Strategy Tester Report |
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Alpari-MT5-Demo (Build 1730) |
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Settings |
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Expert: | Break_of_channel_DNG | |||||||||||
Symbol: | EURUSD | |||||||||||
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 |
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History Quality: | 100% | |||||||||||
Bars: | 6192 | Ticks: | 122914862 | Symbols: | 1 | |||||||
Total Net Profit: | 133.46 | Balance Drawdown Absolute: | 0.02 | Equity Drawdown Absolute: | 19.77 | |||||||
Gross Profit: | 177.01 | Balance Drawdown Maximal: | 33.90 (0.33%) | Equity Drawdown Maximal: | 74.93 (0.73%) | |||||||
Gross Loss: | -43.55 | Balance Drawdown Relative: | 0.33% (33.90) | Equity Drawdown Relative: | 0.73% (74.93) | |||||||
Profit Factor: | 4.06 | Expected Payoff: | 13.35 | Margin Level: | 29021.51% | |||||||
Recovery Factor: | 1.78 | Sharpe Ratio: | 0.49 | Z-Score: | 0.34 (26.61%) | |||||||
AHPR: | 1.0013 (0.13%) | LR Correlation: | 0.89 | OnTester result: | 0 | |||||||
GHPR: | 1.0013 (0.13%) | LR Standard Error: | 31.12 | |||||||||
Total Trades: | 10 | Short Trades (won %): | 5 (80.00%) | Long Trades (won %): | 5 (80.00%) | |||||||
Total Deals: | 26 | Profit Trades (% of total): | 8 (80.00%) | Loss Trades (% of total): | 2 (20.00%) | |||||||
Largest profit trade: | 63.14 | Largest loss trade: | -23.54 | |||||||||
Average profit trade: | 22.13 | Average loss trade: | -21.78 | |||||||||
Maximum consecutive wins ($): | 7 (167.60) | Maximum consecutive losses ($): | 1 (-23.54) | |||||||||
Maximal consecutive profit (count): | 167.60 (7) | Maximal consecutive loss (count): | -23.54 (1) | |||||||||
Average consecutive wins: | 4 | Average consecutive losses: | 1 | |||||||||
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Correlation (Profits,MFE): | 0.91 | Correlation (Profits,MAE): | 0.80 | Correlation (MFE,MAE): | 0.6443 | |||||||
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Minimal position holding time: | 210:59:56 | Maximal position holding time: | 1124:00:07 | Average position holding time: | 552:23:43 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2017.01.30 15:00:05 | 2 | EURUSD | sell | 0.01 / 0.01 | 1.06293 | 1.10103 | 2017.01.30 15:00:05 | filled | ||||
2017.02.28 03:00:06 | 3 | EURUSD | buy | 0.01 / 0.01 | 1.05787 | 2017.02.28 03:00:06 | filled | |||||
2017.02.28 03:00:10 | 4 | EURUSD | buy | 0.01 / 0.01 | 1.05787 | 1.02328 | 2017.02.28 03:00:10 | filled | ||||
2017.03.24 05:00:08 | 5 | EURUSD | sell | 0.01 / 0.01 | 1.07616 | 2017.03.24 05:00:08 | filled | |||||
