Strategy Tester Report
S.A.R.A.
AlpariUK-Demo-Pro (Build 438)

SymbolEURUSD (Euro vs US Dollar)
Period5 Minutes (M5) 2012.05.04 00:00 - 2012.10.11 23:55 (2012.05.04 - 2012.10.12)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersLotSize=0.04; RiskPercent=2; Slippage=3; MagicNumber=9869; DynamicSLTP=true; TakeProfit=20; StopLoss=10; MaxStopLoss=15; SoundAlert=true; EntryPopUp=true; CloseOnReverse=false; EMA1st=5; EMA2nd=13; EMA3rd=34; EMA4th=89; PsarStep=0.05; PsarMax=0.5; PipsAwayFromCandle=3; SLColor=Red; TPColor=Blue; ConfirmWithDPI=true; ConfirmWith3rdEMA=true; ConfirmWith4thEMA=true; BoxColor=Blue; NonSetupColor=Silver; UpColor=Green; DownColor=Blue; UpTrendColor=Lime; DownTrendColor=Red; CurrentUpColor=Yellow; CurrentDownColor=Red; DPILead=8; DPIFollow=13; cTrendBG=55,55,55;
Bars in test34117Ticks modelled7756202Modelling quality90.00%
Mismatched charts errors26
Initial deposit10000.00
Total net profit-33.88Gross profit253.56Gross loss-287.44
Profit factor0.88Expected payoff-0.24
Absolute drawdown44.40Maximal drawdown85.30 (0.85%)Relative drawdown0.85% (85.30)
Total trades143Short positions (won %)85 (49.41%)Long positions (won %)58 (37.93%)
Profit trades (% of total)64 (44.76%)Loss trades (% of total)79 (55.24%)
Largestprofit trade6.00loss trade-6.00
Averageprofit trade3.96loss trade-3.64
Maximumconsecutive wins (profit in money)8 (28.40)consecutive losses (loss in money)7 (-28.96)
Maximalconsecutive profit (count of wins)28.40 (8)consecutive loss (count of losses)-28.96 (7)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12012.05.04 04:35buy10.041.315420.000000.00000
22012.05.04 04:35modify10.041.315421.314521.31632
32012.05.04 10:05s/l10.041.314521.314521.31632-3.609996.40
42012.05.07 04:25sell20.041.297540.000000.00000
52012.05.07 04:25modify20.041.297541.298241.29684
62012.05.07 04:45s/l20.041.298241.298241.29684-2.809993.60
72012.05.09 11:55sell30.041.297620.000000.00000
82012.05.09 11:55modify30.041.297621.298621.29662
92012.05.09 13:50t/p30.041.296621.298621.296624.009997.60
102012.05.10 07:25buy40.041.294730.000000.00000
112012.05.10 07:25modify40.041.294731.294031.29543
122012.05.10 09:05t/p40.041.295431.294031.295432.8010000.40
132012.05.11 07:10sell50.041.292350.000000.00000
142012.05.11 07:10modify50.041.292351.293151.29155
152012.05.11 08:31t/p50.041.291551.293151.291553.2010003.60
162012.05.11 17:05buy60.041.294270.000000.00000
172012.05.11 17:05modify60.041.294271.293371.29517
182012.05.11 17:06s/l60.041.293371.293371.29517-3.6010000.00
192012.05.14 20:20sell70.041.283770.000000.00000
202012.05.14 20:20modify70.041.283771.284471.28307
212012.05.14 20:37s/l70.041.284471.284471.28307-2.809997.20
222012.05.14 22:15sell80.041.284200.000000.00000
232012.05.14 22:15modify80.041.284201.285701.28270
242012.05.14 23:36t/p80.041.282701.285701.282706.0010003.20
252012.05.15 04:10sell90.041.282160.000000.00000
262012.05.15 04:10modify90.041.282161.283661.28066
272012.05.15 06:59s/l90.041.283661.283661.28066-6.009997.20
282012.05.16 06:50sell100.041.272490.000000.00000
292012.05.16 06:50modify100.041.272491.273191.27179
302012.05.16 07:14t/p100.041.271791.273191.271792.8010000.00
312012.05.16 19:35buy110.041.275040.000000.00000
322012.05.16 19:35modify110.041.275041.273541.27654
332012.05.16 19:44s/l110.041.273541.273541.27654-6.009994.00
