Strategy Tester Report
euronis_v3052
Alpari-Micro2 (Build 225)

СимволUSDCAD (US Dollar vs Canadian Dollar)
Период15 Минут (M15) 2009.01.02 10:00 - 2009.08.14 22:45 (2009.01.01 - 2009.08.15)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыOrderOptions="-------- Orders options --------"; Lots=0.01; LotsPercent=30; MaxLotsPercent=50; ResetMaxBalance=false; BalanceControlOptions="------ BalanceControl options -----"; UseBalanceControl=true; SaveLotsValueAfterDD=false; RestoreDepoMode=1; RestoreLostProfit=true; DDSensitivity=0; AverageTradeProfit=3; BlockTradesAfterDD=false; TradeOptions="-------- Trade options --------"; SettingsNumber=17; DDSettingsNumber=18; InvisibleStopLoss=true; TimeOptions="-------- Time options --------"; UseAutoTimeSettings=true; TimeZone=0; SWChangeMode=0; TimeRiskFactor=0; BlockWeekBegin=true; BlockWeekEnd=true; TradeHourOptimization=false; OpenHourAM=0; CloseHourAM=12; OpenHourPM=12; CloseHourPM=24; OtherOptions="-------- Other options --------"; PersonalMagicNumber=1; ShowTimes=true; ShowInformation=true; ShowSpreadInfo=false; InformationStringNumber=20; UseMailReport=false; MailReportHourGMT=6; Language="rus"; AdvancedOptions="-------- Advanced options --------"; CheckFreeMargin=false; CheckStopOutLevel=true; IncreaseFreezeLevel=false; CheckRateBeforeOpen=true; CheckRateBeforeClose=true; OrderOpenSlippage=2; OrderCloseSlippage=2; CheckRepeatClosePrice=true; UseSlippageCorrection=false; UseSpreadCorrection=false; BlockAfterHandClose=true; MaxSpreadValue=0;
Баров в истории16267Смоделировано тиков4434887Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит100.00
Чистая прибыль40.49Общая прибыль48.53Общий убыток-8.04
Прибыльность6.04Матожидание выигрыша0.30
Абсолютная просадка0.63Максимальная просадка4.50 (3.47%)Относительная просадка3.47% (4.50)
Всего сделок135Короткие позиции (% выигравших)70 (85.71%)Длинные позиции (% выигравших)65 (93.85%)
Прибыльные сделки (% от всех)121 (89.63%)Убыточные сделки (% от всех)14 (10.37%)
Самая большаяприбыльная сделка0.53убыточная сделка-2.82
Средняяприбыльная сделка0.40убыточная сделка-0.57
Максимальное количествонепрерывных выигрышей (прибыль)38 (15.44)непрерывных проигрышей (убыток)2 (-2.85)
Максимальнаянепрерывная прибыль (число выигрышей)15.44 (38)непрерывный убыток (число проигрышей)-2.85 (2)
Среднийнепрерывный выигрыш9непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12009.01.05 23:31sell10.011.191800.000000.00000
22009.01.05 23:31modify10.011.191800.000001.19130
32009.01.05 23:32t/p10.011.191300.000001.191300.42100.42
42009.01.05 23:48sell20.011.191940.000000.00000
52009.01.05 23:48modify20.011.191940.000001.19138
62009.01.05 23:56t/p20.011.191380.000001.191380.47100.89
72009.01.08 23:55buy30.011.179760.000000.00000
82009.01.08 23:55modify30.011.179760.000001.18029
92009.01.09 00:23close30.011.180270.000001.180290.43101.32
102009.01.12 23:00sell40.011.218100.000000.00000
112009.01.12 23:00modify40.011.218100.000001.21758
122009.01.12 23:05t/p40.011.217580.000001.217580.43101.75
132009.01.13 23:02buy50.011.224450.000000.00000
142009.01.13 23:03modify50.011.224450.000001.22505
152009.01.13 23:03modify50.011.224450.000001.22495
162009.01.14 00:02modify50.011.224450.000001.22475
172009.01.14 00:27close50.011.224690.000001.224750.20101.94
182009.01.14 23:00sell60.011.249000.000000.00000
192009.01.14 23:00modify60.011.249000.000001.24834
202009.01.14 23:06modify60.011.249000.000001.24850
212009.01.14 23:23t/p60.011.248500.000001.248500.40102.34
