Strategy Tester Report
Sinergia_1.1
Alpari-ECN-Demo (Build 765)

СимволEURCAD (Euro vs Canadian Dollar)
Период5 Минут (M5) 2013.01.01 22:00 - 2015.09.07 23:59 (2013.01.07 - 2015.09.08)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыT1="Общие торговые натройки"; TakeProfit=40; StopLoss=90; MaxTrades=0; Min_width=85; Max_spread=400; Max_spread_rev=400; lotdecimal=2; slip=1; MagicNumber=0; T2="Риск менеджмент"; FullRisk=true; ReducedRisk_EUR_AUD=false; ReducedRisk_EUR_JPY=false; ReducedRisk_EUR_USD=false; ReducedRisk_EUR_CAD=false; T3="Риск менеджмент"; FirstOrder=true; Lots=0; Risk=10; DepoStep=0; UseEquityStop=false; TotalEquityRisk=90; s1="Трал безубытка"; UseTreiling=false; TrailingStop=50; TrailingStep=2; s2="Трал профита"; Trailing=false; TrailStart=50; Trailstep=3;
Баров в истории200393Смоделировано тиков63636055Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит100.00Спред15
Чистая прибыль60.64Общая прибыль217.64Общий убыток-157.00
Прибыльность1.39Матожидание выигрыша0.82
Абсолютная просадка8.01Максимальная просадка56.69 (26.90%)Относительная просадка26.90% (56.69)
Всего сделок74Короткие позиции (% выигравших)38 (65.79%)Длинные позиции (% выигравших)36 (88.89%)
Прибыльные сделки (% от всех)57 (77.03%)Убыточные сделки (% от всех)17 (22.97%)
Самая большаяприбыльная сделка6.09убыточная сделка-13.64
Среднийприбыльная сделка3.82убыточная сделка-9.24
Максимальное количествонепрерывных выигрышей (прибыль)11 (39.26)непрерывных проигрышей (убыток)3 (-40.91)
Максимальнаянепрерывная прибыль (число выигрышей)60.35 (10)непрерывный убыток (число проигрышей)-40.91 (3)
Среднийнепрерывный выигрыш4непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12013.01.07 00:00sell10.011.289320.000000.00000
22013.01.07 00:00modify10.011.289321.298321.28532
32013.01.10 15:50s/l10.011.298321.298321.28532-6.7393.27
42013.01.10 15:55buy20.011.298640.000000.00000
52013.01.10 15:55modify20.011.298641.289641.30264
62013.01.10 17:18t/p20.011.302641.289641.302643.0396.30
72013.01.14 00:00sell30.011.314780.000000.00000
82013.01.14 00:00modify30.011.314781.323781.31078
92013.01.15 20:53t/p30.011.310781.323781.310783.0599.34
102013.01.28 00:00sell40.011.355270.000000.00000
112013.01.28 00:00modify40.011.355271.364271.35127
122013.01.29 09:51t/p40.011.351271.364271.351273.05102.39
132013.02.11 00:14buy50.011.340870.000000.00000
142013.02.11 00:14modify50.011.340871.331871.34487
152013.02.11 08:18t/p50.011.344871.331871.344873.03105.42
162013.03.04 00:00buy60.011.336850.000000.00000
172013.03.04 00:00modify60.011.336851.327851.34085
182013.03.04 05:39t/p60.011.340851.327851.340853.03108.45
192013.03.24 23:00sell70.011.324200.000000.00000
202013.03.24 23:00modify70.011.324201.333201.32020
212013.03.25 01:41s/l70.011.333201.333201.32020-6.80101.64
222013.04.08 00:00sell80.011.320160.000000.00000
232013.04.08 00:00modify80.011.320161.329161.31616
242013.04.08 17:20s/l80.011.329161.329161.31616-6.8294.82
252013.04.22 00:00sell90.011.340980.000000.00000
262013.04.22 00:00modify90.011.340981.349981.33698
272013.04.22 16:04t/p90.011.336981.349981.336983.0397.85
282013.04.29 00:00buy100.011.326670.000000.00000
292013.04.29 00:00modify100.011.326671.317671.33067
302013.05.01 15:15t/p100.011.330671.317671.330672.94100.79
312013.05.13 00:07buy110.011.312220.000000.00000
322013.05.13 00:07modify110.011.312221.303221.31622
332013.05.14 12:13t/p110.011.316221.303221.316222.99103.78
