Strategy Tester Report
BlackBox4X
AlpariUK-Demo (Build 409)

SymbolUSDJPY (US Dollar vs Japanese Yen)
Period5 Minutes (M5) 2011.09.22 17:05 - 2011.09.30 23:55 (2011.09.01 - 2011.10.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMajicNumber=1; LotsPercent=10; MaxDrawDown=50; TakeProfit=5; StopLoss=1; StopStep=0.25; MaxSpread=0.25; MaxSlippage=0.25; BarsBack1=57; BarsBack2=135;
Bars in test2812Ticks modelled285517Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit2641.62Gross profit2995.95Gross loss-354.33
Profit factor8.46Expected payoff264.16
Absolute drawdown245.99Maximal drawdown853.71 (6.46%)Relative drawdown6.63% (806.06)
Total trades10Short positions (won %)5 (60.00%)Long positions (won %)5 (100.00%)
Profit trades (% of total)8 (80.00%)Loss trades (% of total)2 (20.00%)
Largestprofit trade592.15loss trade-337.54
Averageprofit trade374.49loss trade-177.16
Maximumconsecutive wins (profit in money)5 (1917.89)consecutive losses (loss in money)1 (-337.54)
Maximalconsecutive profit (count of wins)1917.89 (5)consecutive loss (count of losses)-337.54 (1)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12011.09.22 19:30buy11.0076.3270.0000.000
22011.09.22 19:35modify11.0076.32775.3270.000
32011.09.22 19:35modify11.0076.32775.32781.327
42011.09.23 22:30close11.0076.70575.32781.327492.4110492.41
52011.09.23 22:35sell21.0576.7140.0000.000
62011.09.23 22:40modify21.0576.71477.7140.000
72011.09.23 22:40modify21.0576.71477.71471.714
82011.09.26 08:55close21.0576.28377.71471.714592.1511084.56
92011.09.26 09:00buy31.1176.2820.0000.000
102011.09.26 09:05modify31.1176.28275.2820.000
112011.09.26 09:05modify31.1176.28275.28281.282
122011.09.26 21:05close31.1176.43875.28281.282226.5411311.10
132011.09.26 21:15sell41.1376.4690.0000.000
142011.09.26 21:20modify41.1376.46977.4690.000
152011.09.26 21:20modify41.1376.46977.46971.469
162011.09.27 05:20close41.1376.30177.46971.469247.6211558.71
172011.09.27 05:25buy51.1676.3040.0000.000
182011.09.27 05:30modify51.1676.30475.3040.000
192011.09.27 05:30modify51.1676.30475.30481.304
202011.09.27 18:15close51.1676.54175.30481.304359.1811917.89
212011.09.27 18:20sell61.1976.5590.0000.000
222011.09.27 18:25modify61.1976.55977.5590.000
232011.09.27 18:25modify61.1976.55977.55971.559
242011.09.28 06:50close61.1976.56977.55971.559-16.7911901.11
252011.09.28 06:55buy71.1976.5770.0000.000
262011.09.28 07:00modify71.1976.57775.5770.000
272011.09.28 07:00modify71.1976.57775.57781.577
282011.09.29 16:15close71.1976.73875.57781.577248.2712149.37
292011.09.29 16:50sell81.2176.8700.0000.000
302011.09.29 16:55modify81.2176.87077.8700.000
312011.09.29 16:55modify81.2176.87077.87071.870
322011.09.30 06:30close81.2176.59277.87071.870437.9112587.28
332011.09.30 06:35buy91.2676.6050.0000.000
342011.09.30 06:40modify91.2676.60575.6050.000
352011.09.30 06:40modify91.2676.60575.60581.605
362011.09.30 13:30close91.2676.84475.60581.605391.8812979.16
372011.09.30 13:35sell101.3076.8270.0000.000
382011.09.30 13:40modify101.3076.82777.8270.000
392011.09.30 13:40modify101.3076.82777.82771.827
402011.09.30 23:59close at stop101.3077.02777.82771.827-337.5412641.62