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=16385
maPeriod=7
maShift=6
maMethod=2
maAppliedPrice=5
_5=Bollinger Bands filter
useBB=true
bbTF=30
bbPeriod=30
bbShift=20
bbDev=4.5
bbAppliedPrice=5
bbBars=10
bbPointsMin=100
_6=RSI filter
useRSI=true
rsiTF=30
rsiPeriod=8
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: 130748 Ticks: 12763518 Symbols: 1
Total Net Profit: 3 090.25 Balance Drawdown Absolute: 0.80 Equity Drawdown Absolute: 75.90
Gross Profit: 3 121.59 Balance Drawdown Maximal: 5.15 (0.04%) Equity Drawdown Maximal: 223.00 (1.77%)
Gross Loss: -31.34 Balance Drawdown Relative: 0.04% (5.15) Equity Drawdown Relative: 1.77% (223.00)
Profit Factor: 99.60 Expected Payoff: 99.69 Margin Level: 4960.54%
Recovery Factor: 13.86 Sharpe Ratio: 58.62 Z-Score: 2.30 (97.80%)
AHPR: 1.0088 (0.88%) LR Correlation: 0.99 OnTester result: 0
GHPR: 1.0087 (0.87%) LR Standard Error: 159.40
Total Trades: 31 Short Trades (won %): 2 (100.00%) Long Trades (won %): 29 (96.55%)
Total Deals: 62 Profit Trades (% of total): 30 (96.77%) Loss Trades (% of total): 1 (3.23%)
Largest profit trade: 443.12 Largest loss trade: -3.29
Average profit trade: 104.05 Average loss trade: -31.34
Maximum consecutive wins ($): 18 (1 842.90) Maximum consecutive losses ($): 1 (-3.29)
Maximal consecutive profit (count): 1 842.90 (18) Maximal consecutive loss (count): -3.29 (1)
Average consecutive wins: 15 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.94 Correlation (Profits,MAE): 0.11 Correlation (MFE,MAE): 0.1940
Graph
Minimal position holding time: 0:06:05 Maximal position holding time: 3:30:06 Average position holding time: 0:54:35
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2022.08.17 16:57:312EURUSDbuy stop0.49 / 0.491.017411.057412022.08.17 16:58:07filled1660755600_Pend
2022.08.17 17:24:573EURUSDsell0.49 / 0.490.000002022.08.17 17:24:57filledsl 1.01800
2022.08.17 17:27:004EURUSDbuy stop0.49 / 0.491.018151.058152022.08.17 17:29:59filled1660757400_Pend
2022.08.17 21:00:055EURUSDsell0.49 / 0.490.000002022.08.17 21:00:05filled
2022.08.17 21:00:056EURUSDbuy stop0.49 / 0.491.017681.057682022.08.17 21:01:00filled1660770000_Pend
2022.08.17 21:46:577EURUSDsell0.49 / 0.490.000002022.08.17 21:46:57filledsl 1.01927
2022.08.30 16:00:008EURUSDbuy stop0.5 / 0.51.001411.041412022.08.30 16:00:09filled1661875200_Pend
2022.08.30 16:44:379EURUSDsell0.5 / 0.50.000002022.08.30 16:44:37filledsl 1.00282
2022.08.30 16:57:0010EURUSDbuy stop0.5 / 0.51.000801.040802022.08.30 17:07:53filled1661878800_Pend
2022.08.30 18:09:0511EURUSDsell0.5 / 0.50.000002022.08.30 18:09:05filled
2022.08.30 18:09:0512EURUSDbuy stop0.5 / 01.001001.041002022.08.30 18:10:00canceled1661882400_Pend
2022.08.31 17:27:0013EURUSDbuy stop0.5 / 0.51.002331.042332022.08.31 17:31:08filled1661967000_Pend
2022.08.31 18:11:4714EURUSDsell0.5 / 0.50.000002022.08.31 18:11:47filledsl 1.00469
2022.09.07 16:57:0015EURUSDbuy stop0.51 / 0.510.990411.030412022.09.07 17:00:35filled1662570000_Pend
2022.09.07 18:06:3716EURUSDsell0.51 / 0.510.000002022.09.07 18:06:37filledsl 0.99420
2022.09.13 15:30:0217EURUSDsell stop0.51 / 0.511.012330.972332022.09.13 15:30:02filled1663083000_Pend
2022.09.13 15:36:0718EURUSDbuy0.51 / 0.510.000002022.09.13 15:36:07filled