222009.01.15 23:02buy70.011.251650.000000.00000
232009.01.15 23:02modify70.011.251650.000001.25225
242009.01.15 23:09t/p70.011.252250.000001.252250.47102.81
252009.01.19 23:04sell80.011.253600.000000.00000
262009.01.19 23:04modify80.011.253600.000001.25306
272009.01.20 00:04modify80.011.253600.000001.25330
282009.01.20 00:27close80.011.253650.000001.25330-0.05102.76
292009.01.20 23:00sell90.011.267000.000000.00000
302009.01.20 23:00modify90.011.267000.000001.26597
312009.01.20 23:00modify90.011.267000.000001.26650
322009.01.20 23:13t/p90.011.266500.000001.266500.39103.15
332009.01.21 23:00buy100.011.255450.000000.00000
342009.01.21 23:00modify100.011.255450.000001.25609
352009.01.21 23:01close100.011.255990.000001.256090.43103.58
362009.01.22 23:03buy110.011.253350.000000.00000
372009.01.22 23:03modify110.011.253350.000001.25401
382009.01.22 23:04modify110.011.253350.000001.25385
392009.01.23 00:04modify110.011.253350.000001.25365
402009.01.23 00:41t/p110.011.253650.000001.253650.24103.82
412009.01.26 23:57buy120.011.221880.000000.00000
422009.01.26 23:57modify120.011.221880.000001.22244
432009.01.27 00:22close120.011.222400.000001.222440.43104.24
442009.01.27 23:00sell130.011.230300.000000.00000
452009.01.27 23:00modify130.011.230300.000001.22980
462009.01.27 23:06t/p130.011.229800.000001.229800.41104.65
472009.01.27 23:15sell140.011.228810.000000.00000
482009.01.27 23:15modify140.011.228810.000001.22825
492009.01.27 23:20close140.011.228290.000001.228250.42105.07
502009.01.27 23:37buy150.011.225330.000000.00000
512009.01.27 23:37modify150.011.225330.000001.22583
522009.01.28 00:05t/p150.011.225830.000001.225830.40105.47
532009.01.28 23:00buy160.011.211150.000000.00000
542009.01.28 23:00modify160.011.211150.000001.21177
552009.01.28 23:02close160.011.211700.000001.211770.45105.92
562009.01.28 23:15buy170.011.210150.000000.00000
572009.01.28 23:15modify170.011.210150.000001.21068
582009.01.28 23:50t/p170.011.210680.000001.210680.43106.35
592009.01.29 23:00sell180.011.226600.000000.00000
602009.01.29 23:00modify180.011.226600.000001.22600
612009.01.29 23:02close180.011.226100.000001.226000.41106.76
622009.02.02 23:00sell190.011.244800.000000.00000
632009.02.02 23:00modify190.011.244800.000001.24430
642009.02.02 23:16t/p190.011.244300.000001.244300.40107.16
652009.02.02 23:31sell200.011.245010.000000.00000
662009.02.02 23:31modify200.011.245010.000001.24443
672009.02.02 23:31modify200.011.245010.000001.24451
682009.02.03 00:31modify200.011.245010.000001.24471
692009.02.03 01:11t/p200.011.244710.000001.244710.23107.39
702009.02.03 23:00buy210.011.229650.000000.00000
712009.02.03 23:00modify210.011.229650.000001.23020
722009.02.03 23:11t/p210.011.230200.000001.230200.45107.84
732009.02.05 23:00sell220.011.232400.000000.00000
742009.02.05 23:00modify220.011.232400.000001.23190
752009.02.06 00:02modify220.011.232400.000001.23210
762009.02.06 00:11t/p220.011.232100.000001.232100.24108.09
772009.02.09 23:15buy230.011.216150.000000.00000
782009.02.09 23:15modify230.011.216150.000001.21665
792009.02.09 23:18t/p230.011.216650.000001.216650.41108.50
802009.02.09 23:30buy240.011.215750.000000.00000
812009.02.09 23:30modify240.011.215750.000001.21643
822009.02.09 23:32close240.011.216340.000001.216430.49108.99
832009.02.11 23:00buy250.011.238600.000000.00000
842009.02.11 23:00modify250.011.238600.000001.23955
852009.02.11 23:00close250.011.239250.000001.239550.52109.51
862009.02.11 23:17buy260.011.239950.000000.00000
