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=5
maShift=2
maMethod=3
maAppliedPrice=5
_5=Bollinger Bands filter
useBB=true
bbTF=16385
bbPeriod=10
bbShift=20
bbDev=3.0
bbAppliedPrice=5
bbBars=4
bbPointsMin=60
_6=RSI filter
useRSI=true
rsiTF=15
rsiPeriod=12
rsiAppliedPrice=5
rsiUP=63
rsiDN=63
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: 2 394.92 Balance Drawdown Absolute: 0.80 Equity Drawdown Absolute: 68.00
Gross Profit: 2 428.13 Balance Drawdown Maximal: 17.30 (0.14%) Equity Drawdown Maximal: 619.20 (4.92%)
Gross Loss: -33.21 Balance Drawdown Relative: 0.14% (17.30) Equity Drawdown Relative: 4.92% (619.20)
Profit Factor: 73.11 Expected Payoff: 126.05 Margin Level: 9715.84%
Recovery Factor: 3.87 Sharpe Ratio: 32.10 Z-Score: 1.97 (95.12%)
AHPR: 1.0115 (1.15%) LR Correlation: 0.98 OnTester result: 0
GHPR: 1.0114 (1.14%) LR Standard Error: 204.71
Total Trades: 19 Short Trades (won %): 2 (50.00%) Long Trades (won %): 17 (100.00%)
Total Deals: 37 Profit Trades (% of total): 18 (94.74%) Loss Trades (% of total): 1 (5.26%)
Largest profit trade: 454.26 Largest loss trade: -17.30
Average profit trade: 134.90 Average loss trade: -33.21
Maximum consecutive wins ($): 17 (2 418.30) Maximum consecutive losses ($): 1 (-17.30)
Maximal consecutive profit (count): 2 418.30 (17) Maximal consecutive loss (count): -17.30 (1)
Average consecutive wins: 9 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.94 Correlation (Profits,MAE): 0.38 Correlation (MFE,MAE): 0.1506
Graph
Minimal position holding time: 0:00:45 Maximal position holding time: 8:03:15 Average position holding time: 1:31:35
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2022.08.12 17:00:002AUDUSDbuy stop0.7 / 0.70.710030.750032022.08.12 17:01:21filled1660323600_Pend
2022.08.12 18:01:213AUDUSDsell0.7 / 0.70.000002022.08.12 18:01:21filled
2022.08.17 04:29:424AUDUSDbuy 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
2022.08.23 01:57:006AUDUSDbuy stop0.73 / 00.688550.728552022.08.23 02:10:10canceled1661220000_Pend
2022.08.30 04:27:007AUDUSDbuy stop0.73 / 00.690070.730072022.08.30 04:40:00canceled1661833800_Pend
2022.09.05 01:27:008AUDUSDbuy stop0.74 / 00.680050.720052022.09.05 01:40:00canceled1662341400_Pend
2022.09.08 06:02:009AUDUSDbuy stop0.74 / 0.740.672450.712452022.09.08 06:06:07filled1662617100_Pend
2022.09.08 07:06:5710AUDUSDsell0.74 / 0.740.000002022.09.08 07:06:57filled
2022.10.13 02:57:0011AUDUSDbuy stop0.8 / 0.80.627830.667832022.10.13 03:05:37filled1665630000_Pend
2022.10.13 03:46:2412AUDUSDsell0.8 / 0.80.000002022.10.13 03:46:24filledsl 0.62832
2022.10.18 22:57:0013AUDUSDbuy stop0.8 / 0.80.630720.670722022.10.18 22:59:51filled1666134000_Pend
2022.10.18 23:56:0214AUDUSDsell0.8 / 0.80.000002022.10.18 23:56:02filledsl 0.63087
2022.10.20 16:57:0015AUDUSDbuy stop0.8 / 0.80.630990.670992022.10.20 17:00:25filled1666285200_Pend
