Strategy Tester Report
Alpari-MT5-Demo (Build 1730)
Settings
Expert: Break_of_channel_DNG
Symbol: EURGBP
Period: H1 (2017.01.01 - 2018.01.01)
Inputs: SrcSelect=0
DirSelect=0
RSIPeriod=14
RSIPrice=1
MAPeriod=14
MAShift=0
MAMethod=0
MAPrice=1
CCIPeriod=14
CCIPrice=6
ZZPeriod=50
Broker: Alpari International Limited
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:100
Results
History Quality: 99%
Bars: 6192 Ticks: 121050900 Symbols: 1
Total Net Profit: -192.64 Balance Drawdown Absolute: 192.64 Equity Drawdown Absolute: 243.41
Gross Profit: 0.00 Balance Drawdown Maximal: 192.64 (1.93%) Equity Drawdown Maximal: 270.06 (2.69%)
Gross Loss: -192.64 Balance Drawdown Relative: 1.93% (192.64) Equity Drawdown Relative: 2.69% (270.06)
Profit Factor: 0.00 Expected Payoff: -38.53 Margin Level: 30862.91%
Recovery Factor: -0.71 Sharpe Ratio: -1.47 Z-Score: 0.00 (0.00%)
AHPR: 0.9961 (-0.39%) LR Correlation: -0.98 OnTester result: 0
GHPR: 0.9961 (-0.39%) LR Standard Error: 21.01
Total Trades: 5 Short Trades (won %): 3 (0.00%) Long Trades (won %): 2 (0.00%)
Total Deals: 14 Profit Trades (% of total): 0 (0.00%) Loss Trades (% of total): 5 (100.00%)
Largest profit trade: 0.00 Largest loss trade: -75.38
Average profit trade: 0.00 Average loss trade: -38.53
Maximum consecutive wins ($): 0 (0.00) Maximum consecutive losses ($): 5 (-192.46)
Maximal consecutive profit (count): 0.00 (0) Maximal consecutive loss (count): -192.46 (5)
Average consecutive wins: 0 Average consecutive losses: 5
Graph
Graph
Correlation (Profits,MFE): -0.27 Correlation (Profits,MAE): 0.66 Correlation (MFE,MAE): -0.4318
Graph
Minimal position holding time: 21:59:58 Maximal position holding time: 1689:59:49 Average position holding time: 975:39:53
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2017.01.16 19:00:022EURGBPbuy0.01 / 0.010.880210.858772017.01.16 19:00:02filled
2017.01.17 17:00:003EURGBPsell0.01 / 0.010.864902017.01.17 17:00:00filled
2017.01.17 17:00:024EURGBPsell0.01 / 0.010.864890.911842017.01.17 17:00:02filled
2017.02.10 00:00:085EURGBPsell0.01 / 0.010.852260.870882017.02.10 00:00:08filled
2017.03.09 17:06:326EURGBPbuy0.02 / 0.020.870882017.03.09 17:06:32filledsl 0.87088
2017.03.30 21:00:057EURGBPsell0.01 / 0.010.856950.906212017.03.30 21:00:05filled
2017.04.11 12:00:048EURGBPsell0.01 / 0.010.853320.865242017.04.11 12:00:04filled
2017.05.08 13:00:069EURGBPsell0.01 / 0.010.843380.870782017.05.08 13:00:06filled
2017.05.26 09:49:3810EURGBPbuy0.03 / 0.030.870782017.05.26 09:49:38filledsl 0.87078
2017.06.07 14:00:0311EURGBPsell0.01 / 0.010.869030.917602017.06.07 14:00:03filled
2017.08.22 23:23:4012EURGBPbuy0.01 / 0.010.917602017.08.22 23:23:40filledsl 0.91760
2017.09.22 11:00:1013EURGBPbuy0.01 / 0.010.882810.830242017.09.22 11:00:10filled
2017.11.14 12:00:0414EURGBPbuy0.01 / 0.010.894710.863112017.11.14 12:00:04filled
2017.12.29 20:59:5915EURGBPsell0.02 / 0.020.888222017.12.29 20:59:59filledend of test
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2017.01.01 00:00:001balance0.000.0010 000.0010 000.00
2017.01.16 19:00:022EURGBPbuyin0.010.880212-0.020.000.009 999.98
2017.01.17 17:00:003EURGBPsellout0.010.864903-0.02-0.03-18.979 980.96
2017.01.17 17:00:024EURGBPsellin0.010.864894-0.020.000.009 980.94
2017.02.10 00:00:085EURGBPsellin0.010.852265-0.020.000.009 980.92
2017.03.09 17:06:326EURGBPbuyout0.020.870916-0.030.08-30.009 950.97sl 0.87088
2017.03.30 21:00:057EURGBPsellin0.010.856957-0.020.000.009 950.95
2017.04.11 12:00:048EURGBPsellin0.010.853328-0.020.000.009 950.93
2017.05.08 13:00:069EURGBPsellin0.010.843389-0.020.000.009 950.91
2017.05.26 09:49:3810EURGBPbuyout0.030.8707810-0.050.22-75.559 875.53sl 0.87078
2017.06.07 14:00:0311EURGBPsellin0.010.8690311-0.020.000.009 875.51
2017.08.22 23:23:4012EURGBPbuyout0.010.9176012-0.020.11-62.279 813.33sl 0.91760
2017.09.22 11:00:1013EURGBPbuyin0.010.8828113-0.020.000.009 813.31
2017.11.14 12:00:0414EURGBPbuyin0.010.8947114-0.020.000.009 813.29
2017.12.29 20:59:5915EURGBPsellout0.020.8882215-0.04-4.43-1.469 807.36end of test
-0.34 -4.05 -188.25 9 807.36