Strategy Tester Report |
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Alpari-MT5 (Build 3540) |
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Settings |
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Expert: | GRINDER v.3.03 (FOR OPTIMIZATION 2.015-16.12.2022) | |||||||||||
Symbol: | AUDUSD | |||||||||||
Period: | M1 (2022.08.12 - 2023.01.04) | |||||||||||
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=1 | ||||||||||||
maShift=6 | ||||||||||||
maMethod=2 | ||||||||||||
maAppliedPrice=5 | ||||||||||||
_5=Bollinger Bands filter | ||||||||||||
useBB=true | ||||||||||||
bbTF=30 | ||||||||||||
bbPeriod=45 | ||||||||||||
bbShift=18 | ||||||||||||
bbDev=5.0 | ||||||||||||
bbAppliedPrice=5 | ||||||||||||
bbBars=10 | ||||||||||||
bbPointsMin=100 | ||||||||||||
_6=RSI filter | ||||||||||||
useRSI=true | ||||||||||||
rsiTF=20 | ||||||||||||
rsiPeriod=22 | ||||||||||||
rsiAppliedPrice=5 | ||||||||||||
rsiUP=54 | ||||||||||||
rsiDN=69 | ||||||||||||
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 |
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History Quality: | 100% real ticks | |||||||||||
Bars: | 145596 | Ticks: | 11778290 | Symbols: | 1 | |||||||
Total Net Profit: | 2 556.38 | Balance Drawdown Absolute: | 0.80 | Equity Drawdown Absolute: | 158.30 | |||||||
Gross Profit: | 2 572.13 | Balance Drawdown Maximal: | 1.00 (0.01%) | Equity Drawdown Maximal: | 290.66 (2.73%) | |||||||
Gross Loss: | -15.75 | Balance Drawdown Relative: | 0.01% (0.97) | Equity Drawdown Relative: | 2.73% (290.66) | |||||||
Profit Factor: | 163.31 | Expected Payoff: | 142.90 | Margin Level: | 9829.87% | |||||||
Recovery Factor: | 8.80 | Sharpe Ratio: | 43.59 | Z-Score: | 0.00 (0.00%) | |||||||
AHPR: | 1.0128 (1.28%) | LR Correlation: | 0.97 | OnTester result: | 0 | |||||||
GHPR: | 1.0127 (1.27%) | LR Standard Error: | 245.65 | |||||||||
Total Trades: | 18 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 18 (100.00%) | |||||||
Total Deals: | 36 | Profit Trades (% of total): | 18 (100.00%) | Loss Trades (% of total): | 0 (0.00%) | |||||||
Largest profit trade: | 476.42 | Largest loss trade: | 0.00 | |||||||||
Average profit trade: | 142.90 | Average loss trade: | 0.00 | |||||||||
Maximum consecutive wins ($): | 18 (2 572.13) | Maximum consecutive losses ($): | 0 (0.00) | |||||||||
Maximal consecutive profit (count): | 2 572.13 (18) | Maximal consecutive loss (count): | 0.00 (0) | |||||||||
Average consecutive wins: | 18 | Average consecutive losses: | 0 | |||||||||
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Correlation (Profits,MFE): | 0.95 | Correlation (Profits,MAE): | 0.11 | Correlation (MFE,MAE): | 0.2358 | |||||||
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Minimal position holding time: | 0:00:45 | Maximal position holding time: | 3:05:51 | Average position holding time: | 0:54:59 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2022.08.12 16:57:00 | 2 | AUDUSD | buy stop | 0.7 / 0.7 | 0.71134 | 0.75134 | 2022.08.12 16:57:47 | filled | 1660323600_Pend | |||
