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

СимволGBPNZD (Great Britan Pound vs New Zealand Dollar)
Период4 Часа (H4) 2014.01.01 22:02 - 2015.12.31 21:59 (2014.01.01 - 2015.12.31)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыCandlecount=20; K_Distance=0.9; K_Takeprofit=1; Intend=2; Risk=1; Magic=547;
Баров в истории3151Смоделировано тиков45343588Качество моделированияn/a
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (0)
Чистая прибыль856.25Общая прибыль1863.65Общий убыток-1007.39
Прибыльность1.85Матожидание выигрыша8.31
Абсолютная просадка156.82Максимальная просадка173.70 (1.70%)Относительная просадка1.70% (173.70)
Всего сделок103Короткие позиции (% выигравших)54 (66.67%)Длинные позиции (% выигравших)49 (75.51%)
Прибыльные сделки (% от всех)73 (70.87%)Убыточные сделки (% от всех)30 (29.13%)
Самая большаяприбыльная сделка204.00убыточная сделка-79.16
Средняяприбыльная сделка25.53убыточная сделка-33.58
Максимальное количествонепрерывных выигрышей (прибыль)8 (176.09)непрерывных проигрышей (убыток)4 (-157.51)
Макс.непрерывная прибыль (число выигрышей)354.13 (6)непрерывный убыток (число проигрышей)-157.51 (4)
Среднийнепрерывный выигрыш4непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.02 01:03buy11.112.021160.000000.00000
22014.01.02 01:03modify11.112.021162.020260.00000
32014.01.02 01:04s/l11.112.020262.020260.00000-65.499934.51
42014.01.02 05:53sell20.262.016450.000000.00000
52014.01.02 05:53modify20.262.016452.020310.00000
62014.01.02 06:20modify20.262.016452.016450.00000
72014.01.02 06:20close20.132.015752.016450.000005.979940.48
82014.01.02 06:20sell30.132.016452.016450.00000
92014.01.02 06:22s/l30.132.016452.016450.000000.009940.48
102014.01.02 09:57sell40.372.017030.000000.00000
112014.01.02 09:57modify40.372.017032.019750.00000
122014.01.02 10:34s/l40.372.019752.019750.00000-66.019874.47
132014.01.02 12:18buy50.432.023120.000000.00000
142014.01.02 12:18modify50.432.023122.020850.00000
152014.01.02 12:25modify50.432.023122.023120.00000
162014.01.02 12:25close50.222.024472.023120.0000019.479893.94
172014.01.02 12:25buy60.212.023122.023120.00000
182014.01.02 12:26s/l60.212.023122.023120.000000.009893.94
192014.01.02 16:27sell70.382.020250.000000.00000
202014.01.02 16:27modify70.382.020252.022880.00000
212014.01.02 16:38modify70.382.020252.020250.00000
222014.01.02 16:38close70.192.018282.020250.0000024.559918.49
232014.01.02 16:38sell80.192.020252.020250.00000
242014.01.02 20:00close80.192.003882.020250.00000204.0010122.49
252014.01.03 05:20sell90.232.005790.000000.00000
262014.01.03 05:20modify90.232.005792.010210.00000
272014.01.03 06:34modify90.232.005792.005790.00000
282014.01.03 06:34close90.122.001962.005790.0000030.1410152.63
292014.01.03 06:34sell100.112.005792.005790.00000
302014.01.03 08:00close100.111.995262.005790.0000075.9710228.60
312014.01.03 18:59buy110.161.980860.000000.00000
322014.01.03 18:59modify110.161.980861.974520.00000
332014.01.03 20:00close110.161.979771.974520.00000-11.4310217.17
342014.01.10 16:39buy120.081.998760.000000.00000
352014.01.10 16:39modify120.081.998761.986260.00000
362014.01.10 19:56s/l120.081.986261.986260.00000-65.5610151.61
372014.01.17 00:40sell130.111.956250.000000.00000
382014.01.17 00:40modify130.111.956251.965490.00000
392014.01.17 04:00close130.111.958241.965490.00000-14.3610137.25
402014.01.24 13:14buy140.122.014160.000000.00000
412014.01.24 13:14modify140.122.014162.005750.00000
422014.01.24 15:24s/l140.122.005752.005750.00000-66.1610071.09
432014.02.05 03:12buy150.081.989000.000000.00000
442014.02.05 03:12modify150.081.989001.976090.00000
452014.02.05 04:00close150.081.989121.976090.000000.6310071.72
462014.02.11 19:28sell160.121.975220.000000.00000
