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=20
maPeriod=9
maShift=10
maMethod=1
maAppliedPrice=5
_5=Bollinger Bands filter
useBB=true
bbTF=15
bbPeriod=40
bbShift=2
bbDev=2.5
bbAppliedPrice=5
bbBars=14
bbPointsMin=80
_6=RSI filter
useRSI=true
rsiTF=15
rsiPeriod=16
rsiAppliedPrice=5
rsiUP=36
rsiDN=45
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: 2 174.90 Balance Drawdown Absolute: 0.80 Equity Drawdown Absolute: 83.87
Gross Profit: 2 195.42 Balance Drawdown Maximal: 0.96 (0.01%) Equity Drawdown Maximal: 256.91 (2.48%)
Gross Loss: -20.52 Balance Drawdown Relative: 0.01% (0.80) Equity Drawdown Relative: 2.48% (256.91)
Profit Factor: 106.99 Expected Payoff: 91.48 Margin Level: 9856.83%
Recovery Factor: 8.47 Sharpe Ratio: 36.13 Z-Score: 0.00 (0.00%)
AHPR: 1.0083 (0.83%) LR Correlation: 0.97 OnTester result: 0
GHPR: 1.0082 (0.82%) LR Standard Error: 174.64
Total Trades: 24 Short Trades (won %): 24 (100.00%) Long Trades (won %): 0 (0.00%)
Total Deals: 48 Profit Trades (% of total): 24 (100.00%) Loss Trades (% of total): 0 (0.00%)
Largest profit trade: 350.13 Largest loss trade: 0.00
Average profit trade: 91.48 Average loss trade: 0.00
Maximum consecutive wins ($): 24 (2 195.42) Maximum consecutive losses ($): 0 (0.00)
Maximal consecutive profit (count): 2 195.42 (24) Maximal consecutive loss (count): 0.00 (0)
Average consecutive wins: 24 Average consecutive losses: 0
Graph
Graph
Correlation (Profits,MFE): 0.91 Correlation (Profits,MAE): 0.44 Correlation (MFE,MAE): 0.6002
Graph
Minimal position holding time: 0:00:38 Maximal position holding time: 7:51:49 Average position holding time: 1:14:47
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2022.08.17 03:27:002AUDUSDsell stop0.71 / 0.710.701500.661502022.08.17 03:28:27filled1660707000_Pend
2022.08.17 04:30:033AUDUSDbuy0.71 / 0.710.000002022.08.17 04:30:03filled
2022.08.17 04:30:034AUDUSDsell stop0.71 / 0.710.701000.661002022.08.17 04:30:06filled1660710600_Pend
2022.08.17 04:55:005AUDUSDbuy0.71 / 0.710.000002022.08.17 04:55:00filledsl 0.70021
2022.08.25 15:30:366AUDUSDsell stop0.72 / 0.720.696200.656202022.08.25 15:30:48filled1661441400_Pend
2022.08.25 16:30:487AUDUSDbuy0.72 / 0.720.000002022.08.25 16:30:48filled
2022.08.25 17:27:008AUDUSDsell stop0.72 / 00.696910.656912022.08.25 17:40:00canceled1661448600_Pend
2022.08.30 04:36:009AUDUSDsell stop0.73 / 00.689530.649532022.08.30 04:40:00canceled1661833800_Pend
2022.09.08 06:02:0010AUDUSDsell stop0.74 / 0.740.674450.634452022.09.08 06:05:02filled1662617100_Pend
2022.09.08 07:01:0611AUDUSDbuy0.74 / 0.740.000002022.09.08 07:01:06filledsl 0.67221
