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

SymbolUSDCAD (US Dollar vs Canadian Dollar)
Period5 Minutes (M5) 2011.01.03 00:00 - 2011.01.31 23:55 (2011.01.01 - 2011.02.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMajicNumber=1; LotsPercent=5; MaxSpread=25; MaxSlippage=25; MaxDrawDown=50; BarsBack1=40; BarsBack2=44;
Bars in test7000Ticks modelled830576Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit2610.43Gross profit3880.74Gross loss-1270.31
Profit factor3.05Expected payoff58.01
Absolute drawdown152.14Maximal drawdown841.77 (6.50%)Relative drawdown6.50% (841.77)
Total trades45Short positions (won %)22 (77.27%)Long positions (won %)23 (69.57%)
Profit trades (% of total)33 (73.33%)Loss trades (% of total)12 (26.67%)
Largestprofit trade456.41loss trade-277.43
Averageprofit trade117.60loss trade-105.86
Maximumconsecutive wins (profit in money)13 (1503.92)consecutive losses (loss in money)3 (-332.42)
Maximalconsecutive profit (count of wins)1503.92 (13)consecutive loss (count of losses)-462.52 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12011.01.03 01:40buy10.500.993890.000000.00000
22011.01.03 01:45modify10.500.993890.983890.00000
32011.01.03 01:45modify10.500.993890.983891.04389
42011.01.03 10:15close10.500.993000.983891.04389-44.819955.19
52011.01.03 10:20sell20.500.992630.000000.00000
62011.01.03 10:25modify20.500.992631.002630.00000
72011.01.03 10:25modify20.500.992631.002630.94263
82011.01.03 14:30close20.500.991811.002630.9426341.349996.53
92011.01.03 14:35buy30.500.991730.000000.00000
102011.01.03 14:40modify30.500.991730.981730.00000
112011.01.03 14:40modify30.500.991730.981731.04173
122011.01.03 21:40close30.500.992500.981731.0417338.7910035.32
132011.01.03 22:35sell40.500.993260.000000.00000
142011.01.03 22:40modify40.500.993261.003260.00000
152011.01.03 22:40modify40.500.993261.003260.94326
162011.01.04 13:10close40.500.993311.003260.94326-2.1210033.20
172011.01.04 13:45buy50.500.992800.000000.00000
182011.01.04 13:50modify50.500.992800.982800.00000
192011.01.04 13:50modify50.500.992800.982801.04280
202011.01.04 17:05close50.500.998880.982801.04280304.3410337.54
212011.01.04 17:10sell60.520.999320.000000.00000
222011.01.04 17:15modify60.520.999321.009320.00000
232011.01.04 17:15modify60.520.999321.009320.94932
242011.01.05 00:00close60.520.998271.009320.9493255.1110392.65
252011.01.05 00:20buy70.520.998100.000000.00000
262011.01.05 00:25modify70.520.998100.988100.00000
272011.01.05 00:25modify70.520.998100.988101.04810
282011.01.05 03:55close70.521.000030.988101.04810100.3610493.01
292011.01.05 04:00sell80.520.999990.000000.00000
302011.01.05 04:05modify80.520.999991.009990.00000
312011.01.05 04:05modify80.520.999991.009990.94999
322011.01.05 15:50close80.520.996891.009990.94999161.7010654.71
332011.01.05 18:00buy90.530.994660.000000.00000
342011.01.05 18:05modify90.530.994660.984660.00000
352011.01.05 18:05modify90.530.994660.984661.04466
362011.01.05 21:55close90.530.996440.984661.0446694.6810749.39
372011.01.05 22:00sell100.540.996130.000000.00000
382011.01.05 22:05modify100.540.996131.006130.00000
392011.01.05 22:05modify100.540.996131.006130.94613
402011.01.06 03:20close100.540.995411.006130.9461340.3610789.74
412011.01.06 03:25buy110.540.995320.000000.00000
422011.01.06 03:30modify110.540.995320.985320.00000
432011.01.06 03:30modify110.540.995320.985321.04532
442011.01.06 05:50close110.540.996120.985321.0453243.3710833.11
452011.01.06 05:55sell120.540.996110.000000.00000
462011.01.06 06:00modify120.540.996111.006110.00000
472011.01.06 06:00modify120.540.996111.006110.94611
482011.01.06 08:45close120.540.995051.006110.9461157.5210890.63
