Strategy Tester Report
Alpari-MT5-Demo (Build 1486)
Settings
Expert: extremum_macd_advisor
Symbol: GBPUSD
Period: M1 (2016.05.01 - 2016.11.01)
Inputs: bars=500
delta_points=160
first_extrem=0.7
orderr_size=100
macd_t=0.0006
trend=160
guard_points=30
time=0
show_info=0
Broker: Alpari International Limited
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:100
Results
History Quality: 94%
Bars: 188577 Ticks: 753425 Symbols: 1
Total Net Profit: 222.32 Balance Drawdown Absolute: 572.30 Equity Drawdown Absolute: 653.24
Gross Profit: 2 225.99 Balance Drawdown Maximal: 572.30 (5.72%) Equity Drawdown Maximal: 734.18 (7.28%)
Gross Loss: -2 003.67 Balance Drawdown Relative: 5.72% (572.30) Equity Drawdown Relative: 7.28% (734.18)
Profit Factor: 1.11 Expected Payoff: 5.05 Margin Level: 810.04%
Recovery Factor: 0.30 Sharpe Ratio: 0.06 Z-Score: -0.34 (26.61%)
AHPR: 1.0005 (0.05%) LR Correlation: 0.76 OnTester Result: 0
GHPR: 1.0005 (0.05%) LR Standard Error: 167.01
Total Trades: 44 Short Trades (won %): 26 (53.85%) Long Trades (won %): 18 (61.11%)
Total Deals: 88 Profit Trades (% of total): 25 (56.82%) Loss Trades (% of total): 19 (43.18%)
Largest profit trade: 99.90 Largest loss trade: -132.16
Average profit trade: 89.04 Average loss trade: -105.46
Maximum consecutive wins ($): 6 (557.22) Maximum consecutive losses ($): 4 (-420.92)
Maximum consecutive profit (count): 557.22 (6) Maximum consecutive loss (count): -420.92 (4)
Average consecutive wins: 3 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.82 Correlation (Profits,MAE): 0.76 Correlation (MFE,MAE): 0.5493
Graph
Minimal position holding time: 0:00:00 Maximal position holding time: 0:00:00 Average position holding time: 0:00:00
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2016.05.18 15:18:002GBPUSDsell0.71 / 0.711.455281.456761.453982016.05.18 15:18:00filled
2016.05.18 16:15:403GBPUSDbuy0.71 / 0.711.456762016.05.18 16:15:40filledsl 1.45676
2016.05.18 16:35:004GBPUSDsell0.62 / 0.621.458091.459791.456572016.05.18 16:35:00filled
2016.05.18 16:45:405GBPUSDbuy0.62 / 0.621.459792016.05.18 16:45:40filledsl 1.45979
2016.05.18 17:04:006GBPUSDsell0.56 / 0.561.458401.460321.456662016.05.18 17:04:00filled
2016.05.18 17:23:407GBPUSDbuy0.56 / 0.561.460322016.05.18 17:23:40filledsl 1.46032
2016.05.18 17:26:008GBPUSDsell0.62 / 0.621.459021.460681.457542016.05.18 17:26:00filled
2016.05.18 17:45:409GBPUSDbuy0.62 / 0.621.460682016.05.18 17:45:40filledsl 1.46068
2016.05.18 21:01:0010GBPUSDsell0.29 / 0.291.460291.463721.457022016.05.18 21:01:00filled
2016.05.19 07:20:4011GBPUSDbuy0.29 / 0.291.457022016.05.19 07:20:40filledtp 1.45702
