Strategy Tester Report
RAY_Scalper_V1_edu
Alpari-Demo (Build 438)

СимволUSDCHF (US Dollar vs Swiss Franc)
Период15 Минут (M15) 2012.01.01 22:03 - 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 тиков9245960Качество моделирования99.00%
Ошибки рассогласования графиков0
Начальный депозит10000.00
Чистая прибыль5929.42Общая прибыль18645.25Общий убыток-12715.83
Прибыльность1.47Матожидание выигрыша57.57
Абсолютная просадка953.67Максимальная просадка2099.16 (13.40%)Относительная просадка17.81% (1959.69)
Всего сделок103Короткие позиции (% выигравших)59 (88.14%)Длинные позиции (% выигравших)44 (81.82%)
Прибыльные сделки (% от всех)88 (85.44%)Убыточные сделки (% от всех)15 (14.56%)
Самая большаяприбыльная сделка252.05убыточная сделка-1239.61
Средняяприбыльная сделка211.88убыточная сделка-847.72
Максимальное количествонепрерывных выигрышей (прибыль)19 (4053.55)непрерывных проигрышей (убыток)1 (-1239.61)
Максимальнаянепрерывная прибыль (число выигрышей)4053.55 (19)непрерывный убыток (число проигрышей)-1239.61 (1)
Среднийнепрерывный выигрыш6непрерывный проигрыш1
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12012.01.03 11:15sell11.000.932620.000000.00000
22012.01.03 11:15modify11.000.932620.940620.93062
32012.01.03 18:41t/p11.000.930620.940620.93062214.9110214.91
42012.01.04 12:15buy21.000.938740.000000.00000
52012.01.04 12:15modify21.000.938740.930740.94074
62012.01.04 13:05t/p21.000.940740.930740.94074212.6010427.51
72012.01.06 13:45buy31.000.956040.000000.00000
82012.01.06 13:45modify31.000.956040.948040.95804
92012.01.08 23:08t/p31.000.958040.948040.95804208.7510636.26
102012.01.09 13:45buy41.000.952980.000000.00000
112012.01.09 13:45modify41.000.952980.944980.95498
122012.01.11 11:29t/p41.000.954980.944980.95498208.7810845.04
132012.01.11 11:30buy51.000.955100.000000.00000
142012.01.11 11:30modify51.000.955100.947100.95710
152012.01.12 14:11s/l51.000.947100.947100.95710-845.649999.40
162012.01.12 15:15sell61.000.944210.000000.00000
172012.01.12 15:15modify61.000.944210.952210.94221
182012.01.12 17:36t/p61.000.942210.952210.94221212.2710211.67
192012.01.13 12:15buy71.000.946870.000000.00000
202012.01.13 12:15modify71.000.946870.938870.94887
212012.01.13 13:48t/p71.000.948870.938870.94887210.7710422.44
222012.01.13 14:00buy81.000.950820.000000.00000
232012.01.13 14:00modify81.000.950820.942820.95282
242012.01.13 14:11t/p81.000.952820.942820.95282209.8910632.33
252012.01.13 14:15buy91.000.952970.000000.00000
262012.01.13 14:15modify91.000.952970.944970.95497
272012.01.13 15:05t/p91.000.954970.944970.95497209.4310841.76
282012.01.17 15:00buy101.000.950920.000000.00000
292012.01.17 15:00modify101.000.950920.942020.95312
302012.01.18 10:13s/l101.000.942020.942020.95312-945.139896.62
312012.01.18 11:00sell111.000.942580.000000.00000
322012.01.18 11:00modify111.000.942580.950580.94058
332012.01.18 17:28t/p111.000.940580.950580.94058212.6510109.27
342012.01.23 11:15sell121.000.929740.000000.00000
352012.01.23 11:15modify121.000.929740.937740.92774
362012.01.23 12:59t/p121.000.927740.937740.92774215.5910324.86
372012.01.24 09:15sell131.000.924580.000000.00000
382012.01.24 09:15modify131.000.924580.932580.92258
392012.01.25 11:01s/l131.000.932580.932580.92258-861.429463.45
402012.01.25 18:15sell141.000.923450.000000.00000
412012.01.25 18:15modify141.000.923450.931750.92145
422012.01.25 18:22t/p141.000.921450.931750.92145217.059680.50
432012.01.26 11:30sell151.000.917220.000000.00000
442012.01.26 11:30modify151.000.917220.925220.91522
452012.01.27 16:26t/p151.000.915220.925220.91522214.899895.39
462012.01.27 17:15sell161.000.914800.000000.00000
472012.01.27 17:15modify161.000.914800.923900.91260
