Strategy Tester Report
River - классика по машкам
Alpari-Demo2 (Build 438)

СимволEURUSD (Euro vs US Dollar)
Период1 Час (H1) 2010.04.12 00:00 - 2012.10.16 23:00 (2010.04.12 - 2012.10.17)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметрыs1="Периоды MA"; FastMA=10; SlowMA1=100; SlowMA2=250; SlowMA3=500; SlowMA4=1000; s2="Проценты закрытия при пересечении"; MA1PercentClose=25; MA2PercentClose=25; MA3PercentClose=25; s3="Стартовый лот"; startlot=0.04; slip=3; magic=111;
Баров в истории16700Смоделировано тиков39564923Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит1000.00
Чистая прибыль637.56Общая прибыль1706.93Общий убыток-1069.36
Прибыльность1.60Матожидание выигрыша5.10
Абсолютная просадка47.67Максимальная просадка492.57 (29.14%)Относительная просадка29.14% (492.57)
Всего сделок125Короткие позиции (% выигравших)66 (36.36%)Длинные позиции (% выигравших)59 (32.20%)
Прибыльные сделки (% от всех)43 (34.40%)Убыточные сделки (% от всех)82 (65.60%)
Самая большаяприбыльная сделка121.51убыточная сделка-100.06
Средняяприбыльная сделка39.70убыточная сделка-13.04
Максимальное количествонепрерывных выигрышей (прибыль)4 (404.63)непрерывных проигрышей (убыток)19 (-216.60)
Максимальнаянепрерывная прибыль (число выигрышей)404.63 (4)непрерывный убыток (число проигрышей)-240.26 (6)
Среднийнепрерывный выигрыш2непрерывный проигрыш5
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12010.04.12 03:00buy10.041.363670.000000.00000
22010.04.15 14:00close10.011.354170.000000.00000-9.65990.35
32010.04.15 14:00buy20.031.363670.000000.00000
42010.04.16 05:00close20.031.354210.000000.00000-28.94961.41
52010.04.16 05:00sell30.041.354210.000000.00000
62010.04.27 01:00close30.011.340570.000000.0000013.66975.07
72010.04.27 01:00sell40.031.354210.000000.00000
82010.05.21 07:00close40.011.263010.000000.0000091.271066.34
92010.05.21 07:00sell50.021.354210.000000.00000
102010.06.15 18:00close50.011.232820.000000.00000121.511187.84
112010.06.15 18:00sell60.011.354210.000000.00000
122010.08.13 06:00close60.011.286420.000000.0000068.031255.87
132010.08.13 06:00buy70.041.286420.000000.00000
142010.08.19 02:00close70.041.279460.000000.00000-28.581227.29
152010.08.19 02:00sell80.041.279460.000000.00000
162010.08.19 15:00close80.041.289100.000000.00000-38.561188.73
172010.08.19 15:00buy90.041.289100.000000.00000
182010.08.19 18:00close90.041.283510.000000.00000-22.361166.37
192010.08.19 18:00sell100.041.283510.000000.00000
202010.08.26 09:00close100.011.271850.000000.0000011.671178.04
212010.08.26 09:00sell110.031.283510.000000.00000
222010.09.01 13:00close110.011.280070.000000.000003.461181.50
232010.09.01 13:00sell120.021.283510.000000.00000
242010.09.01 18:00close120.021.281360.000000.000004.341185.85
252010.09.01 18:00buy130.041.281360.000000.00000
262010.09.02 05:00close130.031.278810.000000.00000-7.931177.92
272010.09.02 05:00buy140.011.281360.000000.00000
282010.09.07 11:00close140.011.276610.000000.00000-4.941172.98
292010.09.07 11:00sell150.041.276610.000000.00000
302010.09.13 03:00close150.011.278620.000000.00000-2.001170.98
312010.09.13 03:00sell160.031.276610.000000.00000
