Strategy Tester Report
Alpari-MT5 (Build 1035)
Settings
Expert: Corr_Diver_01
Symbol: EURUSD
Period: Daily (2014.01.01 - 2015.01.03)
Inputs: Magic_Number=500001
First_Pair=EURUSD
Second_Pair=GBPUSD
Fixed_Lot_Size=.3
Profit_EQ_Perc_Inc=.25
Loss_EQ_Perc_Dec=1
CCIPeriod=2
tp_pips=50000
sl_pips=50000
Broker: Alpari (UK) Ltd.
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:100
Results
History Quality: 100%
Bars: 260 Ticks: 1468714 Symbols: 2
Total Net Profit: 13 500.19 Balance Drawdown Absolute: 328.08 Equity Drawdown Absolute: 1 752.99
Gross Profit: 15 981.94 Balance Drawdown Maximal: 1 254.16 (8.55%) Equity Drawdown Maximal: 3 116.97 (27.43%)
Gross Loss: -2 481.75 Balance Drawdown Relative: 8.55% (1 254.16) Equity Drawdown Relative: 27.43% (3 116.97)
Profit Factor: 6.44 Expected Payoff: 586.96 Margin Level: 255.17%
Recovery Factor: 4.33 Sharpe Ratio: 0.59 Z-Score: -0.12 (9.55%)
AHPR: 1.0399 (3.99%) LR Correlation: 0.94 OnTester result: 0
GHPR: 1.0378 (3.78%) LR Standard Error: 1 274.98
Total Trades: 23 Short Trades (won %): 14 (85.71%) Long Trades (won %): 9 (44.44%)
Total Deals: 54 Profit Trades (% of total): 16 (69.57%) Loss Trades (% of total): 7 (30.43%)
Largest profit trade: 2 600.33 Largest loss trade: -1 002.47
Average profit trade: 998.87 Average loss trade: -354.54
Maximum consecutive wins ($): 8 (10 078.61) Maximum consecutive losses ($): 2 (-875.89)
Maximal consecutive profit (count): 10 078.61 (8) Maximal consecutive loss (count): -1 002.47 (1)
Average consecutive wins: 3 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.94 Correlation (Profits,MAE): 0.30 Correlation (MFE,MAE): 0.0178
Graph
Minimal position holding time: 177:28:00 Maximal position holding time: 1751:59:59 Average position holding time: 635:38:45
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.01.02 00:002EURUSDbuy0.30 / 0.301.376570.875481.876572014.01.02 00:00filledCD_01
2014.01.07 00:023GBPUSDbuy0.30 / 0.301.640561.140002.140562014.01.07 00:02filledCD_01
2014.01.13 09:284EURUSDsell0.30 / 0.301.367061.867180.867062014.01.13 09:28filledCD_01
2014.01.20 08:575GBPUSDsell0.30 / 0.301.642692.142841.142692014.01.20 08:57filledCD_01
2014.01.28 00:006EURUSDbuy0.30 / 0.301.367430.867151.867432014.01.28 00:00filledCD_01
2014.02.04 00:397GBPUSDbuy0.30 / 0.301.630611.130432.130612014.02.04 00:39filledCD_01
2014.02.11 00:178EURUSDsell0.30 / 0.301.364661.864830.864662014.02.11 00:17filledCD_01
2014.02.18 00:009GBPUSDbuy0.30 / 0.301.671511.171162.171512014.02.18 00:00filledCD_01
2014.02.24 00:1210EURUSDsell0.30 / 0.301.374021.874190.874022014.02.24 00:12filledCD_01