482012.01.27 18:37t/p161.000.912600.923900.91260241.0810136.47
492012.01.31 16:00buy171.000.919750.000000.00000
502012.01.31 16:00modify171.000.919750.911750.92175
512012.01.31 16:53t/p171.000.921750.911750.92175216.9810353.45
522012.02.01 10:00sell181.000.916190.000000.00000
532012.02.01 10:00modify181.000.916190.924190.91419
542012.02.01 12:35t/p181.000.914190.924190.91419218.7810572.23
552012.02.01 16:45sell191.000.912920.000000.00000
562012.02.01 16:45modify191.000.912920.922120.91062
572012.02.03 14:19s/l191.000.922120.922120.91062-1012.189560.05
582012.02.06 17:15sell201.000.918840.000000.00000
592012.02.06 17:15modify201.000.918840.926840.91684
602012.02.07 07:36t/p201.000.916840.926840.91684214.519774.56
612012.02.10 13:30buy211.000.918390.000000.00000
622012.02.10 13:30modify211.000.918390.910390.92039
632012.02.13 00:15close211.000.914160.910390.92039-463.049311.52
642012.02.13 00:15sell221.000.914160.000000.00000
652012.02.13 00:15modify221.000.914160.922260.91216
662012.02.13 07:13t/p221.000.912160.922260.91216219.269530.78
672012.02.15 14:00buy231.000.922500.000000.00000
682012.02.15 14:00modify231.000.922500.914500.92450
692012.02.15 19:12t/p231.000.924500.914500.92450216.339747.11
702012.02.16 17:00sell241.000.920960.000000.00000
712012.02.16 17:00modify241.000.920960.929460.91886
722012.02.16 19:34t/p241.000.918860.929460.91886228.549975.65
732012.02.20 13:00sell251.000.909730.000000.00000
742012.02.20 13:00modify251.000.909730.917730.90773
752012.02.23 06:59t/p251.000.907730.917730.90773202.1510177.80
762012.02.29 10:45buy261.000.897330.000000.00000
772012.02.29 10:45modify261.000.897330.889330.89933
782012.02.29 15:06t/p261.000.899330.889330.89933222.3610400.16
792012.02.29 16:00buy271.000.901030.000000.00000
802012.02.29 16:00modify271.000.901030.893030.90303
812012.02.29 18:18t/p271.000.903030.893030.90303221.4810621.64
822012.03.08 12:15sell281.000.910080.000000.00000
832012.03.08 12:15modify281.000.910080.918080.90808
842012.03.08 13:39t/p281.000.908080.918080.90808220.2610841.90
852012.03.09 14:15buy291.000.917960.000000.00000
862012.03.09 14:15modify291.000.917960.909960.91996
872012.03.09 16:16t/p291.000.919960.909960.91996217.4011059.30
882012.03.13 13:15buy301.000.923700.000000.00000
892012.03.13 13:15modify301.000.923700.915700.92570
902012.03.14 05:43t/p301.000.925700.915700.92570215.7311275.03
912012.03.15 17:15sell311.000.920970.000000.00000
922012.03.15 17:15modify311.000.920970.929570.91887
932012.03.16 12:36t/p311.000.918870.929570.91887224.9011499.93
942012.03.16 14:00sell321.000.916360.000000.00000
952012.03.16 14:00modify321.000.916360.924360.91436
962012.03.19 14:45t/p321.000.914360.924360.91436215.0911715.02
972012.03.19 14:45sell331.000.914120.000000.00000
982012.03.19 14:45modify331.000.914120.922120.91212
992012.03.19 15:21t/p331.000.912120.922120.91212219.2711934.29
1002012.03.19 16:00sell341.000.910900.000000.00000
1012012.03.19 16:00modify341.000.910900.918900.90890
1022012.03.21 02:23t/p341.000.908900.918900.90890212.7812147.07
1032012.03.23 08:45sell351.000.907970.000000.00000
1042012.03.23 08:45modify351.000.907970.915970.90597
1052012.03.26 12:21t/p351.000.905970.915970.90597217.1312364.21
1062012.03.27 09:15sell361.000.901820.000000.00000
1072012.03.27 09:15modify361.000.901820.909820.89982
1082012.04.03 18:29s/l361.000.909820.909820.89982-904.7611459.45
1092012.04.03 18:45buy371.000.910400.000000.00000
1102012.04.03 18:45modify371.000.910400.902400.91240
1112012.04.04 01:44t/p371.000.912400.902400.91240218.8811678.33
1122012.04.05 10:45buy381.000.920040.000000.00000
1132012.04.05 10:45modify381.000.920040.912040.92204
