Strategy Tester Report
Quantum_v2_Expert-fix3
Alpari-ECN-Demo (Build 950)

СимволEURUSD (Euro vs US Dollar)
Период15 Минут (M15) 2011.01.02 22:00 - 2016.02.04 23:59 (2011.02.01 - 2016.02.01)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметрыi_string1="Orders / Ордера"; i_staticLots=0; i_dynamicLots=2.05; i_tpSize=0; i_slShift=32; i_string2="Параметры Stochastic и Quantum"; i_periodK=180; i_periodD=100; i_slowing=3; i_highLevel=70; i_lowLevel=30; i_highCloseLevel=95; i_lowCloseLevel=15; i_extremumRank=250; i_string3="Другие параметры"; i_slippage=3; i_openOrderSound="ok.wav"; i_magicNumber=2353; tradem="1,2,3,4,5,6,8,9,11,12"; traded="2,4,5"; tradec="1,3,4,7,10,12,13,15,17,18,19,20,21,22,23,24,27,28,31"; tradeh="0,1,2,4,7,8,9,11,14,16,17,18,21";
Баров в истории127038Смоделировано тиков111799372Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит500.00Спред10
Чистая прибыль12495.41Общая прибыль14332.92Общий убыток-1837.51
Прибыльность7.80Матожидание выигрыша105.00
Абсолютная просадка221.84Максимальная просадка1471.13 (10.82%)Относительная просадка48.36% (260.54)
Всего сделок119Короткие позиции (% выигравших)59 (72.88%)Длинные позиции (% выигравших)60 (80.00%)
Прибыльные сделки (% от всех)91 (76.47%)Убыточные сделки (% от всех)28 (23.53%)
Самая большаяприбыльная сделка2250.80убыточная сделка-358.05
Средняяприбыльная сделка157.50убыточная сделка-65.63
Максимальное количествонепрерывных выигрышей (прибыль)19 (10320.78)непрерывных проигрышей (убыток)4 (-136.73)
Макс.непрерывная прибыль (число выигрышей)10320.78 (19)непрерывный убыток (число проигрышей)-358.05 (1)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12011.02.10 08:45sell10.051.369321.377480.00000
22011.02.10 12:45close10.051.363301.377480.0000030.10530.10
32011.02.24 11:00sell20.051.370831.381830.00000
42011.02.24 18:19s/l20.051.381831.381830.00000-55.00475.10
52011.03.15 07:30sell30.041.392031.403480.00000
62011.03.17 12:52s/l30.041.403481.403480.00000-45.54429.56
72011.03.17 17:15sell40.041.398311.408390.00000
82011.03.18 06:34s/l40.041.408391.408390.00000-40.26389.30
92011.03.22 16:30sell50.031.421521.428000.00000
102011.03.23 15:00close50.031.414131.428000.0000022.22411.52
112011.03.31 17:30sell60.041.416861.426480.00000
122011.04.01 17:15close60.041.410521.426480.0000025.42436.94
132011.04.07 11:30sell70.041.428631.438090.00000
142011.04.08 07:37s/l70.041.438091.438090.00000-37.78399.17
152011.04.28 16:00sell80.041.479101.491080.00000
162011.05.02 07:30close80.041.478081.491080.000004.21403.37
172011.05.10 00:30buy90.041.435661.422370.00000
182011.05.11 20:26s/l90.041.422371.422370.00000-53.38349.99
192011.05.19 11:45sell100.031.422481.433730.00000
202011.05.20 11:52s/l100.031.433731.433730.00000-33.70316.29
212011.05.20 14:15sell110.031.426521.437720.00000
222011.05.20 16:00close110.031.422581.437720.0000011.82328.11
232011.05.20 21:45buy120.031.422091.410790.00000
242011.05.23 02:51s/l120.031.410791.410790.00000-34.06294.05
252011.05.24 11:15buy130.031.406531.393740.00000
262011.05.26 10:00close130.031.418791.393740.0000036.12330.17
272011.05.31 21:00sell140.031.436711.445560.00000
282011.06.01 19:28s/l140.031.445561.445560.00000-26.50303.67
292011.06.17 00:30buy150.031.419121.404110.00000
302011.06.17 19:15close150.031.431671.404110.0000037.65341.32
312011.08.19 16:00buy160.031.437961.422680.00000
322011.08.23 12:15close160.031.447831.422680.0000029.28370.60
332011.08.23 17:00sell170.031.444271.453150.00000
342011.08.25 18:45close170.031.436471.453150.0000023.59394.19
352011.09.23 04:15buy180.041.356001.335510.00000
362011.09.27 13:00close180.041.348911.335510.00000-28.80365.39
372011.11.04 17:30sell190.031.377131.389730.00000
382011.11.09 13:45close190.031.371771.389730.0000016.22381.61
392011.11.10 14:15buy200.031.360301.345150.00000