2022.10.20 17:40:4016AUDUSDsell0.8 / 0.80.000002022.10.20 17:40:40filledsl 0.63417
2022.10.25 11:27:0017AUDUSDbuy stop0.82 / 00.633180.673182022.10.25 11:40:00canceled1666697400_Pend
2022.10.25 15:57:0018AUDUSDbuy stop0.82 / 0.820.632760.672762022.10.25 15:58:59filled1666713600_Pend
2022.10.25 17:07:5619AUDUSDsell0.82 / 0.820.000002022.10.25 17:07:56filledsl 0.63831
2022.11.02 19:57:0020AUDUSDbuy stop0.84 / 0.840.641610.681612022.11.02 20:00:04filled1667419200_Pend
2022.11.02 20:00:4921AUDUSDsell0.84 / 0.840.000002022.11.02 20:00:49filled
2022.11.07 21:00:0022AUDUSDbuy stop0.86 / 0.860.648270.688272022.11.07 21:00:49filled1667854800_Pend
2022.11.08 02:30:2623AUDUSDsell0.86 / 0.860.000002022.11.08 02:30:26filled
2022.11.08 16:57:0024AUDUSDbuy stop0.86 / 0.860.647870.687872022.11.08 16:57:30filled1667926800_Pend
2022.11.08 18:03:0725AUDUSDsell0.86 / 0.860.000002022.11.08 18:03:07filledsl 0.65270
2022.11.16 15:27:0026AUDUSDbuy stop0.85 / 0.850.676110.716112022.11.16 15:31:05filled1668612600_Pend
2022.11.16 16:37:1127AUDUSDsell0.85 / 0.850.000002022.11.16 16:37:11filledsl 0.67633
2022.11.22 17:05:4928AUDUSDbuy stop0.87 / 0.870.663210.703212022.11.22 17:08:31filled1669136400_Pend
2022.11.22 18:08:3129AUDUSDsell0.87 / 0.870.000002022.11.22 18:08:31filled
2022.11.22 18:08:3130AUDUSDbuy stop0.87 / 00.663820.703822022.11.22 18:10:00canceled1669140000_Pend
2022.11.23 15:27:0031AUDUSDbuy stop0.87 / 0.870.665210.705212022.11.23 15:30:44filled1669217400_Pend
2022.11.23 17:09:1332AUDUSDsell0.87 / 0.870.000002022.11.23 17:09:13filledsl 0.66862
2022.11.30 02:27:0033AUDUSDbuy stop0.89 / 0.890.667860.707862022.11.30 02:32:29filled1669775400_Pend
2022.11.30 03:16:3934AUDUSDsell0.89 / 0.890.000002022.11.30 03:16:39filledsl 0.66869
2022.11.30 20:30:1335AUDUSDbuy stop0.89 / 0.890.671530.711532022.11.30 20:30:14filled1669840200_Pend
2022.11.30 20:37:4536AUDUSDsell0.89 / 0.890.000002022.11.30 20:37:45filled
2022.12.05 01:57:0037AUDUSDbuy stop0.9 / 0.90.681430.721432022.12.05 02:02:56filled1670205600_Pend
2022.12.05 03:02:5638AUDUSDsell0.9 / 0.90.000002022.12.05 03:02:56filled
2022.12.07 22:02:2939AUDUSDbuy stop0.91 / 00.673200.713202022.12.07 22:10:00canceled1670450400_Pend
2022.12.14 21:00:0240AUDUSDsell stop0.9 / 0.90.684620.644622022.12.14 21:00:09filled1671051600_Pend
2022.12.15 01:57:0041AUDUSDbuy stop0.9 / 0.90.685960.725962022.12.15 02:01:17filled1671069600_Pend
2022.12.15 03:00:3942AUDUSDsell0.9 / 0.90.000002022.12.15 03:00:39filledsl 0.68642
2022.12.15 03:00:4043AUDUSDbuy0.06 / 0.060.000002022.12.15 03:00:40filled
2022.12.15 05:03:2444AUDUSDbuy0.84 / 0.840.000002022.12.15 05:03:24filled
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 17:01:212AUDUSDbuyin0.70.710062-0.800.000.009 999.201660323600_Pend
2022.08.12 18:01:213AUDUSDsellout0.70.710313-0.800.0017.5010 015.90
