Strategy Tester Report
Alpha
VARIANSE-Demo1 (Build 1441)

SymbolXAUUSDx (Gold vs US Dollar )
Period1 Hour (H1) 2026.05.04 00:00 - 2026.10.15 16:00 (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 test2823Ticks modelled22124414Modelling quality45.45%
Mismatched charts errors0
Initial deposit100000.00Spread145
Total net profit99813.62Gross profit184598.03Gross loss-84784.41
Profit factor2.18Expected payoff932.84
Absolute drawdown204.96Maximal drawdown13101.68 (6.37%)Relative drawdown6.37% (13101.68)
Total trades107Short positions (won %)51 (60.78%)Long positions (won %)56 (46.43%)
Profit trades (% of total)57 (53.27%)Loss trades (% of total)50 (46.73%)
Largestprofit trade5714.50loss trade-2658.72
Averageprofit trade3238.56loss trade-1695.69
Maximumconsecutive wins (profit in money)4 (15240.83)consecutive losses (loss in money)4 (-9746.98)
Maximalconsecutive profit (count of wins)15240.83 (4)consecutive loss (count of losses)-9746.98 (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 07:00buy80.424701.574668.274795.48
202026.05.14 13:39s/l80.424668.274668.274795.48-1401.54108535.04
212026.05.15 12:00sell90.254551.984606.494398.26
222026.05.18 07:00close90.254548.264606.494398.2696.25108631.29
232026.05.18 13:00buy100.324573.474529.754696.76
242026.05.19 05:00close100.324542.734529.754696.76-1021.12107610.17
252026.05.19 05:00sell110.304542.734589.214411.66
262026.05.20 09:00close110.304485.084589.214411.661733.40109343.57
272026.05.20 09:00buy120.454485.084453.514574.11
282026.05.20 15:04modify120.454485.084548.224574.11
292026.05.20 15:08s/l120.454548.224548.224574.112838.15112181.72
302026.05.21 06:00sell130.324526.814571.034402.11
312026.05.22 10:00close130.324533.804571.034402.11-219.52111962.20
322026.05.22 10:00buy140.544533.804507.334608.45
332026.05.22 14:18s/l140.544507.334507.334608.45-1433.16110529.04
342026.05.25 10:00buy150.774569.064550.474621.48
352026.05.26 00:27s/l150.774550.474550.474621.48-1521.52109007.52
362026.05.26 12:00sell160.424507.164540.604412.86
372026.05.27 11:28modify160.424507.164440.284412.86
382026.05.27 12:18s/l160.424440.284440.284412.862814.42111821.94
392026.05.28 13:00buy170.244434.274374.204603.67
402026.05.29 14:28modify170.244434.274554.414603.67
412026.05.29 14:34s/l170.244554.414554.414603.672855.28114677.22
422026.06.01 05:00sell180.474514.424545.674426.30
432026.06.01 13:39modify180.474514.424451.924426.30
442026.06.01 13:40s/l180.474451.924451.924426.302934.21117611.43
452026.06.02 13:00sell190.574514.924541.384440.30
462026.06.03 05:37modify190.574514.924462.004440.30
472026.06.03 05:52s/l190.574462.004462.004440.303023.85120635.28
482026.06.03 06:00sell200.394456.884496.434345.35
492026.06.04 05:00close200.394482.474496.434345.35-977.34119657.94
502026.06.04 12:00buy210.284512.894458.414666.52
512026.06.04 14:39s/l210.284458.414458.414666.52-1527.40118130.54
522026.06.05 05:00sell220.414444.874481.454341.71
532026.06.05 13:52modify220.414444.874371.714341.71
542026.06.05 14:36s/l220.414371.714371.714341.712996.69121127.23
552026.06.08 05:00sell230.384312.614353.124198.37
562026.06.09 05:00close230.384333.764353.124198.37-798.76120328.47
572026.06.09 05:00buy240.744333.764312.694393.18
582026.06.09 14:26s/l240.744312.694312.694393.18-1564.36118764.11
592026.06.10 11:00sell250.324174.894221.964042.15
602026.06.10 20:18modify250.324174.894080.754042.15
612026.06.10 22:43t/p250.324042.154080.754042.154245.44123009.55
622026.06.11 08:00buy260.304105.654052.484255.59
632026.06.11 19:30modify260.304105.654211.994255.59
642026.06.11 19:38s/l260.304211.994211.994255.593188.10126197.65
652026.06.12 09:00buy270.324220.974170.124364.37
662026.06.15 02:18modify270.324220.974322.674364.37
