Strategy Tester Report
Milky way EA v3.24
Alpari-ECN-Demo (Build 830)

СимволUSDCAD (US Dollar vs Canadian Dollar)
Период4 Часа (H4) 2005.01.03 00:00 - 2015.06.11 20:00 (2005.01.01 - 2015.06.12)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыSettings01="====Настройки входа===="; BBPeriod=200; MaxCandle=140; OzymandiasFilter=false; Amplitude=18; DemFilter=true; DemPer=8; DemB=0.1; Settings02="==============================="; Exits01="====Настройки выхода===="; Exits02="-Стохастик"; StochExit=false; KPer=6; DPer=9; SPer=8; StochB=10; Exits03="-MACD"; MACDExit=true; FPer=10; SPEr=52; Exits04="-По волатильности"; VolExit=false; ATREPer=1; BodyCoef=0.5; ShadowCoef=0.5; Exits05="==============================="; SL001="====Настройки варианта стопа===="; HistorySL=30; OtstupSL=400; UseMaxSL=true; MaxSL=900; MinSL=15; SL008="==============================="; TR001="====Настройки трейлинг стопа===="; UseTralOnlyInProfit=false; TralOnPips=false; TrailingStop=20; TrailingStart=30; TralFraktalOn=true; FraktalTF=240; FraktalBars=4; FraktalOtstup=3; TralBarsOn=true; BarsTF=240; BarsUse=4; BarsOtstup=3; TR009="==============================="; MMSet01="====Манименеджмент===="; MaxRisk=10; LotVariant=1; FixLot=0.2; MoneyForOneLot=500; Risk=3; MMSet02="==============================="; Comment01="====Информация и сервисные настройки===="; Slippage=1; UsePrint=false; Magic=0; UsePanel=false; NumOfTry=3; Comment02="===============================";
Баров в истории17206Смоделировано тиков69397524Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (66)
Чистая прибыль896.56Общая прибыль1699.01Общий убыток-802.45
Прибыльность2.12Матожидание выигрыша17.93
Абсолютная просадка73.70Максимальная просадка636.04 (5.79%)Относительная просадка5.79% (636.04)
Всего сделок50Короткие позиции (% выигравших)28 (60.71%)Длинные позиции (% выигравших)22 (72.73%)
Прибыльные сделки (% от всех)33 (66.00%)Убыточные сделки (% от всех)17 (34.00%)
Самая большаяприбыльная сделка276.37убыточная сделка-249.22
Среднийприбыльная сделка51.49убыточная сделка-47.20
Максимальное количествонепрерывных выигрышей (прибыль)5 (424.42)непрерывных проигрышей (убыток)3 (-103.06)
Максимальнаянепрерывная прибыль (число выигрышей)424.42 (5)непрерывный убыток (число проигрышей)-254.88 (2)
Среднийнепрерывный выигрыш2непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12005.01.11 20:00buy10.101.217461.175400.00000
22005.01.11 22:24modify10.101.217461.218170.00000
32005.01.11 22:25s/l10.101.218171.218170.000005.8310005.83
42005.01.17 04:33sell20.101.216301.250400.00000
52005.01.18 04:01close20.101.222861.250400.00000-53.579952.26
62005.07.04 08:03sell30.101.246001.273200.00000
72005.07.04 09:36modify30.101.246001.243590.00000
82005.07.04 09:36s/l30.101.243591.243590.0000019.389971.64
92005.08.18 04:01sell40.101.213201.246600.00000
102005.08.18 08:01close40.101.213461.246600.00000-2.149969.50
112005.09.15 20:03sell50.101.185801.228100.00000
122005.09.19 00:00modify50.101.185801.185690.00000
132005.09.19 08:01modify50.101.185801.185090.00000
142005.09.19 12:02modify50.101.185801.183390.00000
152005.09.20 04:00modify50.101.185801.181290.00000
162005.09.20 08:00modify50.101.185801.174790.00000
172005.09.20 12:00modify50.101.185801.170090.00000
182005.09.20 16:00close50.101.169661.170090.00000138.1910107.69
192005.11.18 00:01buy60.101.187961.159900.00000
