Strategy Tester Report
RAY_Scalper_V1_edu
Alpari-Demo (Build 438)

СимволGBPUSD (Great Britain Pound vs US Dollar)
Период15 Минут (M15) 2012.01.01 22:20 - 2012.10.11 23:59 (2012.01.01 - 2012.10.11)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыMax_Allocation_Per_Trade=8; Fixed_LotSize=1; FinalTarget_x_H1_ATR=1; StopLoss_x_H1_ATR=4; Trail_StopLoss_x_H1_ATR=1; Trail_Trigger_x_H1_ATR=1; Friday_Trade=true; MagicNumber=11995533; EA_COMMENT_PREFIX="Ray Scalper ";
Баров в истории19562Смоделировано тиков8754790Качество моделирования99.00%
Ошибки рассогласования графиков0
Начальный депозит10000.00
Чистая прибыль2859.70Общая прибыль17006.40Общий убыток-14146.70
Прибыльность1.20Матожидание выигрыша27.76
Абсолютная просадка2812.00Максимальная просадка3341.80 (24.98%)Относительная просадка30.94% (3220.00)
Всего сделок103Короткие позиции (% выигравших)43 (74.42%)Длинные позиции (% выигравших)60 (90.00%)
Прибыльные сделки (% от всех)86 (83.50%)Убыточные сделки (% от всех)17 (16.50%)
Самая большаяприбыльная сделка300.00убыточная сделка-1372.50
Средняяприбыльная сделка197.75убыточная сделка-832.16
Максимальное количествонепрерывных выигрышей (прибыль)13 (2783.90)непрерывных проигрышей (убыток)2 (-2005.00)
Максимальнаянепрерывная прибыль (число выигрышей)2783.90 (13)непрерывный убыток (число проигрышей)-2005.00 (2)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12012.01.05 12:15sell11.001.552120.000000.00000
22012.01.05 12:15modify11.001.552121.561021.54992
32012.01.05 13:56t/p11.001.549921.561021.54992220.0010220.00
42012.01.06 15:15sell21.001.539520.000000.00000
52012.01.06 15:15modify21.001.539521.549821.53702
62012.01.10 09:29s/l21.001.549821.549821.53702-1035.009185.00
72012.01.11 12:15sell31.001.537970.000000.00000
82012.01.11 12:15modify31.001.537971.546671.53587
92012.01.11 14:34t/p31.001.535871.546671.53587210.009395.00
102012.01.13 06:15buy41.001.539330.000000.00000
112012.01.13 06:15modify41.001.539331.531331.54133
122012.01.13 13:47s/l41.001.531331.531331.54133-800.008595.00
132012.01.13 16:00sell51.001.528470.000000.00000
142012.01.13 16:00modify51.001.528471.540471.52537
152012.01.17 13:14s/l51.001.540471.540471.52537-1205.007390.00
162012.01.25 21:00buy61.001.566960.000000.00000
172012.01.25 21:00modify61.001.566961.554961.57076
182012.01.26 08:22modify61.001.566961.568961.57076
192012.01.26 08:32s/l61.001.568961.568961.57076197.307587.30
202012.02.01 13:00buy71.001.585390.000000.00000
212012.02.01 13:00modify71.001.585391.575891.58769
222012.02.01 16:09t/p71.001.587691.575891.58769230.007817.30
232012.02.07 17:00buy81.001.589020.000000.00000
242012.02.07 17:00modify81.001.589021.578121.59172
252012.02.08 06:19modify81.001.589021.591021.59172
262012.02.08 06:25s/l81.001.591021.591021.59172199.108016.40
272012.02.08 16:30sell91.001.580980.000000.00000
282012.02.08 16:30modify91.001.580981.590781.57858
292012.02.10 05:05t/p91.001.578581.590781.57858230.008246.40
302012.02.10 12:15sell101.001.579110.000000.00000
312012.02.10 12:15modify101.001.579111.587111.57711
322012.02.10 13:16t/p101.001.577111.587111.57711200.008446.40
332012.02.16 16:30buy111.001.575440.000000.00000
342012.02.16 16:30modify111.001.575441.566241.57774
352012.02.16 16:38t/p111.001.577741.566241.57774230.008676.40