672026.06.15 03:38s/l270.324322.674322.674364.373216.96129414.61
682026.06.15 05:00buy280.344329.494280.194468.52
692026.06.16 14:00close280.344331.954280.194468.5243.86129458.47
702026.06.16 14:00sell290.734331.954354.834267.43
712026.06.17 13:00close290.734335.044354.834267.43-216.08129242.39
722026.06.17 13:00buy300.954335.044317.404384.78
732026.06.17 17:27modify300.954335.044370.324384.78
742026.06.17 18:01s/l300.954370.324370.324384.783344.95132587.34
752026.06.18 08:00sell310.414288.844329.954172.91
762026.06.18 19:37modify310.414288.844206.624172.91
772026.06.18 19:52s/l310.414206.624206.624172.913368.15135955.49
782026.06.19 13:00buy320.374180.444132.814314.76
792026.06.23 03:38s/l320.374132.814132.814314.76-1846.30134109.19
802026.06.23 14:00buy330.374136.764090.654266.79
812026.06.23 23:30s/l330.374090.654090.654266.79-1708.66132400.53
822026.06.24 05:00sell340.334064.204114.993920.97
832026.06.24 18:13modify340.334064.203962.623920.97
842026.06.24 18:15s/l340.333962.623962.623920.973349.83135750.36
852026.06.25 13:00buy350.404014.513971.424136.02
862026.06.26 06:00close350.404008.263971.424136.02-296.80135453.56
872026.06.26 06:00sell360.804008.264030.103946.67
882026.06.26 06:37s/l360.804030.104030.103946.67-1752.80133700.76
892026.06.29 05:00sell370.554051.724083.153963.09
902026.06.30 00:37modify370.554051.723988.863963.09
912026.06.30 00:52s/l370.553988.863988.863963.093464.45137165.21
922026.07.02 06:00buy380.484067.524030.504171.92
932026.07.02 13:49modify380.484067.524141.564171.92
942026.07.02 13:50s/l380.484141.564141.564171.923550.56140715.77
952026.07.06 05:00sell390.424159.574202.914037.35
962026.07.07 12:00close390.424158.594202.914037.3546.62140762.39
972026.07.07 14:00buy400.454159.914119.794273.05
982026.07.07 19:09s/l400.454119.794119.794273.05-1808.55138953.84
992026.07.08 05:00buy410.584126.424095.744212.94
1002026.07.08 08:14s/l410.584095.744095.744212.94-1783.50137170.34
1012026.07.09 06:00buy420.604083.344054.084165.85
1022026.07.10 05:00close420.604115.064054.084165.851833.00139003.34
1032026.07.10 05:00sell430.914115.064134.724059.62
1042026.07.10 14:49modify430.914115.064075.744059.62
1052026.07.10 14:50s/l430.914075.744075.744059.623571.75142575.09
1062026.07.13 05:00sell440.524058.754093.933959.54
1072026.07.13 16:49modify440.524058.753988.393959.54
1082026.07.13 16:50s/l440.523988.393988.393959.543655.08146230.17
1092026.07.14 05:00buy450.494021.833983.274130.57
1102026.07.14 12:46modify450.494021.834098.954130.57
1112026.07.14 12:47s/l450.494098.954098.954130.573775.45150005.62
1122026.07.15 05:00sell460.684033.454061.903953.22
1132026.07.15 12:44s/l460.684061.904061.903953.22-1939.36148066.26
1142026.07.16 05:00sell470.614033.084064.533944.39
1152026.07.17 07:00close470.614000.744064.533944.391980.67150046.93
1162026.07.17 07:00buy480.644000.743970.524085.96
1172026.07.17 12:48s/l480.643970.523970.524085.96-1938.56148108.37
1182026.07.20 05:00buy490.504020.353982.444127.26
1192026.07.22 00:19modify490.504020.354096.174127.26
1202026.07.22 00:21s/l490.504096.174096.174127.263677.50151785.87
1212026.07.22 12:00buy501.324124.054109.214165.90
1222026.07.22 12:49s/l501.324109.214109.214165.90-1968.12149817.75
1232026.07.23 05:00sell510.974121.044140.924064.98
1242026.07.23 11:31modify510.974121.044081.284064.98
1252026.07.23 11:39s/l510.974081.284081.284064.983849.93153667.68
1262026.07.24 05:00sell520.854027.144050.603960.98
1272026.07.24 07:19s/l520.854050.604050.603960.98-2000.05151667.63
1282026.07.27 13:00sell530.884083.664105.974020.75
1292026.07.28 05:31modify530.884083.664039.044020.75
1302026.07.28 05:38s/l530.884039.044039.044020.753938.00155605.63
