Strategy Tester Report
Alpari-MT5-Demo (Build 1730)
Settings
Expert: Break_of_channel_DNG
Symbol: GBPUSD
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: 100%
Bars: 6192 Ticks: 132050720 Symbols: 1
Total Net Profit: 50.96 Balance Drawdown Absolute: 0.08 Equity Drawdown Absolute: 129.37
Gross Profit: 159.75 Balance Drawdown Maximal: 108.71 (1.07%) Equity Drawdown Maximal: 221.58 (2.20%)
Gross Loss: -108.79 Balance Drawdown Relative: 1.07% (108.71) Equity Drawdown Relative: 2.20% (221.58)
Profit Factor: 1.47 Expected Payoff: 25.48 Margin Level: 19741.26%
Recovery Factor: 0.23 Sharpe Ratio: 0.20 Z-Score: 0.00 (0.00%)
AHPR: 1.0026 (0.26%) LR Correlation: -0.20 OnTester result: 0
GHPR: 1.0025 (0.25%) LR Standard Error: 109.57
Total Trades: 2 Short Trades (won %): 1 (0.00%) Long Trades (won %): 1 (100.00%)
Total Deals: 8 Profit Trades (% of total): 1 (50.00%) Loss Trades (% of total): 1 (50.00%)
Largest profit trade: 159.75 Largest loss trade: -108.67
Average profit trade: 159.75 Average loss trade: -108.79
Maximum consecutive wins ($): 1 (159.75) Maximum consecutive losses ($): 1 (-108.67)
Maximal consecutive profit (count): 159.75 (1) Maximal consecutive loss (count): -108.67 (1)
Average consecutive wins: 1 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 1.00 Correlation (Profits,MAE): -1.00 Correlation (MFE,MAE): -1.0000
Graph
Minimal position holding time: 1965:59:54 Maximal position holding time: 2178:44:28 Average position holding time: 2072:22:11
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2017.01.17 17:00:072GBPUSDbuy0.01 / 0.011.239101.180272017.01.17 17:00:07filled
2017.01.17 17:00:083GBPUSDbuy0.01 / 0.011.239081.180272017.01.17 17:00:08filled
2017.01.17 17:00:214GBPUSDbuy0.01 / 0.011.239011.180272017.01.17 17:00:21filled
2017.02.22 01:00:035GBPUSDbuy0.01 / 0.011.247631.203812017.02.22 01:00:03filled
2017.05.11 15:00:016GBPUSDsell0.04 / 0.041.285722017.05.11 15:00:01filled
2017.05.11 15:00:047GBPUSDsell0.01 / 0.011.285721.311852017.05.11 15:00:04filled
2017.07.07 14:00:048GBPUSDsell0.01 / 0.011.289611.343922017.07.07 14:00:04filled
2017.09.15 09:44:329GBPUSDbuy0.02 / 0.021.343922017.09.15 09:44:32filledsl 1.34392
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
2017.01.17 17:00:072GBPUSDbuyin0.011.239102-0.020.000.009 999.98
2017.01.17 17:00:083GBPUSDbuyin0.011.239083-0.020.000.009 999.96
2017.01.17 17:00:214GBPUSDbuyin0.011.239014-0.020.000.009 999.94
2017.02.22 01:00:035GBPUSDbuyin0.011.247635-0.020.000.009 999.92
2017.05.11 15:00:016GBPUSDsellout0.041.285726-0.08-18.23178.0610 159.67
2017.05.11 15:00:047GBPUSDsellin0.011.285727-0.020.000.0010 159.65
2017.07.07 14:00:048GBPUSDsellin0.011.289618-0.020.000.0010 159.63
2017.09.15 09:44:329GBPUSDbuyout0.021.343959-0.043.94-112.5710 050.96sl 1.34392
-0.24 -14.29 65.49 10 050.96