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: | 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 |
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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 | |||||||||
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Correlation (Profits,MFE): | 0.56 | Correlation (Profits,MAE): | 0.90 | Correlation (MFE,MAE): | 0.1731 | |||||||
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Minimal position holding time: | 338:59:57 | Maximal position holding time: | 1429:00:05 | Average position holding time: | 875:55:33 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2017.01.27 08:00:00 | 2 | USDJPY | buy | 0.01 / 0.01 | 115.041 | 110.371 | 2017.01.27 08:00:00 | filled | ||||
2017.01.27 08:00:04 | 3 | USDJPY | buy | 0.01 / 0.01 | 115.040 | 110.371 | 2017.01.27 08:00:04 | filled | ||||
2017.03.10 02:00:07 | 4 | USDJPY | buy | 0.01 / 0.01 | 115.158 | 110.477 | 2017.03.10 02:00:07 | filled | ||||
2017.03.27 02:33:32 | 5 | USDJPY | sell | 0.03 / 0.03 | 110.477 | 2017.03.27 02:33:32 | filled | sl 110.477 | ||||
2017.04.25 16:00:02 | 6 | USDJPY | buy | 0.01 / 0.01 | 110.659 | 103.454 | 2017.04.25 16:00:02 | filled | ||||
2017.06.02 04:00:03 | 7 | USDJPY | buy | 0.01 / 0.01 | 111.649 | 106.106 | 2017.06.02 04:00:03 | filled | ||||
2017.06.15 18:00:03 | 8 | USDJPY | buy | 0.01 / 0.01 | 110.622 | 107.301 | 2017.06.15 18:00:03 | filled | ||||
2017.07.18 05:00:07 | 9 | USDJPY | sell | 0.03 / 0.03 | 112.207 | 2017.07.18 05:00:07 | filled | |||||
2017.07.18 05:00:11 | 10 | USDJPY | sell | 0.01 / 0.01 | 112.211 | 115.449 | 2017.07.18 05:00:11 | filled | ||||
2017.09.14 11:00:04 | 11 | USDJPY | buy | 0.01 / 0.01 | 110.410 | 2017.09.14 11:00:04 | filled | |||||
2017.09.14 11:00:08 | 12 | USDJPY | buy | 0.01 / 0.01 | 110.410 | 108.406 | 2017.09.14 11:00:08 | filled | ||||
2017.10.04 14:00:05 | 13 | USDJPY | sell | 0.01 / 0.01 | 112.383 | 2017.10.04 14:00:05 | filled | |||||
2017.10.04 14:00:05 | 14 | USDJPY | sell | 0.01 / 0.01 | 112.383 | 116.429 | 2017.10.04 14:00:05 | filled | ||||
2017.11.09 14:00:05 | 15 | USDJPY | sell | 0.01 / 0.01 | 113.336 | 116.884 | 2017.11.09 14:00:05 | filled | ||||
2017.11.29 16:00:06 | 16 | USDJPY | buy | 0.02 / 0.02 | 112.000 | 2017.11.29 16:00:06 | filled | |||||
2017.11.29 16:00:06 | 17 | USDJPY | buy | 0.01 / 0.01 | 112.000 | 107.904 | 2017.11.29 16:00:06 | filled | ||||
2017.12.29 20:59:59 | 18 | USDJPY | sell | 0.01 / 0.01 | 112.633 | 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 | ||||||
2017.01.27 08:00:00 | 2 | USDJPY | buy | in | 0.01 | 115.041 | 2 | -0.02 | 0.00 | 0.00 | 9 999.98 | |
2017.01.27 08:00:04 | 3 | USDJPY | buy | in | 0.01 | 115.040 | 3 | -0.02 | 0.00 | 0.00 | 9 999.96 | |
2017.03.10 02:00:07 | 4 | USDJPY | buy | in | 0.01 | 115.158 | 4 | -0.02 | 0.00 | 0.00 | 9 999.94 | |
2017.03.27 02:33:32 | 5 | USDJPY | sell | out | 0.03 | 110.476 | 5 | -0.05 | 3.36 | -125.01 | 9 878.24 | sl 110.477 |
2017.04.25 16:00:02 | 6 | USDJPY | buy | in | 0.01 | 110.659 | 6 | -0.02 | 0.00 | 0.00 | 9 878.22 | |
2017.06.02 04:00:03 | 7 | USDJPY | buy | in | 0.01 | 111.649 | 7 | -0.02 | 0.00 | 0.00 | 9 878.20 | |
2017.06.15 18:00:03 | 8 | USDJPY | buy | in | 0.01 | 110.622 | 8 | -0.02 | 0.00 | 0.00 | 9 878.18 | |
2017.07.18 05:00:07 | 9 | USDJPY | sell | out | 0.03 | 112.207 | 9 | -0.05 | 4.29 | 32.89 | 9 915.31 | |
2017.07.18 05:00:11 | 10 | USDJPY | sell | in | 0.01 | 112.211 | 10 | -0.02 | 0.00 | 0.00 | 9 915.29 | |
2017.09.14 11:00:04 | 11 | USDJPY | buy | out | 0.01 | 110.410 | 11 | -0.02 | -2.31 | 16.31 | 9 929.27 | |
2017.09.14 11:00:08 | 12 | USDJPY | buy | in | 0.01 | 110.410 | 12 | -0.02 | 0.00 | 0.00 | 9 929.25 | |
2017.10.04 14:00:05 | 13 | USDJPY | sell | out | 0.01 | 112.383 | 13 | -0.02 | 0.52 | 17.56 | 9 947.31 | |
2017.10.04 14:00:05 | 14 | USDJPY | sell | in | 0.01 | 112.383 | 14 | -0.02 | 0.00 | 0.00 | 9 947.29 | |
2017.11.09 14:00:05 | 15 | USDJPY | sell | in | 0.01 | 113.336 | 15 | -0.02 | 0.00 | 0.00 | 9 947.27 | |
2017.11.29 16:00:06 | 16 | USDJPY | buy | out | 0.02 | 112.000 | 16 | -0.03 | -2.74 | 15.35 | 9 959.85 | |
2017.11.29 16:00:06 | 17 | USDJPY | buy | in | 0.01 | 112.000 | 17 | -0.02 | 0.00 | 0.00 | 9 959.83 | |
2017.12.29 20:59:59 | 18 | USDJPY | sell | out | 0.01 | 112.633 | 18 | -0.02 | 0.90 | 5.62 | 9 966.33 | end of test |
-0.41 | 4.02 | -37.28 | 9 966.33 | |||||||||