202005.11.18 16:00close60.101.186701.159900.00000-10.6210097.07
212006.03.16 04:09buy70.101.155461.125800.00000
222006.03.20 08:00modify70.101.155461.156270.00000
232006.03.20 12:00modify70.101.155461.156970.00000
242006.03.20 20:00close70.101.160801.156970.0000045.0910142.16
252006.03.30 20:00buy80.101.163161.125800.00000
262006.03.31 04:00close80.101.160301.125800.00000-25.1010117.06
272006.05.15 16:00sell90.101.113801.181000.00000
282006.05.17 08:00modify90.101.113801.112890.00000
292006.05.17 12:00modify90.101.113801.110290.00000
302006.05.17 16:00modify90.101.113801.108690.00000
312006.05.17 16:29s/l90.101.108691.108690.0000046.2210163.28
322006.07.31 16:00buy100.101.128061.099100.00000
332006.07.31 16:19modify100.101.128061.128270.00000
342006.07.31 16:20s/l100.101.128271.128270.000001.8610165.14
352006.12.20 20:00buy110.101.148461.122400.00000
362006.12.22 08:00modify110.101.148461.152870.00000
372006.12.22 11:45s/l110.101.152871.152870.0000036.4510201.59
382007.01.15 12:01buy120.101.169961.132900.00000
392007.01.17 12:00modify120.101.169961.173170.00000
402007.01.17 12:01s/l120.101.173171.173170.0000026.4510228.04
412007.02.28 04:02sell130.101.166801.191400.00000
422007.02.28 12:01close130.101.167861.191400.00000-9.0810218.96
432007.02.28 20:00sell140.101.170501.191400.00000
442007.03.14 20:00close140.101.176461.191400.00000-49.7210169.24
452007.06.13 16:00sell150.101.070801.120700.00000
462007.06.13 16:15modify150.101.070801.068690.00000
472007.06.13 16:15s/l150.101.068691.068690.0000019.7410188.98
482007.08.20 16:00buy160.101.059361.029900.00000
492007.08.29 12:00modify160.101.059361.060470.00000
502007.08.29 12:51s/l160.101.060471.060470.000006.3910195.37
512008.01.03 08:00sell170.100.994001.028800.00000
522008.01.04 08:00modify170.100.994000.993990.00000
532008.01.04 12:00modify170.100.994000.992090.00000
542008.01.04 15:46s/l170.100.992090.992090.0000019.3210214.69
552008.02.19 00:00sell180.101.007101.041800.00000
562008.02.26 04:04modify180.101.007101.006190.00000
572008.02.26 08:00modify180.101.007101.003690.00000
582008.02.26 12:00modify180.101.007100.998990.00000
592008.02.27 04:00modify180.101.007100.995290.00000
602008.02.27 08:00modify180.101.007100.989790.00000
612008.02.27 12:01modify180.101.007100.983890.00000
622008.02.27 16:00modify180.101.007100.983790.00000
632008.02.28 08:00modify180.101.007100.982690.00000
642008.02.28 20:00modify180.101.007100.982090.00000
652008.02.29 00:02modify180.101.007100.981090.00000
662008.02.29 04:01modify180.101.007100.980090.00000
672008.02.29 07:05s/l180.100.980090.980090.00000276.3710491.05
682008.04.03 12:00buy190.101.013660.966900.00000
692008.04.09 16:44modify190.101.013661.012570.00000
702008.04.10 04:00modify190.101.013661.015670.00000
712008.04.10 09:59s/l190.101.015671.015670.0000016.6110507.67
722008.06.18 00:04buy200.101.019760.977800.00000
732008.06.19 00:02close200.101.017500.977800.00000-23.5710484.10
742008.08.22 00:03buy210.101.044660.993400.00000
752008.08.25 12:00modify210.101.044661.044870.00000
762008.08.25 12:57s/l210.101.044871.044870.000001.5610485.65
772009.02.19 16:00buy220.101.250511.172900.00000
782009.02.19 16:09modify220.101.250511.252870.00000
792009.02.19 16:09s/l220.101.252871.252870.0000018.8410504.49
802009.03.30 12:00sell230.101.249351.310300.00000