342012.05.17 08:55buy120.041.274640.000000.00000
352012.05.17 08:55modify120.041.274641.273941.27534
362012.05.17 09:04s/l120.041.273941.273941.27534-2.809991.20
372012.05.18 04:00sell130.041.268610.000000.00000
382012.05.18 04:00modify130.041.268611.269811.26741
392012.05.18 04:33t/p130.041.267411.269811.267414.809996.00
402012.05.18 06:55sell140.041.268090.000000.00000
412012.05.18 06:55modify140.041.268091.268791.26739
422012.05.18 07:08t/p140.041.267391.268791.267392.809998.80
432012.05.21 14:25sell150.041.276910.000000.00000
442012.05.21 14:25modify150.041.276911.277611.27621
452012.05.21 14:40t/p150.041.276211.277611.276212.8010001.60
462012.05.22 18:10sell160.041.275200.000000.00000
472012.05.22 18:10modify160.041.275201.276701.27370
482012.05.22 18:58t/p160.041.273701.276701.273706.0010007.60
492012.05.25 02:15sell170.041.253480.000000.00000
502012.05.25 02:15modify170.041.253481.254181.25278
512012.05.25 02:39t/p170.041.252781.254181.252782.8010010.40
522012.05.25 21:40sell180.041.251630.000000.00000
532012.05.25 21:40modify180.041.251631.252331.25093
542012.05.25 22:24t/p180.041.250931.252331.250932.8010013.20
552012.05.28 08:30buy190.041.259550.000000.00000
562012.05.28 08:30modify190.041.259551.258651.26045
572012.05.28 08:38t/p190.041.260451.258651.260453.6010016.80
582012.05.28 19:35sell200.041.253800.000000.00000
592012.05.28 19:35modify200.041.253801.254501.25310
602012.05.28 19:37t/p200.041.253101.254501.253102.8010019.60
612012.05.28 22:50sell210.041.253570.000000.00000
622012.05.28 22:50modify210.041.253571.254271.25287
632012.05.28 23:21s/l210.041.254271.254271.25287-2.8010016.80
642012.05.29 16:50sell220.041.252980.000000.00000
652012.05.29 16:50modify220.041.252981.253681.25228
662012.05.29 16:56s/l220.041.253681.253681.25228-2.8010014.00
672012.05.30 09:05sell230.041.246510.000000.00000
682012.05.30 09:05modify230.041.246511.247211.24581
692012.05.30 09:17s/l230.041.247211.247211.24581-2.8010011.20
702012.05.30 10:15sell240.041.245540.000000.00000
712012.05.30 10:15modify240.041.245541.247041.24404
722012.05.30 10:41t/p240.041.244041.247041.244046.0010017.20
732012.05.30 15:35sell250.041.243830.000000.00000
742012.05.30 15:35modify250.041.243831.244731.24293
752012.05.30 16:05t/p250.041.242931.244731.242933.6010020.80
762012.05.31 02:05sell260.041.236370.000000.00000
772012.05.31 02:05modify260.041.236371.237771.23497
782012.05.31 04:52s/l260.041.237771.237771.23497-5.6010015.20
792012.06.01 07:15sell270.041.234230.000000.00000
802012.06.01 07:15modify270.041.234231.235031.23343
812012.06.01 08:03s/l270.041.235031.235031.23343-3.2010012.00
822012.06.04 20:50buy280.041.249100.000000.00000
832012.06.04 20:50modify280.041.249101.248401.24980
842012.06.04 20:54s/l280.041.248401.248401.24980-2.8010009.20
852012.06.06 22:25buy290.041.255840.000000.00000
862012.06.06 22:25modify290.041.255841.254341.25734
872012.06.06 22:56t/p290.041.257341.254341.257346.0010015.20
882012.06.08 15:40sell300.041.245230.000000.00000
892012.06.08 15:40modify300.041.245231.246731.24373
902012.06.08 16:33t/p300.041.243731.246731.243736.0010021.20
912012.06.11 04:05buy310.041.263960.000000.00000
922012.06.11 04:05modify310.041.263961.263261.26466
932012.06.11 04:57s/l310.041.263261.263261.26466-2.8010018.40
942012.06.14 10:45buy320.041.258470.000000.00000
