Strategy Tester Report
Fx_Builder_Pro 1.0.5_
AlpariUK-Demo-Pro (Build 482)

 

Symbol AUDUSD (Australian Dollar vs US Dollar)
Period 5 Minutes (M5) 1999.01.04 10:25 - 2013.02.28 23:59 (1999.01.01 - 2013.03.01)
Model Every tick (the most precise method based on all available least timeframes)
Parameters GMT_Set=" <<<<<< GMT Parameters: >>>>>>"; AutoGMT=false; ManualGMT=2; __..=" *****************************************************"; _=" <<<<<< Indicator Signals. Parameters: >>>>>>"; Enable_Indicator_Signals=true; __="Relative Strenght Index:"; Used_RSI_01=true; Used_As_Signal_01=true; Inverted_Signal_01=false; RSI_TimeFrame_01=15; RSI_Period_01=14; RSI_High_01=70; RSI_Low_01=30; ___="MACD:"; Used_MACD_02=false; Used_As_Signal_02=true; Used_Zero_Crossing=false; Inverted_Signal_02=false; MACD_TimeFrame_02=15; MACD_FastEMA_02=12; MACD_SlowEMA_02=26; MACD_SMA_02=9; _.="Parabolic_SAR:"; Used_SAR_03=false; Used_As_Signal_03=true; Inverted_Signal_03=false; SAR_TimeFrame_03=60; SAR_Step_03=0.02; SAR_Max_03=0.2; __.="Moving Average:"; Used_MA_04=false; Used_As_Signal_04=true; Inverted_Signal_04=false; MA_TimeFrame_04=60; MA_Fast_Period_04=14; MA_Fast_Method_04=0; MA_Slow_Period_04=46; MA_Slow_Method_04=0; ___.="Money Flow Index:"; Used_MFI_05=false; Used_As_Signal_05=true; Inverted_Signal_05=false; MFI_TimeFrame_05=15; MFI_Period_05=14; MFI_High_05=80; MFI_Low_05=20; ____="Awesome Oscillator:"; Used_AO_06=false; Used_As_Signal_06=true; Inverted_Signal_06=false; AO_TimeFrame_06=30; ____.="Bollinger Bands:"; Used_BB_07=false; Used_As_Signal_07=true; Inverted_Signal_07=false; BB_TimeFrame_07=30; BB_Period_07=20; BB_Deviation_07=2; _..=" **********************************************"; _____=" <<<<<< Bar Signals. Parameters: >>>>>>"; Enable_Bar_Signals=false; Start_Hour=12; Expect_Hours_After_Start=15; Bar_Type=60; Number_Of_Bars_For_Calculation=2; Distance_From_Range=35; Trade_On_Breakdown=true; _...=" ************************************************"; _____.=" <<<<<< Grid Trading. Parameters: >>>>>>"; Enable_Grid_Trading=true; Buy_Sell_At_Same_Time=false; Grid_StopLoss=300; FirstTP=35; Step_1=35; TP_1=45; Step_2=35; TP_2=45; Step_3=35; TP_3=40; Step_4=35; TP_4=38; Step_5=35; TP_5=35; Step_6=35; TP_6=45; Step_7=35; TP_7=40; Step_8=35; TP_8=37; Step_9=0; TP_9=0; Step_10=0; TP_10=0; Further_Step=0; Further_TP=0; __...=" *******************************************"; ______=" <<<<<< Money Management: >>>>>>"; Lot=0.01; Only_One_Order_In_Market=true; Martingale=true; Multiplying_Factor=2; Max_Multiplying=15; Multiply_After_Zero_Profit=false; ResetLot_After_Max_Multiplying=true; Min_Lot=0.01; Max_Lot=10000; Use_Compounding=false; StartLot_For_Compounding=0.1; Start_Deposit_For_Compounding=5000; __....=" ************************************************"; ______.=" <<<<<< Stop Level Management: >>>>>>"; TakeProfit=90; StopLoss=90; Daily_Profit_Limitation=0; Daily_Limit_Forced_Closing=false; Orders_Daily_Limit=0; DynamicStops="---Сhange StopLevel After Loss---"; Increase_Or_Reduce_Stops=false; Increase_Or_Reduce_TP=10; Increase_Or_Reduce_SL=-10; MaxChangeStops=6; ResetStops_After_MaxChange=false; __.....=" **************************************************"; ________=" <<<<<< Trailing Stop Management: >>>>>>"; Enable_Trailing_Management=false; Use_Step_Trailing=false; Trailing_Stop=30; Break_Even=20; __......=" *****************************************"; _______=" <<<<<< Time Management: >>>>>>"; Enable_Time_Management=false; Enable_Time_Control=true; StartTime="8:00"; EndTime="15:05"; Time_Ended_Forced_Closing=false; DayControl="---Day Control---"; Trade_On_Monday=true; Trade_On_Tuesday=true; Trade_On_Wednesday=true; Trade_On_Thursday=true; Trade_On_Friday=true; Day_Ended_Forced_Closing=false; __.......=" **********************************************"; _______.=" <<<<<< Notification Parameters: >>>>>>"; eMail_When_Opened=false; Push_When_Opened=false; Sound_When_Opened=false; Sound_Name="alert.wav"; ________.=" <<<<<< Other Parameters: >>>>>>"; Magic=3934910; Slippage=10;
 
Bars in test 4375945 Ticks modelled 8177375 Modelling quality 90.00%
Mismatched charts errors 0        
 
Initial deposit 2000.00        
Total net profit 33931.69 Gross profit 65783.72 Gross loss -31852.02
Profit factor 2.07 Expected payoff 5.88    
Absolute drawdown 225.72 Maximal drawdown 1894.58 (14.58%) Relative drawdown 45.56% (1633.62)
 
Total trades 5769 Short positions (won %) 2663 (67.74%) Long positions (won %) 3106 (70.48%)
  Profit trades (% of total) 3993 (69.21%) Loss trades (% of total) 1776 (30.79%)
Largest profit trade 947.20 loss trade -217.60
Average profit trade 16.47 loss trade -17.93
Maximum consecutive wins (profit in money) 27 (220.14) consecutive losses (loss in money) 7 (-839.10)
Maximal consecutive profit (count of wins) 999.80 (8) consecutive loss (count of losses) -839.10 (7)
Average consecutive wins 5 consecutive losses 2
Fx-Builder Pro Package 1 EURUSD backtest results