322010.09.13 05:00close160.011.279480.000000.00000-2.861168.12
332010.09.13 05:00sell170.021.276610.000000.00000
342010.09.13 09:00close170.011.281730.000000.00000-5.111163.02
352010.09.13 09:00sell180.011.276610.000000.00000
362010.09.13 10:00close180.011.281150.000000.00000-4.531158.49
372010.09.13 10:00buy190.041.281150.000000.00000
382010.10.18 01:00close190.011.396260.000000.00000114.031272.51
392010.10.18 01:00buy200.031.281150.000000.00000
402010.10.26 16:00close200.011.386430.000000.00000103.951376.46
412010.10.26 16:00buy210.021.281150.000000.00000
422010.11.09 01:00close210.011.386230.000000.00000103.311479.77
432010.11.09 01:00buy220.011.281150.000000.00000
442010.11.11 18:00close220.011.366390.000000.0000083.351563.12
452010.11.11 18:00sell230.041.366390.000000.00000
462010.11.12 16:00close230.041.376620.000000.00000-40.911522.21
472010.11.12 16:00buy240.041.376620.000000.00000
482010.11.22 15:00close240.021.364450.000000.00000-24.841497.37
492010.11.22 15:00buy250.021.376620.000000.00000
502011.01.03 03:00close250.021.328140.000000.00000-100.061397.31
512011.01.03 03:00sell260.041.328140.000000.00000
522011.01.03 18:00close260.041.337210.000000.00000-36.281361.03
532011.01.03 18:00buy270.041.337210.000000.00000
542011.01.05 03:00close270.011.326880.000000.00000-10.391350.64
552011.01.05 03:00buy280.031.337210.000000.00000
562011.01.05 12:00close280.021.323380.000000.00000-27.781322.86
572011.01.05 12:00buy290.011.337210.000000.00000
582011.02.14 14:00close290.011.344250.000000.000005.741328.60
592011.02.14 14:00sell300.041.344250.000000.00000
602011.02.15 00:00close300.041.349110.000000.00000-19.431309.16
612011.02.15 00:00buy310.041.349110.000000.00000
622011.02.18 13:00close310.021.354920.000000.0000011.311320.47
632011.02.18 13:00buy320.021.349110.000000.00000
642011.04.18 20:00close320.011.423280.000000.0000072.251392.72
652011.04.18 20:00buy330.011.349110.000000.00000
662011.05.30 08:00close330.011.426860.000000.0000074.531467.25
672011.05.30 08:00sell340.041.426860.000000.00000
682011.05.30 21:00close340.031.428290.000000.00000-4.291462.96
692011.05.30 21:00sell350.011.426860.000000.00000
702011.06.13 17:00close350.011.438350.000000.00000-11.461451.50
712011.06.13 17:00buy360.041.438350.000000.00000
722011.06.14 23:00close360.011.444920.000000.000006.541458.04
732011.06.14 23:00buy370.031.438350.000000.00000
742011.06.15 13:00close370.031.431490.000000.00000-20.771437.27
752011.06.15 13:00sell380.041.431490.000000.00000
762011.06.20 19:00close380.011.432090.000000.00000-0.591436.68
772011.06.20 19:00sell390.031.431490.000000.00000
782011.06.21 11:00close390.011.436580.000000.00000-5.081431.60
792011.06.21 11:00sell400.021.431490.000000.00000
802011.06.21 15:00close400.021.436840.000000.00000-10.681420.93
812011.06.21 15:00buy410.041.436840.000000.00000
822011.06.23 04:00close410.041.431970.000000.00000-19.981400.95
832011.06.23 04:00sell420.041.431970.000000.00000
842011.06.27 23:00close420.011.428150.000000.000003.821404.77
852011.06.27 23:00sell430.031.431970.000000.00000
862011.06.28 17:00close430.011.432440.000000.00000-0.461404.31
872011.06.28 17:00sell440.021.431970.000000.00000