402011.11.11 18:30close200.031.368621.345150.0000024.80406.41
412011.11.17 09:15buy210.041.348991.338960.00000
422011.11.18 19:00close210.041.353911.338960.0000019.46425.87
432011.12.15 17:00buy220.041.302111.291610.00000
442011.12.16 18:45close220.041.302911.291610.000002.98428.85
452011.12.20 21:00sell230.041.307491.316350.00000
462011.12.21 14:22s/l230.041.316351.316350.00000-35.38393.47
472012.01.10 21:00sell240.041.277791.284920.00000
482012.01.11 14:45close240.041.270431.284920.0000029.50422.97
492012.01.12 02:45buy250.041.271431.263340.00000
502012.01.12 18:00close250.041.281771.263340.0000041.36464.33
512012.01.24 14:15sell260.041.300231.309120.00000
522012.01.25 14:45close260.041.295351.309120.0000019.58483.92
532012.02.21 02:30sell270.041.320261.330860.00000
542012.02.23 12:00s/l270.041.330861.330860.00000-42.14441.77
552012.02.23 14:30sell280.041.329811.337300.00000
562012.02.24 00:23s/l280.041.337301.337300.00000-29.90411.88
572012.03.13 18:45buy290.041.311391.301980.00000
582012.03.14 18:45s/l290.041.301981.301980.00000-37.86374.02
592012.03.23 14:45sell300.031.323431.332390.00000
602012.03.26 15:46s/l300.031.332391.332390.00000-26.83347.19
612012.04.27 11:45buy310.031.320151.312500.00000
622012.04.30 03:30close310.031.323571.312500.0000010.10357.28
632012.05.03 16:15buy320.031.317021.306700.00000
642012.05.07 00:00s/l320.031.306701.306700.00000-31.29325.99
652012.05.17 16:00buy330.031.271201.263440.00000
662012.05.21 03:45close330.031.279371.263440.0000024.18350.17
672012.05.24 16:15buy340.031.259871.248340.00000
682012.05.28 11:15close340.031.257191.248340.00000-8.37341.80
692012.06.01 16:15buy350.031.235291.226610.00000
702012.06.04 16:30close350.031.247221.226610.0000035.63377.43
712012.06.07 18:00sell360.031.256241.265690.00000
722012.06.08 11:45close360.031.245811.265690.0000031.34408.76
732012.08.03 11:30buy370.041.221241.210190.00000
742012.08.03 19:15close370.041.237921.210190.0000066.72475.48
752012.08.07 21:45sell380.041.241101.247490.00000
762012.08.08 12:45close380.041.235921.247490.0000020.78496.27
772012.08.10 17:45buy390.051.231271.220920.00000
782012.08.13 14:00close390.051.233781.220920.0000012.28508.54
792012.08.28 11:15buy400.051.250731.243300.00000
802012.08.28 20:30close400.051.257201.243300.0000032.35540.89
812012.08.31 17:45sell410.051.259511.265950.00000
822012.09.04 18:15close410.051.256291.265950.0000016.26557.15
832012.09.27 02:45buy420.051.288401.280300.00000
842012.09.27 21:15close420.051.292541.280300.0000020.70577.85
852012.09.28 17:00sell430.051.289451.299160.00000
862012.09.28 18:45close430.051.284881.299160.0000022.85600.70
872012.11.13 14:45buy440.061.271081.262920.00000
882012.11.15 00:00close440.061.273391.262920.0000012.54613.24
892012.11.15 00:00sell450.061.273391.280610.00000
902012.11.16 18:15close450.061.269751.280610.0000021.94635.18
912012.11.20 01:45sell460.061.276871.285160.00000
922012.11.21 07:30close460.061.275461.285160.000008.56643.74
932012.12.27 18:45sell470.061.323431.331540.00000
942012.12.28 12:30close470.061.318311.331540.0000030.82674.55
952012.12.28 17:00buy480.061.321071.313350.00000
962013.01.02 05:45close480.061.329581.313350.0000050.07724.62
972013.01.31 14:45sell490.071.354251.361900.00000
982013.02.01 04:23s/l490.071.361901.361900.00000-53.44671.18
992013.02.01 17:45sell500.061.361161.370650.00000
1002013.02.01 19:18s/l500.061.370651.370650.00000-56.94614.24
1012013.02.12 17:15sell510.061.341931.349840.00000
1022013.02.13 15:29s/l510.061.349841.349840.00000-47.36566.88
1032013.02.15 17:15buy520.051.335081.327400.00000
1042013.02.20 03:15close520.051.340821.327400.0000027.88594.75
1052013.03.01 21:15buy530.061.302781.293440.00000
1062013.03.07 22:15close530.061.311231.293440.0000048.72643.47
1072013.04.04 16:30buy540.061.278931.271480.00000
