Strategy Tester Report
0ll_e_Va-Bank_52
Alpari-Demo (Build 840)

СимволUSDCAD (US Dollar vs Canadian Dollar)
Период1 Час (H1) 2010.01.01 00:00 - 2015.03.20 20:59 (2010.01.11 - 2015.01.01)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыExpert_VaBank="-------------------"; Режимы_ММ="- с проверкой средств на просадку до СЛ -"; MM_Значение=0.1; ММ_Мартин=1; StopLoss=2100; TakeProfit=1100; В_Х_О_Д="=============================================="; MinWeekBar=1200; Время_открытия="--------------------"; StartMinut=10; MaxSpread=90; EnterTime=3; Обработка_ГЭПа="--------------------"; Действия_ГЭП1="--- 1. Для попутного ---"; GAP1_size=200; GAP1_TOut=4; Действия_ГЭП2="--- 2. Для встречного --"; GAP2_size=200; GAP2_TOut=4; В_Ы_Х_О_Д="=============================================="; Безубыток="-------------------"; BU_USE=false; BU_STOP=300; BU_Delta=40; Трал_ВЫХОД="-------------------"; tral_OUT_START=550; tral_OUT_par1=5; tral_OUT_par2=45; tral_TOUT_Hour=24; Технические="-------------------"; Slippage=20; Magic=15011; Comm="VaB50";
Баров в истории32558Смоделировано тиков36780161Качество моделирования99.00%
Ошибки рассогласования графиков0
Начальный депозит10000.00Спред15
Чистая прибыль852.51Общая прибыль1657.66Общий убыток-805.15
Прибыльность2.06Матожидание выигрыша13.53
Абсолютная просадка32.65Максимальная просадка191.13 (1.84%)Относительная просадка1.84% (191.13)
Всего сделок63Короткие позиции (% выигравших)39 (58.97%)Длинные позиции (% выигравших)24 (66.67%)
Прибыльные сделки (% от всех)39 (61.90%)Убыточные сделки (% от всех)24 (38.10%)
Самая большаяприбыльная сделка110.28убыточная сделка-120.82
Средняяприбыльная сделка42.50убыточная сделка-33.55
Максимальное количествонепрерывных выигрышей (прибыль)8 (190.86)непрерывных проигрышей (убыток)3 (-43.27)
Макс.непрерывная прибыль (число выигрышей)239.10 (3)непрерывный убыток (число проигрышей)-120.82 (1)
Среднийнепрерывный выигрыш2непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12010.01.24 22:10sell10.101.057880.000000.00000
22010.01.24 22:10modify10.101.057881.078881.04688
32010.01.25 23:10modify10.101.057881.057601.05680
42010.01.25 23:16t/p10.101.056801.057601.0568010.2610010.26
52010.01.31 22:10sell20.101.070250.000000.00000
62010.01.31 22:10modify20.101.070251.091251.05925
72010.02.01 23:11modify20.101.070251.061201.06040
82010.02.01 23:20s/l20.101.061201.061201.0604085.3110095.57
92010.02.14 22:10buy30.101.050530.000000.00000
102010.02.14 22:10modify30.101.050531.029531.06153
112010.02.15 23:10modify30.101.050531.048851.04965
122010.02.15 23:33s/l30.101.048851.048851.04965-16.6010078.97
132010.02.28 22:10sell40.101.054050.000000.00000
142010.02.28 22:10modify40.101.054051.075051.04305
152010.03.01 16:37t/p40.101.043051.075051.04305105.5010184.47
162010.03.07 22:10buy50.101.027600.000000.00000
172010.03.07 22:10modify50.101.027601.006601.03860
182010.03.08 23:10modify50.101.027601.027401.02820
192010.03.09 00:18t/p50.101.028201.027401.028204.6510189.12
202010.04.04 21:10buy60.101.007500.000000.00000
212010.04.04 21:10modify60.101.007500.986501.01850
