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: | 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 |
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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 | |||||||||
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Correlation (Profits,MFE): | 0.94 | Correlation (Profits,MAE): | 0.38 | Correlation (MFE,MAE): | 0.1506 | |||||||
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Minimal position holding time: | 0:00:45 | Maximal position holding time: | 8:03:15 | Average position holding time: | 1:31:35 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2022.08.12 17:00:00 | 2 | AUDUSD | buy stop | 0.7 / 0.7 | 0.71003 | 0.75003 | 2022.08.12 17:01:21 | filled | 1660323600_Pend | |||
2022.08.12 18:01:21 | 3 | AUDUSD | sell | 0.7 / 0.7 | 0.00000 | 2022.08.12 18:01:21 | filled | |||||
2022.08.17 04:29:42 | 4 | AUDUSD | buy stop | 0.71 / 0.71 | 0.69935 | 0.73935 | 2022.08.17 04:39:16 | filled | 1660710600_Pend | |||
2022.08.17 05:26:08 | 5 | AUDUSD | sell | 0.71 / 0.71 | 0.00000 | 2022.08.17 05:26:08 | filled | sl 0.70071 | ||||
2022.08.23 01:57:00 | 6 | AUDUSD | buy stop | 0.73 / 0 | 0.68855 | 0.72855 | 2022.08.23 02:10:10 | canceled | 1661220000_Pend | |||
2022.08.30 04:27:00 | 7 | AUDUSD | buy stop | 0.73 / 0 | 0.69007 | 0.73007 | 2022.08.30 04:40:00 | canceled | 1661833800_Pend | |||
2022.09.05 01:27:00 | 8 | AUDUSD | buy stop | 0.74 / 0 | 0.68005 | 0.72005 | 2022.09.05 01:40:00 | canceled | 1662341400_Pend | |||
2022.09.08 06:02:00 | 9 | AUDUSD | buy stop | 0.74 / 0.74 | 0.67245 | 0.71245 | 2022.09.08 06:06:07 | filled | 1662617100_Pend | |||
2022.09.08 07:06:57 | 10 | AUDUSD | sell | 0.74 / 0.74 | 0.00000 | 2022.09.08 07:06:57 | filled | |||||
2022.10.13 02:57:00 | 11 | AUDUSD | buy stop | 0.8 / 0.8 | 0.62783 | 0.66783 | 2022.10.13 03:05:37 | filled | 1665630000_Pend | |||
2022.10.13 03:46:24 | 12 | AUDUSD | sell | 0.8 / 0.8 | 0.00000 | 2022.10.13 03:46:24 | filled | sl 0.62832 | ||||
2022.10.18 22:57:00 | 13 | AUDUSD | buy stop | 0.8 / 0.8 | 0.63072 | 0.67072 | 2022.10.18 22:59:51 | filled | 1666134000_Pend | |||
2022.10.18 23:56:02 | 14 | AUDUSD | sell | 0.8 / 0.8 | 0.00000 | 2022.10.18 23:56:02 | filled | sl 0.63087 | ||||
2022.10.20 16:57:00 | 15 | AUDUSD | buy stop | 0.8 / 0.8 | 0.63099 | 0.67099 | 2022.10.20 17:00:25 | filled | 1666285200_Pend | |||
2022.10.20 17:40:40 | 16 | AUDUSD | sell | 0.8 / 0.8 | 0.00000 | 2022.10.20 17:40:40 | filled | sl 0.63417 | ||||
2022.10.25 11:27:00 | 17 | AUDUSD | buy stop | 0.82 / 0 | 0.63318 | 0.67318 | 2022.10.25 11:40:00 | canceled | 1666697400_Pend | |||
