Strategy Tester Report
NewDay_1.1.5
Alpari-Demo (Build 745)

СимволGBPUSD (Great Britain Pound vs US Dollar)
ПериодДень (D1) 2013.01.02 00:00 - 2014.11.28 00:00 (2013.01.01 - 2014.11.29)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыMMSetting="настройки манименеджмента"; FixetLot=0.1; AutoMM=-1; ExpertSetting="настройки советника"; MethodTakeProfit=2; Slippage=20; ExpirationDay=7; MaxBarSize=-1; MinBarSize=-1; CntrlSLOfStopOrder=true; OneOrder=0; DisplaceOrder=20; DisplaceSL=-10; TrailingStop=0; TrailingStep=0; MethodBU=2; PercrntOfCloseBU=0.5; KoefBU=0.5; Magic=1424; NLD_Par="NonLagDot Parameters"; Price=0; Length=20; Displace=0; Filter=0; Color=1; ColorBarBack=0; Deviation=0;
Баров в истории1496Смоделировано тиков18759212Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит10000.00Спред5
Чистая прибыль3435.33Общая прибыль5849.17Общий убыток-2413.84
Прибыльность2.42Матожидание выигрыша38.17
Абсолютная просадка107.15Максимальная просадка885.34 (6.98%)Относительная просадка6.98% (885.34)
Всего сделок90Короткие позиции (% выигравших)44 (70.45%)Длинные позиции (% выигравших)46 (58.70%)
Прибыльные сделки (% от всех)58 (64.44%)Убыточные сделки (% от всех)32 (35.56%)
Самая большаяприбыльная сделка331.62убыточная сделка-243.52
Среднийприбыльная сделка100.85убыточная сделка-75.43
Максимальное количествонепрерывных выигрышей (прибыль)9 (1071.15)непрерывных проигрышей (убыток)3 (-428.27)
Максимальнаянепрерывная прибыль (число выигрышей)1071.15 (9)непрерывный убыток (число проигрышей)-428.27 (3)
Среднийнепрерывный выигрыш3непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12013.01.04 00:00sell stop10.101.607121.624541.57228
22013.01.04 00:43sell10.101.607121.624541.57228
32013.01.11 00:00buy stop20.101.618741.601381.65346
42013.01.15 00:00sell stop30.101.601171.614421.57467
52013.01.16 10:22delete20.101.618741.601381.65346
62013.01.16 10:22sell30.101.601171.614421.57467
72013.01.18 17:05modify10.101.607121.607121.57228
82013.01.18 17:05close10.051.589691.607121.5722885.4010085.40
92013.01.18 17:05sell40.051.607121.607121.57228
102013.01.18 17:24modify30.101.601171.601171.57467
112013.01.18 17:24close30.051.587911.601171.5746765.8010151.20
122013.01.18 17:24sell50.051.601171.601171.57467
132013.01.25 11:33t/p50.051.574671.601171.57467131.1310282.32
142013.01.28 09:42t/p40.051.572281.607121.57228171.4510453.78
152013.02.01 00:00buy stop60.101.589481.578451.61154
162013.02.01 16:45delete60.101.589481.578451.61154
172013.02.04 00:00sell stop70.101.566971.586821.52727
182013.02.05 17:49sell70.101.566971.586821.52727
192013.02.11 00:00buy stop80.101.586341.571461.61610
202013.02.11 11:21delete80.101.586341.571461.61610
212013.02.12 00:00sell stop90.101.563241.579941.52984
222013.02.12 10:45sell90.101.563241.579941.52984
232013.02.15 11:34modify70.101.566971.566971.52727
242013.02.15 11:34close70.051.547051.566971.5272798.1010551.88
252013.02.15 11:34sell100.051.566971.566971.52727
262013.02.15 11:48modify90.101.563241.563241.52984
272013.02.15 11:48close90.051.546481.563241.5298483.1710635.05
282013.02.15 11:48sell110.051.563241.563241.52984
292013.02.20 12:37t/p110.051.529841.563241.52984166.0010801.05
302013.02.20 20:41t/p100.051.527271.566971.52727196.6310997.67