882011.06.28 20:00close440.011.435660.000000.00000-3.681400.63
892011.06.28 20:00sell450.011.431970.000000.00000
902011.06.28 21:00close450.011.436050.000000.00000-4.071396.55
912011.06.28 21:00buy460.041.436050.000000.00000
922011.07.06 12:00close460.021.435620.000000.00000-1.361395.20
932011.07.06 12:00buy470.021.436050.000000.00000
942011.07.06 14:00close470.011.433570.000000.00000-2.731392.47
952011.07.06 14:00buy480.011.436050.000000.00000
962011.07.06 16:00close480.011.432320.000000.00000-3.981388.49
972011.07.06 16:00sell490.041.432320.000000.00000
982011.07.13 23:00close490.011.414210.000000.0000018.121406.61
992011.07.13 23:00sell500.031.432320.000000.00000
1002011.07.20 13:00close500.011.420880.000000.0000011.471418.08
1012011.07.20 13:00sell510.021.432320.000000.00000
1022011.07.21 05:00close510.011.425620.000000.000006.731424.82
1032011.07.21 05:00sell520.011.432320.000000.00000
1042011.07.21 18:00close520.011.438070.000000.00000-5.721419.10
1052011.07.21 18:00buy530.041.438070.000000.00000
1062011.07.27 22:00close530.011.436900.000000.00000-1.291417.81
1072011.07.27 22:00buy540.031.438070.000000.00000
1082011.07.28 15:00close540.011.428070.000000.00000-10.221407.59
1092011.07.28 15:00buy550.021.438070.000000.00000
1102011.07.29 10:00close550.021.427890.000000.00000-20.861386.73
1112011.07.29 10:00sell560.041.427890.000000.00000
1122011.07.29 17:00close560.021.438840.000000.00000-21.901364.83
1132011.07.29 17:00sell570.021.427890.000000.00000
1142011.08.03 23:00close570.021.431910.000000.00000-8.031356.80
1152011.08.03 23:00buy580.041.431910.000000.00000
1162011.08.04 08:00close580.041.427810.000000.00000-16.771340.03
1172011.08.04 08:00sell590.041.427810.000000.00000
1182011.08.05 23:00close590.011.428190.000000.00000-0.381339.65
1192011.08.05 23:00sell600.031.427810.000000.00000
1202011.08.08 01:00close600.011.437270.000000.00000-9.461330.20
1212011.08.08 01:00sell610.021.427810.000000.00000
1222011.08.08 04:00close610.011.432720.000000.00000-4.911325.29
1232011.08.08 04:00sell620.011.427810.000000.00000
1242011.08.08 05:00close620.011.435070.000000.00000-7.261318.04
1252011.08.08 05:00buy630.041.435070.000000.00000
1262011.08.08 15:00close630.031.422100.000000.00000-38.911279.13
1272011.08.08 15:00buy640.011.435070.000000.00000
1282011.08.10 18:00close640.011.418260.000000.00000-16.871262.25
1292011.08.10 18:00sell650.041.418260.000000.00000
1302011.08.15 02:00close650.021.427420.000000.00000-18.301243.95
1312011.08.15 02:00sell660.021.418260.000000.00000
1322011.08.15 04:00close660.011.430140.000000.00000-11.871232.08
1332011.08.15 04:00sell670.011.418260.000000.00000
1342011.08.15 06:00close670.011.431610.000000.00000-13.341218.74
1352011.08.15 06:00buy680.041.431610.000000.00000
1362011.08.19 03:00close680.021.429540.000000.00000-4.511214.23
1372011.08.19 03:00buy690.021.431610.000000.00000
1382011.08.19 11:00close690.011.428040.000000.00000-3.761210.48
1392011.08.19 11:00buy700.011.431610.000000.00000
1402011.09.01 12:00close700.011.429940.000000.00000-2.261208.22
1412011.09.01 12:00sell710.041.429940.000000.00000
1422011.09.15 12:00close710.011.377340.000000.0000052.631260.85