342013.05.27 00:00sell120.011.332710.000000.00000
352013.05.27 00:00modify120.011.332711.341711.32871
362013.05.29 13:41s/l120.011.341711.341711.32871-6.7897.00
372013.06.17 00:01sell130.011.357570.000000.00000
382013.06.17 00:01modify130.011.357571.366571.35357
392013.06.17 06:47t/p130.011.353571.366571.353573.02100.02
402013.06.24 00:00sell140.011.372180.000000.00000
412013.06.24 00:00modify140.011.372181.381181.36818
422013.06.24 16:42s/l140.011.381181.381181.36818-6.8193.21
432013.07.08 00:00buy150.011.355910.000000.00000
442013.07.08 00:00modify150.011.355911.346911.35991
452013.07.08 18:21t/p150.011.359911.346911.359913.0296.23
462013.08.05 00:00sell160.011.379430.000000.00000
472013.08.05 00:00modify160.011.379431.388431.37543
482013.08.05 19:59t/p160.011.375431.388431.375433.0299.25
492013.08.26 00:00sell170.011.406270.000000.00000
502013.08.26 00:00modify170.011.406271.415271.40227
512013.08.28 13:41t/p170.011.402271.415271.402273.06102.31
522013.09.02 00:01buy180.011.391320.000000.00000
532013.09.02 00:01modify180.011.391321.382321.39532
542013.09.04 13:13s/l180.011.382321.382321.39532-6.8995.41
552013.09.09 00:00buy190.011.370920.000000.00000
562013.09.09 00:00modify190.011.370921.361921.37492
572013.09.09 18:01t/p190.011.374921.361921.374923.0298.43
582013.09.23 00:00sell200.011.396040.000000.00000
592013.09.23 00:00modify200.011.396041.405041.39204
602013.09.23 04:57t/p200.011.392041.405041.392043.03101.46
612013.10.27 23:00sell210.011.442340.000000.00000
622013.10.27 23:00modify210.011.442341.451341.43834
632013.10.29 09:00t/p210.011.438341.451341.438343.06104.52
642013.11.04 00:00buy220.011.405190.000000.00000
652013.11.04 00:00modify220.011.405191.396191.40919
662013.11.05 05:30t/p220.011.409191.396191.409192.99107.51
672013.11.25 00:00sell230.011.426750.000000.00000
682013.11.25 00:00modify230.011.426751.435751.42275
692013.11.27 11:44s/l230.011.435751.435751.42275-6.78100.73
702013.12.02 00:00sell240.011.442900.000000.00000
712013.12.02 00:00modify240.011.442901.451901.43890
722013.12.02 15:04t/p240.011.438901.451901.438903.02103.75
732013.12.09 00:00sell250.011.460000.000000.00000
742013.12.09 00:00modify250.011.460001.469001.45600
752013.12.12 11:17t/p250.011.456001.469001.456003.11106.86
762013.12.30 00:00sell260.011.472070.000000.00000
772013.12.30 00:00modify260.011.472071.481071.46807
782013.12.30 22:52t/p260.011.468071.481071.468073.03109.89
792014.01.06 00:01buy270.011.445520.000000.00000
802014.01.06 00:01modify270.011.445521.436521.44952
812014.01.06 14:53t/p270.011.449521.436521.449523.02112.91
822014.01.13 00:00sell280.011.491760.000000.00000
832014.01.13 00:00modify280.011.491761.500761.48776
842014.01.13 15:25t/p280.011.487761.500761.487763.03115.94
852014.01.27 00:00sell290.011.513300.000000.00000
862014.01.27 00:00modify290.011.513301.522301.50930
872014.01.27 14:20t/p290.011.509301.522301.509303.02118.96
882014.02.03 00:00buy300.011.498480.000000.00000
892014.02.03 00:00modify300.011.498481.489481.50248
902014.02.03 09:11t/p300.011.502481.489481.502483.03121.99
912014.02.24 00:00sell310.011.525100.000000.00000
922014.02.24 00:00modify310.011.525101.534101.52110
932014.02.24 15:57t/p310.011.521101.534101.521103.03125.02
942014.03.09 23:00sell320.011.538740.000000.00000
952014.03.09 23:00modify320.011.538741.547741.53474
962014.03.12 14:20s/l320.011.547741.547741.53474-6.76118.25
972014.03.31 00:00buy330.011.522180.000000.00000
