Strategy Tester Report
Alpha
VARIANSE-Live1 (Build 1441)

SymbolXAUUSD.z (Gold vs US Dollar )
Period1 Hour (H1) 2026.05.04 00:00 - 2026.10.15 15:00 (2026.05.04 - 2026.10.16)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersSessionStartHour=5; SessionEndHour=16; MomentumBars=4; MinMomentumATR=0.52; MinBodyATR=0.04; EMA_Period=14; SwingLookback=7; TP_Multiplier=2.82; MinSL_ATR=0.5; MaxSL_ATR=2.82; BreakEvenR=2; BreakEvenProfitR=2; TrailActivatePercent=78; TrailLockPercent=66; UseRiskPercent=true; Risk_Normal=1.3; Risk_High_Vol=1.3; ATR_Lookback=20; High_Vol_Percentile=64; FixedLot=0.1; ATR_Period=14; MaxSpreadPoints=150; MagicNumber=300925;
Bars in test3720Ticks modelled26118201Modelling quality48.09%
Mismatched charts errors0
Initial deposit100000.00Spread145
Total net profit111935.24Gross profit200555.52Gross loss-88620.28
Profit factor2.26Expected payoff1026.93
Absolute drawdown208.01Maximal drawdown13839.76 (6.34%)Relative drawdown6.34% (13839.76)
Total trades109Short positions (won %)52 (59.62%)Long positions (won %)57 (47.37%)
Profit trades (% of total)58 (53.21%)Loss trades (% of total)51 (46.79%)
Largestprofit trade5871.57loss trade-2809.32
Averageprofit trade3457.85loss trade-1737.65
Maximumconsecutive wins (profit in money)4 (15860.25)consecutive losses (loss in money)4 (-10297.42)
Maximalconsecutive profit (count of wins)15860.25 (4)consecutive loss (count of losses)-10297.42 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12026.05.04 06:00sell10.614598.874619.974539.37
22026.05.04 10:26modify10.614598.874556.674539.37
32026.05.04 10:37t/p10.614539.374556.674539.373629.50103629.50
42026.05.05 07:00buy20.374549.644513.644651.16
52026.05.06 01:28modify20.374549.644621.644651.16
62026.05.06 03:39t/p20.374651.164621.644651.163715.54107345.04
72026.05.07 05:00buy31.124697.674685.244732.72
82026.05.07 06:19modify31.124697.674722.534732.72
92026.05.07 06:20s/l31.124722.534722.534732.722784.32110129.36
102026.05.08 07:00buy40.434726.904693.884820.02
112026.05.10 22:05s/l40.434693.884693.884820.02-1419.86108709.50
122026.05.11 05:00sell50.424672.184705.464578.33
132026.05.11 13:05s/l50.424705.464705.464578.33-1397.76107311.74
142026.05.12 09:00sell60.454703.404734.064616.94
152026.05.12 15:39modify60.454703.404642.084616.94
162026.05.12 15:41s/l60.454642.084642.084616.942759.40110071.14
172026.05.13 05:00sell70.514699.514727.074621.79
182026.05.14 07:00close70.514701.104727.074621.79-50.49110020.65
192026.05.14 07:00buy80.434701.104668.484793.09
202026.05.14 13:39s/l80.434668.484668.484793.09-1402.66108617.99
212026.05.15 12:00sell90.254551.244606.584395.18
222026.05.18 07:00close90.254548.254606.584395.1879.75108697.74
232026.05.18 13:00buy100.324573.514530.034696.12
242026.05.19 05:00close100.324542.324530.034696.12-1033.28107664.46
252026.05.19 05:00sell110.294542.324589.304409.84
262026.05.20 09:00close110.294485.464589.304409.841654.74109319.20
272026.05.20 09:00buy120.444485.464453.544575.47
282026.05.20 15:04modify120.444485.464549.304575.47
292026.05.20 15:06s/l120.444549.304549.304575.472808.96112128.16
302026.05.21 06:00sell130.334527.194570.814404.18
312026.05.22 10:00close130.334533.804570.814404.18-211.53111916.63
322026.05.22 10:00buy140.544533.804507.234608.73
332026.05.22 14:05s/l140.544507.234507.234608.73-1434.78110481.85
