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

SymbolUSDJPY (US Dollar 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=11; BarsBack2=37;
Bars in test7624Ticks modelled452333Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit1568.48Gross profit2125.53Gross loss-557.05
Profit factor3.82Expected payoff58.09
Absolute drawdown145.12Maximal drawdown409.70 (3.95%)Relative drawdown3.95% (409.70)
Total trades27Short positions (won %)13 (69.23%)Long positions (won %)14 (64.29%)
Profit trades (% of total)18 (66.67%)Loss trades (% of total)9 (33.33%)
Largestprofit trade660.53loss trade-173.34
Averageprofit trade118.08loss trade-61.89
Maximumconsecutive wins (profit in money)4 (870.13)consecutive losses (loss in money)3 (-215.75)
Maximalconsecutive profit (count of wins)870.13 (4)consecutive loss (count of losses)-215.75 (3)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12012.08.01 04:55buy10.5077.9750.0000.000
22012.08.01 05:00modify10.5077.97576.9750.000
32012.08.01 05:00modify10.5077.97576.97582.975
42012.08.01 09:05close10.5078.13376.97582.975101.1110101.11
52012.08.01 09:10sell20.5178.1220.0000.000
62012.08.01 09:15modify20.5178.12279.1220.000
72012.08.01 09:15modify20.5178.12279.12273.122
82012.08.02 02:45close20.5178.38679.12273.122-173.349927.77
92012.08.02 02:50buy30.5078.3870.0000.000
102012.08.02 02:55modify30.5078.38777.3870.000
112012.08.02 02:55modify30.5078.38777.38783.387
122012.08.02 04:45close30.5078.48077.38783.38759.259987.02
132012.08.02 04:50sell40.5078.4800.0000.000
142012.08.02 04:55modify40.5078.48079.4800.000
152012.08.02 04:55modify40.5078.48079.48073.480
162012.08.02 12:40close40.5078.25279.48073.480145.6810132.70
172012.08.02 12:45buy50.5178.2260.0000.000
182012.08.02 12:50modify50.5178.22677.2260.000
192012.08.02 12:50modify50.5178.22677.22683.226
202012.08.03 09:50close50.5178.22477.22683.226-1.1710131.53
212012.08.03 16:25sell60.5178.6620.0000.000
222012.08.03 16:30modify60.5178.66279.6620.000
232012.08.03 16:30modify60.5178.66279.66273.662
242012.08.06 05:35close60.5178.39079.66273.662176.4410307.97
252012.08.06 05:40buy70.5278.3670.0000.000
262012.08.06 05:45modify70.5278.36777.3670.000
272012.08.06 05:45modify70.5278.36777.36783.367
282012.08.06 22:25close70.5278.21377.36783.367-102.3910205.58
292012.08.07 11:25sell80.5178.3690.0000.000
302012.08.07 11:30modify80.5178.36979.3690.000
312012.08.07 11:30modify80.5178.36979.36973.369
322012.08.08 09:40close80.5178.41079.36973.369-27.1910178.39
332012.08.08 09:45buy90.5178.3810.0000.000
342012.08.08 09:50modify90.5178.38177.3810.000
352012.08.08 09:50modify90.5178.38177.38183.381
362012.08.10 23:15close90.5178.24877.38183.381-86.1710092.22
372012.08.13 06:35sell100.5078.2950.0000.000
382012.08.13 06:40modify100.5078.29579.2950.000
392012.08.13 06:40modify100.5078.29579.29573.295
402012.08.13 12:10close100.5078.20179.29573.29560.1010152.32
412012.08.15 16:40buy110.5178.6530.0000.000
422012.08.15 16:45modify110.5178.65377.6530.000
432012.08.15 16:45modify110.5178.65377.65383.653
442012.08.16 03:50close110.5179.08877.65383.653280.9010433.22
452012.08.16 03:55sell120.5279.0840.0000.000
462012.08.16 04:00modify120.5279.08480.0840.000
