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

SymbolUSDCHF (US Dollar vs Swiss Franc)
Period5 Minutes (M5) 2012.11.01 00:00 - 2012.11.30 23:55 (2012.11.01 - 2012.12.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMajicNumber=1; LotsPercent=5; MaxDrawDown=50; TakeProfit=0.05; StopLoss=0.01; StopStep=0.0025; MaxSpread=0.0025; MaxSlippage=0.0025; BarsBack1=23; BarsBack2=26;
Bars in test7311Ticks modelled700482Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit1713.52Gross profit2977.02Gross loss-1263.50
Profit factor2.36Expected payoff34.27
Absolute drawdown127.87Maximal drawdown399.49 (3.32%)Relative drawdown3.47% (383.22)
Total trades50Short positions (won %)25 (68.00%)Long positions (won %)25 (72.00%)
Profit trades (% of total)35 (70.00%)Loss trades (% of total)15 (30.00%)
Largestprofit trade259.44loss trade-219.24
Averageprofit trade85.06loss trade-84.23
Maximumconsecutive wins (profit in money)10 (838.21)consecutive losses (loss in money)4 (-188.18)
Maximalconsecutive profit (count of wins)838.21 (10)consecutive loss (count of losses)-219.24 (1)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12012.11.01 02:50buy10.500.931500.000000.00000
22012.11.01 02:55modify10.500.931500.921500.00000
32012.11.01 02:55modify10.500.931500.921500.98150
42012.11.01 07:50close10.500.931830.921500.9815017.7110017.71
52012.11.01 08:05sell20.500.931500.000000.00000
62012.11.01 08:10modify20.500.931500.941500.00000
72012.11.01 08:10modify20.500.931500.941500.88150
82012.11.01 14:20close20.500.931650.941500.88150-8.0510009.66
92012.11.01 14:25buy30.500.931430.000000.00000
102012.11.01 14:30modify30.500.931430.921430.00000
112012.11.01 14:30modify30.500.931430.921430.98143
122012.11.01 18:05close30.500.932190.921430.9814340.7610050.42
132012.11.01 18:10sell40.500.931940.000000.00000
142012.11.01 18:15modify40.500.931940.941940.00000
152012.11.01 18:15modify40.500.931940.941940.88194
162012.11.01 23:50close40.500.931810.941940.881946.9810057.40
172012.11.01 23:55buy50.500.931950.000000.00000
182012.11.02 00:00modify50.500.931950.921950.00000
192012.11.02 00:00modify50.500.931950.921950.98195
202012.11.02 03:20close50.500.932730.921950.9819541.9710099.37
212012.11.02 03:25sell60.500.932610.000000.00000
222012.11.02 03:30modify60.500.932610.942610.00000
232012.11.02 03:30modify60.500.932610.942610.88261
242012.11.02 06:50close60.500.932460.942610.882618.0410107.41
252012.11.05 08:25buy70.510.940410.000000.00000
262012.11.05 08:30modify70.510.940410.930410.00000
272012.11.05 08:30modify70.510.940410.930410.99041
282012.11.05 10:50close70.510.942900.930410.99041134.6810242.09
292012.11.05 10:55sell80.510.942610.000000.00000
302012.11.05 11:00modify80.510.942610.952610.00000
312012.11.05 11:00modify80.510.942610.952610.89261
322012.11.06 12:55close80.510.943280.952610.89261-36.7210205.38
332012.11.06 13:00buy90.510.943290.000000.00000
342012.11.06 13:05modify90.510.943290.933290.00000
352012.11.06 13:05modify90.510.943290.933290.99329
362012.11.06 23:05close90.510.942670.933290.99329-33.5410171.84
372012.11.06 23:10sell100.510.942650.000000.00000
382012.11.06 23:15modify100.510.942650.952650.00000
392012.11.06 23:15modify100.510.942650.952650.89265
402012.11.07 06:00close100.510.941990.952650.8926535.2310207.07
412012.11.07 06:05buy110.510.940720.000000.00000
422012.11.07 06:10modify110.510.940720.930720.00000
432012.11.07 06:10modify110.510.940720.930720.99072
442012.11.07 14:45close110.510.945530.930720.99072259.4410466.51
452012.11.07 14:50sell120.520.945920.000000.00000
462012.11.07 14:55modify120.520.945920.955920.00000
472012.11.07 14:55modify120.520.945920.955920.89592
482012.11.08 09:00close120.520.944820.955920.8959259.0210525.53
492012.11.08 09:05buy130.530.945090.000000.00000
502012.11.08 09:10modify130.530.945090.935090.00000
512012.11.08 09:10modify130.530.945090.935090.99509
522012.11.08 12:40close130.530.946560.935090.9950982.3110607.84
532012.11.08 12:45sell140.530.946600.000000.00000
542012.11.08 12:50modify140.530.946600.956600.00000