342026.05.25 10:00buy150.774569.074550.614621.13
352026.05.26 00:16s/l150.774550.614550.614621.13-1506.12108975.73
362026.05.26 12:00sell160.424507.184540.714412.63
372026.05.27 11:28modify160.424507.184440.124412.63
382026.05.27 12:18s/l160.424440.124440.124412.632824.92111800.65
392026.05.28 13:00buy170.244434.314374.144603.99
402026.05.29 14:28modify170.244434.314554.654603.99
412026.05.29 14:34s/l170.244554.654554.654603.992861.76114662.41
422026.06.01 05:00sell180.474514.624545.854426.55
432026.06.01 13:39modify180.474514.624452.164426.55
442026.06.01 13:40s/l180.474452.164452.164426.552935.62117598.03
452026.06.02 13:00sell190.574515.084541.604440.29
462026.06.03 05:37modify190.574515.084462.044440.29
472026.06.03 05:52s/l190.574462.044462.044440.293034.68120632.71
482026.06.03 06:00sell200.394456.944496.574345.18
492026.06.04 05:00close200.394482.424496.574345.18-970.32119662.39
502026.06.04 12:00buy210.284512.934458.604666.14
512026.06.04 14:39s/l210.284458.604458.604666.14-1521.24118141.15
522026.06.05 05:00sell220.424445.084481.454342.52
532026.06.05 13:38modify220.424445.084372.344342.52
542026.06.05 13:42s/l220.424372.344372.344342.523055.08121196.23
552026.06.08 05:00sell230.384312.554353.394197.38
562026.06.09 05:00close230.384333.754353.394197.38-798.00120398.23
572026.06.09 05:00buy240.744333.754312.844392.72
582026.06.09 14:26s/l240.744312.844312.844392.72-1547.34118850.89
592026.06.10 11:00sell250.324175.084221.944042.93
602026.06.10 20:17modify250.324175.084081.364042.93
612026.06.10 22:43t/p250.324042.934081.364042.934228.80123079.69
622026.06.11 08:00buy260.304105.604052.524255.29
632026.06.11 19:39modify260.304105.604211.764255.29
642026.06.11 19:42s/l260.304211.764211.764255.293184.80126264.49
652026.06.12 09:00buy270.324221.224170.244364.98
662026.06.15 02:13modify270.324221.224323.184364.98
672026.06.15 03:19s/l270.324323.184323.184364.983227.52129492.01
682026.06.15 05:00buy280.334329.584280.014469.37
692026.06.16 14:00close280.334332.134280.014469.3747.85129539.86
702026.06.16 14:00sell290.734332.134354.894267.95
712026.06.17 13:00close290.734335.014354.894267.95-195.64129344.22
722026.06.17 13:00buy300.954335.014317.494384.42
732026.06.17 17:39modify300.954335.014370.054384.42
742026.06.17 17:40s/l300.954370.054370.054384.423328.80132673.02
752026.06.18 08:00sell310.414288.764329.864172.86
762026.06.18 19:19modify310.414288.764206.564172.86
772026.06.18 19:22s/l310.414206.564206.564172.863370.20136043.22
782026.06.19 13:00buy320.364180.634132.824315.45
792026.06.23 03:19s/l320.364132.824132.824315.45-1800.36134242.86
802026.06.23 14:00buy330.374136.944090.774267.14
812026.06.23 23:35s/l330.374090.774090.774267.14-1708.29132534.57
822026.06.24 05:00sell340.344064.394114.913921.92
832026.06.24 18:06modify340.344064.393963.353921.92
842026.06.24 18:07s/l340.343963.353963.353921.923435.36135969.93
852026.06.25 13:00buy350.414014.473971.504135.65
862026.06.26 06:00close350.414008.353971.504135.65-296.02135673.91
872026.06.26 06:00sell360.794008.354030.623945.55
882026.06.26 06:44s/l360.794030.624030.623945.55-1759.33133914.58
892026.06.29 05:00sell370.554051.814083.463962.56
902026.06.30 00:48modify370.554051.813988.513962.56
912026.06.30 00:56s/l370.553988.513988.513962.563492.50137407.08
922026.07.01 11:00buy380.453999.663960.074111.30
