Strategy Tester Report
Alpha
VARIANSE-Demo1 (Build 1441)

SymbolXAUUSDx (Gold vs US Dollar )
Period1 Hour (H1) 2026.05.03 22:05 - 2026.10.14 11:00 (2026.05.03 - 2026.10.15)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersSessionStartHour=5; SessionEndHour=17; MomentumBars=4; MinMomentumATR=0.52; MinBodyATR=0.04; EMA_Period=14; SwingLookback=7; TP_Multiplier=2.82; MinSL_ATR=0.5; MaxSL_ATR=2.9; BreakEvenR=2; BreakEvenProfitR=2; TrailActivatePercent=78; TrailLockPercent=66; UseRiskPercent=true; Risk_Normal=1.3; Risk_High_Vol=0.75; ATR_Lookback=20; High_Vol_Percentile=64; FixedLot=0.1; ATR_Period=14; MaxSpreadPoints=150; MagicNumber=300925;
Bars in test2795Ticks modelled21858976Modelling quality44.97%
Mismatched charts errors0
Initial deposit100000.00Spread145
Total net profit92297.21Gross profit169549.34Gross loss-77252.13
Profit factor2.19Expected payoff831.51
Absolute drawdown204.96Maximal drawdown12464.64 (6.35%)Relative drawdown6.35% (12464.64)
Total trades111Short positions (won %)55 (60.00%)Long positions (won %)56 (48.21%)
Profit trades (% of total)60 (54.05%)Loss trades (% of total)51 (45.95%)
Largestprofit trade5610.60loss trade-2521.20
Averageprofit trade2825.82loss trade-1514.75
Maximumconsecutive wins (profit in money)4 (11211.85)consecutive losses (loss in money)4 (-9275.89)
Maximalconsecutive profit (count of wins)13790.92 (3)consecutive loss (count of losses)-9275.89 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12026.05.04 06:00sell10.614598.804619.794539.61
22026.05.04 10:26modify10.614598.804556.824539.61
32026.05.04 10:37t/p10.614539.614556.824539.613606.32103606.32
42026.05.05 07:00buy20.374549.484513.474651.03
52026.05.06 01:28modify20.374549.484621.504651.03
62026.05.06 03:39t/p20.374651.034621.504651.033714.06107320.38
72026.05.07 05:00buy31.124697.724685.324732.69
82026.05.07 06:19modify31.124697.724722.524732.69
92026.05.07 06:20s/l31.124722.524722.524732.692769.76110090.14
102026.05.08 07:00buy40.434726.844694.064819.28
112026.05.10 22:05s/l40.434694.064694.064819.28-1412.55108677.59
122026.05.11 05:00sell50.424671.944705.454577.44
132026.05.11 13:05s/l50.424705.454705.454577.44-1410.36107267.23
142026.05.12 09:00sell60.454703.354733.944617.09
152026.05.12 15:39modify60.454703.354642.174617.09
162026.05.12 15:41s/l60.454642.174642.174617.092749.95110017.18
172026.05.13 05:00sell70.524699.494726.914622.17
182026.05.14 07:00close70.524701.574726.914622.17-80.60109936.58
192026.05.14 07:00buy80.244701.574668.274795.48
202026.05.14 13:39s/l80.244668.274668.274795.48-800.88109135.70
212026.05.15 12:00sell90.154551.984606.494398.26
222026.05.18 07:00close90.154548.264606.494398.2657.75109193.45
232026.05.18 13:00buy100.184573.474529.754696.76
242026.05.19 05:00close100.184542.734529.754696.76-574.38108619.07
252026.05.19 05:00sell110.304542.734589.214411.66
262026.05.20 09:00close110.304485.084589.214411.661733.40110352.47
272026.05.20 09:00buy120.454485.084453.514574.11
282026.05.20 15:04modify120.454485.084548.224574.11
292026.05.20 15:08s/l120.454548.224548.224574.112838.15113190.62
302026.05.21 06:00sell130.334526.814571.034402.11
312026.05.22 10:00close130.334533.804571.034402.11-226.38112964.24
322026.05.22 10:00buy140.554533.804507.334608.45
332026.05.22 14:18s/l140.554507.334507.334608.45-1459.70111504.54
342026.05.25 10:00buy150.774569.064550.474621.48
