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

Symbol USDCHF (US Dollar vs Swiss Franc)
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=5; MaxDrawDown=50; TakeProfit=0.05; StopLoss=0.01; StopStep=0.0025; MaxSpread=0.0025; MaxSlippage=0.0025; BarsBack1=11; BarsBack2=166;
Bars in test 7036 Ticks modelled 858739 Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 2006.45 Gross profit 2355.50 Gross loss -349.05
Profit factor 6.75 Expected payoff 125.40
Absolute drawdown 383.74 Maximal drawdown 651.48 (5.87%) Relative drawdown 5.87% (651.48)
Total trades 16 Short positions (won %) 8 (87.50%) Long positions (won %) 8 (87.50%)
Profit trades (% of total) 14 (87.50%) Loss trades (% of total) 2 (12.50%)
Largest profit trade 579.53 loss trade -210.99
Average profit trade 168.25 loss trade -174.52
Maximum consecutive wins (profit in money) 12 (2103.72) consecutive losses (loss in money) 1 (-210.99)
Maximal consecutive profit (count of wins) 2103.72 (12) consecutive loss (count of losses) -210.99 (1)
Average consecutive wins 7 consecutive losses 1
Graph
# Time Type Order Size Price S / L T / P Profit Balance
1 2013.11.01 04:10 sell 1 0.50 0.90833 0.00000 0.00000
2 2013.11.01 04:15 modify 1 0.50 0.90833 0.91833 0.00000
3 2013.11.01 04:15 modify 1 0.50 0.90833 0.91833 0.85833
4 2013.11.04 18:15 close 1 0.50 0.91084 0.91833 0.85833 -138.06 9861.94
5 2013.11.04 18:20 buy 2 0.49 0.91073 0.00000 0.00000
6 2013.11.04 18:25 modify 2 0.49 0.91073 0.90073 0.00000
7 2013.11.04 18:25 modify 2 0.49 0.91073 0.90073 0.96073
8 2013.11.05 10:40 close 2 0.49 0.91209 0.90073 0.96073 73.06 9935.00
9 2013.11.05 17:30 sell 3 0.50 0.91339 0.00000 0.00000
10 2013.11.05 17:35 modify 3 0.50 0.91339 0.92339 0.00000
11 2013.11.05 17:35 modify 3 0.50 0.91339 0.92339 0.86339
12 2013.11.06 06:40 close 3 0.50 0.91147 0.92339 0.86339 105.04 10040.04
13 2013.11.06 06:45 buy 4 0.50 0.91161 0.00000 0.00000
14 2013.11.06 06:50 modify 4 0.50 0.91161 0.90161 0.00000
15 2013.11.06 06:50 modify 4 0.50 0.91161 0.90161 0.96161
16 2013.11.07 16:10 close 4 0.50 0.92230 0.90161 0.96161 579.53 10619.57
17 2013.11.07 16:15 sell 5 0.53 0.92195 0.00000 0.00000
18 2013.11.07 16:20 modify 5 0.53 0.92195 0.93195 0.00000
19 2013.11.07 16:20 modify 5 0.53 0.92195 0.93195 0.87195
20 2013.11.11 12:40 close 5 0.53 0.92020 0.93195 0.87195 100.20 10719.78
21 2013.11.11 13:00 buy 6 0.54 0.91971 0.00000 0.00000
22 2013.11.11 13:05 modify 6 0.54 0.91971 0.90971 0.00000
23 2013.11.11 13:05 modify 6 0.54 0.91971 0.90971 0.96971
24 2013.11.12 05:05 close 6 0.54 0.92084 0.90971 0.96971 66.27 10786.05
25 2013.11.12 05:10 sell 7 0.54 0.92081 0.00000 0.00000
26 2013.11.12 05:15 modify 7 0.54 0.92081 0.93081 0.00000
27 2013.11.12 05:15 modify 7 0.54 0.92081 0.93081 0.87081
28 2013.11.12 16:15 close 7 0.54 0.91712 0.93081 0.87081 217.27 11003.32
29 2013.11.12 16:20 buy 8 0.55 0.91715 0.00000 0.00000
30 2013.11.12 16:25 modify 8 0.55 0.91715 0.90715 0.00000
31 2013.11.12 16:25 modify 8 0.55 0.91715 0.90715 0.96715
32 2013.11.13 17:50 close 8 0.55 0.91908 0.90715 0.96715 115.50 11118.82
33 2013.11.13 17:55 sell 9 0.56 0.91906 0.00000 0.00000
34 2013.11.13 18:00 modify 9 0.56 0.91906 0.92906 0.00000
35 2013.11.13 18:00 modify 9 0.56 0.91906 0.92906 0.86906
36 2013.11.13 19:50 close 9 0.56 0.91554 0.92906 0.86906 215.30 11334.12
37 2013.11.13 22:35 buy 10 0.57 0.91513 0.00000 0.00000
38 2013.11.13 22:40 modify 10 0.57 0.91513 0.90513 0.00000
39 2013.11.13 22:40 modify 10 0.57 0.91513 0.90513 0.96513
40 2013.11.14 13:25 close 10 0.57 0.91824 0.90513 0.96513 193.05 11527.17
41 2013.11.14 13:30 sell 11 0.58 0.91840 0.00000 0.00000
42 2013.11.14 13:35 modify 11 0.58 0.91840 0.92840 0.00000
43 2013.11.14 13:35 modify 11 0.58 0.91840 0.92840 0.86840
44 2013.11.15 16:40 close 11 0.58 0.91414 0.92840 0.86840 269.97 11797.13
45 2013.11.15 16:45 buy 12 0.59 0.91388 0.00000 0.00000
46 2013.11.15 16:50 modify 12 0.59 0.91388 0.90388 0.00000
47 2013.11.15 16:50 modify 12 0.59 0.91388 0.90388 0.96388
48 2013.11.20 19:25 close 12 0.59 0.91585 0.90388 0.96388 126.91 11924.04
49 2013.11.20 19:30 sell 13 0.60 0.91576 0.00000 0.00000
50 2013.11.20 19:35 modify 13 0.60 0.91576 0.92576 0.00000
51 2013.11.20 19:35 modify 13 0.60 0.91576 0.92576 0.86576
52 2013.11.21 14:35 close 13 0.60 0.91511 0.92576 0.86576 41.62 11965.67
53 2013.11.22 00:25 buy 14 0.60 0.91320 0.00000 0.00000
54 2013.11.22 00:30 modify 14 0.60 0.91320 0.90320 0.00000
55 2013.11.22 00:30 modify 14 0.60 0.91320 0.90320 0.96320
56 2013.11.25 12:10 close 14 0.60 0.91000 0.90320 0.96320 -210.99 11754.68
57 2013.11.27 19:10 sell 15 0.59 0.90855 0.00000 0.00000
58 2013.11.27 19:15 modify 15 0.59 0.90855 0.91855 0.00000
59 2013.11.27 19:15 modify 15 0.59 0.90855 0.91855 0.85855
60 2013.11.28 11:20 close 15 0.59 0.90516 0.91855 0.85855 219.99 11974.66
61 2013.11.28 11:30 buy 16 0.60 0.90536 0.00000 0.00000
62 2013.11.28 11:35 modify 16 0.60 0.90536 0.89536 0.00000
63 2013.11.28 11:35 modify 16 0.60 0.90536 0.89536 0.95536
64 2013.11.29 23:59 close at stop 16 0.60 0.90584 0.89536 0.95536 31.79 12006.45