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: | EURGBP | |||||||||||
| 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: | 99% | |||||||||||
| Bars: | 6192 | Ticks: | 121050900 | Symbols: | 1 | |||||||
| Total Net Profit: | -192.64 | Balance Drawdown Absolute: | 192.64 | Equity Drawdown Absolute: | 243.41 | |||||||
| Gross Profit: | 0.00 | Balance Drawdown Maximal: | 192.64 (1.93%) | Equity Drawdown Maximal: | 270.06 (2.69%) | |||||||
| Gross Loss: | -192.64 | Balance Drawdown Relative: | 1.93% (192.64) | Equity Drawdown Relative: | 2.69% (270.06) | |||||||
| Profit Factor: | 0.00 | Expected Payoff: | -38.53 | Margin Level: | 30862.91% | |||||||
| Recovery Factor: | -0.71 | Sharpe Ratio: | -1.47 | Z-Score: | 0.00 (0.00%) | |||||||
| AHPR: | 0.9961 (-0.39%) | LR Correlation: | -0.98 | OnTester result: | 0 | |||||||
| GHPR: | 0.9961 (-0.39%) | LR Standard Error: | 21.01 | |||||||||
| Total Trades: | 5 | Short Trades (won %): | 3 (0.00%) | Long Trades (won %): | 2 (0.00%) | |||||||
| Total Deals: | 14 | Profit Trades (% of total): | 0 (0.00%) | Loss Trades (% of total): | 5 (100.00%) | |||||||
| Largest profit trade: | 0.00 | Largest loss trade: | -75.38 | |||||||||
| Average profit trade: | 0.00 | Average loss trade: | -38.53 | |||||||||
| Maximum consecutive wins ($): | 0 (0.00) | Maximum consecutive losses ($): | 5 (-192.46) | |||||||||
| Maximal consecutive profit (count): | 0.00 (0) | Maximal consecutive loss (count): | -192.46 (5) | |||||||||
| Average consecutive wins: | 0 | Average consecutive losses: | 5 | |||||||||
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| Correlation (Profits,MFE): | -0.27 | Correlation (Profits,MAE): | 0.66 | Correlation (MFE,MAE): | -0.4318 | |||||||
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| Minimal position holding time: | 21:59:58 | Maximal position holding time: | 1689:59:49 | Average position holding time: | 975:39:53 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2017.01.16 19:00:02 | 2 | EURGBP | buy | 0.01 / 0.01 | 0.88021 | 0.85877 | 2017.01.16 19:00:02 | filled | ||||
| 2017.01.17 17:00:00 | 3 | EURGBP | sell | 0.01 / 0.01 | 0.86490 | 2017.01.17 17:00:00 | filled | |||||
| 2017.01.17 17:00:02 | 4 | EURGBP | sell | 0.01 / 0.01 | 0.86489 | 0.91184 | 2017.01.17 17:00:02 | filled | ||||
| 2017.02.10 00:00:08 | 5 | EURGBP | sell | 0.01 / 0.01 | 0.85226 | 0.87088 | 2017.02.10 00:00:08 | filled | ||||
| 2017.03.09 17:06:32 | 6 | EURGBP | buy | 0.02 / 0.02 | 0.87088 | 2017.03.09 17:06:32 | filled | sl 0.87088 | ||||
