Strategy Tester Report
TopsBottomsV5.1
AlpariUK-Demo-Pro (Build 432)

SymbolUSDJPY (US Dollar vs Japanese Yen)
Period5 Minutes (M5) 2012.05.01 00:00 - 2012.05.31 23:55 (2012.05.01 - 2012.06.01)
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=41; BarsBack2=42;
Bars in test7603Ticks modelled685271Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit1814.71Gross profit2990.67Gross loss-1175.95
Profit factor2.54Expected payoff34.90
Absolute drawdown41.91Maximal drawdown660.15 (5.57%)Relative drawdown5.57% (660.15)
Total trades52Short positions (won %)26 (69.23%)Long positions (won %)26 (65.38%)
Profit trades (% of total)35 (67.31%)Loss trades (% of total)17 (32.69%)
Largestprofit trade492.27loss trade-291.06
Averageprofit trade85.45loss trade-69.17
Maximumconsecutive wins (profit in money)6 (489.26)consecutive losses (loss in money)2 (-25.21)
Maximalconsecutive profit (count of wins)560.26 (4)consecutive loss (count of losses)-291.06 (1)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12012.05.01 00:15sell10.5079.8600.0000.000
22012.05.01 00:20modify10.5079.86080.8600.000
32012.05.01 00:20modify10.5079.86080.86074.860
42012.05.01 06:05close10.5079.75380.86074.86067.0810067.08
52012.05.01 06:20buy20.5079.7510.0000.000
62012.05.01 06:25modify20.5079.75178.7510.000
72012.05.01 06:25modify20.5079.75178.75184.751
82012.05.01 15:40close20.5080.14778.75184.751247.0510314.13
92012.05.01 15:45sell30.5280.1560.0000.000
102012.05.01 15:50modify30.5280.15681.1560.000
112012.05.01 15:50modify30.5280.15681.15675.156
122012.05.01 21:50close30.5280.08881.15675.15644.1510358.28
132012.05.01 21:55buy40.5280.0830.0000.000
142012.05.01 22:00modify40.5280.08379.0830.000
152012.05.01 22:00modify40.5280.08379.08385.083
162012.05.02 00:25close40.5280.21079.08385.08382.3310440.61
172012.05.02 00:35sell50.5280.2390.0000.000
182012.05.02 00:40modify50.5280.23981.2390.000
192012.05.02 00:40modify50.5280.23981.23975.239
202012.05.02 12:55close50.5280.16481.23975.23948.6510489.26
212012.05.02 13:00buy60.5280.1740.0000.000
222012.05.02 13:05modify60.5280.17479.1740.000
232012.05.02 13:05modify60.5280.17479.17485.174
242012.05.03 05:00close60.5280.17479.17485.1740.0010489.26
252012.05.03 05:15sell70.5280.1910.0000.000
262012.05.03 05:20modify70.5280.19181.1910.000
272012.05.03 05:20modify70.5280.19181.19175.191
282012.05.03 19:30close70.5280.26181.19175.191-45.3510443.91
292012.05.03 20:30buy80.5280.2100.0000.000
302012.05.03 20:37modify80.5280.21079.2100.000
312012.05.03 20:37modify80.5280.21079.21085.210
322012.05.04 11:10close80.5280.21579.21085.2103.2410447.15
332012.05.04 11:15sell90.5280.2240.0000.000
342012.05.04 11:20modify90.5280.22481.2240.000
352012.05.04 11:20modify90.5280.22481.22475.224
362012.05.04 14:05close90.5279.88481.22475.224221.3210668.47
372012.05.04 14:10buy100.5379.8600.0000.000
382012.05.04 14:15modify100.5379.86078.8600.000
392012.05.04 14:15modify100.5379.86078.86084.860
402012.05.07 08:00close100.5379.85078.86084.860-6.6410661.83
412012.05.07 08:05sell110.5379.8700.0000.000
422012.05.07 08:10modify110.5379.87080.8700.000
432012.05.07 08:10modify110.5379.87080.87074.870
442012.05.07 22:00close110.5379.89880.87074.870-18.5710643.26
452012.05.07 22:05buy120.5379.9040.0000.000
462012.05.07 22:10modify120.5379.90478.9040.000
472012.05.07 22:10modify120.5379.90478.90484.904
482012.05.08 01:45close120.5380.01178.90484.90470.8810714.14
492012.05.08 01:50sell130.5480.0040.0000.000
502012.05.08 01:55modify130.5480.00481.0040.000
512012.05.08 01:55modify130.5480.00481.00475.004
522012.05.08 07:45close130.5479.87381.00475.00488.5710802.71
532012.05.08 07:50buy140.5479.8710.0000.000
542012.05.08 07:55modify140.5479.87178.8710.000
552012.05.08 07:55modify140.5479.87178.87184.871
562012.05.08 13:35close140.5479.83478.87184.871-25.0310777.68
572012.05.08 21:15sell150.5479.8770.0000.000
582012.05.08 21:20modify150.5479.87780.8770.000
