Strategy Tester Report
OverUnderV1.2
AlpariUK-Demo (Build 225)
| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2009.05.01 00:00 - 2009.05.29 22:55 (2009.05.01 - 2009.06.01) | ||||
| 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=5; BarsBack2=129; | ||||
| Bars in test | 6977 | Ticks modelled | 1026230 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 3890.21 | Gross profit | 3890.21 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 778.04 | |||
| Absolute drawdown | 54.49 | Maximal drawdown | 1179.84 (8.03%) | Relative drawdown | 8.03% (1179.84) |
| Total trades | 5 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 2 (100.00%) |
| Profit trades (% of total) | 5 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 1759.68 | loss trade | 0.00 | |
| Average | profit trade | 778.04 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 5 (3890.21) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 3890.21 (5) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 5 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.05.01 11:00 | sell | 1 | 0.50 | 99.466 | 0.000 | 0.000 | ||
| 2 | 2009.05.01 11:05 | modify | 1 | 0.50 | 99.466 | 100.466 | 0.000 | ||
| 3 | 2009.05.01 11:05 | modify | 1 | 0.50 | 99.466 | 100.466 | 94.466 | ||
| 4 | 2009.05.06 04:10 | close | 1 | 0.50 | 98.171 | 100.466 | 94.466 | 658.79 | 10658.80 |
| 5 | 2009.05.06 04:15 | buy | 2 | 0.53 | 98.237 | 0.000 | 0.000 | ||
| 6 | 2009.05.06 04:20 | modify | 2 | 0.53 | 98.237 | 97.237 | 0.000 | ||
| 7 | 2009.05.06 04:20 | modify | 2 | 0.53 | 98.237 | 97.237 | 103.237 | ||
| 8 | 2009.05.07 11:55 | close | 2 | 0.53 | 99.362 | 97.237 | 103.237 | 600.57 | 11259.36 |
| 9 | 2009.05.07 12:00 | sell | 3 | 0.56 | 99.311 | 0.000 | 0.000 | ||
| 10 | 2009.05.07 12:05 | modify | 3 | 0.56 | 99.311 | 100.311 | 0.000 | ||
| 11 | 2009.05.07 12:05 | modify | 3 | 0.56 | 99.311 | 100.311 | 94.311 | ||
| 12 | 2009.05.12 19:15 | close | 3 | 0.56 | 96.284 | 100.311 | 94.311 | 1759.68 | 13019.04 |
| 13 | 2009.05.15 09:45 | buy | 4 | 0.65 | 95.215 | 0.000 | 0.000 | ||
| 14 | 2009.05.15 09:50 | modify | 4 | 0.65 | 95.215 | 94.215 | 0.000 | ||
| 15 | 2009.05.15 09:50 | modify | 4 | 0.65 | 95.215 | 94.215 | 100.215 | ||
| 16 | 2009.05.18 10:45 | close | 4 | 0.65 | 95.724 | 94.215 | 100.215 | 345.83 | 13364.87 |
| 17 | 2009.05.18 11:20 | sell | 5 | 0.67 | 95.719 | 0.000 | 0.000 | ||
| 18 | 2009.05.18 11:25 | modify | 5 | 0.67 | 95.719 | 96.719 | 0.000 | ||
| 19 | 2009.05.18 11:25 | modify | 5 | 0.67 | 95.719 | 96.719 | 90.719 | ||
| 20 | 2009.05.27 15:55 | close | 5 | 0.67 | 94.970 | 96.719 | 90.719 | 525.33 | 13890.21 |