Strategy Tester Report
Alpari-MT5 (Build 3540)
Settings
Expert: GRINDER v.3.03 (FOR OPTIMIZATION 2.015-16.12.2022)
Symbol: EURUSD
Period: M1 (2022.08.12 - 2022.12.17)
Inputs: fixedVolume=0
volumeProc=1
useCalendar=true
newsHigh=true
newsMediun=true
newsLow=true
newsTimeH=15
newsTimeM=0
tradeTimeNews=10
lifeTimePosition=60
averageProfit=1.25
pipsDD=0
_1=BuyStop, SellStop settings
tpPending=4000
slPending=0
shiftTimePending=-180
distancePips=25
updatePeriod=60
pipsDDpending=200
_2=Position enter market settings
useBuySell=false
tpPosition=0
slPosition=0
shiftTimePosition=-2
_3=Trail Settings
useTrailSAR=true
trailTF=5
startTrailSAR=50
sarStep=0.12
sarMaximum=0.35
useTrail=false
tStopP=50
trailingStepP=75
_4=MA filter
useMA=true
maTF=15
maPeriod=3
maShift=6
maMethod=3
maAppliedPrice=5
_5=Bollinger Bands filter
useBB=true
bbTF=16385
bbPeriod=5
bbShift=18
bbDev=5.0
bbAppliedPrice=5
bbBars=16
bbPointsMin=60
_6=RSI filter
useRSI=true
rsiTF=20
rsiPeriod=8
rsiAppliedPrice=5
rsiUP=51
rsiDN=51
hedge_options= Hedge Options
useHedge=true
dd_For_Hedge=10
coefficient_Hedge=0.4
intervalHedge=5
profit_options= Profit Options
useTarget=true
useDateFixingTargetValue=false
dateFixingTargetValue=1670803800
targetProfitDate=1.25
targetProfitPair=3
equity_options= Equity Profit Options
USE_EQUITY_PROFIT=false
EQUITY_TYPE=1
EQUITY_FIXED_LEVEL=10100
EQUITY_PERCENT_LEVEL=2
_8=Others Settings
hourRefreshNews=1
magicW=1361
slip=20
vis_options= Visual Options
showInfoPanel=true
clrBG=2565927
sizeFont=10
clrTxt=16777215
valuePlus=65407
valueMinus=17919
clrHigh=255
clrMedium=36095
clrLow=65535
styleLine=3
clrCurr=16776960
styleCurr=0
Company: Alpari
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:500
Results
History Quality: 100% real ticks
Bars: 130748 Ticks: 12763518 Symbols: 1
Total Net Profit: 3 007.95 Balance Drawdown Absolute: 0.80 Equity Drawdown Absolute: 10.11
Gross Profit: 3 024.14 Balance Drawdown Maximal: 1.90 (0.02%) Equity Drawdown Maximal: 191.34 (1.45%)
Gross Loss: -16.19 Balance Drawdown Relative: 0.02% (1.90) Equity Drawdown Relative: 1.57% (163.80)
Profit Factor: 186.79 Expected Payoff: 167.11 Margin Level: 9909.99%
Recovery Factor: 15.72 Sharpe Ratio: 55.09 Z-Score: 1.94 (94.76%)
AHPR: 1.0148 (1.48%) LR Correlation: 0.98 OnTester result: 0
GHPR: 1.0147 (1.47%) LR Standard Error: 231.40
Total Trades: 18 Short Trades (won %): 7 (85.71%) Long Trades (won %): 11 (100.00%)
Total Deals: 36 Profit Trades (% of total): 17 (94.44%) Loss Trades (% of total): 1 (5.56%)
Largest profit trade: 516.20 Largest loss trade: -0.31
Average profit trade: 177.89 Average loss trade: -16.19
Maximum consecutive wins ($): 15 (2 898.38) Maximum consecutive losses ($): 1 (-0.31)
Maximal consecutive profit (count): 2 898.38 (15) Maximal consecutive loss (count): -0.31 (1)
Average consecutive wins: 9 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.95 Correlation (Profits,MAE): 0.34 Correlation (MFE,MAE): 0.4356
Graph
Minimal position holding time: 0:01:48 Maximal position holding time: 2:00:21 Average position holding time: 0:54:13
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2022.08.17 20:58:252EURUSDbuy stop0.49 / 0.491.017151.057152022.08.17 21:00:03filled1660770000_Pend
2022.08.17 21:46:573EURUSDsell0.49 / 0.490.000002022.08.17 21:46:57filledsl 1.01927