472014.02.11 19:28modify160.121.975221.983960.00000
482014.02.11 20:00close160.121.974301.983960.000007.2410078.96
492014.02.21 12:36buy170.142.008160.000000.00000
502014.02.21 12:36modify170.142.008162.000760.00000
512014.02.21 16:00close170.142.012582.000760.0000040.5610119.52
522014.02.21 19:09sell180.112.011250.000000.00000
532014.02.21 19:09modify180.112.011252.020550.00000
542014.02.21 20:00close180.112.007602.020550.0000026.3410145.86
552014.03.12 23:03sell190.081.956110.000000.00000
562014.03.12 23:03modify190.081.956111.968800.00000
572014.03.12 23:37modify190.081.956111.956110.00000
582014.03.12 23:37close190.041.949991.956110.0000016.0610161.92
592014.03.12 23:37sell200.041.956111.956110.00000
602014.03.13 00:00close200.041.949061.956110.0000019.6810181.60
612014.04.04 18:30buy210.151.932690.000000.00000
622014.04.04 18:30modify210.151.932691.925910.00000
632014.04.04 20:00close210.151.932051.925910.00000-6.2910175.31
642014.04.23 15:18buy220.211.957990.000000.00000
652014.04.23 15:18modify220.211.957991.953190.00000
662014.04.23 16:00close220.211.959271.953190.0000017.6210192.93
672014.04.30 18:12sell230.181.963550.000000.00000
682014.04.30 18:12modify230.181.963551.969140.00000
692014.04.30 20:00close230.181.960891.969140.0000031.4010224.33
702014.05.02 15:30buy240.141.954440.000000.00000
712014.05.02 15:30modify240.141.954441.946900.00000
722014.05.02 16:00close240.141.957481.946900.0000027.9010252.23
732014.05.08 18:13sell250.121.957460.000000.00000
742014.05.08 18:13modify250.121.957461.965690.00000
752014.05.08 20:00close250.121.956301.965690.000009.1310261.36
762014.05.14 11:31sell260.181.945580.000000.00000
772014.05.14 11:31modify260.181.945581.951400.00000
782014.05.14 12:00close260.181.942241.951400.0000039.4410300.80
792014.06.04 04:51buy270.151.986500.000000.00000
802014.06.04 04:51modify270.151.986501.979760.00000
812014.06.04 08:00close270.151.987321.979760.000008.0710308.87
822014.06.05 18:30sell280.141.980840.000000.00000
832014.06.05 18:30modify280.141.980841.988290.00000
842014.06.05 20:00close280.141.976521.988290.0000039.6710348.54
852014.06.06 15:49sell290.151.969440.000000.00000
862014.06.06 15:49modify290.151.969441.976360.00000
872014.06.06 16:00close290.151.969151.976360.000002.8610351.40
882014.06.18 21:05buy300.181.952020.000000.00000
892014.06.18 21:05modify300.181.952021.946340.00000
902014.06.18 22:19s/l300.181.946341.946340.00000-67.0310284.37
912014.06.24 11:48sell310.191.951000.000000.00000
922014.06.24 11:48modify310.191.951001.956320.00000
932014.06.24 12:00close310.191.950141.956320.0000010.7210295.09
942014.07.03 15:30buy320.121.957800.000000.00000
952014.07.03 15:30modify320.121.957801.949440.00000
962014.07.03 15:59modify320.121.957801.957800.00000
972014.07.03 15:59close320.061.962411.957800.0000018.1310313.22
982014.07.03 15:59buy330.061.957801.957800.00000
992014.07.03 16:00close330.061.961881.957800.0000016.0510329.27
1002014.07.03 17:18sell340.221.961610.000000.00000
1012014.07.03 17:18modify340.221.961611.966310.00000
1022014.07.03 17:59modify340.221.961611.961610.00000
1032014.07.03 17:59close340.111.956791.961610.0000034.7810364.05
1042014.07.03 17:59sell350.111.961611.961610.00000
1052014.07.03 20:00close350.111.957951.961610.0000026.4110390.46
1062014.07.24 00:00buy360.191.962920.000000.00000
1072014.07.24 00:00modify360.191.962921.957510.00000
1082014.07.24 00:00modify360.191.962921.962920.00000
1092014.07.24 00:00close360.101.967311.962920.0000028.7810419.24
1102014.07.24 00:00buy370.091.962921.962920.00000
1112014.07.24 04:00close370.091.977521.962920.0000086.1410505.38
1122014.07.31 11:15buy380.231.990120.000000.00000
