 0.62 | 1.00542 | 1.02439 | 0.96439 | 552.60 | 13000.97 |