872009.02.11 23:17modify260.011.239950.000001.24075
882009.02.11 23:32close260.011.240500.000001.240750.44109.95
892009.02.12 23:00buy270.011.244150.000000.00000
902009.02.12 23:00modify270.011.244150.000001.24469
912009.02.13 00:03modify270.011.244150.000001.24445
922009.02.13 00:08close270.011.244400.000001.244450.20110.14
932009.02.16 23:00buy280.011.243080.000000.00000
942009.02.16 23:00modify280.011.243080.000001.24358
952009.02.17 00:00modify280.011.243080.000001.24338
962009.02.17 01:18close280.011.242800.000001.24338-0.23109.91
972009.02.17 23:00sell290.011.265350.000000.00000
982009.02.17 23:00modify290.011.265350.000001.26452
992009.02.17 23:00close290.011.264800.000001.264520.43110.34
1002009.02.17 23:45sell300.011.264970.000000.00000
1012009.02.17 23:45modify300.011.264970.000001.26446
1022009.02.17 23:48t/p300.011.264460.000001.264460.41110.75
1032009.02.18 23:02sell310.011.261100.000000.00000
1042009.02.18 23:02modify310.011.261100.000001.26010
1052009.02.18 23:02close310.011.260450.000001.260100.52111.27
1062009.02.18 23:18sell320.011.261200.000000.00000
1072009.02.18 23:18modify320.011.261200.000001.25980
1082009.02.18 23:18close320.011.260650.000001.259800.44111.71
1092009.02.18 23:32sell330.011.261100.000000.00000
1102009.02.18 23:32modify330.011.261100.000001.26058
1112009.02.18 23:39t/p330.011.260580.000001.260580.41112.12
1122009.02.19 23:07buy340.011.255900.000000.00000
1132009.02.19 23:07modify340.011.255900.000001.25640
1142009.02.20 00:07modify340.011.255900.000001.25620
1152009.02.20 00:55close340.011.256020.000001.256200.10112.21
1162009.02.24 23:36buy350.011.241600.000000.00000
1172009.02.24 23:36modify350.011.241600.000001.24216
1182009.02.24 23:36modify350.011.241600.000001.24210
1192009.02.25 00:36modify350.011.241600.000001.24190
1202009.02.25 01:05t/p350.011.241900.000001.241900.24112.45
1212009.02.25 23:00sell360.011.257040.000000.00000
1222009.02.25 23:00modify360.011.257040.000001.25654
1232009.02.25 23:10t/p360.011.256540.000001.256540.40112.85
1242009.02.25 23:17sell370.011.256260.000000.00000
1252009.02.25 23:17modify370.011.256260.000001.25563
1262009.02.25 23:45close370.011.255740.000001.255630.41113.26
1272009.02.26 23:00sell380.011.253460.000000.00000
1282009.02.26 23:00modify380.011.253460.000001.25296
1292009.02.26 23:17t/p380.011.252960.000001.252960.40113.66
1302009.03.02 23:00sell390.011.293250.000000.00000
1312009.03.02 23:00modify390.011.293250.000001.29275
1322009.03.02 23:02t/p390.011.292750.000001.292750.39114.05
1332009.03.03 23:00sell400.011.293090.000000.00000
1342009.03.03 23:00modify400.011.293090.000001.29254
1352009.03.03 23:00modify400.011.293090.000001.29259
1362009.03.04 00:00modify400.011.293090.000001.29279
1372009.03.04 00:28close400.011.293110.000001.29279-0.03114.02
1382009.03.04 23:00buy410.011.273250.000000.00000
1392009.03.04 23:00modify410.011.273250.000001.27383
1402009.03.04 23:51t/p410.011.273830.000001.273830.45114.47
1412009.03.05 23:00sell420.011.290780.000000.00000
1422009.03.05 23:00modify420.011.290780.000001.29010
1432009.03.05 23:00close420.011.290150.000001.290100.49114.96
1442009.03.05 23:15sell430.011.290700.000000.00000
1452009.03.05 23:16modify430.011.290700.000001.29020
1462009.03.05 23:23t/p430.011.290200.000001.290200.39115.35
1472009.03.09 23:11sell440.011.300500.000000.00000
1482009.03.09 23:11modify440.011.300500.000001.29975
1492009.03.09 23:17modify440.011.300500.000001.30000
1502009.03.09 23:29t/p440.011.300000.000001.300000.38115.73
