Strategy Tester Report
Pro_Bot_EURUSD_m15
Alpari-Demo2 (Build 432)

СимволEURUSD (Euro vs US Dollar)
Период5 Минут (M5) 2011.08.01 00:00 - 2012.07.17 23:55 (2011.08.01 - 2012.07.18)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыLot=0.1; LotFor1000=0.1; TP=0.38; SL=0.26; AccL=2.5; Favg=7; Offs=2; Savg=40; SLTP=56; Comm="Pro_Bot http://hot-fx.blogspot.com http://hotfx.0pk.ru"; Magic=20120806; Slippage=3;
Баров в истории73435Смоделировано тиков17463008Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит1000.00
Чистая прибыль1302.66Общая прибыль2710.02Общий убыток-1407.36
Прибыльность1.93Матожидание выигрыша12.90
Абсолютная просадка65.55Максимальная просадка533.44 (28.40%)Относительная просадка28.40% (533.44)
Всего сделок101Короткие позиции (% выигравших)56 (62.50%)Длинные позиции (% выигравших)45 (48.89%)
Прибыльные сделки (% от всех)57 (56.44%)Убыточные сделки (% от всех)44 (43.56%)
Самая большаяприбыльная сделка124.61убыточная сделка-85.34
Средняяприбыльная сделка47.54убыточная сделка-31.99
Максимальное количествонепрерывных выигрышей (прибыль)8 (345.23)непрерывных проигрышей (убыток)5 (-129.38)
Максимальнаянепрерывная прибыль (число выигрышей)486.26 (6)непрерывный убыток (число проигрышей)-195.55 (4)
Среднийнепрерывный выигрыш3непрерывный проигрыш2
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12011.08.01 17:05sell10.101.428240.000000.00000
22011.08.01 17:05modify10.101.428241.432991.42129
32011.08.01 17:10sell20.101.427940.000000.00000
42011.08.01 17:10modify20.101.427941.432691.42099
52011.08.01 17:58t/p10.101.421291.432991.4212969.501069.50
62011.08.01 17:58t/p20.101.420991.432691.4209969.501139.00
72011.08.04 01:00buy30.111.436440.000000.00000
82011.08.04 01:00modify30.111.436441.434721.43895
92011.08.04 01:05buy40.111.436410.000000.00000
102011.08.04 01:05modify40.111.436411.434691.43892
112011.08.04 01:30s/l30.111.434721.434721.43895-18.921120.08
122011.08.04 01:30s/l40.111.434691.434691.43892-18.921101.16
132011.08.10 16:05sell50.111.425540.000000.00000
142011.08.10 16:05modify50.111.425541.429311.42003
152011.08.10 16:10sell60.111.423490.000000.00000
162011.08.10 16:10modify60.111.423491.427951.41697
172011.08.10 16:57t/p50.111.420031.429311.4200360.611161.77
182011.08.10 17:13t/p60.111.416971.427951.4169771.721233.49
192011.08.29 08:25buy70.121.453580.000000.00000
202011.08.29 08:25modify70.121.453581.451511.45661
212011.08.29 11:41s/l70.121.451511.451511.45661-24.841208.65
222011.09.06 11:10buy80.121.422610.000000.00000
232011.09.06 11:10modify80.121.422611.416621.43136
242011.09.06 11:30s/l80.121.416621.416621.43136-71.881136.77
252011.09.12 07:55sell90.111.350650.000000.00000
262011.09.12 07:55modify90.111.350651.353591.34636
272011.09.12 07:58s/l90.111.353591.353591.34636-32.341104.43
282011.09.23 03:15buy100.111.356290.000000.00000
292011.09.23 03:15modify100.111.356291.353041.36104
302011.09.23 03:55s/l100.111.353041.353041.36104-35.751068.68
312011.10.12 11:20buy110.111.373330.000000.00000
322011.10.12 11:20modify110.111.373331.370031.37816
332011.10.12 12:10t/p110.111.378161.370031.3781653.131121.81
342011.10.14 16:35buy120.111.388670.000000.00000
352011.10.14 16:35modify120.111.388671.385831.39282
362011.10.14 16:50s/l120.111.385831.385831.39282-31.241090.57
372011.10.19 03:50buy130.111.376370.000000.00000
382011.10.19 03:50modify130.111.376371.375141.37817
392011.10.19 03:55buy140.111.377050.000000.00000
402011.10.19 03:55modify140.111.377051.375851.37881
412011.10.19 06:10t/p130.111.378171.375141.3781719.801110.37
422011.10.19 06:11t/p140.111.378811.375851.3788119.361129.73