2022.09.27 14:27:0019EURUSDbuy stop0.56 / 0.560.963711.003712022.09.27 14:31:45filled1664289000_Pend
2022.09.27 14:57:3320EURUSDsell0.56 / 0.560.000002022.09.27 14:57:33filledsl 0.96416
2022.10.03 17:07:2021EURUSDbuy stop0.55 / 0.550.980501.020502022.10.03 17:08:05filled1664816400_Pend
2022.10.03 17:46:0922EURUSDsell0.55 / 0.550.000002022.10.03 17:46:09filledsl 0.98070
2022.10.03 20:16:0023EURUSDbuy stop0.55 / 0.550.980401.020402022.10.03 20:22:28filled1664828340_Pend
2022.10.03 21:23:3524EURUSDsell0.55 / 0.550.000002022.10.03 21:23:35filled
2022.10.03 21:57:0025EURUSDbuy stop0.55 / 0.550.981961.021962022.10.03 21:58:48filled1664834400_Pend
2022.10.03 22:58:5026EURUSDsell0.55 / 0.550.000002022.10.03 22:58:50filled
2022.10.11 11:00:0027EURUSDsell stop0.55 / 00.970980.930982022.10.11 11:10:00canceled1665486000_Pend
2022.10.17 15:27:0028EURUSDbuy stop0.55 / 0.550.975221.015222022.10.17 15:27:41filled1666020600_Pend
2022.10.17 16:24:1929EURUSDsell0.55 / 0.550.000002022.10.17 16:24:19filledsl 0.97787
2022.10.18 22:57:0030EURUSDbuy stop0.55 / 0.550.985761.025762022.10.18 22:59:34filled1666134000_Pend
2022.10.18 23:52:1931EURUSDsell0.55 / 0.550.000002022.10.18 23:52:19filledsl 0.98607
2022.10.20 17:00:0032EURUSDbuy stop0.56 / 0.560.978881.018882022.10.20 17:00:30filled1666285200_Pend
2022.10.20 17:40:4633EURUSDsell0.56 / 0.560.000002022.10.20 17:40:46filledsl 0.98247
2022.10.24 16:42:0034EURUSDbuy stop0.56 / 0.560.983901.023902022.10.24 16:44:20filled1666629900_Pend
2022.10.24 17:08:4035EURUSDsell0.56 / 0.560.000002022.10.24 17:08:40filledsl 0.98604
2022.10.25 16:00:0036EURUSDbuy stop0.57 / 0.570.987681.027682022.10.25 16:00:34filled1666713600_Pend
2022.10.25 17:10:2037EURUSDsell0.57 / 0.570.000002022.10.25 17:10:20filledsl 0.99550
2022.10.26 16:57:0038EURUSDbuy stop0.58 / 0.581.001641.041642022.10.26 17:00:00filled1666803600_Pend
2022.10.26 17:23:3839EURUSDsell0.58 / 0.580.000002022.10.26 17:23:38filledsl 1.00256
2022.11.02 14:12:0040EURUSDbuy stop0.59 / 0.590.988941.028942022.11.02 14:18:17filled1667398500_Pend
2022.11.02 14:43:0941EURUSDsell0.59 / 0.590.000002022.11.02 14:43:09filledsl 0.98895
2022.11.02 16:29:5242EURUSDbuy stop0.59 / 0.590.988231.028232022.11.02 16:39:55filled1667406600_Pend
2022.11.02 17:42:5743EURUSDsell0.59 / 0.590.000002022.11.02 17:42:57filled
2022.11.02 20:00:0644EURUSDbuy stop0.59 / 0.590.989871.029872022.11.02 20:00:07filled1667419200_Pend
2022.11.02 20:06:5545EURUSDsell0.59 / 0.590.000002022.11.02 20:06:55filled
2022.11.04 10:12:0046EURUSDbuy stop0.62 / 0.620.977951.017952022.11.04 10:16:38filled1667556900_Pend
2022.11.04 11:16:5647EURUSDsell0.62 / 0.620.000002022.11.04 11:16:56filled
2022.11.09 17:09:5448EURUSDbuy stop0.6 / 01.007081.047082022.11.09 17:10:00canceled1668013200_Pend
2022.11.10 15:30:1849EURUSDbuy stop0.6 / 0.61.005151.045152022.11.10 15:30:23filled1668094200_Pend
2022.11.10 15:42:4750EURUSDsell0.6 / 0.60.000002022.11.10 15:42:47filled
2022.11.16 16:12:0051EURUSDbuy stop0.6 / 0.61.040151.080152022.11.16 16:12:04filled1668615300_Pend
2022.11.16 16:51:4352EURUSDbuy stop0.6 / 0.61.037841.077842022.11.16 16:53:10filled1668617400_Pend
2022.11.16 17:57:2453EURUSDsell0.6 / 0.60.000002022.11.16 17:57:24filled