592012.05.08 21:20modify150.5479.87780.87774.877
602012.05.09 04:55close150.5479.76280.87774.87777.3910855.07
612012.05.09 10:00buy160.5479.6690.0000.000
622012.05.09 10:05modify160.5479.66978.6690.000
632012.05.09 10:05modify160.5479.66978.66984.669
642012.05.09 17:10close160.5479.65978.66984.669-6.7810848.29
652012.05.09 17:15sell170.5479.6420.0000.000
662012.05.09 17:20modify170.5479.64280.6420.000
672012.05.09 17:20modify170.5479.64280.64274.642
682012.05.09 21:00close170.5479.62580.64274.64211.5310859.82
692012.05.10 10:45buy180.5479.6580.0000.000
702012.05.10 10:50modify180.5479.65878.6580.000
712012.05.10 10:50modify180.5479.65878.65884.658
722012.05.10 13:45close180.5479.86978.65884.658142.6611002.48
732012.05.10 13:50sell190.5579.9060.0000.000
742012.05.10 13:55modify190.5579.90680.9060.000
752012.05.10 13:55modify190.5579.90680.90674.906
762012.05.11 03:20close190.5579.89280.90674.9069.1611011.64
772012.05.11 06:50buy200.5579.7730.0000.000
782012.05.11 06:55modify200.5579.77378.7730.000
792012.05.11 06:55modify200.5579.77378.77384.773
802012.05.13 21:40close200.5579.95078.77384.773121.7611133.40
812012.05.13 21:45sell210.5679.9480.0000.000
822012.05.13 21:50modify210.5679.94880.9480.000
832012.05.13 21:50modify210.5679.94880.94874.948
842012.05.14 06:00close210.5679.99680.94874.948-34.0911099.31
852012.05.14 11:30buy220.5579.8300.0000.000
862012.05.14 11:35modify220.5579.83078.8300.000
872012.05.14 11:35modify220.5579.83078.83084.830
882012.05.14 17:10close220.5579.83178.83084.8300.6911100.00
892012.05.14 17:20sell230.5579.8180.0000.000
902012.05.14 17:25modify230.5579.81880.8180.000
912012.05.14 17:25modify230.5579.81880.81874.818
922012.05.15 02:55close230.5579.86080.81874.818-29.4111070.58
932012.05.16 15:40buy240.5580.3560.0000.000
942012.05.16 15:45modify240.5580.35679.3560.000
952012.05.16 15:45modify240.5580.35679.35685.356
962012.05.16 23:20close240.5580.37079.35685.3569.5811080.16
972012.05.16 23:25sell250.5580.3650.0000.000
982012.05.16 23:30modify250.5580.36581.3650.000
992012.05.16 23:30modify250.5580.36581.36575.365
1002012.05.17 01:45close250.5580.29981.36575.36543.7711123.93
1012012.05.17 01:50buy260.5680.3000.0000.000
1022012.05.17 01:55modify260.5680.30079.3000.000
1032012.05.17 01:55modify260.5680.30079.30085.300
1042012.05.17 07:35close260.5680.32179.30085.30014.6411138.57
1052012.05.17 07:40sell270.5680.3310.0000.000
1062012.05.17 07:45modify270.5680.33181.3310.000
1072012.05.17 07:45modify270.5680.33181.33175.331
1082012.05.17 15:15close270.5679.63181.33175.331492.2711630.84
1092012.05.17 15:20buy280.5879.6390.0000.000
1102012.05.17 15:25modify280.5879.63978.6390.000
1112012.05.17 15:25modify280.5879.63978.63984.639
1122012.05.18 00:05close280.5879.36078.63984.639-203.9111426.93
1132012.05.18 00:15sell290.5779.3550.0000.000
1142012.05.18 00:20modify290.5779.35580.3550.000
1152012.05.18 00:20modify290.5779.35580.35574.355
1162012.05.18 06:20close290.5779.23080.35574.35589.9311516.86
1172012.05.18 06:25buy300.5879.2330.0000.000
1182012.05.18 06:30modify300.5879.23378.2330.000
1192012.05.18 06:30modify300.5879.23378.23384.233
1202012.05.18 11:05close300.5879.37678.23384.233104.4911621.35
1212012.05.18 11:40sell310.5879.3420.0000.000
1222012.05.18 11:45modify310.5879.34280.3420.000
1232012.05.18 11:45modify310.5879.34280.34274.342
1242012.05.18 16:00close310.5879.14280.34274.342146.5711767.92
1252012.05.18 16:05buy320.5979.1160.0000.000
1262012.05.18 16:10modify320.5979.11678.1160.000
1272012.05.18 16:10modify320.5979.11678.11684.116
1282012.05.20 22:30close320.5979.16778.11684.11638.0111805.93
1292012.05.20 22:35sell330.5979.1660.0000.000
1302012.05.20 22:40modify330.5979.16680.1660.000
1312012.05.20 22:40modify330.5979.16680.16674.166
1322012.05.21 11:45close330.5979.29380.16674.166-95.0211710.91
1332012.05.21 11:50buy340.5979.2810.0000.000