952012.06.14 10:45modify320.041.258471.256971.25997
962012.06.14 11:15s/l320.041.256971.256971.25997-6.0010012.40
972012.06.14 11:40sell330.041.256190.000000.00000
982012.06.14 11:40modify330.041.256191.257691.25469
992012.06.14 11:53t/p330.041.254691.257691.254696.0010018.40
1002012.06.14 15:05sell340.041.256230.000000.00000
1012012.06.14 15:05modify340.041.256231.256931.25553
1022012.06.14 15:12t/p340.041.255531.256931.255532.8010021.20
1032012.06.14 15:50buy350.041.257420.000000.00000
1042012.06.14 15:50modify350.041.257421.256621.25822
1052012.06.14 15:53t/p350.041.258221.256621.258223.2010024.40
1062012.06.15 12:50sell360.041.262560.000000.00000
1072012.06.15 12:50modify360.041.262561.263361.26176
1082012.06.15 13:05t/p360.041.261761.263361.261763.2010027.60
1092012.06.18 22:20sell370.041.257260.000000.00000
1102012.06.18 22:20modify370.041.257261.258261.25626
1112012.06.19 01:03s/l370.041.258261.258261.25626-3.9810023.62
1122012.06.20 11:35buy380.041.268570.000000.00000
1132012.06.20 11:35modify380.041.268571.267071.27007
1142012.06.20 11:39t/p380.041.270071.267071.270076.0010029.62
1152012.06.20 21:35sell390.041.268500.000000.00000
1162012.06.20 21:35modify390.041.268501.270001.26700
1172012.06.20 21:47t/p390.041.267001.270001.267006.0010035.62
1182012.06.21 07:20sell400.041.266700.000000.00000
1192012.06.21 07:20modify400.041.266701.267401.26600
1202012.06.21 07:29s/l400.041.267401.267401.26600-2.8010032.82
1212012.06.21 10:30sell410.041.266680.000000.00000
1222012.06.21 10:30modify410.041.266681.268181.26518
1232012.06.21 10:39t/p410.041.265181.268181.265186.0010038.82
1242012.06.22 14:30sell420.041.253740.000000.00000
1252012.06.22 14:30modify420.041.253741.255241.25224
1262012.06.22 14:53s/l420.041.255241.255241.25224-6.0010032.82
1272012.06.22 23:05buy430.041.256680.000000.00000
1282012.06.22 23:05modify430.041.256681.255981.25738
1292012.06.25 00:00s/l430.041.255981.255981.25738-2.8510029.96
1302012.06.25 05:55sell440.041.253320.000000.00000
1312012.06.25 05:55modify440.041.253321.254021.25262
1322012.06.25 06:39s/l440.041.254021.254021.25262-2.8010027.16
1332012.06.25 22:30buy450.041.250000.000000.00000
1342012.06.25 22:30modify450.041.250001.249301.25070
1352012.06.26 02:13t/p450.041.250701.249301.250702.7510029.91
1362012.06.26 10:15sell460.041.249830.000000.00000
1372012.06.26 10:15modify460.041.249831.251031.24863
1382012.06.26 10:25s/l460.041.251031.251031.24863-4.8010025.11
1392012.06.26 13:55sell470.041.249810.000000.00000
1402012.06.26 13:55modify470.041.249811.250511.24911
1412012.06.26 13:59t/p470.041.249111.250511.249112.8010027.91
1422012.06.27 01:25buy480.041.249580.000000.00000
1432012.06.27 01:25modify480.041.249581.248881.25028
1442012.06.27 02:13s/l480.041.248881.248881.25028-2.8010025.11
1452012.06.28 15:25sell490.041.242520.000000.00000
1462012.06.28 15:25modify490.041.242521.243221.24182
1472012.06.28 15:31s/l490.041.243221.243221.24182-2.8010022.31
1482012.06.28 19:35sell500.041.242580.000000.00000
1492012.06.28 19:35modify500.041.242581.243481.24168
1502012.06.28 20:49t/p500.041.241681.243481.241683.6010025.91
1512012.07.02 00:05buy510.041.267790.000000.00000
1522012.07.02 00:05modify510.041.267791.266291.26929
1532012.07.02 01:05s/l510.041.266291.266291.26929-6.0010019.91
