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 | |
