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=9
maShift=0
maMethod=3
maAppliedPrice=5
_5=Bollinger Bands filter
useBB=true
bbTF=15
bbPeriod=25
bbShift=18
bbDev=2.0
bbAppliedPrice=5
bbBars=20
bbPointsMin=20
_6=RSI filter
useRSI=true
rsiTF=16385
rsiPeriod=2
rsiAppliedPrice=5
rsiUP=60
rsiDN=60
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: 3 298.71 Balance Drawdown Absolute: 0.80 Equity Drawdown Absolute: 428.84
Gross Profit: 3 365.80 Balance Drawdown Maximal: 41.42 (0.39%) Equity Drawdown Maximal: 502.84 (4.78%)
Gross Loss: -67.09 Balance Drawdown Relative: 0.39% (41.42) Equity Drawdown Relative: 4.78% (502.84)
Profit Factor: 50.17 Expected Payoff: 113.75 Margin Level: 9596.11%
Recovery Factor: 6.56 Sharpe Ratio: 18.76 Z-Score: 2.25 (97.56%)
AHPR: 1.0100 (1.00%) LR Correlation: 0.99 OnTester result: 0
GHPR: 1.0099 (0.99%) LR Standard Error: 175.63
Total Trades: 29 Short Trades (won %): 10 (90.00%) Long Trades (won %): 19 (100.00%)
Total Deals: 57 Profit Trades (% of total): 28 (96.55%) Loss Trades (% of total): 1 (3.45%)
Largest profit trade: 470.88 Largest loss trade: -41.42
Average profit trade: 120.21 Average loss trade: -67.09
Maximum consecutive wins ($): 20 (2 802.78) Maximum consecutive losses ($): 1 (-41.42)
Maximal consecutive profit (count): 2 802.78 (20) Maximal consecutive loss (count): -41.42 (1)
Average consecutive wins: 14 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.95 Correlation (Profits,MAE): 0.32 Correlation (MFE,MAE): 0.4443
Graph
Minimal position holding time: 0:01:35 Maximal position holding time: 23:59:43 Average position holding time: 3:29:44
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2022.08.18 04:30:492AUDUSDsell stop0.72 / 0.720.692770.652772022.08.18 04:30:50filled1660797000_Pend
2022.08.18 06:43:093AUDUSDbuy0.72 / 0.720.000002022.08.18 06:43:09filled
2022.08.23 01:57:004AUDUSDbuy stop0.72 / 00.688550.728552022.08.23 02:10:10canceled1661220000_Pend
2022.08.30 04:27:005AUDUSDbuy stop0.72 / 00.690070.730072022.08.30 04:40:00canceled1661833800_Pend
2022.09.01 14:33:306AUDUSDbuy stop0.73 / 00.682800.722802022.09.01 14:40:00canceled1662042600_Pend
2022.09.01 15:27:007AUDUSDbuy stop0.73 / 0.730.683130.723132022.09.01 15:30:58filled1662046200_Pend
2022.09.02 15:30:418AUDUSDsell0.73 / 0.730.000002022.09.02 15:30:41filled
2022.09.08 17:31:249AUDUSDbuy stop0.74 / 0.740.673700.713702022.09.08 17:34:23filled1662658200_Pend
2022.09.08 18:37:2910AUDUSDsell0.74 / 0.740.000002022.09.08 18:37:29filledsl 0.67473
2022.09.13 03:17:2011AUDUSDsell stop0.73 / 00.687770.647772022.09.13 03:25:01canceled1663038900_Pend
2022.09.15 03:57:0012AUDUSDsell stop0.74 / 00.674080.634082022.09.15 04:10:00canceled1663214400_Pend
2022.09.21 20:59:5913AUDUSDbuy stop0.75 / 0.750.663880.703882022.09.21 21:01:50filled1663794000_Pend
2022.09.21 21:43:1214AUDUSDsell0.75 / 0.750.000002022.09.21 21:43:12filled
2022.09.23 01:58:0215AUDUSDbuy stop0.78 / 00.664580.704582022.09.23 02:10:06canceled1663898400_Pend
2022.09.27 15:27:0016AUDUSDsell stop0.8 / 0.80.648390.608392022.09.27 15:30:00filled1664292600_Pend