1312026.07.28 10:00sell540.624022.994055.223932.10
1322026.07.29 06:00close540.624034.344055.223932.10-695.64154909.99
1332026.07.29 06:00buy550.834034.344010.084102.75
1342026.07.29 12:36s/l550.834010.084010.084102.75-2019.39152890.60
1352026.07.30 05:00sell560.364045.864100.213892.59
1362026.07.30 13:44s/l560.364100.214100.213892.59-1959.12150931.48
1372026.07.31 05:00sell570.624080.014111.563991.04
1382026.08.03 06:00close570.624070.284111.563991.04611.32151542.80
1392026.08.03 06:00buy580.854070.284047.284135.14
1402026.08.03 09:36s/l580.854047.284047.284135.14-1960.95149581.85
1412026.08.04 05:00buy590.844065.474042.414130.50
1422026.08.05 02:39modify590.844065.474111.594130.50
1432026.08.05 02:49t/p590.844130.504111.594130.505364.24154946.09
1442026.08.05 13:00buy600.574185.184150.224283.77
1452026.08.05 15:13modify600.574185.184255.104283.77
1462026.08.05 15:34s/l600.574255.104255.104283.773981.45158927.54
1472026.08.06 09:00buy610.634279.714247.144371.56
1482026.08.06 13:09s/l610.634247.144247.144371.56-2056.32156871.22
1492026.08.07 05:00buy620.554266.404229.534370.37
1502026.08.07 12:43modify620.554266.404340.144370.37
1512026.08.07 12:49t/p620.554370.374340.144370.375714.50162585.72
1522026.08.10 06:00buy630.594348.694313.274448.57
1532026.08.11 01:19modify630.594348.694419.534448.57
1542026.08.11 01:20s/l630.594419.534419.534448.574110.53166696.25
1552026.08.11 11:00buy640.794383.804356.684460.28
1562026.08.12 12:39modify640.794383.804438.044460.28
1572026.08.12 12:40s/l640.794438.044438.044460.284192.53170888.78
1582026.08.12 14:00buy650.464429.274381.874562.94
1592026.08.13 05:00close650.464397.724381.874562.94-1606.32169282.46
1602026.08.13 09:00sell660.574375.764413.984267.98
1612026.08.14 08:00close660.574344.944413.984267.981764.15171046.61
1622026.08.14 08:00buy670.654344.944310.974440.74
1632026.08.17 01:15modify670.654344.944412.884440.74
1642026.08.17 01:19s/l670.654412.884412.884440.744340.05175386.66
1652026.08.17 07:00buy680.624404.464367.984507.33
1662026.08.18 05:00close680.624393.404367.984507.33-758.26174628.40
1672026.08.18 15:00sell690.564366.704406.614254.15
1682026.08.19 10:00close690.564363.464406.614254.15188.72174817.12
1692026.08.19 10:00buy700.794363.464335.024443.66
1702026.08.19 12:39modify700.794363.464420.344443.66
1712026.08.19 12:40s/l700.794420.344420.344443.664487.99179305.11
1722026.08.20 06:00sell710.554481.264523.514362.12
1732026.08.20 15:04s/l710.554523.514523.514362.12-2327.60176977.51
1742026.08.21 05:00buy720.694541.964508.674635.84
1752026.08.21 15:39modify720.694541.964608.544635.84
1762026.08.21 15:41s/l720.694608.544608.544635.844589.19181566.70
1772026.08.24 05:00buy730.514640.464594.704769.50
1782026.08.25 05:00close730.514625.884594.704769.50-803.25180763.45
1792026.08.25 06:00sell740.434642.954696.814491.06
1802026.08.27 05:00close740.434620.304696.814491.061005.34181768.79
1812026.08.27 05:00buy751.184620.304600.324676.64
1822026.08.27 06:09s/l751.184600.324600.324676.64-2365.90179402.89
1832026.08.28 07:00buy760.554613.954571.594733.41
1842026.08.28 14:09s/l760.554571.594571.594733.41-2333.65177069.24
1852026.08.31 05:00sell770.484424.494472.264289.78
1862026.09.01 13:09modify770.484424.494328.954289.78
1872026.09.01 13:10s/l770.484328.954328.954289.784592.16181661.40
1882026.09.01 15:00sell780.394360.524419.634193.83
1892026.09.02 13:00close780.394332.784419.634193.831086.93182748.33
1902026.09.02 13:00buy790.764332.784301.704420.43
1912026.09.02 14:08modify790.764332.784394.944420.43
1922026.09.02 14:08s/l790.764394.944394.944420.434718.84187467.17
1932026.09.03 12:00buy800.904445.684418.744521.65
1942026.09.03 15:03modify800.904445.684499.564521.65