1132014.07.31 11:15modify380.231.990121.985620.00000
1142014.07.31 12:00close380.231.988511.985620.00000-24.2710481.11
1152014.08.01 15:30sell390.171.982190.000000.00000
1162014.08.01 15:30modify390.171.982191.988220.00000
1172014.08.01 15:56modify390.171.982191.982190.00000
1182014.08.01 15:56close390.091.977631.982190.0000026.9210508.03
1192014.08.01 15:56sell400.081.982191.982190.00000
1202014.08.01 16:00close400.081.977691.982190.0000023.6110531.64
1212014.08.06 01:45sell410.151.991690.000000.00000
1222014.08.06 01:45modify410.151.991691.998920.00000
1232014.08.06 01:45s/l410.151.998921.998920.00000-71.1310460.51
1242014.08.13 12:30sell420.171.991220.000000.00000
1252014.08.13 12:30modify420.171.991221.997420.00000
1262014.08.13 12:35modify420.171.991221.991220.00000
1272014.08.13 12:35close420.091.987121.991220.0000024.2110484.72
1282014.08.13 12:35sell430.081.991221.991220.00000
1292014.08.13 16:00close430.081.973611.991220.0000092.4110577.13
1302014.08.19 17:39sell440.161.966110.000000.00000
1312014.08.19 17:39modify440.161.966111.972820.00000
1322014.08.19 20:00close440.161.969911.972820.00000-39.8810537.25
1332014.08.29 23:55sell450.201.981280.000000.00000
1342014.08.29 23:55modify450.201.981281.986530.00000
1352014.08.29 23:55close450.201.981281.986530.000000.0010537.25
1362014.09.02 17:01buy460.241.984310.000000.00000
1372014.09.02 17:01modify460.241.984311.979920.00000
1382014.09.02 17:10modify460.241.984311.984310.00000
1392014.09.02 17:10close460.121.988171.984310.0000030.3710567.62
1402014.09.02 17:10buy470.121.984311.984310.00000
1412014.09.02 19:58s/l470.121.984311.984310.000000.0010567.62
1422014.09.09 18:07sell480.151.948500.000000.00000
1432014.09.09 18:07modify480.151.948501.955390.00000
1442014.09.09 20:00close480.151.953531.955390.00000-49.4910518.13
1452014.09.10 11:59sell490.111.954940.000000.00000
1462014.09.10 11:59modify490.111.954941.964230.00000
1472014.09.10 12:00close490.111.954641.964230.000002.1710520.30
1482014.09.11 00:07sell500.141.973350.000000.00000
1492014.09.11 00:07modify500.141.973351.980650.00000
1502014.09.11 04:00close500.141.974541.980650.00000-10.9310509.37
1512014.09.16 18:49sell510.151.983220.000000.00000
1522014.09.16 18:49modify510.151.983221.990460.00000
1532014.09.16 20:00close510.151.982911.990460.000003.0510512.42
1542014.09.17 21:01buy520.112.001520.000000.00000
1552014.09.17 21:01modify520.112.001521.992110.00000
1562014.09.17 21:04modify520.112.001522.001520.00000
1572014.09.17 21:04close520.062.007832.001520.0000024.8210537.24
1582014.09.17 21:04buy530.052.001522.001520.00000
1592014.09.17 21:31s/l530.052.001522.001520.000000.0010537.24
1602014.09.18 09:23sell540.162.005230.000000.00000
1612014.09.18 09:23modify540.162.005232.011810.00000
1622014.09.18 12:00close540.162.004422.011810.000008.5010545.74
1632014.09.19 00:35buy550.132.011120.000000.00000
1642014.09.19 00:35modify550.132.011122.003290.00000
1652014.09.19 03:31modify550.132.011122.011120.00000
1662014.09.19 03:31close550.072.018442.011120.0000033.5910579.33
1672014.09.19 03:31buy560.062.011122.011120.00000
1682014.09.19 04:00close560.062.023432.011120.0000048.4310627.76
1692014.10.13 03:59sell570.102.052910.000000.00000
1702014.10.13 03:59modify570.102.052912.063970.00000
1712014.10.13 04:00close570.102.052842.063970.000000.4610628.22
1722014.11.07 16:32buy580.082.056570.000000.00000
1732014.11.07 16:32modify580.082.056572.043400.00000
1742014.11.07 20:00close580.082.048032.043400.00000-44.8010583.42
1752014.11.26 11:32buy590.122.008670.000000.00000
1762014.11.26 11:32modify590.122.008672.000120.00000
1772014.11.26 12:00close590.122.007112.000120.00000-12.2810571.14
1782014.12.01 11:40sell600.121.995200.000000.00000