2022.10.25 15:57:00 | 18 | AUDUSD | buy stop | 0.82 / 0.82 | 0.63276 | 0.67276 | 2022.10.25 15:58:59 | filled | 1666713600_Pend | |||
2022.10.25 17:07:56 | 19 | AUDUSD | sell | 0.82 / 0.82 | 0.00000 | 2022.10.25 17:07:56 | filled | sl 0.63831 | ||||
2022.11.02 19:57:00 | 20 | AUDUSD | buy stop | 0.84 / 0.84 | 0.64161 | 0.68161 | 2022.11.02 20:00:04 | filled | 1667419200_Pend | |||
2022.11.02 20:00:49 | 21 | AUDUSD | sell | 0.84 / 0.84 | 0.00000 | 2022.11.02 20:00:49 | filled | |||||
2022.11.07 21:00:00 | 22 | AUDUSD | buy stop | 0.86 / 0.86 | 0.64827 | 0.68827 | 2022.11.07 21:00:49 | filled | 1667854800_Pend | |||
2022.11.08 02:30:26 | 23 | AUDUSD | sell | 0.86 / 0.86 | 0.00000 | 2022.11.08 02:30:26 | filled | |||||
2022.11.08 16:57:00 | 24 | AUDUSD | buy stop | 0.86 / 0.86 | 0.64787 | 0.68787 | 2022.11.08 16:57:30 | filled | 1667926800_Pend | |||
2022.11.08 18:03:07 | 25 | AUDUSD | sell | 0.86 / 0.86 | 0.00000 | 2022.11.08 18:03:07 | filled | sl 0.65270 | ||||
2022.11.16 15:27:00 | 26 | AUDUSD | buy stop | 0.85 / 0.85 | 0.67611 | 0.71611 | 2022.11.16 15:31:05 | filled | 1668612600_Pend | |||
2022.11.16 16:37:11 | 27 | AUDUSD | sell | 0.85 / 0.85 | 0.00000 | 2022.11.16 16:37:11 | filled | sl 0.67633 | ||||
2022.11.22 17:05:49 | 28 | AUDUSD | buy stop | 0.87 / 0.87 | 0.66321 | 0.70321 | 2022.11.22 17:08:31 | filled | 1669136400_Pend | |||
2022.11.22 18:08:31 | 29 | AUDUSD | sell | 0.87 / 0.87 | 0.00000 | 2022.11.22 18:08:31 | filled | |||||
2022.11.22 18:08:31 | 30 | AUDUSD | buy stop | 0.87 / 0 | 0.66382 | 0.70382 | 2022.11.22 18:10:00 | canceled | 1669140000_Pend | |||
2022.11.23 15:27:00 | 31 | AUDUSD | buy stop | 0.87 / 0.87 | 0.66521 | 0.70521 | 2022.11.23 15:30:44 | filled | 1669217400_Pend | |||
2022.11.23 17:09:13 | 32 | AUDUSD | sell | 0.87 / 0.87 | 0.00000 | 2022.11.23 17:09:13 | filled | sl 0.66862 | ||||
2022.11.30 02:27:00 | 33 | AUDUSD | buy stop | 0.89 / 0.89 | 0.66786 | 0.70786 | 2022.11.30 02:32:29 | filled | 1669775400_Pend | |||
2022.11.30 03:16:39 | 34 | AUDUSD | sell | 0.89 / 0.89 | 0.00000 | 2022.11.30 03:16:39 | filled | sl 0.66869 | ||||
2022.11.30 20:30:13 | 35 | AUDUSD | buy stop | 0.89 / 0.89 | 0.67153 | 0.71153 | 2022.11.30 20:30:14 | filled | 1669840200_Pend | |||
2022.11.30 20:37:45 | 36 | AUDUSD | sell | 0.89 / 0.89 | 0.00000 | 2022.11.30 20:37:45 | filled | |||||
2022.12.05 01:57:00 | 37 | AUDUSD | buy stop | 0.9 / 0.9 | 0.68143 | 0.72143 | 2022.12.05 02:02:56 | filled | 1670205600_Pend | |||
2022.12.05 03:02:56 | 38 | AUDUSD | sell | 0.9 / 0.9 | 0.00000 | 2022.12.05 03:02:56 | filled | |||||