2017.03.24 05:00:15 | 6 | EURUSD | sell | 0.01 / 0.01 | 1.07616 | 1.10101 | 2017.03.24 05:00:15 | filled | ||||
2017.04.07 16:00:04 | 7 | EURUSD | sell | 0.01 / 0.01 | 1.06198 | 1.08145 | 2017.04.07 16:00:04 | filled | ||||
2017.04.11 12:00:01 | 8 | EURUSD | buy | 0.02 / 0.02 | 1.06011 | 2017.04.11 12:00:01 | filled | |||||
2017.04.11 12:00:02 | 9 | EURUSD | buy | 0.01 / 0.01 | 1.06010 | 1.02625 | 2017.04.11 12:00:02 | filled | ||||
2017.05.04 20:00:03 | 10 | EURUSD | buy | 0.01 / 0.01 | 1.09737 | 1.08328 | 2017.05.04 20:00:03 | filled | ||||
2017.05.22 16:00:02 | 11 | EURUSD | buy | 0.01 / 0.01 | 1.12454 | 1.09501 | 2017.05.22 16:00:02 | filled | ||||
2017.06.09 12:00:04 | 12 | EURUSD | sell | 0.03 / 0.03 | 1.11766 | 2017.06.09 12:00:04 | filled | |||||
2017.06.09 12:00:06 | 13 | EURUSD | sell | 0.01 / 0.01 | 1.11780 | 1.17519 | 2017.06.09 12:00:06 | filled | ||||
2017.06.22 07:00:02 | 14 | EURUSD | buy | 0.01 / 0.01 | 1.11687 | 2017.06.22 07:00:02 | filled | |||||
2017.06.22 07:00:10 | 15 | EURUSD | buy | 0.01 / 0.01 | 1.11686 | 1.09568 | 2017.06.22 07:00:10 | filled | ||||
2017.08.04 17:00:00 | 16 | EURUSD | sell | 0.01 / 0.01 | 1.17930 | 2017.08.04 17:00:00 | filled | |||||
2017.08.04 17:00:00 | 17 | EURUSD | sell | 0.01 / 0.01 | 1.17930 | 1.21170 | 2017.08.04 17:00:00 | filled | ||||
2017.09.26 11:00:04 | 18 | EURUSD | sell | 0.01 / 0.01 | 1.18124 | 1.20686 | 2017.09.26 11:00:04 | filled | ||||
2017.09.26 14:00:06 | 19 | EURUSD | sell | 0.01 / 0.01 | 1.17901 | 1.21453 | 2017.09.26 14:00:06 | filled | ||||
2017.10.10 13:00:07 | 20 | EURUSD | buy | 0.03 / 0.03 | 1.18031 | 2017.10.10 13:00:07 | filled | |||||
2017.10.10 13:00:09 | 21 | EURUSD | buy | 0.01 / 0.01 | 1.18032 | 1.15810 | 2017.10.10 13:00:09 | filled | ||||
2017.10.27 16:58:01 | 22 | EURUSD | sell | 0.01 / 0.01 | 1.15810 | 2017.10.27 16:58:01 | filled | sl 1.15810 | ||||
2017.11.09 19:00:08 | 23 | EURUSD | buy | 0.01 / 0.01 | 1.16481 | 1.13069 | 2017.11.09 19:00:08 | filled | ||||
2017.11.15 11:00:06 | 24 | EURUSD | buy | 0.01 / 0.01 | 1.18393 | 1.16196 | 2017.11.15 11:00:06 | filled | ||||
2017.12.05 20:00:00 | 25 | EURUSD | sell | 0.02 / 0.02 | 1.18055 | 2017.12.05 20:00:00 | filled | |||||
2017.12.05 20:00:08 | 26 | EURUSD | sell | 0.01 / 0.01 | 1.18068 | 1.21284 | 2017.12.05 20:00:08 | filled | ||||
2017.12.29 20:59:59 | 27 | EURUSD | buy | 0.01 / 0.01 | 1.20139 | 2017.12.29 20:59:59 | filled | end of test | ||||
Deals |
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Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2017.01.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2017.01.30 15:00:05 | 2 | EURUSD | sell | in | 0.01 | 1.06293 | 2 | -0.02 | 0.00 | 0.00 | 9 999.98 | |
