Strategy Tester Report
Pendulum v1.3
Alpari-Demo (Build 950)

СимволGBPAUD (Great Britan Pound vs Australian Dollar)
Период4 Часа (H4) 2014.01.01 22:00 - 2015.12.31 21:59 (2014.01.01 - 2015.12.31)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыCandlecount=70; K_Distance=1; K_Takeprofit=1.3; Intend=2; Risk=1; Magic=547;
Баров в истории3151Смоделировано тиков48327134Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (0)
Чистая прибыль962.17Общая прибыль2215.66Общий убыток-1253.49
Прибыльность1.77Матожидание выигрыша11.73
Абсолютная просадка81.91Максимальная просадка494.07 (4.43%)Относительная просадка4.43% (494.07)
Всего сделок82Короткие позиции (% выигравших)35 (51.43%)Длинные позиции (% выигравших)47 (65.96%)
Прибыльные сделки (% от всех)49 (59.76%)Убыточные сделки (% от всех)33 (40.24%)
Самая большаяприбыльная сделка536.57убыточная сделка-111.14
Средняяприбыльная сделка45.22убыточная сделка-37.98
Максимальное количествонепрерывных выигрышей (прибыль)10 (646.21)непрерывных проигрышей (убыток)4 (-59.12)
Макс.непрерывная прибыль (число выигрышей)646.21 (10)непрерывный убыток (число проигрышей)-212.54 (2)
Среднийнепрерывный выигрыш3непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.02 01:02buy11.271.863780.000000.00000
22014.01.02 01:02modify11.271.863781.862630.00000
32014.01.02 01:02modify11.271.863781.863780.00000
42014.01.02 01:02close10.641.863831.863780.000002.2010002.20
52014.01.02 01:02buy20.631.863781.863780.00000
62014.01.02 01:02s/l20.631.863781.863780.000000.0010002.20
72014.01.02 04:09buy31.371.862430.000000.00000
82014.01.02 04:09modify31.371.862431.861370.00000
92014.01.02 04:09modify31.371.862431.862430.00000
102014.01.02 04:09close30.691.862611.862430.000008.5210010.72
112014.01.02 04:09buy40.681.862431.862430.00000
122014.01.02 04:10s/l40.681.862431.862430.000000.0010010.72
132014.01.02 08:07buy51.031.861740.000000.00000
142014.01.02 08:07modify51.031.861741.860320.00000
152014.01.02 08:47modify51.031.861741.861740.00000
162014.01.02 08:47close50.521.861961.861740.000007.8510018.57
172014.01.02 08:47buy60.511.861741.861740.00000
182014.01.02 08:52s/l60.511.861741.861740.000000.0010018.57
192014.01.02 12:07buy70.711.865280.000000.00000
202014.01.02 12:07modify70.711.865281.863230.00000
212014.01.02 12:07modify70.711.865281.865280.00000
222014.01.02 12:07close70.361.865621.865280.000008.4110026.98
232014.01.02 12:07buy80.351.865281.865280.00000
242014.01.02 12:07s/l80.351.865281.865280.000000.0010026.98
252014.01.02 16:29sell90.851.860760.000000.00000
262014.01.02 16:29modify90.851.860761.862480.00000
272014.01.02 16:36modify90.851.860761.860760.00000
282014.01.02 16:36close90.431.860251.860760.0000015.0610042.04
292014.01.02 16:36sell100.421.860761.860760.00000
302014.01.02 20:00close100.421.842161.860760.00000536.5710578.61
312014.01.03 00:59buy110.891.846130.000000.00000
322014.01.03 00:59modify110.891.846131.844390.00000
332014.01.03 01:01s/l110.891.844391.844390.00000-106.3110472.30
342014.01.03 04:57sell120.891.848730.000000.00000
352014.01.03 04:57modify120.891.848731.850450.00000
362014.01.03 05:17modify120.891.848731.848730.00000
372014.01.03 05:17close120.451.847551.848730.0000036.4710508.77
382014.01.03 05:17sell130.441.848731.848730.00000
392014.01.03 08:00close130.441.832061.848730.00000503.7911012.56
402014.01.03 08:38buy140.421.832260.000000.00000
412014.01.03 08:38modify140.421.832261.828480.00000
422014.01.03 10:29modify140.421.832261.832260.00000
432014.01.03 10:29close140.211.833821.832260.0000022.4911035.05
442014.01.03 10:29buy150.211.832261.832260.00000
452014.01.03 10:30s/l150.211.832261.832260.000000.0011035.05
462014.01.03 13:35buy160.411.832330.000000.00000
472014.01.03 13:35modify160.411.832331.828390.00000