352026.05.26 00:27s/l150.774550.474550.474621.48-1521.52109983.02
362026.05.26 12:00sell160.244507.164540.604412.86
372026.05.27 11:28modify160.244507.164440.284412.86
382026.05.27 12:18s/l160.244440.284440.284412.861608.24111591.26
392026.05.27 13:00sell170.134438.264499.114266.66
402026.05.28 13:00close170.134434.274499.114266.6658.76111650.02
412026.05.28 13:00buy180.134434.274374.204603.67
422026.05.29 14:28modify180.134434.274554.414603.67
432026.05.29 14:34s/l180.134554.414554.414603.671546.61113196.63
442026.05.29 15:00buy190.264565.384509.904721.83
452026.06.01 03:39s/l190.264509.904509.904721.83-1472.90111723.73
462026.06.01 05:00sell200.464514.424545.674426.30
472026.06.01 13:39modify200.464514.424451.924426.30
482026.06.01 13:40s/l200.464451.924451.924426.302871.78114595.51
492026.06.02 13:00sell210.564514.924541.384440.30
502026.06.03 05:37modify210.564514.924462.004440.30
512026.06.03 05:52s/l210.564462.004462.004440.302970.80117566.31
522026.06.03 06:00sell220.384456.884496.434345.35
532026.06.04 05:00close220.384482.474496.434345.35-952.28116614.03
542026.06.04 12:00buy230.164512.894458.414666.52
552026.06.04 14:39s/l230.164458.414458.414666.52-872.80115741.23
562026.06.05 05:00sell240.414444.874481.454341.71
572026.06.05 13:52modify240.414444.874371.714341.71
582026.06.05 14:36s/l240.414371.714371.714341.712996.69118737.92
592026.06.08 05:00sell250.384312.614353.124198.37
602026.06.09 05:00close250.384333.764353.124198.37-798.76117939.16
612026.06.09 05:00buy260.724333.764312.694393.18
622026.06.09 14:26s/l260.724312.694312.694393.18-1522.08116417.08
632026.06.10 11:00sell270.324174.894221.964042.15
642026.06.10 20:18modify270.324174.894080.754042.15
652026.06.10 22:43t/p270.324042.154080.754042.154245.44120662.52
662026.06.11 08:00buy280.294105.654052.484255.59
672026.06.11 19:30modify280.294105.654211.994255.59
682026.06.11 19:38s/l280.294211.994211.994255.593081.83123744.35
692026.06.12 09:00buy290.314220.974170.124364.37
702026.06.15 02:18modify290.314220.974322.674364.37
712026.06.15 03:38s/l290.314322.674322.674364.373116.43126860.78
722026.06.15 05:00buy300.194329.494280.194468.52
732026.06.16 14:00close300.194331.954280.194468.5224.51126885.29
742026.06.16 14:00sell310.724331.954354.834267.43
752026.06.17 13:00close310.724335.044354.834267.43-213.12126672.17
762026.06.17 13:00buy320.934335.044317.404384.78
772026.06.17 17:27modify320.934335.044370.324384.78
782026.06.17 18:01s/l320.934370.324370.324384.783274.53129946.70
792026.06.18 08:00sell330.234288.844329.954172.91
802026.06.18 19:37modify330.234288.844206.624172.91
812026.06.18 19:52s/l330.234206.624206.624172.911889.45131836.15
822026.06.19 13:00buy340.354180.444132.814314.76
832026.06.22 16:00close340.354182.974132.814314.7647.60131883.75
842026.06.22 16:00sell350.534182.974215.004092.65
852026.06.23 04:38modify350.534182.974118.914092.65
862026.06.23 04:42s/l350.534118.914118.914092.653402.07135285.82
872026.06.23 14:00buy360.224136.764090.654266.79
882026.06.23 23:30s/l360.224090.654090.654266.79-1015.96134269.86
892026.06.24 05:00sell370.344064.204114.993920.97
902026.06.24 18:13modify370.344064.203962.623920.97
912026.06.24 18:15s/l370.343962.623962.623920.973451.34137721.20
922026.06.25 13:00buy380.414014.513971.424136.02
932026.06.26 06:00close380.414008.263971.424136.02-304.22137416.98