2022.09.01 10:12:004EURUSDbuy stop0.5 / 0.51.002411.042412022.09.01 10:12:50filled1662027300_Pend
2022.09.01 11:12:505EURUSDsell0.5 / 0.50.000002022.09.01 11:12:50filled
2022.09.13 10:57:006EURUSDsell stop0.49 / 0.491.014530.974532022.09.13 11:05:55filled1663066800_Pend
2022.09.13 11:37:417EURUSDbuy0.49 / 0.490.000002022.09.13 11:37:41filledsl 1.01441
2022.09.13 15:30:018EURUSDsell stop0.49 / 0.491.012810.972812022.09.13 15:30:02filled1663083000_Pend
2022.09.13 15:33:259EURUSDbuy0.49 / 0.490.000002022.09.13 15:33:25filled
2022.09.15 15:30:0410EURUSDsell stop0.52 / 0.520.999100.959102022.09.15 15:31:04filled1663255800_Pend
2022.09.15 16:31:0411EURUSDbuy0.52 / 0.520.000002022.09.15 16:31:04filled
2022.09.27 15:57:0012EURUSDsell stop0.54 / 0.540.962220.922222022.09.27 16:01:21filled1664294400_Pend
2022.09.27 17:01:2113EURUSDbuy0.54 / 0.540.000002022.09.27 17:01:21filled
2022.09.30 23:15:4514EURUSDsell stop0.53 / 00.980350.940352022.09.30 23:25:00canceled1664579700_Pend
2022.10.03 17:03:0015EURUSDbuy stop0.53 / 0.530.979041.019042022.10.03 17:05:06filled1664816400_Pend
2022.10.03 17:46:0916EURUSDsell0.53 / 0.530.000002022.10.03 17:46:09filledsl 0.98070
2022.10.03 20:16:3517EURUSDsell stop0.53 / 0.530.979900.939902022.10.03 20:19:55filled1664828340_Pend
2022.10.03 21:13:3118EURUSDbuy0.53 / 0.530.000002022.10.03 21:13:31filledsl 0.97967
2022.10.13 17:32:4819EURUSDbuy stop0.54 / 0.540.969161.009162022.10.13 17:35:18filled1665682200_Pend
2022.10.13 18:58:1920EURUSDsell0.54 / 0.540.000002022.10.13 18:58:19filledsl 0.97722
2022.10.17 15:29:1421EURUSDbuy stop0.56 / 0.560.975591.015592022.10.17 15:30:09filled1666020600_Pend
2022.10.17 16:24:1922EURUSDsell0.56 / 0.560.000002022.10.17 16:24:19filledsl 0.97787
2022.10.25 15:58:4723EURUSDbuy stop0.56 / 0.560.987311.027312022.10.25 15:58:58filled1666713600_Pend
2022.10.25 17:10:2024EURUSDsell0.56 / 0.560.000002022.10.25 17:10:20filledsl 0.99550
2022.11.02 19:57:0025EURUSDbuy stop0.58 / 0.580.988331.028332022.11.02 20:00:05filled1667419200_Pend
2022.11.02 20:01:5326EURUSDsell0.58 / 0.580.000002022.11.02 20:01:53filled
2022.11.04 14:40:0027EURUSDbuy stop0.6 / 00.980251.020252022.11.04 14:40:00canceled1667572200_Pend
2022.11.08 10:00:0828EURUSDbuy stop0.59 / 0.591.000041.040042022.11.08 10:03:35filled1667901600_Pend
2022.11.08 11:57:2529EURUSDsell0.59 / 0.590.000002022.11.08 11:57:25filled
2022.11.10 15:30:1830EURUSDbuy stop0.59 / 0.591.005151.045152022.11.10 15:30:23filled1668094200_Pend
2022.11.10 15:42:4731EURUSDsell0.59 / 0.590.000002022.11.10 15:42:47filled
2022.11.16 21:37:3032EURUSDbuy stop0.59 / 0.591.038781.078782022.11.16 21:40:56filled1668634500_Pend
2022.11.16 22:55:0533EURUSDsell0.59 / 0.590.000002022.11.16 22:55:05filledsl 1.03979
2022.11.17 11:06:4034EURUSDsell stop0.59 / 0.591.037930.997932022.11.17 11:08:41filled1668682800_Pend
2022.11.17 12:07:0235EURUSDbuy0.59 / 0.590.000002022.11.17 12:07:02filledsl 1.03670
2022.11.18 15:09:3536EURUSDbuy stop0.59 / 01.037321.077322022.11.18 15:10:00canceled1668783600_Pend
2022.11.29 12:20:0037EURUSDsell stop0.59 / 01.037510.997512022.11.29 12:20:01canceled1669723800_Pend
2022.11.30 20:30:2038EURUSDbuy stop0.6 / 0.61.033171.073172022.11.30 20:30:21filled1669840200_Pend
2022.11.30 22:30:4239EURUSDsell0.6 / 0.60.000002022.11.30 22:30:42filledsl 1.04182