2014.03.05 00:0011GBPUSDbuy0.30 / 0.301.666521.166382.166522014.03.05 00:00filledCD_01
2014.03.10 00:0212EURUSDsell0.30 / 0.301.387521.887670.887522014.03.10 00:02filledCD_01
2014.03.18 00:0013GBPUSDbuy0.30 / 0.301.663521.163272.163522014.03.18 00:00filledCD_01
2014.03.24 00:3714EURUSDsell0.30 / 0.301.378921.879050.878922014.03.24 00:37filledCD_01
2014.04.02 00:0115GBPUSDbuy0.30 / 0.301.662941.162722.162942014.04.02 00:01filledCD_01
2014.04.08 16:3116EURUSDbuy0.90 / 0.901.380482014.04.08 16:31filled
2014.04.08 16:3117GBPUSDsell1.50 / 1.501.675172014.04.08 16:31filled
2014.04.11 00:0518EURUSDsell0.30 / 0.301.388691.888840.888692014.04.11 00:05filledCD_01
2014.04.16 00:0019GBPUSDsell0.30 / 0.301.672812.173301.172812014.04.16 00:00filledCD_01
2014.04.24 00:0020EURUSDsell0.30 / 0.301.381671.881830.881672014.04.24 00:00filledCD_01
2014.04.28 03:1821GBPUSDbuy0.30 / 0.301.679501.179342.179502014.04.28 03:18filledCD_01
2014.05.06 00:0022EURUSDsell0.30 / 0.301.387461.887660.887462014.05.06 00:00filledCD_01
2014.05.15 00:0023GBPUSDbuy0.30 / 0.301.676821.176622.176822014.05.15 00:00filledCD_01
2014.05.21 00:0024EURUSDbuy0.30 / 0.301.370180.870011.870182014.05.21 00:00filledCD_01
2014.06.10 00:0025EURUSDbuy0.30 / 0.301.359350.859191.859352014.06.10 00:00filledCD_01
2014.06.10 01:3326GBPUSDsell0.30 / 0.301.680252.180411.180252014.06.10 01:33filledCD_01
2014.06.23 00:0027EURUSDbuy0.30 / 0.301.359370.858831.859372014.06.23 00:00filledCD_01
2014.06.25 00:3528GBPUSDbuy0.30 / 0.301.698391.198232.198392014.06.25 00:35filledCD_01
2014.07.07 00:0029GBPUSDsell0.30 / 0.301.716742.217021.216742014.07.07 00:00filledCD_01
2014.07.07 01:5530EURUSDbuy0.30 / 0.301.358880.858781.858882014.07.07 01:55filledCD_01
2014.07.18 10:0731GBPUSDbuy0.30 / 0.301.710061.209922.210062014.07.18 10:07filledCD_01
2014.07.18 11:2332EURUSDsell0.30 / 0.301.353051.853130.853052014.07.18 11:23filledCD_01
2014.08.04 00:0033EURUSDsell0.30 / 0.301.343041.843410.843042014.08.04 00:00filledCD_01
2014.08.04 01:0934GBPUSDbuy0.30 / 0.301.682211.182042.182212014.08.04 01:09filledCD_01
2014.08.15 09:3335EURUSDsell0.30 / 0.301.336521.836600.836522014.08.15 09:33filledCD_01
2014.08.19 00:0036GBPUSDsell0.30 / 0.301.672672.172951.172672014.08.19 00:00filledCD_01
2014.08.26 19:0137EURUSDbuy0.30 / 0.301.319020.818941.819022014.08.26 19:01filledCD_01
2014.09.01 09:4638GBPUSDsell0.30 / 0.301.662402.162541.162402014.09.01 09:46filledCD_01
2014.09.10 00:0039EURUSDsell0.30 / 0.301.293721.793990.793722014.09.10 00:00filledCD_01
2014.09.24 00:0040GBPUSDsell0.30 / 0.301.638712.138971.138712014.09.24 00:00filledCD_01