432011.10.31 03:55sell150.111.408230.000000.00000
442011.10.31 03:55modify150.111.408231.410571.40481
452011.10.31 04:00sell160.111.409150.000000.00000
462011.10.31 04:00modify160.111.409151.411531.40568
472011.10.31 04:04s/l150.111.410571.410571.40481-25.741103.99
482011.10.31 04:04s/l160.111.411531.411531.40568-26.181077.81
492011.11.02 01:20sell170.111.363940.000000.00000
502011.11.02 01:20modify170.111.363941.366601.36005
512011.11.02 01:25sell180.101.364280.000000.00000
522011.11.02 01:25modify180.101.364281.366941.36039
532011.11.02 01:43s/l170.111.366601.366601.36005-29.261048.55
542011.11.02 02:02s/l180.101.366941.366941.36039-26.601021.95
552011.11.30 09:20sell190.101.326590.000000.00000
562011.11.30 09:20modify190.101.326591.328751.32343
572011.11.30 11:07s/l190.101.328751.328751.32343-21.601000.35
582011.11.30 15:05buy200.101.344160.000000.00000
592011.11.30 15:05modify200.101.344161.339541.35091
602011.11.30 15:10buy210.101.345390.000000.00000
612011.11.30 15:10modify210.101.345391.339241.35437
622011.11.30 15:59t/p200.101.350911.339541.3509167.501067.85
632011.12.02 15:30t/p210.101.354371.339241.3543788.601156.45
642011.12.08 16:10sell220.121.333470.000000.00000
652011.12.08 16:10modify220.121.333471.336821.32858
662011.12.08 16:20sell230.111.331480.000000.00000
672011.12.08 16:20modify230.111.331481.335191.32606
682011.12.08 22:25s/l230.111.335191.335191.32606-40.811115.64
692011.12.08 22:33s/l220.121.336821.336821.32858-40.201075.44
702011.12.13 17:50sell240.111.310790.000000.00000
712011.12.13 17:50modify240.111.310791.314331.30562
722011.12.13 21:19t/p240.111.305621.314331.3056256.871132.31
732011.12.21 02:10buy250.111.311670.000000.00000
742011.12.21 02:10modify250.111.311671.310521.31335
752011.12.21 02:15buy260.111.311490.000000.00000
762011.12.21 02:15modify260.111.311491.310321.31320
772011.12.21 02:38s/l250.111.310521.310521.31335-12.651119.66
782011.12.21 02:49s/l260.111.310321.310321.31320-12.871106.79
792011.12.22 08:30buy270.111.306620.000000.00000
802011.12.22 08:30modify270.111.306621.305871.30772
812011.12.22 08:44s/l270.111.305871.305871.30772-8.251098.54
822011.12.23 08:40buy280.111.309090.000000.00000
832011.12.23 08:40modify280.111.309091.308151.31046
842011.12.23 08:45s/l280.111.308151.308151.31046-10.341088.20
852011.12.28 16:20sell290.111.304350.000000.00000
862011.12.28 16:20modify290.111.304351.305271.30300
872011.12.28 16:25sell300.111.303060.000000.00000
882011.12.28 16:25modify300.111.303061.304351.30118
892011.12.28 16:25t/p290.111.303001.305271.3030014.851103.05
902011.12.28 16:28t/p300.111.301181.304351.3011820.681123.73
912011.12.28 16:30sell310.111.301360.000000.00000
922011.12.28 16:30modify310.111.301361.303341.29847
932011.12.28 16:35sell320.111.300230.000000.00000
942011.12.28 16:35modify320.111.300231.302431.29702
952011.12.28 16:40sell330.111.300860.000000.00000
962011.12.28 16:40modify330.111.300861.303061.29765
972011.12.28 16:45sell340.111.299160.000000.00000
982011.12.28 16:45modify340.111.299161.301541.29569
992011.12.28 16:45t/p310.111.298471.303341.2984731.791155.52
1002011.12.28 16:45t/p330.111.297651.303061.2976535.311190.83
1012011.12.28 16:50sell350.121.298670.000000.00000
1022011.12.28 16:50modify350.121.298671.301531.29449
1032011.12.28 17:26t/p320.111.297021.302431.2970235.311226.14
1042011.12.28 17:30t/p340.111.295691.301541.2956938.171264.31
1052011.12.28 17:37t/p350.121.294491.301531.2944950.161314.47
1062011.12.29 02:20sell360.131.289550.000000.00000
1072011.12.29 02:20modify360.131.289551.291071.28732
1082011.12.29 02:30s/l360.131.291071.291071.28732-19.761294.71