312013.03.04 00:00sell stop120.101.496571.517531.45465
322013.03.05 11:31delete120.101.496571.517531.45465
332013.03.07 00:00sell stop130.101.499591.514311.47015
342013.03.07 00:34sell130.101.499591.514311.47015
352013.03.12 11:33modify130.101.499591.499591.47015
362013.03.12 11:33close130.051.484821.499591.4701573.4711071.15
372013.03.12 11:33sell140.051.499591.499591.47015
382013.03.14 15:55s/l140.051.499591.499591.47015-0.8811070.28
392013.03.15 00:00buy stop150.101.513881.492521.55660
402013.03.15 09:53buy150.101.513881.492521.55660
412013.03.29 00:00buy stop160.101.522021.512161.54174
422013.04.01 17:06buy160.101.522021.512161.54174
432013.04.02 16:46s/l160.101.512161.512161.54174-98.7310971.55
442013.04.03 00:00sell stop170.101.507891.524791.47409
452013.04.03 04:08sell170.101.507891.524791.47409
462013.04.05 00:00buy stop180.101.526491.504371.57073
472013.04.05 15:27s/l170.101.524791.524791.47409-170.0010801.55
482013.04.05 15:30buy180.101.526491.504371.57073
492013.04.05 17:52modify150.101.513881.513881.55660
502013.04.05 17:52close150.051.535271.513881.55660105.5910907.13
512013.04.05 17:52buy190.051.513881.513881.55660
522013.04.18 00:00sell stop200.101.519681.536201.48664
532013.04.19 11:14delete200.101.519681.536201.48664
542013.04.26 00:00buy stop210.101.549981.527491.59496
552013.04.26 15:34modify180.101.526491.526491.57073
562013.04.26 15:34close180.051.548621.526491.57073109.2911016.41
572013.04.26 15:34buy220.051.526491.526491.57073
582013.04.29 04:51buy210.101.549981.527491.59496
592013.04.30 18:00t/p190.051.556601.513881.55660210.7411227.15
602013.05.10 00:00sell stop230.101.540561.557731.50622
612013.05.10 11:55sell230.101.540561.557731.50622
622013.05.14 13:23s/l210.101.527491.527491.59496-226.8511000.30
632013.05.14 15:41s/l220.051.526491.526491.57073-2.4010997.90
642013.05.14 17:22modify230.101.540561.540561.50622
652013.05.14 17:22close230.051.523351.540561.5062285.8011083.70
662013.05.14 17:22sell240.051.540561.540561.50622
672013.05.22 17:36t/p240.051.506221.540561.50622170.4511254.15
682013.05.29 00:00sell stop250.101.500681.512421.47720
692013.05.29 15:28delete250.101.500681.512421.47720
702013.05.31 00:00buy stop260.101.525651.512031.55289
712013.06.03 10:05buy260.101.525651.512031.55289
722013.06.05 15:18modify260.101.525651.525651.55289
732013.06.05 15:18close260.051.539301.525651.5528968.1211322.27
742013.06.05 15:18buy270.051.525651.525651.55289
752013.06.06 18:33t/p270.051.552891.525651.55289135.8811458.14
762013.06.20 00:00sell stop280.101.542971.566631.49565
772013.06.20 08:32sell280.101.542971.566631.49565
782013.06.28 17:20modify280.101.542971.542971.49565
792013.06.28 17:20close280.051.519301.542971.49565117.3511575.49
802013.06.28 17:20sell290.051.542971.542971.49565
812013.07.05 15:27t/p290.051.495651.542971.49565234.7211810.22
822013.07.12 00:00buy stop300.101.524151.500801.57085
832013.07.17 11:32buy300.101.524151.500801.57085
842013.07.31 00:00sell stop310.101.520361.534341.49240
852013.07.31 09:53sell310.101.520361.534341.49240
862013.08.05 11:28s/l310.101.534341.534341.49240-141.0511669.17
872013.08.07 13:53modify300.101.524151.524151.57085
882013.08.07 13:53close300.051.547571.524151.57085115.7411784.91
892013.08.07 13:53buy320.051.524151.524151.57085