362012.02.16 16:45buy121.001.577580.000000.00000
372012.02.16 16:45modify121.001.577581.568381.57988
382012.02.16 19:28t/p121.001.579881.568381.57988230.008906.40
392012.02.17 09:45buy131.001.585310.000000.00000
402012.02.17 09:45modify131.001.585311.577311.58731
412012.02.19 23:07t/p131.001.587311.577311.58731200.009106.40
422012.02.22 09:45sell141.001.570450.000000.00000
432012.02.22 09:45modify141.001.570451.578451.56845
442012.02.22 12:30t/p141.001.568451.578451.56845200.009306.40
452012.03.06 09:30sell151.001.578690.000000.00000
462012.03.06 09:30modify151.001.578691.586691.57669
472012.03.06 10:15t/p151.001.576691.586691.57669200.009506.40
482012.03.06 11:00sell161.001.577200.000000.00000
492012.03.06 11:00modify161.001.577201.585201.57520
502012.03.06 14:23t/p161.001.575201.585201.57520200.009706.40
512012.03.09 15:00sell171.001.570370.000000.00000
522012.03.09 15:00modify171.001.570371.581271.56767
532012.03.09 15:08t/p171.001.567671.581271.56767270.009976.40
542012.03.09 15:15sell181.001.568370.000000.00000
552012.03.09 15:15modify181.001.568371.579271.56567
562012.03.12 05:46modify181.001.568371.566371.56567
572012.03.12 06:05s/l181.001.566371.566371.56567197.5010173.90
582012.03.12 11:00sell191.001.562060.000000.00000
592012.03.12 11:00modify191.001.562061.570061.56006
602012.03.13 13:45close191.001.567551.570061.56006-551.509622.40
612012.03.13 13:45buy201.001.567550.000000.00000
622012.03.13 13:45modify201.001.567551.559551.56955
632012.03.13 15:14t/p201.001.569551.559551.56955200.009822.40
642012.03.13 16:00buy211.001.573640.000000.00000
652012.03.13 16:00modify211.001.573641.563341.57614
662012.03.16 12:32modify211.001.573641.575641.57614
672012.03.16 12:32t/p211.001.576141.575641.57614245.5010067.90
682012.03.16 13:30buy221.001.581210.000000.00000
692012.03.16 13:30modify221.001.581211.573211.58321
702012.03.16 13:38t/p221.001.583211.573211.58321200.0010267.90
712012.03.16 13:45buy231.001.584480.000000.00000
722012.03.16 13:45modify231.001.584481.576481.58648
732012.03.19 11:25t/p231.001.586481.576481.58648199.1010467.00
742012.03.21 09:45sell241.001.585080.000000.00000
752012.03.21 09:45modify241.001.585081.593081.58308
762012.03.21 12:27t/p241.001.583081.593081.58308200.0010667.00
772012.03.22 10:30sell251.001.579240.000000.00000
782012.03.22 10:30modify251.001.579241.587241.57724
792012.03.23 07:30s/l251.001.587241.587241.57724-802.509864.50
802012.03.26 13:00buy261.001.592120.000000.00000
812012.03.26 13:00modify261.001.592121.582421.59452
822012.03.26 13:12t/p261.001.594521.582421.59452240.0010104.50
832012.03.26 13:15buy271.001.594510.000000.00000
842012.03.26 13:15modify271.001.594511.584811.59691
852012.03.26 19:48t/p271.001.596911.584811.59691240.0010344.50
862012.03.28 08:45sell281.001.590990.000000.00000
872012.03.28 08:45modify281.001.590991.598991.58899
882012.03.28 12:56t/p281.001.588991.598991.58899200.0010544.50
892012.04.06 12:45buy291.001.587560.000000.00000
902012.04.06 12:45modify291.001.587561.579561.58956
912012.04.09 16:32t/p291.001.589561.579561.58956199.1010743.60
922012.04.10 10:15sell301.001.582330.000000.00000
932012.04.10 10:15modify301.001.582331.590331.58033
942012.04.11 06:20s/l301.001.590331.590331.58033-802.509941.10
952012.04.13 15:45sell311.001.584660.000000.00000