1792014.12.01 11:40modify600.121.995202.003920.00000
1802014.12.01 12:00close600.121.997432.003920.00000-17.5610553.58
1812014.12.05 17:03sell610.122.019380.000000.00000
1822014.12.05 17:03modify610.122.019382.028400.00000
1832014.12.05 20:00close610.122.021092.028400.00000-13.4610540.12
1842014.12.10 23:01sell620.082.030990.000000.00000
1852014.12.10 23:01modify620.082.030992.044950.00000
1862014.12.10 23:01modify620.082.030992.030990.00000
1872014.12.10 23:01close620.042.022112.030990.0000023.3010563.42
1882014.12.10 23:01sell630.042.030992.030990.00000
1892014.12.11 00:00close630.042.009302.030990.0000058.1010621.52
1902014.12.18 00:46buy640.062.024830.000000.00000
1912014.12.18 00:46modify640.062.024832.007990.00000
1922014.12.18 04:00close640.062.023012.007990.00000-7.1610614.36
1932015.01.05 02:00buy650.071.991940.000000.00000
1942015.01.05 02:00modify650.071.991941.976500.00000
1952015.01.05 04:00close650.071.995211.976500.0000015.0110629.37
1962015.01.16 02:40sell660.091.938030.000000.00000
1972015.01.16 02:40modify660.091.938031.949320.00000
1982015.01.16 04:00close660.091.941381.949320.00000-19.7810609.59
1992015.01.21 18:08buy670.101.972190.000000.00000
2002015.01.21 18:08modify670.101.972191.961640.00000
2012015.01.21 18:41modify670.101.972191.972190.00000
2022015.01.21 18:41close670.051.981801.972190.0000031.5010641.09
2032015.01.21 18:41buy680.051.972191.972190.00000
2042015.01.21 20:00close680.051.994951.972190.0000074.6110715.70
2052015.01.28 23:00buy690.062.043450.000000.00000
2062015.01.28 23:00modify690.062.043452.025890.00000
2072015.01.28 23:00modify690.062.043452.043450.00000
2082015.01.28 23:00close690.032.052742.043450.0000018.2710733.97
2092015.01.28 23:00buy700.032.043452.043450.00000
2102015.01.29 00:00close700.032.065812.043450.0000042.9910776.96
2112015.01.30 18:44sell710.072.071670.000000.00000
2122015.01.30 18:44modify710.072.071672.086530.00000
2132015.01.30 20:00close710.072.073122.086530.00000-6.6610770.30
2142015.02.04 03:16sell720.042.049650.000000.00000
2152015.02.04 03:16modify720.042.049652.076340.00000
2162015.02.04 04:00close720.042.051052.076340.00000-3.6710766.63
2172015.02.12 11:32sell730.102.072060.000000.00000
2182015.02.12 11:32modify730.102.072062.082800.00000
2192015.02.12 12:00close730.102.075072.082800.00000-19.7410746.89
2202015.02.12 13:30buy740.092.075550.000000.00000
2212015.02.12 13:30modify740.092.075552.064130.00000
2222015.02.12 16:00close740.092.082062.064130.0000038.4210785.31
2232015.03.18 21:30buy750.081.998040.000000.00000
2242015.03.18 21:30modify750.081.998041.984520.00000
2252015.03.18 23:04modify750.081.998041.998040.00000
2262015.03.18 23:04close750.042.007141.998040.0000023.8610809.17
2272015.03.18 23:04buy760.041.998041.998040.00000
2282015.03.18 23:06s/l760.041.998041.998040.000000.0010809.17
2292015.04.01 19:07sell770.121.984530.000000.00000
2302015.04.01 19:07modify770.121.984531.993270.00000
2312015.04.01 20:00close770.121.984071.993270.000003.6210812.79
2322015.05.05 17:35sell780.102.012430.000000.00000
2332015.05.05 17:35modify780.102.012432.023510.00000
2342015.05.05 20:00close780.102.008232.023510.0000027.5510840.34
2352015.05.07 15:29sell790.112.030720.000000.00000
2362015.05.07 15:29modify790.112.030722.041040.00000
2372015.05.07 16:00close790.112.036942.041040.00000-44.8810795.46
2382015.05.08 10:30buy800.102.080920.000000.00000
2392015.05.08 10:30modify800.102.080922.069710.00000
2402015.05.08 12:00close800.102.081522.069710.000003.9410799.40
2412015.05.26 15:52buy810.102.118160.000000.00000
2422015.05.26 15:52modify810.102.118162.106800.00000
2432015.05.26 16:00close810.102.119062.106800.000005.9010805.30
2442015.06.03 18:35buy820.102.144280.000000.00000