2022.08.17 04:39:164AUDUSDbuyin0.710.699364-0.790.000.0010 015.111660710600_Pend
2022.08.17 05:26:085AUDUSDsellout0.710.700715-0.800.0095.8510 110.16sl 0.70071
2022.09.08 06:06:076AUDUSDbuyin0.740.672469-0.800.000.0010 109.361662617100_Pend
2022.09.08 07:06:577AUDUSDsellout0.740.6725610-0.800.007.4010 115.96
2022.10.13 03:05:378AUDUSDbuyin0.80.6278511-0.800.000.0010 115.161665630000_Pend
2022.10.13 03:46:249AUDUSDsellout0.80.6283212-0.800.0037.6010 151.96sl 0.62832
2022.10.18 22:59:5110AUDUSDbuyin0.80.6307213-0.810.000.0010 151.151666134000_Pend
2022.10.18 23:56:0211AUDUSDsellout0.80.6308014-0.810.006.4010 156.74sl 0.63087
2022.10.20 17:00:2512AUDUSDbuyin0.80.6309915-0.810.000.0010 155.931666285200_Pend
2022.10.20 17:40:4013AUDUSDsellout0.80.6341616-0.810.00253.6010 408.72sl 0.63417
2022.10.25 15:58:5914AUDUSDbuyin0.820.6327618-0.830.000.0010 407.891666713600_Pend
2022.10.25 17:07:5615AUDUSDsellout0.820.6383119-0.840.00455.1010 862.15sl 0.63831
2022.11.02 20:00:0416AUDUSDbuyin0.840.6417520-0.860.000.0010 861.291667419200_Pend
2022.11.02 20:00:4917AUDUSDsellout0.840.6457821-0.870.00338.5211 198.94
2022.11.07 21:00:4918AUDUSDbuyin0.860.6482722-0.890.000.0011 198.051667854800_Pend
2022.11.08 02:30:2619AUDUSDsellout0.860.6484023-0.89-1.6311.1811 206.71
2022.11.08 16:57:3020AUDUSDbuyin0.860.6478724-0.890.000.0011 205.821667926800_Pend
2022.11.08 18:03:0721AUDUSDsellout0.860.6527025-0.900.00415.3811 620.30sl 0.65270
2022.11.16 15:31:0522AUDUSDbuyin0.850.6761126-0.920.000.0011 619.381668612600_Pend
2022.11.16 16:37:1123AUDUSDsellout0.850.6763227-0.920.0017.8511 636.31sl 0.67633
2022.11.22 17:08:3124AUDUSDbuyin0.870.6632128-0.920.000.0011 635.391669136400_Pend
2022.11.22 18:08:3125AUDUSDsellout0.870.6635429-0.920.0028.7111 663.18
2022.11.23 15:30:4426AUDUSDbuyin0.870.6652131-0.930.000.0011 662.251669217400_Pend
2022.11.23 17:09:1327AUDUSDsellout0.870.6686232-0.930.00296.6711 957.99sl 0.66862
2022.11.30 02:32:2928AUDUSDbuyin0.890.6678633-0.950.000.0011 957.041669775400_Pend
2022.11.30 03:16:3929AUDUSDsellout0.890.6686434-0.950.0069.4212 025.51sl 0.66869
2022.11.30 20:30:1430AUDUSDbuyin0.890.6715435-0.960.000.0012 024.551669840200_Pend
2022.11.30 20:37:4531AUDUSDsellout0.890.6748236-0.960.00291.9212 315.51
2022.12.05 02:02:5632AUDUSDbuyin0.90.6814837-0.980.000.0012 314.531670205600_Pend
2022.12.05 03:02:5633AUDUSDsellout0.90.6820538-0.980.0051.3012 364.85
2022.12.14 21:00:0934AUDUSDsellin0.90.6835840-0.980.000.0012 363.871671051600_Pend
2022.12.15 03:00:4037AUDUSDbuyout0.060.6864443-0.07-0.07-17.1612 346.57
2022.12.15 05:03:2438AUDUSDbuyout0.840.6834444-0.92-1.0111.7612 356.40
2022.12.15 02:01:1735AUDUSDbuyin0.90.6859641-0.990.000.0012 355.411671069600_Pend
2022.12.15 03:00:3936AUDUSDsellout0.90.6864142-0.990.0040.5012 394.92sl 0.68642
-31.87 -2.71 2 429.50 12 394.92