2016.05.24 18:31:0012GBPUSDsell0.71 / 0.711.462681.464131.461412016.05.24 18:31:00filled
2016.05.24 18:34:4013GBPUSDbuy0.71 / 0.711.461412016.05.24 18:34:40filledtp 1.46141
2016.05.24 18:35:0014GBPUSDsell0.38 / 0.381.461451.464131.458932016.05.24 18:35:00filled
2016.05.24 21:42:4015GBPUSDbuy0.38 / 0.381.464132016.05.24 21:42:40filledsl 1.46413
2016.05.25 15:42:0016GBPUSDsell0.53 / 0.531.468941.470941.467102016.05.25 15:42:00filled
2016.05.25 16:06:4017GBPUSDbuy0.53 / 0.531.470942016.05.25 16:06:40filledsl 1.47094
2016.05.25 16:09:0018GBPUSDsell0.71 / 0.711.469741.471181.468482016.05.25 16:09:00filled
2016.05.25 16:41:2019GBPUSDbuy0.71 / 0.711.468482016.05.25 16:41:20filledtp 1.46848
2016.05.25 16:42:0020GBPUSDsell0.40 / 0.401.468631.471181.466262016.05.25 16:42:00filled
2016.05.25 17:02:4021GBPUSDbuy0.40 / 0.401.471182016.05.25 17:02:40filledsl 1.47118
2016.06.07 15:30:0022GBPUSDsell0.28 / 0.281.457411.461101.453902016.06.07 15:30:00filled
2016.06.07 17:36:4023GBPUSDbuy0.28 / 0.281.453902016.06.07 17:36:40filledtp 1.45390
2016.06.16 23:48:0024GBPUSDsell0.22 / 0.221.420781.425611.416392016.06.16 23:48:00filled
2016.06.17 02:56:4025GBPUSDbuy0.22 / 0.221.425612016.06.17 02:56:40filledsl 1.42561
2016.06.20 17:46:0026GBPUSDsell0.62 / 0.621.467601.469331.466052016.06.20 17:46:00filled
2016.06.20 17:56:2027GBPUSDbuy0.62 / 0.621.469332016.06.20 17:56:20filledsl 1.46933
2016.06.22 18:32:0028GBPUSDbuy0.38 / 0.381.468311.465661.470762016.06.22 18:32:00filled
2016.06.22 19:33:4029GBPUSDsell0.38 / 0.381.470762016.06.22 19:33:40filledtp 1.47076
2016.06.24 06:21:0030GBPUSDbuy0.21 / 0.211.350441.345681.355022016.06.24 06:21:00filled
2016.06.24 06:25:4031GBPUSDsell0.21 / 0.211.355022016.06.24 06:25:40filledtp 1.35502
2016.06.24 07:49:0032GBPUSDbuy0.19 / 0.191.341021.335571.346292016.06.24 07:49:00filled
2016.06.24 07:52:4033GBPUSDsell0.19 / 0.191.335572016.06.24 07:52:40filledsl 1.33557
2016.06.24 10:25:0034GBPUSDbuy0.11 / 0.111.363231.354401.371882016.06.24 10:25:00filled
2016.06.24 10:30:4035GBPUSDsell0.11 / 0.111.371882016.06.24 10:30:40filledtp 1.37188
2016.06.24 13:52:0036GBPUSDbuy0.42 / 0.421.367681.365101.369962016.06.24 13:52:00filled
2016.06.24 13:52:4037GBPUSDsell0.42 / 0.421.369962016.06.24 13:52:40filledtp 1.36996
2016.06.24 13:53:0038GBPUSDbuy0.26 / 0.261.369141.365101.372882016.06.24 13:53:00filled
2016.06.24 15:00:4039GBPUSDsell0.26 / 0.261.365102016.06.24 15:00:40filledsl 1.36510
2016.06.24 18:19:0040GBPUSDbuy0.48 / 0.481.361661.359401.363602016.06.24 18:19:00filled
2016.06.24 18:29:4041GBPUSDsell0.48 / 0.481.363602016.06.24 18:29:40filledtp 1.36360
2016.06.24 18:30:0042GBPUSDbuy0.21 / 0.211.364211.359401.368722016.06.24 18:30:00filled
