Strategy Tester Report
TopsBottomsV5.1
AlpariUK-Demo - Micro+Classic (Build 509)

Symbol USDCAD (US Dollar vs Canadian Dollar)
Period 5 Minutes (M5) 2013.11.01 00:00 - 2013.11.29 23:55 (2013.11.01 - 2013.12.01)
Model Every tick (the most precise method based on all available least timeframes)
Parameters MajicNumber=1; LotsPercent=10; MaxDrawDown=50; TakeProfit=0.05; StopLoss=0.01; StopStep=0.0025; MaxSpread=0.0025; MaxSlippage=0.0025; BarsBack1=6; BarsBack2=126;
Bars in test 7034 Ticks modelled 420598 Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 1848.94 Gross profit 2998.03 Gross loss -1149.09
Profit factor 2.61 Expected payoff 205.44
Absolute drawdown 174.50 Maximal drawdown 1605.46 (12.99%) Relative drawdown 12.99% (1605.46)
Total trades 9 Short positions (won %) 5 (80.00%) Long positions (won %) 4 (75.00%)
Profit trades (% of total) 7 (77.78%) Loss trades (% of total) 2 (22.22%)
Largest profit trade 859.25 loss trade -1126.03
Average profit trade 428.29 loss trade -574.54
Maximum consecutive wins (profit in money) 5 (2072.06) consecutive losses (loss in money) 2 (-1149.09)
Maximal consecutive profit (count of wins) 2072.06 (5) consecutive loss (count of losses) -1149.09 (2)
Average consecutive wins 4 consecutive losses 2
Graph
# Time Type Order Size Price S / L T / P Profit Balance
1 2013.11.01 16:45 sell 1 1.00 1.04450 0.00000 0.00000
2 2013.11.01 16:50 modify 1 1.00 1.04450 1.05450 0.00000
3 2013.11.01 16:50 modify 1 1.00 1.04450 1.05450 0.99450
4 2013.11.07 13:30 close 1 1.00 1.04101 1.05450 0.99450 345.04 10345.04
5 2013.11.07 13:35 buy 2 1.03 1.04102 0.00000 0.00000
6 2013.11.07 13:40 modify 2 1.03 1.04102 1.03102 0.00000
7 2013.11.07 13:40 modify 2 1.03 1.04102 1.03102 1.09102
8 2013.11.12 05:25 close 2 1.03 1.04828 1.03102 1.09102 703.55 11048.59
9 2013.11.12 11:35 sell 3 1.10 1.05018 0.00000 0.00000
10 2013.11.12 11:40 modify 3 1.10 1.05018 1.06018 0.00000
11 2013.11.12 11:40 modify 3 1.10 1.05018 1.06018 1.00018
12 2013.11.13 19:05 close 3 1.10 1.04722 1.06018 1.00018 312.72 11361.31
13 2013.11.13 19:10 buy 4 1.14 1.04717 0.00000 0.00000
14 2013.11.13 19:15 modify 4 1.14 1.04717 1.03717 0.00000
15 2013.11.13 19:15 modify 4 1.14 1.04717 1.03717 1.09717
16 2013.11.14 13:45 close 4 1.14 1.05043 1.03717 1.09717 342.97 11704.27
17 2013.11.14 13:50 sell 5 1.17 1.04989 0.00000 0.00000
18 2013.11.14 13:55 modify 5 1.17 1.04989 1.05989 0.00000
19 2013.11.14 13:55 modify 5 1.17 1.04989 1.05989 0.99989
20 2013.11.14 23:50 close 5 1.17 1.04660 1.05989 0.99989 367.79 12072.06
21 2013.11.14 23:55 buy 6 1.21 1.04672 0.00000 0.00000
22 2013.11.15 00:00 modify 6 1.21 1.04672 1.03672 0.00000
23 2013.11.15 00:00 modify 6 1.21 1.04672 1.03672 1.09672
24 2013.11.19 19:10 close 6 1.21 1.04662 1.03672 1.09672 -23.06 12049.00
25 2013.11.19 19:15 sell 7 1.20 1.04651 0.00000 0.00000
26 2013.11.19 19:20 modify 7 1.20 1.04651 1.05651 0.00000
27 2013.11.19 19:20 modify 7 1.20 1.04651 1.05651 0.99651
28 2013.11.22 12:22 s/l 7 1.20 1.05651 1.05651 0.99651 -1126.03 10922.98
29 2013.11.26 01:40 buy 8 1.09 1.05346 0.00000 0.00000
30 2013.11.26 01:45 modify 8 1.09 1.05346 1.04346 0.00000
31 2013.11.26 01:45 modify 8 1.09 1.05346 1.04346 1.10346
32 2013.11.29 19:50 close 8 1.09 1.06200 1.04346 1.10346 859.25 11782.23
33 2013.11.29 19:55 sell 9 1.18 1.06188 0.00000 0.00000
34 2013.11.29 20:00 modify 9 1.18 1.06188 1.07188 0.00000
35 2013.11.29 20:00 modify 9 1.18 1.06188 1.07188 1.01188
36 2013.11.29 23:59 close at stop 9 1.18 1.06128 1.07188 1.01188 66.71 11848.94