Strategy Tester Report
FST_ABB 1_11_1
Alpari-Demo2 (Build 445)

СимволGBPUSD (Great Britain Pound vs US Dollar)
Период15 Минут (M15) 2012.10.29 00:00 - 2012.12.20 23:45 (2012.10.29 - 2012.12.21)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыUseMAGIC=true; MinRisk=2; MaxRisk=19; MinRiskExponent=1; MaxRiskExponent=1; MaxOrders=14; MaxOrdersStopNextStep=8; MultiLotsFactor=1.5; StepOrders=12; TakeProfit=200; Slippage=3; Grid_Ariphmetic=true; Grid_Multiplier=false; Grid_Ratio=5.2; MagicNumber=5050; t2="============== Сигналы ============="; UseSignal_MA=true; TimeFrame_MA=240; UseSignal_CCI=false; TimeFrame_CCI=15; UseSignal_RSI=true; TimeFrame_RSI=15; UseSignal_Bars=false; TimeFrame_Bars=15; UseSignal_AC_AO=false; TimeFrame_AC_AO=15; t3="======= Параметры индикаторов ======"; Period_MA1=21; Period_MA2=55; Period_MA3=200; Period_CCI=16; Filter_CCI_Min=-200; Filter_CCI_Max=200; Period_RSI=14; Logic_RSI=true; Filter_RSI_Min=30; Filter_RSI_Max=70; t4="============ Трейлинг =============="; UseTrailing=true; TrailStart=30; TrailStop=2; t5="====== Защита от стопаута =========="; SafeEquityStopOut=false; SafeEquityRisk=40; t6="====== Отображение информации ======"; IndicationAll=true; IndicationTopLeft=true; IndicationTopRight=false; IndicationBottomLeft=true; IndicationBottomRight=true; FontSize=10; t7="========= Настройка цветов ========="; UseColorBlackFon=true; ColorText=Silver; ColorDemo=DarkTurquoise; ColorReal=MediumSpringGreen; ColorProfit=LimeGreen; ColorLoss=OrangeRed; СolorNeededLong=DeepSkyBlue; СolorNeededShort=DeepPink; СolorFullLock=LimeGreen; t8="==== Индикатор прибыли i-Profit ===="; lCalcCurrentSymbol=true; iCalcPercentProfit=5; ShiftRow=42; StepRow=12; ShiftColumn1=5; ShiftColumn2=105; ShiftColumn3=170;
Баров в истории4741Смоделировано тиков1619822Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит10000.00
Чистая прибыль3562.84Общая прибыль4047.92Общий убыток-485.09
Прибыльность8.34Матожидание выигрыша93.76
Абсолютная просадка5171.45Максимальная просадка6239.68 (56.37%)Относительная просадка56.37% (6239.68)
Всего сделок38Короткие позиции (% выигравших)19 (84.21%)Длинные позиции (% выигравших)19 (78.95%)
Прибыльные сделки (% от всех)31 (81.58%)Убыточные сделки (% от всех)7 (18.42%)
Самая большаяприбыльная сделка930.95убыточная сделка-137.93
Средняяприбыльная сделка130.58убыточная сделка-69.30
Максимальное количествонепрерывных выигрышей (прибыль)12 (847.38)непрерывных проигрышей (убыток)4 (-434.18)
Максимальнаянепрерывная прибыль (число выигрышей)1982.24 (4)непрерывный убыток (число проигрышей)-434.18 (4)
Среднийнепрерывный выигрыш8непрерывный проигрыш2
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12012.10.29 14:45buy10.101.603790.000000.00000
22012.10.29 14:45modify10.101.603790.000001.62379
32012.10.29 18:15buy20.151.602570.000000.00000
42012.10.29 18:15modify20.151.602570.000001.62306
52012.10.29 18:15modify10.101.603790.000001.62306
62012.10.29 18:30buy30.231.600940.000000.00000
72012.10.29 18:30modify30.231.600940.000001.62204
82012.10.29 18:30modify20.151.602570.000001.62204
92012.10.29 18:30modify10.101.603790.000001.62204
102012.10.30 09:15modify30.231.600941.605031.62204
112012.10.30 09:15modify20.151.602571.605031.62204
122012.10.30 09:15modify10.101.603791.605031.62204
132012.10.30 09:19s/l10.101.605031.605031.6220412.3310012.33
142012.10.30 09:19s/l20.151.605031.605031.6220436.8010049.13
152012.10.30 09:19s/l30.231.605031.605031.6220493.9110143.03
162012.10.30 10:15sell40.111.606210.000000.00000
172012.10.30 10:15modify40.111.606210.000001.58621
182012.10.30 14:30sell50.171.607700.000000.00000
192012.10.30 14:30modify50.171.607700.000001.58711
202012.10.30 14:30modify40.111.606210.000001.58711
