Strategy Tester Report
TopsBottomsV5.1
AlpariUK-Demo (Build 229)

SymbolAUDUSD (Australian Dollar vs US Dollar)
Period5 Minutes (M5) 2010.11.01 14:45 - 2010.11.30 23:55 (2010.11.01 - 2010.12.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMajicNumber=1; LotsPercent=5; MaxSpread=25; MaxSlippage=25; MaxDrawDown=50; BarsBack1=24; BarsBack2=25;
Bars in test7102Ticks modelled1202082Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit6030.67Gross profit8980.46Gross loss-2949.79
Profit factor3.04Expected payoff86.15
Absolute drawdown52.60Maximal drawdown1305.42 (10.33%)Relative drawdown10.33% (1305.42)
Total trades70Short positions (won %)35 (82.86%)Long positions (won %)35 (68.57%)
Profit trades (% of total)53 (75.71%)Loss trades (% of total)17 (24.29%)
Largestprofit trade515.38loss trade-620.00
Averageprofit trade169.44loss trade-173.52
Maximumconsecutive wins (profit in money)13 (1809.48)consecutive losses (loss in money)2 (-694.68)
Maximalconsecutive profit (count of wins)1809.48 (13)consecutive loss (count of losses)-694.68 (2)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.11.01 14:47sell10.500.990330.000000.00000
22010.11.01 14:50modify10.500.990331.000330.00000
32010.11.01 14:50modify10.500.990331.000330.94033
42010.11.01 16:55close10.500.986691.000330.94033182.0010182.00
52010.11.01 17:00buy20.510.987850.000000.00000
62010.11.01 17:05modify20.510.987850.977850.00000
72010.11.01 17:05modify20.510.987850.977851.03785
82010.11.01 23:00close20.510.987200.977851.03785-33.1510148.85
92010.11.02 01:15sell30.510.988280.000000.00000
102010.11.02 01:20modify30.510.988280.998280.00000
112010.11.02 01:20modify30.510.988280.998280.93828
122010.11.02 03:10close30.510.987400.998280.9382844.8810193.73
132010.11.02 03:15buy40.510.987330.000000.00000
142010.11.02 03:20modify40.510.987330.977330.00000
152010.11.02 03:20modify40.510.987330.977331.03733
162010.11.02 05:30close40.510.996700.977331.03733477.8710671.60
172010.11.02 05:35sell50.530.996650.000000.00000
182010.11.02 05:40modify50.530.996651.006650.00000
192010.11.02 05:40modify50.530.996651.006650.94665
202010.11.02 12:25close50.530.998271.006650.94665-85.8610585.74
212010.11.02 18:00buy60.530.999100.000000.00000
222010.11.02 18:05modify60.530.999100.989100.00000
232010.11.02 18:05modify60.530.999100.989101.04910
242010.11.03 10:40close60.530.998090.989101.04910-48.1210537.62
252010.11.03 10:50sell70.530.998840.000000.00000
262010.11.03 10:55modify70.530.998841.008840.00000
272010.11.03 10:55modify70.530.998841.008840.94884
282010.11.03 14:50close70.530.997641.008840.9488463.6010601.22
292010.11.03 14:55buy80.530.997150.000000.00000
302010.11.03 15:00modify80.530.997150.987150.00000
312010.11.03 15:00modify80.530.997150.987151.04715
322010.11.03 22:10close80.531.005470.987151.04715440.9611042.18
332010.11.03 22:15sell90.551.005640.000000.00000
342010.11.03 22:20modify90.551.005641.015640.00000
352010.11.03 22:20modify90.551.005641.015640.95564
362010.11.04 02:05close90.551.003091.015640.95564114.8411157.02
372010.11.04 23:00buy100.561.014900.000000.00000
382010.11.04 23:05modify100.561.014901.004900.00000
392010.11.04 23:05modify100.561.014901.004901.06490
402010.11.05 04:55close100.561.014641.004901.06490-8.8511148.17
412010.11.05 05:00sell110.561.014730.000000.00000