2022.11.16 17:57:2454EURUSDsell0.6 / 0.60.000002022.11.16 17:57:24filled
2022.11.18 15:07:5555EURUSDbuy stop0.61 / 01.037321.077322022.11.18 15:10:00canceled1668783600_Pend
2022.11.25 08:57:0056EURUSDbuy stop0.6 / 01.042001.082002022.11.25 09:10:00canceled1669366800_Pend
2022.11.30 17:27:0057EURUSDsell stop0.61 / 0.611.033560.993562022.11.30 17:31:31filled1669829400_Pend
2022.11.30 18:15:1958EURUSDbuy0.61 / 0.610.000002022.11.30 18:15:19filledsl 1.03076
2022.12.08 13:57:0059EURUSDbuy stop0.61 / 0.611.051161.091162022.12.08 14:08:45filled1670508000_Pend
2022.12.08 14:53:5160EURUSDsell0.61 / 0.610.000002022.12.08 14:53:51filledsl 1.05184
2022.12.13 11:00:0061EURUSDbuy stop0.61 / 0.611.054051.094052022.12.13 11:07:11filled1670929200_Pend
2022.12.13 13:10:5462EURUSDsell0.61 / 0.610.000002022.12.13 13:10:54filled
2022.12.14 15:27:0063EURUSDbuy stop0.6 / 0.61.064701.104702022.12.14 15:30:16filled1671031800_Pend
2022.12.14 16:44:3764EURUSDsell0.6 / 0.60.000002022.12.14 16:44:37filled
2022.12.14 17:27:0065EURUSDbuy stop0.6 / 0.61.065501.105502022.12.14 17:29:14filled1671039000_Pend
2022.12.14 18:29:1466EURUSDsell0.6 / 0.60.000002022.12.14 18:29:14filled
2022.12.14 21:30:0067EURUSDbuy stop0.6 / 0.61.065121.105122022.12.14 21:31:08filled1671053400_Pend
2022.12.14 22:25:5768EURUSDsell0.6 / 0.60.000002022.12.14 22:25:57filledsl 1.06773
2022.12.16 11:00:0069EURUSDbuy 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 16:58:072EURUSDbuyin0.491.017412-0.800.000.009 999.201660755600_Pend
2022.08.17 17:24:573EURUSDsellout0.491.017983-0.800.0027.9310 026.33sl 1.01800
2022.08.17 17:29:594EURUSDbuyin0.491.018154-0.800.000.0010 025.531660757400_Pend
2022.08.17 21:00:055EURUSDsellout0.491.018385-0.800.0011.2710 036.00
2022.08.17 21:01:006EURUSDbuyin0.491.017716-0.800.000.0010 035.201660770000_Pend
2022.08.17 21:46:577EURUSDsellout0.491.019277-0.800.0076.4410 110.84sl 1.01927
2022.08.30 16:00:098EURUSDbuyin0.51.001428-0.800.000.0010 110.041661875200_Pend
2022.08.30 16:44:379EURUSDsellout0.51.002799-0.800.0068.5010 177.74sl 1.00282
2022.08.30 17:07:5310EURUSDbuyin0.51.0008010-0.800.000.0010 176.941661878800_Pend
2022.08.30 18:09:0511EURUSDsellout0.51.0009311-0.800.006.5010 182.64
2022.08.31 17:31:0812EURUSDbuyin0.51.0023413-0.800.000.0010 181.841661967000_Pend
2022.08.31 18:11:4713EURUSDsellout0.51.0046814-0.800.00117.0010 298.04sl 1.00469
2022.09.07 17:00:3514EURUSDbuyin0.510.9904215-0.810.000.0010 297.231662570000_Pend
2022.09.07 18:06:3715EURUSDsellout0.510.9942016-0.810.00192.7810 489.20sl 0.99420
2022.09.13 15:30:0216EURUSDsellin0.511.0122217-0.830.000.0010 488.371663083000_Pend
2022.09.13 15:36:0717EURUSDbuyout0.511.0060418-0.820.00315.1810 802.73
2022.09.27 14:31:4518EURUSDbuyin0.560.9637119-0.860.000.0010 801.871664289000_Pend
2022.09.27 14:57:3319EURUSDsellout0.560.9641620-0.860.0025.2010 826.21sl 0.96416
2022.10.03 17:08:0520EURUSDbuyin0.550.9805121-0.860.000.0010 825.351664816400_Pend
2022.10.03 17:46:0921EURUSDsellout0.550.9806822-0.860.009.3510 833.84sl 0.98070
2022.10.03 20:22:2822EURUSDbuyin0.550.9804123-0.860.000.0010 832.981664828340_Pend
2022.10.03 21:23:3523EURUSDsellout0.550.9805124-0.860.005.5010 837.62