2022.08.12 20:03:38 | 3 | AUDUSD | sell | 0.7 / 0.7 | 0.00000 | 2022.08.12 20:03:38 | filled | |||||
2022.08.17 04:29:15 | 4 | AUDUSD | buy stop | 0.71 / 0.71 | 0.69935 | 0.73935 | 2022.08.17 04:39:16 | filled | 1660710600_Pend | |||
2022.08.17 05:26:08 | 5 | AUDUSD | sell | 0.71 / 0.71 | 0.00000 | 2022.08.17 05:26:08 | filled | sl 0.70071 | ||||
2022.09.05 01:30:39 | 6 | AUDUSD | buy stop | 0.74 / 0 | 0.68005 | 0.72005 | 2022.09.05 01:40:00 | canceled | 1662341400_Pend | |||
2022.09.07 19:42:15 | 7 | AUDUSD | buy stop | 0.74 / 0.74 | 0.67420 | 0.71420 | 2022.09.07 19:45:29 | filled | 1662579600_Pend | |||
2022.09.07 21:00:12 | 8 | AUDUSD | sell | 0.74 / 0.74 | 0.00000 | 2022.09.07 21:00:12 | filled | sl 0.67605 | ||||
2022.09.15 04:27:13 | 9 | AUDUSD | buy stop | 0.75 / 0.75 | 0.67590 | 0.71590 | 2022.09.15 04:30:00 | filled | 1663216200_Pend | |||
2022.09.15 05:19:10 | 10 | AUDUSD | sell | 0.75 / 0.75 | 0.00000 | 2022.09.15 05:19:10 | filled | sl 0.67614 | ||||
2022.09.23 01:58:02 | 11 | AUDUSD | buy stop | 0.77 / 0 | 0.66458 | 0.70458 | 2022.09.23 02:10:06 | canceled | 1663898400_Pend | |||
2022.09.29 19:57:00 | 12 | AUDUSD | buy stop | 0.79 / 0 | 0.64802 | 0.68802 | 2022.09.29 20:10:00 | canceled | 1664481600_Pend | |||
2022.10.04 17:00:52 | 13 | AUDUSD | buy stop | 0.79 / 0.79 | 0.64869 | 0.68869 | 2022.10.04 17:01:22 | filled | 1664902800_Pend | |||
2022.10.04 17:51:06 | 14 | AUDUSD | sell | 0.79 / 0.79 | 0.00000 | 2022.10.04 17:51:06 | filled | sl 0.65024 | ||||
2022.10.04 18:42:00 | 15 | AUDUSD | buy stop | 0.79 / 0.79 | 0.64928 | 0.68928 | 2022.10.04 18:43:30 | filled | 1664909100_Pend | |||
2022.10.04 19:36:25 | 16 | AUDUSD | sell | 0.79 / 0.79 | 0.00000 | 2022.10.04 19:36:25 | filled | sl 0.65026 | ||||
2022.10.13 02:57:00 | 17 | AUDUSD | buy stop | 0.83 / 0.83 | 0.62783 | 0.66783 | 2022.10.13 03:05:37 | filled | 1665630000_Pend | |||
2022.10.13 03:46:24 | 18 | AUDUSD | sell | 0.83 / 0.83 | 0.00000 | 2022.10.13 03:46:24 | filled | sl 0.62832 | ||||
2022.10.17 15:27:00 | 19 | AUDUSD | buy stop | 0.83 / 0.83 | 0.62636 | 0.66636 | 2022.10.17 15:30:16 | filled | 1666020600_Pend | |||
2022.10.17 16:17:24 | 20 | AUDUSD | sell | 0.83 / 0.83 | 0.00000 | 2022.10.17 16:17:24 | filled | sl 0.62762 | ||||
2022.10.18 22:57:00 | 21 | AUDUSD | buy stop | 0.83 / 0.83 | 0.63072 | 0.67072 | 2022.10.18 22:59:51 | filled | 1666134000_Pend | |||
2022.10.18 23:56:02 | 22 | AUDUSD | sell | 0.83 / 0.83 | 0.00000 | 2022.10.18 23:56:02 | filled | sl 0.63087 | ||||
2022.10.21 16:10:16 | 23 | AUDUSD | buy stop | 0.84 / 0.84 | 0.62801 | 0.66801 | 2022.10.21 16:11:05 | filled | 1666368600_Pend | |||
2022.10.21 16:58:25 | 24 | AUDUSD | sell | 0.84 / 0.84 | 0.00000 | 2022.10.21 16:58:25 | filled | |||||
2022.10.25 15:57:00 | 25 | AUDUSD | buy stop | 0.86 / 0.86 | 0.63276 | 0.67276 | 2022.10.25 15:58:59 | filled | 1666713600_Pend | |||
2022.10.25 17:07:56 | 26 | AUDUSD | sell | 0.86 / 0.86 | 0.00000 | 2022.10.25 17:07:56 | filled | sl 0.63831 | ||||
