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: | 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 |
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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 | |||||||||
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Correlation (Profits,MFE): | 0.95 | Correlation (Profits,MAE): | 0.34 | Correlation (MFE,MAE): | 0.4356 | |||||||
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Minimal position holding time: | 0:01:48 | Maximal position holding time: | 2:00:21 | Average position holding time: | 0:54:13 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2022.08.17 20:58:25 | 2 | EURUSD | buy stop | 0.49 / 0.49 | 1.01715 | 1.05715 | 2022.08.17 21:00:03 | filled | 1660770000_Pend | |||
2022.08.17 21:46:57 | 3 | EURUSD | sell | 0.49 / 0.49 | 0.00000 | 2022.08.17 21:46:57 | filled | sl 1.01927 | ||||
2022.09.01 10:12:00 | 4 | EURUSD | buy stop | 0.5 / 0.5 | 1.00241 | 1.04241 | 2022.09.01 10:12:50 | filled | 1662027300_Pend | |||
2022.09.01 11:12:50 | 5 | EURUSD | sell | 0.5 / 0.5 | 0.00000 | 2022.09.01 11:12:50 | filled | |||||
2022.09.13 10:57:00 | 6 | EURUSD | sell stop | 0.49 / 0.49 | 1.01453 | 0.97453 | 2022.09.13 11:05:55 | filled | 1663066800_Pend | |||
2022.09.13 11:37:41 | 7 | EURUSD | buy | 0.49 / 0.49 | 0.00000 | 2022.09.13 11:37:41 | filled | sl 1.01441 | ||||
2022.09.13 15:30:01 | 8 | EURUSD | sell stop | 0.49 / 0.49 | 1.01281 | 0.97281 | 2022.09.13 15:30:02 | filled | 1663083000_Pend | |||
2022.09.13 15:33:25 | 9 | EURUSD | buy | 0.49 / 0.49 | 0.00000 | 2022.09.13 15:33:25 | filled | |||||
2022.09.15 15:30:04 | 10 | EURUSD | sell stop | 0.52 / 0.52 | 0.99910 | 0.95910 | 2022.09.15 15:31:04 | filled | 1663255800_Pend | |||
2022.09.15 16:31:04 | 11 | EURUSD | buy | 0.52 / 0.52 | 0.00000 | 2022.09.15 16:31:04 | filled | |||||
2022.09.27 15:57:00 | 12 | EURUSD | sell stop | 0.54 / 0.54 | 0.96222 | 0.92222 | 2022.09.27 16:01:21 | filled | 1664294400_Pend | |||
2022.09.27 17:01:21 | 13 | EURUSD | buy | 0.54 / 0.54 | 0.00000 | 2022.09.27 17:01:21 | filled | |||||
2022.09.30 23:15:45 | 14 | EURUSD | sell stop | 0.53 / 0 | 0.98035 | 0.94035 | 2022.09.30 23:25:00 | canceled | 1664579700_Pend | |||
2022.10.03 17:03:00 | 15 | EURUSD | buy stop | 0.53 / 0.53 | 0.97904 | 1.01904 | 2022.10.03 17:05:06 | filled | 1664816400_Pend | |||
2022.10.03 17:46:09 | 16 | EURUSD | sell | 0.53 / 0.53 | 0.00000 | 2022.10.03 17:46:09 | filled | sl 0.98070 | ||||