2022.09.09 16:57:0012AUDUSDsell stop0.74 / 0.740.684480.644482022.09.09 17:02:39filled1662742800_Pend
2022.09.09 18:02:3913AUDUSDbuy0.74 / 0.740.000002022.09.09 18:02:39filled
2022.09.09 18:57:0014AUDUSDsell stop0.75 / 0.750.684290.644292022.09.09 19:00:53filled1662750000_Pend
2022.09.09 20:46:0115AUDUSDbuy0.75 / 0.750.000002022.09.09 20:46:01filled
2022.09.13 03:17:2016AUDUSDsell stop0.74 / 0.740.688240.648242022.09.13 03:17:50filled1663038900_Pend
2022.09.13 04:23:2117AUDUSDbuy0.74 / 0.740.000002022.09.13 04:23:21filled
2022.09.15 03:57:0018AUDUSDsell stop0.76 / 00.674080.634082022.09.15 04:10:00canceled1663214400_Pend
2022.09.15 04:30:0219AUDUSDsell stop0.76 / 0.760.674030.634032022.09.15 04:30:42filled1663216200_Pend
2022.09.15 12:22:3120AUDUSDbuy0.76 / 0.760.000002022.09.15 12:22:31filled
2022.09.20 04:30:4821AUDUSDsell stop0.76 / 0.760.671670.631672022.09.20 04:30:54filled1663648200_Pend
2022.09.20 08:17:0522AUDUSDbuy0.76 / 0.760.000002022.09.20 08:17:05filled
2022.09.27 15:27:0023AUDUSDsell stop0.79 / 0.790.648390.608392022.09.27 15:30:00filled1664292600_Pend
2022.09.27 16:12:4924AUDUSDbuy0.79 / 0.790.000002022.09.27 16:12:49filledsl 0.64770
2022.09.28 04:27:0025AUDUSDsell stop0.8 / 0.80.641410.601412022.09.28 04:28:18filled1664339400_Pend
2022.09.28 05:27:2126AUDUSDbuy0.8 / 0.80.000002022.09.28 05:27:21filledsl 0.63995
2022.10.04 03:27:0027AUDUSDsell stop0.8 / 0.80.650020.610022022.10.04 03:28:16filled1664854200_Pend
2022.10.04 04:48:4128AUDUSDbuy0.8 / 0.80.000002022.10.04 04:48:41filled
2022.10.04 06:27:0029AUDUSDsell stop0.8 / 0.80.650450.610452022.10.04 06:29:35filled1664865000_Pend
2022.10.04 06:30:1330AUDUSDbuy0.8 / 0.80.000002022.10.04 06:30:13filled
2022.10.13 03:01:4431AUDUSDsell stop0.86 / 00.627750.587752022.10.13 03:10:00canceled1665630000_Pend
2022.10.20 20:27:0032AUDUSDsell stop0.85 / 0.850.629630.589632022.10.20 20:30:37filled1666297800_Pend
2022.10.20 21:33:3533AUDUSDbuy0.85 / 0.850.000002022.10.20 21:33:35filledsl 0.62809
2022.10.26 03:27:0034AUDUSDsell stop0.85 / 0.850.639160.599162022.10.26 03:31:04filled1666755000_Pend
2022.10.26 04:14:5935AUDUSDbuy0.85 / 0.850.000002022.10.26 04:14:59filledsl 0.63834
2022.10.27 03:36:4036AUDUSDsell stop0.84 / 0.840.648690.608692022.10.27 03:37:44filled1666841400_Pend
2022.10.27 04:43:3237AUDUSDbuy0.84 / 0.840.000002022.10.27 04:43:32filled
2022.11.01 15:45:2738AUDUSDsell stop0.85 / 0.850.643390.603392022.11.01 15:45:51filled1667317500_Pend
2022.11.01 16:10:0839AUDUSDbuy0.85 / 0.850.000002022.11.01 16:10:08filled
2022.11.02 02:27:0040AUDUSDsell stop0.88 / 0.880.640030.600032022.11.02 02:37:12filled1667356200_Pend
2022.11.02 03:05:2341AUDUSDbuy0.88 / 0.880.000002022.11.02 03:05:23filledsl 0.63936