2022.11.02 19:57:00 | 27 | AUDUSD | buy stop | 0.88 / 0.88 | 0.64161 | 0.68161 | 2022.11.02 20:00:04 | filled | 1667419200_Pend | |||
2022.11.02 20:00:49 | 28 | AUDUSD | sell | 0.88 / 0.88 | 0.00000 | 2022.11.02 20:00:49 | filled | |||||
2022.11.10 15:30:17 | 29 | AUDUSD | buy stop | 0.9 / 0.9 | 0.64925 | 0.68925 | 2022.11.10 15:30:23 | filled | 1668094200_Pend | |||
2022.11.10 15:35:50 | 30 | AUDUSD | sell | 0.9 / 0.9 | 0.00000 | 2022.11.10 15:35:50 | filled | |||||
2022.11.16 15:27:22 | 31 | AUDUSD | buy stop | 0.89 / 0.89 | 0.67611 | 0.71611 | 2022.11.16 15:31:05 | filled | 1668612600_Pend | |||
2022.11.16 16:37:11 | 32 | AUDUSD | sell | 0.89 / 0.89 | 0.00000 | 2022.11.16 16:37:11 | filled | sl 0.67633 | ||||
2022.11.22 10:27:00 | 33 | AUDUSD | buy stop | 0.91 / 0.91 | 0.66300 | 0.70300 | 2022.11.22 10:30:10 | filled | 1669113000_Pend | |||
2022.11.22 11:30:10 | 34 | AUDUSD | sell | 0.91 / 0.91 | 0.00000 | 2022.11.22 11:30:10 | filled | |||||
2022.11.22 17:57:00 | 35 | AUDUSD | buy stop | 0.91 / 0.91 | 0.66342 | 0.70342 | 2022.11.22 18:07:17 | filled | 1669140000_Pend | |||
2022.11.22 19:15:20 | 36 | AUDUSD | sell | 0.91 / 0.91 | 0.00000 | 2022.11.22 19:15:20 | filled | |||||
2022.11.30 20:30:16 | 37 | AUDUSD | buy stop | 0.9 / 0.9 | 0.67198 | 0.71198 | 2022.11.30 20:30:20 | filled | 1669840200_Pend | |||
2022.11.30 20:40:51 | 38 | AUDUSD | sell | 0.9 / 0.9 | 0.00000 | 2022.11.30 20:40:51 | filled | |||||
2022.12.15 01:57:00 | 39 | AUDUSD | buy stop | 0.91 / 0.91 | 0.68596 | 0.72596 | 2022.12.15 02:01:17 | filled | 1671069600_Pend | |||
2022.12.15 03:00:39 | 40 | AUDUSD | sell | 0.91 / 0.91 | 0.00000 | 2022.12.15 03:00:39 | filled | sl 0.68642 | ||||
Deals |
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Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2022.08.12 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2022.08.12 16:57:47 | 2 | AUDUSD | buy | in | 0.7 | 0.71135 | 2 | -0.80 | 0.00 | 0.00 | 9 999.20 | 1660323600_Pend |
2022.08.12 20:03:38 | 3 | AUDUSD | sell | out | 0.7 | 0.71145 | 3 | -0.80 | 0.00 | 7.00 | 10 005.40 | |
2022.08.17 04:39:16 | 4 | AUDUSD | buy | in | 0.71 | 0.69936 | 4 | -0.79 | 0.00 | 0.00 | 10 004.61 | 1660710600_Pend |
2022.08.17 05:26:08 | 5 | AUDUSD | sell | out | 0.71 | 0.70071 | 5 | -0.80 | 0.00 | 95.85 | 10 099.66 | sl 0.70071 |
2022.09.07 19:45:29 | 6 | AUDUSD | buy | in | 0.74 | 0.67420 | 7 | -0.80 | 0.00 | 0.00 | 10 098.86 | 1662579600_Pend |
2022.09.07 21:00:12 | 7 | AUDUSD | sell | out | 0.74 | 0.67604 | 8 | -0.80 | 0.00 | 136.16 | 10 234.22 | sl 0.67605 |
2022.09.15 04:30:00 | 8 | AUDUSD | buy | in | 0.75 | 0.67590 | 9 | -0.81 | 0.00 | 0.00 | 10 233.41 | 1663216200_Pend |
2022.09.15 05:19:10 | 9 | AUDUSD | sell | out | 0.75 | 0.67614 | 10 | -0.81 | 0.00 | 18.00 | 10 250.60 | sl 0.67614 |
2022.10.04 17:01:22 | 10 | AUDUSD | buy | in | 0.79 | 0.64869 | 13 | -0.82 | 0.00 | 0.00 | 10 249.78 | 1664902800_Pend |
2022.10.04 17:51:06 | 11 | AUDUSD | sell | out | 0.79 | 0.65024 | 14 | -0.82 | 0.00 | 122.45 | 10 371.41 | sl 0.65024 |
2022.10.04 18:43:30 | 12 | AUDUSD | buy | in | 0.79 | 0.64928 | 15 | -0.82 | 0.00 | 0.00 | 10 370.59 | 1664909100_Pend |