942026.06.26 06:00sell390.814008.264030.103946.67
952026.06.26 06:37s/l390.814030.104030.103946.67-1774.71135642.27
962026.06.29 05:00sell400.564051.724083.153963.09
972026.06.30 00:37modify400.564051.723988.863963.09
982026.06.30 00:52s/l400.563988.863988.863963.093527.44139169.71
992026.07.01 05:00sell410.433976.504018.233858.82
1002026.07.01 11:26s/l410.434018.234018.233858.82-1797.40137372.31
1012026.07.02 06:00buy420.484067.524030.504171.92
1022026.07.02 13:49modify420.484067.524141.564171.92
1032026.07.02 13:50s/l420.484141.564141.564171.923550.56140922.87
1042026.07.03 16:00sell430.844164.614186.264103.56
1052026.07.05 22:19s/l430.844186.264186.264103.56-1824.48139098.39
1062026.07.06 05:00sell440.244159.574202.914037.35
1072026.07.07 12:00close440.244158.594202.914037.3526.64139125.03
1082026.07.07 14:00buy450.264159.914119.794273.05
1092026.07.07 19:09s/l450.264119.794119.794273.05-1044.94138080.09
1102026.07.08 05:00buy460.334126.424095.744212.94
1112026.07.08 08:14s/l460.334095.744095.744212.94-1014.75137065.34
1122026.07.09 06:00buy470.604083.344054.084165.85
1132026.07.10 05:00close470.604115.064054.084165.851833.00138898.34
1142026.07.10 05:00sell480.914115.064134.724059.62
1152026.07.10 14:49modify480.914115.064075.744059.62
1162026.07.10 14:50s/l480.914075.744075.744059.623571.75142470.09
1172026.07.13 05:00sell490.304058.754093.933959.54
1182026.07.13 16:49modify490.304058.753988.393959.54
1192026.07.13 16:50s/l490.303988.393988.393959.542108.70144578.79
1202026.07.14 05:00buy500.484021.833983.274130.57
1212026.07.14 12:46modify500.484021.834098.954130.57
1222026.07.14 12:47s/l500.484098.954098.954130.573698.40148277.19
1232026.07.15 05:00sell510.674033.454061.903953.22
1242026.07.15 12:44s/l510.674061.904061.903953.22-1910.84146366.35
1252026.07.16 05:00sell520.604033.084064.533944.39
1262026.07.17 07:00close520.604000.744064.533944.391948.20148314.55
1272026.07.17 07:00buy530.634000.743970.524085.96
1282026.07.17 12:48s/l530.633970.523970.524085.96-1908.27146406.28
1292026.07.20 05:00buy540.504020.353982.444127.26
1302026.07.22 00:19modify540.504020.354096.174127.26
1312026.07.22 00:21s/l540.504096.174096.174127.263677.50150083.78
1322026.07.22 12:00buy551.314124.054109.214165.90
1332026.07.22 12:49s/l551.314109.214109.214165.90-1953.21148130.57
1342026.07.23 05:00sell560.964121.044140.924064.98
1352026.07.23 11:31modify560.964121.044081.284064.98
1362026.07.23 11:39s/l560.964081.284081.284064.983810.24151940.81
1372026.07.24 05:00sell570.844027.144050.603960.98
1382026.07.24 07:19s/l570.844050.604050.603960.98-1976.52149964.29
1392026.07.27 13:00sell580.874083.664105.974020.75
1402026.07.28 05:31modify580.874083.664039.044020.75
1412026.07.28 05:38s/l580.874039.044039.044020.753893.25153857.54
1422026.07.28 10:00sell590.624022.994055.223932.10
1432026.07.29 06:00close590.624034.344055.223932.10-695.64153161.90
1442026.07.29 06:00buy600.824034.344010.084102.75
1452026.07.29 12:36s/l600.824010.084010.084102.75-1995.06151166.84
1462026.07.30 05:00sell610.204045.864100.213892.59
1472026.07.30 13:44s/l610.204100.214100.213892.59-1088.40150078.44
1482026.07.31 05:00sell620.614080.014111.563991.04
1492026.08.03 06:00close620.614070.284111.563991.04601.46150679.90
1502026.08.03 06:00buy630.854070.284047.284135.14
1512026.08.03 09:36s/l630.854047.284047.284135.14-1960.95148718.95