962012.04.13 15:45modify311.001.584661.593161.58256
972012.04.16 00:55t/p311.001.582561.593161.58256207.5010148.60
982012.04.17 07:15buy321.001.589310.000000.00000
992012.04.17 07:15modify321.001.589311.581311.59131
1002012.04.17 07:28t/p321.001.591311.581311.59131200.0010348.60
1012012.04.18 08:45buy331.001.598660.000000.00000
1022012.04.18 08:45modify331.001.598661.590661.60066
1032012.04.18 14:08t/p331.001.600661.590661.60066200.0010548.60
1042012.05.01 14:15sell341.001.619030.000000.00000
1052012.05.01 14:15modify341.001.619031.627031.61703
1062012.05.02 11:43t/p341.001.617031.627031.61703197.5010746.10
1072012.05.04 07:15sell351.001.617570.000000.00000
1082012.05.04 07:15modify351.001.617571.625571.61557
1092012.05.04 12:31t/p351.001.615571.625571.61557200.0010946.10
1102012.05.10 11:15buy361.001.615080.000000.00000
1112012.05.10 11:15modify361.001.615081.607081.61708
1122012.05.10 11:35t/p361.001.617081.607081.61708200.0011146.10
1132012.05.16 07:15sell371.001.593530.000000.00000
1142012.05.16 07:15modify371.001.593531.601531.59153
1152012.05.16 09:30t/p371.001.591531.601531.59153200.0011346.10
1162012.05.16 09:45sell381.001.589440.000000.00000
1172012.05.16 09:45modify381.001.589441.597441.58744
1182012.05.17 09:59t/p381.001.587441.597441.58744192.5011538.60
1192012.05.22 08:45sell391.001.580520.000000.00000
1202012.05.22 08:45modify391.001.580521.588521.57852
1212012.05.22 09:00t/p391.001.578521.588521.57852200.0011738.60
1222012.06.01 09:00sell401.001.528390.000000.00000
1232012.06.01 09:00modify401.001.528391.536691.52639
1242012.06.01 13:27s/l401.001.536691.536691.52639-830.0010908.60
1252012.06.01 14:15buy411.001.541520.000000.00000
1262012.06.01 14:15modify411.001.541521.529521.54512
1272012.06.06 06:36modify411.001.541521.543521.54512
1282012.06.06 07:14s/l411.001.543521.543521.54512197.3011105.90
1292012.06.07 11:45buy421.001.555960.000000.00000
1302012.06.07 11:45modify421.001.555961.547961.55796
1312012.06.07 12:15t/p421.001.557961.547961.55796200.0011305.90
1322012.06.10 22:30buy431.001.553370.000000.00000
1332012.06.10 22:30modify431.001.553371.541471.55627
1342012.06.11 05:34modify431.001.553371.555511.55627
1352012.06.11 05:46t/p431.001.556271.555511.55627289.1011595.00
1362012.06.12 20:15buy441.001.558330.000000.00000
1372012.06.12 20:15modify441.001.558331.546431.56123
1382012.06.15 13:43t/p441.001.561231.546431.56123285.5011880.50
1392012.06.15 14:15buy451.001.562510.000000.00000
1402012.06.15 14:15modify451.001.562511.550911.56541
1412012.06.15 15:15t/p451.001.565411.550911.56541290.0012170.50
1422012.06.15 15:15buy461.001.565560.000000.00000
1432012.06.15 15:15modify461.001.565561.553561.56856
1442012.06.15 18:44t/p461.001.568561.553561.56856300.0012470.50
1452012.06.19 08:15sell471.001.564640.000000.00000
1462012.06.19 08:15modify471.001.564641.570641.56314
1472012.06.19 08:30t/p471.001.563141.570641.56314150.0012620.50
1482012.06.19 23:00buy481.001.572660.000000.00000
1492012.06.19 23:00modify481.001.572661.562361.57516
1502012.06.20 11:37modify481.001.572661.574421.57516
1512012.06.20 11:40s/l481.001.574421.574421.57516175.1012795.60
1522012.06.21 16:30sell491.001.560600.000000.00000
1532012.06.21 16:30modify491.001.560601.571901.55780
1542012.06.22 07:03modify491.001.560601.559101.55780