1342012.05.21 11:55modify340.5979.28178.2810.000
1352012.05.21 11:55modify340.5979.28178.28184.281
1362012.05.21 14:40close340.5979.35678.28184.28155.7611766.67
1372012.05.21 14:45sell350.5979.3790.0000.000
1382012.05.21 14:50modify350.5979.37980.3790.000
1392012.05.21 14:50modify350.5979.37980.37974.379
1402012.05.23 03:35close350.5979.54780.37974.379-125.6411641.03
1412012.05.23 03:40buy360.5879.5610.0000.000
1422012.05.23 03:45modify360.5879.56178.5610.000
1432012.05.23 03:45modify360.5879.56178.56184.561
1442012.05.23 20:25close360.5879.48878.56184.561-53.2711587.76
1452012.05.24 03:25sell370.5879.5090.0000.000
1462012.05.24 03:30modify370.5879.50980.5090.000
1472012.05.24 03:30modify370.5879.50980.50974.509
1482012.05.24 09:00close370.5879.41480.50974.50969.3811657.14
1492012.05.24 09:05buy380.5879.4240.0000.000
1502012.05.24 09:10modify380.5879.42478.4240.000
1512012.05.24 09:10modify380.5879.42478.42484.424
1522012.05.24 18:15close380.5879.53878.42484.42483.1311740.27
1532012.05.24 18:20sell390.5979.5480.0000.000
1542012.05.24 18:25modify390.5979.54880.5480.000
1552012.05.24 18:25modify390.5979.54880.54874.548
1562012.05.25 07:25close390.5979.65080.54874.548-76.0811664.20
1572012.05.25 07:30buy400.5879.6570.0000.000
1582012.05.25 07:35modify400.5879.65778.6570.000
1592012.05.25 07:35modify400.5879.65778.65784.657
1602012.05.25 13:50close400.5879.55578.65784.657-74.3611589.84
1612012.05.25 14:00sell410.5879.6340.0000.000
1622012.05.25 14:05modify410.5879.63480.6340.000
1632012.05.25 14:05modify410.5879.63480.63474.634
1642012.05.28 01:55close410.5879.46280.63474.634125.0311714.87
1652012.05.28 02:00buy420.5979.4340.0000.000
1662012.05.28 02:05modify420.5979.43478.4340.000
1672012.05.28 02:05modify420.5979.43478.43484.434
1682012.05.28 14:00close420.5979.42078.43484.434-10.4011704.47
1692012.05.28 14:05sell430.5979.4140.0000.000
1702012.05.28 14:10modify430.5979.41480.4140.000
1712012.05.28 14:10modify430.5979.41480.41474.414
1722012.05.29 03:25close430.5979.47680.41474.414-46.5511657.92
1732012.05.29 03:30buy440.5879.4680.0000.000
1742012.05.29 03:35modify440.5879.46878.4680.000
1752012.05.29 03:35modify440.5879.46878.46884.468
1762012.05.29 10:50close440.5879.53678.46884.46849.5911707.51
1772012.05.29 10:55sell450.5979.5350.0000.000
1782012.05.29 11:00modify450.5979.53580.5350.000
1792012.05.29 11:00modify450.5979.53580.53574.535
1802012.05.29 16:40close450.5979.45380.53574.53560.8911768.40
1812012.05.29 16:55buy460.5979.4440.0000.000
1822012.05.29 17:00modify460.5979.44478.4440.000
1832012.05.29 17:00modify460.5979.44478.44484.444
1842012.05.29 19:15close460.5979.49578.44484.44437.8511806.25
1852012.05.29 19:35sell470.5979.5230.0000.000
1862012.05.29 19:40modify470.5979.52380.5230.000
1872012.05.29 19:40modify470.5979.52380.52374.523
1882012.05.30 04:45close470.5979.43880.52374.52362.6111868.87
1892012.05.30 04:50buy480.5979.4470.0000.000
1902012.05.30 04:55modify480.5979.44778.4470.000
1912012.05.30 04:55modify480.5979.44778.44784.447
1922012.05.30 19:10close480.5979.05778.44784.447-291.0611577.81
1932012.05.30 19:15sell490.5879.0670.0000.000
1942012.05.30 19:20modify490.5879.06780.0670.000
1952012.05.30 19:20modify490.5879.06780.06774.067
1962012.05.31 01:00close490.5878.85680.06774.067153.6711731.47
1972012.05.31 02:05buy500.5978.7910.0000.000
1982012.05.31 02:10modify500.5978.79177.7910.000
1992012.05.31 02:10modify500.5978.79177.79183.791
2002012.05.31 07:00close500.5978.80077.79183.7916.7411738.21
2012012.05.31 07:05sell510.5978.7800.0000.000
2022012.05.31 07:10modify510.5978.78079.7800.000
2032012.05.31 07:10modify510.5978.78079.78073.780
2042012.05.31 12:55close510.5978.63379.78073.780110.3011848.51
2052012.05.31 13:00buy520.5978.5930.0000.000
2062012.05.31 13:05modify520.5978.59377.5930.000
2072012.05.31 13:05modify520.5978.59377.59383.593
2082012.05.31 23:59close at stop520.5978.54877.59383.593-33.8011814.71