2014.09.24 01:3241EURUSDbuy0.30 / 0.301.284620.784531.784622014.09.24 01:32filledCD_01
2014.10.15 00:0042EURUSDbuy0.30 / 0.301.266330.765681.766332014.10.15 00:00filledCD_01
2014.10.17 00:0043GBPUSDsell0.30 / 0.301.608542.108951.108542014.10.17 00:00filledCD_01
2014.10.27 00:0044EURUSDsell0.30 / 0.301.267401.767580.767402014.10.27 00:00filledCD_01
2014.11.10 00:0045EURUSDsell0.30 / 0.301.247211.747750.747212014.11.10 00:00filledCD_01
2014.11.14 00:0046GBPUSDbuy0.30 / 0.301.571331.070932.071332014.11.14 00:00filledCD_01
2014.11.21 09:3747EURUSDbuy0.30 / 0.301.253890.753801.753892014.11.21 09:37filledCD_01
2014.12.04 00:0048EURUSDbuy0.30 / 0.301.231080.730951.731082014.12.04 00:00filledCD_01
2014.12.04 00:0249GBPUSDsell0.30 / 0.301.568642.068811.068642014.12.04 00:02filledCD_01
2014.12.15 09:2850EURUSDsell0.30 / 0.301.246181.746270.746182014.12.15 09:28filledCD_01
2014.12.15 10:1351GBPUSDbuy0.30 / 0.301.571331.071152.071332014.12.15 10:13filledCD_01
2014.12.31 00:0052EURUSDsell0.30 / 0.301.215781.716030.715782014.12.31 00:00filledCD_01
2015.01.02 00:0053GBPUSDsell0.30 / 0.301.557972.058141.057972015.01.02 00:00filledCD_01
2015.01.02 23:5954EURUSDbuy0.60 / 0.601.200422015.01.02 23:59filledend of test
2015.01.02 23:5955GBPUSDbuy0.60 / 0.601.533132015.01.02 23:59filledend of test
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2014.01.01 00:001balance0.000.0010 000.0010 000.00
2014.01.02 00:002EURUSDbuyin0.301.3765720.000.000.0010 000.00CD_01
2014.01.07 00:023GBPUSDbuyin0.301.6405630.000.000.0010 000.00CD_01
2014.01.13 09:284EURUSDsellout0.301.3670640.00-2.16-285.309 712.54CD_01
2014.01.20 08:575GBPUSDsellout0.301.6426950.003.5163.909 779.95CD_01
2014.01.28 00:006EURUSDbuyin0.301.3674360.000.000.009 779.95CD_01
2014.02.04 00:397GBPUSDbuyin0.301.6306170.000.000.009 779.95CD_01
2014.02.11 00:178EURUSDsellout0.301.3646680.00-3.36-83.109 693.49CD_01
2014.02.18 00:009GBPUSDbuyin0.301.6715190.000.000.009 693.49CD_01
2014.02.24 00:1210EURUSDsellin0.301.37402100.000.000.009 693.49CD_01
2014.03.05 00:0011GBPUSDbuyin0.301.66652110.000.000.009 693.49CD_01
2014.03.10 00:0212EURUSDsellin0.301.38752120.000.000.009 693.49CD_01
2014.03.18 00:0013GBPUSDbuyin0.301.66352130.000.000.009 693.49CD_01
2014.03.24 00:3714EURUSDsellin0.301.37892140.000.000.009 693.49CD_01
2014.04.02 00:0115GBPUSDbuyin0.301.66294150.000.000.009 693.49CD_01
2014.04.08 16:3116EURUSDbuyout0.901.38048160.007.83-29.409 671.92
2014.04.08 16:3117GBPUSDsellout1.501.67517170.0046.712 422.5012 141.13
2014.04.11 00:0518EURUSDsellin0.301.38869180.000.000.0012 141.13CD_01
2014.04.16 00:0019GBPUSDsellin0.301.67281190.000.000.0012 141.13CD_01