1552012.06.22 07:04s/l491.001.559101.559101.55780147.5012943.10
1562012.06.22 16:00buy501.001.558030.000000.00000
1572012.06.22 16:00modify501.001.558031.548131.56043
1582012.06.26 07:10modify501.001.558031.559531.56043
1592012.06.26 07:11s/l501.001.559531.559531.56043148.2013091.30
1602012.06.27 22:00sell511.001.556540.000000.00000
1612012.06.27 22:00modify511.001.556541.564341.55464
1622012.06.28 08:00t/p511.001.554641.564341.55464182.5013273.80
1632012.06.28 17:00sell521.001.549620.000000.00000
1642012.06.28 17:00modify521.001.549621.560821.54682
1652012.06.29 03:01s/l521.001.560821.560821.54682-1122.5012151.30
1662012.06.29 03:45buy531.001.561660.000000.00000
1672012.06.29 03:45modify531.001.561661.554461.56346
1682012.06.29 06:05t/p531.001.563461.554461.56346180.0012331.30
1692012.06.29 07:15buy541.001.566160.000000.00000
1702012.06.29 07:15modify541.001.566161.558061.56816
1712012.06.29 09:43s/l541.001.558061.558061.56816-810.0011521.30
1722012.06.29 13:30buy551.001.569180.000000.00000
1732012.06.29 13:30modify551.001.569181.554681.57278
1742012.07.02 13:21modify551.001.569181.571501.57278
1752012.07.02 13:21s/l551.001.571501.571501.57278231.1011752.40
1762012.07.04 19:15sell561.001.559030.000000.00000
1772012.07.04 19:15modify561.001.559031.567431.55693
1782012.07.05 09:12modify561.001.559031.557511.55693
1792012.07.05 09:12t/p561.001.556931.557511.55693202.5011954.90
1802012.07.05 11:00buy571.001.558730.000000.00000
1812012.07.05 11:00modify571.001.558731.551931.56043
1822012.07.05 11:00t/p571.001.560431.551931.56043170.0012124.90
1832012.07.05 11:15buy581.001.558930.000000.00000
1842012.07.05 11:15modify581.001.558931.552131.56063
1852012.07.05 12:39s/l581.001.552131.552131.56063-680.0011444.90
1862012.07.05 15:15sell591.001.550810.000000.00000
1872012.07.05 15:15modify591.001.550811.561211.54821
1882012.07.06 15:29modify591.001.550811.549061.54821
1892012.07.06 15:29t/p591.001.548211.549061.54821257.5011702.40
1902012.07.10 08:45buy601.001.554190.000000.00000
1912012.07.10 08:45modify601.001.554191.548191.55569
1922012.07.10 15:06s/l601.001.548191.548191.55569-600.0011102.40
1932012.07.12 15:00sell611.001.540400.000000.00000
1942012.07.12 15:00modify611.001.540401.548901.53830
1952012.07.13 11:41s/l611.001.548901.548901.53830-852.5010249.90
1962012.07.13 14:30buy621.001.554470.000000.00000
1972012.07.13 14:30modify621.001.554471.544271.55697
1982012.07.13 17:36t/p621.001.556971.544271.55697250.0010499.90
1992012.07.16 15:00buy631.001.561900.000000.00000
2002012.07.16 15:00modify631.001.561901.553001.56410
2012012.07.16 15:28t/p631.001.564101.553001.56410220.0010719.90
2022012.07.16 15:28buy641.001.564250.000000.00000
2032012.07.16 15:28modify641.001.564251.555351.56645
2042012.07.17 01:23t/p641.001.566451.555351.56645219.1010939.00
2052012.07.17 20:00buy651.001.564860.000000.00000
2062012.07.17 20:00modify651.001.564861.553761.56756
2072012.07.19 07:04modify651.001.564861.566361.56756
2082012.07.19 07:07t/p651.001.567561.566361.56756266.4011205.40
2092012.07.19 08:45sell661.001.563940.000000.00000
2102012.07.19 08:45modify661.001.563941.569941.56244
2112012.07.19 12:15s/l661.001.569941.569941.56244-600.0010605.40
2122012.07.20 18:30sell671.001.561480.000000.00000