2022.12.02 15:30:1140EURUSDsell stop0.61 / 0.611.047631.007632022.12.02 15:30:37filled1669995000_Pend
2022.12.02 16:00:2341EURUSDbuy0.61 / 0.610.000002022.12.02 16:00:23filledsl 1.04649
2022.12.16 10:58:3942EURUSDbuy stop0.61 / 01.064481.104482022.12.16 11:10:00canceled1671188400_Pend
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2022.08.12 00:00:001balance0.000.0010 000.0010 000.00
2022.08.17 21:00:032EURUSDbuyin0.491.017632-0.800.000.009 999.201660770000_Pend
2022.08.17 21:46:573EURUSDsellout0.491.019273-0.800.0080.3610 078.76sl 1.01927
2022.09.01 10:12:504EURUSDbuyin0.51.002414-0.800.000.0010 077.961662027300_Pend
2022.09.01 11:12:505EURUSDsellout0.51.003355-0.800.0047.0010 124.16
2022.09.13 11:05:556EURUSDsellin0.491.014486-0.800.000.0010 123.361663066800_Pend
2022.09.13 11:37:417EURUSDbuyout0.491.014477-0.800.000.4910 123.05sl 1.01441
2022.09.13 15:30:028EURUSDsellin0.491.012588-0.790.000.0010 122.261663083000_Pend
2022.09.13 15:33:259EURUSDbuyout0.491.006359-0.790.00305.2710 426.74
2022.09.15 15:31:0410EURUSDsellin0.520.9991010-0.830.000.0010 425.911663255800_Pend
2022.09.15 16:31:0411EURUSDbuyout0.520.9984911-0.830.0031.7210 456.80
2022.09.27 16:01:2112EURUSDsellin0.540.9622212-0.830.000.0010 455.971664294400_Pend
2022.09.27 17:01:2113EURUSDbuyout0.540.9616613-0.830.0030.2410 485.38
2022.10.03 17:05:0614EURUSDbuyin0.530.9790715-0.830.000.0010 484.551664816400_Pend
2022.10.03 17:46:0915EURUSDsellout0.530.9806816-0.830.0085.3310 569.05sl 0.98070
2022.10.03 20:19:5516EURUSDsellin0.530.9799017-0.830.000.0010 568.221664828340_Pend
2022.10.03 21:13:3117EURUSDbuyout0.530.9796818-0.830.0011.6610 579.05sl 0.97967
2022.10.13 17:35:1818EURUSDbuyin0.540.9691619-0.840.000.0010 578.211665682200_Pend
2022.10.13 18:58:1919EURUSDsellout0.540.9771720-0.840.00432.5411 009.91sl 0.97722
2022.10.17 15:30:0920EURUSDbuyin0.560.9756421-0.870.000.0011 009.041666020600_Pend
2022.10.17 16:24:1921EURUSDsellout0.560.9778722-0.880.00124.8811 133.04sl 0.97787
2022.10.25 15:58:5822EURUSDbuyin0.560.9873323-0.880.000.0011 132.161666713600_Pend
2022.10.25 17:10:2023EURUSDsellout0.560.9954824-0.890.00456.4011 587.67sl 0.99550
2022.11.02 20:00:0524EURUSDbuyin0.580.9883825-0.920.000.0011 586.751667419200_Pend
2022.11.02 20:01:5325EURUSDsellout0.580.9943926-0.920.00348.5811 934.41
2022.11.08 10:03:3526EURUSDbuyin0.591.0000428-0.940.000.0011 933.471667901600_Pend
2022.11.08 11:57:2527EURUSDsellout0.591.0001629-0.940.007.0811 939.61
2022.11.10 15:30:2328EURUSDbuyin0.591.0051630-0.950.000.0011 938.661668094200_Pend
2022.11.10 15:42:4729EURUSDsellout0.591.0113031-0.950.00362.2612 299.97
2022.11.16 21:40:5630EURUSDbuyin0.591.0388032-0.980.000.0012 298.991668634500_Pend
2022.11.16 22:55:0531EURUSDsellout0.591.0397933-0.980.0058.4112 356.42sl 1.03979
2022.11.17 11:08:4132EURUSDsellin0.591.0379334-0.980.000.0012 355.441668682800_Pend
2022.11.17 12:07:0233EURUSDbuyout0.591.0367235-0.980.0071.3912 425.85sl 1.03670
2022.11.30 20:30:2134EURUSDbuyin0.61.0332038-0.990.000.0012 424.861669840200_Pend
2022.11.30 22:30:4235EURUSDsellout0.61.0418239-1.000.00517.2012 941.06sl 1.04182
2022.12.02 15:30:3736EURUSDsellin0.611.0476240-1.020.000.0012 940.041669995000_Pend
2022.12.02 16:00:2337EURUSDbuyout0.611.0464941-1.020.0068.9313 007.95sl 1.04649
-31.79 0.00 3 039.74 13 007.95