482014.01.03 14:13modify160.411.832331.832330.00000
492014.01.03 14:13close160.211.833961.832330.0000023.4911058.54
502014.01.03 14:13buy170.201.832331.832330.00000
512014.01.03 15:01s/l170.201.832331.832330.000000.0011058.54
522014.01.03 18:58buy180.301.828230.000000.00000
532014.01.03 18:58modify180.301.828231.822910.00000
542014.01.03 18:59modify180.301.828231.828230.00000
552014.01.03 18:59close180.151.830041.828230.0000018.6411077.18
562014.01.03 18:59buy190.151.828231.828230.00000
572014.01.03 19:18s/l190.151.828231.828230.000000.0011077.18
582014.01.06 03:08sell200.331.829330.000000.00000
592014.01.06 03:08modify200.331.829331.834280.00000
602014.01.06 03:56modify200.331.829331.829330.00000
612014.01.06 03:56close200.171.827231.829330.0000024.5211101.70
622014.01.06 03:56sell210.161.829331.829330.00000
632014.01.06 04:00close210.161.827801.829330.0000016.8111118.51
642014.01.06 06:05buy220.291.828430.000000.00000
652014.01.06 06:05modify220.291.828431.822780.00000
662014.01.06 08:00close220.291.827921.822780.00000-10.1511108.36
672014.01.06 12:32sell230.311.827050.000000.00000
682014.01.06 12:32modify230.311.827051.832270.00000
692014.01.06 15:43s/l230.311.832271.832270.00000-111.1410997.22
702014.01.07 04:56buy240.391.836230.000000.00000
712014.01.07 04:56modify240.391.836231.832120.00000
722014.01.07 08:00close240.391.836761.832120.0000014.1911011.41
732014.01.07 10:19sell250.521.836360.000000.00000
742014.01.07 10:19modify250.521.836361.839430.00000
752014.01.07 12:00close250.521.835561.839430.0000028.5711039.98
762014.01.07 17:49sell260.321.836930.000000.00000
772014.01.07 17:49modify260.321.836931.841930.00000
782014.01.07 20:00close260.321.840181.841930.00000-71.4310968.55
792014.01.08 01:58buy270.451.839940.000000.00000
802014.01.08 01:58modify270.451.839941.836410.00000
812014.01.08 04:00close270.451.836681.836410.00000-100.7110867.84
822014.01.09 16:35sell280.281.853380.000000.00000
832014.01.09 16:35modify280.281.853381.858980.00000
842014.01.09 20:00close280.281.852381.858980.0000019.2310887.07
852014.01.10 16:38buy290.141.846580.000000.00000
862014.01.10 16:38modify290.141.846581.835580.00000
872014.01.10 18:06s/l290.141.835581.835580.00000-105.7310781.34
882014.01.14 12:37sell300.241.820160.000000.00000
892014.01.14 12:37modify300.241.820161.826640.00000
902014.01.14 14:45s/l300.241.826641.826640.00000-106.8110674.53
912014.02.20 19:09sell310.191.853850.000000.00000
922014.02.20 19:09modify310.191.853851.862190.00000
932014.02.20 20:00close310.191.852731.862190.0000014.6210689.15
942014.02.21 12:36buy320.211.852330.000000.00000
952014.02.21 12:36modify320.211.852331.845060.00000
962014.02.21 16:00close320.211.856311.845060.0000057.3810746.53
972014.02.21 19:50sell330.161.855830.000000.00000
982014.02.21 19:50modify330.161.855831.865360.00000
992014.02.21 20:00close330.161.855771.865360.000000.6610747.19
1002014.03.13 18:55buy340.191.840920.000000.00000
1012014.03.13 18:55modify340.191.840921.832590.00000
1022014.03.13 20:00close340.191.840791.832590.00000-1.7010745.49
1032014.04.08 11:30buy350.241.789530.000000.00000
1042014.04.08 11:30modify350.241.789531.782920.00000
1052014.04.08 12:00close350.241.789381.782920.00000-2.4810743.01
1062014.05.22 11:55sell360.271.820910.000000.00000
1072014.05.22 11:55modify360.271.820911.826730.00000
1082014.05.22 12:00close360.271.822241.826730.00000-24.6710718.34
1092014.06.02 11:29sell370.291.807310.000000.00000
1102014.06.02 11:29modify370.291.807311.812780.00000
1112014.06.02 12:00close370.291.808831.812780.00000-30.2710688.07
1122014.06.12 00:30buy380.251.789590.000000.00000
1132014.06.12 00:30modify380.251.789591.783460.00000
1142014.06.12 04:00close380.251.790721.783460.0000019.4010707.47