422010.11.05 05:05modify110.561.014731.024730.00000
432010.11.05 05:05modify110.561.014731.024730.96473
442010.11.05 12:05close110.561.009631.024730.96473285.6011433.77
452010.11.05 12:10buy120.571.009490.000000.00000
462010.11.05 12:15modify120.571.009490.999490.00000
472010.11.05 12:15modify120.571.009490.999491.05949
482010.11.05 14:35close120.571.016000.999491.05949371.0711804.84
492010.11.05 14:40sell130.591.017040.000000.00000
502010.11.05 14:45modify130.591.017041.027040.00000
512010.11.05 14:45modify130.591.017041.027040.96704
522010.11.05 17:40close130.591.015531.027040.9670489.0911893.93
532010.11.08 03:30buy140.591.010600.000000.00000
542010.11.08 03:35modify140.591.010601.000600.00000
552010.11.08 03:35modify140.591.010601.000601.06060
562010.11.08 07:05close140.591.012871.000601.06060133.9312027.86
572010.11.08 07:10sell150.601.012150.000000.00000
582010.11.08 07:15modify150.601.012151.022150.00000
592010.11.08 07:15modify150.601.012151.022150.96215
602010.11.08 23:10close150.601.012891.022150.96215-44.4011983.46
612010.11.08 23:20buy160.601.012830.000000.00000
622010.11.08 23:25modify160.601.012831.002830.00000
632010.11.08 23:25modify160.601.012831.002831.06283
642010.11.09 11:35close160.601.014781.002831.06283123.1212106.58
652010.11.09 11:40sell170.611.016010.000000.00000
662010.11.09 11:45modify170.611.016011.026010.00000
672010.11.09 11:45modify170.611.016011.026010.96601
682010.11.09 18:35close170.611.011931.026010.96601248.8812355.46
692010.11.09 18:40buy180.621.011680.000000.00000
702010.11.09 18:45modify180.621.011681.001680.00000
712010.11.09 18:45modify180.621.011681.001681.06168
722010.11.09 21:39s/l180.621.001681.001681.06168-620.0011735.46
732010.11.10 02:05sell190.591.005340.000000.00000
742010.11.10 02:10modify190.591.005341.015340.00000
752010.11.10 02:10modify190.591.005341.015340.95534
762010.11.10 04:40close190.591.002461.015340.95534169.9211905.38
772010.11.10 04:45buy200.601.002550.000000.00000
782010.11.10 04:50modify200.601.002550.992550.00000
792010.11.10 04:50modify200.601.002550.992551.05255
802010.11.10 06:55close200.601.003890.992551.0525580.4011985.78
812010.11.10 07:00sell210.601.003700.000000.00000
822010.11.10 07:05modify210.601.003701.013700.00000
832010.11.10 07:05modify210.601.003701.013700.95370
842010.11.10 12:50close210.601.001691.013700.95370120.6012106.38
852010.11.10 14:10buy220.611.000330.000000.00000
862010.11.10 14:15modify220.611.000330.990330.00000
872010.11.10 14:15modify220.611.000330.990331.05033
882010.11.10 15:45close220.611.001140.990331.0503349.4112155.79
892010.11.10 21:25sell230.611.005420.000000.00000
902010.11.10 21:30modify230.611.005421.015420.00000
912010.11.10 21:30modify230.611.005421.015420.95542
922010.11.11 00:00close230.611.002741.015420.95542135.3012291.09
932010.11.11 00:05buy240.611.003130.000000.00000
942010.11.11 00:10modify240.611.003130.993130.00000
952010.11.11 00:10modify240.611.003130.993131.05313
962010.11.12 02:30close240.610.998130.993131.05313-298.7811992.31
972010.11.12 02:35sell250.600.997100.000000.00000
982010.11.12 02:40modify250.600.997101.007100.00000
992010.11.12 02:40modify250.600.997101.007100.94710
1002010.11.12 05:20close250.600.993701.007100.94710204.0012196.31
1012010.11.12 05:25buy260.610.993720.000000.00000
1022010.11.12 05:30modify260.610.993720.983720.00000