902013.08.08 00:00buy stop330.101.554991.521491.62199
912013.08.08 17:12buy330.101.554991.521491.62199
922013.08.15 00:00buy stop340.101.556641.543211.58350
932013.08.15 11:30buy340.101.556641.543211.58350
942013.08.21 14:50modify340.101.556641.556641.58350
952013.08.21 14:50close340.051.570071.556641.5835066.8911851.80
962013.08.21 14:50buy350.051.556641.556641.58350
972013.08.21 21:00t/p320.051.570851.524151.57085231.2212083.02
982013.08.22 12:53s/l350.051.556641.556641.58350-0.4612082.57
992013.08.27 00:00sell stop360.101.553651.560141.54067
1002013.08.27 10:21sell360.101.553651.560141.54067
1012013.08.28 13:16modify360.101.553651.553651.54067
1022013.08.28 13:16close360.051.547151.553651.5406732.3812114.94
1032013.08.28 13:16sell370.051.553651.553651.54067
1042013.08.28 15:59s/l370.051.553651.553651.54067-0.1312114.82
1052013.09.05 00:00buy stop380.101.566651.556511.58693
1062013.09.05 15:20buy380.101.566651.556511.58693
1072013.09.06 13:59s/l380.101.556511.556511.58693-101.5312013.29
1082013.09.16 00:00modify330.101.554991.554991.62199
1092013.09.16 00:00close330.051.593841.554991.62199191.8512205.13
1102013.09.16 00:00buy390.051.554991.554991.62199
1112013.09.26 00:00buy stop400.101.610731.598911.63437
1122013.09.27 08:20buy400.101.610731.598911.63437
1132013.10.01 06:02t/p390.051.621991.554991.62199331.6212536.75
1142013.10.01 06:02modify400.101.610731.610731.63437
1152013.10.01 06:02close400.051.622601.610731.6343759.2212595.97
1162013.10.01 06:02buy410.051.610731.610731.63437
1172013.10.04 11:07s/l410.051.610731.610731.63437-0.4612595.51
1182013.10.07 00:00sell stop420.101.598531.616711.56217
1192013.10.09 11:32sell420.101.598531.616711.56217
1202013.10.16 00:00sell stop430.101.589491.599801.56887
1212013.10.16 00:08delete430.101.589491.599801.56887
1222013.10.17 18:24s/l420.101.616711.616711.56217-184.3012411.22
1232013.10.18 00:00buy stop440.101.619141.594971.66748
1242013.10.18 11:14buy440.101.619141.594971.66748
1252013.10.30 00:00sell stop450.101.600381.609491.58216
1262013.10.30 20:25sell450.101.600381.609491.58216
1272013.11.01 16:00s/l440.101.594971.594971.66748-243.5212167.70
1282013.11.01 18:13modify450.101.600381.600381.58216
1292013.11.01 18:13close450.051.591261.600381.5821645.1012212.80
1302013.11.01 18:13sell460.051.600381.600381.58216
1312013.11.05 11:29s/l460.051.600381.600381.58216-0.7512212.05
1322013.11.11 00:00sell stop470.101.593671.609441.56213
1332013.11.12 11:10sell470.101.593671.609441.56213
1342013.11.14 17:46s/l470.101.609441.609441.56213-158.7012053.34
1352013.11.15 00:00buy stop480.101.612061.599821.63654
1362013.11.15 16:00buy480.101.612061.599821.63654
1372013.11.27 11:44modify480.101.612061.612061.63654
1382013.11.27 11:44close480.051.624331.612061.6365460.7012114.05
1392013.11.27 11:44buy490.051.612061.612061.63654
1402013.11.29 03:58t/p490.051.636541.612061.63654121.4912235.54
1412013.12.10 00:00buy stop500.101.645191.633291.66899
1422013.12.10 04:10buy500.101.645191.633291.66899
1432013.12.12 17:53s/l500.101.633291.633291.66899-119.5212116.01
1442013.12.13 00:00sell stop510.101.630031.640761.60857
1452013.12.13 12:15sell510.101.630031.640761.60857
1462013.12.18 21:07s/l510.101.640761.640761.60857-108.0512007.97
1472013.12.24 00:00sell stop520.101.630381.636421.61830