| 2017.03.30 21:00:05 | 7 | EURGBP | sell | 0.01 / 0.01 | 0.85695 | 0.90621 | 2017.03.30 21:00:05 | filled | ||||
| 2017.04.11 12:00:04 | 8 | EURGBP | sell | 0.01 / 0.01 | 0.85332 | 0.86524 | 2017.04.11 12:00:04 | filled | ||||
| 2017.05.08 13:00:06 | 9 | EURGBP | sell | 0.01 / 0.01 | 0.84338 | 0.87078 | 2017.05.08 13:00:06 | filled | ||||
| 2017.05.26 09:49:38 | 10 | EURGBP | buy | 0.03 / 0.03 | 0.87078 | 2017.05.26 09:49:38 | filled | sl 0.87078 | ||||
| 2017.06.07 14:00:03 | 11 | EURGBP | sell | 0.01 / 0.01 | 0.86903 | 0.91760 | 2017.06.07 14:00:03 | filled | ||||
| 2017.08.22 23:23:40 | 12 | EURGBP | buy | 0.01 / 0.01 | 0.91760 | 2017.08.22 23:23:40 | filled | sl 0.91760 | ||||
| 2017.09.22 11:00:10 | 13 | EURGBP | buy | 0.01 / 0.01 | 0.88281 | 0.83024 | 2017.09.22 11:00:10 | filled | ||||
| 2017.11.14 12:00:04 | 14 | EURGBP | buy | 0.01 / 0.01 | 0.89471 | 0.86311 | 2017.11.14 12:00:04 | filled | ||||
| 2017.12.29 20:59:59 | 15 | EURGBP | sell | 0.02 / 0.02 | 0.88822 | 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 | ||||||
| 2017.01.16 19:00:02 | 2 | EURGBP | buy | in | 0.01 | 0.88021 | 2 | -0.02 | 0.00 | 0.00 | 9 999.98 | |
| 2017.01.17 17:00:00 | 3 | EURGBP | sell | out | 0.01 | 0.86490 | 3 | -0.02 | -0.03 | -18.97 | 9 980.96 | |
| 2017.01.17 17:00:02 | 4 | EURGBP | sell | in | 0.01 | 0.86489 | 4 | -0.02 | 0.00 | 0.00 | 9 980.94 | |
| 2017.02.10 00:00:08 | 5 | EURGBP | sell | in | 0.01 | 0.85226 | 5 | -0.02 | 0.00 | 0.00 | 9 980.92 | |
| 2017.03.09 17:06:32 | 6 | EURGBP | buy | out | 0.02 | 0.87091 | 6 | -0.03 | 0.08 | -30.00 | 9 950.97 | sl 0.87088 |
| 2017.03.30 21:00:05 | 7 | EURGBP | sell | in | 0.01 | 0.85695 | 7 | -0.02 | 0.00 | 0.00 | 9 950.95 | |
| 2017.04.11 12:00:04 | 8 | EURGBP | sell | in | 0.01 | 0.85332 | 8 | -0.02 | 0.00 | 0.00 | 9 950.93 | |
| 2017.05.08 13:00:06 | 9 | EURGBP | sell | in | 0.01 | 0.84338 | 9 | -0.02 | 0.00 | 0.00 | 9 950.91 | |
| 2017.05.26 09:49:38 | 10 | EURGBP | buy | out | 0.03 | 0.87078 | 10 | -0.05 | 0.22 | -75.55 | 9 875.53 | sl 0.87078 |
| 2017.06.07 14:00:03 | 11 | EURGBP | sell | in | 0.01 | 0.86903 | 11 | -0.02 | 0.00 | 0.00 | 9 875.51 | |
| 2017.08.22 23:23:40 | 12 | EURGBP | buy | out | 0.01 | 0.91760 | 12 | -0.02 | 0.11 | -62.27 | 9 813.33 | sl 0.91760 |
| 2017.09.22 11:00:10 | 13 | EURGBP | buy | in | 0.01 | 0.88281 | 13 | -0.02 | 0.00 | 0.00 | 9 813.31 | |
| 2017.11.14 12:00:04 | 14 | EURGBP | buy | in | 0.01 | 0.89471 | 14 | -0.02 | 0.00 | 0.00 | 9 813.29 | |
| 2017.12.29 20:59:59 | 15 | EURGBP | sell | out | 0.02 | 0.88822 | 15 | -0.04 | -4.43 | -1.46 | 9 807.36 | end of test |
| -0.34 | -4.05 | -188.25 | 9 807.36 | |||||||||