1952026.09.03 15:03s/l800.904499.564499.564521.654842.90192310.07
1962026.09.04 07:00sell811.034462.914487.124394.64
1972026.09.04 07:43s/l811.034487.124487.124394.64-2500.84189809.23
1982026.09.07 05:00sell820.664397.874435.004293.16
1992026.09.08 01:23s/l820.664435.004435.004293.16-2442.00187367.23
2002026.09.08 05:00buy830.784437.264406.064525.24
2012026.09.08 06:17s/l830.784406.064406.064525.24-2439.06184928.17
2022026.09.09 05:00buy840.574383.044341.194501.06
2032026.09.10 09:00close840.574394.804341.194501.06478.23185406.40
2042026.09.10 09:00sell850.604394.804434.514282.82
2052026.09.10 19:02modify850.604394.804315.384282.82
2062026.09.10 19:02s/l850.604315.384315.384282.824761.00190167.40
2072026.09.11 06:00buy860.524347.434300.614479.46
2082026.09.11 12:33s/l860.524300.614300.614479.46-2438.28187729.12
2092026.09.14 06:00sell871.364337.234355.154286.70
2102026.09.14 09:16modify871.364337.234301.394286.70
2112026.09.14 09:16s/l871.364301.394301.394286.704864.72192593.84
2122026.09.15 05:00buy881.074306.374283.154371.85
2132026.09.15 07:42s/l881.074283.154283.154371.85-2492.03190101.81
2142026.09.16 10:00buy891.294339.564320.494393.34
2152026.09.16 18:03s/l891.294320.494320.494393.34-2469.06187632.75
2162026.09.17 05:00buy900.584298.774257.364415.55
2172026.09.18 06:01modify900.584298.774381.594415.55
2182026.09.18 06:01s/l900.584381.594381.594415.554735.70192368.45
2192026.09.18 13:00sell910.814368.814399.504282.26
2202026.09.21 12:00close910.814370.704399.504282.26-142.56192225.89
2212026.09.21 12:00buy920.814370.704339.984457.33
2222026.09.21 14:01s/l920.814339.984339.984457.33-2493.99189731.90
2232026.09.22 05:00sell930.744342.754375.854249.41
2242026.09.23 17:41modify930.744342.754276.554249.41
2252026.09.23 17:41s/l930.744276.554276.554249.414908.42194640.32
2262026.09.24 05:00sell941.834289.444303.224250.58
2272026.09.24 09:03modify941.834289.444261.884250.58
2282026.09.24 09:03s/l941.834261.884261.884250.585030.67199670.99
2292026.09.25 05:00sell950.784262.724295.584170.05
2302026.09.25 08:45s/l950.784295.584295.584170.05-2568.54197102.45
2312026.09.28 10:00sell960.544155.934203.044023.08
2322026.09.29 09:00close960.544141.014203.044023.08812.70197915.15
2332026.09.29 09:00buy971.354141.014122.014194.59
2342026.09.29 20:36modify971.354141.014179.014194.59
2352026.09.29 20:36s/l971.354179.014179.014194.595120.55203035.70
2362026.09.30 07:00buy981.004191.914165.654265.96
2372026.09.30 14:37s/l981.004165.654165.654265.96-2633.00200402.70
2382026.10.01 08:00sell990.894163.794192.834081.90
2392026.10.02 05:00close990.894186.314192.834081.90-1992.71198409.99
2402026.10.05 05:00sell1000.814131.284163.084041.60
2412026.10.05 07:45s/l1000.814163.084163.084041.60-2581.47195828.52
2422026.10.06 05:00sell1010.834121.394151.924035.30
2432026.10.06 08:37s/l1010.834151.924151.924035.30-2539.80193288.72
2442026.10.07 08:00sell1021.064132.584156.164066.08
2452026.10.07 12:28modify1021.064132.584085.424066.08
2462026.10.07 12:29s/l1021.064085.424085.424066.084991.54198280.26
2472026.10.08 05:00buy1030.824134.544103.204222.92
2482026.10.09 05:31modify1030.824134.544197.224222.92
2492026.10.09 05:31s/l1030.824197.224197.224222.925043.82203324.08
2502026.10.12 05:00sell1041.174194.594217.054131.25
2512026.10.13 05:00close1041.174196.954217.054131.25-260.91203063.17
2522026.10.13 11:00sell1051.404181.604200.414128.56
2532026.10.14 05:00close1051.404167.254200.414128.562027.20205090.37
2542026.10.14 05:00buy1061.164167.254144.404231.69
2552026.10.14 07:17s/l1061.164144.404144.404231.69-2658.72202431.65
2562026.10.15 10:00buy1070.974158.324131.404234.23
2572026.10.15 12:30s/l1070.974131.404131.404234.23-2618.03199813.62