Strategy Tester Report
Alpari-MT5-Demo (Build 1730)
Settings
Expert: Break_of_channel_DNG
Symbol: USDJPY
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: 140064020 Symbols: 1
Total Net Profit: -33.67 Balance Drawdown Absolute: 121.82 Equity Drawdown Absolute: 163.16
Gross Profit: 88.25 Balance Drawdown Maximal: 121.82 (1.22%) Equity Drawdown Maximal: 176.23 (1.76%)
Gross Loss: -121.92 Balance Drawdown Relative: 1.22% (121.82) Equity Drawdown Relative: 1.76% (176.23)
Profit Factor: 0.72 Expected Payoff: -5.61 Margin Level: 32891.90%
Recovery Factor: -0.19 Sharpe Ratio: -0.10 Z-Score: -0.35 (27.37%)
AHPR: 0.9995 (-0.05%) LR Correlation: 0.33 OnTester result: 0
GHPR: 0.9994 (-0.06%) LR Standard Error: 42.25
Total Trades: 6 Short Trades (won %): 2 (100.00%) Long Trades (won %): 4 (75.00%)
Total Deals: 17 Profit Trades (% of total): 5 (83.33%) Loss Trades (% of total): 1 (16.67%)
Largest profit trade: 37.13 Largest loss trade: -121.70
Average profit trade: 17.65 Average loss trade: -121.92
Maximum consecutive wins ($): 5 (88.25) Maximum consecutive losses ($): 1 (-121.70)
Maximal consecutive profit (count): 88.25 (5) Maximal consecutive loss (count): -121.70 (1)
Average consecutive wins: 5 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.56 Correlation (Profits,MAE): 0.90 Correlation (MFE,MAE): 0.1731
Graph
Minimal position holding time: 338:59:57 Maximal position holding time: 1429:00:05 Average position holding time: 875:55:33
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2017.01.27 08:00:002USDJPYbuy0.01 / 0.01115.041110.3712017.01.27 08:00:00filled
2017.01.27 08:00:043USDJPYbuy0.01 / 0.01115.040110.3712017.01.27 08:00:04filled
2017.03.10 02:00:074USDJPYbuy0.01 / 0.01115.158110.4772017.03.10 02:00:07filled
2017.03.27 02:33:325USDJPYsell0.03 / 0.03110.4772017.03.27 02:33:32filledsl 110.477
2017.04.25 16:00:026USDJPYbuy0.01 / 0.01110.659103.4542017.04.25 16:00:02filled
2017.06.02 04:00:037USDJPYbuy0.01 / 0.01111.649106.1062017.06.02 04:00:03filled
2017.06.15 18:00:038USDJPYbuy0.01 / 0.01110.622107.3012017.06.15 18:00:03filled
2017.07.18 05:00:079USDJPYsell0.03 / 0.03112.2072017.07.18 05:00:07filled
2017.07.18 05:00:1110USDJPYsell0.01 / 0.01112.211115.4492017.07.18 05:00:11filled
2017.09.14 11:00:0411USDJPYbuy0.01 / 0.01110.4102017.09.14 11:00:04filled
2017.09.14 11:00:0812USDJPYbuy0.01 / 0.01110.410108.4062017.09.14 11:00:08filled
2017.10.04 14:00:0513USDJPYsell0.01 / 0.01112.3832017.10.04 14:00:05filled
2017.10.04 14:00:0514USDJPYsell0.01 / 0.01112.383116.4292017.10.04 14:00:05filled
2017.11.09 14:00:0515USDJPYsell0.01 / 0.01113.336116.8842017.11.09 14:00:05filled
2017.11.29 16:00:0616USDJPYbuy0.02 / 0.02112.0002017.11.29 16:00:06filled
2017.11.29 16:00:0617USDJPYbuy0.01 / 0.01112.000107.9042017.11.29 16:00:06filled
2017.12.29 20:59:5918USDJPYsell0.01 / 0.01112.6332017.12.29 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
2017.01.27 08:00:002USDJPYbuyin0.01115.0412-0.020.000.009 999.98
2017.01.27 08:00:043USDJPYbuyin0.01115.0403-0.020.000.009 999.96
2017.03.10 02:00:074USDJPYbuyin0.01115.1584-0.020.000.009 999.94
2017.03.27 02:33:325USDJPYsellout0.03110.4765-0.053.36-125.019 878.24sl 110.477
2017.04.25 16:00:026USDJPYbuyin0.01110.6596-0.020.000.009 878.22
2017.06.02 04:00:037USDJPYbuyin0.01111.6497-0.020.000.009 878.20
2017.06.15 18:00:038USDJPYbuyin0.01110.6228-0.020.000.009 878.18
2017.07.18 05:00:079USDJPYsellout0.03112.2079-0.054.2932.899 915.31
2017.07.18 05:00:1110USDJPYsellin0.01112.21110-0.020.000.009 915.29
2017.09.14 11:00:0411USDJPYbuyout0.01110.41011-0.02-2.3116.319 929.27
2017.09.14 11:00:0812USDJPYbuyin0.01110.41012-0.020.000.009 929.25
2017.10.04 14:00:0513USDJPYsellout0.01112.38313-0.020.5217.569 947.31
2017.10.04 14:00:0514USDJPYsellin0.01112.38314-0.020.000.009 947.29
2017.11.09 14:00:0515USDJPYsellin0.01113.33615-0.020.000.009 947.27
2017.11.29 16:00:0616USDJPYbuyout0.02112.00016-0.03-2.7415.359 959.85
2017.11.29 16:00:0617USDJPYbuyin0.01112.00017-0.020.000.009 959.83
2017.12.29 20:59:5918USDJPYsellout0.01112.63318-0.020.905.629 966.33end of test
-0.41 4.02 -37.28 9 966.33