812009.03.30 16:00close230.101.254611.310300.00000-41.9310462.56
822009.04.20 20:00sell240.101.235251.310300.00000
832009.04.24 12:00modify240.101.235251.227720.00000
842009.04.24 16:00modify240.101.235251.227520.00000
852009.04.24 20:00modify240.101.235251.226930.00000
862009.04.27 00:00modify240.101.235251.224030.00000
872009.04.27 04:00modify240.101.235251.220620.00000
882009.04.27 08:00modify240.101.235251.218520.00000
892009.04.27 08:18s/l240.101.218521.218520.00000137.7410600.30
902009.06.08 16:00sell250.101.122581.212580.00000
912009.06.08 16:29modify250.101.122581.121330.00000
922009.06.08 16:29s/l250.101.121331.121330.0000011.1510611.45
932009.06.15 16:00sell260.101.129631.193730.00000
942009.07.16 08:00modify260.101.129631.123210.00000
952009.07.16 12:00modify260.101.129631.123020.00000
962009.07.17 04:00modify260.101.129631.122990.00000
972009.07.17 08:00modify260.101.129631.121110.00000
982009.07.17 12:00modify260.101.129631.120580.00000
992009.07.20 04:00modify260.101.129631.119630.00000
1002009.07.20 08:00modify260.101.129631.118850.00000
1012009.07.20 12:00modify260.101.129631.118840.00000
1022009.07.20 16:00modify260.101.129631.115970.00000
1032009.07.20 20:00modify260.101.129631.110040.00000
1042009.07.21 09:02s/l260.101.110041.110040.00000178.9010790.35
1052009.08.11 20:00sell270.101.100171.176320.00000
1062009.08.13 08:00modify270.101.100171.097370.00000
1072009.08.13 12:00modify270.101.100171.094950.00000
1082009.08.13 16:00modify270.101.100171.091440.00000
1092009.08.14 00:00modify270.101.100171.091420.00000
1102009.08.14 08:00modify270.101.100171.091290.00000
1112009.08.14 12:00modify270.101.100171.090870.00000
1122009.08.14 16:47s/l270.101.090871.090870.0000085.5910875.94
1132009.09.21 20:00sell280.101.078591.116380.00000
1142009.09.21 21:18modify280.101.078591.077400.00000
1152009.09.21 21:18s/l280.101.077401.077400.0000011.0410886.98
1162009.10.21 16:00sell290.101.049211.103120.00000
1172009.11.06 20:00close290.101.076161.103120.00000-249.2210637.76
1182010.05.28 16:00buy300.101.048440.988990.00000
1192010.06.02 12:00modify300.101.048441.047990.00000
1202010.06.02 15:18s/l300.101.047991.047990.00000-5.6610632.10
1212010.06.03 12:00buy310.101.036340.991980.00000
1222010.06.03 12:11modify310.101.036341.037040.00000
1232010.06.03 12:11s/l310.101.037041.037040.000006.7510638.85
1242010.06.09 20:00buy320.101.042030.997290.00000
1252010.06.30 04:00modify320.101.042031.046070.00000
1262010.06.30 08:00modify320.101.042031.048590.00000
1272010.06.30 11:17s/l320.101.048591.048590.0000053.0410691.89
1282010.12.02 00:00buy330.101.018800.993700.00000
1292010.12.02 16:00close330.101.006240.993700.00000-124.8210567.07
1302011.06.01 04:00buy340.100.968690.940400.00000
1312011.06.01 23:59modify340.100.968690.966570.00000
1322011.06.02 04:18modify340.100.968690.966690.00000
1332011.06.02 08:00modify340.100.968690.968780.00000
1342011.06.02 12:00modify340.100.968690.973400.00000
1352011.06.02 16:00modify340.100.968690.975430.00000
1362011.06.02 20:32s/l340.100.975430.975430.0000067.7410634.81
1372011.07.12 12:00sell350.100.973600.995230.00000
1382011.07.12 15:33modify350.100.973600.970210.00000
1392011.07.12 15:37s/l350.100.970210.970210.0000034.9410669.75
1402011.08.25 20:00buy360.100.986400.936600.00000
1412011.08.26 15:46modify360.100.986400.985270.00000