212012.10.31 10:00sell60.251.608950.000000.00000
222012.10.31 10:00modify60.251.608950.000001.58798
232012.10.31 10:00modify50.171.607700.000001.58798
242012.10.31 10:00modify40.111.606210.000001.58798
252012.10.31 10:45sell70.341.611320.000000.00000
262012.10.31 10:45modify70.341.611320.000001.58929
272012.10.31 10:45modify60.251.608950.000001.58929
282012.10.31 10:45modify50.171.607700.000001.58929
292012.10.31 10:45modify40.111.606210.000001.58929
302012.11.01 10:15sell80.511.615200.000000.00000
312012.11.01 10:15modify80.511.615200.000001.59147
322012.11.01 10:15modify70.341.611320.000001.59147
332012.11.01 10:15modify60.251.608950.000001.59147
342012.11.01 10:15modify50.171.607700.000001.59147
352012.11.01 10:15modify40.111.606210.000001.59147
362012.11.02 07:30buy90.111.610690.000000.00000
372012.11.02 07:30modify90.111.610690.000001.63069
382012.11.02 08:00buy100.171.609340.000000.00000
392012.11.02 08:00modify100.171.609340.000001.62987
402012.11.02 08:00modify90.111.610690.000001.62987
412012.11.02 14:30modify80.511.615201.608281.59147
422012.11.02 14:30modify70.341.611321.608281.59147
432012.11.02 14:30modify60.251.608951.608281.59147
442012.11.02 14:30modify50.171.607701.608281.59147
452012.11.02 14:30modify40.111.606211.608281.59147
462012.11.02 14:30buy110.251.608080.000000.00000
472012.11.02 14:30modify110.251.608080.000001.62903
482012.11.02 14:30modify100.171.609340.000001.62903
492012.11.02 14:30modify90.111.610690.000001.62903
502012.11.02 14:30s/l40.111.608281.608281.59147-24.0410119.00
512012.11.02 14:30s/l50.171.608281.608281.59147-11.8210107.18
522012.11.02 14:30s/l60.251.608281.608281.5914714.4510121.63
532012.11.02 14:30s/l70.341.608281.608281.59147100.2310221.87
542012.11.02 14:30s/l80.511.608281.608281.59147351.7510573.61
552012.11.02 14:45buy120.371.605040.000000.00000
562012.11.02 14:45modify120.371.605040.000001.62739
572012.11.02 14:45modify110.251.608080.000001.62739
582012.11.02 14:45modify100.171.609340.000001.62739
592012.11.02 14:45modify90.111.610690.000001.62739
602012.11.02 21:00buy130.561.602150.000000.00000
612012.11.02 21:00modify130.561.602150.000001.62538
622012.11.02 21:00modify120.371.605040.000001.62538
632012.11.02 21:00modify110.251.608080.000001.62538
642012.11.02 21:00modify100.171.609340.000001.62538
652012.11.02 21:00modify90.111.610690.000001.62538
662012.11.05 11:45buy140.761.598450.000000.00000
672012.11.05 11:45modify140.761.598450.000001.62301
682012.11.05 11:45modify130.561.602150.000001.62301
692012.11.05 11:45modify120.371.605040.000001.62301
702012.11.05 11:45modify110.251.608080.000001.62301
712012.11.05 11:45modify100.171.609340.000001.62301
722012.11.05 11:45modify90.111.610690.000001.62301
732012.11.07 05:45sell150.111.600690.000000.00000
742012.11.07 05:45modify150.111.600690.000001.58069
752012.11.07 06:15sell160.171.602650.000000.00000
762012.11.07 06:15modify160.171.602650.000001.58188
772012.11.07 06:15modify150.111.600690.000001.58188
782012.11.07 14:30modify160.171.602651.597491.58188
792012.11.07 14:30modify150.111.600691.597491.58188
802012.11.07 14:31s/l150.111.597491.597491.5818835.2010608.81
812012.11.07 14:31s/l160.171.597491.597491.5818887.7210696.53
822012.11.08 12:15buy170.831.593990.000000.00000
832012.11.08 12:15modify170.831.593990.000001.62055
842012.11.08 12:15modify140.761.598450.000001.62055
852012.11.08 12:15modify130.561.602150.000001.62055
862012.11.08 12:15modify120.371.605040.000001.62055
872012.11.08 12:15modify110.251.608080.000001.62055
882012.11.08 12:15modify100.171.609340.000001.62055
892012.11.08 12:15modify90.111.610690.000001.62055
902012.11.09 05:15sell180.111.600580.000000.00000
912012.11.09 05:15modify180.111.600580.000001.58058
922012.11.09 10:45modify180.111.600581.597141.58058