2022.09.27 16:12:4917AUDUSDbuy0.8 / 0.80.000002022.09.27 16:12:49filledsl 0.64770
2022.09.29 16:27:0018AUDUSDbuy stop0.8 / 0.80.648650.688652022.09.29 16:27:28filled1664469000_Pend
2022.09.29 18:07:3519AUDUSDsell0.8 / 0.80.000002022.09.29 18:07:35filled
2022.10.11 03:27:0020AUDUSDbuy stop0.82 / 0.820.630130.670132022.10.11 03:31:52filled1665459000_Pend
2022.10.11 15:26:5021AUDUSDsell0.82 / 0.820.000002022.10.11 15:26:50filled
2022.10.12 20:05:2622AUDUSDsell stop0.83 / 0.830.626540.586542022.10.12 20:07:41filled1665604980_Pend
2022.10.12 21:00:0023AUDUSDbuy stop0.83 / 0.830.627360.667362022.10.12 21:00:29filled1665608400_Pend
2022.10.12 21:39:1024AUDUSDsell0.83 / 0.830.000002022.10.12 21:39:10filledsl 0.62865
2022.10.12 21:39:1525AUDUSDbuy0.19 / 0.190.000002022.10.12 21:39:15filled
2022.10.13 15:30:0226AUDUSDbuy0.64 / 0.640.000002022.10.13 15:30:02filled
2022.10.20 03:27:2327AUDUSDbuy stop0.83 / 00.626450.666452022.10.20 03:40:00canceled1666236600_Pend
2022.10.21 16:07:0028AUDUSDbuy stop0.83 / 0.830.627920.667922022.10.21 16:07:40filled1666368600_Pend
2022.10.21 16:58:1729AUDUSDsell0.83 / 0.830.000002022.10.21 16:58:17filled
2022.10.25 15:57:3630AUDUSDbuy stop0.85 / 0.850.632760.672762022.10.25 15:58:59filled1666713600_Pend
2022.10.25 17:07:5631AUDUSDsell0.85 / 0.850.000002022.10.25 17:07:56filledsl 0.63831
2022.10.27 20:06:0932AUDUSDbuy stop0.87 / 0.870.647800.687802022.10.27 20:06:48filled1666900740_Pend
2022.10.27 20:34:4333AUDUSDsell0.87 / 0.870.000002022.10.27 20:34:43filledsl 0.64787
2022.10.31 02:57:0034AUDUSDbuy stop0.88 / 0.880.641540.681542022.10.31 03:00:53filled1667185200_Pend
2022.10.31 04:00:5335AUDUSDsell0.88 / 0.880.000002022.10.31 04:00:53filled
2022.10.31 22:27:0036AUDUSDbuy stop0.88 / 00.640110.680112022.10.31 22:40:00canceled1667255400_Pend
2022.11.01 15:51:2137AUDUSDsell stop0.88 / 0.880.643080.603082022.11.01 15:53:41filled1667317500_Pend
2022.11.01 16:34:2138AUDUSDbuy0.88 / 0.880.000002022.11.01 16:34:21filledsl 0.64040
2022.11.02 02:31:3339AUDUSDbuy stop0.9 / 0.90.640080.680082022.11.02 02:36:40filled1667356200_Pend
2022.11.02 03:39:4840AUDUSDsell0.9 / 0.90.000002022.11.02 03:39:48filled
2022.11.02 20:00:1941AUDUSDsell stop0.9 / 0.90.646060.606062022.11.02 20:01:28filled1667419200_Pend
2022.11.02 20:50:2342AUDUSDbuy0.9 / 0.90.000002022.11.02 20:50:23filled
2022.11.03 23:29:1143AUDUSDbuy stop0.94 / 0.940.629800.669802022.11.03 23:30:19filled1667518200_Pend
2022.11.04 03:36:0944AUDUSDsell0.94 / 0.940.000002022.11.04 03:36:09filled
2022.11.08 01:27:0045AUDUSDbuy stop0.92 / 00.647420.687422022.11.08 01:40:00canceled1667871000_Pend
2022.11.09 09:57:0046AUDUSDbuy stop0.91 / 0.910.650160.690162022.11.09 10:00:28filled1667988000_Pend
2022.11.09 10:25:5947AUDUSDsell0.91 / 0.910.000002022.11.09 10:25:59filledsl 0.65092
2022.11.09 11:09:2948AUDUSDsell stop0.92 / 0.920.649990.609992022.11.09 11:12:19filled1667991900_Pend
2022.11.09 12:53:4149AUDUSDbuy0.92 / 0.920.000002022.11.09 12:53:41filledsl 0.64652
2022.11.10 15:27:0050AUDUSDbuy stop0.95 / 0.950.641430.681432022.11.10 15:30:17filled1668094200_Pend