222010.04.05 22:10modify60.101.007501.001251.00205
232010.04.05 22:43t/p60.101.002051.001251.00205-54.9810134.15
242010.04.25 21:10buy70.100.999350.000000.00000
252010.04.25 21:10modify70.100.999350.978351.01035
262010.04.26 22:11modify70.100.999350.999851.00065
272010.04.27 00:12t/p70.101.000650.999851.0006511.8110145.96
282010.05.02 21:10sell80.101.016530.000000.00000
292010.05.02 21:10modify80.101.016531.037531.00553
302010.05.03 22:10modify80.101.016531.011301.01050
312010.05.03 22:49s/l80.101.011301.011301.0105051.7610197.72
322010.05.09 21:10sell90.101.035850.000000.00000
332010.05.09 21:10modify90.101.035851.056851.02485
342010.05.10 07:41t/p90.101.024851.056851.02485107.3810305.10
352010.05.23 21:10sell100.101.061300.000000.00000
362010.05.23 21:10modify100.101.061301.082301.05030
372010.05.24 22:10modify100.101.061301.063601.06280
382010.05.24 22:12s/l100.101.063601.063601.06280-21.5810283.52
392010.06.13 21:10buy110.101.031600.000000.00000
402010.06.13 21:10modify110.101.031601.010601.04260
412010.06.14 22:10modify110.101.031601.032001.03280
422010.06.14 22:21s/l110.101.032001.032001.032803.2910286.81
432010.06.27 21:10sell120.101.034450.000000.00000
442010.06.27 21:10modify120.101.034451.055451.02345
452010.06.28 22:10modify120.101.034451.035751.03495
462010.06.28 22:32s/l120.101.035751.035751.03495-12.5110274.30
472010.07.04 21:10sell130.101.061750.000000.00000
482010.07.04 21:10modify130.101.061751.082751.05075
492010.07.05 22:11modify130.101.061751.064001.06320
502010.07.05 22:37s/l130.101.064001.064001.06320-21.1110253.19
512010.07.11 21:10buy140.101.032050.000000.00000
522010.07.11 21:10modify140.101.032051.011051.04305
532010.07.12 22:10modify140.101.032051.035701.03650
542010.07.12 22:14t/p140.101.036501.035701.0365042.3410295.53
552010.07.18 21:10sell150.101.055920.000000.00000
562010.07.18 21:10modify150.101.055921.076921.04492
572010.07.19 22:10modify150.101.055921.055201.05440
582010.07.19 22:36s/l150.101.055201.055201.054406.8610302.39
592010.07.25 21:10buy160.101.038150.000000.00000
602010.07.25 21:10modify160.101.038151.017151.04915
612010.07.26 22:10modify160.101.038151.031901.03270
622010.07.26 22:28s/l160.101.031901.031901.03270-61.1610241.23
632010.08.15 21:10sell170.101.041030.000000.00000
642010.08.15 21:10modify170.101.041031.062031.03003
652010.08.16 22:10modify170.101.041031.043051.04225
662010.08.16 22:51s/l170.101.043051.043051.04225-19.3310221.90
672010.10.24 21:10sell180.101.025000.000000.00000
682010.10.24 21:10modify180.101.025001.046001.01400
692010.10.25 22:10modify180.101.025001.020391.01959
702010.10.25 22:11t/p180.101.019591.020391.0195953.1010275.00
712010.11.07 22:10buy190.101.000260.000000.00000
722010.11.07 22:10modify190.101.000260.979261.01126
732010.11.08 23:10modify190.101.000261.002841.00364
742010.11.08 23:55t/p190.101.003641.002841.0036433.0810308.08
752010.11.14 22:10sell200.101.011450.000000.00000
762010.11.14 22:10modify200.101.011451.032451.00045
772010.11.15 23:11modify200.101.011451.010391.00959
782010.11.16 00:15s/l200.101.010391.010391.0095910.5710318.65