932026.07.01 13:43modify380.453999.664078.844111.30
942026.07.01 14:32t/p380.454111.304078.844111.305023.80142430.88
952026.07.02 06:00buy390.504067.764030.764172.10
962026.07.02 13:49modify390.504067.764141.764172.10
972026.07.02 13:50s/l390.504141.764141.764172.103700.00146130.88
982026.07.06 09:00sell400.504150.414187.924044.63
992026.07.07 12:00close400.504158.514187.924044.63-395.00145735.88
1002026.07.07 14:00buy410.464160.254119.924273.98
1012026.07.07 19:09s/l410.464119.924119.924273.98-1855.18143880.70
1022026.07.08 05:00buy420.604126.484095.714213.25
1032026.07.08 08:14s/l420.604095.714095.714213.25-1846.20142034.50
1042026.07.09 06:00buy430.624083.464054.144166.14
1052026.07.10 05:00close430.624115.144054.144166.141895.96143930.46
1062026.07.10 05:00sell440.944115.144134.904059.42
1072026.07.10 14:49modify440.944115.144075.624059.42
1082026.07.10 14:50s/l440.944075.624075.624059.423714.88147645.34
1092026.07.13 05:00sell450.554058.974093.503961.60
1102026.07.13 16:49modify450.554058.973989.913961.60
1112026.07.13 16:51s/l450.553989.913989.913961.603798.30151443.64
1122026.07.14 05:00buy460.514021.873983.504130.07
1132026.07.14 12:46modify460.514021.874098.614130.07
1142026.07.14 12:47s/l460.514098.614098.614130.073913.74155357.38
1152026.07.15 05:00sell470.704033.334062.053952.34
1162026.07.15 12:44s/l470.704062.054062.053952.34-2010.40153346.98
1172026.07.16 05:00sell480.634033.304064.713944.72
1182026.07.17 07:00close480.634000.814064.713944.722059.47155406.45
1192026.07.17 07:00buy490.664000.813970.444086.45
1202026.07.17 12:48s/l490.663970.443970.444086.45-2004.42153402.03
1212026.07.20 05:00buy500.524020.383982.644126.81
1222026.07.22 00:19modify500.524020.384095.864126.81
1232026.07.22 00:21s/l500.524095.864095.864126.813810.56157212.59
1242026.07.22 12:00buy511.374124.194109.324166.12
1252026.07.22 12:49s/l511.374109.324109.324166.12-2037.19155175.40
1262026.07.23 05:00sell521.014121.054141.014064.76
1272026.07.23 11:31modify521.014121.054081.134064.76
1282026.07.23 11:39s/l521.014081.134081.134064.764031.92159207.32
1292026.07.24 05:00sell530.874027.304050.823960.97
1302026.07.24 07:19s/l530.874050.824050.823960.97-2046.24157161.08
1312026.07.27 13:00sell540.934084.064106.014022.16
1322026.07.28 05:31modify540.934084.064040.164022.16
1332026.07.28 05:39s/l540.934040.164040.164022.164101.30161262.38
1342026.07.28 10:00sell550.654023.174055.293932.59
1352026.07.29 06:00close550.654034.604055.293932.59-729.95160532.43
1362026.07.29 06:00buy560.854034.604010.254103.27
1372026.07.29 12:36s/l560.854010.254010.254103.27-2069.75158462.68
1382026.07.30 05:00sell570.374045.924100.423892.23
1392026.07.30 13:44s/l570.374100.424100.423892.23-2016.50156446.18
1402026.07.31 05:00sell580.634080.024111.923990.06
1412026.08.03 06:00close580.634070.244111.923990.06628.74157074.92
1422026.08.03 06:00buy590.894070.244047.324134.87
1432026.08.03 09:36s/l590.894047.324047.324134.87-2039.88155035.04
1442026.08.04 05:00buy600.884065.354042.674129.31
1452026.08.05 02:39modify600.884065.354110.714129.31
1462026.08.05 02:48t/p600.884129.314110.714129.315531.68160566.72
1472026.08.05 13:00buy610.594185.304150.274284.08
1482026.08.05 15:13modify610.594185.304255.364284.08
1492026.08.05 15:34s/l610.594255.364255.364284.084133.54164700.26
