Strategy Tester Report
OverUnderV1.2
AlpariUK-Demo (Build 225)
| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2009.09.01 00:00 - 2009.09.30 23:55 (2009.09.01 - 2009.10.01) | ||||
| 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=904; | ||||
| Bars in test | 7287 | Ticks modelled | 863703 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 2377.09 | Gross profit | 2985.64 | Gross loss | -608.55 |
| Profit factor | 4.91 | Expected payoff | 594.27 | ||
| Absolute drawdown | 81.98 | Maximal drawdown | 1001.85 (9.11%) | Relative drawdown | 9.11% (1001.85) |
| Total trades | 4 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 2 (50.00%) |
| Profit trades (% of total) | 3 (75.00%) | Loss trades (% of total) | 1 (25.00%) | ||
| Largest | profit trade | 1275.53 | loss trade | -608.55 | |
| Average | profit trade | 995.21 | loss trade | -608.55 | |
| Maximum | consecutive wins (profit in money) | 2 (2007.78) | consecutive losses (loss in money) | 1 (-608.55) | |
| Maximal | consecutive profit (count of wins) | 2007.78 (2) | consecutive loss (count of losses) | -608.55 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.09.07 02:00 | sell | 1 | 0.50 | 93.158 | 0.000 | 0.000 | ||
| 2 | 2009.09.07 02:05 | modify | 1 | 0.50 | 93.158 | 94.158 | 0.000 | ||
| 3 | 2009.09.07 02:05 | modify | 1 | 0.50 | 93.158 | 94.158 | 88.158 | ||
| 4 | 2009.09.11 04:50 | close | 1 | 0.50 | 91.367 | 94.158 | 88.158 | 977.86 | 10977.86 |
| 5 | 2009.09.11 04:55 | buy | 2 | 0.55 | 91.384 | 0.000 | 0.000 | ||
| 6 | 2009.09.11 05:00 | modify | 2 | 0.55 | 91.384 | 90.384 | 0.000 | ||
| 7 | 2009.09.11 05:00 | modify | 2 | 0.55 | 91.384 | 90.384 | 96.384 | ||
| 8 | 2009.09.11 17:17 | s/l | 2 | 0.55 | 90.384 | 90.384 | 96.384 | -608.55 | 10369.31 |
| 9 | 2009.09.21 07:55 | sell | 3 | 0.52 | 91.891 | 0.000 | 0.000 | ||
| 10 | 2009.09.21 08:00 | modify | 3 | 0.52 | 91.891 | 92.891 | 0.000 | ||
| 11 | 2009.09.21 08:00 | modify | 3 | 0.52 | 91.891 | 92.891 | 86.891 | ||
| 12 | 2009.09.25 17:45 | close | 3 | 0.52 | 89.687 | 92.891 | 86.891 | 1275.53 | 11644.85 |
| 13 | 2009.09.28 01:30 | buy | 4 | 0.58 | 88.578 | 0.000 | 0.000 | ||
| 14 | 2009.09.28 01:35 | modify | 4 | 0.58 | 88.578 | 87.578 | 0.000 | ||
| 15 | 2009.09.28 01:35 | modify | 4 | 0.58 | 88.578 | 87.578 | 93.578 | ||
| 16 | 2009.09.30 23:59 | close at stop | 4 | 0.58 | 89.710 | 87.578 | 93.578 | 732.24 | 12377.09 |