2017.02.28 03:00:06 | 3 | EURUSD | buy | out | 0.01 | 1.05787 | 3 | -0.02 | 1.16 | 5.06 | 10 006.18 | |
2017.02.28 03:00:10 | 4 | EURUSD | buy | in | 0.01 | 1.05787 | 4 | -0.02 | 0.00 | 0.00 | 10 006.16 | |
2017.03.24 05:00:08 | 5 | EURUSD | sell | out | 0.01 | 1.07616 | 5 | -0.02 | -1.78 | 18.29 | 10 022.65 | |
2017.03.24 05:00:15 | 6 | EURUSD | sell | in | 0.01 | 1.07616 | 6 | -0.02 | 0.00 | 0.00 | 10 022.63 | |
2017.04.07 16:00:04 | 7 | EURUSD | sell | in | 0.01 | 1.06198 | 7 | -0.02 | 0.00 | 0.00 | 10 022.61 | |
2017.04.11 12:00:01 | 8 | EURUSD | buy | out | 0.02 | 1.06011 | 8 | -0.03 | 0.72 | 17.92 | 10 041.22 | |
2017.04.11 12:00:02 | 9 | EURUSD | buy | in | 0.01 | 1.06010 | 9 | -0.02 | 0.00 | 0.00 | 10 041.20 | |
2017.05.04 20:00:03 | 10 | EURUSD | buy | in | 0.01 | 1.09737 | 10 | -0.02 | 0.00 | 0.00 | 10 041.18 | |
2017.05.22 16:00:02 | 11 | EURUSD | buy | in | 0.01 | 1.12454 | 11 | -0.02 | 0.00 | 0.00 | 10 041.16 | |
2017.06.09 12:00:04 | 12 | EURUSD | sell | out | 0.03 | 1.11766 | 12 | -0.05 | -7.78 | 70.97 | 10 104.30 | |
2017.06.09 12:00:06 | 13 | EURUSD | sell | in | 0.01 | 1.11780 | 13 | -0.02 | 0.00 | 0.00 | 10 104.28 | |
2017.06.22 07:00:02 | 14 | EURUSD | buy | out | 0.01 | 1.11687 | 14 | -0.02 | 0.52 | 0.93 | 10 105.71 | |
2017.06.22 07:00:10 | 15 | EURUSD | buy | in | 0.01 | 1.11686 | 15 | -0.02 | 0.00 | 0.00 | 10 105.69 | |
2017.08.04 17:00:00 | 16 | EURUSD | sell | out | 0.01 | 1.17930 | 16 | -0.02 | -2.95 | 62.44 | 10 165.16 | |
2017.08.04 17:00:00 | 17 | EURUSD | sell | in | 0.01 | 1.17930 | 17 | -0.02 | 0.00 | 0.00 | 10 165.14 | |
2017.09.26 11:00:04 | 18 | EURUSD | sell | in | 0.01 | 1.18124 | 18 | -0.02 | 0.00 | 0.00 | 10 165.12 | |
2017.09.26 14:00:06 | 19 | EURUSD | sell | in | 0.01 | 1.17901 | 19 | -0.02 | 0.00 | 0.00 | 10 165.10 | |
2017.10.10 13:00:07 | 20 | EURUSD | buy | out | 0.03 | 1.18031 | 20 | -0.06 | 3.70 | -1.38 | 10 167.36 | |
2017.10.10 13:00:09 | 21 | EURUSD | buy | in | 0.01 | 1.18032 | 21 | -0.02 | 0.00 | 0.00 | 10 167.34 | |
2017.10.27 16:58:01 | 22 | EURUSD | sell | out | 0.01 | 1.15810 | 22 | -0.02 | -1.30 | -22.22 | 10 143.80 | sl 1.15810 |
2017.11.09 19:00:08 | 23 | EURUSD | buy | in | 0.01 | 1.16481 | 23 | -0.02 | 0.00 | 0.00 | 10 143.78 | |
2017.11.15 11:00:06 | 24 | EURUSD | buy | in | 0.01 | 1.18393 | 24 | -0.02 | 0.00 | 0.00 | 10 143.76 | |
2017.12.05 20:00:00 | 25 | EURUSD | sell | out | 0.02 | 1.18055 | 25 | -0.04 | -2.91 | 12.36 | 10 153.17 | |
2017.12.05 20:00:08 | 26 | EURUSD | sell | in | 0.01 | 1.18068 | 26 | -0.02 | 0.00 | 0.00 | 10 153.15 | |
2017.12.29 20:59:59 | 27 | EURUSD | buy | out | 0.01 | 1.20139 | 27 | -0.02 | 1.04 | -20.71 | 10 133.46 | end of test |
-0.62 | -9.58 | 143.66 | 10 133.46 | |||||||||