1032010.11.12 05:30modify260.610.993720.983721.04372
1042010.11.12 08:37s/l260.610.983720.983721.04372-610.0011586.31
1052010.11.12 12:10sell270.580.989760.000000.00000
1062010.11.12 12:15modify270.580.989760.999760.00000
1072010.11.12 12:15modify270.580.989760.999760.93976
1082010.11.12 17:25close270.580.991220.999760.93976-84.6811501.63
1092010.11.12 19:25buy280.580.985480.000000.00000
1102010.11.12 19:30modify280.580.985480.975480.00000
1112010.11.12 19:30modify280.580.985480.975481.03548
1122010.11.15 01:25close280.580.988550.975481.03548183.9811685.60
1132010.11.15 01:30sell290.580.988150.000000.00000
1142010.11.15 01:35modify290.580.988150.998150.00000
1152010.11.15 01:35modify290.580.988150.998150.93815
1162010.11.15 05:25close290.580.983680.998150.93815259.2611944.86
1172010.11.15 05:35buy300.600.984170.000000.00000
1182010.11.15 05:40modify300.600.984170.974170.00000
1192010.11.15 05:40modify300.600.984170.974171.03417
1202010.11.15 11:05close300.600.986000.974171.03417109.8012054.66
1212010.11.15 11:10sell310.600.986480.000000.00000
1222010.11.15 11:15modify310.600.986480.996480.00000
1232010.11.15 11:15modify310.600.986480.996480.93648
1242010.11.15 22:40close310.600.983850.996480.93648157.8012212.46
1252010.11.16 01:20buy320.610.983750.000000.00000
1262010.11.16 01:25modify320.610.983750.973750.00000
1272010.11.16 01:25modify320.610.983750.973751.03375
1282010.11.16 04:45close320.610.985450.973751.03375103.7012316.16
1292010.11.16 06:35sell330.620.987730.000000.00000
1302010.11.16 06:40modify330.620.987730.997730.00000
1312010.11.16 06:40modify330.620.987730.997730.93773
1322010.11.16 08:15close330.620.982540.997730.93773321.7812637.94
1332010.11.16 13:15buy340.630.980950.000000.00000
1342010.11.16 13:20modify340.630.980950.970950.00000
1352010.11.16 13:20modify340.630.980950.970951.03095
1362010.11.16 14:25close340.630.981020.970951.030954.4112642.35
1372010.11.16 22:55sell350.630.976320.000000.00000
1382010.11.16 23:00modify350.630.976320.986320.00000
1392010.11.16 23:00modify350.630.976320.986320.92632
1402010.11.17 01:15close350.630.975600.986320.9263235.6612678.01
1412010.11.17 01:20buy360.630.975560.000000.00000
1422010.11.17 01:25modify360.630.975560.965560.00000
1432010.11.17 01:25modify360.630.975560.965561.02556
1442010.11.17 11:10close360.630.977140.965561.0255699.5412777.55
1452010.11.17 11:15sell370.640.977880.000000.00000
1462010.11.17 11:20modify370.640.977880.987880.00000
1472010.11.17 11:20modify370.640.977880.987880.92788
1482010.11.17 13:40close370.640.976490.987880.9278888.9612866.51
1492010.11.17 13:45buy380.640.977110.000000.00000
1502010.11.17 13:50modify380.640.977110.967110.00000
1512010.11.17 13:50modify380.640.977110.967111.02711
1522010.11.17 17:00close380.640.981720.967111.02711295.0413161.55
1532010.11.17 17:05sell390.660.981540.000000.00000
1542010.11.17 17:10modify390.660.981540.991540.00000
1552010.11.17 17:10modify390.660.981540.991540.93154
1562010.11.17 19:35close390.660.981070.991540.9315431.0213192.57
1572010.11.17 19:55buy400.660.979780.000000.00000
1582010.11.17 20:00modify400.660.979780.969780.00000
1592010.11.17 20:00modify400.660.979780.969781.02978
1602010.11.18 00:50close400.660.981270.969781.02978118.5413311.11
1612010.11.18 00:55sell410.670.981350.000000.00000