1502026.08.06 09:00buy620.654279.884247.154372.18
1512026.08.06 13:09s/l620.654247.154247.154372.18-2127.45162572.81
1522026.08.07 05:00buy630.574266.304229.774369.31
1532026.08.07 12:37modify630.574266.304339.364369.31
1542026.08.07 12:46t/p630.574369.314339.364369.315871.57168444.38
1552026.08.10 06:00buy640.624348.594313.354447.97
1562026.08.11 00:37modify640.624348.594419.074447.97
1572026.08.11 00:37s/l640.624419.074419.074447.974301.56172745.94
1582026.08.11 11:00buy650.824383.774356.694460.14
1592026.08.12 12:49modify650.824383.774437.934460.14
1602026.08.12 12:50s/l650.824437.934437.934460.144350.92177096.86
1612026.08.12 14:00buy660.484429.264382.274561.77
1622026.08.13 05:00close660.484397.794382.274561.77-1668.96175427.90
1632026.08.13 09:00sell670.594375.854414.024268.21
1642026.08.14 08:00close670.594345.054414.024268.211829.00177256.90
1652026.08.14 08:00buy680.674345.054310.924441.30
1662026.08.17 01:15modify680.674345.054413.314441.30
1672026.08.17 01:19s/l680.674413.314413.314441.304499.72181756.62
1682026.08.17 07:00buy690.644404.584367.974507.82
1692026.08.18 05:00close690.644393.624367.974507.82-771.84180984.78
1702026.08.18 15:00sell700.594366.874406.734254.46
1712026.08.19 10:00close700.594363.454406.734254.46213.58181198.36
1722026.08.19 10:00buy710.834363.454335.074443.48
1732026.08.19 12:39modify710.834363.454420.214443.48
1742026.08.19 12:40s/l710.834420.214420.214443.484711.08185909.44
1752026.08.20 06:00sell720.574481.314523.694361.80
1762026.08.20 15:04s/l720.574523.694523.694361.80-2415.66183493.78
1772026.08.21 05:00buy730.714542.034508.894635.48
1782026.08.21 15:39modify730.714542.034608.314635.48
1792026.08.21 15:43s/l730.714608.314608.314635.484705.88188199.66
1802026.08.24 05:00buy740.534640.664594.644770.44
1812026.08.25 05:00close740.534625.894594.644770.44-841.11187358.55
1822026.08.25 06:00sell750.454643.084696.874491.39
1832026.08.27 05:00close750.454620.274696.874491.391062.45188421.00
1842026.08.27 05:00buy761.244620.274600.654675.60
1852026.08.27 06:09s/l761.244600.654600.654675.60-2432.88185988.12
1862026.08.28 07:00buy770.564614.254571.734734.16
1872026.08.28 14:09s/l770.564571.734571.734734.16-2381.12183607.00
1882026.08.31 05:00sell780.504424.564472.224290.16
1892026.09.01 13:09modify780.504424.564329.244290.16
1902026.09.01 13:10s/l780.504329.244329.244290.164776.00188383.00
1912026.09.01 15:00sell790.414360.404419.664193.29
1922026.09.02 13:00close790.414332.894419.664193.291136.11189519.11
1932026.09.02 13:00buy800.794332.894301.784420.62
1942026.09.02 14:09modify800.794332.894395.114420.62
1952026.09.02 14:10s/l800.794395.114395.114420.624915.38194434.49
1962026.09.03 12:00buy810.944445.624418.854521.11
1972026.09.03 15:03modify810.944445.624499.164521.11
1982026.09.03 15:03s/l810.944499.164499.164521.115032.76199467.25
1992026.09.04 07:00sell821.064462.894487.244394.22
2002026.09.04 07:43s/l821.064487.244487.244394.22-2581.10196886.15
2012026.09.07 05:00sell830.694398.014435.044293.59
2022026.09.08 01:22s/l830.694435.044435.044293.59-2541.27194344.88
2032026.09.08 05:00buy840.804437.344406.144525.32
2042026.09.08 06:16s/l840.804406.144406.144525.32-2496.00191848.88
2052026.09.09 05:00buy850.594383.104341.374500.78
2062026.09.10 09:00close850.594394.904341.374500.78501.50192350.38