1522026.08.04 05:00buy640.834065.474042.414130.50
1532026.08.05 02:39modify640.834065.474111.594130.50
1542026.08.05 02:49t/p640.834130.504111.594130.505300.38154019.33
1552026.08.05 12:00buy650.204190.554134.774347.85
1562026.08.06 01:07modify650.204190.554302.114347.85
1572026.08.06 01:07s/l650.204302.114302.114347.852163.80156183.13
1582026.08.06 09:00buy660.624279.714247.144371.56
1592026.08.06 13:09s/l660.624247.144247.144371.56-2023.68154159.45
1602026.08.07 05:00buy670.544266.404229.534370.37
1612026.08.07 12:43modify670.544266.404340.144370.37
1622026.08.07 12:49t/p670.544370.374340.144370.375610.60159770.05
1632026.08.10 06:00buy680.584348.694313.274448.57
1642026.08.11 01:19modify680.584348.694419.534448.57
1652026.08.11 01:20s/l680.584419.534419.534448.574040.86163810.91
1662026.08.11 11:00buy690.784383.804356.684460.28
1672026.08.12 12:39modify690.784383.804438.044460.28
1682026.08.12 12:40s/l690.784438.044438.044460.284139.46167950.37
1692026.08.12 14:00buy700.264429.274381.874562.94
1702026.08.13 05:00close700.264397.724381.874562.94-907.92167042.45
1712026.08.13 09:00sell710.564375.764413.984267.98
1722026.08.14 08:00close710.564344.944413.984267.981733.20168775.65
1732026.08.14 08:00buy720.644344.944310.974440.74
1742026.08.17 01:15modify720.644344.944412.884440.74
1752026.08.17 01:19s/l720.644412.884412.884440.744273.28173048.93
1762026.08.17 07:00buy730.614404.464367.984507.33
1772026.08.18 05:00close730.614393.404367.984507.33-746.03172302.90
1782026.08.18 15:00sell740.324366.704406.614254.15
1792026.08.19 10:00close740.324363.464406.614254.15107.84172410.74
1802026.08.19 10:00buy750.784363.464335.024443.66
1812026.08.19 12:39modify750.784363.464420.344443.66
1822026.08.19 12:40s/l750.784420.344420.344443.664431.18176841.92
1832026.08.20 06:00sell760.544481.264523.514362.12
1842026.08.20 15:04s/l760.544523.514523.514362.12-2285.28174556.64
1852026.08.21 05:00buy770.394541.964508.674635.84
1862026.08.21 15:39modify770.394541.964608.544635.84
1872026.08.21 15:41s/l770.394608.544608.544635.842593.89177150.53
1882026.08.24 05:00buy780.504640.464594.704769.50
1892026.08.25 05:00close780.504625.884594.704769.50-787.50176363.03
1902026.08.25 06:00sell790.244642.954696.814491.06
1912026.08.27 05:00close790.244620.304696.814491.06561.12176924.15
1922026.08.27 05:00buy800.664620.304600.324676.64
1932026.08.27 06:09s/l800.664600.324600.324676.64-1323.30175600.85
1942026.08.28 07:00buy810.534613.954571.594733.41
1952026.08.28 14:09s/l810.534571.594571.594733.41-2248.79173352.06
1962026.08.31 05:00sell820.274424.494472.264289.78
1972026.09.01 13:09modify820.274424.494328.954289.78
1982026.09.01 13:10s/l820.274328.954328.954289.782583.09175935.15
1992026.09.01 15:00sell830.224360.524419.634193.83
2002026.09.02 13:00close830.224332.784419.634193.83613.14176548.29
2012026.09.02 13:00buy840.734332.784301.704420.43
2022026.09.02 14:08modify840.734332.784394.944420.43
2032026.09.02 14:08s/l840.734394.944394.944420.434532.57181080.86
2042026.09.03 12:00buy850.874445.684418.744521.65
2052026.09.03 15:03modify850.874445.684499.564521.65
2062026.09.03 15:03s/l850.874499.564499.564521.654681.47185762.33
2072026.09.04 07:00sell860.994462.914487.124394.64
2082026.09.04 07:43s/l860.994487.124487.124394.64-2403.72183358.61
2092026.09.07 05:00sell870.644397.874435.004293.16
