Strategy Tester Report
TopsBottomsV5.1
AlpariUK-Demo (Build 229)
| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 5 Minutes (M5) 2011.01.02 22:00 - 2011.03.31 23:59 (2011.03.01 - 2011.04.01) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | MajicNumber=1; LotsPercent=5; MaxDrawDown=50; TakeProfit=5; StopLoss=1; StopStep=0.25; MaxSpread=0.25; MaxSlippage=0.25; BarsBack1=2; BarsBack2=23; | ||||
| Bars in test | 18461 | Ticks modelled | 2544285 | Modelling quality | 99.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 6947.84 | Gross profit | 7982.47 | Gross loss | -1034.62 |
| Profit factor | 7.72 | Expected payoff | 1736.96 | ||
| Absolute drawdown | 338.83 | Maximal drawdown | 1213.49 (7.93%) | Relative drawdown | 10.28% (1165.01) |
| Total trades | 4 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 2 (100.00%) |
| Profit trades (% of total) | 3 (75.00%) | Loss trades (% of total) | 1 (25.00%) | ||
| Largest | profit trade | 4015.20 | loss trade | -1034.62 | |
| Average | profit trade | 2660.82 | loss trade | -1034.62 | |
| Maximum | consecutive wins (profit in money) | 2 (7228.95) | consecutive losses (loss in money) | 1 (-1034.62) | |
| Maximal | consecutive profit (count of wins) | 7228.95 (2) | consecutive loss (count of losses) | -1034.62 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2011.03.04 13:00 | sell | 1 | 0.50 | 82.751 | 0.000 | 0.000 | ||
| 2 | 2011.03.04 13:05 | modify | 1 | 0.50 | 82.751 | 83.751 | 0.000 | ||
| 3 | 2011.03.04 13:05 | modify | 1 | 0.50 | 82.751 | 83.751 | 77.751 | ||
| 4 | 2011.03.16 21:14 | t/p | 1 | 0.50 | 77.751 | 83.751 | 77.751 | 3213.75 | 13213.75 |
| 5 | 2011.03.16 21:35 | buy | 2 | 0.66 | 77.207 | 0.000 | 0.000 | ||
| 6 | 2011.03.16 21:40 | modify | 2 | 0.66 | 77.207 | 76.207 | 0.000 | ||
| 7 | 2011.03.16 21:40 | modify | 2 | 0.66 | 77.207 | 76.207 | 82.207 | ||
| 8 | 2011.03.29 11:29 | t/p | 2 | 0.66 | 82.207 | 76.207 | 82.207 | 4015.20 | 17228.95 |
| 9 | 2011.03.29 11:35 | sell | 3 | 0.86 | 82.164 | 0.000 | 0.000 | ||
| 10 | 2011.03.29 11:40 | modify | 3 | 0.86 | 82.164 | 83.164 | 0.000 | ||
| 11 | 2011.03.29 11:40 | modify | 3 | 0.86 | 82.164 | 83.164 | 77.164 | ||
| 12 | 2011.03.30 09:20 | s/l | 3 | 0.86 | 83.164 | 83.164 | 77.164 | -1034.62 | 16194.32 |
| 13 | 2011.03.31 04:25 | buy | 4 | 0.81 | 82.641 | 0.000 | 0.000 | ||
| 14 | 2011.03.31 04:30 | modify | 4 | 0.81 | 82.641 | 81.641 | 0.000 | ||
| 15 | 2011.03.31 04:30 | modify | 4 | 0.81 | 82.641 | 81.641 | 87.641 | ||
| 16 | 2011.03.31 23:59 | close at stop | 4 | 0.81 | 83.417 | 81.641 | 87.641 | 753.52 | 16947.84 |