492011.01.06 08:50buy130.540.994710.000000.00000
502011.01.06 08:55modify130.540.994710.984710.00000
512011.01.06 08:55modify130.540.994710.984711.04471
522011.01.06 16:40close130.540.996320.984711.0447187.2610977.89
532011.01.06 16:45sell140.550.996650.000000.00000
542011.01.06 16:50modify140.550.996651.006650.00000
552011.01.06 16:50modify140.550.996651.006650.94665
562011.01.07 13:55close140.550.992981.006650.94665203.7211181.61
572011.01.07 14:00buy150.560.993020.000000.00000
582011.01.07 14:05modify150.560.993020.983020.00000
592011.01.07 14:05modify150.560.993020.983021.04302
602011.01.07 18:35close150.560.994620.983021.0430290.0811271.69
612011.01.07 19:25sell160.560.994690.000000.00000
622011.01.07 19:30modify160.560.994691.004690.00000
632011.01.07 19:30modify160.560.994691.004690.94469
642011.01.07 22:10close160.560.992121.004690.94469145.0611416.75
652011.01.07 22:15buy170.570.991520.000000.00000
662011.01.07 22:20modify170.570.991520.981520.00000
672011.01.07 22:20modify170.570.991520.981521.04152
682011.01.10 05:20close170.570.993650.981521.04152120.3711537.12
692011.01.10 05:25sell180.580.993640.000000.00000
702011.01.10 05:30modify180.580.993641.003640.00000
712011.01.10 05:30modify180.580.993641.003640.94364
722011.01.10 19:00close180.580.993961.003640.94364-18.6711518.45
732011.01.10 19:05buy190.580.993660.000000.00000
742011.01.10 19:10modify190.580.993660.983660.00000
752011.01.10 19:10modify190.580.993660.983661.04366
762011.01.11 02:50close190.580.992970.983661.04366-42.1611476.29
772011.01.11 02:55sell200.570.993160.000000.00000
782011.01.11 03:00modify200.570.993161.003160.00000
792011.01.11 03:00modify200.570.993161.003160.94316
802011.01.12 02:00close200.570.989061.003160.94316236.7411713.03
812011.01.12 02:05buy210.590.988910.000000.00000
822011.01.12 02:10modify210.590.988910.978910.00000
832011.01.12 02:10modify210.590.988910.978911.03891
842011.01.12 20:30close210.590.988140.978911.03891-45.9811667.05
852011.01.12 20:35sell220.580.988040.000000.00000
862011.01.12 20:40modify220.580.988040.998040.00000
872011.01.12 20:40modify220.580.988040.998040.93804
882011.01.12 23:25close220.580.985680.998040.93804138.8711805.92
892011.01.12 23:30buy230.590.985680.000000.00000
902011.01.12 23:35modify230.590.985680.975680.00000
912011.01.12 23:35modify230.590.985680.975681.03568
922011.01.13 10:50close230.590.987570.975681.03568107.2511913.16
932011.01.13 10:55sell240.600.987590.000000.00000
942011.01.13 11:00modify240.600.987590.997590.00000
952011.01.13 11:00modify240.600.987590.997590.93759
962011.01.13 18:40close240.600.986600.997590.9375960.2111973.37
972011.01.13 19:10buy250.600.986510.000000.00000
982011.01.13 19:15modify250.600.986510.976510.00000
992011.01.13 19:15modify250.600.986510.976511.03651
1002011.01.13 21:45close250.600.990190.976511.03651222.9912196.36
1012011.01.13 21:50sell260.610.989690.000000.00000
1022011.01.13 21:55modify260.610.989690.999690.00000
1032011.01.13 21:55modify260.610.989690.999690.93969
1042011.01.14 18:50close260.610.989470.999690.9396914.0512210.41
1052011.01.14 19:25buy270.610.989630.000000.00000
1062011.01.14 19:30modify270.610.989630.979630.00000
1072011.01.14 19:30modify270.610.989630.979631.03963
1082011.01.17 21:30close270.610.987180.979631.03963-153.3412057.07
1092011.01.17 21:35sell280.600.987250.000000.00000
1102011.01.17 21:40modify280.600.987250.997250.00000
1112011.01.17 21:40modify280.600.987250.997250.93725
1122011.01.18 06:20close280.600.985760.997250.9372591.1712148.24
1132011.01.18 06:25buy290.610.985340.000000.00000
1142011.01.18 06:30modify290.610.985340.975340.00000
1152011.01.18 06:30modify290.610.985340.975341.03534