2016.06.24 19:10:4043GBPUSDsell0.21 / 0.211.359402016.06.24 19:10:40filledsl 1.35940
2016.06.29 21:55:0044GBPUSDbuy0.67 / 0.671.342971.341341.344422016.06.29 21:55:00filled
2016.06.29 23:15:4045GBPUSDsell0.67 / 0.671.344422016.06.29 23:15:40filledtp 1.34442
2016.06.30 00:01:0046GBPUSDbuy0.67 / 0.671.343151.341341.344362016.06.30 00:01:00filled
2016.06.30 00:35:4047GBPUSDsell0.67 / 0.671.344362016.06.30 00:35:40filledtp 1.34436
2016.06.30 13:26:0048GBPUSDsell0.16 / 0.161.343691.349911.337752016.06.30 13:26:00filled
2016.06.30 18:00:4049GBPUSDbuy0.16 / 0.161.337752016.06.30 18:00:40filledtp 1.33775
2016.06.30 18:01:0050GBPUSDsell0.06 / 0.061.333061.349911.316392016.06.30 18:01:00filled
2016.07.05 10:09:4051GBPUSDbuy0.06 / 0.061.316392016.07.05 10:09:40filledtp 1.31639
2016.07.21 02:57:0052GBPUSDsell0.62 / 0.621.326021.327731.324592016.07.21 02:57:00filled
2016.07.21 02:59:4053GBPUSDbuy0.62 / 0.621.324592016.07.21 02:59:40filledtp 1.32459
2016.07.21 03:00:0054GBPUSDsell0.30 / 0.301.324371.327731.321192016.07.21 03:00:00filled
2016.07.21 05:18:4055GBPUSDbuy0.30 / 0.301.321192016.07.21 05:18:40filledtp 1.32119
2016.07.21 05:19:0056GBPUSDsell0.15 / 0.151.321151.327731.314772016.07.21 05:19:00filled
2016.07.22 11:03:4057GBPUSDbuy0.15 / 0.151.327732016.07.22 11:03:40filledsl 1.32773
2016.07.22 12:25:0058GBPUSDbuy0.67 / 0.671.316041.314421.317462016.07.22 12:25:00filled
2016.07.22 12:43:4059GBPUSDsell0.67 / 0.671.314422016.07.22 12:43:40filledsl 1.31442
2016.08.04 14:37:0060GBPUSDbuy0.45 / 0.451.313561.310841.315282016.08.04 14:37:00filled
2016.08.04 14:54:4061GBPUSDsell0.45 / 0.451.315282016.08.04 14:54:40filledtp 1.31528
2016.08.04 15:59:0062GBPUSDbuy0.50 / 0.501.313311.310841.314782016.08.04 15:59:00filled
2016.08.04 17:20:4063GBPUSDsell0.50 / 0.501.314782016.08.04 17:20:40filledtp 1.31478
2016.08.04 17:53:0064GBPUSDbuy0.71 / 0.711.312781.310841.313722016.08.04 17:53:00filled
2016.08.04 18:14:4065GBPUSDsell0.71 / 0.711.313722016.08.04 18:14:40filledtp 1.31372
2016.08.04 19:22:0066GBPUSDbuy0.67 / 0.671.312791.310841.313742016.08.04 19:22:00filled
2016.08.04 20:21:4067GBPUSDsell0.67 / 0.671.310842016.08.04 20:21:40filledsl 1.31084
2016.08.26 18:45:0068GBPUSDbuy0.59 / 0.591.318261.316021.319502016.08.26 18:45:00filled
2016.08.26 19:05:4069GBPUSDsell0.59 / 0.591.316022016.08.26 19:05:40filledsl 1.31602
2016.09.01 17:10:0070GBPUSDsell0.91 / 0.911.330531.332081.329982016.09.01 17:10:00filled
2016.09.01 17:16:4071GBPUSDbuy0.91 / 0.911.329982016.09.01 17:16:40filledtp 1.32998
2016.09.01 17:17:0072GBPUSDsell0.42 / 0.421.329221.332081.327362016.09.01 17:17:00filled
2016.09.01 18:56:4073GBPUSDbuy0.42 / 0.421.327362016.09.01 18:56:40filledtp 1.32736