1622010.11.18 01:00modify410.670.981350.991350.00000
1632010.11.18 01:00modify410.670.981350.991350.93135
1642010.11.18 16:15close410.670.987580.991350.93135-417.4112893.70
1652010.11.19 03:10buy420.640.989030.000000.00000
1662010.11.19 03:15modify420.640.989030.979030.00000
1672010.11.19 03:15modify420.640.989030.979031.03903
1682010.11.19 08:35close420.640.988610.979031.03903-26.8812866.82
1692010.11.19 08:40sell430.640.988460.000000.00000
1702010.11.19 08:45modify430.640.988460.998460.00000
1712010.11.19 08:45modify430.640.988460.998460.93846
1722010.11.19 11:50close430.640.986850.998460.93846103.0412969.86
1732010.11.19 11:55buy440.650.987080.000000.00000
1742010.11.19 12:00modify440.650.987080.977080.00000
1752010.11.19 12:00modify440.650.987080.977081.03708
1762010.11.22 01:35close440.650.990720.977081.03708243.2313213.09
1772010.11.22 02:05sell450.660.991610.000000.00000
1782010.11.22 02:10modify450.660.991611.001610.00000
1792010.11.22 02:10modify450.660.991611.001610.94161
1802010.11.22 13:35close450.660.988791.001610.94161186.1213399.21
1812010.11.22 13:40buy460.670.989110.000000.00000
1822010.11.22 13:45modify460.670.989110.979110.00000
1832010.11.22 13:45modify460.670.989110.979111.03911
1842010.11.22 22:05close460.670.988860.979111.03911-16.7513382.46
1852010.11.22 22:21sell470.670.988750.000000.00000
1862010.11.22 22:25modify470.670.988750.998750.00000
1872010.11.22 22:25modify470.670.988750.998750.93875
1882010.11.23 00:55close470.670.986600.998750.93875133.7313516.19
1892010.11.23 01:10buy480.680.986360.000000.00000
1902010.11.23 01:15modify480.680.986360.976360.00000
1912010.11.23 01:15modify480.680.986360.976361.03636
1922010.11.23 12:20close480.680.982940.976361.03636-232.5613283.63
1932010.11.23 12:25sell490.660.982870.000000.00000
1942010.11.23 12:30modify490.660.982870.992870.00000
1952010.11.23 12:30modify490.660.982870.992870.93287
1962010.11.23 14:50close490.660.978760.992870.93287271.2613554.89
1972010.11.23 18:20buy500.680.972850.000000.00000
1982010.11.23 18:25modify500.680.972850.962850.00000
1992010.11.23 18:25modify500.680.972850.962851.02285
2002010.11.24 01:00close500.680.974340.962851.02285108.2613663.15
2012010.11.24 01:05sell510.680.974220.000000.00000
2022010.11.24 01:10modify510.680.974220.984220.00000
2032010.11.24 01:10modify510.680.974220.984220.92422
2042010.11.24 10:35close510.680.977190.984220.92422-201.9613461.19
2052010.11.24 10:40buy520.670.976900.000000.00000
2062010.11.24 10:45modify520.670.976900.966900.00000
2072010.11.24 10:45modify520.670.976900.966901.02690
2082010.11.24 15:40close520.670.983130.966901.02690417.4113878.60
2092010.11.24 15:45sell530.690.983010.000000.00000
2102010.11.24 15:50modify530.690.983010.993010.00000
2112010.11.24 15:50modify530.690.983010.993010.93301
2122010.11.24 21:15close530.690.981580.993010.9330198.6713977.27
2132010.11.24 21:20buy540.700.981810.000000.00000
2142010.11.24 21:25modify540.700.981810.971810.00000
2152010.11.24 21:25modify540.700.981810.971811.03181
2162010.11.25 01:10close540.700.983040.971811.03181107.5214084.79
2172010.11.25 06:10sell550.700.978030.000000.00000
2182010.11.25 06:15modify550.700.978030.988030.00000
2192010.11.25 06:15modify550.700.978030.988030.92803
2202010.11.25 15:05close550.700.980180.988030.92803-150.5013934.29
2212010.11.25 15:10buy560.700.979950.000000.00000