1082013.04.04 20:45close540.061.293801.271480.0000089.22732.69
1092013.04.12 16:30buy550.071.307941.300640.00000
1102013.04.16 19:30close550.071.318481.300640.0000073.01805.70
1112013.04.23 17:00buy560.081.301931.294100.00000
1122013.04.25 15:30close560.081.308911.294100.0000054.08859.78
1132013.05.03 17:00buy570.081.311201.300310.00000
1142013.05.08 22:45close570.081.315461.300310.0000032.76892.54
1152013.05.23 11:30buy580.091.288451.278940.00000
1162013.05.29 20:45close580.091.292451.278940.0000034.02926.56
1172013.06.04 17:30sell590.091.304821.313940.00000
1182013.06.06 15:39s/l590.091.313941.313940.00000-81.50845.06
1192013.06.18 14:45sell600.081.337531.343070.00000
1202013.06.19 22:00close600.081.327331.343070.0000081.73926.79
1212013.06.27 08:00buy610.091.303211.295290.00000
1222013.06.28 15:45close610.091.309251.295290.0000053.87980.65
1232013.06.28 16:45sell620.101.306401.313490.00000
1242013.06.28 18:15close620.101.300381.313490.0000060.201040.85
1252013.08.01 16:30buy630.101.325481.316120.00000
1262013.08.06 19:30close630.101.329341.316120.0000036.951077.80
1272013.08.15 18:00buy640.111.325061.317340.00000
1282013.08.16 16:15close640.111.336861.317340.00000129.201207.00
1292013.08.22 16:15buy650.121.334091.326590.00000
1302013.08.29 09:55s/l650.121.326591.326590.00000-94.621112.38
1312013.09.20 18:15sell660.111.351481.360050.00000
1322013.09.23 17:30close660.111.348621.360050.0000031.641144.01
1332013.11.07 01:00sell670.111.351241.357910.00000
1342013.11.07 16:30close670.111.336041.357910.00000167.201311.21
1352013.11.15 18:45sell680.131.347831.353720.00000
1362013.11.18 17:41s/l680.131.353721.353720.00000-76.361234.85
1372013.11.28 16:00sell690.121.359251.365000.00000
1382013.12.02 12:30close690.121.356411.365000.0000034.461269.32
1392013.12.12 00:00sell700.131.378561.384270.00000
1402013.12.12 20:45close700.131.374751.384270.0000049.531318.85
1412013.12.13 11:30buy710.131.376371.370500.00000
1422013.12.16 14:45close710.131.378251.370500.0000023.731342.57
1432013.12.20 18:30buy720.131.368591.359280.00000
1442013.12.24 04:15close720.131.368301.359280.00000-5.201337.37
1452013.12.24 04:15sell730.131.368301.374860.00000
1462013.12.24 17:15close730.131.366271.374860.0000026.391363.76
1472013.12.27 16:45sell740.131.382111.392520.00000
1482014.01.02 08:15close740.131.374701.392520.0000097.581461.34
1492014.01.28 17:00buy750.141.366701.359700.00000
1502014.01.30 12:30s/l750.141.359701.359700.00000-101.081360.26
1512014.02.07 11:45sell760.131.356391.365080.00000
1522014.02.10 19:15s/l760.131.365081.365080.00000-112.761247.50
1532014.02.13 04:30buy770.121.360101.353030.00000
1542014.02.14 10:30close770.121.370061.353030.00000118.861366.36
1552014.02.20 17:15buy780.141.372031.365350.00000
1562014.02.24 15:00close780.141.373631.365350.0000020.861387.22
1572014.02.27 18:00buy790.141.368461.361120.00000
1582014.02.28 13:30close790.141.380561.361120.00000168.631555.85
1592014.03.13 18:45sell800.151.392691.399870.00000
1602014.03.13 21:30close800.151.384791.399870.00000118.501674.35
1612014.03.21 17:15buy810.171.379981.371740.00000
1622014.03.24 21:45close810.171.383691.371740.0000062.131736.48
1632014.03.28 14:30buy820.171.373481.367280.00000
1642014.03.31 14:15close820.171.379931.367280.00000108.721845.20
1652014.04.15 17:45buy830.181.382251.375830.00000
1662014.04.16 11:15close830.181.384191.375830.0000033.931879.13
1672014.04.17 16:30sell840.191.384461.389650.00000
1682014.04.18 01:30close840.191.381231.389650.0000061.671940.80
1692014.05.13 16:30buy850.191.372841.366690.00000
1702014.05.15 10:53s/l850.191.366691.366690.00000-121.031819.77
1712014.05.15 17:15buy860.181.368871.361640.00000
1722014.05.19 18:30close860.181.371851.361640.0000051.661871.43
1732014.06.13 14:00sell870.191.354151.361100.00000
