Strategy Tester Report
OverUnderV1.2
AlpariUK-Demo (Build 225)
| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2009.07.01 00:00 - 2009.07.31 22:55 (2009.07.01 - 2009.08.01) | ||||
| 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=22; BarsBack2=995; | ||||
| Bars in test | 7559 | Ticks modelled | 1180444 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 2957.47 | Gross profit | 3517.93 | Gross loss | -560.46 |
| Profit factor | 6.28 | Expected payoff | 422.50 | ||
| Absolute drawdown | 190.25 | Maximal drawdown | 938.42 (8.73%) | Relative drawdown | 8.73% (938.42) |
| Total trades | 7 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 6 (85.71%) | Loss trades (% of total) | 1 (14.29%) | ||
| Largest | profit trade | 796.15 | loss trade | -560.46 | |
| Average | profit trade | 586.32 | loss trade | -560.46 | |
| Maximum | consecutive wins (profit in money) | 5 (2826.30) | consecutive losses (loss in money) | 1 (-560.46) | |
| Maximal | consecutive profit (count of wins) | 2826.30 (5) | consecutive loss (count of losses) | -560.46 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.07.01 04:05 | sell | 1 | 0.50 | 96.789 | 0.000 | 0.000 | ||
| 2 | 2009.07.01 04:10 | modify | 1 | 0.50 | 96.789 | 97.789 | 0.000 | ||
| 3 | 2009.07.01 04:10 | modify | 1 | 0.50 | 96.789 | 97.789 | 91.789 | ||
| 4 | 2009.07.06 04:10 | close | 1 | 0.50 | 95.465 | 97.789 | 91.789 | 691.63 | 10691.63 |
| 5 | 2009.07.06 04:15 | buy | 2 | 0.53 | 95.510 | 0.000 | 0.000 | ||
| 6 | 2009.07.06 04:20 | modify | 2 | 0.53 | 95.510 | 94.510 | 0.000 | ||
| 7 | 2009.07.06 04:20 | modify | 2 | 0.53 | 95.510 | 94.510 | 100.510 | ||
| 8 | 2009.07.08 02:49 | s/l | 2 | 0.53 | 94.510 | 94.510 | 100.510 | -560.46 | 10131.17 |
| 9 | 2009.07.15 19:05 | sell | 3 | 0.51 | 94.206 | 0.000 | 0.000 | ||
| 10 | 2009.07.15 19:10 | modify | 3 | 0.51 | 94.206 | 95.206 | 0.000 | ||
| 11 | 2009.07.15 19:10 | modify | 3 | 0.51 | 94.206 | 95.206 | 89.206 | ||
| 12 | 2009.07.21 18:55 | close | 3 | 0.51 | 93.431 | 95.206 | 89.206 | 420.81 | 10551.98 |
| 13 | 2009.07.21 19:00 | buy | 4 | 0.53 | 93.473 | 0.000 | 0.000 | ||
| 14 | 2009.07.21 19:05 | modify | 4 | 0.53 | 93.473 | 92.473 | 0.000 | ||
| 15 | 2009.07.21 19:05 | modify | 4 | 0.53 | 93.473 | 92.473 | 98.473 | ||
| 16 | 2009.07.23 16:55 | close | 4 | 0.53 | 94.780 | 92.473 | 98.473 | 731.52 | 11283.50 |
| 17 | 2009.07.23 17:00 | sell | 5 | 0.56 | 94.821 | 0.000 | 0.000 | ||
| 18 | 2009.07.23 17:05 | modify | 5 | 0.56 | 94.821 | 95.821 | 0.000 | ||
| 19 | 2009.07.23 17:05 | modify | 5 | 0.56 | 94.821 | 95.821 | 89.821 | ||
| 20 | 2009.07.28 19:05 | close | 5 | 0.56 | 94.227 | 95.821 | 89.821 | 351.80 | 11635.30 |
| 21 | 2009.07.28 19:10 | buy | 6 | 0.58 | 94.211 | 0.000 | 0.000 | ||
| 22 | 2009.07.28 19:15 | modify | 6 | 0.58 | 94.211 | 93.211 | 0.000 | ||
| 23 | 2009.07.28 19:15 | modify | 6 | 0.58 | 94.211 | 93.211 | 99.211 | ||
| 24 | 2009.07.30 15:30 | close | 6 | 0.58 | 95.521 | 93.211 | 99.211 | 796.15 | 12431.46 |
| 25 | 2009.07.30 15:35 | sell | 7 | 0.62 | 95.487 | 0.000 | 0.000 | ||
| 26 | 2009.07.30 15:40 | modify | 7 | 0.62 | 95.487 | 96.487 | 0.000 | ||
| 27 | 2009.07.30 15:40 | modify | 7 | 0.62 | 95.487 | 96.487 | 90.487 | ||
| 28 | 2009.07.31 22:59 | close at stop | 7 | 0.62 | 94.683 | 96.487 | 90.487 | 526.02 | 12957.47 |