2016.09.01 18:57:0074GBPUSDsell0.22 / 0.221.327011.332081.322942016.09.01 18:57:00filled
2016.09.02 15:30:4075GBPUSDbuy0.22 / 0.221.332082016.09.02 15:30:40filledsl 1.33208
2016.09.06 22:51:0076GBPUSDsell0.38 / 0.381.342181.344751.339632016.09.06 22:51:00filled
2016.09.07 11:31:4077GBPUSDbuy0.38 / 0.381.339632016.09.07 11:31:40filledtp 1.33963
2016.10.12 06:16:0078GBPUSDsell0.50 / 0.501.230731.232801.228822016.10.12 06:16:00filled
2016.10.12 06:56:4079GBPUSDbuy0.50 / 0.501.228822016.10.12 06:56:40filledtp 1.22882
2016.10.12 06:57:0080GBPUSDsell0.24 / 0.241.228561.232801.224602016.10.12 06:57:00filled
2016.10.12 10:05:4081GBPUSDbuy0.24 / 0.241.224602016.10.12 10:05:40filledtp 1.22460
2016.10.12 10:06:0082GBPUSDsell0.10 / 0.101.223131.232801.213562016.10.12 10:06:00filled
2016.10.13 10:15:4083GBPUSDbuy0.10 / 0.101.213562016.10.13 10:15:40filledtp 1.21356
2016.10.25 16:54:0084GBPUSDbuy0.62 / 0.621.210971.209341.212502016.10.25 16:54:00filled
2016.10.25 17:03:4085GBPUSDsell0.62 / 0.621.212502016.10.25 17:03:40filledtp 1.21250
2016.10.25 17:04:0086GBPUSDbuy0.32 / 0.321.212491.209341.215542016.10.25 17:04:00filled
2016.10.25 17:14:4087GBPUSDsell0.32 / 0.321.209342016.10.25 17:14:40filledsl 1.20934
2016.10.31 23:01:0088GBPUSDsell0.77 / 0.771.223251.225181.222602016.10.31 23:01:00filled
2016.10.31 23:59:5989GBPUSDbuy0.77 / 0.771.224122016.10.31 23:59:59filledend of test
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2016.05.01 00:00:001balance0.000.0010 000.0010 000.00
2016.05.18 15:18:002GBPUSDsellin0.711.4552820.000.000.0010 000.00
2016.05.18 16:15:403GBPUSDbuyout0.711.4567630.000.00-105.089 894.92sl 1.45676
2016.05.18 16:35:004GBPUSDsellin0.621.4580940.000.000.009 894.92
2016.05.18 16:45:405GBPUSDbuyout0.621.4597950.000.00-105.409 789.52sl 1.45979
2016.05.18 17:04:006GBPUSDsellin0.561.4584060.000.000.009 789.52
2016.05.18 17:23:407GBPUSDbuyout0.561.4603270.000.00-107.529 682.00sl 1.46032
2016.05.18 17:26:008GBPUSDsellin0.621.4590280.000.000.009 682.00
2016.05.18 17:45:409GBPUSDbuyout0.621.4606890.000.00-102.929 579.08sl 1.46068
2016.05.18 21:01:0010GBPUSDsellin0.291.46029100.000.000.009 579.08
2016.05.19 07:20:4011GBPUSDbuyout0.291.45702110.00-0.6194.839 673.30tp 1.45702
2016.05.24 18:31:0012GBPUSDsellin0.711.46268120.000.000.009 673.30
2016.05.24 18:34:4013GBPUSDbuyout0.711.46141130.000.0090.179 763.47tp 1.46141
2016.05.24 18:35:0014GBPUSDsellin0.381.46145140.000.000.009 763.47
2016.05.24 21:42:4015GBPUSDbuyout0.381.46413150.000.00-101.849 661.63sl 1.46413
2016.05.25 15:42:0016GBPUSDsellin0.531.46894160.000.000.009 661.63
2016.05.25 16:06:4017GBPUSDbuyout0.531.47094170.000.00-106.009 555.63sl 1.47094