1142012.04.05 12:38t/p381.000.922040.912040.92204216.9111895.24
1152012.04.13 14:45buy391.000.919530.000000.00000
1162012.04.13 14:45modify391.000.919530.911530.92153
1172012.04.15 23:57t/p391.000.921530.911530.92153217.0212112.26
1182012.04.16 18:00sell401.000.914900.000000.00000
1192012.04.16 18:00modify401.000.914900.922900.91290
1202012.04.17 09:00t/p401.000.912900.922900.91290215.4512327.71
1212012.05.01 17:30buy411.000.909580.000000.00000
1222012.05.01 17:30modify411.000.909580.901580.91158
1232012.05.02 07:49t/p411.000.911580.901580.91158219.0712546.78
1242012.05.02 09:45buy421.000.914620.000000.00000
1252012.05.02 09:45modify421.000.914620.906620.91662
1262012.05.03 12:33t/p421.000.916620.906620.91662217.2012763.98
1272012.05.04 17:00buy431.000.918120.000000.00000
1282012.05.04 17:00modify431.000.918120.910120.92012
1292012.05.06 21:00t/p431.000.920120.910120.92012216.7612980.74
1302012.05.06 21:45buy441.000.922310.000000.00000
1312012.05.06 21:45modify441.000.922310.914310.92431
1322012.05.06 22:17t/p441.000.924310.914310.92431216.3713197.11
1332012.05.06 22:17buy451.000.924570.000000.00000
1342012.05.06 22:17modify451.000.924570.916570.92657
1352012.05.06 22:34t/p451.000.926570.916570.92657215.8513412.96
1362012.05.20 21:45sell461.000.939550.000000.00000
1372012.05.20 21:45modify461.000.939550.947550.93755
1382012.05.21 19:51t/p461.000.937550.947550.93755209.6813622.64
1392012.05.29 17:00buy471.000.962380.000000.00000
1402012.05.29 17:00modify471.000.962380.954380.96438
1412012.05.30 07:11t/p471.000.964380.954380.96438207.0713829.71
1422012.06.01 13:30sell481.000.968150.000000.00000
1432012.06.01 13:30modify481.000.968150.976150.96615
1442012.06.01 13:33t/p481.000.966150.976150.96615207.0214036.73
1452012.06.01 13:45sell491.000.967030.000000.00000
1462012.06.01 13:45modify491.000.967030.975030.96503
1472012.06.04 11:59t/p491.000.965030.975030.96503203.6114240.34
1482012.06.04 14:30sell501.000.961200.000000.00000
1492012.06.04 14:30modify501.000.961200.969200.95920
1502012.06.04 23:59t/p501.000.959200.969200.95920208.5114448.85
1512012.06.05 08:00buy511.000.964990.000000.00000
1522012.06.05 08:00modify511.000.964990.956990.96699
1532012.06.05 08:36t/p511.000.966990.956990.96699206.8314655.68
1542012.06.10 21:15sell521.000.950720.000000.00000
1552012.06.10 21:15modify521.000.950720.958720.94872
1562012.06.10 21:38t/p521.000.948720.958720.94872210.8214866.50
1572012.06.11 11:45buy531.000.958360.000000.00000
1582012.06.11 11:45modify531.000.958360.948860.96066
1592012.06.11 15:02t/p531.000.960660.948860.96066239.4115105.91
1602012.06.11 15:45buy541.000.960640.000000.00000
1612012.06.11 15:45modify541.000.960640.952640.96264
1622012.06.11 21:07t/p541.000.962640.952640.96264207.7615313.67
1632012.06.13 16:00sell551.000.953290.000000.00000
1642012.06.13 16:00modify551.000.953290.961290.95129
1652012.06.14 19:06t/p551.000.951290.961290.95129199.3315513.00
1662012.06.17 22:00sell561.000.942650.000000.00000
1672012.06.17 22:00modify561.000.942650.950650.94065
1682012.06.18 08:24s/l561.000.950650.950650.94065-845.1714667.83
1692012.06.18 09:15buy571.000.949790.000000.00000
1702012.06.18 09:15modify571.000.949790.940190.95219
1712012.06.18 12:05t/p571.000.952190.940190.95219252.0514919.88
1722012.06.19 15:30sell581.000.946250.000000.00000
1732012.06.19 15:30modify581.000.946250.954250.94425
1742012.06.19 17:16t/p581.000.944250.954250.94425211.8115131.69
1752012.06.21 14:45buy591.000.952760.000000.00000
1762012.06.21 14:45modify591.000.952760.944760.95476
1772012.06.21 15:13t/p591.000.954760.944760.95476209.4815341.17
1782012.06.21 15:13buy601.000.954980.000000.00000
1792012.06.21 15:13modify601.000.954980.946980.95698