1742014.06.16 10:45close870.191.352261.361100.0000036.211907.64
1752014.08.21 16:45buy880.191.326921.320970.00000
1762014.08.22 09:45close880.191.329431.320970.0000046.641954.29
1772014.09.12 21:15sell890.201.294481.301130.00000
1782014.09.15 15:15close890.201.291131.301130.0000067.322021.61
1792014.09.18 11:30buy900.201.288601.280240.00000
1802014.09.23 13:15close900.201.289111.280240.000006.902028.51
1812014.11.07 18:00buy910.201.243021.232600.00000
1822014.11.10 14:15close910.201.249841.232600.00000135.302163.81
1832014.11.27 11:45sell920.221.248211.256320.00000
1842014.11.28 03:30close920.221.245291.256320.0000064.592228.40
1852014.12.04 17:00buy930.221.239641.226340.00000
1862014.12.04 19:15close930.221.245021.226340.00000118.362346.76
1872015.02.13 16:00sell940.241.138101.147470.00000
1882015.02.16 20:15close940.241.137331.147470.0000018.862365.63
1892015.02.17 18:00sell950.241.139931.148090.00000
1902015.02.18 20:30close950.241.134041.148090.00000141.742507.37
1912015.02.20 18:45buy960.251.135401.124700.00000
1922015.02.25 10:30close960.251.138101.124700.0000063.382570.75
1932015.03.03 17:45buy970.261.118451.112260.00000
1942015.03.04 12:10s/l970.261.112261.112260.00000-162.372408.38
1952015.03.19 00:00sell980.241.086271.106710.00000
1962015.03.19 19:00close980.241.062051.106710.00000581.282989.66
1972015.03.24 16:45sell990.301.093301.106120.00000
1982015.03.26 17:45close990.301.091931.106120.0000043.023032.68
1992015.03.27 17:30buy1000.311.088351.076910.00000
2002015.03.31 10:15s/l1000.311.076911.076910.00000-358.052674.63
2012015.04.17 16:15sell1010.271.075461.088070.00000
2022015.04.20 15:30close1010.271.073121.088070.0000063.612738.24
2032015.04.21 16:00buy1020.281.071421.062790.00000
2042015.04.22 12:45close1020.281.079701.062790.00000230.302968.54
2052015.05.01 18:00sell1030.301.122041.132200.00000
2062015.05.04 12:45close1030.301.113141.132200.00000267.483236.02
2072015.05.12 08:45buy1040.331.117751.109900.00000
2082015.05.13 16:45close1040.331.132281.109900.00000477.683713.69
2092015.05.21 07:30buy1050.381.112291.103010.00000
2102015.05.22 13:15close1050.381.119901.103010.00000287.094000.78
2112015.06.04 16:15sell1060.411.127701.141180.00000
2122015.06.05 16:15close1060.411.109871.141180.00000731.694732.47
2132015.06.18 21:00sell1070.481.136531.146840.00000
2142015.06.23 05:45close1070.481.128381.146840.00000393.505125.97
2152015.09.04 11:15buy1080.521.115401.105530.00000
2162015.09.08 07:15close1080.521.121411.105530.00000306.805432.77
2172015.09.18 17:15sell1090.551.140381.149190.00000
2182015.09.18 23:00close1090.551.128181.149190.00000671.006103.77
2192015.09.24 21:15sell1100.621.122951.132780.00000
2202015.09.25 10:45close1100.621.113411.132780.00000592.476696.24
2212015.11.10 21:45buy1110.681.071481.064240.00000
2222015.11.13 09:00close1110.681.078651.064240.00000468.867165.10
2232015.11.13 09:00sell1120.731.078651.086200.00000
2242015.11.16 02:45close1120.731.070381.086200.00000604.887769.98
2252015.11.20 04:00sell1130.791.071621.079490.00000
2262015.11.20 19:45close1130.791.065631.079490.00000473.218243.19
2272015.11.24 01:15buy1140.841.063511.056060.00000
2282015.11.25 12:15close1140.841.064571.056060.0000084.428327.61
2292015.12.03 16:00buy1150.851.066581.050740.00000
2302015.12.03 21:45close1150.851.093061.050740.000002250.8010578.41
2312015.12.10 11:45sell1161.081.097281.107460.00000
2322015.12.11 13:15close1161.081.094111.107460.00000344.0910922.50
2332015.12.18 21:15buy1171.111.083711.077060.00000
2342015.12.21 18:45close1171.111.091351.077060.00000841.9311764.43
2352016.01.04 14:15sell1181.201.090551.097830.00000
2362016.01.04 18:15close1181.201.081521.097830.000001083.6012848.03
2372016.01.21 21:15buy1191.311.084311.074600.00000
2382016.01.26 10:00close1191.311.085601.074600.00000147.3812995.41