1092012.01.03 02:35buy370.131.295610.000000.00000
1102012.01.03 02:35modify370.131.295611.294731.29689
1112012.01.03 02:40buy380.131.295830.000000.00000
1122012.01.03 02:40modify380.131.295831.294871.29724
1132012.01.03 03:38t/p370.131.296891.294731.2968916.641311.35
1142012.01.03 04:00t/p380.131.297241.294871.2972418.331329.68
1152012.01.05 10:55sell390.131.286460.000000.00000
1162012.01.05 10:55modify390.131.286461.288711.28317
1172012.01.05 12:59t/p390.131.283171.288711.2831742.771372.45
1182012.01.09 01:20sell400.141.267240.000000.00000
1192012.01.09 01:20modify400.141.267241.268771.26501
1202012.01.09 02:01s/l400.141.268771.268771.26501-21.421351.03
1212012.01.13 08:15buy410.141.286820.000000.00000
1222012.01.13 08:15modify410.141.286821.285331.28901
1232012.01.13 09:54s/l410.141.285331.285331.28901-20.861330.17
1242012.02.09 01:10sell420.131.322230.000000.00000
1252012.02.09 01:10modify420.131.322231.323481.32041
1262012.02.09 01:11s/l420.131.323481.323481.32041-16.251313.92
1272012.02.20 09:25sell430.131.319240.000000.00000
1282012.02.20 09:25modify430.131.319241.319931.31823
1292012.02.20 09:32s/l430.131.319931.319931.31823-8.971304.95
1302012.02.21 04:55buy440.131.325070.000000.00000
1312012.02.21 04:55modify440.131.325071.323071.32799
1322012.02.21 05:10buy450.131.327870.000000.00000
1332012.02.21 05:10modify450.131.327871.325461.33140
1342012.02.21 05:10t/p440.131.327991.323071.3279937.961342.91
1352012.02.21 05:15buy460.131.329090.000000.00000
1362012.02.21 05:15modify460.131.329091.326341.33311
1372012.02.21 05:20buy470.131.328150.000000.00000
1382012.02.21 05:20modify470.131.328151.325401.33217
1392012.02.21 05:41s/l460.131.326341.326341.33311-35.751307.16
1402012.02.21 05:58s/l450.131.325461.325461.33140-31.331275.83
1412012.02.21 05:58s/l470.131.325401.325401.33217-35.751240.08
1422012.03.09 08:05sell480.121.323960.000000.00000
1432012.03.09 08:05modify480.121.323961.324871.32263
1442012.03.09 08:19t/p480.121.322631.324871.3226315.961256.04
1452012.03.09 08:20sell490.131.322550.000000.00000
1462012.03.09 08:20modify490.131.322551.323771.32076
1472012.03.09 08:27s/l490.131.323771.323771.32076-15.861240.18
1482012.03.22 10:30sell500.121.317460.000000.00000
1492012.03.22 10:30modify500.121.317461.319641.31428
1502012.03.22 11:30t/p500.121.314281.319641.3142838.161278.34
1512012.03.23 09:25buy510.131.322430.000000.00000
1522012.03.23 09:25modify510.131.322431.321481.32382
1532012.03.23 09:30buy520.131.323040.000000.00000
1542012.03.23 09:30modify520.131.323041.321841.32480
1552012.03.23 09:33t/p510.131.323821.321481.3238218.071296.41
1562012.03.23 09:35buy530.131.323820.000000.00000
1572012.03.23 09:35modify530.131.323821.322581.32563
1582012.03.23 09:44t/p520.131.324801.321841.3248022.881319.29
1592012.03.23 09:45buy540.131.324930.000000.00000
1602012.03.23 09:45modify540.131.324931.323391.32718
1612012.03.23 10:08s/l540.131.323391.323391.32718-20.021299.27
1622012.03.23 10:32t/p530.131.325631.322581.3256323.531322.80
1632012.04.03 21:10sell550.131.328990.000000.00000
1642012.04.03 21:10modify550.131.328991.330591.32666
1652012.04.03 21:11t/p550.131.326661.330591.3266630.291353.09
1662012.04.03 21:15sell560.141.326610.000000.00000
1672012.04.03 21:15modify560.141.326611.329121.32294
1682012.04.03 21:20sell570.131.325540.000000.00000
1692012.04.03 21:20modify570.131.325541.328191.32167
1702012.04.03 21:25sell580.131.325870.000000.00000
1712012.04.03 21:25modify580.131.325871.328521.32200
1722012.04.03 21:30sell590.131.323440.000000.00000
1732012.04.03 21:30modify590.131.323441.326471.31901
1742012.04.03 21:31t/p560.141.322941.329121.3229451.381404.47