1152014.06.30 19:13buy390.311.816020.000000.00000
1162014.06.30 19:13modify390.311.816021.810940.00000
1172014.06.30 20:00close390.311.814761.810940.00000-26.8210680.65
1182014.07.10 04:31buy400.251.821300.000000.00000
1192014.07.10 04:31modify400.251.821301.815170.00000
1202014.07.10 08:00close400.251.824721.815170.0000058.7010739.35
1212014.08.13 12:30sell410.281.808330.000000.00000
1222014.08.13 12:30modify410.281.808331.813970.00000
1232014.08.13 12:35modify410.281.808331.808330.00000
1242014.08.13 12:35close410.141.803471.808330.0000046.7310786.08
1252014.08.13 12:35sell420.141.808331.808330.00000
1262014.08.13 16:00close420.141.795021.808330.00000127.9910914.07
1272014.08.20 06:44buy430.361.788110.000000.00000
1282014.08.20 06:44modify430.361.788111.783660.00000
1292014.08.20 08:00close430.361.787361.783660.00000-18.5410895.53
1302014.09.03 04:39buy440.321.774800.000000.00000
1312014.09.03 04:39modify440.321.774801.769880.00000
1322014.09.03 08:00close440.321.773241.769880.00000-34.2710861.26
1332014.09.08 14:14buy450.341.726170.000000.00000
1342014.09.08 14:14modify450.341.726171.721450.00000
1352014.09.08 15:44modify450.341.726171.726170.00000
1362014.09.08 15:44close450.171.731061.726170.0000057.0710918.33
1372014.09.08 15:44buy460.171.726171.726170.00000
1382014.09.08 16:00close460.171.731461.726170.0000061.7410980.07
1392014.09.17 21:01buy470.141.808350.000000.00000
1402014.09.17 21:01modify470.141.808351.796870.00000
1412014.09.17 22:44modify470.141.808351.808350.00000
1422014.09.17 22:44close470.071.815921.808350.0000036.3811016.45
1432014.09.17 22:44buy480.071.808351.808350.00000
1442014.09.18 00:00close480.071.816311.808350.0000036.4511052.90
1452014.09.30 15:33buy490.221.860250.000000.00000
1462014.09.30 15:33modify490.221.860251.852930.00000
1472014.09.30 16:00close490.221.858631.852930.00000-24.4611028.44
1482014.10.14 11:34sell500.201.826520.000000.00000
1492014.10.14 11:34modify500.201.826521.834750.00000
1502014.10.14 12:00close500.201.824431.834750.0000028.7211057.16
1512014.10.15 22:06sell510.151.813060.000000.00000
1522014.10.15 22:06modify510.151.813061.823840.00000
1532014.10.16 00:00close510.151.813971.823840.00000-6.6911050.47
1542014.11.05 13:07buy520.211.839680.000000.00000
1552014.11.05 13:07modify520.211.839681.832000.00000
1562014.11.05 15:56modify520.211.839681.839680.00000
1572014.11.05 15:56close520.111.847711.839680.0000060.6411111.11
1582014.11.05 15:56buy530.101.839681.839680.00000
1592014.11.05 16:00close530.101.847481.839680.0000053.5511164.66
1602014.12.01 11:40sell540.181.845470.000000.00000
1612014.12.01 11:40modify540.181.845471.854510.00000
1622014.12.01 12:00close540.181.849321.854510.00000-47.6011117.06
1632014.12.02 11:17buy550.181.850090.000000.00000
1642014.12.02 11:17modify550.181.850091.840920.00000
1652014.12.02 12:00close550.181.851251.840920.0000014.3311131.39
1662014.12.11 16:33sell560.121.893910.000000.00000
1672014.12.11 16:33modify560.121.893911.907370.00000
1682014.12.11 20:00close560.121.901051.907370.00000-58.8411072.55
1692014.12.15 15:44buy570.151.907420.000000.00000
1702014.12.15 15:44modify570.151.907421.896840.00000
1712014.12.15 16:00close570.151.906861.896840.00000-5.7711066.78
1722014.12.17 22:42buy580.121.917470.000000.00000
1732014.12.17 22:42modify580.121.917471.903660.00000
1742014.12.18 00:00close580.121.917181.903660.00000-5.4711061.31
1752015.01.05 02:20buy590.101.895130.000000.00000
1762015.01.05 02:20modify590.101.895131.878250.00000
1772015.01.05 04:00close590.101.891491.878250.00000-24.9911036.32
1782015.01.15 15:34sell600.091.848340.000000.00000
1792015.01.15 15:34modify600.091.848341.866770.00000
1802015.01.15 16:00close600.091.840461.866770.0000048.7111085.03