2452015.06.03 18:35modify820.102.144282.133670.00000
2462015.06.03 20:00close820.102.147032.133670.0000018.0310823.33
2472015.06.04 14:48sell830.102.151830.000000.00000
2482015.06.04 14:48modify830.102.151832.162250.00000
2492015.06.04 16:00close830.102.154892.162250.00000-20.0810803.25
2502015.06.29 18:51sell840.102.300430.000000.00000
2512015.06.29 18:51modify840.102.300432.311470.00000
2522015.06.29 20:00close840.102.294222.311470.0000040.7410843.99
2532015.07.08 05:25sell850.112.319410.000000.00000
2542015.07.08 05:25modify850.112.319412.329540.00000
2552015.07.08 08:00close850.112.323412.329540.00000-28.8710815.12
2562015.07.23 03:04buy860.082.360080.000000.00000
2572015.07.23 03:04modify860.082.360082.346210.00000
2582015.07.23 04:00close860.082.361332.346210.000006.5610821.68
2592015.07.29 21:04buy870.092.336060.000000.00000
2602015.07.29 21:04modify870.092.336062.323930.00000
2612015.07.30 00:04close870.092.338302.323930.0000010.2510831.93
2622015.08.07 15:55buy880.072.368090.000000.00000
2632015.08.07 15:55modify880.072.368092.352400.00000
2642015.08.07 16:00close880.072.368922.352400.000003.8110835.74
2652015.08.24 11:37buy890.072.380740.000000.00000
2662015.08.24 11:37modify890.072.380742.364340.00000
2672015.08.24 12:00close890.072.383642.364340.0000013.3110849.05
2682015.09.16 11:32buy900.082.418640.000000.00000
2692015.09.16 11:32modify900.082.418642.404740.00000
2702015.09.16 12:00close900.082.422122.404740.0000018.2510867.30
2712015.10.01 15:51buy910.092.359240.000000.00000
2722015.10.01 15:51modify910.092.359242.347350.00000
2732015.10.01 16:00close910.092.360822.347350.000009.3210876.62
2742015.10.07 11:37buy920.102.315130.000000.00000
2752015.10.07 11:37modify920.102.315132.303730.00000
2762015.10.07 12:00close920.102.315812.303730.000004.4610881.08
2772015.10.07 18:13buy930.092.311970.000000.00000
2782015.10.07 18:13modify930.092.311972.300220.00000
2792015.10.07 20:00close930.092.314032.300220.0000012.1610893.24
2802015.10.13 17:58sell940.102.273010.000000.00000
2812015.10.13 17:58modify940.102.273012.284330.00000
2822015.10.13 20:00close940.102.280402.284330.00000-48.4710844.77
2832015.10.16 00:38buy950.072.258940.000000.00000
2842015.10.16 00:38modify950.072.258942.243230.00000
2852015.10.16 04:00close950.072.263932.243230.0000022.9010867.67
2862015.10.28 23:26sell960.042.275310.000000.00000
2872015.10.28 23:26modify960.042.275312.303640.00000
2882015.10.29 00:03close960.042.275352.303640.000001.0810868.75
2892015.11.10 23:16sell970.082.309520.000000.00000
2902015.11.10 23:16modify970.082.309522.323030.00000
2912015.11.11 00:00close970.082.313492.323030.00000-20.0410848.70
2922015.12.01 13:52buy980.132.271730.000000.00000
2932015.12.01 13:52modify980.132.271732.263120.00000
2942015.12.01 16:00close980.132.265522.263120.00000-52.9310795.77
2952015.12.04 16:54sell990.082.260640.000000.00000
2962015.12.04 16:54modify990.082.260642.273940.00000
2972015.12.04 17:36modify990.082.260642.260640.00000
2982015.12.04 17:36close990.042.250532.260640.0000026.5310822.30
2992015.12.04 17:36sell1000.042.260642.260640.00000
3002015.12.04 20:00close1000.042.235122.260640.0000066.9610889.26
3012015.12.09 23:00buy1010.052.300410.000000.00000
3022015.12.09 23:00modify1010.052.300412.276260.00000
3032015.12.09 23:00s/l1010.052.276262.276260.00000-79.1610810.10
3042015.12.15 18:53sell1020.082.227740.000000.00000
3052015.12.15 18:53modify1020.082.227742.242040.00000
3062015.12.15 20:00close1020.082.229612.242040.00000-9.8210800.28
3072015.12.30 11:04sell1030.172.162730.000000.00000
3082015.12.30 11:04modify1030.172.162732.168940.00000
3092015.12.30 12:00close1030.172.157712.168940.0000055.9710856.25