2022.12.07 22:02:29 | 39 | AUDUSD | buy stop | 0.91 / 0 | 0.67320 | 0.71320 | 2022.12.07 22:10:00 | canceled | 1670450400_Pend | |||
2022.12.14 21:00:02 | 40 | AUDUSD | sell stop | 0.9 / 0.9 | 0.68462 | 0.64462 | 2022.12.14 21:00:09 | filled | 1671051600_Pend | |||
2022.12.15 01:57:00 | 41 | AUDUSD | buy stop | 0.9 / 0.9 | 0.68596 | 0.72596 | 2022.12.15 02:01:17 | filled | 1671069600_Pend | |||
2022.12.15 03:00:39 | 42 | AUDUSD | sell | 0.9 / 0.9 | 0.00000 | 2022.12.15 03:00:39 | filled | sl 0.68642 | ||||
2022.12.15 03:00:40 | 43 | AUDUSD | buy | 0.06 / 0.06 | 0.00000 | 2022.12.15 03:00:40 | filled | |||||
2022.12.15 05:03:24 | 44 | AUDUSD | buy | 0.84 / 0.84 | 0.00000 | 2022.12.15 05:03:24 | filled | |||||
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 | ||||||
2022.08.12 17:01:21 | 2 | AUDUSD | buy | in | 0.7 | 0.71006 | 2 | -0.80 | 0.00 | 0.00 | 9 999.20 | 1660323600_Pend |
2022.08.12 18:01:21 | 3 | AUDUSD | sell | out | 0.7 | 0.71031 | 3 | -0.80 | 0.00 | 17.50 | 10 015.90 | |
2022.08.17 04:39:16 | 4 | AUDUSD | buy | in | 0.71 | 0.69936 | 4 | -0.79 | 0.00 | 0.00 | 10 015.11 | 1660710600_Pend |
2022.08.17 05:26:08 | 5 | AUDUSD | sell | out | 0.71 | 0.70071 | 5 | -0.80 | 0.00 | 95.85 | 10 110.16 | sl 0.70071 |
2022.09.08 06:06:07 | 6 | AUDUSD | buy | in | 0.74 | 0.67246 | 9 | -0.80 | 0.00 | 0.00 | 10 109.36 | 1662617100_Pend |
2022.09.08 07:06:57 | 7 | AUDUSD | sell | out | 0.74 | 0.67256 | 10 | -0.80 | 0.00 | 7.40 | 10 115.96 | |
2022.10.13 03:05:37 | 8 | AUDUSD | buy | in | 0.8 | 0.62785 | 11 | -0.80 | 0.00 | 0.00 | 10 115.16 | 1665630000_Pend |
2022.10.13 03:46:24 | 9 | AUDUSD | sell | out | 0.8 | 0.62832 | 12 | -0.80 | 0.00 | 37.60 | 10 151.96 | sl 0.62832 |
2022.10.18 22:59:51 | 10 | AUDUSD | buy | in | 0.8 | 0.63072 | 13 | -0.81 | 0.00 | 0.00 | 10 151.15 | 1666134000_Pend |
2022.10.18 23:56:02 | 11 | AUDUSD | sell | out | 0.8 | 0.63080 | 14 | -0.81 | 0.00 | 6.40 | 10 156.74 | sl 0.63087 |
2022.10.20 17:00:25 | 12 | AUDUSD | buy | in | 0.8 | 0.63099 | 15 | -0.81 | 0.00 | 0.00 | 10 155.93 | 1666285200_Pend |
2022.10.20 17:40:40 | 13 | AUDUSD | sell | out | 0.8 | 0.63416 | 16 | -0.81 | 0.00 | 253.60 | 10 408.72 | sl 0.63417 |
2022.10.25 15:58:59 | 14 | AUDUSD | buy | in | 0.82 | 0.63276 | 18 | -0.83 | 0.00 | 0.00 | 10 407.89 | 1666713600_Pend |
2022.10.25 17:07:56 | 15 | AUDUSD | sell | out | 0.82 | 0.63831 | 19 | -0.84 | 0.00 | 455.10 | 10 862.15 | sl 0.63831 |
2022.11.02 20:00:04 | 16 | AUDUSD | buy | in | 0.84 | 0.64175 | 20 | -0.86 | 0.00 | 0.00 | 10 861.29 | 1667419200_Pend |