792010.12.05 22:10buy210.101.002810.000000.00000
802010.12.05 22:10modify210.101.002810.981811.01381
812010.12.06 23:10modify210.101.002811.004791.00559
822010.12.06 23:49t/p210.101.005591.004791.0055927.0510345.70
832011.02.06 22:10buy220.100.987730.000000.00000
842011.02.06 22:10modify220.100.987730.966730.99873
852011.02.07 23:10modify220.100.987730.990190.99099
862011.02.07 23:14s/l220.100.990190.990190.9909924.2510369.95
872011.04.03 21:10buy230.100.964110.000000.00000
882011.04.03 21:10modify230.100.964110.943110.97511
892011.04.04 22:10modify230.100.964110.966260.96706
902011.04.04 23:37s/l230.100.966260.966260.9670621.6610391.62
912011.05.08 21:10sell240.100.965850.000000.00000
922011.05.08 21:10modify240.100.965850.986850.95485
932011.05.09 22:10modify240.100.965850.964000.96320
942011.05.09 22:15s/l240.100.964000.964000.9632019.2310410.84
952011.07.03 21:10buy250.100.959270.000000.00000
962011.07.03 21:10modify250.100.959270.938270.97027
972011.07.04 22:11modify250.100.959270.959510.96031
982011.07.04 22:45s/l250.100.959510.959510.960311.9110412.76
992011.08.07 21:10sell260.100.980910.000000.00000
1002011.08.07 21:10modify260.100.980911.001910.96991
1012011.08.08 22:10modify260.100.980910.992910.99211
1022011.08.08 22:10s/l260.100.992910.992910.99211-120.8210291.94
1032011.09.18 21:10buy270.100.981140.000000.00000
1042011.09.18 21:10modify270.100.981140.960140.99214
1052011.09.19 14:25t/p270.100.992140.960140.99214110.2810402.22
1062011.09.25 21:10sell280.101.027750.000000.00000
1072011.09.25 21:10modify280.101.027751.048751.01675
1082011.09.26 22:10modify280.101.027751.025151.02435
1092011.09.26 22:21s/l280.101.025151.025151.0243525.4010427.62
1102011.10.02 21:10sell290.101.048420.000000.00000
1112011.10.02 21:10modify290.101.048421.069421.03742
1122011.10.03 22:11modify290.101.048421.053751.05295
1132011.10.03 22:30s/l290.101.053751.053751.05295-50.5410377.08
1142011.10.16 21:10buy300.101.010710.000000.00000
1152011.10.16 21:10modify300.101.010710.989711.02171
1162011.10.17 19:24t/p300.101.021710.989711.02171107.0710484.15
1172011.10.30 21:10buy310.100.991550.000000.00000
1182011.10.30 21:10modify310.100.991550.970551.00255
1192011.10.31 05:05t/p310.101.002550.970551.00255109.1210593.27
1202011.11.06 22:10sell320.101.016540.000000.00000
1212011.11.06 22:10modify320.101.016541.037541.00554
1222011.11.07 23:11modify320.101.016541.014221.01342
1232011.11.07 23:38s/l320.101.014221.014221.0134222.9110616.18
1242011.11.20 22:10sell330.101.027660.000000.00000
1252011.11.20 22:10modify330.101.027661.048661.01666
1262011.11.21 23:10modify330.101.027661.039961.03916
1272011.11.22 00:10t/p330.101.039161.039961.03916-110.6010505.58
1282011.11.27 22:10sell340.101.043250.000000.00000
1292011.11.27 22:10modify340.101.043251.064251.03225
1302011.11.28 13:30t/p340.101.032251.064251.03225106.6110612.19
1312011.12.04 22:10buy350.101.017630.000000.00000
1322011.12.04 22:10modify350.101.017630.996631.02863
1332011.12.05 23:10modify350.101.017631.016471.01727
1342011.12.05 23:24s/l350.101.016471.016471.01727-12.0010600.19