1162011.01.19 11:25close290.610.992800.975341.03534456.4112604.65
1172011.01.19 11:30sell300.630.992380.000000.00000
1182011.01.19 11:35modify300.630.992381.002380.00000
1192011.01.19 11:35modify300.630.992381.002380.94238
1202011.01.19 14:10close300.630.990651.002380.94238110.0212714.67
1212011.01.19 14:15buy310.640.991280.000000.00000
1222011.01.19 14:20modify310.640.991280.981280.00000
1232011.01.19 14:20modify310.640.991280.981281.04128
1242011.01.19 17:00close310.640.993410.981281.04128137.2212851.89
1252011.01.20 03:05sell320.640.996420.000000.00000
1262011.01.20 03:10modify320.640.996421.006420.00000
1272011.01.20 03:10modify320.640.996421.006420.94642
1282011.01.20 19:25close320.640.999311.006420.94642-185.0912666.80
1292011.01.20 19:30buy330.630.999400.000000.00000
1302011.01.20 19:35modify330.630.999400.989400.00000
1312011.01.20 19:35modify330.630.999400.989401.04940
1322011.01.21 19:25close330.630.995050.989401.04940-277.4312389.37
1332011.01.21 19:30sell340.620.995310.000000.00000
1342011.01.21 19:35modify340.620.995311.005310.00000
1352011.01.21 19:35modify340.620.995311.005310.94531
1362011.01.24 00:35close340.620.993491.005310.94531114.0812503.45
1372011.01.24 00:40buy350.630.993540.000000.00000
1382011.01.24 00:45modify350.630.993540.983540.00000
1392011.01.24 00:45modify350.630.993540.983541.04354
1402011.01.24 11:00close350.630.996210.983541.04354168.8512672.30
1412011.01.24 11:05sell360.630.996090.000000.00000
1422011.01.24 11:10modify360.630.996091.006090.00000
1432011.01.24 11:10modify360.630.996091.006090.94609
1442011.01.24 15:05close360.630.994381.006090.94609108.3412780.64
1452011.01.24 15:10buy370.640.994630.000000.00000
1462011.01.24 15:15modify370.640.994630.984630.00000
1472011.01.24 15:15modify370.640.994630.984631.04463
1482011.01.25 10:30close370.640.993740.984631.04463-59.3712721.27
1492011.01.25 10:35sell380.640.994440.000000.00000
1502011.01.25 10:40modify380.640.994441.004440.00000
1512011.01.25 10:40modify380.640.994441.004440.94444
1522011.01.26 06:10close380.640.996841.004440.94444-153.5812567.69
1532011.01.26 06:25buy390.630.996990.000000.00000
1542011.01.26 06:30modify390.630.996990.986990.00000
1552011.01.26 06:30modify390.630.996990.986991.04699
1562011.01.28 01:00close390.630.995230.986991.04699-119.4712448.22
1572011.01.28 01:05sell400.620.995130.000000.00000
1582011.01.28 01:10modify400.620.995131.005130.00000
1592011.01.28 01:10modify400.620.995131.005130.94513
1602011.01.28 13:15close400.620.994641.005130.9451330.5412478.76
1612011.01.28 13:20buy410.620.994570.000000.00000
1622011.01.28 13:25modify410.620.994570.984570.00000
1632011.01.28 13:25modify410.620.994570.984571.04457
1642011.01.28 17:20close410.620.998550.984571.04457247.1212725.88
1652011.01.28 17:25sell420.640.998230.000000.00000
1662011.01.28 17:30modify420.640.998231.008230.00000
1672011.01.28 17:30modify420.640.998231.008230.94823
1682011.01.31 05:05close420.641.000871.008230.94823-168.3012557.58
1692011.01.31 05:10buy430.631.000850.000000.00000
1702011.01.31 05:15modify430.631.000850.990850.00000
1712011.01.31 05:15modify430.631.000850.990851.05085
1722011.01.31 18:05close430.631.001460.990851.0508538.3712595.95
1732011.01.31 18:10sell440.631.000900.000000.00000
1742011.01.31 18:15modify440.631.000901.010900.00000
1752011.01.31 18:15modify440.631.000901.010900.95090
1762011.01.31 23:40close440.631.000741.010900.9509010.0712606.02
1772011.01.31 23:45buy450.631.000500.000000.00000
1782011.01.31 23:50modify450.631.000500.990500.00000
1792011.01.31 23:50modify450.631.000500.990501.05050
1802011.01.31 23:59close at stop450.631.000570.990501.050504.4112610.43