2102026.09.08 01:23s/l870.644435.004435.004293.16-2368.00180990.61
2112026.09.08 05:00buy880.754437.264406.064525.24
2122026.09.08 06:17s/l880.754406.064406.064525.24-2345.25178645.36
2132026.09.09 05:00buy890.554383.044341.194501.06
2142026.09.10 09:00close890.554394.804341.194501.06461.45179106.81
2152026.09.10 09:00sell900.584394.804434.514282.82
2162026.09.10 19:02modify900.584394.804315.384282.82
2172026.09.10 19:02s/l900.584315.384315.384282.824602.30183709.11
2182026.09.11 06:00buy910.514347.434300.614479.46
2192026.09.11 12:33s/l910.514300.614300.614479.46-2391.39181317.72
2202026.09.14 06:00sell921.314337.234355.154286.70
2212026.09.14 09:16modify921.314337.234301.394286.70
2222026.09.14 09:16s/l921.314301.394301.394286.704685.87186003.59
2232026.09.15 05:00buy931.044306.374283.154371.85
2242026.09.15 07:42s/l931.044283.154283.154371.85-2422.16183581.43
2252026.09.16 10:00buy941.254339.564320.494393.34
2262026.09.16 18:03s/l941.254320.494320.494393.34-2392.50181188.93
2272026.09.17 05:00buy950.324298.774257.364415.55
2282026.09.18 06:01modify950.324298.774381.594415.55
2292026.09.18 06:01s/l950.324381.594381.594415.552612.80183801.73
2302026.09.18 13:00sell960.774368.814399.504282.26
2312026.09.21 12:00close960.774370.704399.504282.26-135.52183666.21
2322026.09.21 12:00buy970.774370.704339.984457.33
2332026.09.21 14:01s/l970.774339.984339.984457.33-2370.83181295.38
2342026.09.22 05:00sell980.714342.754375.854249.41
2352026.09.23 17:41modify980.714342.754276.554249.41
2362026.09.23 17:41s/l980.714276.554276.554249.414709.43186004.81
2372026.09.24 05:00sell991.754289.444303.224250.58
2382026.09.24 09:03modify991.754289.444261.884250.58
2392026.09.24 09:03s/l991.754261.884261.884250.584810.75190815.56
2402026.09.25 05:00sell1000.754262.724295.584170.05
2412026.09.25 08:45s/l1000.754295.584295.584170.05-2469.75188345.81
2422026.09.28 10:00sell1010.294155.934203.044023.08
2432026.09.29 09:00close1010.294141.014203.044023.08436.45188782.26
2442026.09.29 09:00buy1021.294141.014122.014194.59
2452026.09.29 20:36modify1021.294141.014179.014194.59
2462026.09.29 20:36s/l1021.294179.014179.014194.594892.97193675.23
2472026.09.30 07:00buy1030.954191.914165.654265.96
2482026.09.30 14:37s/l1030.954165.654165.654265.96-2501.35191173.88
2492026.10.01 08:00sell1040.854163.794192.834081.90
2502026.10.02 05:00close1040.854186.314192.834081.90-1903.15189270.73
2512026.10.05 05:00sell1050.774131.284163.084041.60
2522026.10.05 07:45s/l1050.774163.084163.084041.60-2453.99186816.74
2532026.10.06 05:00sell1060.794121.394151.924035.30
2542026.10.06 08:37s/l1060.794151.924151.924035.30-2417.40184399.34
2552026.10.07 08:00sell1071.014132.584156.164066.08
2562026.10.07 12:28modify1071.014132.584085.424066.08
2572026.10.07 12:29s/l1071.014085.424085.424066.084756.09189155.43
2582026.10.08 05:00buy1080.784134.544103.204222.92
2592026.10.09 05:31modify1080.784134.544197.224222.92
2602026.10.09 05:31s/l1080.784197.224197.224222.924797.78193953.21
2612026.10.12 05:00sell1091.124194.594217.054131.25
2622026.10.13 05:00close1091.124196.954217.054131.25-249.76193703.45
2632026.10.13 11:00sell1100.774181.604200.414128.56
2642026.10.14 05:00close1100.774167.254200.414128.561114.96194818.41
2652026.10.14 05:00buy1111.104167.254144.404231.69
2662026.10.14 07:17s/l1111.104144.404144.404231.69-2521.20192297.21