Strategy Tester Report
SC-MT5 (Build 4048)
Settings
Expert: PerceptraderAI_New
Symbol: AUDCAD_Duka
Period: M5 (2010.01.01 - 2025.01.01)
Inputs: MM_Setting=Select the risk settings
CheckForOtherInstances=true
AllowOpeningNewGrid=true
AllowManualTrading=false
LotSizingMethod=7
LotSizingValueFixed=0.01
LotSizingValueDynamic=1000
LotSizingDepositLoadPercent=0.25
FixedInitialDeposit=false
TesterWithdrawal=0.0
WithdrawalAmount=1000.0
RoundingMethod=1
MaximumLot=1000000
AutoSplit=true
MaximumSpread=5.0
MaximumSlippage=5.0
PortfolioMode=false
PortfolioDelay=4000
Consider_WAKA_Orders=true
Consider_GP_Orders=false
MaximumSymbols=2
OnlyOneSymbolGridReachesLevel=0
DisableTradesOnTheSameSide=false
AllowHedging=false
AllowTradingOnHolidays=false
AllowToBuySell=0
MinimumFreeMargin=0.0
MaximumOpenLots=1000000000.0
MaximumOpenLotsAdjustedFor=0
MaximumDrawdown=100.0
MaximumDrawdownForEachSymbol=100.0,100.0,100.0
MaximumDrawdownMoney=0.0
MaxDailyDrawdownLimitPercentFTMO=100.0
MaxDailyDrawdownLimitMoneyFTMO=0.0
MaxDailyDrawdownResetHourFTMO=0
MaxDailyDrawdowTypeFTMO=0
MaximumDrawdownAction=0
DoNothingIfDuringRollover=false
DrawdownCalculation=1
HandleEventsOnEveryTick=false
CheckMarginForAllGridLevels=true
CheckBarsForErrors=true
Time_Setting=Select hours/days to trade
HourToStartTrading=0
MinutesToStartTrading=0
HourToStopTrading=23
MinutesToStopTrading=59
FridayExitHour=0
TradeOnMonday=true
TradeOnTuesday=true
TradeOnWednesday=true
TradeOnThursday=true
TradeOnFriday=true
RolloverStartHour=23
RolloverStartTime=45
RolloverEndHour=0
RolloverEndTime=15
SendOrdersDuringRolloverTime=true
RemoveTakeProfit=false
RemoveStopLoss=false
Strategy_Setting=Select the strategy settings
Symbols=NZDUSD,USDCAD,AUDNZD,AUDCAD,NZDCAD,GBPCHF
SymbolSuffix=_Duka
Symbol_Multiplier=
PercentagePipsMode=false
TradingSetup=0
TradingFrequency=6
DailyATR_Period=5
VolatilityFilterDaily=0.0
ReverseStrategy=false
OpenOppositeTrade=false
Forecasts_Setting=Market Forecasts
UseChatGPT_Forecast=false
UseBard_Forecast=false
MachineLearning_Setting=Select ML settings
EnableNeuralNetworkFilter=true
ProbabilityOfProfit=90
Strategy_Setting_TP=Select TP settings
InitialTP=9.9
WeightedTP=true
GridTP=0.0
BreakEvenAfterThisLevel=0
BreakEvenAfterXBars=0
BreakEvenValue=0.0
BreakEvenAfterThisLevel2=0
BreakEvenAfterXBars2=0
BreakEvenValue2=0.0
BreakEvenAfterThisLevel3=0
BreakEvenAfterXBars3=0
BreakEvenValue3=0.0
HideTP=false
DoNotAdjustTPUnlessNewGrid=false
CoverSwaps=true
Strategy_Setting_SL=Select SL settings
GridSL=0.0
HideSL=false
Trailing_SL_Size_Pips=0.0
Trailing_SL_Start_Pips=10.0
RandomizeLevels=false
RandomDelay=0.0
AllowSending_SL_Along_with_Order=false
Grid_Setting=Adjust the grid distance and multipliers
TradeDistance=25
PauseBetweenGridTrades=0
SmartDistance=true
MaximumTrades=9
CustomMultipliers=1,2,4,8,14,24,41,69
CalculateLevelsFromInitialTrade=true
GridLevelToStart=1
KeepOriginalProfitLotSize=false
ForceBasketClosureOnceInitialOrderClosed=false
SendPushNotificationsAfterThisLevel=0
NewsFilter_Setting=Advanced News Filter
NewsFilterEnabled=true
NewsFilterAction=0
DisableTradingOnHolidays=false
DisableBuiltInSettings=false
CustomEvents=USD
MediumImpactNews=false
LowImpactNews=false
Speaks=false
WaitMinutesBeforeEvent=15
WaitMinutesAfterEvent=15
IncreaseTakeProfitPips=0.0
ShowNewsList=true
NewsListRefreshRate=2
StockMarketFilter_Setting=Stock Market Crash Filter (SPX500 based)
StockMarketFilterEnabled=false
StockMarketSymbol=US500,SPX500
StockMarketFilterPeriod=48
MaxHistoricalVolatility=40.0
BlockTradingForTheEntireDay=false
Additional_Setting=Change the comment and UID if needed
TradeComment=Perceptrader
UID=0
MagicBase=26484
ShowPanel=true
ShowStats=true
FontSize=6
Debug=false
Backtest_Setting=These settings only work in backtests
DisableAutoGMT=false
GMT_offset=2
DST=1
Company: Raw Trading Ltd
Currency: USD
Initial Deposit: 5 000.00
Leverage: 1:500
Results
History Quality: 100% real ticks
Bars: 1043838 Ticks: 307747896 Symbols: 6
Total Net Profit: 2 912 560 100.93 Balance Drawdown Absolute: 3.23 Equity Drawdown Absolute: 22.43
Gross Profit: 4 919 168 381.36 Balance Drawdown Maximal: 53 517 277.20 (1.86%) Equity Drawdown Maximal: 188 736 423.97 (6.55%)
Gross Loss: -2 006 608 280.43 Balance Drawdown Relative: 5.99% (4 731 951.43) Equity Drawdown Relative: 27.10% (294 604.16)
Profit Factor: 2.45 Expected Payoff: 250 996.22 Margin Level: 973.08%
Recovery Factor: 15.43 Sharpe Ratio: 4.46 Z-Score: -2.47 (98.61%)
AHPR: 1.0012 (0.12%) LR Correlation: 0.61 OnTester result: 0
GHPR: 1.0011 (0.11%) LR Standard Error: 405 169 216.31
Total Trades: 11604 Short Trades (won %): 5176 (74.48%) Long Trades (won %): 6428 (72.01%)
Total Deals: 23208 Profit Trades (% of total): 8484 (73.11%) Loss Trades (% of total): 3120 (26.89%)
Largest profit trade: 62 319 460.95 Largest loss trade: -39 486 596.30
Average profit trade: 579 817.11 Average loss trade: -594 465.15
Maximum : 27 (1 719 135.83) Maximum consecutive losses ($): 4 (-4 621 043.43)
Maximal : 76 357 333.12 (14) Maximal consecutive loss (count): -51 968 092.86 (3)
Average : 4 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.81 Correlation (Profits,MAE): 0.08 Correlation (MFE,MAE): -0.4496
Graph
Minimal position holding time: 0:00:09 Maximal position holding time: 162:52:40 Average position holding time: 7:53:52
Graph
Orders


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