932012.11.09 11:00modify180.111.600581.597011.58058
942012.11.09 11:00s/l180.111.597011.597011.5805839.2710735.80
952012.11.09 20:45buy190.691.589120.000000.00000
962012.11.09 20:45modify190.691.589120.000001.61844
972012.11.09 20:45modify170.831.593990.000001.61844
982012.11.09 20:45modify140.761.598450.000001.61844
992012.11.09 20:45modify130.561.602150.000001.61844
1002012.11.09 20:45modify120.371.605040.000001.61844
1012012.11.09 20:45modify110.251.608080.000001.61844
1022012.11.09 20:45modify100.171.609340.000001.61844
1032012.11.09 20:45modify90.111.610690.000001.61844
1042012.11.16 09:45sell200.081.588550.000000.00000
1052012.11.16 09:45modify200.081.588550.000001.56855
1062012.11.16 13:00modify200.081.588551.585621.56855
1072012.11.16 13:14s/l200.081.585621.585621.5685523.4410759.24
1082012.11.16 22:45sell210.081.589840.000000.00000
1092012.11.16 22:45modify210.081.589840.000001.56984
1102012.11.19 04:15sell220.141.591380.000000.00000
1112012.11.19 04:15modify220.141.591380.000001.57082
1122012.11.19 04:15modify210.081.589840.000001.57082
1132012.11.20 13:30sell230.201.592730.000000.00000
1142012.11.20 13:30modify230.201.592730.000001.57173
1152012.11.20 13:30modify220.141.591380.000001.57173
1162012.11.20 13:30modify210.081.589840.000001.57173
1172012.11.21 09:15modify230.201.592731.588861.57173
1182012.11.21 09:15modify220.141.591381.588861.57173
1192012.11.21 09:15modify210.081.589841.588861.57173
1202012.11.21 09:16s/l210.081.588861.588861.571737.2910766.53
1212012.11.21 09:16s/l220.141.588861.588861.5717334.6410801.17
1222012.11.21 09:16s/l230.201.588861.588861.5717376.9410878.11
1232012.11.21 23:00sell240.101.595290.000000.00000
1242012.11.21 23:00modify240.101.595290.000001.57529
1252012.11.22 01:45sell250.171.596620.000000.00000
1262012.11.22 01:45modify250.171.596620.000001.57613
1272012.11.22 01:45modify240.101.595290.000001.57613
1282012.11.22 19:00modify250.171.596621.593271.57613
1292012.11.22 19:00modify240.101.595291.593271.57613
1302012.11.22 19:11s/l240.101.593271.593271.5761319.5110897.62
1312012.11.22 19:11s/l250.171.593271.593271.5761356.9510954.57
1322012.11.23 16:45sell260.111.597410.000000.00000
1332012.11.23 16:45modify260.111.597410.000001.57741
1342012.11.23 17:30sell270.181.599840.000000.00000
1352012.11.23 17:30modify270.181.599840.000001.57892
1362012.11.23 17:30modify260.111.597410.000001.57892
1372012.11.23 18:15modify190.691.589121.601211.61844
1382012.11.23 18:15modify170.831.593991.601211.61844
1392012.11.23 18:15modify140.761.598451.601211.61844
1402012.11.23 18:15modify130.561.602151.601211.61844
1412012.11.23 18:15modify120.371.605041.601211.61844
1422012.11.23 18:15modify110.251.608081.601211.61844
1432012.11.23 18:15modify100.171.609341.601211.61844
1442012.11.23 18:15modify90.111.610691.601211.61844
1452012.11.23 18:15sell280.271.601410.000000.00000
1462012.11.23 18:15modify280.271.601410.000001.58012
1472012.11.23 18:15modify270.181.599840.000001.58012
1482012.11.23 18:15modify260.111.597410.000001.58012
1492012.11.23 18:30modify190.691.589121.602711.61844
1502012.11.23 18:30modify170.831.593991.602711.61844
1512012.11.23 18:30modify140.761.598451.602711.61844
1522012.11.23 18:30modify130.561.602151.602711.61844
1532012.11.23 18:30modify120.371.605041.602711.61844
1542012.11.23 18:30modify110.251.608081.602711.61844
1552012.11.23 18:30modify100.171.609341.602711.61844
1562012.11.23 18:30modify90.111.610691.602711.61844
1572012.11.23 18:30s/l90.111.602711.602711.61844-89.4010865.17
1582012.11.23 18:30s/l100.171.602711.602711.61844-115.2110749.96
1592012.11.23 18:30s/l110.251.602711.602711.61844-137.9310612.04
1602012.11.23 18:30s/l120.371.602711.602711.61844-91.6510520.39