2022.11.02 14:15:0242AUDUSDsell stop0.88 / 0.880.641100.601102022.11.02 14:15:03filled1667398500_Pend
2022.11.02 15:39:2043AUDUSDbuy0.88 / 0.880.000002022.11.02 15:39:20filled
2022.11.08 01:30:2744AUDUSDsell stop0.88 / 00.646890.606892022.11.08 01:40:00canceled1667871000_Pend
2022.11.16 16:47:0045AUDUSDsell stop0.84 / 0.840.676280.636282022.11.16 16:47:35filled1668617400_Pend
2022.11.16 17:32:2846AUDUSDbuy0.84 / 0.840.000002022.11.16 17:32:28filledsl 0.67503
2022.11.29 15:57:0047AUDUSDsell stop0.85 / 00.672340.632342022.11.29 16:10:00canceled1669737600_Pend
2022.11.30 16:59:4548AUDUSDsell stop0.85 / 0.850.671310.631312022.11.30 17:00:12filled1669827600_Pend
2022.11.30 17:42:0949AUDUSDbuy0.85 / 0.850.000002022.11.30 17:42:09filledsl 0.66960
2022.12.02 15:27:0050AUDUSDsell stop0.85 / 0.850.681230.641232022.12.02 15:28:33filled1669995000_Pend
2022.12.02 15:30:0951AUDUSDbuy0.85 / 0.850.000002022.12.02 15:30:09filled
2022.12.08 02:27:0052AUDUSDsell stop0.89 / 0.890.671070.631072022.12.08 02:29:19filled1670466600_Pend
2022.12.08 03:25:1353AUDUSDbuy0.89 / 0.890.000002022.12.08 03:25:13filledsl 0.67048
2022.12.14 17:37:2154AUDUSDsell stop0.87 / 00.685890.645892022.12.14 17:40:00canceled1671039000_Pend
2022.12.14 21:00:5755AUDUSDsell stop0.87 / 0.870.685330.645332022.12.14 21:01:01filled1671051600_Pend
2022.12.14 21:28:0656AUDUSDbuy0.87 / 0.870.000002022.12.14 21:28:06filledsl 0.68376
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 03:28:272AUDUSDsellin0.710.701492-0.800.000.009 999.201660707000_Pend
2022.08.17 04:30:033AUDUSDbuyout0.710.701383-0.800.007.8110 006.21
2022.08.17 04:30:064AUDUSDsellin0.710.700984-0.800.000.0010 005.411660710600_Pend
2022.08.17 04:55:005AUDUSDbuyout0.710.700215-0.800.0054.6710 059.28sl 0.70021
2022.08.25 15:30:486AUDUSDsellin0.720.696156-0.800.000.0010 058.481661441400_Pend
2022.08.25 16:30:487AUDUSDbuyout0.720.695647-0.800.0036.7210 094.40
2022.09.08 06:05:028AUDUSDsellin0.740.6740910-0.800.000.0010 093.601662617100_Pend
2022.09.08 07:01:069AUDUSDbuyout0.740.6722111-0.800.00139.1210 231.92sl 0.67221
2022.09.09 17:02:3910AUDUSDsellin0.740.6844812-0.810.000.0010 231.111662742800_Pend
2022.09.09 18:02:3911AUDUSDbuyout0.740.6833813-0.810.0081.4010 311.70
2022.09.09 19:00:5312AUDUSDsellin0.750.6842614-0.820.000.0010 310.881662750000_Pend
2022.09.09 20:46:0113AUDUSDbuyout0.750.6841615-0.820.007.5010 317.56
2022.09.13 03:17:5014AUDUSDsellin0.740.6882416-0.810.000.0010 316.751663038900_Pend
2022.09.13 04:23:2115AUDUSDbuyout0.740.6881417-0.810.007.4010 323.34
2022.09.15 04:30:4216AUDUSDsellin0.760.6740319-0.820.000.0010 322.521663216200_Pend