1752012.04.03 21:35sell600.131.323810.000000.00000
1762012.04.03 21:35modify600.131.323811.326971.31920
1772012.04.03 21:58t/p580.131.322001.328521.3220050.311454.78
1782012.04.03 21:59t/p570.131.321671.328191.3216750.311505.09
1792012.04.04 04:44t/p600.131.319201.326971.3192059.921565.01
1802012.04.04 05:16t/p590.131.319011.326471.3190157.581622.58
1812012.04.27 00:15sell610.161.320630.000000.00000
1822012.04.27 00:15modify610.161.320631.321571.31926
1832012.04.27 00:42t/p610.161.319261.321571.3192621.921644.50
1842012.05.02 04:00sell620.161.321300.000000.00000
1852012.05.02 04:00modify620.161.321301.322091.32014
1862012.05.02 04:31s/l620.161.322091.322091.32014-12.641631.86
1872012.05.02 10:50sell630.161.318180.000000.00000
1882012.05.02 10:50modify630.161.318181.319571.31615
1892012.05.02 11:05sell640.161.317280.000000.00000
1902012.05.02 11:05modify640.161.317281.318971.31481
1912012.05.02 11:15sell650.161.317170.000000.00000
1922012.05.02 11:15modify650.161.317171.318861.31470
1932012.05.02 12:00t/p630.161.316151.319571.3161532.481664.34
1942012.05.02 12:24t/p640.161.314811.318971.3148139.521703.86
1952012.05.02 12:24t/p650.161.314701.318861.3147039.521743.38
1962012.05.07 01:35sell660.171.296320.000000.00000
1972012.05.07 01:35modify660.171.296321.299761.29129
1982012.05.07 09:07s/l660.171.299761.299761.29129-58.481684.90
1992012.05.15 16:05sell670.171.279370.000000.00000
2002012.05.15 16:05modify670.171.279371.281131.27680
2012012.05.15 18:05t/p670.171.276801.281131.2768043.691728.59
2022012.06.01 16:25buy680.171.238000.000000.00000
2032012.06.01 16:25modify680.171.238001.235621.24148
2042012.06.01 16:30buy690.171.240360.000000.00000
2052012.06.01 16:30modify690.171.240361.237191.24499
2062012.06.01 16:32t/p680.171.241481.235621.2414859.161787.75
2072012.06.01 16:34t/p690.171.244991.237191.2449978.711866.46
2082012.06.01 16:35buy700.191.244740.000000.00000
2092012.06.01 16:35modify700.191.244741.240481.25096
2102012.06.01 16:40buy710.181.243730.000000.00000
2112012.06.01 16:40modify710.181.243731.239431.25002
2122012.06.01 16:53s/l700.191.240481.240481.25096-80.941785.52
2132012.06.01 16:56s/l710.181.239431.239431.25002-77.401708.12
2142012.06.05 03:00buy720.171.252730.000000.00000
2152012.06.05 03:00modify720.171.252731.251651.25430
2162012.06.05 03:05buy730.171.252630.000000.00000
2172012.06.05 03:05modify730.171.252631.251661.25405
2182012.06.05 03:09t/p730.171.254051.251661.2540524.141732.26
2192012.06.05 03:10buy740.171.253770.000000.00000
2202012.06.05 03:10modify740.171.253771.252431.25573
2212012.06.05 03:15buy750.161.253300.000000.00000
2222012.06.05 03:15modify750.161.253301.251971.25525
2232012.06.05 06:16s/l740.171.252431.252431.25573-22.781709.48
2242012.06.05 06:35s/l750.161.251971.251971.25525-21.281688.20
2252012.06.05 08:26s/l720.171.251651.251651.25430-18.361669.84
2262012.06.08 03:30sell760.171.253580.000000.00000
2272012.06.08 03:30modify760.171.253581.254591.25211
2282012.06.08 03:35sell770.161.253430.000000.00000
2292012.06.08 03:35modify770.161.253431.254561.25178
2302012.06.08 03:40sell780.161.253380.000000.00000
2312012.06.08 03:40modify780.161.253381.254511.25173
2322012.06.08 05:26t/p760.171.252111.254591.2521124.991694.83
2332012.06.08 05:26t/p770.161.251781.254561.2517826.401721.23
2342012.06.08 05:26t/p780.161.251731.254511.2517326.401747.63
2352012.06.28 03:35buy790.171.248940.000000.00000
2362012.06.28 03:35modify790.171.248941.248281.24990
2372012.06.28 06:18t/p790.171.249901.248281.2499016.321763.95
2382012.06.28 11:05sell800.181.242660.000000.00000