982014.03.31 00:00modify330.011.522181.513181.52618
992014.04.01 10:40t/p330.011.526181.513181.526182.99121.24
1002014.04.07 00:00buy340.011.503690.000000.00000
1012014.04.07 00:00modify340.011.503691.494691.50769
1022014.04.07 12:12t/p340.011.507691.494691.507693.02124.26
1032014.04.14 00:00sell350.011.519420.000000.00000
1042014.04.14 00:00modify350.011.519421.528421.51542
1052014.04.14 15:33t/p350.011.515421.528421.515423.03127.29
1062014.05.12 00:00buy360.011.499080.000000.00000
1072014.05.12 00:00modify360.011.499081.490081.50308
1082014.05.13 10:18t/p360.011.503081.490081.503082.99130.28
1092014.05.19 00:00buy370.011.487350.000000.00000
1102014.05.19 00:00modify370.011.487351.478351.49135
1112014.05.19 16:01t/p370.011.491351.478351.491353.03133.31
1122014.06.09 00:00sell380.011.490410.000000.00000
1132014.06.09 00:00modify380.011.490411.499411.48641
1142014.06.09 14:16t/p380.011.486411.499411.486413.02136.33
1152014.06.16 00:00buy390.011.470040.000000.00000
1162014.06.16 00:00modify390.011.470041.461041.47404
1172014.06.16 15:45t/p390.011.474041.461041.474043.03139.36
1182014.07.14 00:00sell400.011.459840.000000.00000
1192014.07.14 00:00modify400.011.459841.468841.45584
1202014.07.16 15:38t/p400.011.455841.468841.455843.06142.42
1212014.07.21 00:00buy410.011.451880.000000.00000
1222014.07.21 00:00modify410.011.451881.442881.45588
1232014.07.23 10:17s/l410.011.442881.442881.45588-6.89135.52
1242014.08.04 00:00sell420.011.466080.000000.00000
1252014.08.04 00:00modify420.011.466081.475081.46208
1262014.08.06 15:43t/p420.011.462081.475081.462083.06138.58
1272014.08.18 00:00buy430.011.457720.000000.00000
1282014.08.18 00:00modify430.011.457721.448721.46172
1292014.08.22 18:33s/l430.011.448721.448721.46172-7.05131.53
1302014.08.25 00:00buy440.011.447020.000000.00000
1312014.08.25 00:00modify440.011.447021.438021.45102
1322014.08.27 06:18s/l440.011.438021.438021.45102-6.89124.64
1332014.09.01 00:00buy450.011.427440.000000.00000
1342014.09.01 00:00modify450.011.427441.418441.43144
1352014.09.02 12:01t/p450.011.431441.418441.431442.99127.63
1362014.09.08 00:00buy460.011.409100.000000.00000
1372014.09.08 00:00modify460.011.409101.400101.41310
1382014.09.08 15:26t/p460.011.413101.400101.413103.03130.66
1392014.09.15 00:00sell470.011.437530.000000.00000
1402014.09.15 00:00modify470.011.437531.446531.43353
1412014.09.15 11:46t/p470.011.433531.446531.433533.03133.69
1422014.09.22 00:00buy480.011.407410.000000.00000
1432014.09.22 00:00modify480.011.407411.398411.41141
1442014.09.22 11:37t/p480.011.411411.398411.411413.02136.71
1452014.10.26 23:00buy490.011.423160.000000.00000
1462014.10.26 23:00modify490.011.423161.414161.42716
1472014.10.27 16:01t/p490.011.427161.414161.427162.98139.68
1482014.11.03 00:00buy500.011.411130.000000.00000
1492014.11.03 00:00modify500.011.411131.402131.41513
1502014.11.03 19:17t/p500.011.415131.402131.415133.03142.71
1512014.11.24 00:00buy510.011.388760.000000.00000
1522014.11.24 00:00modify510.011.388761.379761.39276
1532014.11.24 09:23t/p510.011.392761.379761.392763.02145.73
1542014.12.08 00:00buy520.011.405250.000000.00000
1552014.12.08 00:00modify520.011.405251.396251.40925
1562014.12.08 17:48t/p520.011.409251.396251.409253.03148.76
1572014.12.15 00:00sell530.011.445720.000000.00000
1582014.12.15 00:00modify530.011.445721.454721.44172
1592014.12.15 01:33t/p530.011.441721.454721.441723.02151.78
1602014.12.22 00:00buy540.021.417930.000000.00000
