Strategy Tester Report
Alpari-MT5 (Build 3540)
Settings
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
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
Graph
Graph
Correlation (Profits,MFE): 0.95 Correlation (Profits,MAE): 0.11 Correlation (MFE,MAE): 0.2358
Graph
Minimal position holding time: 0:00:45 Maximal position holding time: 3:05:51 Average position holding time: 0:54:59
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2022.08.12 16:57:002AUDUSDbuy stop0.7 / 0.70.711340.751342022.08.12 16:57:47filled1660323600_Pend
2022.08.12 20:03:383AUDUSDsell0.7 / 0.70.000002022.08.12 20:03:38filled
2022.08.17 04:29:154AUDUSDbuy stop0.71 / 0.710.699350.739352022.08.17 04:39:16filled1660710600_Pend
2022.08.17 05:26:085AUDUSDsell0.71 / 0.710.000002022.08.17 05:26:08filledsl 0.70071
2022.09.05 01:30:396AUDUSDbuy stop0.74 / 00.680050.720052022.09.05 01:40:00canceled1662341400_Pend
2022.09.07 19:42:157AUDUSDbuy stop0.74 / 0.740.674200.714202022.09.07 19:45:29filled1662579600_Pend
2022.09.07 21:00:128AUDUSDsell0.74 / 0.740.000002022.09.07 21:00:12filledsl 0.67605
2022.09.15 04:27:139AUDUSDbuy stop0.75 / 0.750.675900.715902022.09.15 04:30:00filled1663216200_Pend
2022.09.15 05:19:1010AUDUSDsell0.75 / 0.750.000002022.09.15 05:19:10filledsl 0.67614
2022.09.23 01:58:0211AUDUSDbuy stop0.77 / 00.664580.704582022.09.23 02:10:06canceled1663898400_Pend
2022.09.29 19:57:0012AUDUSDbuy stop0.79 / 00.648020.688022022.09.29 20:10:00canceled1664481600_Pend
2022.10.04 17:00:5213AUDUSDbuy stop0.79 / 0.790.648690.688692022.10.04 17:01:22filled1664902800_Pend
2022.10.04 17:51:0614AUDUSDsell0.79 / 0.790.000002022.10.04 17:51:06filledsl 0.65024
2022.10.04 18:42:0015AUDUSDbuy stop0.79 / 0.790.649280.689282022.10.04 18:43:30filled1664909100_Pend
2022.10.04 19:36:2516AUDUSDsell0.79 / 0.790.000002022.10.04 19:36:25filledsl 0.65026
2022.10.13 02:57:0017AUDUSDbuy stop0.83 / 0.830.627830.667832022.10.13 03:05:37filled1665630000_Pend
2022.10.13 03:46:2418AUDUSDsell0.83 / 0.830.000002022.10.13 03:46:24filledsl 0.62832
2022.10.17 15:27:0019AUDUSDbuy stop0.83 / 0.830.626360.666362022.10.17 15:30:16filled1666020600_Pend
2022.10.17 16:17:2420AUDUSDsell0.83 / 0.830.000002022.10.17 16:17:24filledsl 0.62762
2022.10.18 22:57:0021AUDUSDbuy stop0.83 / 0.830.630720.670722022.10.18 22:59:51filled1666134000_Pend
2022.10.18 23:56:0222AUDUSDsell0.83 / 0.830.000002022.10.18 23:56:02filledsl 0.63087
2022.10.21 16:10:1623AUDUSDbuy stop0.84 / 0.840.628010.668012022.10.21 16:11:05filled1666368600_Pend
2022.10.21 16:58:2524AUDUSDsell0.84 / 0.840.000002022.10.21 16:58:25filled
2022.10.25 15:57:0025AUDUSDbuy stop0.86 / 0.860.632760.672762022.10.25 15:58:59filled1666713600_Pend
2022.10.25 17:07:5626AUDUSDsell0.86 / 0.860.000002022.10.25 17:07:56filledsl 0.63831
2022.11.02 19:57:0027AUDUSDbuy stop0.88 / 0.880.641610.681612022.11.02 20:00:04filled1667419200_Pend
2022.11.02 20:00:4928AUDUSDsell0.88 / 0.880.000002022.11.02 20:00:49filled
2022.11.10 15:30:1729AUDUSDbuy stop0.9 / 0.90.649250.689252022.11.10 15:30:23filled1668094200_Pend
2022.11.10 15:35:5030AUDUSDsell0.9 / 0.90.000002022.11.10 15:35:50filled
2022.11.16 15:27:2231AUDUSDbuy stop0.89 / 0.890.676110.716112022.11.16 15:31:05filled1668612600_Pend
2022.11.16 16:37:1132AUDUSDsell0.89 / 0.890.000002022.11.16 16:37:11filledsl 0.67633
2022.11.22 10:27:0033AUDUSDbuy stop0.91 / 0.910.663000.703002022.11.22 10:30:10filled1669113000_Pend
2022.11.22 11:30:1034AUDUSDsell0.91 / 0.910.000002022.11.22 11:30:10filled