472012.08.16 04:00modify120.5279.08480.08474.084
482012.08.17 03:30close120.5279.25180.08474.084-110.1110323.11
492012.08.17 03:35buy130.5279.2670.0000.000
502012.08.17 03:40modify130.5279.26778.2670.000
512012.08.17 03:40modify130.5279.26778.26784.267
522012.08.17 13:00close130.5279.46678.26784.267130.2210453.33
532012.08.17 17:55sell140.5279.5050.0000.000
542012.08.17 18:00modify140.5279.50580.5050.000
552012.08.17 18:00modify140.5279.50580.50574.505
562012.08.20 08:10close140.5279.46880.50574.50523.6810477.01
572012.08.20 08:15buy150.5279.4700.0000.000
582012.08.20 08:20modify150.5279.47078.4700.000
592012.08.20 08:20modify150.5279.47078.47084.470
602012.08.21 01:10close150.5279.43478.47084.470-23.4410453.57
612012.08.21 01:15sell160.5279.4230.0000.000
622012.08.21 01:20modify160.5279.42380.4230.000
632012.08.21 01:20modify160.5279.42380.42374.423
642012.08.22 21:50close160.5278.42680.42374.423660.5311114.10
652012.08.22 21:55buy170.5678.4590.0000.000
662012.08.22 22:00modify170.5678.45977.4590.000
672012.08.22 22:00modify170.5678.45977.45983.459
682012.08.24 18:20close170.5678.59777.45983.45998.8911212.99
692012.08.24 18:25sell180.5678.6320.0000.000
702012.08.24 18:30modify180.5678.63279.6320.000
712012.08.24 18:30modify180.5678.63279.63273.632
722012.08.28 04:30close180.5678.55479.63273.63254.4611267.46
732012.08.28 04:35buy190.5678.5640.0000.000
742012.08.28 04:40modify190.5678.56477.5640.000
752012.08.28 04:40modify190.5678.56477.56483.564
762012.08.28 14:00close190.5678.64377.56483.56456.2511323.71
772012.08.28 22:35sell200.5778.5020.0000.000
782012.08.28 22:40modify200.5778.50279.5020.000
792012.08.28 22:40modify200.5778.50279.50273.502
802012.08.29 09:45close200.5778.53279.50273.502-22.3511301.35
812012.08.29 09:50buy210.5778.5390.0000.000
822012.08.29 09:55modify210.5778.53977.5390.000
832012.08.29 09:55modify210.5778.53977.53983.539
842012.08.29 17:55close210.5778.72877.53983.539136.8411438.19
852012.08.29 18:00sell220.5778.7210.0000.000
862012.08.29 18:05modify220.5778.72179.7210.000
872012.08.29 18:05modify220.5778.72179.72173.721
882012.08.29 22:55close220.5778.68379.72173.72127.5311465.72
892012.08.30 16:30buy230.5778.5270.0000.000
902012.08.30 16:35modify230.5778.52777.5270.000
912012.08.30 16:35modify230.5778.52777.52783.527
922012.08.30 20:00close230.5778.55077.52783.52716.6911482.41
932012.08.30 20:05sell240.5778.5600.0000.000
942012.08.30 20:10modify240.5778.56079.5600.000
952012.08.30 20:10modify240.5778.56079.56073.560
962012.08.31 02:45close240.5778.54579.56073.56010.3111492.72
972012.08.31 02:50buy250.5778.5220.0000.000
982012.08.31 02:55modify250.5778.52277.5220.000
992012.08.31 02:55modify250.5778.52277.52283.522
1002012.08.31 12:05close250.5778.50777.52283.522-10.8911481.83
1012012.08.31 12:10sell260.5778.5080.0000.000
1022012.08.31 12:15modify260.5778.50879.5080.000
1032012.08.31 12:15modify260.5778.50879.50873.508
1042012.08.31 16:15close260.5778.39979.50873.50879.2511561.08
1052012.08.31 16:20buy270.5878.3680.0000.000
1062012.08.31 16:25modify270.5878.36877.3680.000
1072012.08.31 16:25modify270.5878.36877.36883.368
1082012.08.31 23:59close at stop270.5878.37877.36883.3687.4011568.48