2022.11.02 20:00:49 | 17 | AUDUSD | sell | out | 0.84 | 0.64578 | 21 | -0.87 | 0.00 | 338.52 | 11 198.94 | |
2022.11.07 21:00:49 | 18 | AUDUSD | buy | in | 0.86 | 0.64827 | 22 | -0.89 | 0.00 | 0.00 | 11 198.05 | 1667854800_Pend |
2022.11.08 02:30:26 | 19 | AUDUSD | sell | out | 0.86 | 0.64840 | 23 | -0.89 | -1.63 | 11.18 | 11 206.71 | |
2022.11.08 16:57:30 | 20 | AUDUSD | buy | in | 0.86 | 0.64787 | 24 | -0.89 | 0.00 | 0.00 | 11 205.82 | 1667926800_Pend |
2022.11.08 18:03:07 | 21 | AUDUSD | sell | out | 0.86 | 0.65270 | 25 | -0.90 | 0.00 | 415.38 | 11 620.30 | sl 0.65270 |
2022.11.16 15:31:05 | 22 | AUDUSD | buy | in | 0.85 | 0.67611 | 26 | -0.92 | 0.00 | 0.00 | 11 619.38 | 1668612600_Pend |
2022.11.16 16:37:11 | 23 | AUDUSD | sell | out | 0.85 | 0.67632 | 27 | -0.92 | 0.00 | 17.85 | 11 636.31 | sl 0.67633 |
2022.11.22 17:08:31 | 24 | AUDUSD | buy | in | 0.87 | 0.66321 | 28 | -0.92 | 0.00 | 0.00 | 11 635.39 | 1669136400_Pend |
2022.11.22 18:08:31 | 25 | AUDUSD | sell | out | 0.87 | 0.66354 | 29 | -0.92 | 0.00 | 28.71 | 11 663.18 | |
2022.11.23 15:30:44 | 26 | AUDUSD | buy | in | 0.87 | 0.66521 | 31 | -0.93 | 0.00 | 0.00 | 11 662.25 | 1669217400_Pend |
2022.11.23 17:09:13 | 27 | AUDUSD | sell | out | 0.87 | 0.66862 | 32 | -0.93 | 0.00 | 296.67 | 11 957.99 | sl 0.66862 |
2022.11.30 02:32:29 | 28 | AUDUSD | buy | in | 0.89 | 0.66786 | 33 | -0.95 | 0.00 | 0.00 | 11 957.04 | 1669775400_Pend |
2022.11.30 03:16:39 | 29 | AUDUSD | sell | out | 0.89 | 0.66864 | 34 | -0.95 | 0.00 | 69.42 | 12 025.51 | sl 0.66869 |
2022.11.30 20:30:14 | 30 | AUDUSD | buy | in | 0.89 | 0.67154 | 35 | -0.96 | 0.00 | 0.00 | 12 024.55 | 1669840200_Pend |
2022.11.30 20:37:45 | 31 | AUDUSD | sell | out | 0.89 | 0.67482 | 36 | -0.96 | 0.00 | 291.92 | 12 315.51 | |
2022.12.05 02:02:56 | 32 | AUDUSD | buy | in | 0.9 | 0.68148 | 37 | -0.98 | 0.00 | 0.00 | 12 314.53 | 1670205600_Pend |
2022.12.05 03:02:56 | 33 | AUDUSD | sell | out | 0.9 | 0.68205 | 38 | -0.98 | 0.00 | 51.30 | 12 364.85 | |
2022.12.14 21:00:09 | 34 | AUDUSD | sell | in | 0.9 | 0.68358 | 40 | -0.98 | 0.00 | 0.00 | 12 363.87 | 1671051600_Pend |
2022.12.15 03:00:40 | 37 | AUDUSD | buy | out | 0.06 | 0.68644 | 43 | -0.07 | -0.07 | -17.16 | 12 346.57 | |
2022.12.15 05:03:24 | 38 | AUDUSD | buy | out | 0.84 | 0.68344 | 44 | -0.92 | -1.01 | 11.76 | 12 356.40 | |
2022.12.15 02:01:17 | 35 | AUDUSD | buy | in | 0.9 | 0.68596 | 41 | -0.99 | 0.00 | 0.00 | 12 355.41 | 1671069600_Pend |
2022.12.15 03:00:39 | 36 | AUDUSD | sell | out | 0.9 | 0.68641 | 42 | -0.99 | 0.00 | 40.50 | 12 394.92 | sl 0.68642 |
-31.87 | -2.71 | 2 429.50 | 12 394.92 | |||||||||