Strategy Tester Report
Alpari-MT5-Demo (Build 1730)
Settings
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
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
Graph
Graph
Correlation (Profits,MFE): 0.91 Correlation (Profits,MAE): 0.80 Correlation (MFE,MAE): 0.6443
Graph
Minimal position holding time: 210:59:56 Maximal position holding time: 1124:00:07 Average position holding time: 552:23:43
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2017.01.30 15:00:052EURUSDsell0.01 / 0.011.062931.101032017.01.30 15:00:05filled
2017.02.28 03:00:063EURUSDbuy0.01 / 0.011.057872017.02.28 03:00:06filled
2017.02.28 03:00:104EURUSDbuy0.01 / 0.011.057871.023282017.02.28 03:00:10filled
2017.03.24 05:00:085EURUSDsell0.01 / 0.011.076162017.03.24 05:00:08filled
2017.03.24 05:00:156EURUSDsell0.01 / 0.011.076161.101012017.03.24 05:00:15filled
2017.04.07 16:00:047EURUSDsell0.01 / 0.011.061981.081452017.04.07 16:00:04filled
2017.04.11 12:00:018EURUSDbuy0.02 / 0.021.060112017.04.11 12:00:01filled
2017.04.11 12:00:029EURUSDbuy0.01 / 0.011.060101.026252017.04.11 12:00:02filled
2017.05.04 20:00:0310EURUSDbuy0.01 / 0.011.097371.083282017.05.04 20:00:03filled
2017.05.22 16:00:0211EURUSDbuy0.01 / 0.011.124541.095012017.05.22 16:00:02filled
2017.06.09 12:00:0412EURUSDsell0.03 / 0.031.117662017.06.09 12:00:04filled
2017.06.09 12:00:0613EURUSDsell0.01 / 0.011.117801.175192017.06.09 12:00:06filled
2017.06.22 07:00:0214EURUSDbuy0.01 / 0.011.116872017.06.22 07:00:02filled
2017.06.22 07:00:1015EURUSDbuy0.01 / 0.011.116861.095682017.06.22 07:00:10filled
2017.08.04 17:00:0016EURUSDsell0.01 / 0.011.179302017.08.04 17:00:00filled
2017.08.04 17:00:0017EURUSDsell0.01 / 0.011.179301.211702017.08.04 17:00:00filled
2017.09.26 11:00:0418EURUSDsell0.01 / 0.011.181241.206862017.09.26 11:00:04filled
2017.09.26 14:00:0619EURUSDsell0.01 / 0.011.179011.214532017.09.26 14:00:06filled
2017.10.10 13:00:0720EURUSDbuy0.03 / 0.031.180312017.10.10 13:00:07filled
2017.10.10 13:00:0921EURUSDbuy0.01 / 0.011.180321.158102017.10.10 13:00:09filled
2017.10.27 16:58:0122EURUSDsell0.01 / 0.011.158102017.10.27 16:58:01filledsl 1.15810
2017.11.09 19:00:0823EURUSDbuy0.01 / 0.011.164811.130692017.11.09 19:00:08filled
2017.11.15 11:00:0624EURUSDbuy0.01 / 0.011.183931.161962017.11.15 11:00:06filled
2017.12.05 20:00:0025EURUSDsell0.02 / 0.021.180552017.12.05 20:00:00filled
2017.12.05 20:00:0826EURUSDsell0.01 / 0.011.180681.212842017.12.05 20:00:08filled
2017.12.29 20:59:5927EURUSDbuy0.01 / 0.011.201392017.12.29 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
2017.01.30 15:00:052EURUSDsellin0.011.062932-0.020.000.009 999.98
2017.02.28 03:00:063EURUSDbuyout0.011.057873-0.021.165.0610 006.18
2017.02.28 03:00:104EURUSDbuyin0.011.057874-0.020.000.0010 006.16
2017.03.24 05:00:085EURUSDsellout0.011.076165-0.02-1.7818.2910 022.65
2017.03.24 05:00:156EURUSDsellin0.011.076166-0.020.000.0010 022.63
2017.04.07 16:00:047EURUSDsellin0.011.061987-0.020.000.0010 022.61
2017.04.11 12:00:018EURUSDbuyout0.021.060118-0.030.7217.9210 041.22
2017.04.11 12:00:029EURUSDbuyin0.011.060109-0.020.000.0010 041.20
2017.05.04 20:00:0310EURUSDbuyin0.011.0973710-0.020.000.0010 041.18
2017.05.22 16:00:0211EURUSDbuyin0.011.1245411-0.020.000.0010 041.16
2017.06.09 12:00:0412EURUSDsellout0.031.1176612-0.05-7.7870.9710 104.30
2017.06.09 12:00:0613EURUSDsellin0.011.1178013-0.020.000.0010 104.28
2017.06.22 07:00:0214EURUSDbuyout0.011.1168714-0.020.520.9310 105.71
2017.06.22 07:00:1015EURUSDbuyin0.011.1168615-0.020.000.0010 105.69
2017.08.04 17:00:0016EURUSDsellout0.011.1793016-0.02-2.9562.4410 165.16
2017.08.04 17:00:0017EURUSDsellin0.011.1793017-0.020.000.0010 165.14
2017.09.26 11:00:0418EURUSDsellin0.011.1812418-0.020.000.0010 165.12
2017.09.26 14:00:0619EURUSDsellin0.011.1790119-0.020.000.0010 165.10
2017.10.10 13:00:0720EURUSDbuyout0.031.1803120-0.063.70-1.3810 167.36
2017.10.10 13:00:0921EURUSDbuyin0.011.1803221-0.020.000.0010 167.34
2017.10.27 16:58:0122EURUSDsellout0.011.1581022-0.02-1.30-22.2210 143.80sl 1.15810
2017.11.09 19:00:0823EURUSDbuyin0.011.1648123-0.020.000.0010 143.78
2017.11.15 11:00:0624EURUSDbuyin0.011.1839324-0.020.000.0010 143.76
2017.12.05 20:00:0025EURUSDsellout0.021.1805525-0.04-2.9112.3610 153.17
2017.12.05 20:00:0826EURUSDsellin0.011.1806826-0.020.000.0010 153.15
2017.12.29 20:59:5927EURUSDbuyout0.011.2013927-0.021.04-20.7110 133.46end of test
-0.62 -9.58 143.66 10 133.46