2022.10.03 21:58:4824EURUSDbuyin0.550.9819625-0.860.000.0010 836.761664834400_Pend
2022.10.03 22:58:5025EURUSDsellout0.550.9824226-0.860.0025.3010 861.20
2022.10.17 15:27:4126EURUSDbuyin0.550.9752228-0.860.000.0010 860.341666020600_Pend
2022.10.17 16:24:1927EURUSDsellout0.550.9778729-0.860.00145.7511 005.23sl 0.97787
2022.10.18 22:59:3428EURUSDbuyin0.550.9857630-0.870.000.0011 004.361666134000_Pend
2022.10.18 23:52:1929EURUSDsellout0.550.9860331-0.870.0014.8511 018.34sl 0.98607
2022.10.20 17:00:3030EURUSDbuyin0.560.9788832-0.880.000.0011 017.461666285200_Pend
2022.10.20 17:40:4631EURUSDsellout0.560.9824633-0.880.00200.4811 217.06sl 0.98247
2022.10.24 16:44:2032EURUSDbuyin0.560.9839034-0.880.000.0011 216.181666629900_Pend
2022.10.24 17:08:4033EURUSDsellout0.560.9860435-0.880.00119.8411 335.14sl 0.98604
2022.10.25 16:00:3434EURUSDbuyin0.570.9876936-0.900.000.0011 334.241666713600_Pend
2022.10.25 17:10:2035EURUSDsellout0.570.9954837-0.910.00444.0311 777.36sl 0.99550
2022.10.26 17:00:0036EURUSDbuyin0.581.0016438-0.930.000.0011 776.431666803600_Pend
2022.10.26 17:23:3837EURUSDsellout0.581.0025439-0.930.0052.2011 827.70sl 1.00256
2022.11.02 14:18:1738EURUSDbuyin0.590.9889440-0.930.000.0011 826.771667398500_Pend
2022.11.02 14:43:0939EURUSDsellout0.590.9889041-0.930.00-2.3611 823.48sl 0.98895
2022.11.02 16:39:5540EURUSDbuyin0.590.9882342-0.930.000.0011 822.551667406600_Pend
2022.11.02 17:42:5741EURUSDsellout0.590.9883443-0.930.006.4911 828.11
2022.11.02 20:00:0742EURUSDbuyin0.590.9899144-0.930.000.0011 827.181667419200_Pend
2022.11.02 20:06:5543EURUSDsellout0.590.9959045-0.940.00353.4112 179.65
2022.11.04 10:16:3844EURUSDbuyin0.620.9779546-0.970.000.0012 178.681667556900_Pend
2022.11.04 11:16:5645EURUSDsellout0.620.9780647-0.970.006.8212 184.53
2022.11.10 15:30:2346EURUSDbuyin0.61.0051649-0.960.000.0012 183.571668094200_Pend
2022.11.10 15:42:4747EURUSDsellout0.61.0113050-0.970.00368.4012 551.00
2022.11.16 16:12:0448EURUSDbuyin0.61.0401851-1.000.000.0012 550.001668615300_Pend
2022.11.16 17:57:2451EURUSDsellout0.61.0403354-1.000.009.0012 558.00
2022.11.16 16:53:1049EURUSDbuyin0.61.0378552-1.000.000.0012 557.001668617400_Pend
2022.11.16 17:57:2450EURUSDsellout0.61.0403353-1.000.00148.8012 704.80
2022.11.30 17:31:3152EURUSDsellin0.611.0335657-1.010.000.0012 703.791669829400_Pend
2022.11.30 18:15:1953EURUSDbuyout0.611.0307658-1.010.00170.8012 873.58sl 1.03076
2022.12.08 14:08:4554EURUSDbuyin0.611.0512059-1.030.000.0012 872.551670508000_Pend
2022.12.08 14:53:5155EURUSDsellout0.611.0518260-1.030.0037.8212 909.34sl 1.05184
2022.12.13 11:07:1156EURUSDbuyin0.611.0540561-1.030.000.0012 908.311670929200_Pend
2022.12.13 13:10:5457EURUSDsellout0.611.0541562-1.030.006.1012 913.38
2022.12.14 15:30:1658EURUSDbuyin0.61.0647163-1.020.000.0012 912.361671031800_Pend
2022.12.14 16:44:3759EURUSDsellout0.61.0648164-1.020.006.0012 917.34
2022.12.14 17:29:1460EURUSDbuyin0.61.0655065-1.020.000.0012 916.321671039000_Pend
2022.12.14 18:29:1461EURUSDsellout0.61.0659366-1.020.0025.8012 941.10
2022.12.14 21:31:0862EURUSDbuyin0.61.0652067-1.020.000.0012 940.081671053400_Pend
2022.12.14 22:25:5763EURUSDsellout0.61.0677268-1.030.00151.2013 090.25sl 1.06773
-56.13 0.00 3 146.38 13 090.25