552012.11.08 12:50modify140.530.946600.956600.89660
562012.11.09 05:35close140.530.943910.956600.89660150.5210758.37
572012.11.09 05:40buy150.540.943900.000000.00000
582012.11.09 05:45modify150.540.943900.933900.00000
592012.11.09 05:45modify150.540.943900.933900.99390
602012.11.09 10:30close150.540.945700.933900.99390102.7810861.15
612012.11.09 10:35sell160.540.946010.000000.00000
622012.11.09 10:40modify160.540.946010.956010.00000
632012.11.09 10:40modify160.540.946010.956010.89601
642012.11.12 01:50close160.540.947770.956010.89601-100.8010760.34
652012.11.12 06:40buy170.540.947650.000000.00000
662012.11.12 06:45modify170.540.947650.937650.00000
672012.11.12 06:45modify170.540.947650.937650.99765
682012.11.12 10:05close170.540.948670.937650.9976558.0610818.40
692012.11.12 10:10sell180.540.949230.000000.00000
702012.11.12 10:15modify180.540.949230.959230.00000
712012.11.12 10:15modify180.540.949230.959230.89923
722012.11.13 14:30close180.540.948080.959230.8992364.9810883.38
732012.11.13 14:35buy190.540.948210.000000.00000
742012.11.13 14:40modify190.540.948210.938210.00000
752012.11.13 14:40modify190.540.948210.938210.99821
762012.11.14 15:20close190.540.945140.938210.99821-175.2310708.15
772012.11.14 23:20sell200.540.944970.000000.00000
782012.11.14 23:25modify200.540.944970.954970.00000
792012.11.14 23:25modify200.540.944970.954970.89497
802012.11.16 00:20close200.540.942340.954970.89497148.6110856.76
812012.11.16 00:25buy210.540.942350.000000.00000
822012.11.16 00:30modify210.540.942350.932350.00000
832012.11.16 00:30modify210.540.942350.932350.99235
842012.11.16 05:15close210.540.942940.932350.9923533.7910890.55
852012.11.16 05:20sell220.540.943090.000000.00000
862012.11.16 05:25modify220.540.943090.953090.00000
872012.11.16 05:25modify220.540.943090.953090.89309
882012.11.16 15:45close220.540.944950.953090.89309-106.2910784.26
892012.11.16 15:50buy230.540.945040.000000.00000
902012.11.16 15:55modify230.540.945040.935040.00000
912012.11.16 15:55modify230.540.945040.935040.99504
922012.11.16 17:45close230.540.947900.935040.99504162.9310947.19
932012.11.16 17:50sell240.550.947960.000000.00000
942012.11.16 17:55modify240.550.947960.957960.00000
952012.11.16 17:55modify240.550.947960.957960.89796
962012.11.16 20:20close240.550.946530.957960.8979683.0911030.28
972012.11.16 23:45buy250.550.945470.000000.00000
982012.11.16 23:50modify250.550.945470.935470.00000
992012.11.16 23:50modify250.550.945470.935470.99547
1002012.11.20 01:10close250.550.941710.935470.99547-219.2410811.04
1012012.11.20 01:15sell260.540.941650.000000.00000
1022012.11.20 01:20modify260.540.941650.951650.00000
1032012.11.20 01:20modify260.540.941650.951650.89165
1042012.11.20 06:00close260.540.940630.951650.8916558.5610869.60
1052012.11.20 06:05buy270.540.940640.000000.00000
1062012.11.20 06:10modify270.540.940640.930640.00000
1072012.11.20 06:10modify270.540.940640.930640.99064
1082012.11.20 09:05close270.540.941710.930640.9906461.3610930.96
1092012.11.20 09:10sell280.550.941010.000000.00000
1102012.11.20 09:15modify280.550.941010.951010.00000
1112012.11.20 09:15modify280.550.941010.951010.89101
1122012.11.20 13:30close280.550.940830.951010.8910110.5210941.48
1132012.11.20 19:20buy290.550.940740.000000.00000
1142012.11.20 19:25modify290.550.940740.930740.00000
1152012.11.20 19:25modify290.550.940740.930740.99074
1162012.11.21 06:50close290.550.944650.930740.99074227.8311169.31
1172012.11.21 06:55sell300.560.944990.000000.00000
1182012.11.21 07:00modify300.560.944990.954990.00000
1192012.11.21 07:00modify300.560.944990.954990.89499
1202012.11.21 12:00close300.560.942150.954990.89499168.8111338.12
1212012.11.21 12:05buy310.570.941940.000000.00000
1222012.11.21 12:10modify310.570.941940.931940.00000
1232012.11.21 12:10modify310.570.941940.931940.99194
1242012.11.21 23:05close310.570.938870.931940.99194-186.3811151.74
1252012.11.21 23:10sell320.560.938890.000000.00000
1262012.11.21 23:15modify320.560.938890.948890.00000
1272012.11.21 23:15modify320.560.938890.948890.88889
1282012.11.22 01:50close320.560.936970.948890.88889113.1211264.86
