Strategy Tester Report
OverUnderV1.2
AlpariUK-Demo (Build 225)
| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| 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=11; BarsBack2=1137; | ||||
| Bars in test | 7254 | Ticks modelled | 496545 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 6245.03 | Gross profit | 6245.03 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 1561.26 | |||
| Absolute drawdown | 237.58 | Maximal drawdown | 789.91 (5.76%) | Relative drawdown | 6.25% (783.00) |
| Total trades | 4 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 2 (100.00%) |
| Profit trades (% of total) | 4 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 1914.01 | loss trade | 0.00 | |
| Average | profit trade | 1561.26 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 4 (6245.03) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 6245.03 (4) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 4 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.03.04 09:35 | sell | 1 | 0.50 | 99.220 | 0.000 | 0.000 | ||
| 2 | 2009.03.04 09:40 | modify | 1 | 0.50 | 99.220 | 100.220 | 0.000 | ||
| 3 | 2009.03.04 09:40 | modify | 1 | 0.50 | 99.220 | 100.220 | 94.220 | ||
| 4 | 2009.03.06 11:55 | close | 1 | 0.50 | 96.760 | 100.220 | 94.220 | 1268.72 | 11268.72 |
| 5 | 2009.03.12 05:05 | buy | 2 | 0.56 | 96.300 | 0.000 | 0.000 | ||
| 6 | 2009.03.12 05:10 | modify | 2 | 0.56 | 96.300 | 95.300 | 0.000 | ||
| 7 | 2009.03.12 05:10 | modify | 2 | 0.56 | 96.300 | 95.300 | 101.300 | ||
| 8 | 2009.03.17 08:20 | close | 2 | 0.56 | 98.730 | 95.300 | 101.300 | 1379.34 | 12648.06 |
| 9 | 2009.03.26 21:45 | sell | 3 | 0.63 | 98.763 | 0.000 | 0.000 | ||
| 10 | 2009.03.26 21:50 | modify | 3 | 0.63 | 98.763 | 99.763 | 0.000 | ||
| 11 | 2009.03.26 21:50 | modify | 3 | 0.63 | 98.763 | 99.763 | 93.763 | ||
| 12 | 2009.03.30 10:00 | close | 3 | 0.63 | 96.191 | 99.763 | 93.763 | 1682.96 | 14331.02 |
| 13 | 2009.03.30 10:05 | buy | 4 | 0.72 | 96.253 | 0.000 | 0.000 | ||
| 14 | 2009.03.30 10:10 | modify | 4 | 0.72 | 96.253 | 95.253 | 0.000 | ||
| 15 | 2009.03.30 10:10 | modify | 4 | 0.72 | 96.253 | 95.253 | 101.253 | ||
| 16 | 2009.03.31 23:59 | close at stop | 4 | 0.72 | 98.881 | 95.253 | 101.253 | 1914.01 | 16245.03 |