1422011.08.26 18:15s/l360.100.985270.985270.00000-11.9210657.83
1432011.10.17 04:00buy370.101.011870.973900.00000
1442011.10.17 17:24modify370.101.011871.011040.00000
1452011.10.18 08:00modify370.101.011871.012580.00000
1462011.10.18 12:00modify370.101.011871.016540.00000
1472011.10.18 16:00modify370.101.011871.020550.00000
1482011.10.18 16:12s/l370.101.020551.020550.0000084.6010742.42
1492011.11.02 04:00sell380.101.018271.069600.00000
1502011.11.04 04:00modify380.101.018271.019040.00000
1512011.11.04 12:00modify380.101.018271.014760.00000
1522011.11.04 13:00s/l380.101.014761.014760.0000034.8510777.27
1532012.03.05 16:00sell390.100.992701.019950.00000
1542012.03.06 12:00close390.100.999231.019950.00000-65.2810711.99
1552012.07.09 04:00sell400.101.019211.048490.00000
1562012.07.09 20:00close400.101.020881.048490.00000-16.3610695.63
1572012.07.23 12:00sell410.101.015481.040080.00000
1582012.07.23 20:00close410.101.017661.040080.00000-21.4210674.21
1592013.04.15 16:00sell420.101.019551.037650.00000
1602013.04.29 12:00modify420.101.019551.018230.00000
1612013.04.29 16:00modify420.101.019551.017520.00000
1622013.04.29 20:00modify420.101.019551.017490.00000
1632013.04.30 00:00modify420.101.019551.016790.00000
1642013.04.30 04:00modify420.101.019551.015940.00000
1652013.04.30 12:00modify420.101.019551.014500.00000
1662013.04.30 16:00modify420.101.019551.012990.00000
1672013.05.01 04:00modify420.101.019551.012940.00000
1682013.05.01 08:00modify420.101.019551.011870.00000
1692013.05.01 12:00modify420.101.019551.008790.00000
1702013.05.01 16:00modify420.101.019551.008230.00000
1712013.05.01 16:03s/l420.101.008231.008230.00000113.3610787.57
1722013.06.18 20:00sell430.101.020081.046020.00000
1732013.06.20 00:00close430.101.027841.046020.00000-75.2310712.33
1742013.08.02 08:00sell440.101.035091.064810.00000
1752013.08.09 12:00modify440.101.035091.033760.00000
1762013.08.09 15:30s/l440.101.033761.033760.0000013.3410725.67
1772013.08.14 12:00sell450.101.035841.064810.00000
1782013.08.14 13:15modify450.101.035841.035480.00000
1792013.08.14 13:15s/l450.101.035481.035480.000003.4810729.15
1802014.05.20 20:00sell460.101.089821.109280.00000
1812014.05.21 08:00close460.101.091661.109280.00000-16.7910712.36
1822014.08.28 00:00buy470.101.086871.066740.00000
1832014.09.02 16:00modify470.101.086871.086560.00000
1842014.09.02 20:00modify470.101.086871.086830.00000
1852014.09.03 00:00modify470.101.086871.088880.00000
1862014.09.03 04:00modify470.101.086871.090020.00000
1872014.09.03 12:00modify470.101.086871.090170.00000
1882014.09.03 13:30s/l470.101.090171.090170.0000028.4610740.82
1892014.10.29 08:00buy480.101.117381.084630.00000
1902014.10.31 08:00modify480.101.117381.117360.00000
1912014.10.31 12:00modify480.101.117381.117510.00000
1922014.10.31 16:00modify480.101.117381.118490.00000
1932014.11.03 08:00modify480.101.117381.125230.00000
1942014.11.03 16:00modify480.101.117381.126230.00000
1952014.11.04 04:00modify480.101.117381.126510.00000
1962014.11.04 08:00close480.101.134561.126510.00000148.7010889.52
1972014.11.17 08:00buy490.101.128311.104100.00000
1982014.11.18 04:00modify490.101.128311.128610.00000
1992014.11.18 04:01s/l490.101.128611.128610.000002.2110891.72
2002015.05.19 20:00sell500.101.222551.270660.00000
2012015.05.22 12:00modify500.101.222551.222000.00000
2022015.05.22 14:07s/l500.101.222001.222000.000004.8410896.56