1352011.12.18 22:10sell360.101.037100.000000.00000
1362011.12.18 22:10modify360.101.037101.058101.02610
1372011.12.19 23:10modify360.101.037101.039041.03824
1382011.12.19 23:28t/p360.101.038241.039041.03824-10.9410589.25
1392011.12.25 22:13buy370.101.020190.000000.00000
1402011.12.25 22:13modify370.101.020190.999191.03119
1412011.12.26 23:13modify370.101.020191.017381.01818
1422011.12.26 23:13t/p370.101.018181.017381.01818-20.3310568.92
1432012.01.29 22:10buy380.101.001460.000000.00000
1442012.01.29 22:10modify380.101.001460.980461.01246
1452012.01.30 23:10modify380.101.001461.001401.00220
1462012.01.30 23:14t/p380.101.002201.001401.002206.7910575.71
1472012.05.06 21:10sell390.100.994870.000000.00000
1482012.05.06 21:10modify390.100.994871.015870.98387
1492012.05.07 22:10modify390.100.994870.993320.99252
1502012.05.07 23:52t/p390.100.992520.993320.9925223.7210599.43
1512012.05.20 21:10sell400.101.021730.000000.00000
1522012.05.20 21:10modify400.101.021731.042731.01073
1532012.05.21 22:10modify400.101.021731.018271.01747
1542012.05.21 22:50t/p400.101.017471.018271.0174741.9110641.34
1552012.06.03 21:10sell410.101.039040.000000.00000
1562012.06.03 21:10modify410.101.039041.060041.02804
1572012.06.04 22:10modify410.101.039041.040151.03935
1582012.06.04 22:48t/p410.101.039351.040151.03935-2.9410638.40
1592012.06.10 21:10buy420.101.022370.000000.00000
1602012.06.10 21:10modify420.101.022371.001371.03337
1612012.06.11 22:11modify420.101.022371.031491.03229
1622012.06.11 22:22t/p420.101.032291.031491.0322995.5010733.90
1632012.10.21 21:10sell430.100.994240.000000.00000
1642012.10.21 21:10modify430.100.994241.015240.98324
1652012.10.22 22:10modify430.100.994240.993010.99221
1662012.10.22 23:23t/p430.100.992210.993010.9922120.5010754.40
1672013.01.27 22:10sell440.101.006790.000000.00000
1682013.01.27 22:10modify440.101.006791.027790.99579
1692013.01.28 23:10modify440.101.006791.006521.00572
1702013.01.29 01:24t/p440.101.005721.006521.0057210.7210765.12
1712013.02.24 22:10sell450.101.022230.000000.00000
1722013.02.24 22:10modify450.101.022231.043231.01123
1732013.02.25 23:10modify450.101.022231.025941.02514
1742013.02.25 23:12s/l450.101.025941.025941.02514-36.1210729.00
1752013.04.21 21:10sell460.101.025180.000000.00000
1762013.04.21 21:10modify460.101.025181.046181.01418
1772013.04.22 22:10modify460.101.025181.026291.02549
1782013.04.23 00:03t/p460.101.025491.026291.02549-2.9510726.05
1792013.05.19 21:10sell470.101.028110.000000.00000
1802013.05.19 21:10modify470.101.028111.049111.01711
1812013.05.20 22:10modify470.101.028111.024611.02381
1822013.05.20 22:42t/p470.101.023811.024611.0238142.0410768.09
1832013.06.09 21:10buy480.101.021990.000000.00000
1842013.06.09 21:10modify480.101.021991.000991.03299
1852013.06.10 22:10modify480.101.021991.018991.01979
1862013.06.10 23:09t/p480.101.019791.018991.01979-22.1610745.93
1872013.06.23 21:10sell490.101.047620.000000.00000
1882013.06.23 21:10modify490.101.047621.068621.03662
1892013.06.24 22:10modify490.101.047621.050581.04978
