Strategy Tester Report
TopsBottomsV5.1
AlpariUK-Demo-Pro (Build 438)

SymbolEURJPY (Euro vs Japanese Yen)
Period5 Minutes (M5) 2012.08.01 00:00 - 2012.08.31 23:55 (2012.08.01 - 2012.09.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMajicNumber=1; LotsPercent=5; MaxDrawDown=50; TakeProfit=5; StopLoss=1; StopStep=0.25; MaxSpread=0.25; MaxSlippage=0.25; BarsBack1=66; BarsBack2=82;
Bars in test7624Ticks modelled1101267Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit4974.21Gross profit6842.63Gross loss-1868.42
Profit factor3.66Expected payoff134.44
Absolute drawdown239.79Maximal drawdown1415.27 (12.66%)Relative drawdown12.66% (1415.27)
Total trades37Short positions (won %)18 (83.33%)Long positions (won %)19 (78.95%)
Profit trades (% of total)30 (81.08%)Loss trades (% of total)7 (18.92%)
Largestprofit trade552.24loss trade-693.45
Averageprofit trade228.09loss trade-266.92
Maximumconsecutive wins (profit in money)15 (3239.49)consecutive losses (loss in money)3 (-976.27)
Maximalconsecutive profit (count of wins)3239.49 (15)consecutive loss (count of losses)-976.27 (3)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12012.08.01 01:35buy10.5096.0360.0000.000
22012.08.01 01:40modify10.5096.03695.0360.000
32012.08.01 01:40modify10.5096.03695.036101.036
42012.08.01 11:15close10.5096.28695.036101.036160.5310160.53
52012.08.01 11:20sell20.5196.3360.0000.000
62012.08.01 11:25modify20.5196.33697.3360.000
72012.08.01 11:25modify20.5196.33697.33691.336
82012.08.02 00:20close20.5195.91397.33691.336276.6410437.17
92012.08.02 00:25buy30.5295.9020.0000.000
102012.08.02 00:30modify30.5295.90294.9020.000
112012.08.02 00:30modify30.5295.90294.902100.902
122012.08.02 06:00close30.5296.07494.902100.902114.8710552.04
132012.08.02 06:05sell40.5396.0790.0000.000
142012.08.02 06:10modify40.5396.07997.0790.000
152012.08.02 06:10modify40.5396.07997.07991.079
162012.08.02 16:55close40.5395.47697.07991.079410.4110962.45
172012.08.02 17:00buy50.5595.5620.0000.000
182012.08.02 17:05modify50.5595.56294.5620.000
192012.08.02 17:05modify50.5595.56294.562100.562
202012.08.03 09:45close50.5595.34694.562100.562-153.1410809.31
212012.08.03 09:50sell60.5495.3470.0000.000
222012.08.03 09:55modify60.5495.34796.3470.000
232012.08.03 09:55modify60.5495.34796.34790.347
242012.08.03 15:39s/l60.5496.34796.34790.347-693.4510115.86
252012.08.06 08:25buy70.5197.2270.0000.000
262012.08.06 08:30modify70.5197.22796.2270.000
272012.08.06 08:30modify70.5197.22796.227102.227
282012.08.06 17:35close70.5197.02996.227102.227-129.689986.18
292012.08.06 17:40sell80.5096.9770.0000.000
302012.08.06 17:45modify80.5096.97797.9770.000
312012.08.06 17:45modify80.5096.97797.97791.977
322012.08.07 04:15close80.5096.89297.97791.97754.4410040.62
332012.08.07 04:20buy90.5096.9110.0000.000
342012.08.07 04:25modify90.5096.91195.9110.000
352012.08.07 04:25modify90.5096.91195.911101.911
362012.08.07 16:30close90.5097.65595.911101.911477.7510518.37
372012.08.07 16:35sell100.5397.6640.0000.000
382012.08.07 16:40modify100.5397.66498.6640.000
392012.08.07 16:40modify100.5397.66498.66492.664
402012.08.08 00:40close100.5397.45598.66492.664142.1110660.48
412012.08.08 00:45buy110.5397.4440.0000.000
422012.08.08 00:50modify110.5397.44496.4440.000
432012.08.08 00:50modify110.5397.44496.444102.444
442012.08.08 20:00close110.5397.00196.444102.444-301.5310358.95
452012.08.09 05:30sell120.5297.1630.0000.000
462012.08.09 05:35modify120.5297.16398.1630.000
472012.08.09 05:35modify120.5297.16398.16392.163
482012.08.09 12:10close120.5296.88398.16392.163186.9810545.93
492012.08.09 12:15buy130.5396.8660.0000.000
502012.08.09 12:20modify130.5396.86695.8660.000
512012.08.09 12:20modify130.5396.86695.866101.866
522012.08.10 02:20close130.5396.67195.866101.866-133.2710412.66
532012.08.10 02:25sell140.5296.6620.0000.000
542012.08.10 02:30modify140.5296.66297.6620.000
552012.08.10 02:30modify140.5296.66297.66291.662
562012.08.10 11:05close140.5296.33797.66291.662217.0310629.69
572012.08.10 11:10buy150.5396.3400.0000.000
582012.08.10 11:15modify150.5396.34095.3400.000
592012.08.10 11:15modify150.5396.34095.340101.340
602012.08.13 15:20close150.5396.62695.340101.340194.1210823.82
612012.08.13 15:25sell160.5496.6230.0000.000
622012.08.13 15:30modify160.5496.62397.6230.000
632012.08.13 15:30modify160.5496.62397.62391.623
642012.08.15 00:35close160.5496.99397.62391.623-256.8610566.96