1482013.12.24 13:28delete520.101.630381.636421.61830
1492013.12.26 09:00buy stop530.101.640081.633221.65380
1502013.12.26 15:15buy530.101.640081.633221.65380
1512013.12.27 08:46modify530.101.640081.640081.65380
1522013.12.27 08:46close530.051.646941.640081.6538034.2312042.20
1532013.12.27 08:46buy540.051.640081.640081.65380
1542013.12.27 13:40t/p540.051.653801.640081.6538068.5312110.74
1552014.01.08 00:00sell stop550.101.635371.642781.62055
1562014.01.08 11:12delete550.101.635371.642781.62055
1572014.01.09 00:00buy stop560.101.649131.638621.67015
1582014.01.09 15:20buy560.101.649131.638621.67015
1592014.01.10 15:29s/l560.101.638621.638621.67015-105.2312005.51
1602014.01.14 00:00sell stop570.101.632671.649721.59857
1612014.01.15 16:20sell570.101.632671.649721.59857
1622014.01.22 00:00buy stop580.101.650491.640901.66967
1632014.01.22 11:30s/l570.101.649721.649721.59857-172.2511833.26
1642014.01.22 11:30buy580.101.650491.640901.66967
1652014.01.23 10:28modify580.101.650491.650491.66967
1662014.01.23 10:28close580.051.660121.650491.6696747.9511881.21
1672014.01.23 10:28buy590.051.650491.650491.66967
1682014.01.24 14:38s/l590.051.650491.650491.66967-0.2611880.95
1692014.01.29 00:00buy stop600.101.664441.654541.68424
1702014.01.29 14:25delete600.101.664441.654541.68424
1712014.01.31 00:00sell stop610.101.642461.655621.61614
1722014.02.03 00:00sell610.101.642461.655621.61614
1732014.02.03 19:15modify610.101.642461.642461.61614
1742014.02.03 19:15close610.051.629271.642461.6161465.9511946.90
1752014.02.03 19:15sell620.051.642461.642461.61614
1762014.02.10 08:42s/l620.051.642461.642461.61614-0.8811946.03
1772014.02.12 00:00buy stop630.101.650681.640201.67164
1782014.02.12 12:30buy630.101.650681.640201.67164
1792014.02.13 00:36modify630.101.650681.650681.67164
1802014.02.13 00:36close630.051.661171.650681.6716452.2611998.28
1812014.02.13 00:36buy640.051.650681.650681.67164
1822014.02.14 14:01t/p640.051.671641.650681.67164104.5412102.82
1832014.02.26 00:00buy stop650.101.674551.665251.69315
1842014.02.26 16:23delete650.101.674551.665251.69315
1852014.02.28 00:00buy stop660.101.671771.662631.69005
1862014.02.28 09:11buy660.101.671771.662631.69005
1872014.03.05 00:00sell stop670.101.662001.670601.64480
1882014.03.05 14:02delete670.101.662001.670601.64480
1892014.03.06 00:00buy stop680.101.676091.666681.69491
1902014.03.06 19:02buy680.101.676091.666681.69491
1912014.03.10 11:43s/l680.101.666681.666681.69491-94.3612008.46
1922014.03.10 13:49s/l660.101.662631.662631.69005-92.4411916.02
1932014.03.11 00:00sell stop690.101.660131.673031.63433
1942014.03.11 13:14sell690.101.660131.673031.63433
1952014.03.17 00:00sell stop700.101.656671.663811.64239
1962014.03.17 00:00delete700.101.656671.663811.64239
1972014.03.19 00:00sell stop710.101.652541.663661.63030
1982014.03.19 11:30delete710.101.652541.663661.63030
1992014.03.24 11:27modify690.101.660131.660131.63433
2002014.03.24 11:27close690.051.647221.660131.6343362.9211978.95
2012014.03.24 11:27sell720.051.660131.660131.63433
2022014.03.27 00:00buy stop730.101.661641.651901.68112
2032014.03.27 11:30s/l720.051.660131.660131.63433-2.2511976.70
2042014.03.27 11:30buy730.101.661641.651901.68112
2052014.04.08 12:39modify730.101.661641.661641.68112