1542012.07.02 08:40sell520.041.262340.000000.00000
1552012.07.02 08:40modify520.041.262341.263041.26164
1562012.07.02 09:15t/p520.041.261641.263041.261642.8010022.71
1572012.07.02 23:40sell530.041.258210.000000.00000
1582012.07.02 23:40modify530.041.258211.258911.25751
1592012.07.03 00:00t/p530.041.257511.258911.257512.8210025.53
1602012.07.03 04:50sell540.041.257920.000000.00000
1612012.07.03 04:50modify540.041.257921.258821.25702
1622012.07.03 05:56s/l540.041.258821.258821.25702-3.6010021.93
1632012.07.03 12:40sell550.041.258860.000000.00000
1642012.07.03 12:40modify550.041.258861.260361.25736
1652012.07.03 15:16t/p550.041.257361.260361.257366.0010027.93
1662012.07.03 23:40buy560.041.260850.000000.00000
1672012.07.03 23:40modify560.041.260851.260151.26155
1682012.07.04 01:21s/l560.041.260151.260151.26155-2.8510025.08
1692012.07.04 10:20sell570.041.258220.000000.00000
1702012.07.04 10:20modify570.041.258221.259721.25672
1712012.07.04 13:09t/p570.041.256721.259721.256726.0010031.08
1722012.07.05 18:50sell580.041.237930.000000.00000
1732012.07.05 18:50modify580.041.237931.239231.23663
1742012.07.05 19:13s/l580.041.239231.239231.23663-5.2010025.88
1752012.07.05 20:40sell590.041.238750.000000.00000
1762012.07.05 20:40modify590.041.238751.239451.23805
1772012.07.05 21:51s/l590.041.239451.239451.23805-2.8010023.08
1782012.07.06 03:55sell600.041.238400.000000.00000
1792012.07.06 03:55modify600.041.238401.239501.23730
1802012.07.06 09:58t/p600.041.237301.239501.237304.4010027.48
1812012.07.09 07:15buy610.041.229160.000000.00000
1822012.07.09 07:15modify610.041.229161.228461.22986
1832012.07.09 08:08s/l610.041.228461.228461.22986-2.8010024.68
1842012.07.09 08:40buy620.041.229180.000000.00000
1852012.07.09 08:40modify620.041.229181.228481.22988
1862012.07.09 09:15s/l620.041.228481.228481.22988-2.8010021.88
1872012.07.10 20:50sell630.041.225310.000000.00000
1882012.07.10 20:50modify630.041.225311.226011.22461
1892012.07.10 21:03s/l630.041.226011.226011.22461-2.8010019.08
1902012.07.11 08:05buy640.041.225960.000000.00000
1912012.07.11 08:05modify640.041.225961.225261.22666
1922012.07.11 08:51t/p640.041.226661.225261.226662.8010021.88
1932012.07.11 13:40buy650.041.228140.000000.00000
1942012.07.11 13:40modify650.041.228141.227441.22884
1952012.07.11 13:48t/p650.041.228841.227441.228842.8010024.68
1962012.07.16 07:35sell660.041.223630.000000.00000
1972012.07.16 07:35modify660.041.223631.224331.22293
1982012.07.16 09:01s/l660.041.224331.224331.22293-2.8010021.88
1992012.07.20 19:35sell670.041.216260.000000.00000
2002012.07.20 19:35modify670.041.216261.217061.21546
2012012.07.20 19:39s/l670.041.217061.217061.21546-3.2010018.68
2022012.07.23 22:10buy680.041.212800.000000.00000
2032012.07.23 22:10modify680.041.212801.212101.21350
2042012.07.23 22:42t/p680.041.213501.212101.213502.8010021.48
2052012.07.24 12:25sell690.041.210280.000000.00000
2062012.07.24 12:25modify690.041.210281.211781.20878
2072012.07.24 13:39t/p690.041.208781.211781.208786.0010027.48
2082012.07.24 17:20sell700.041.208700.000000.00000
2092012.07.24 17:20modify700.041.208701.210201.20720
2102012.07.24 18:38t/p700.041.207201.210201.207206.0010033.48
2112012.07.25 03:15sell710.041.205990.000000.00000
2122012.07.25 03:15modify710.041.205991.206691.20529
2132012.07.25 04:31s/l710.041.206691.206691.20529-2.8010030.68