2022.11.10 15:35:4151AUDUSDsell0.95 / 0.950.000002022.11.10 15:35:41filled
2022.12.01 17:27:0052AUDUSDsell stop0.93 / 0.930.680500.640502022.12.01 17:27:29filled1669915800_Pend
2022.12.01 18:52:4553AUDUSDbuy0.93 / 0.930.000002022.12.01 18:52:45filled
2022.12.01 19:31:0154AUDUSDbuy stop0.93 / 0.930.681170.721172022.12.01 19:31:19filled1669923000_Pend
2022.12.01 21:42:2755AUDUSDsell0.93 / 0.930.000002022.12.01 21:42:27filled
2022.12.01 21:57:0056AUDUSDbuy stop0.93 / 0.930.681790.721792022.12.01 21:59:33filled1669932000_Pend
2022.12.02 07:49:4757AUDUSDsell0.93 / 0.930.000002022.12.02 07:49:47filled
2022.12.02 15:27:0058AUDUSDsell stop0.93 / 0.930.681230.641232022.12.02 15:28:33filled1669995000_Pend
2022.12.02 15:30:0859AUDUSDbuy0.93 / 0.930.000002022.12.02 15:30:08filled
2022.12.05 01:57:0060AUDUSDbuy stop0.95 / 0.950.681430.721432022.12.05 02:02:56filled1670205600_Pend
2022.12.05 03:02:5661AUDUSDsell0.95 / 0.950.000002022.12.05 03:02:56filled
2022.12.09 17:00:0062AUDUSDbuy stop0.96 / 0.960.678730.718732022.12.09 17:00:02filled1670605200_Pend
2022.12.09 18:00:0263AUDUSDsell0.96 / 0.960.000002022.12.09 18:00:02filled
2022.12.13 01:27:0564AUDUSDbuy stop0.97 / 00.675530.715532022.12.13 01:40:05canceled1670895000_Pend
2022.12.14 21:00:5765AUDUSDsell stop0.95 / 0.950.685330.645332022.12.14 21:01:01filled1671051600_Pend
2022.12.14 21:28:0666AUDUSDbuy0.95 / 0.950.000002022.12.14 21:28:06filledsl 0.68376
2022.12.16 16:45:0067AUDUSDbuy stop0.99 / 0.990.670430.710432022.12.16 16:45:03filled1671209100_Pend
2022.12.19 00:08:4568AUDUSDsell0.99 / 0.990.000002022.12.19 00:08:45filled
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
2022.08.18 04:30:502AUDUSDsellin0.720.692772-0.800.000.009 999.201660797000_Pend
2022.08.18 06:43:093AUDUSDbuyout0.720.692653-0.800.008.6410 007.04
2022.09.01 15:30:584AUDUSDbuyin0.730.683137-0.800.000.0010 006.241662046200_Pend
2022.09.02 15:30:415AUDUSDsellout0.730.683268-0.80-1.399.4910 013.54
2022.09.08 17:34:236AUDUSDbuyin0.740.673719-0.800.000.0010 012.741662658200_Pend
2022.09.08 18:37:297AUDUSDsellout0.740.6747310-0.800.0075.4810 087.42sl 0.67473
2022.09.21 21:01:508AUDUSDbuyin0.750.6639113-0.800.000.0010 086.621663794000_Pend
2022.09.21 21:43:129AUDUSDsellout0.750.6679514-0.800.00303.0010 388.82
2022.09.27 15:30:0010AUDUSDsellin0.80.6483916-0.830.000.0010 387.991664292600_Pend
2022.09.27 16:12:4911AUDUSDbuyout0.80.6477017-0.830.0055.2010 442.36sl 0.64770
2022.09.29 16:27:2812AUDUSDbuyin0.80.6486618-0.830.000.0010 441.531664469000_Pend
2022.09.29 18:07:3513AUDUSDsellout0.80.6487619-0.830.008.0010 448.70
2022.10.11 03:31:5214AUDUSDbuyin0.820.6301520-0.830.000.0010 447.871665459000_Pend
2022.10.11 15:26:5015AUDUSDsellout0.820.6302521-0.830.008.2010 455.24
2022.10.12 20:07:4116AUDUSDsellin0.830.6265322-0.830.000.0010 454.411665604980_Pend
2022.10.12 21:39:1519AUDUSDbuyout0.190.6287025-0.190.00-41.2310 412.99
2022.10.13 15:30:0220AUDUSDbuyout0.640.6263426-0.64-0.7712.1610 423.74
2022.10.12 21:00:2917AUDUSDbuyin0.830.6274123-0.830.000.0010 422.911665608400_Pend