2022.10.03 20:16:35 | 17 | EURUSD | sell stop | 0.53 / 0.53 | 0.97990 | 0.93990 | 2022.10.03 20:19:55 | filled | 1664828340_Pend | |||
2022.10.03 21:13:31 | 18 | EURUSD | buy | 0.53 / 0.53 | 0.00000 | 2022.10.03 21:13:31 | filled | sl 0.97967 | ||||
2022.10.13 17:32:48 | 19 | EURUSD | buy stop | 0.54 / 0.54 | 0.96916 | 1.00916 | 2022.10.13 17:35:18 | filled | 1665682200_Pend | |||
2022.10.13 18:58:19 | 20 | EURUSD | sell | 0.54 / 0.54 | 0.00000 | 2022.10.13 18:58:19 | filled | sl 0.97722 | ||||
2022.10.17 15:29:14 | 21 | EURUSD | buy stop | 0.56 / 0.56 | 0.97559 | 1.01559 | 2022.10.17 15:30:09 | filled | 1666020600_Pend | |||
2022.10.17 16:24:19 | 22 | EURUSD | sell | 0.56 / 0.56 | 0.00000 | 2022.10.17 16:24:19 | filled | sl 0.97787 | ||||
2022.10.25 15:58:47 | 23 | EURUSD | buy stop | 0.56 / 0.56 | 0.98731 | 1.02731 | 2022.10.25 15:58:58 | filled | 1666713600_Pend | |||
2022.10.25 17:10:20 | 24 | EURUSD | sell | 0.56 / 0.56 | 0.00000 | 2022.10.25 17:10:20 | filled | sl 0.99550 | ||||
2022.11.02 19:57:00 | 25 | EURUSD | buy stop | 0.58 / 0.58 | 0.98833 | 1.02833 | 2022.11.02 20:00:05 | filled | 1667419200_Pend | |||
2022.11.02 20:01:53 | 26 | EURUSD | sell | 0.58 / 0.58 | 0.00000 | 2022.11.02 20:01:53 | filled | |||||
2022.11.04 14:40:00 | 27 | EURUSD | buy stop | 0.6 / 0 | 0.98025 | 1.02025 | 2022.11.04 14:40:00 | canceled | 1667572200_Pend | |||
2022.11.08 10:00:08 | 28 | EURUSD | buy stop | 0.59 / 0.59 | 1.00004 | 1.04004 | 2022.11.08 10:03:35 | filled | 1667901600_Pend | |||
2022.11.08 11:57:25 | 29 | EURUSD | sell | 0.59 / 0.59 | 0.00000 | 2022.11.08 11:57:25 | filled | |||||
2022.11.10 15:30:18 | 30 | EURUSD | buy stop | 0.59 / 0.59 | 1.00515 | 1.04515 | 2022.11.10 15:30:23 | filled | 1668094200_Pend | |||
2022.11.10 15:42:47 | 31 | EURUSD | sell | 0.59 / 0.59 | 0.00000 | 2022.11.10 15:42:47 | filled | |||||
2022.11.16 21:37:30 | 32 | EURUSD | buy stop | 0.59 / 0.59 | 1.03878 | 1.07878 | 2022.11.16 21:40:56 | filled | 1668634500_Pend | |||
2022.11.16 22:55:05 | 33 | EURUSD | sell | 0.59 / 0.59 | 0.00000 | 2022.11.16 22:55:05 | filled | sl 1.03979 | ||||
2022.11.17 11:06:40 | 34 | EURUSD | sell stop | 0.59 / 0.59 | 1.03793 | 0.99793 | 2022.11.17 11:08:41 | filled | 1668682800_Pend | |||
2022.11.17 12:07:02 | 35 | EURUSD | buy | 0.59 / 0.59 | 0.00000 | 2022.11.17 12:07:02 | filled | sl 1.03670 | ||||
2022.11.18 15:09:35 | 36 | EURUSD | buy stop | 0.59 / 0 | 1.03732 | 1.07732 | 2022.11.18 15:10:00 | canceled | 1668783600_Pend | |||
2022.11.29 12:20:00 | 37 | EURUSD | sell stop | 0.59 / 0 | 1.03751 | 0.99751 | 2022.11.29 12:20:01 | canceled | 1669723800_Pend | |||