2132012.07.20 18:30modify671.001.561481.569981.55938
2142012.07.23 00:48t/p671.001.559381.569981.55938207.5010812.90
2152012.07.25 08:45sell681.001.547730.000000.00000
2162012.07.25 08:45modify681.001.547731.554031.54623
2172012.07.25 14:02t/p681.001.546231.554031.54623150.0010962.90
2182012.07.26 11:00buy691.001.557970.000000.00000
2192012.07.26 11:00modify691.001.557971.549771.55997
2202012.07.26 11:01t/p691.001.559971.549771.55997200.0011162.90
2212012.07.26 11:15buy701.001.564670.000000.00000
2222012.07.26 11:15modify701.001.564671.556471.56667
2232012.07.26 12:15t/p701.001.566671.556471.56667200.0011362.90
2242012.07.26 12:15buy711.001.566870.000000.00000
2252012.07.26 12:15modify711.001.566871.556771.56937
2262012.07.26 12:34t/p711.001.569371.556771.56937250.0011612.90
2272012.07.26 12:34buy721.001.569560.000000.00000
2282012.07.26 12:34modify721.001.569561.559461.57206
2292012.07.26 14:09t/p721.001.572061.559461.57206250.0011862.90
2302012.07.31 07:15sell731.001.569130.000000.00000
2312012.07.31 07:15modify731.001.569131.575131.56763
2322012.07.31 11:16t/p731.001.567631.575131.56763150.0012012.90
2332012.08.01 08:30sell741.001.564630.000000.00000
2342012.08.01 08:30modify741.001.564631.570631.56313
2352012.08.01 08:34t/p741.001.563131.570631.56313150.0012162.90
2362012.08.01 19:00sell751.001.555330.000000.00000
2372012.08.01 19:00modify751.001.555331.566831.55253
2382012.08.02 00:41t/p751.001.552531.566831.55253272.5012435.40
2392012.08.02 16:00sell761.001.549810.000000.00000
2402012.08.02 16:00modify761.001.549811.563511.54641
2412012.08.03 15:17s/l761.001.563511.563511.54641-1372.5011062.90
2422012.08.03 16:00buy771.001.564880.000000.00000
2432012.08.03 16:00modify771.001.564881.552481.56798
2442012.08.07 11:39modify771.001.564881.566701.56798
2452012.08.07 11:41s/l771.001.566701.566701.56798180.2011243.10
2462012.08.07 17:00buy781.001.564540.000000.00000
2472012.08.07 17:00modify781.001.564541.555241.56684
2482012.08.08 10:31modify781.001.564541.566121.56684
2492012.08.08 10:31t/p781.001.566841.566121.56684229.1011472.20
2502012.08.08 11:45buy791.001.566140.000000.00000
2512012.08.08 11:45modify791.001.566141.558141.56814
2522012.08.09 01:40modify791.001.566141.567641.56814
2532012.08.09 01:41t/p791.001.568141.567641.56814197.3011669.50
2542012.08.10 07:30sell801.001.558410.000000.00000
2552012.08.10 07:30modify801.001.558411.564411.55691
2562012.08.10 14:20s/l801.001.564411.564411.55691-600.0011069.50
2572012.08.10 14:30buy811.001.566890.000000.00000
2582012.08.10 14:30modify811.001.566891.560291.56849
2592012.08.10 14:43t/p811.001.568491.560291.56849160.0011229.50
2602012.08.10 15:15buy821.001.569090.000000.00000
2612012.08.10 15:15modify821.001.569091.560191.57129
2622012.08.13 13:01modify821.001.569091.570651.57129
2632012.08.13 13:09s/l821.001.570651.570651.57129155.1011384.60
2642012.08.16 08:30buy831.001.567540.000000.00000
2652012.08.16 08:30modify831.001.567541.561541.56904
2662012.08.16 08:32t/p831.001.569041.561541.56904150.0011534.60
2672012.08.16 08:45buy841.001.569550.000000.00000
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2692012.08.16 09:04t/p841.001.571051.563551.57105150.0011684.60
2702012.08.16 22:15buy851.001.573630.000000.00000