1802012.06.21 18:40t/p601.000.956980.946980.95698208.9915550.16
1812012.06.28 08:15buy611.000.967010.000000.00000
1822012.06.28 08:15modify611.000.967010.959010.96901
1832012.06.29 03:00s/l611.000.959010.959010.96901-834.5114715.65
1842012.06.29 03:15sell621.000.954120.000000.00000
1852012.06.29 03:15modify621.000.954120.962120.95212
1862012.06.29 12:25t/p621.000.952120.962120.95212210.0714925.72
1872012.06.29 13:00sell631.000.949020.000000.00000
1882012.06.29 13:00modify631.000.949020.960720.94612
1892012.07.05 08:51s/l631.000.960720.960720.94612-1239.6113686.11
1902012.07.05 12:30buy641.000.967900.000000.00000
1912012.07.05 12:30modify641.000.967900.959900.96990
1922012.07.05 12:36t/p641.000.969900.959900.96990206.2113892.32
1932012.07.06 14:15buy651.000.976280.000000.00000
1942012.07.06 14:15modify651.000.976280.968280.97828
1952012.07.06 16:01t/p651.000.978280.968280.97828204.4414096.76
1962012.07.13 13:45sell661.000.981420.000000.00000
1972012.07.13 13:45modify661.000.981420.989420.97942
1982012.07.15 21:00t/p661.000.979420.989420.97942204.2914301.05
1992012.07.16 12:45sell671.000.983040.000000.00000
2002012.07.16 12:45modify671.000.983040.991040.98104
2012012.07.16 13:05t/p671.000.981040.991040.98104203.8714504.92
2022012.07.16 16:00sell681.000.979100.000000.00000
2032012.07.16 16:00modify681.000.979100.987100.97710
2042012.07.17 01:21t/p681.000.977100.987100.97710201.0514705.97
2052012.07.17 14:15buy691.000.981850.000000.00000
2062012.07.17 14:15modify691.000.981850.973850.98385
2072012.07.17 14:31t/p691.000.983850.973850.98385203.2814909.25
2082012.07.17 14:45buy701.000.984830.000000.00000
2092012.07.17 14:45modify701.000.984830.976830.98683
2102012.07.18 00:18s/l701.000.976830.976830.98683-819.3014089.95
2112012.07.19 08:45buy711.000.979040.000000.00000
2122012.07.19 08:45modify711.000.979040.971040.98104
2132012.07.19 13:19t/p711.000.981040.971040.98104203.8514293.80
2142012.07.20 12:30buy721.000.984650.000000.00000
2152012.07.20 12:30modify721.000.984650.976650.98665
2162012.07.20 13:48t/p721.000.986650.976650.98665202.7014496.50
2172012.07.25 09:45sell731.000.988850.000000.00000
2182012.07.25 09:45modify731.000.988850.996850.98685
2192012.07.26 10:19t/p731.000.986850.996850.98685191.7714688.27
2202012.07.26 10:30sell741.000.985600.000000.00000
2212012.07.26 10:30modify741.000.985600.993600.98360
2222012.07.26 10:35t/p741.000.983600.993600.98360203.3414891.61
2232012.07.26 10:45sell751.000.983110.000000.00000
2242012.07.26 10:45modify751.000.983110.991110.98111
2252012.07.26 11:01t/p751.000.981110.991110.98111203.8515095.46
2262012.07.26 11:01sell761.000.980870.000000.00000
2272012.07.26 11:01modify761.000.980870.988870.97887
2282012.07.26 11:08t/p761.000.978870.988870.97887204.3315299.79
2292012.07.27 09:45sell771.000.977220.000000.00000
2302012.07.27 09:45modify771.000.977220.985220.97522
2312012.07.27 12:12t/p771.000.975220.985220.97522205.0815504.87
2322012.07.27 14:15sell781.000.971230.000000.00000
2332012.07.27 14:15modify781.000.971230.980130.96903
2342012.07.30 08:46s/l781.000.980130.980130.96903-911.6814593.19
2352012.08.01 18:15buy791.000.980990.000000.00000
2362012.08.01 18:15modify791.000.980990.972990.98299
2372012.08.01 18:54t/p791.000.982990.972990.98299203.4614796.65
2382012.08.01 19:00buy801.000.981960.000000.00000
2392012.08.01 19:00modify801.000.981960.973960.98396
2402012.08.02 12:10s/l801.000.973960.973960.98396-822.3513974.30
2412012.08.02 12:15sell811.000.974000.000000.00000
2422012.08.02 12:15modify811.000.974000.982000.97200
2432012.08.02 12:32t/p811.000.972000.982000.97200205.7814180.08
2442012.08.02 12:45buy821.000.979230.000000.00000