2022.09.15 12:22:3117AUDUSDbuyout0.760.6739220-0.820.008.3610 330.06
2022.09.20 04:30:5418AUDUSDsellin0.760.6716521-0.820.000.0010 329.241663648200_Pend
2022.09.20 08:17:0519AUDUSDbuyout0.760.6715522-0.820.007.6010 336.02
2022.09.27 15:30:0020AUDUSDsellin0.790.6483923-0.820.000.0010 335.201664292600_Pend
2022.09.27 16:12:4921AUDUSDbuyout0.790.6477024-0.820.0054.5110 388.89sl 0.64770
2022.09.28 04:28:1822AUDUSDsellin0.80.6414125-0.820.000.0010 388.071664339400_Pend
2022.09.28 05:27:2123AUDUSDbuyout0.80.6399526-0.820.00116.8010 504.05sl 0.63995
2022.10.04 03:28:1624AUDUSDsellin0.80.6500127-0.830.000.0010 503.221664854200_Pend
2022.10.04 04:48:4125AUDUSDbuyout0.80.6499128-0.830.008.0010 510.39
2022.10.04 06:29:3526AUDUSDsellin0.80.6504129-0.830.000.0010 509.561664865000_Pend
2022.10.04 06:30:1327AUDUSDbuyout0.80.6465530-0.830.00308.8010 817.53
2022.10.20 20:30:3728AUDUSDsellin0.850.6296332-0.860.000.0010 816.671666297800_Pend
2022.10.20 21:33:3529AUDUSDbuyout0.850.6281133-0.850.00129.2010 945.02sl 0.62809
2022.10.26 03:31:0430AUDUSDsellin0.850.6391134-0.870.000.0010 944.151666755000_Pend
2022.10.26 04:14:5931AUDUSDbuyout0.850.6383635-0.870.0063.7511 007.03sl 0.63834
2022.10.27 03:37:4432AUDUSDsellin0.840.6486536-0.870.000.0011 006.161666841400_Pend
2022.10.27 04:43:3233AUDUSDbuyout0.840.6485437-0.870.009.2411 014.53
2022.11.01 15:45:5134AUDUSDsellin0.850.6433938-0.880.000.0011 013.651667317500_Pend
2022.11.01 16:10:0835AUDUSDbuyout0.850.6395039-0.870.00330.6511 343.43
2022.11.02 02:37:1236AUDUSDsellin0.880.6400140-0.900.000.0011 342.531667356200_Pend
2022.11.02 03:05:2337AUDUSDbuyout0.880.6393641-0.900.0057.2011 398.83sl 0.63936
2022.11.02 14:15:0338AUDUSDsellin0.880.6410642-0.900.000.0011 397.931667398500_Pend
2022.11.02 15:39:2039AUDUSDbuyout0.880.6409443-0.900.0010.5611 407.59
2022.11.16 16:47:3540AUDUSDsellin0.840.6762845-0.910.000.0011 406.681668617400_Pend
2022.11.16 17:32:2841AUDUSDbuyout0.840.6750446-0.910.00104.1611 509.93sl 0.67503
2022.11.30 17:00:1242AUDUSDsellin0.850.6713148-0.910.000.0011 509.021669827600_Pend
2022.11.30 17:42:0943AUDUSDbuyout0.850.6696049-0.910.00145.3511 653.46sl 0.66960
2022.12.02 15:28:3344AUDUSDsellin0.850.6812250-0.930.000.0011 652.531669995000_Pend
2022.12.02 15:30:0945AUDUSDbuyout0.850.6770951-0.920.00351.0512 002.66
2022.12.08 02:29:1946AUDUSDsellin0.890.6710752-0.960.000.0012 001.701670466600_Pend
2022.12.08 03:25:1347AUDUSDbuyout0.890.6704853-0.950.0052.5112 053.26sl 0.67048
2022.12.14 21:01:0148AUDUSDsellin0.870.6852055-0.950.000.0012 052.311671051600_Pend
2022.12.14 21:28:0649AUDUSDbuyout0.870.6837856-0.950.00123.5412 174.90sl 0.68376
-41.00 0.00 2 215.90 12 174.90