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2722012.08.21 07:39t/p851.001.575431.566431.57543177.3011861.90
2732012.08.22 20:15buy861.001.586260.000000.00000
2742012.08.22 20:15modify861.001.586261.577261.58846
2752012.08.22 23:03t/p861.001.588461.577261.58846220.0012081.90
2762012.08.31 09:00buy871.001.582200.000000.00000
2772012.08.31 09:00modify871.001.582201.576201.58370
2782012.08.31 10:46t/p871.001.583701.576201.58370150.0012231.90
2792012.08.31 18:45buy881.001.588070.000000.00000
2802012.08.31 18:45modify881.001.588071.577771.59057
2812012.09.04 07:14modify881.001.588071.589571.59057
2822012.09.04 07:15s/l881.001.589571.589571.59057148.2012380.10
2832012.09.04 14:45buy891.001.590630.000000.00000
2842012.09.04 14:45modify891.001.590631.584631.59213
2852012.09.05 08:07s/l891.001.584631.584631.59213-600.9011779.20
2862012.09.07 07:15buy901.001.595670.000000.00000
2872012.09.07 07:15modify901.001.595671.589671.59717
2882012.09.07 07:41t/p901.001.597171.589671.59717150.0011929.20
2892012.09.07 07:45buy911.001.597560.000000.00000
2902012.09.07 07:45modify911.001.597561.591561.59906
2912012.09.07 12:50t/p911.001.599061.591561.59906150.0012079.20
2922012.09.07 15:00buy921.001.602630.000000.00000
2932012.09.07 15:00modify921.001.602631.593931.60473
2942012.09.11 13:11modify921.001.602631.604131.60473
2952012.09.11 13:11s/l921.001.604131.604131.60473148.2012227.40
2962012.09.12 06:45buy931.001.609260.000000.00000
2972012.09.12 06:45modify931.001.609261.603261.61076
2982012.09.12 08:14t/p931.001.610761.603261.61076150.0012377.40
2992012.09.12 11:00sell941.001.611270.000000.00000
3002012.09.12 11:00modify941.001.611271.617271.60977
3012012.09.12 11:27t/p941.001.609771.617271.60977150.0012527.40
3022012.09.12 11:27sell951.001.609600.000000.00000
3032012.09.12 11:27modify951.001.609601.615601.60810
3042012.09.13 16:30t/p951.001.608101.615601.60810142.5012669.90
3052012.09.13 16:45buy961.001.611370.000000.00000
3062012.09.13 16:45modify961.001.611371.605371.61287
3072012.09.13 17:10t/p961.001.612871.605371.61287150.0012819.90
3082012.09.14 09:45buy971.001.621440.000000.00000
3092012.09.14 09:45modify971.001.621441.615441.62294
3102012.09.14 10:10t/p971.001.622941.615441.62294150.0012969.90
3112012.09.14 10:10buy981.001.623130.000000.00000
3122012.09.14 10:10modify981.001.623131.616731.62473
3132012.09.14 11:05t/p981.001.624731.616731.62473160.0013129.90
3142012.09.14 11:05buy991.001.624880.000000.00000
3152012.09.14 11:05modify991.001.624881.617981.62658
3162012.09.17 14:53t/p991.001.626581.617981.62658169.1013299.00
3172012.09.28 16:00sell1001.001.613070.000000.00000
3182012.09.28 16:00modify1001.001.613071.623871.61037
3192012.10.03 06:16modify1001.001.613071.611571.61037
3202012.10.03 06:18s/l1001.001.611571.611571.61037142.5013441.50
3212012.10.04 21:15buy1011.001.619850.000000.00000
3222012.10.04 21:15modify1011.001.619851.611051.62205
3232012.10.08 01:26s/l1011.001.611051.611051.62205-881.8012559.70
3242012.10.08 06:15sell1021.001.608910.000000.00000
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3262012.10.08 07:24t/p1021.001.607411.614911.60741150.0012709.70
3272012.10.09 07:30sell1031.001.602140.000000.00000
3282012.10.09 07:30modify1031.001.602141.608141.60064
3292012.10.09 07:43t/p1031.001.600641.608141.60064150.0012859.70