Strategy Tester Report
OverUnderV1.2
AlpariUK-Demo (Build 225)
| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2009.12.01 00:00 - 2009.12.31 18:55 (2009.12.01 - 2010.01.01) | ||||
| 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=2; BarsBack2=27; | ||||
| Bars in test | 7179 | Ticks modelled | 759849 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 4176.48 | Gross profit | 4486.66 | Gross loss | -310.18 |
| Profit factor | 14.46 | Expected payoff | 1044.12 | ||
| Absolute drawdown | 206.00 | Maximal drawdown | 937.16 (7.40%) | Relative drawdown | 7.40% (937.16) |
| Total trades | 4 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 2 (100.00%) |
| Profit trades (% of total) | 3 (75.00%) | Loss trades (% of total) | 1 (25.00%) | ||
| Largest | profit trade | 1912.00 | loss trade | -310.18 | |
| Average | profit trade | 1495.55 | loss trade | -310.18 | |
| Maximum | consecutive wins (profit in money) | 2 (3331.06) | consecutive losses (loss in money) | 1 (-310.18) | |
| Maximal | consecutive profit (count of wins) | 3331.06 (2) | consecutive loss (count of losses) | -310.18 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.04 20:30 | sell | 1 | 0.50 | 90.402 | 0.000 | 0.000 | ||
| 2 | 2009.12.04 20:35 | modify | 1 | 0.50 | 90.402 | 91.402 | 0.000 | ||
| 3 | 2009.12.04 20:35 | modify | 1 | 0.50 | 90.402 | 91.402 | 85.402 | ||
| 4 | 2009.12.09 08:35 | close | 1 | 0.50 | 87.905 | 91.402 | 85.402 | 1419.06 | 11419.06 |
| 5 | 2009.12.09 08:40 | buy | 2 | 0.57 | 87.834 | 0.000 | 0.000 | ||
| 6 | 2009.12.09 08:45 | modify | 2 | 0.57 | 87.834 | 86.834 | 0.000 | ||
| 7 | 2009.12.09 08:45 | modify | 2 | 0.57 | 87.834 | 86.834 | 92.834 | ||
| 8 | 2009.12.21 16:20 | close | 2 | 0.57 | 90.876 | 86.834 | 92.834 | 1912.00 | 13331.06 |
| 9 | 2009.12.21 16:25 | sell | 3 | 0.67 | 90.887 | 0.000 | 0.000 | ||
| 10 | 2009.12.21 16:30 | modify | 3 | 0.67 | 90.887 | 91.887 | 0.000 | ||
| 11 | 2009.12.21 16:30 | modify | 3 | 0.67 | 90.887 | 91.887 | 85.887 | ||
| 12 | 2009.12.24 06:55 | close | 3 | 0.67 | 91.306 | 91.887 | 85.887 | -310.18 | 13020.88 |
| 13 | 2009.12.28 01:15 | buy | 4 | 0.65 | 91.476 | 0.000 | 0.000 | ||
| 14 | 2009.12.28 01:20 | modify | 4 | 0.65 | 91.476 | 90.476 | 0.000 | ||
| 15 | 2009.12.28 01:20 | modify | 4 | 0.65 | 91.476 | 90.476 | 96.476 | ||
| 16 | 2009.12.31 18:59 | close at stop | 4 | 0.65 | 93.129 | 90.476 | 96.476 | 1155.61 | 14176.48 |