2222010.11.25 15:15modify560.700.979950.969950.00000
2232010.11.25 15:15modify560.700.979950.969951.02995
2242010.11.25 17:10close560.700.981280.969951.0299593.1014027.39
2252010.11.25 17:15sell570.700.981550.000000.00000
2262010.11.25 17:20modify570.700.981550.991550.00000
2272010.11.25 17:20modify570.700.981550.991550.93155
2282010.11.25 19:55close570.700.980760.991550.9315555.3014082.69
2292010.11.25 20:10buy580.700.980730.000000.00000
2302010.11.25 20:15modify580.700.980730.970730.00000
2312010.11.25 20:15modify580.700.980730.970731.03073
2322010.11.25 21:40close580.700.981320.970731.0307341.3014123.99
2332010.11.26 16:25sell590.710.966000.000000.00000
2342010.11.26 16:30modify590.710.966000.976000.00000
2352010.11.26 16:30modify590.710.966000.976000.91600
2362010.11.26 20:10close590.710.963150.976000.91600202.3514326.34
2372010.11.26 20:15buy600.720.962660.000000.00000
2382010.11.26 20:20modify600.720.962660.952660.00000
2392010.11.26 20:20modify600.720.962660.952661.01266
2402010.11.26 22:25close600.720.964310.952661.01266118.8014445.14
2412010.11.26 22:50sell610.720.963910.000000.00000
2422010.11.26 22:55modify610.720.963910.973910.00000
2432010.11.26 22:55modify610.720.963910.973910.91391
2442010.11.29 02:50close610.720.962060.973910.91391122.1114567.25
2452010.11.29 02:55buy620.730.961660.000000.00000
2462010.11.29 03:00modify620.730.961660.951660.00000
2472010.11.29 03:00modify620.730.961660.951661.01166
2482010.11.29 09:25close620.730.968720.951661.01166515.3815082.63
2492010.11.29 09:30sell630.750.968260.000000.00000
2502010.11.29 09:35modify630.750.968260.978260.00000
2512010.11.29 09:35modify630.750.968260.978260.91826
2522010.11.29 12:00close630.750.964150.978260.91826308.2515390.88
2532010.11.29 12:05buy640.770.963740.000000.00000
2542010.11.29 12:10modify640.770.963740.953740.00000
2552010.11.29 12:10modify640.770.963740.953741.01374
2562010.11.29 21:40close640.770.963570.953741.01374-13.0915377.79
2572010.11.29 21:45sell650.770.963350.000000.00000
2582010.11.29 21:50modify650.770.963350.973350.00000
2592010.11.29 21:50modify650.770.963350.973350.91335
2602010.11.30 00:10close650.770.962270.973350.9133571.3015449.09
2612010.11.30 00:15buy660.770.962480.000000.00000
2622010.11.30 00:20modify660.770.962480.952480.00000
2632010.11.30 00:20modify660.770.962480.952481.01248
2642010.11.30 02:25close660.770.964440.952481.01248150.9215600.01
2652010.11.30 02:30sell670.780.965540.000000.00000
2662010.11.30 02:35modify670.780.965540.975540.00000
2672010.11.30 02:35modify670.780.965540.975540.91554
2682010.11.30 05:00close670.780.960870.975540.91554364.2615964.27
2692010.11.30 05:05buy680.800.960870.000000.00000
2702010.11.30 05:10modify680.800.960870.950870.00000
2712010.11.30 05:10modify680.800.960870.950871.01087
2722010.11.30 16:50close680.800.960160.950871.01087-56.8015907.47
2732010.11.30 16:55sell690.800.959540.000000.00000
2742010.11.30 17:00modify690.800.959540.969540.00000
2752010.11.30 17:00modify690.800.959540.969540.90954
2762010.11.30 23:00close690.800.958700.969540.9095467.2015974.67
2772010.11.30 23:15buy700.800.958020.000000.00000
2782010.11.30 23:20modify700.800.958020.948020.00000
2792010.11.30 23:20modify700.800.958020.948021.00802
2802010.11.30 23:59close at stop700.800.958720.948021.0080256.0016030.67