1292012.11.22 01:55buy330.560.936890.000000.00000
1302012.11.22 02:00modify330.560.936890.926890.00000
1312012.11.22 02:00modify330.560.936890.926890.98689
1322012.11.22 05:05close330.560.937760.926890.9868951.9511316.81
1332012.11.22 05:35sell340.570.937940.000000.00000
1342012.11.22 05:40modify340.570.937940.947940.00000
1352012.11.22 05:40modify340.570.937940.947940.88794
1362012.11.22 14:15close340.570.935120.947940.88794171.8911488.70
1372012.11.22 14:20buy350.570.934950.000000.00000
1382012.11.22 14:25modify350.570.934950.924950.00000
1392012.11.22 14:25modify350.570.934950.924950.98495
1402012.11.22 19:45close350.570.936000.924950.9849563.9411552.64
1412012.11.22 19:50sell360.580.936160.000000.00000
1422012.11.22 19:55modify360.580.936160.946160.00000
1432012.11.22 19:55modify360.580.936160.946160.88616
1442012.11.22 22:35close360.580.935390.946160.8861647.7411600.38
1452012.11.22 23:50buy370.580.935120.000000.00000
1462012.11.22 23:55modify370.580.935120.925120.00000
1472012.11.22 23:55modify370.580.935120.925120.98512
1482012.11.23 02:50close370.580.935380.925120.9851216.3111616.68
1492012.11.26 04:55sell380.580.929330.000000.00000
1502012.11.26 05:00modify380.580.929330.939330.00000
1512012.11.26 05:00modify380.580.929330.939330.87933
1522012.11.26 23:40close380.580.927730.939330.87933100.0311716.71
1532012.11.27 00:50buy390.590.926380.000000.00000
1542012.11.27 00:55modify390.590.926380.916380.00000
1552012.11.27 00:55modify390.590.926380.916380.97638
1562012.11.27 12:40close390.590.929720.916380.97638211.9611928.67
1572012.11.27 12:45sell400.600.929650.000000.00000
1582012.11.27 12:50modify400.600.929650.939650.00000
1592012.11.27 12:50modify400.600.929650.939650.87965
1602012.11.27 15:10close400.600.929210.939650.8796528.4111957.08
1612012.11.28 00:40buy410.600.930400.000000.00000
1622012.11.28 00:45modify410.600.930400.920400.00000
1632012.11.28 00:45modify410.600.930400.920400.98040
1642012.11.28 03:40close410.600.930910.920400.9804032.8711989.95
1652012.11.28 03:45sell420.600.931100.000000.00000
1662012.11.28 03:50modify420.600.931100.941100.00000
1672012.11.28 03:50modify420.600.931100.941100.88110
1682012.11.28 18:40close420.600.931220.941100.88110-7.7311982.22
1692012.11.28 18:45buy430.600.931370.000000.00000
1702012.11.28 18:50modify430.600.931370.921370.00000
1712012.11.28 18:50modify430.600.931370.921370.98137
1722012.11.29 03:15close430.600.929650.921370.98137-110.4311871.80
1732012.11.29 03:20sell440.590.929620.000000.00000
1742012.11.29 03:25modify440.590.929620.939620.00000
1752012.11.29 03:25modify440.590.929620.939620.87962
1762012.11.29 11:05close440.590.928020.939620.87962101.7211973.52
1772012.11.29 11:10buy450.600.927970.000000.00000
1782012.11.29 11:15modify450.600.927970.917970.00000
1792012.11.29 11:15modify450.600.927970.917970.97797
1802012.11.29 18:20close450.600.927320.917970.97797-42.0611931.46
1812012.11.29 18:25sell460.600.927250.000000.00000
1822012.11.29 18:30modify460.600.927250.937250.00000
1832012.11.29 18:30modify460.600.927250.937250.87725
1842012.11.30 00:20close460.600.927610.937250.87725-23.8711907.58
1852012.11.30 00:25buy470.600.927540.000000.00000
1862012.11.30 00:30modify470.600.927540.917540.00000
1872012.11.30 00:30modify470.600.927540.917540.97754
1882012.11.30 12:35close470.600.926370.917540.97754-75.7811831.80
1892012.11.30 12:40sell480.590.926130.000000.00000
1902012.11.30 12:45modify480.590.926130.936130.00000
1912012.11.30 12:45modify480.590.926130.936130.87613
1922012.11.30 17:55close480.590.926860.936130.87613-46.4711785.33
1932012.11.30 18:00buy490.590.926490.000000.00000
1942012.11.30 18:05modify490.590.926490.916490.00000
1952012.11.30 18:05modify490.590.926490.916490.97649
1962012.11.30 20:55close490.590.926790.916490.9764919.1011804.43
1972012.11.30 21:00sell500.590.926630.000000.00000
1982012.11.30 21:05modify500.590.926630.936630.00000
1992012.11.30 21:05modify500.590.926630.936630.87663
2002012.11.30 23:59close at stop500.590.928060.936630.87663-90.9111713.52