2062014.04.08 12:39close730.051.671381.661641.6811248.0512024.74
2072014.04.08 12:39buy740.051.661641.661641.68112
2082014.04.09 00:00buy stop750.101.677391.661321.70953
2092014.04.09 21:02buy750.101.677391.661321.70953
2102014.04.10 03:36t/p740.051.681121.661641.6811296.4912121.23
2112014.04.17 00:00buy stop760.101.683711.672961.70521
2122014.04.17 11:05buy760.101.683711.672961.70521
2132014.04.28 00:00buy stop770.101.684881.679951.69474
2142014.04.28 00:08delete770.101.684881.679951.69474
2152014.05.06 10:48modify750.101.677391.677391.70953
2162014.05.06 10:48close750.051.693461.677391.7095378.5912199.83
2172014.05.06 10:48buy780.051.677391.677391.70953
2182014.05.06 11:26modify760.101.683711.683711.70521
2192014.05.06 11:26close760.051.694521.683711.7052152.9512252.77
2202014.05.06 11:26buy790.051.683711.683711.70521
2212014.05.09 15:30s/l790.051.683711.683711.70521-1.4312251.34
2222014.05.12 00:00sell stop800.101.681161.692741.65800
2232014.05.14 11:57sell800.101.681161.692741.65800
2242014.05.14 12:31s/l780.051.677391.677391.70953-2.2712249.07
2252014.05.22 00:00buy stop810.101.694031.684171.71375
2262014.05.23 10:49delete810.101.694031.684171.71375
2272014.05.26 00:00sell stop820.101.679221.686451.66476
2282014.05.27 03:41delete820.101.679221.686451.66476
2292014.05.28 00:00sell stop830.101.676211.687141.65435
2302014.05.28 10:12sell830.101.676211.687141.65435
2312014.05.29 10:17modify800.101.681161.681161.65800
2322014.05.29 10:17close800.051.669571.681161.6580055.8312304.89
2332014.05.29 10:17sell840.051.681161.681161.65800
2342014.06.05 00:00sell stop850.101.667841.675771.65198
2352014.06.05 10:58delete850.101.667841.675771.65198
2362014.06.05 20:53s/l840.051.681161.681161.65800-3.0012301.89
2372014.06.06 00:00buy stop860.101.684451.673201.70695
2382014.06.06 15:34buy860.101.684451.673201.70695
2392014.06.12 23:00s/l830.101.687141.687141.65435-113.5512188.34
2402014.06.13 00:00buy stop870.101.694971.679541.72583
2412014.06.13 02:40buy870.101.694971.679541.72583
2422014.06.13 02:56modify860.101.684451.684451.70695
2432014.06.13 02:56close860.051.695711.684451.7069555.8412244.19
2442014.06.13 02:56buy880.051.684451.684451.70695
2452014.06.27 00:00buy stop890.101.705891.698021.72163
2462014.06.30 17:06buy890.101.705891.698021.72163
2472014.06.30 17:20t/p880.051.706951.684451.70695111.0712355.26
2482014.06.30 18:00modify870.101.694971.694971.72583
2492014.06.30 18:00close870.051.710441.694971.7258376.3812431.63
2502014.06.30 18:00buy900.051.694971.694971.72583
2512014.07.01 12:23modify890.101.705891.705891.72163
2522014.07.01 12:23close890.051.713761.705891.7216339.2912470.92
2532014.07.01 12:23buy910.051.705891.705891.72163
2542014.07.10 00:01buy stop920.101.718011.710321.73339
2552014.07.11 17:46delete920.101.718011.710321.73339
2562014.07.14 00:00sell stop930.101.707241.713981.69376
2572014.07.14 11:19delete930.101.707241.713981.69376
2582014.07.15 10:46s/l910.051.705891.705891.72163-0.9712469.94
2592014.07.18 00:00sell stop940.101.706461.713281.69282
2602014.07.18 15:45sell940.101.706461.713281.69282
2612014.07.24 15:49modify940.101.706461.706461.69282
2622014.07.24 15:49close940.051.699611.706461.6928233.5012503.44
2632014.07.24 15:49sell950.051.706461.706461.69282