1612012.11.23 18:30s/l130.561.602711.602711.6184423.1310543.52
1622012.11.23 18:30s/l140.761.602711.602711.61844313.1210856.64
1632012.11.23 18:30s/l170.831.602711.602711.61844715.0411571.68
1642012.11.23 18:30s/l190.691.602711.602711.61844930.9512502.63
1652012.11.23 19:15sell290.441.604110.000000.00000
1662012.11.23 19:15modify290.441.604110.000001.58188
1672012.11.23 19:15modify280.271.601410.000001.58188
1682012.11.23 19:15modify270.181.599840.000001.58188
1692012.11.23 19:15modify260.111.597410.000001.58188
1702012.11.28 14:00modify290.441.604111.598711.58188
1712012.11.28 14:00modify280.271.601411.598711.58188
1722012.11.28 14:00modify270.181.599841.598711.58188
1732012.11.28 14:00modify260.111.597411.598711.58188
1742012.11.28 14:02s/l260.111.598711.598711.58188-15.0612487.57
1752012.11.28 14:02s/l270.181.598711.598711.5818819.1012506.67
1762012.11.28 14:02s/l280.271.598711.598711.5818871.0412577.70
1772012.11.28 14:02s/l290.441.598711.598711.58188234.5612812.27
1782012.11.30 09:15sell300.131.605540.000000.00000
1792012.11.30 09:15modify300.131.605540.000001.58554
1802012.11.30 15:15modify300.131.605541.601951.58554
1812012.11.30 15:15s/l300.131.601951.601951.5855446.6712858.94
1822012.11.30 16:00buy310.131.600350.000000.00000
1832012.11.30 16:00modify310.131.600350.000001.62035
1842012.12.03 04:00modify310.131.600351.604231.62035
1852012.12.03 04:15modify310.131.600351.604421.62035
1862012.12.03 04:20s/l310.131.604421.604421.6203552.8212911.76
1872012.12.06 18:15buy320.131.606600.000000.00000
1882012.12.06 18:15modify320.131.606600.000001.62660
1892012.12.06 19:30buy330.201.604950.000000.00000
1902012.12.06 19:30modify330.201.604950.000001.62560
1912012.12.06 19:30modify320.131.606600.000001.62560
1922012.12.07 11:30buy340.291.603670.000000.00000
1932012.12.07 11:30modify340.291.603670.000001.62470
1942012.12.07 11:30modify330.201.604950.000001.62470
1952012.12.07 11:30modify320.131.606600.000001.62470
1962012.12.07 14:30buy350.441.601400.000000.00000
1972012.12.07 14:30modify350.441.601400.000001.62333
1982012.12.07 14:30modify340.291.603670.000001.62333
1992012.12.07 14:30modify330.201.604950.000001.62333
2002012.12.07 14:30modify320.131.606600.000001.62333
2012012.12.10 15:15modify350.441.601401.607321.62333
2022012.12.10 15:15modify340.291.603671.607321.62333
2032012.12.10 15:15modify330.201.604951.607321.62333
2042012.12.10 15:15modify320.131.606601.607321.62333
2052012.12.10 15:30modify350.441.601401.607951.62333
2062012.12.10 15:30modify340.291.603671.607951.62333
2072012.12.10 15:30modify330.201.604951.607951.62333
2082012.12.10 15:30modify320.131.606601.607951.62333
2092012.12.10 15:45modify350.441.601401.608321.62333
2102012.12.10 15:45modify340.291.603671.608321.62333
2112012.12.10 15:45modify330.201.604951.608321.62333
2122012.12.10 15:45modify320.131.606601.608321.62333
2132012.12.10 15:45s/l320.131.608321.608321.6233322.1812933.94
2142012.12.10 15:45s/l330.201.608321.608321.6233367.1213001.06
2152012.12.10 15:45s/l340.291.608321.608321.62333134.6513135.70
2162012.12.10 15:45s/l350.441.608321.608321.62333304.1713439.87
2172012.12.12 09:45buy360.141.609750.000000.00000
2182012.12.12 09:45modify360.141.609750.000001.62975
2192012.12.12 11:15modify360.141.609751.612741.62975
2202012.12.12 11:15s/l360.141.612741.612741.6297541.8613481.73
2212012.12.13 19:30buy370.141.609570.000000.00000
2222012.12.13 19:30modify370.141.609570.000001.62957
2232012.12.14 08:00modify370.141.609571.612471.62957
2242012.12.14 08:06s/l370.141.612471.612471.6295740.5013522.24
2252012.12.20 00:45buy380.141.624360.000000.00000
2262012.12.20 00:45modify380.141.624360.000001.64436
2272012.12.20 13:15modify380.141.624361.627261.64436
2282012.12.20 13:21s/l380.141.627261.627261.6443640.6013562.84