2016.05.25 16:09:0018GBPUSDsellin0.711.46974180.000.000.009 555.63
2016.05.25 16:41:2019GBPUSDbuyout0.711.46848190.000.0089.469 645.09tp 1.46848
2016.05.25 16:42:0020GBPUSDsellin0.401.46863200.000.000.009 645.09
2016.05.25 17:02:4021GBPUSDbuyout0.401.47118210.000.00-102.009 543.09sl 1.47118
2016.06.07 15:30:0022GBPUSDsellin0.281.45741220.000.000.009 543.09
2016.06.07 17:36:4023GBPUSDbuyout0.281.45390230.000.0098.289 641.37tp 1.45390
2016.06.16 23:48:0024GBPUSDsellin0.221.42078240.000.000.009 641.37
2016.06.17 02:56:4025GBPUSDbuyout0.221.42561250.00-0.15-106.269 534.96sl 1.42561
2016.06.20 17:46:0026GBPUSDsellin0.621.46760260.000.000.009 534.96
2016.06.20 17:56:2027GBPUSDbuyout0.621.46933270.000.00-107.269 427.70sl 1.46933
2016.06.22 18:32:0028GBPUSDbuyin0.381.46831280.000.000.009 427.70
2016.06.22 19:33:4029GBPUSDsellout0.381.47076290.000.0093.109 520.80tp 1.47076
2016.06.24 06:21:0030GBPUSDbuyin0.211.35044300.000.000.009 520.80
2016.06.24 06:25:4031GBPUSDsellout0.211.35502310.000.0096.189 616.98tp 1.35502
2016.06.24 07:49:0032GBPUSDbuyin0.191.34102320.000.000.009 616.98
2016.06.24 07:52:4033GBPUSDsellout0.191.33557330.000.00-103.559 513.43sl 1.33557
2016.06.24 10:25:0034GBPUSDbuyin0.111.36323340.000.000.009 513.43
2016.06.24 10:30:4035GBPUSDsellout0.111.37188350.000.0095.159 608.58tp 1.37188
2016.06.24 13:52:0036GBPUSDbuyin0.421.36768360.000.000.009 608.58
2016.06.24 13:52:4037GBPUSDsellout0.421.36996370.000.0095.769 704.34tp 1.36996
2016.06.24 13:53:0038GBPUSDbuyin0.261.36914380.000.000.009 704.34
2016.06.24 15:00:4039GBPUSDsellout0.261.36510390.000.00-105.049 599.30sl 1.36510
2016.06.24 18:19:0040GBPUSDbuyin0.481.36166400.000.000.009 599.30
2016.06.24 18:29:4041GBPUSDsellout0.481.36360410.000.0093.129 692.42tp 1.36360
2016.06.24 18:30:0042GBPUSDbuyin0.211.36421420.000.000.009 692.42
2016.06.24 19:10:4043GBPUSDsellout0.211.35940430.000.00-101.019 591.41sl 1.35940
2016.06.29 21:55:0044GBPUSDbuyin0.671.34297440.000.000.009 591.41
2016.06.29 23:15:4045GBPUSDsellout0.671.34442450.000.0097.159 688.56tp 1.34442
2016.06.30 00:01:0046GBPUSDbuyin0.671.34315460.000.000.009 688.56
2016.06.30 00:35:4047GBPUSDsellout0.671.34436470.000.0081.079 769.63tp 1.34436
2016.06.30 13:26:0048GBPUSDsellin0.161.34369480.000.000.009 769.63
2016.06.30 18:00:4049GBPUSDbuyout0.161.33775490.000.0095.049 864.67tp 1.33775
2016.06.30 18:01:0050GBPUSDsellin0.061.33306500.000.000.009 864.67
2016.07.05 10:09:4051GBPUSDbuyout0.061.31639510.00-0.12100.029 964.57tp 1.31639
2016.07.21 02:57:0052GBPUSDsellin0.621.32602520.000.000.009 964.57
2016.07.21 02:59:4053GBPUSDbuyout0.621.32459530.000.0088.6610 053.23tp 1.32459