2072026.09.10 09:00sell860.624394.904434.934282.02
2082026.09.10 23:53modify860.624394.904314.844282.02
2092026.09.10 23:54s/l860.624314.844314.844282.024963.72197314.10
2102026.09.11 06:00buy870.544347.554300.784479.44
2112026.09.11 12:33s/l870.544300.784300.784479.44-2525.58194788.52
2122026.09.14 05:00sell880.984329.584355.384256.82
2132026.09.14 12:38modify880.984329.584277.984256.82
2142026.09.14 12:38s/l880.984277.984277.984256.825056.80199845.32
2152026.09.15 05:00buy891.124306.444283.404371.41
2162026.09.15 07:42s/l891.124283.404283.404371.41-2580.48197264.84
2172026.09.16 10:00buy901.344339.584320.544393.27
2182026.09.16 18:03s/l901.344320.544320.544393.27-2551.36194713.48
2192026.09.17 05:00buy910.614298.864257.584415.27
2202026.09.17 12:30modify910.614298.864381.424415.27
2212026.09.17 12:30s/l910.614381.424381.424415.275036.16199749.64
2222026.09.18 05:00buy920.764368.404334.304464.56
2232026.09.21 05:00close920.764355.814334.304464.56-1040.44198709.20
2242026.09.21 05:00sell930.934355.814383.444277.89
2252026.09.22 08:28modify930.934355.814300.554277.89
2262026.09.22 08:28s/l930.934300.554300.554277.895157.78203866.98
2272026.09.22 09:00sell941.034330.004355.734257.44
2282026.09.22 18:06s/l941.034355.734355.734257.44-2650.19201216.79
2292026.09.23 05:00sell951.034343.994369.314272.59
2302026.09.23 13:43modify951.034343.994293.354272.59
2312026.09.23 13:44s/l951.034293.354293.354272.595215.92206432.71
2322026.09.24 05:00sell961.944289.514303.314250.59
2332026.09.24 09:03modify961.944289.514261.914250.59
2342026.09.24 09:03s/l961.944261.914261.914250.595354.40211787.11
2352026.09.25 05:00sell970.834262.944295.874170.08
2362026.09.25 08:45s/l970.834295.874295.874170.08-2733.19209053.92
2372026.09.28 10:00sell980.574155.984203.134023.02
2382026.09.29 09:00close980.574141.084203.134023.02860.70209914.62
2392026.09.29 09:00buy991.434141.084122.104194.60
2402026.09.29 20:36modify991.434141.084179.044194.60
2412026.09.29 20:36s/l991.434179.044179.044194.605428.28215342.90
2422026.09.30 07:00buy1001.064192.044165.764266.15
2432026.09.30 14:37s/l1001.064165.764165.764266.15-2785.68212557.22
2442026.10.01 08:00sell1010.944163.804192.924081.68
2452026.10.02 05:00close1010.944186.454192.924081.68-2110.30210446.92
2462026.10.05 05:00sell1020.854131.364163.314041.26
2472026.10.05 07:45s/l1020.854163.314163.314041.26-2715.75207731.17
2482026.10.06 05:00sell1030.874121.434152.304034.38
2492026.10.06 08:42s/l1030.874152.304152.304034.38-2685.69205045.48
2502026.10.07 08:00sell1041.114132.564156.414065.30
2512026.10.07 12:28modify1041.114132.564084.864065.30
2522026.10.07 12:28s/l1041.114084.864084.864065.305294.70210340.18
2532026.10.08 05:00buy1050.864134.744103.234223.60
2542026.10.09 05:31modify1050.864134.744197.764223.60
2552026.10.09 05:31s/l1050.864197.764197.764223.605325.12215665.30
2562026.10.12 05:00sell1061.244194.564217.164130.83
2572026.10.13 05:00close1061.244197.154217.164130.83-296.36215368.94
2582026.10.13 11:00sell1071.484181.654200.544128.38
2592026.10.14 05:00close1071.484167.324200.544128.382150.44217519.38
2602026.10.14 05:00buy1081.234167.324144.484231.73
2612026.10.14 07:17s/l1081.234144.484144.484231.73-2809.32214710.06
2622026.10.15 10:00buy1091.034158.584131.644234.55
2632026.10.15 12:30s/l1091.034131.644131.644234.55-2774.82211935.24