2022.10.12 21:39:1018AUDUSDsellout0.830.6286524-0.830.00102.9210 525.00sl 0.62865
2022.10.21 16:07:4021AUDUSDbuyin0.830.6279228-0.830.000.0010 524.171666368600_Pend
2022.10.21 16:58:1722AUDUSDsellout0.830.6317529-0.840.00317.8910 841.22
2022.10.25 15:58:5923AUDUSDbuyin0.850.6327630-0.860.000.0010 840.361666713600_Pend
2022.10.25 17:07:5624AUDUSDsellout0.850.6383131-0.870.00471.7511 311.24sl 0.63831
2022.10.27 20:06:4825AUDUSDbuyin0.870.6478132-0.900.000.0011 310.341666900740_Pend
2022.10.27 20:34:4326AUDUSDsellout0.870.6478733-0.900.005.2211 314.66sl 0.64787
2022.10.31 03:00:5327AUDUSDbuyin0.880.6415434-0.900.000.0011 313.761667185200_Pend
2022.10.31 04:00:5328AUDUSDsellout0.880.6418135-0.900.0023.7611 336.62
2022.11.01 15:53:4129AUDUSDsellin0.880.6430737-0.910.000.0011 335.711667317500_Pend
2022.11.01 16:34:2130AUDUSDbuyout0.880.6404038-0.900.00234.9611 569.77sl 0.64040
2022.11.02 02:36:4031AUDUSDbuyin0.90.6400839-0.920.000.0011 568.851667356200_Pend
2022.11.02 03:39:4832AUDUSDsellout0.90.6401840-0.920.009.0011 576.93
2022.11.02 20:01:2833AUDUSDsellin0.90.6460241-0.930.000.0011 576.001667419200_Pend
2022.11.02 20:50:2334AUDUSDbuyout0.90.6422542-0.920.00339.3011 914.38
2022.11.03 23:30:1935AUDUSDbuyin0.940.6299943-0.950.000.0011 913.431667518200_Pend
2022.11.04 03:36:0936AUDUSDsellout0.940.6301044-0.95-1.7910.3411 921.03
2022.11.09 10:00:2837AUDUSDbuyin0.910.6501746-0.950.000.0011 920.081667988000_Pend
2022.11.09 10:25:5938AUDUSDsellout0.910.6509247-0.950.0068.2511 987.38sl 0.65092
2022.11.09 11:12:1939AUDUSDsellin0.920.6499948-0.960.000.0011 986.421667991900_Pend
2022.11.09 12:53:4140AUDUSDbuyout0.920.6465349-0.950.00318.3212 303.79sl 0.64652
2022.11.10 15:30:1741AUDUSDbuyin0.950.6490050-0.990.000.0012 302.801668094200_Pend
2022.11.10 15:35:4142AUDUSDsellout0.950.6529051-0.990.00370.5012 672.31
2022.12.01 17:27:2943AUDUSDsellin0.930.6804952-1.010.000.0012 671.301669915800_Pend
2022.12.01 18:52:4544AUDUSDbuyout0.930.6803953-1.010.009.3012 679.59
2022.12.01 19:31:1945AUDUSDbuyin0.930.6811754-1.010.000.0012 678.581669923000_Pend
2022.12.01 21:42:2746AUDUSDsellout0.930.6812955-1.010.0011.1612 688.73
2022.12.01 21:59:3347AUDUSDbuyin0.930.6817956-1.010.000.0012 687.721669932000_Pend
2022.12.02 07:49:4748AUDUSDsellout0.930.6818957-1.01-1.779.3012 694.24
2022.12.02 15:28:3349AUDUSDsellin0.930.6812258-1.010.000.0012 693.231669995000_Pend
2022.12.02 15:30:0850AUDUSDbuyout0.930.6771259-1.010.00381.3013 073.52
2022.12.05 02:02:5651AUDUSDbuyin0.950.6814860-1.040.000.0013 072.481670205600_Pend
2022.12.05 03:02:5652AUDUSDsellout0.950.6820561-1.040.0054.1513 125.59
2022.12.09 17:00:0253AUDUSDbuyin0.960.6790562-1.040.000.0013 124.551670605200_Pend
2022.12.09 18:00:0254AUDUSDsellout0.960.6794363-1.040.0036.4813 159.99
2022.12.14 21:01:0155AUDUSDsellin0.950.6852065-1.040.000.0013 158.951671051600_Pend
2022.12.14 21:28:0656AUDUSDbuyout0.950.6837866-1.040.00134.9013 292.81sl 0.68376
2022.12.16 16:45:0357AUDUSDbuyin0.990.6704667-1.060.000.0013 291.751671209100_Pend
2022.12.19 00:08:4558AUDUSDsellout0.990.6705668-1.06-1.889.9013 298.71
-51.33 -7.60 3 357.64 13 298.71