2016.07.21 03:00:0054GBPUSDsellin0.301.32437540.000.000.0010 053.23
2016.07.21 05:18:4055GBPUSDbuyout0.301.32119550.000.0095.4010 148.63tp 1.32119
2016.07.21 05:19:0056GBPUSDsellin0.151.32115560.000.000.0010 148.63
2016.07.22 11:03:4057GBPUSDbuyout0.151.32773570.00-0.11-98.7010 049.82sl 1.32773
2016.07.22 12:25:0058GBPUSDbuyin0.671.31604580.000.000.0010 049.82
2016.07.22 12:43:4059GBPUSDsellout0.671.31442590.000.00-108.549 941.28sl 1.31442
2016.08.04 14:37:0060GBPUSDbuyin0.451.31356600.000.000.009 941.28
2016.08.04 14:54:4061GBPUSDsellout0.451.31528610.000.0077.4010 018.68tp 1.31528
2016.08.04 15:59:0062GBPUSDbuyin0.501.31331620.000.000.0010 018.68
2016.08.04 17:20:4063GBPUSDsellout0.501.31478630.000.0073.5010 092.18tp 1.31478
2016.08.04 17:53:0064GBPUSDbuyin0.711.31278640.000.000.0010 092.18
2016.08.04 18:14:4065GBPUSDsellout0.711.31372650.000.0066.7410 158.92tp 1.31372
2016.08.04 19:22:0066GBPUSDbuyin0.671.31279660.000.000.0010 158.92
2016.08.04 20:21:4067GBPUSDsellout0.671.31084670.000.00-130.6510 028.27sl 1.31084
2016.08.26 18:45:0068GBPUSDbuyin0.591.31826680.000.000.0010 028.27
2016.08.26 19:05:4069GBPUSDsellout0.591.31602690.000.00-132.169 896.11sl 1.31602
2016.09.01 17:10:0070GBPUSDsellin0.911.33053700.000.000.009 896.11
2016.09.01 17:16:4071GBPUSDbuyout0.911.32998710.000.0050.059 946.16tp 1.32998
2016.09.01 17:17:0072GBPUSDsellin0.421.32922720.000.000.009 946.16
2016.09.01 18:56:4073GBPUSDbuyout0.421.32736730.000.0078.1210 024.28tp 1.32736
2016.09.01 18:57:0074GBPUSDsellin0.221.32701740.000.000.0010 024.28
2016.09.02 15:30:4075GBPUSDbuyout0.221.33208750.00-0.15-111.549 912.59sl 1.33208
2016.09.06 22:51:0076GBPUSDsellin0.381.34218760.000.000.009 912.59
2016.09.07 11:31:4077GBPUSDbuyout0.381.33963770.00-0.2796.9010 009.22tp 1.33963
2016.10.12 06:16:0078GBPUSDsellin0.501.23073780.000.000.0010 009.22
2016.10.12 06:56:4079GBPUSDbuyout0.501.22882790.000.0095.5010 104.72tp 1.22882
2016.10.12 06:57:0080GBPUSDsellin0.241.22856800.000.000.0010 104.72
2016.10.12 10:05:4081GBPUSDbuyout0.241.22460810.000.0095.0410 199.76tp 1.22460
2016.10.12 10:06:0082GBPUSDsellin0.101.22313820.000.000.0010 199.76
2016.10.13 10:15:4083GBPUSDbuyout0.101.21356830.00-0.2195.7010 295.25tp 1.21356
2016.10.25 16:54:0084GBPUSDbuyin0.621.21097840.000.000.0010 295.25
2016.10.25 17:03:4085GBPUSDsellout0.621.21250850.000.0094.8610 390.11tp 1.21250
2016.10.25 17:04:0086GBPUSDbuyin0.321.21249860.000.000.0010 390.11
2016.10.25 17:14:4087GBPUSDsellout0.321.20934870.000.00-100.8010 289.31sl 1.20934
2016.10.31 23:01:0088GBPUSDsellin0.771.22325880.000.000.0010 289.31
2016.10.31 23:59:5989GBPUSDbuyout0.771.22412890.000.00-66.9910 222.32end of test
0.00 -1.62 223.94 10 222.32