1512009.03.10 23:03buy450.011.280950.000000.00000
1522009.03.10 23:03modify450.011.280950.000001.28145
1532009.03.10 23:25t/p450.011.281450.000001.281450.39116.12
1542009.03.11 23:50sell460.011.286370.000000.00000
1552009.03.11 23:50modify460.011.286370.000001.28587
1562009.03.12 00:50modify460.011.286370.000001.28607
1572009.03.12 01:38close460.011.287140.000001.28607-0.62115.51
1582009.03.12 23:05buy470.011.277640.000000.00000
1592009.03.12 23:05modify470.011.277640.000001.27814
1602009.03.12 23:09t/p470.011.278140.000001.278140.39115.90
1612009.03.12 23:42sell480.011.280200.000000.00000
1622009.03.12 23:42modify480.011.280200.000001.27956
1632009.03.12 23:47modify480.011.280200.000001.27970
1642009.03.13 00:05t/p480.011.279700.000001.279700.38116.28
1652009.03.17 23:00buy490.011.269070.000000.00000
1662009.03.17 23:00modify490.011.269070.000001.26957
1672009.03.18 00:30modify490.011.269070.000001.26937
1682009.03.18 00:39close490.011.269230.000001.269370.13116.40
1692009.03.19 23:47sell500.011.238940.000000.00000
1702009.03.19 23:47modify500.011.238940.000001.23844
1712009.03.20 00:47modify500.011.238940.000001.23864
1722009.03.20 02:07modify500.011.238940.000001.23874
1732009.03.20 03:07modify500.011.238940.000001.23914
1742009.03.20 03:47modify500.011.238940.000001.23934
1752009.03.20 04:02close500.011.241620.000001.23934-2.17114.24
1762009.03.24 23:09sell510.011.230620.000000.00000
1772009.03.24 23:09modify510.011.230620.000001.23009
1782009.03.24 23:25close510.011.230110.000001.230090.41114.65
1792009.03.24 23:56buy520.011.228150.000000.00000
1802009.03.24 23:56modify520.011.228150.000001.22865
1812009.03.25 00:37t/p520.011.228650.000001.228650.41115.05
1822009.03.25 23:51buy530.011.230060.000000.00000
1832009.03.25 23:51modify530.011.230060.000001.23058
1842009.03.25 23:52close530.011.230570.000001.230580.41115.46
1852009.03.26 23:00buy540.011.229100.000000.00000
1862009.03.26 23:00modify540.011.229100.000001.22967
1872009.03.26 23:01modify540.011.229100.000001.22960
1882009.03.26 23:36t/p540.011.229600.000001.229600.41115.87
1892009.03.30 23:00sell550.011.262500.000000.00000
1902009.03.30 23:00modify550.011.262500.000001.26190
1912009.03.30 23:07close550.011.262000.000001.261900.40116.27
1922009.03.30 23:52buy560.011.261200.000000.00000
1932009.03.30 23:52modify560.011.261200.000001.26193
1942009.03.30 23:57modify560.011.261200.000001.26170
1952009.03.31 00:17t/p560.011.261700.000001.261700.39116.66
1962009.03.31 23:05buy570.011.259350.000000.00000
1972009.03.31 23:05modify570.011.259350.000001.25989
1982009.03.31 23:07close570.011.259850.000001.259890.40117.06
1992009.03.31 23:49sell580.011.262130.000000.00000
2002009.03.31 23:49modify580.011.262130.000001.26160
2012009.04.01 00:26close580.011.261610.000001.261600.40117.46
2022009.04.01 23:00buy590.011.259850.000000.00000
2032009.04.01 23:00modify590.011.259850.000001.26035
2042009.04.01 23:01t/p590.011.260350.000001.260350.40117.86
2052009.04.01 23:15buy600.011.260250.000000.00000
2062009.04.01 23:15modify600.011.260250.000001.26122
2072009.04.01 23:15modify600.011.260250.000001.26075
2082009.04.01 23:51t/p600.011.260750.000001.260750.39118.25
2092009.04.02 23:00buy610.011.237850.000000.00000
2102009.04.02 23:00modify610.011.237850.000001.23890
2112009.04.02 23:00modify610.011.237850.000001.23835
2122009.04.03 00:15close610.011.238120.000001.238350.22118.47
2132009.04.06 23:00buy620.011.238330.000000.00000
