Strategy Tester Report
TopsBottomsV5.1
AlpariUK-Demo (Build 409)
| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2011.10.03 00:00 - 2011.10.10 02:40 (2011.10.01 - 2011.11.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | MajicNumber=1; LotsPercent=10; MaxDrawDown=50; TakeProfit=5; StopLoss=1; StopStep=0.25; MaxSpread=0.25; MaxSlippage=0.25; BarsBack1=73; BarsBack2=115; | ||||
| Bars in test | 2474 | Ticks modelled | 212758 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 1489.02 | Gross profit | 1502.19 | Gross loss | -13.18 |
| Profit factor | 114.01 | Expected payoff | 297.80 | ||
| Absolute drawdown | 36.26 | Maximal drawdown | 739.98 (6.23%) | Relative drawdown | 6.23% (739.98) |
| Total trades | 5 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 2 (100.00%) |
| Profit trades (% of total) | 4 (80.00%) | Loss trades (% of total) | 1 (20.00%) | ||
| Largest | profit trade | 778.15 | loss trade | -13.18 | |
| Average | profit trade | 375.55 | loss trade | -13.18 | |
| Maximum | consecutive wins (profit in money) | 4 (1502.19) | consecutive losses (loss in money) | 1 (-13.18) | |
| Maximal | consecutive profit (count of wins) | 1502.19 (4) | consecutive loss (count of losses) | -13.18 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2011.10.03 02:25 | sell | 1 | 1.00 | 77.188 | 0.000 | 0.000 | ||
| 2 | 2011.10.03 02:30 | modify | 1 | 1.00 | 77.188 | 78.188 | 0.000 | ||
| 3 | 2011.10.03 02:30 | modify | 1 | 1.00 | 77.188 | 78.188 | 72.188 | ||
| 4 | 2011.10.03 17:50 | close | 1 | 1.00 | 76.592 | 78.188 | 72.188 | 778.15 | 10778.15 |
| 5 | 2011.10.03 17:55 | buy | 2 | 1.08 | 76.645 | 0.000 | 0.000 | ||
| 6 | 2011.10.03 18:00 | modify | 2 | 1.08 | 76.645 | 75.645 | 0.000 | ||
| 7 | 2011.10.03 18:00 | modify | 2 | 1.08 | 76.645 | 75.645 | 81.645 | ||
| 8 | 2011.10.04 19:10 | close | 2 | 1.08 | 76.830 | 75.645 | 81.645 | 259.63 | 11037.78 |
| 9 | 2011.10.04 19:15 | sell | 3 | 1.10 | 76.836 | 0.000 | 0.000 | ||
| 10 | 2011.10.04 19:20 | modify | 3 | 1.10 | 76.836 | 77.836 | 0.000 | ||
| 11 | 2011.10.04 19:20 | modify | 3 | 1.10 | 76.836 | 77.836 | 71.836 | ||
| 12 | 2011.10.05 04:55 | close | 3 | 1.10 | 76.659 | 77.836 | 71.836 | 252.84 | 11290.61 |
| 13 | 2011.10.05 05:00 | buy | 4 | 1.13 | 76.659 | 0.000 | 0.000 | ||
| 14 | 2011.10.05 05:05 | modify | 4 | 1.13 | 76.659 | 75.659 | 0.000 | ||
| 15 | 2011.10.05 05:05 | modify | 4 | 1.13 | 76.659 | 75.659 | 81.659 | ||
| 16 | 2011.10.07 16:05 | close | 4 | 1.13 | 76.804 | 75.659 | 81.659 | 211.58 | 11502.19 |
| 17 | 2011.10.07 16:10 | sell | 5 | 1.15 | 76.799 | 0.000 | 0.000 | ||
| 18 | 2011.10.07 16:15 | modify | 5 | 1.15 | 76.799 | 77.799 | 0.000 | ||
| 19 | 2011.10.07 16:15 | modify | 5 | 1.15 | 76.799 | 77.799 | 71.799 | ||
| 20 | 2011.10.10 02:43 | close at stop | 5 | 1.15 | 76.807 | 77.799 | 71.799 | -13.18 | 11489.02 |