652012.08.15 00:40buy170.5397.0010.0000.000
662012.08.15 00:45modify170.5397.00196.0010.000
672012.08.15 00:45modify170.5397.00196.001102.001
682012.08.15 05:15close170.5397.10496.001102.00170.1110637.07
692012.08.15 12:35sell180.5397.3010.0000.000
702012.08.15 12:40modify180.5397.30198.3010.000
712012.08.15 12:40modify180.5397.30198.30192.301
722012.08.15 16:35close180.5396.65798.30192.301438.3211075.39
732012.08.15 16:40buy190.5596.6690.0000.000
742012.08.15 16:45modify190.5596.66995.6690.000
752012.08.15 16:45modify190.5596.66995.669101.669
762012.08.16 03:40close190.5597.29595.669101.669440.4711515.86
772012.08.16 03:45sell200.5897.2900.0000.000
782012.08.16 03:50modify200.5897.29098.2900.000
792012.08.16 03:50modify200.5897.29098.29092.290
802012.08.16 13:30close200.5897.23098.29092.29044.6911560.55
812012.08.16 13:35buy210.5897.2160.0000.000
822012.08.16 13:40modify210.5897.21696.2160.000
832012.08.16 13:40modify210.5897.21696.216102.216
842012.08.16 16:40close210.5897.71996.216102.216374.6711935.22
852012.08.16 16:55sell220.6097.6800.0000.000
862012.08.16 17:00modify220.6097.68098.6800.000
872012.08.16 17:00modify220.6097.68098.68092.680
882012.08.17 03:50close220.6097.94098.68092.680-200.4911734.72
892012.08.17 03:55buy230.5998.0130.0000.000
902012.08.17 04:00modify230.5998.01397.0130.000
912012.08.17 04:00modify230.5998.01397.013103.013
922012.08.17 10:15close230.5998.17397.013103.013121.2411855.96
932012.08.17 12:55sell240.5998.3190.0000.000
942012.08.17 13:00modify240.5998.31999.3190.000
952012.08.17 13:00modify240.5998.31999.31993.319
962012.08.17 18:10close240.5997.83799.31993.319365.1912221.15
972012.08.17 18:15buy250.6197.8330.0000.000
982012.08.17 18:20modify250.6197.83396.8330.000
992012.08.17 18:20modify250.6197.83396.833102.833
1002012.08.20 01:00close250.6198.15696.833102.833252.4112473.56
1012012.08.20 01:05sell260.6298.1190.0000.000
1022012.08.20 01:10modify260.6298.11999.1190.000
1032012.08.20 01:10modify260.6298.11999.11993.119
1042012.08.20 15:55close260.6297.84599.11993.119218.1612691.72
1052012.08.20 16:20buy270.6397.8200.0000.000
1062012.08.20 16:25modify270.6397.82096.8200.000
1072012.08.20 16:25modify270.6397.82096.820102.820
1082012.08.21 01:40close270.6398.06196.820102.820194.3412886.06
1092012.08.21 12:35sell280.6498.5010.0000.000
1102012.08.21 12:40modify280.6498.50199.5010.000
1112012.08.21 12:40modify280.6498.50199.50193.501
1122012.08.24 13:30close280.6498.34999.50193.501124.0913010.16
1132012.08.24 13:50buy290.6598.3410.0000.000
1142012.08.24 13:55modify290.6598.34197.3410.000
1152012.08.24 13:55modify290.6598.34197.341103.341
1162012.08.24 21:05close290.6598.58497.341103.341202.8513213.01
1172012.08.24 21:35sell300.6698.5590.0000.000
1182012.08.24 21:40modify300.6698.55999.5590.000
1192012.08.24 21:40modify300.6698.55999.55993.559
1202012.08.27 01:30close300.6698.44099.55993.559100.6913313.70
1212012.08.27 01:35buy310.6798.4660.0000.000
1222012.08.27 01:40modify310.6798.46697.4660.000
1232012.08.27 01:40modify310.6798.46697.466103.466
1242012.08.27 14:55close310.6798.52897.466103.46653.3513367.05
1252012.08.27 15:00sell320.6798.5520.0000.000
1262012.08.27 15:05modify320.6798.55299.5520.000
1272012.08.27 15:05modify320.6798.55299.55293.552
1282012.08.27 20:10close320.6798.46899.55293.55272.2813439.33
1292012.08.27 20:25buy330.6798.5020.0000.000
1302012.08.27 20:30modify330.6798.50297.5020.000
1312012.08.27 20:30modify330.6798.50297.502103.502
1322012.08.28 12:35close330.6798.59497.502103.50278.4713517.79
1332012.08.28 12:40sell340.6898.6140.0000.000
1342012.08.28 12:45modify340.6898.61499.6140.000
1352012.08.28 12:45modify340.6898.61499.61493.614
1362012.08.30 18:30close340.6898.21799.61493.614345.9813863.77
1372012.08.30 18:35buy350.6998.1940.0000.000
1382012.08.30 18:40modify350.6998.19497.1940.000
1392012.08.30 18:40modify350.6998.19497.194103.194
1402012.08.31 14:15close350.6998.81897.194103.194552.2414416.01
1412012.08.31 14:20sell360.7298.8050.0000.000
1422012.08.31 14:25modify360.7298.80599.8050.000
1432012.08.31 14:25modify360.7298.80599.80593.805
1442012.08.31 20:15close360.7298.41299.80593.805363.3714779.38
1452012.08.31 20:20buy370.7498.3840.0000.000
1462012.08.31 20:25modify370.7498.38497.3840.000
1472012.08.31 20:25modify370.7498.38497.384103.384
1482012.08.31 23:59close at stop370.7498.58997.384103.384194.8314974.21