1902013.06.24 23:34t/p490.101.049781.050581.04978-20.5410725.39
1912013.07.14 21:10buy500.101.038610.000000.00000
1922013.07.14 21:10modify500.101.038611.017611.04961
1932013.07.15 22:10modify500.101.038611.042201.04300
1942013.07.15 22:45t/p500.101.043001.042201.0430041.5010766.89
1952013.08.25 21:10sell510.101.051230.000000.00000
1962013.08.25 21:10modify510.101.051231.072231.04023
1972013.08.26 22:10modify510.101.051231.050571.04977
1982013.08.27 00:04s/l510.101.050571.050571.049776.3710773.26
1992013.09.08 21:10buy520.101.041390.000000.00000
2002013.09.08 21:10modify520.101.041391.020391.05239
2012013.09.09 22:11modify520.101.041391.036941.03774
2022013.09.10 00:24s/l520.101.036941.036941.03774-44.0910729.17
2032013.10.27 21:11sell530.101.044780.000000.00000
2042013.10.27 21:11modify530.101.044781.065781.03378
2052013.10.28 22:11modify530.101.044781.044901.04410
2062013.10.29 00:07s/l530.101.044901.044901.04410-1.0610728.11
2072014.01.12 22:11sell540.101.090620.000000.00000
2082014.01.12 22:11modify540.101.090621.111621.07962
2092014.01.13 23:11modify540.101.090621.087631.08683
2102014.01.13 23:14s/l540.101.087631.087631.0868327.5310755.64
2112014.01.26 22:11sell550.101.106770.000000.00000
2122014.01.26 22:11modify550.101.106771.127771.09577
2132014.01.27 23:11modify550.101.106771.111731.11093
2142014.01.27 23:39s/l550.101.111731.111731.11093-44.5710711.07
2152014.02.23 22:10sell560.101.110790.000000.00000
2162014.02.23 22:10modify560.101.110791.131791.09979
2172014.02.24 23:10modify560.101.110791.107191.10639
2182014.02.24 23:12t/p560.101.106391.107191.1063939.8110750.88
2192014.03.23 21:10sell570.101.120790.000000.00000
2202014.03.23 21:10modify570.101.120791.141791.10979
2212014.03.24 22:10modify570.101.120791.119781.11898
2222014.03.24 22:11s/l570.101.119781.119781.118989.0610759.94
2232014.03.30 21:10buy580.101.106500.000000.00000
2242014.03.30 21:10modify580.101.106501.085501.11750
2252014.03.31 22:10modify580.101.106501.104911.10571
2262014.03.31 22:21s/l580.101.104911.104911.10571-14.9810744.96
2272014.09.14 21:10sell590.101.108400.000000.00000
2282014.09.14 21:10modify590.101.108401.129401.09740
2292014.09.15 22:10modify590.101.108401.106131.10533
2302014.09.15 22:56t/p590.101.105331.106131.1053327.8110772.77
2312014.09.21 21:10buy600.101.096160.000000.00000
2322014.09.21 21:10modify600.101.096161.075161.10716
2332014.09.22 22:10modify600.101.096161.103481.10428
2342014.09.22 23:42s/l600.101.103481.103481.1042865.7510838.52
2352014.09.28 21:10sell610.101.115180.000000.00000
2362014.09.28 21:10modify610.101.115181.136181.10418
2372014.09.29 22:10modify610.101.115181.116681.11588
2382014.09.29 22:24t/p610.101.115881.116681.11588-6.2310832.29
2392014.11.30 22:10sell620.101.142810.000000.00000
2402014.11.30 22:10modify620.101.142811.163811.13181
2412014.12.01 19:38t/p620.101.131811.163811.1318197.2310929.52
2422014.12.14 22:10sell630.101.157230.000000.00000
2432014.12.14 22:10modify630.101.157231.178231.14623
2442014.12.15 23:10modify630.101.157231.166221.16542
2452014.12.16 00:00s/l630.101.166221.166221.16542-77.0110852.51