2022.10.04 19:36:25 | 13 | AUDUSD | sell | out | 0.79 | 0.65026 | 16 | -0.82 | 0.00 | 77.42 | 10 447.19 | sl 0.65026 |
2022.10.13 03:05:37 | 14 | AUDUSD | buy | in | 0.83 | 0.62785 | 17 | -0.83 | 0.00 | 0.00 | 10 446.36 | 1665630000_Pend |
2022.10.13 03:46:24 | 15 | AUDUSD | sell | out | 0.83 | 0.62832 | 18 | -0.83 | 0.00 | 39.01 | 10 484.54 | sl 0.62832 |
2022.10.17 15:30:16 | 16 | AUDUSD | buy | in | 0.83 | 0.62636 | 19 | -0.83 | 0.00 | 0.00 | 10 483.71 | 1666020600_Pend |
2022.10.17 16:17:24 | 17 | AUDUSD | sell | out | 0.83 | 0.62762 | 20 | -0.83 | 0.00 | 104.58 | 10 587.46 | sl 0.62762 |
2022.10.18 22:59:51 | 18 | AUDUSD | buy | in | 0.83 | 0.63072 | 21 | -0.84 | 0.00 | 0.00 | 10 586.62 | 1666134000_Pend |
2022.10.18 23:56:02 | 19 | AUDUSD | sell | out | 0.83 | 0.63080 | 22 | -0.84 | 0.00 | 6.64 | 10 592.42 | sl 0.63087 |
2022.10.21 16:11:05 | 20 | AUDUSD | buy | in | 0.84 | 0.62805 | 23 | -0.84 | 0.00 | 0.00 | 10 591.58 | 1666368600_Pend |
2022.10.21 16:58:25 | 21 | AUDUSD | sell | out | 0.84 | 0.63185 | 24 | -0.85 | 0.00 | 319.20 | 10 909.93 | |
2022.10.25 15:58:59 | 22 | AUDUSD | buy | in | 0.86 | 0.63276 | 25 | -0.87 | 0.00 | 0.00 | 10 909.06 | 1666713600_Pend |
2022.10.25 17:07:56 | 23 | AUDUSD | sell | out | 0.86 | 0.63831 | 26 | -0.88 | 0.00 | 477.30 | 11 385.48 | sl 0.63831 |
2022.11.02 20:00:04 | 24 | AUDUSD | buy | in | 0.88 | 0.64175 | 27 | -0.90 | 0.00 | 0.00 | 11 384.58 | 1667419200_Pend |
2022.11.02 20:00:49 | 25 | AUDUSD | sell | out | 0.88 | 0.64578 | 28 | -0.91 | 0.00 | 354.64 | 11 738.31 | |
2022.11.10 15:30:23 | 26 | AUDUSD | buy | in | 0.9 | 0.64925 | 29 | -0.93 | 0.00 | 0.00 | 11 737.38 | 1668094200_Pend |
2022.11.10 15:35:50 | 27 | AUDUSD | sell | out | 0.9 | 0.65319 | 30 | -0.94 | 0.00 | 354.60 | 12 091.04 | |
2022.11.16 15:31:05 | 28 | AUDUSD | buy | in | 0.89 | 0.67611 | 31 | -0.96 | 0.00 | 0.00 | 12 090.08 | 1668612600_Pend |
2022.11.16 16:37:11 | 29 | AUDUSD | sell | out | 0.89 | 0.67632 | 32 | -0.96 | 0.00 | 18.69 | 12 107.81 | sl 0.67633 |
2022.11.22 10:30:10 | 30 | AUDUSD | buy | in | 0.91 | 0.66309 | 33 | -0.97 | 0.00 | 0.00 | 12 106.84 | 1669113000_Pend |
2022.11.22 11:30:10 | 31 | AUDUSD | sell | out | 0.91 | 0.66351 | 34 | -0.97 | 0.00 | 38.22 | 12 144.09 | |
2022.11.22 18:07:17 | 32 | AUDUSD | buy | in | 0.91 | 0.66342 | 35 | -0.97 | 0.00 | 0.00 | 12 143.12 | 1669140000_Pend |
2022.11.22 19:15:20 | 33 | AUDUSD | sell | out | 0.91 | 0.66354 | 36 | -0.97 | 0.00 | 10.92 | 12 153.07 | |
2022.11.30 20:30:20 | 34 | AUDUSD | buy | in | 0.9 | 0.67204 | 37 | -0.97 | 0.00 | 0.00 | 12 152.10 | 1669840200_Pend |
2022.11.30 20:40:51 | 35 | AUDUSD | sell | out | 0.9 | 0.67611 | 38 | -0.97 | 0.00 | 366.30 | 12 517.43 | |
2022.12.15 02:01:17 | 36 | AUDUSD | buy | in | 0.91 | 0.68596 | 39 | -1.00 | 0.00 | 0.00 | 12 516.43 | 1671069600_Pend |
2022.12.15 03:00:39 | 37 | AUDUSD | sell | out | 0.91 | 0.68641 | 40 | -1.00 | 0.00 | 40.95 | 12 556.38 | sl 0.68642 |
-31.55 | 0.00 | 2 587.93 | 12 556.38 | |||||||||