2022.11.30 20:30:20 | 38 | EURUSD | buy stop | 0.6 / 0.6 | 1.03317 | 1.07317 | 2022.11.30 20:30:21 | filled | 1669840200_Pend | |||
2022.11.30 22:30:42 | 39 | EURUSD | sell | 0.6 / 0.6 | 0.00000 | 2022.11.30 22:30:42 | filled | sl 1.04182 | ||||
2022.12.02 15:30:11 | 40 | EURUSD | sell stop | 0.61 / 0.61 | 1.04763 | 1.00763 | 2022.12.02 15:30:37 | filled | 1669995000_Pend | |||
2022.12.02 16:00:23 | 41 | EURUSD | buy | 0.61 / 0.61 | 0.00000 | 2022.12.02 16:00:23 | filled | sl 1.04649 | ||||
2022.12.16 10:58:39 | 42 | EURUSD | buy stop | 0.61 / 0 | 1.06448 | 1.10448 | 2022.12.16 11:10:00 | canceled | 1671188400_Pend | |||
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 | ||||||
2022.08.17 21:00:03 | 2 | EURUSD | buy | in | 0.49 | 1.01763 | 2 | -0.80 | 0.00 | 0.00 | 9 999.20 | 1660770000_Pend |
2022.08.17 21:46:57 | 3 | EURUSD | sell | out | 0.49 | 1.01927 | 3 | -0.80 | 0.00 | 80.36 | 10 078.76 | sl 1.01927 |
2022.09.01 10:12:50 | 4 | EURUSD | buy | in | 0.5 | 1.00241 | 4 | -0.80 | 0.00 | 0.00 | 10 077.96 | 1662027300_Pend |
2022.09.01 11:12:50 | 5 | EURUSD | sell | out | 0.5 | 1.00335 | 5 | -0.80 | 0.00 | 47.00 | 10 124.16 | |
2022.09.13 11:05:55 | 6 | EURUSD | sell | in | 0.49 | 1.01448 | 6 | -0.80 | 0.00 | 0.00 | 10 123.36 | 1663066800_Pend |
2022.09.13 11:37:41 | 7 | EURUSD | buy | out | 0.49 | 1.01447 | 7 | -0.80 | 0.00 | 0.49 | 10 123.05 | sl 1.01441 |
2022.09.13 15:30:02 | 8 | EURUSD | sell | in | 0.49 | 1.01258 | 8 | -0.79 | 0.00 | 0.00 | 10 122.26 | 1663083000_Pend |
2022.09.13 15:33:25 | 9 | EURUSD | buy | out | 0.49 | 1.00635 | 9 | -0.79 | 0.00 | 305.27 | 10 426.74 | |
2022.09.15 15:31:04 | 10 | EURUSD | sell | in | 0.52 | 0.99910 | 10 | -0.83 | 0.00 | 0.00 | 10 425.91 | 1663255800_Pend |
2022.09.15 16:31:04 | 11 | EURUSD | buy | out | 0.52 | 0.99849 | 11 | -0.83 | 0.00 | 31.72 | 10 456.80 | |
2022.09.27 16:01:21 | 12 | EURUSD | sell | in | 0.54 | 0.96222 | 12 | -0.83 | 0.00 | 0.00 | 10 455.97 | 1664294400_Pend |
2022.09.27 17:01:21 | 13 | EURUSD | buy | out | 0.54 | 0.96166 | 13 | -0.83 | 0.00 | 30.24 | 10 485.38 | |
2022.10.03 17:05:06 | 14 | EURUSD | buy | in | 0.53 | 0.97907 | 15 | -0.83 | 0.00 | 0.00 | 10 484.55 | 1664816400_Pend |
2022.10.03 17:46:09 | 15 | EURUSD | sell | out | 0.53 | 0.98068 | 16 | -0.83 | 0.00 | 85.33 | 10 569.05 | sl 0.98070 |
2022.10.03 20:19:55 | 16 | EURUSD | sell | in | 0.53 | 0.97990 | 17 | -0.83 | 0.00 | 0.00 | 10 568.22 | 1664828340_Pend |