2642014.07.29 14:46s/l900.051.694971.694971.72583-2.8612500.58
2652014.07.30 11:27t/p950.051.692821.706461.6928266.9512567.53
2662014.08.07 00:01sell stop960.101.680061.687681.66482
2672014.08.08 10:54sell960.101.680061.687681.66482
2682014.08.13 12:47modify960.101.680061.680061.66482
2692014.08.13 12:47close960.051.672431.680061.6648237.7712605.31
2702014.08.13 12:47sell970.051.680061.680061.66482
2712014.08.19 11:30t/p970.051.664821.680061.6648275.0812680.38
2722014.08.20 00:00sell stop980.101.659041.671771.63358
2732014.08.20 21:15sell980.101.659041.671771.63358
2742014.09.02 00:00buy stop990.101.666321.659521.67992
2752014.09.02 04:15delete990.101.666321.659521.67992
2762014.09.03 00:00sell stop1000.101.644681.660401.61324
2772014.09.03 06:35modify980.101.659041.659041.63358
2782014.09.03 06:35close980.051.646291.659041.6335862.0012742.38
2792014.09.03 06:35sell1010.051.659041.659041.63358
2802014.09.03 06:54sell1000.101.644681.660401.61324
2812014.09.04 21:38t/p1010.051.633581.659041.63358125.1812867.56
2822014.09.05 02:46modify1000.101.644681.644681.61324
2832014.09.05 02:46close1000.051.628941.644681.6132478.2012945.76
2842014.09.05 02:46sell1020.051.644681.644681.61324
2852014.09.08 12:03t/p1020.051.613241.644681.61324156.5713102.33
2862014.09.17 00:00buy stop1030.101.633071.617101.66501
2872014.09.17 11:07buy1030.101.633071.617101.66501
2882014.09.19 03:46modify1030.101.633071.633071.66501
2892014.09.19 03:46close1030.051.649051.633071.6650179.6413181.97
2902014.09.19 03:46buy1040.051.633071.633071.66501
2912014.09.19 15:02s/l1040.051.633071.633071.66501-0.2613181.71
2922014.09.24 00:00buy stop1050.101.643451.631191.66797
2932014.09.25 09:14delete1050.101.643451.631191.66797
2942014.09.29 00:00sell stop1060.101.621691.632181.60071
2952014.09.29 00:02sell1060.101.621691.632181.60071
2962014.10.03 10:34modify1060.101.621691.621691.60071
2972014.10.03 10:34close1060.051.611181.621691.6007151.8013233.51
2982014.10.03 10:34sell1070.051.621691.621691.60071
2992014.10.03 15:43t/p1070.051.600711.621691.60071104.1513337.66
3002014.10.13 00:00sell stop1080.101.598761.612431.57142
3012014.10.13 05:25delete1080.101.598761.612431.57142
3022014.10.17 00:00buy stop1090.101.611581.595051.64464
3032014.10.17 12:00buy1090.101.611581.595051.64464
3042014.10.28 00:00buy stop1100.101.616621.609251.63136
3052014.10.28 11:05delete1100.101.616621.609251.63136
3062014.10.30 00:00sell stop1110.101.598191.615091.56439
3072014.10.30 02:05sell1110.101.598191.615091.56439
3082014.10.30 14:30s/l1090.101.595051.595051.64464-166.9913170.67
3092014.11.07 11:42modify1110.101.598191.598191.56439
3102014.11.07 11:42close1110.051.581271.598191.5643983.6013254.27
3112014.11.07 11:42sell1120.051.598191.598191.56439
3122014.11.13 00:00sell stop1130.101.575511.592991.54055
3132014.11.13 11:31sell1130.101.575511.592991.54055
3142014.11.14 15:30t/p1120.051.564391.598191.56439167.1313421.40
3152014.11.24 00:00sell stop1140.101.560571.570281.54115
3162014.11.24 17:33delete1140.101.560571.570281.54115
3172014.11.26 00:00buy stop1150.101.575501.565801.59490
3182014.11.26 14:11buy1150.101.575501.565801.59490
3192014.11.28 17:17s/l1150.101.565801.565801.59490-97.5213323.88
3202014.11.28 23:59close at stop1130.101.563991.592991.54055111.4513435.33