1612014.12.22 00:00modify540.021.417931.408931.42193
1622014.12.22 11:04t/p540.021.421931.408931.421936.06157.84
1632015.01.19 00:00buy550.021.383470.000000.00000
1642015.01.19 00:00modify550.021.383471.374471.38747
1652015.01.19 11:12t/p550.021.387471.374471.387476.05163.89
1662015.02.02 00:00sell560.021.436210.000000.00000
1672015.02.02 00:00modify560.021.436211.445211.43221
1682015.02.02 10:31s/l560.021.445211.445211.43221-13.61150.28
1692015.02.09 00:00buy570.021.416230.000000.00000
1702015.02.09 00:00modify570.021.416231.407231.42023
1712015.02.09 10:03t/p570.021.420231.407231.420236.05156.33
1722015.03.02 00:00buy580.021.397910.000000.00000
1732015.03.02 00:00modify580.021.397911.388911.40191
1742015.03.02 11:56t/p580.021.401911.388911.401916.05162.38
1752015.03.08 23:00buy590.021.366220.000000.00000
1762015.03.08 23:00modify590.021.366221.357221.37022
1772015.03.09 10:02t/p590.021.370221.357221.370225.98168.36
1782015.03.15 23:00buy600.021.339460.000000.00000
1792015.03.15 23:00modify600.021.339461.330461.34346
1802015.03.16 01:03t/p600.021.343461.330461.343465.97174.33
1812015.03.30 00:00sell610.021.371730.000000.00000
1822015.03.30 00:00modify610.021.371731.380731.36773
1832015.03.31 11:16t/p610.021.367731.380731.367736.09180.42
1842015.04.13 00:00buy620.021.331360.000000.00000
1852015.04.13 00:00modify620.021.331361.322361.33536
1862015.04.13 03:54t/p620.021.335361.322361.335366.06186.48
1872015.05.04 00:00sell630.021.360120.000000.00000
1882015.05.04 00:00modify630.021.360121.369121.35612
1892015.05.04 11:02t/p630.021.356121.369121.356126.06192.54
1902015.05.18 00:00sell640.021.374020.000000.00000
1912015.05.18 00:00modify640.021.374021.383021.37002
1922015.05.18 11:09t/p640.021.370021.383021.370026.06198.60
1932015.05.25 00:00buy650.021.351660.000000.00000
1942015.05.25 00:00modify650.021.351661.342661.35566
1952015.05.26 16:49t/p650.021.355661.342661.355665.98204.57
1962015.06.01 00:00sell660.021.365900.000000.00000
1972015.06.01 00:00modify660.021.365901.374901.36190
1982015.06.01 10:23t/p660.021.361901.374901.361906.06210.63
1992015.06.08 00:00sell670.021.379700.000000.00000
2002015.06.08 00:00modify670.021.379701.388701.37570
2012015.06.08 09:53s/l670.021.388701.388701.37570-13.62197.01
2022015.06.29 00:00buy680.021.357940.000000.00000
2032015.06.29 00:00modify680.021.357941.348941.36194
2042015.06.29 09:29t/p680.021.361941.348941.361946.05203.06
2052015.07.06 00:00sell690.021.384660.000000.00000
2062015.07.06 00:00modify690.021.384661.393661.38066
2072015.07.06 08:41s/l690.021.393661.393661.38066-13.63189.43
2082015.07.13 00:00sell700.021.408480.000000.00000
2092015.07.13 00:00modify700.021.408481.417481.40448
2102015.07.13 09:47s/l700.021.417481.417481.40448-13.64175.79
2112015.07.27 00:00sell710.021.431860.000000.00000
2122015.07.27 00:00modify710.021.431861.440861.42786
2132015.07.27 10:15s/l710.021.440861.440861.42786-13.64162.15
2142015.08.17 00:00sell720.021.455280.000000.00000
2152015.08.17 00:00modify720.021.455281.464281.45128
2162015.08.17 18:02t/p720.021.451281.464281.451286.06168.21
2172015.08.24 00:00sell730.021.499350.000000.00000
2182015.08.24 00:00modify730.021.499351.508351.49535
2192015.08.24 02:14s/l730.021.508351.508351.49535-13.63154.58
2202015.08.31 00:00buy740.021.475700.000000.00000
2212015.08.31 00:00modify740.021.475701.466701.47970
2222015.08.31 01:36t/p740.021.479701.466701.479706.06160.64