1812015.01.20 05:32buy610.171.843800.000000.00000
1822015.01.20 05:32modify610.171.843801.834170.00000
1832015.01.20 08:00close610.171.843101.834170.00000-8.1611076.87
1842015.01.30 14:41sell620.131.937320.000000.00000
1852015.01.30 14:41modify620.131.937321.949940.00000
1862015.01.30 16:00close620.131.934861.949940.0000021.9711098.84
1872015.01.30 18:31sell630.141.934410.000000.00000
1882015.01.30 18:31modify630.141.934411.946310.00000
1892015.01.30 20:00close630.141.935871.946310.00000-14.0411084.80
1902015.02.06 16:48sell640.111.947980.000000.00000
1912015.02.06 16:48modify640.111.947981.962560.00000
1922015.02.06 20:00close640.111.952821.962560.00000-36.5711048.23
1932015.04.02 18:23buy650.171.960100.000000.00000
1942015.04.02 18:23modify650.171.960101.950810.00000
1952015.04.02 20:00close650.171.960221.950810.000001.4011049.63
1962015.05.05 07:34sell660.101.923330.000000.00000
1972015.05.05 07:34modify660.101.923331.940180.00000
1982015.05.05 07:35modify660.101.923331.923330.00000
1992015.05.05 07:35close660.051.912761.923330.0000036.3011085.93
2002015.05.05 07:35sell670.051.923331.923330.00000
2012015.05.05 08:00close670.051.913221.923330.0000034.7211120.65
2022015.06.02 11:46buy680.171.982060.000000.00000
2032015.06.02 11:46modify680.171.982061.972720.00000
2042015.06.02 12:00close680.171.982831.972720.000008.9811129.63
2052015.06.05 18:39buy690.172.000910.000000.00000
2062015.06.05 18:39modify690.172.000911.991500.00000
2072015.06.05 20:00close690.172.003121.991500.0000025.7911155.42
2082015.06.10 07:27sell700.152.001660.000000.00000
2092015.06.10 07:27modify700.152.001662.012690.00000
2102015.06.10 08:00close700.152.003942.012690.00000-23.4911131.93
2112015.07.09 04:44buy710.112.075180.000000.00000
2122015.07.09 04:44modify710.112.075182.061020.00000
2132015.07.09 05:04s/l710.112.061022.061020.00000-106.9311025.00
2142015.07.31 15:31sell720.122.139360.000000.00000
2152015.07.31 15:31modify720.122.139362.152740.00000
2162015.07.31 16:00close720.122.142022.152740.00000-21.9311003.07
2172015.08.06 04:35buy730.132.125140.000000.00000
2182015.08.06 04:35modify730.132.125142.112560.00000
2192015.08.06 08:00close730.132.130232.112560.0000045.4311048.50
2202015.08.13 04:25sell740.112.114970.000000.00000
2212015.08.13 04:25modify740.112.114972.129570.00000
2222015.08.13 08:00close740.112.116092.129570.00000-8.4611040.04
2232015.08.24 17:28sell750.032.178920.000000.00000
2242015.08.24 17:28modify750.032.178922.237570.00000
2252015.08.24 20:00close750.032.179942.237570.00000-2.1111037.93
2262015.09.17 22:57buy760.062.173400.000000.00000
2272015.09.17 22:57modify760.062.173402.146320.00000
2282015.09.18 00:00close760.062.171812.146320.00000-7.0611030.86
2292015.09.25 01:35sell770.132.168570.000000.00000
2302015.09.25 01:35modify770.132.168572.180710.00000
2312015.09.25 04:00close770.132.170562.180710.00000-17.7711013.09
2322015.10.23 15:34buy780.132.121870.000000.00000
2332015.10.23 15:34modify780.132.121872.109420.00000
2342015.10.23 16:00close780.132.124632.109420.0000024.6311037.72
2352015.11.03 06:30sell790.082.141220.000000.00000
2362015.11.03 06:30modify790.082.141222.161710.00000
2372015.11.03 08:00close790.082.140762.161710.000002.5311040.25
2382015.12.15 18:55sell800.152.093380.000000.00000
2392015.12.15 18:55modify800.152.093382.104120.00000
2402015.12.15 20:00close800.152.096272.104120.00000-29.7811010.47
2412015.12.17 01:56buy810.122.078650.000000.00000
2422015.12.17 01:56modify810.122.078652.065610.00000
2432015.12.17 04:00close810.122.079142.065610.000004.0311014.50
2442015.12.17 13:11sell820.152.073580.000000.00000
2452015.12.17 13:11modify820.152.073582.084200.00000
2462015.12.17 16:00close820.152.078662.084200.00000-52.3310962.17