2014.04.24 00:0020EURUSDsellin0.301.38167200.000.000.0012 141.13CD_01
2014.04.28 03:1821GBPUSDbuyout0.301.67950210.00-7.20-200.7011 933.23CD_01
2014.05.06 00:0022EURUSDsellin0.301.38746220.000.000.0011 933.23CD_01
2014.05.15 00:0023GBPUSDbuyin0.301.67682230.000.000.0011 933.23CD_01
2014.05.21 00:0024EURUSDbuyout0.301.37018240.002.34472.8012 408.37CD_01
2014.06.10 00:0025EURUSDbuyout0.301.35935250.004.14797.7013 210.21CD_01
2014.06.10 01:3326GBPUSDsellout0.301.68025260.006.48102.9013 319.59CD_01
2014.06.23 00:0027EURUSDbuyout0.301.35937270.005.31797.1014 122.00CD_01
2014.06.25 00:3528GBPUSDbuyin0.301.69839280.000.000.0014 122.00CD_01
2014.07.07 00:0029GBPUSDsellout0.301.71674290.003.24550.5014 675.74CD_01
2014.07.07 01:5530EURUSDbuyin0.301.35888300.000.000.0014 675.74CD_01
2014.07.18 10:0731GBPUSDbuyin0.301.71006310.000.000.0014 675.74CD_01
2014.07.18 11:2332EURUSDsellout0.301.35305320.00-3.12-174.9014 497.72CD_01
2014.08.04 00:0033EURUSDsellin0.301.34304330.000.000.0014 497.72CD_01
2014.08.04 01:0934GBPUSDbuyin0.301.68221340.000.000.0014 497.72CD_01
2014.08.15 09:3335EURUSDsellin0.301.33652350.000.000.0014 497.72CD_01
2014.08.19 00:0036GBPUSDsellout0.301.67267360.006.08-703.9513 799.85CD_01
2014.08.26 19:0137EURUSDbuyout0.301.31902370.001.40622.8014 424.05CD_01
2014.09.01 09:4638GBPUSDsellout0.301.66240380.009.58-1 012.0513 421.58CD_01
2014.09.10 00:0039EURUSDsellin0.301.29372390.000.000.0013 421.58CD_01
2014.09.24 00:0040GBPUSDsellin0.301.63871400.000.000.0013 421.58CD_01
2014.09.24 01:3241EURUSDbuyout0.301.28462410.002.63963.9014 388.11CD_01
2014.10.15 00:0042EURUSDbuyout0.301.26633420.004.521 512.6015 905.23CD_01
2014.10.17 00:0043GBPUSDsellin0.301.60854430.000.000.0015 905.23CD_01
2014.10.27 00:0044EURUSDsellin0.301.26740440.000.000.0015 905.23CD_01
2014.11.10 00:0045EURUSDsellin0.301.24721450.000.000.0015 905.23CD_01
2014.11.14 00:0046GBPUSDbuyout0.301.57133460.00-24.301 568.8517 449.78CD_01
2014.11.21 09:3747EURUSDbuyout0.301.25389470.001.80102.4517 554.03CD_01
2014.12.04 00:0048EURUSDbuyout0.301.23108480.002.97786.7518 343.75CD_01
2014.12.04 00:0249GBPUSDsellin0.301.56864490.000.000.0018 343.75CD_01
2014.12.15 09:2850EURUSDsellin0.301.24618500.000.000.0018 343.75CD_01
2014.12.15 10:1351GBPUSDbuyout0.301.57133510.00-23.55744.0819 064.28CD_01
2014.12.31 00:0052EURUSDsellin0.301.21578520.000.000.0019 064.28CD_01
2015.01.02 00:0053GBPUSDsellin0.301.55797530.000.000.0019 064.28CD_01
2015.01.02 23:5954EURUSDbuyout0.601.20042540.001.981 833.6020 899.86end of test
2015.01.02 23:5955GBPUSDbuyout0.601.53313550.00-34.952 635.2823 500.19end of test
0.00 11.88 13 488.31 23 500.19