1432011.09.15 12:00sell720.031.429940.000000.00000
1442011.09.29 18:00close720.011.365120.000000.0000064.881325.72
1452011.09.29 18:00sell730.021.429940.000000.00000
1462011.10.10 18:00close730.011.365750.000000.0000064.261389.99
1472011.10.10 18:00sell740.011.429940.000000.00000
1482011.10.12 21:00close740.011.382670.000000.0000047.351437.33
1492011.10.12 21:00buy750.041.382670.000000.00000
1502011.10.13 12:00close750.041.373460.000000.00000-37.211400.12
1512011.10.13 12:00sell760.041.373460.000000.00000
1522011.10.14 13:00close760.041.379960.000000.00000-25.991374.13
1532011.10.14 13:00buy770.041.379960.000000.00000
1542011.10.18 11:00close770.011.371320.000000.00000-8.701365.43
1552011.10.18 11:00buy780.031.379960.000000.00000
1562011.10.19 23:00close780.031.375030.000000.00000-15.071350.36
1572011.10.19 23:00sell790.041.375030.000000.00000
1582011.10.20 14:00close790.011.381210.000000.00000-6.171344.18
1592011.10.20 14:00sell800.031.375030.000000.00000
1602011.10.21 09:00close800.031.379330.000000.00000-12.881331.31
1612011.10.21 09:00buy810.041.379330.000000.00000
1622011.10.26 20:00close810.011.383000.000000.000003.581334.89
1632011.10.26 20:00buy820.031.379330.000000.00000
1642011.11.01 00:00close820.011.385920.000000.000006.311341.20
1652011.11.01 00:00buy830.021.379330.000000.00000
1662011.11.01 09:00close830.021.376880.000000.00000-5.461335.74
1672011.11.01 09:00sell840.041.376880.000000.00000
1682011.11.04 01:00close840.031.382550.000000.00000-16.981318.76
1692011.11.04 01:00sell850.011.376880.000000.00000
1702011.11.04 14:00close850.011.383740.000000.00000-6.851311.91
1712011.11.04 14:00buy860.041.383740.000000.00000
1722011.11.09 10:00close860.041.379160.000000.00000-18.691293.22
1732011.11.09 10:00sell870.041.379160.000000.00000
1742011.11.11 18:00close870.011.373700.000000.000005.471298.68
1752011.11.11 18:00sell880.031.379160.000000.00000
1762011.11.14 00:00close880.011.381050.000000.00000-1.881296.80
1772011.11.14 00:00sell890.021.379160.000000.00000
1782011.11.14 07:00close890.011.377100.000000.000002.071298.87
1792011.11.14 07:00sell900.011.379160.000000.00000
1802012.01.25 23:00close900.011.311440.000000.0000067.871366.75
1812012.01.25 23:00buy910.041.311440.000000.00000
1822012.01.31 20:00close910.011.307030.000000.00000-4.601362.15
1832012.01.31 20:00buy920.031.311440.000000.00000
1842012.02.06 12:00close920.011.304230.000000.00000-7.581354.57
1852012.02.06 12:00buy930.021.311440.000000.00000
1862012.02.06 13:00close930.021.304310.000000.00000-15.001339.57
1872012.02.06 13:00sell940.041.304310.000000.00000
1882012.02.06 19:00close940.021.313150.000000.00000-17.681321.89
1892012.02.06 19:00sell950.021.304310.000000.00000
1902012.02.17 02:00close950.021.312890.000000.00000-17.111304.78
1912012.02.17 02:00buy960.041.312890.000000.00000
1922012.02.29 20:00close960.011.335450.000000.0000022.251327.03
1932012.02.29 20:00buy970.031.312890.000000.00000
1942012.03.02 16:00close970.021.321920.000000.0000017.191344.22
1952012.03.02 16:00buy980.011.312890.000000.00000
1962012.03.05 12:00close980.011.318500.000000.000005.151349.37