2452012.08.02 12:45modify821.000.979230.971230.98123
2462012.08.02 12:50t/p821.000.981230.971230.98123203.8214383.90
2472012.08.03 10:45sell831.000.979900.000000.00000
2482012.08.03 10:45modify831.000.979900.987900.97790
2492012.08.03 10:54t/p831.000.977900.987900.97790204.5214588.42
2502012.08.03 11:00sell841.000.977400.000000.00000
2512012.08.03 11:00modify841.000.977400.985400.97540
2522012.08.03 13:49t/p841.000.975400.985400.97540205.0414793.46
2532012.08.13 12:00sell851.000.972510.000000.00000
2542012.08.13 12:00modify851.000.972510.980510.97051
2552012.08.14 07:25t/p851.000.970510.980510.97051202.4414995.90
2562012.08.14 07:30sell861.000.970150.000000.00000
2572012.08.14 07:30modify861.000.970150.978150.96815
2582012.08.15 10:15s/l861.000.978150.978150.96815-821.4614174.44
2592012.08.16 12:45sell871.000.975030.000000.00000
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2612012.08.16 14:20t/p871.000.973030.983030.97303205.5414379.98
2622012.08.16 14:30sell881.000.972540.000000.00000
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2642012.08.17 09:03t/p881.000.970540.980540.97054202.4414582.42
2652012.08.17 15:15buy891.000.976090.000000.00000
2662012.08.17 15:15modify891.000.976090.968090.97809
2672012.08.21 07:29s/l891.000.968090.968090.97809-827.0213755.40
2682012.08.21 09:15sell901.000.967770.000000.00000
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2702012.08.21 12:22t/p901.000.965770.975770.96577207.0913962.49
2712012.08.21 15:15sell911.000.962360.000000.00000
2722012.08.21 15:15modify911.000.962360.970360.96036
2732012.08.22 18:03t/p911.000.960360.970360.96036204.6214167.11
2742012.08.22 19:45sell921.000.958980.000000.00000
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2762012.08.23 06:58t/p921.000.956980.966980.95698198.0814365.19
2772012.08.28 10:00sell931.000.957240.000000.00000
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2792012.08.28 15:09t/p931.000.955240.965240.95524209.3814574.57
2802012.08.30 14:45buy941.000.960470.000000.00000
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2822012.08.31 10:30close941.000.955100.952470.96247-562.5614012.01
2832012.08.31 10:30sell951.000.955100.000000.00000
2842012.08.31 10:30modify951.000.955100.963100.95310
2852012.08.31 12:05t/p951.000.953100.963100.95310209.8614221.87
2862012.09.05 13:15sell961.000.954350.000000.00000
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2882012.09.06 11:46t/p961.000.952350.962350.95235199.1014420.96
2892012.09.06 16:30sell971.000.953450.000000.00000
2902012.09.06 16:30modify971.000.953450.962650.95115
2912012.09.07 12:35t/p971.000.951150.962650.95115238.1714659.13
2922012.09.11 15:30sell981.000.938980.000000.00000
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2942012.09.12 09:47t/p981.000.936980.946980.93698209.8114868.95
2952012.09.13 20:00sell991.000.934750.000000.00000
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2972012.09.14 06:32t/p991.000.932750.942750.93275210.7815079.73
2982012.09.14 11:30sell1001.000.927550.000000.00000
2992012.09.14 11:30modify1001.000.927550.935550.92555
3002012.09.14 13:56t/p1001.000.925550.935550.92555216.0915295.82
3012012.09.26 04:15buy1011.000.939880.000000.00000
3022012.09.26 04:15modify1011.000.939880.931880.94188
3032012.09.30 23:11t/p1011.000.941880.931880.94188211.0515506.86
3042012.10.01 09:30sell1021.000.936990.000000.00000
3052012.10.01 09:30modify1021.000.936990.944990.93499
3062012.10.02 13:25t/p1021.000.934990.944990.93499210.2715717.14
3072012.10.09 16:45buy1031.000.940160.000000.00000
3082012.10.09 16:45modify1031.000.940160.932160.94216
3092012.10.09 23:49t/p1031.000.942160.932160.94216212.2815929.42