2142012.07.26 04:45sell720.041.213180.000000.00000
2152012.07.26 04:45modify720.041.213181.214381.21198
2162012.07.26 05:41s/l720.041.214381.214381.21198-4.8010025.88
2172012.07.26 06:55sell730.041.213540.000000.00000
2182012.07.26 06:55modify730.041.213541.214241.21284
2192012.07.26 08:05s/l730.041.214241.214241.21284-2.8010023.08
2202012.07.30 03:05sell740.041.230110.000000.00000
2212012.07.30 03:05modify740.041.230111.230811.22941
2222012.07.30 03:55t/p740.041.229411.230811.229412.8010025.88
2232012.07.30 07:45sell750.041.228590.000000.00000
2242012.07.30 07:45modify750.041.228591.229291.22789
2252012.07.30 08:26s/l750.041.229291.229291.22789-2.8010023.08
2262012.07.31 20:30buy760.041.231280.000000.00000
2272012.07.31 20:30modify760.041.231281.230581.23198
2282012.07.31 20:56s/l760.041.230581.230581.23198-2.8010020.28
2292012.07.31 22:20buy770.041.230780.000000.00000
2302012.07.31 22:20modify770.041.230781.230081.23148
2312012.07.31 23:02s/l770.041.230081.230081.23148-2.8010017.48
2322012.08.03 05:30sell780.041.217150.000000.00000
2332012.08.03 05:30modify780.041.217151.217951.21635
2342012.08.03 08:14s/l780.041.217951.217951.21635-3.2010014.28
2352012.08.06 13:05sell790.041.235900.000000.00000
2362012.08.06 13:05modify790.041.235901.236601.23520
2372012.08.06 13:10t/p790.041.235201.236601.235202.8010017.08
2382012.08.09 08:05buy800.041.238050.000000.00000
2392012.08.09 08:05modify800.041.238051.237351.23875
2402012.08.09 08:33s/l800.041.237351.237351.23875-2.8010014.28
2412012.08.09 09:50buy810.041.238510.000000.00000
2422012.08.09 09:50modify810.041.238511.237111.23991
2432012.08.09 10:02s/l810.041.237111.237111.23991-5.6010008.68
2442012.08.10 12:30sell820.041.227150.000000.00000
2452012.08.10 12:30modify820.041.227151.228251.22605
2462012.08.10 15:24t/p820.041.226051.228251.226054.4010013.08
2472012.08.13 08:10buy830.041.229560.000000.00000
2482012.08.13 08:10modify830.041.229561.228661.23046
2492012.08.13 08:59s/l830.041.228661.228661.23046-3.6010009.48
2502012.08.13 11:00sell840.041.227940.000000.00000
2512012.08.13 11:00modify840.041.227941.228641.22724
2522012.08.13 11:10s/l840.041.228641.228641.22724-2.8010006.68
2532012.08.13 22:30sell850.041.233250.000000.00000
2542012.08.13 22:30modify850.041.233251.233951.23255
2552012.08.13 23:04s/l850.041.233951.233951.23255-2.8010003.88
2562012.08.14 02:20sell860.041.233160.000000.00000
2572012.08.14 02:20modify860.041.233161.233861.23246
2582012.08.14 03:39s/l860.041.233861.233861.23246-2.8010001.08
2592012.08.15 12:15buy870.041.233330.000000.00000
2602012.08.15 12:15modify870.041.233331.232631.23403
2612012.08.15 12:33s/l870.041.232631.232631.23403-2.809998.28
2622012.08.16 01:00sell880.041.228640.000000.00000
2632012.08.16 01:00modify880.041.228641.229341.22794
2642012.08.16 03:13s/l880.041.229341.229341.22794-2.809995.48
2652012.08.20 08:55buy890.041.233250.000000.00000
2662012.08.20 08:55modify890.041.233251.232551.23395
2672012.08.20 09:04t/p890.041.233951.232551.233952.809998.28
2682012.08.21 20:00buy900.041.247850.000000.00000
2692012.08.21 20:00modify900.041.247851.246851.24885
2702012.08.21 21:38s/l900.041.246851.246851.24885-4.009994.28
2712012.08.22 02:55buy910.041.247080.000000.00000
2722012.08.22 02:55modify910.041.247081.246381.24778
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