1972012.03.05 12:00sell990.041.318500.000000.00000
1982012.03.08 18:00close990.031.327370.000000.00000-26.581322.79
1992012.03.08 18:00sell1000.011.318500.000000.00000
2002012.03.19 17:00close1000.011.320770.000000.00000-2.241320.54
2012012.03.19 17:00buy1010.041.320770.000000.00000
2022012.03.22 12:00close1010.011.315800.000000.00000-5.131315.42
2032012.03.22 12:00buy1020.031.320770.000000.00000
2042012.03.22 14:00close1020.021.315920.000000.00000-10.011305.41
2052012.03.22 14:00buy1030.011.320770.000000.00000
2062012.03.22 16:00close1030.011.315160.000000.00000-5.771299.64
2072012.03.22 16:00sell1040.041.315160.000000.00000
2082012.03.23 04:00close1040.011.320000.000000.00000-4.841294.81
2092012.03.23 04:00sell1050.031.315160.000000.00000
2102012.04.12 20:00close1050.011.317840.000000.00000-2.641292.17
2112012.04.12 20:00sell1060.021.315160.000000.00000
2122012.04.20 16:00close1060.021.319340.000000.00000-8.241283.92
2132012.04.20 16:00buy1070.041.319340.000000.00000
2142012.04.23 12:00close1070.041.314630.000000.00000-18.961264.96
2152012.04.23 12:00sell1080.041.314630.000000.00000
2162012.04.23 22:00close1080.021.314540.000000.000000.181265.14
2172012.04.23 22:00sell1090.021.314630.000000.00000
2182012.04.24 10:00close1090.011.317400.000000.00000-2.771262.37
2192012.04.24 10:00sell1100.011.314630.000000.00000
2202012.04.24 17:00close1100.011.319590.000000.00000-4.961257.41
2212012.04.24 17:00buy1110.041.319590.000000.00000
2222012.05.02 08:00close1110.011.322250.000000.000002.411259.83
2232012.05.02 08:00buy1120.031.319590.000000.00000
2242012.05.02 12:00close1120.011.316570.000000.00000-3.271256.56
2252012.05.02 12:00buy1130.021.319590.000000.00000
2262012.05.02 13:00close1130.011.314550.000000.00000-5.291251.27
2272012.05.02 13:00buy1140.011.319590.000000.00000
2282012.05.02 14:00close1140.011.313410.000000.00000-6.431244.84
2292012.05.02 14:00sell1150.041.313410.000000.00000
2302012.06.04 15:00close1150.011.244650.000000.0000068.831313.67
2312012.06.04 15:00sell1160.031.313410.000000.00000
2322012.06.06 20:00close1160.011.256130.000000.0000057.351371.02
2332012.06.06 20:00sell1170.021.313410.000000.00000
2342012.06.14 23:00close1170.011.262050.000000.0000051.451422.47
2352012.06.14 23:00sell1180.011.313410.000000.00000
2362012.08.06 18:00close1180.011.241570.000000.0000072.031494.50
2372012.08.06 18:00buy1190.041.241570.000000.00000
2382012.08.08 10:00close1190.041.236670.000000.00000-19.851474.65
2392012.08.08 10:00sell1200.041.236670.000000.00000
2402012.08.13 15:00close1200.031.235010.000000.000005.011479.66
2412012.08.13 15:00sell1210.011.236670.000000.00000
2422012.08.21 11:00close1210.011.240370.000000.00000-3.671475.99
2432012.08.21 11:00buy1220.041.240370.000000.00000
2442012.08.30 19:00close1220.011.249620.000000.000008.911484.90
2452012.08.30 19:00buy1230.031.240370.000000.00000
2462012.09.24 13:00close1230.011.291130.000000.0000049.711534.60
2472012.09.24 13:00buy1240.021.240370.000000.00000
2482012.10.01 05:00close1240.011.281400.000000.0000039.761574.36
2492012.10.01 05:00buy1250.011.240370.000000.00000
2502012.10.16 23:59close at stop1250.011.305310.000000.0000063.201637.57