2142009.04.06 23:00modify620.011.238330.000001.23883
2152009.04.06 23:24t/p620.011.238830.000001.238830.40118.87
2162009.04.06 23:45sell630.011.240550.000000.00000
2172009.04.06 23:45modify630.011.240550.000001.24002
2182009.04.06 23:51t/p630.011.240020.000001.240020.43119.30
2192009.04.07 23:38buy640.011.236770.000000.00000
2202009.04.07 23:38modify640.011.236770.000001.23729
2212009.04.07 23:40t/p640.011.237290.000001.237290.42119.72
2222009.04.08 23:23buy650.011.235830.000000.00000
2232009.04.08 23:23modify650.011.235830.000001.23638
2242009.04.09 00:00close650.011.236330.000001.236380.39120.10
2252009.04.09 23:00buy660.011.223860.000000.00000
2262009.04.09 23:00modify660.011.223860.000001.22436
2272009.04.09 23:08t/p660.011.224360.000001.224360.41120.51
2282009.04.09 23:41buy670.011.224070.000000.00000
2292009.04.09 23:41modify670.011.224070.000001.22457
2302009.04.09 23:52t/p670.011.224570.000001.224570.41120.92
2312009.04.14 23:00sell680.011.215180.000000.00000
2322009.04.14 23:00modify680.011.215180.000001.21466
2332009.04.14 23:57t/p680.011.214660.000001.214660.43121.35
2342009.04.15 23:00buy690.011.203300.000000.00000
2352009.04.15 23:00modify690.011.203300.000001.20388
2362009.04.15 23:00modify690.011.203300.000001.20380
2372009.04.15 23:35t/p690.011.203800.000001.203800.42121.77
2382009.04.16 23:00buy700.011.207280.000000.00000
2392009.04.16 23:00modify700.011.207280.000001.20816
2402009.04.16 23:01close700.011.207830.000001.208160.46122.23
2412009.04.16 23:28sell710.011.210780.000000.00000
2422009.04.16 23:28modify710.011.210780.000001.21026
2432009.04.16 23:38close710.011.210280.000001.210260.41122.64
2442009.04.20 23:00sell720.011.238930.000000.00000
2452009.04.20 23:00modify720.011.238930.000001.23843
2462009.04.20 23:45t/p720.011.238430.000001.238430.41123.05
2472009.04.21 23:32sell730.011.237420.000000.00000
2482009.04.21 23:33modify730.011.237420.000001.23690
2492009.04.21 23:40close730.011.236910.000001.236900.41123.46
2502009.04.22 23:00sell740.011.240130.000000.00000
2512009.04.22 23:00modify740.011.240130.000001.23943
2522009.04.22 23:04modify740.011.240130.000001.23963
2532009.04.22 23:52t/p740.011.239630.000001.239630.40123.86
2542009.04.23 23:00buy750.011.223080.000000.00000
2552009.04.23 23:00modify750.011.223080.000001.22358
2562009.04.23 23:14t/p750.011.223580.000001.223580.41124.27
2572009.04.27 23:00sell760.011.220540.000000.00000
2582009.04.27 23:00modify760.011.220540.000001.21982
2592009.04.27 23:00modify760.011.220540.000001.22004
2602009.04.27 23:43t/p760.011.220040.000001.220040.41124.68
2612009.04.28 23:01buy770.011.219030.000000.00000
2622009.04.28 23:01modify770.011.219030.000001.21958
2632009.04.28 23:12close770.011.219550.000001.219580.43125.11
2642009.04.29 23:12sell780.011.203910.000000.00000
2652009.04.29 23:12modify780.011.203910.000001.20341
2662009.04.29 23:33t/p780.011.203410.000001.203410.42125.53
2672009.04.29 23:45sell790.011.204860.000000.00000
2682009.04.29 23:45modify790.011.204860.000001.20436
2692009.04.30 00:01t/p790.011.204360.000001.204360.40125.94
2702009.05.04 23:00buy800.011.172580.000000.00000
2712009.05.04 23:00modify800.011.172580.000001.17308
2722009.05.04 23:15t/p800.011.173080.000001.173080.43126.37
2732009.05.05 23:47sell810.011.176230.000000.00000
2742009.05.05 23:47modify810.011.176230.000001.17558
2752009.05.05 23:49modify810.011.176230.000001.17573
2762009.05.06 00:17t/p810.011.175730.000001.175730.41126.78
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