2022.11.22 17:57:0035AUDUSDbuy stop0.91 / 0.910.663420.703422022.11.22 18:07:17filled1669140000_Pend
2022.11.22 19:15:2036AUDUSDsell0.91 / 0.910.000002022.11.22 19:15:20filled
2022.11.30 20:30:1637AUDUSDbuy stop0.9 / 0.90.671980.711982022.11.30 20:30:20filled1669840200_Pend
2022.11.30 20:40:5138AUDUSDsell0.9 / 0.90.000002022.11.30 20:40:51filled
2022.12.15 01:57:0039AUDUSDbuy stop0.91 / 0.910.685960.725962022.12.15 02:01:17filled1671069600_Pend
2022.12.15 03:00:3940AUDUSDsell0.91 / 0.910.000002022.12.15 03:00:39filledsl 0.68642
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
2022.08.12 16:57:472AUDUSDbuyin0.70.711352-0.800.000.009 999.201660323600_Pend
2022.08.12 20:03:383AUDUSDsellout0.70.711453-0.800.007.0010 005.40
2022.08.17 04:39:164AUDUSDbuyin0.710.699364-0.790.000.0010 004.611660710600_Pend
2022.08.17 05:26:085AUDUSDsellout0.710.700715-0.800.0095.8510 099.66sl 0.70071
2022.09.07 19:45:296AUDUSDbuyin0.740.674207-0.800.000.0010 098.861662579600_Pend
2022.09.07 21:00:127AUDUSDsellout0.740.676048-0.800.00136.1610 234.22sl 0.67605
2022.09.15 04:30:008AUDUSDbuyin0.750.675909-0.810.000.0010 233.411663216200_Pend
2022.09.15 05:19:109AUDUSDsellout0.750.6761410-0.810.0018.0010 250.60sl 0.67614
2022.10.04 17:01:2210AUDUSDbuyin0.790.6486913-0.820.000.0010 249.781664902800_Pend
2022.10.04 17:51:0611AUDUSDsellout0.790.6502414-0.820.00122.4510 371.41sl 0.65024
2022.10.04 18:43:3012AUDUSDbuyin0.790.6492815-0.820.000.0010 370.591664909100_Pend
2022.10.04 19:36:2513AUDUSDsellout0.790.6502616-0.820.0077.4210 447.19sl 0.65026
2022.10.13 03:05:3714AUDUSDbuyin0.830.6278517-0.830.000.0010 446.361665630000_Pend
2022.10.13 03:46:2415AUDUSDsellout0.830.6283218-0.830.0039.0110 484.54sl 0.62832
2022.10.17 15:30:1616AUDUSDbuyin0.830.6263619-0.830.000.0010 483.711666020600_Pend
2022.10.17 16:17:2417AUDUSDsellout0.830.6276220-0.830.00104.5810 587.46sl 0.62762
2022.10.18 22:59:5118AUDUSDbuyin0.830.6307221-0.840.000.0010 586.621666134000_Pend
2022.10.18 23:56:0219AUDUSDsellout0.830.6308022-0.840.006.6410 592.42sl 0.63087
2022.10.21 16:11:0520AUDUSDbuyin0.840.6280523-0.840.000.0010 591.581666368600_Pend
2022.10.21 16:58:2521AUDUSDsellout0.840.6318524-0.850.00319.2010 909.93
2022.10.25 15:58:5922AUDUSDbuyin0.860.6327625-0.870.000.0010 909.061666713600_Pend
2022.10.25 17:07:5623AUDUSDsellout0.860.6383126-0.880.00477.3011 385.48sl 0.63831
2022.11.02 20:00:0424AUDUSDbuyin0.880.6417527-0.900.000.0011 384.581667419200_Pend
2022.11.02 20:00:4925AUDUSDsellout0.880.6457828-0.910.00354.6411 738.31
2022.11.10 15:30:2326AUDUSDbuyin0.90.6492529-0.930.000.0011 737.381668094200_Pend
2022.11.10 15:35:5027AUDUSDsellout0.90.6531930-0.940.00354.6012 091.04
2022.11.16 15:31:0528AUDUSDbuyin0.890.6761131-0.960.000.0012 090.081668612600_Pend
2022.11.16 16:37:1129AUDUSDsellout0.890.6763232-0.960.0018.6912 107.81sl 0.67633
2022.11.22 10:30:1030AUDUSDbuyin0.910.6630933-0.970.000.0012 106.841669113000_Pend
2022.11.22 11:30:1031AUDUSDsellout0.910.6635134-0.970.0038.2212 144.09
2022.11.22 18:07:1732AUDUSDbuyin0.910.6634235-0.970.000.0012 143.121669140000_Pend
2022.11.22 19:15:2033AUDUSDsellout0.910.6635436-0.970.0010.9212 153.07
2022.11.30 20:30:2034AUDUSDbuyin0.90.6720437-0.970.000.0012 152.101669840200_Pend
2022.11.30 20:40:5135AUDUSDsellout0.90.6761138-0.970.00366.3012 517.43
2022.12.15 02:01:1736AUDUSDbuyin0.910.6859639-1.000.000.0012 516.431671069600_Pend
2022.12.15 03:00:3937AUDUSDsellout0.910.6864140-1.000.0040.9512 556.38sl 0.68642
-31.55 0.00 2 587.93 12 556.38