2392012.06.28 11:05modify800.181.242661.245431.23861
2402012.06.28 11:10sell810.171.242940.000000.00000
2412012.06.28 11:10modify810.171.242941.245711.23889
2422012.06.28 11:15sell820.171.242070.000000.00000
2432012.06.28 11:15modify820.171.242071.244841.23802
2442012.06.28 11:20sell830.171.241630.000000.00000
2452012.06.28 11:20modify830.171.241631.244661.23720
2462012.06.28 14:17s/l830.171.244661.244661.23720-51.511712.44
2472012.06.28 14:17s/l820.171.244841.244841.23802-47.091665.35
2482012.06.28 14:22s/l800.181.245431.245431.23861-49.861615.49
2492012.06.28 14:22s/l810.171.245711.245711.23889-47.091568.40
2502012.06.29 05:55buy840.161.249470.000000.00000
2512012.06.29 05:55modify840.161.249471.247901.25177
2522012.06.29 06:00buy850.161.251630.000000.00000
2532012.06.29 06:00modify850.161.251631.249491.25477
2542012.06.29 06:00t/p840.161.251771.247901.2517736.801605.20
2552012.06.29 06:00t/p850.161.254771.249491.2547750.241655.44
2562012.06.29 06:05buy860.171.258100.000000.00000
2572012.06.29 06:05modify860.171.258101.253081.26543
2582012.06.29 06:10buy870.171.261010.000000.00000
2592012.06.29 06:10modify870.171.261011.255991.26834
2602012.06.29 06:15buy880.151.258860.000000.00000
2612012.06.29 06:15modify880.151.258861.253841.26619
2622012.06.29 06:20buy890.151.259770.000000.00000
2632012.06.29 06:20modify890.151.259771.254751.26710
2642012.06.29 06:25buy900.151.258980.000000.00000
2652012.06.29 06:25modify900.151.258981.253961.26631
2662012.06.29 11:08s/l870.171.255991.255991.26834-85.341570.10
2672012.06.29 15:41t/p860.171.265431.253081.26543124.611694.71
2682012.06.29 15:41t/p880.151.266191.253841.26619109.951804.66
2692012.06.29 15:41t/p900.151.266311.253961.26631109.951914.61
2702012.06.29 15:41t/p890.151.267101.254751.26710109.952024.56
2712012.07.04 03:35sell910.201.259110.000000.00000
2722012.07.04 03:35modify910.201.259111.259621.25837
2732012.07.04 03:40sell920.201.259100.000000.00000
2742012.07.04 03:40modify920.201.259101.259691.25825
2752012.07.04 03:45sell930.191.259000.000000.00000
2762012.07.04 03:45modify930.191.259001.259591.25815
2772012.07.04 03:57t/p910.201.258371.259621.2583714.802039.36
2782012.07.04 04:00t/p920.201.258251.259691.2582517.002056.36
2792012.07.04 04:30s/l930.191.259591.259591.25815-11.212045.15
2802012.07.05 15:00sell940.201.243310.000000.00000
2812012.07.05 15:00modify940.201.243311.245781.23970
2822012.07.05 15:15sell950.201.242400.000000.00000
2832012.07.05 15:15modify950.201.242401.245161.23836
2842012.07.05 15:20sell960.191.242620.000000.00000
2852012.07.05 15:20modify960.191.242621.245561.23833
2862012.07.05 15:32t/p940.201.239701.245781.2397072.202117.35
2872012.07.05 15:40t/p950.201.238361.245161.2383680.802198.15
2882012.07.05 15:40t/p960.191.238331.245561.2383381.512279.66
2892012.07.13 16:45buy970.231.223640.000000.00000
2902012.07.13 16:45modify970.231.223641.221661.22653
2912012.07.16 00:00t/p970.231.226531.221661.2265365.782345.44
2922012.07.17 04:30buy980.231.230710.000000.00000
2932012.07.17 04:30modify980.231.230711.229601.23233
2942012.07.17 04:35buy990.231.231140.000000.00000
2952012.07.17 04:35modify990.231.231141.229891.23296
2962012.07.17 04:41s/l990.231.229891.229891.23296-28.752316.69
2972012.07.17 04:56s/l980.231.229601.229601.23233-25.532291.16
2982012.07.17 17:10sell1000.231.223050.000000.00000
2992012.07.17 17:10modify1000.231.223051.225021.22017
3002012.07.17 17:35sell1010.231.220790.000000.00000
3012012.07.17 17:35modify1010.231.220791.223171.21731
3022012.07.17 17:39t/p1000.231.220171.225021.2201766.242357.40
3032012.07.17 18:45s/l1010.231.223171.223171.21731-54.742302.66