2022.10.03 21:13:31 | 17 | EURUSD | buy | out | 0.53 | 0.97968 | 18 | -0.83 | 0.00 | 11.66 | 10 579.05 | sl 0.97967 |
2022.10.13 17:35:18 | 18 | EURUSD | buy | in | 0.54 | 0.96916 | 19 | -0.84 | 0.00 | 0.00 | 10 578.21 | 1665682200_Pend |
2022.10.13 18:58:19 | 19 | EURUSD | sell | out | 0.54 | 0.97717 | 20 | -0.84 | 0.00 | 432.54 | 11 009.91 | sl 0.97722 |
2022.10.17 15:30:09 | 20 | EURUSD | buy | in | 0.56 | 0.97564 | 21 | -0.87 | 0.00 | 0.00 | 11 009.04 | 1666020600_Pend |
2022.10.17 16:24:19 | 21 | EURUSD | sell | out | 0.56 | 0.97787 | 22 | -0.88 | 0.00 | 124.88 | 11 133.04 | sl 0.97787 |
2022.10.25 15:58:58 | 22 | EURUSD | buy | in | 0.56 | 0.98733 | 23 | -0.88 | 0.00 | 0.00 | 11 132.16 | 1666713600_Pend |
2022.10.25 17:10:20 | 23 | EURUSD | sell | out | 0.56 | 0.99548 | 24 | -0.89 | 0.00 | 456.40 | 11 587.67 | sl 0.99550 |
2022.11.02 20:00:05 | 24 | EURUSD | buy | in | 0.58 | 0.98838 | 25 | -0.92 | 0.00 | 0.00 | 11 586.75 | 1667419200_Pend |
2022.11.02 20:01:53 | 25 | EURUSD | sell | out | 0.58 | 0.99439 | 26 | -0.92 | 0.00 | 348.58 | 11 934.41 | |
2022.11.08 10:03:35 | 26 | EURUSD | buy | in | 0.59 | 1.00004 | 28 | -0.94 | 0.00 | 0.00 | 11 933.47 | 1667901600_Pend |
2022.11.08 11:57:25 | 27 | EURUSD | sell | out | 0.59 | 1.00016 | 29 | -0.94 | 0.00 | 7.08 | 11 939.61 | |
2022.11.10 15:30:23 | 28 | EURUSD | buy | in | 0.59 | 1.00516 | 30 | -0.95 | 0.00 | 0.00 | 11 938.66 | 1668094200_Pend |
2022.11.10 15:42:47 | 29 | EURUSD | sell | out | 0.59 | 1.01130 | 31 | -0.95 | 0.00 | 362.26 | 12 299.97 | |
2022.11.16 21:40:56 | 30 | EURUSD | buy | in | 0.59 | 1.03880 | 32 | -0.98 | 0.00 | 0.00 | 12 298.99 | 1668634500_Pend |
2022.11.16 22:55:05 | 31 | EURUSD | sell | out | 0.59 | 1.03979 | 33 | -0.98 | 0.00 | 58.41 | 12 356.42 | sl 1.03979 |
2022.11.17 11:08:41 | 32 | EURUSD | sell | in | 0.59 | 1.03793 | 34 | -0.98 | 0.00 | 0.00 | 12 355.44 | 1668682800_Pend |
2022.11.17 12:07:02 | 33 | EURUSD | buy | out | 0.59 | 1.03672 | 35 | -0.98 | 0.00 | 71.39 | 12 425.85 | sl 1.03670 |
2022.11.30 20:30:21 | 34 | EURUSD | buy | in | 0.6 | 1.03320 | 38 | -0.99 | 0.00 | 0.00 | 12 424.86 | 1669840200_Pend |
2022.11.30 22:30:42 | 35 | EURUSD | sell | out | 0.6 | 1.04182 | 39 | -1.00 | 0.00 | 517.20 | 12 941.06 | sl 1.04182 |
2022.12.02 15:30:37 | 36 | EURUSD | sell | in | 0.61 | 1.04762 | 40 | -1.02 | 0.00 | 0.00 | 12 940.04 | 1669995000_Pend |
2022.12.02 16:00:23 | 37 | EURUSD | buy | out | 0.61 | 1.04649 | 41 | -1.02 | 0.00 | 68.93 | 13 007.95 | sl 1.04649 |
-31.79 | 0.00 | 3 039.74 | 13 007.95 | |||||||||