Strategy Tester Report
Ilan1.7Refact
Alpari-Nano (Build 950)

СимволGBPUSD (Great Britain Pound vs US Dollar)
Период5 Минут (M5) 2016.02.08 00:05 - 2016.02.19 23:50 (2016.02.08 - 2016.02.21)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыLots=0.05; LotExponent=1.4; StepPeriod=24; StepDel=2; StepMin=20; StepPlusOrder=2; StepPlusValue=15; Slippage=3; TakeProfit=5; RsiMinimum=30; RsiMaximum=70; MagicBuy=222; MagicSell=111; MaxTrades=15; StartProfit=0.5;
Баров в истории2613Смоделировано тиков876403Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит4000.00СпредТекущий (3)
Чистая прибыль2.57Общая прибыль6.65Общий убыток-4.08
Прибыльность1.63Матожидание выигрыша0.04
Абсолютная просадка2.03Максимальная просадка2.31 (0.06%)Относительная просадка0.06% (2.31)
Всего сделок65Короткие позиции (% выигравших)34 (50.00%)Длинные позиции (% выигравших)31 (64.52%)
Прибыльные сделки (% от всех)37 (56.92%)Убыточные сделки (% от всех)28 (43.08%)
Самая большаяприбыльная сделка0.72убыточная сделка-0.69
Средняяприбыльная сделка0.18убыточная сделка-0.15
Максимальное количествонепрерывных выигрышей (прибыль)3 (1.09)непрерывных проигрышей (убыток)2 (-0.54)
Макс.непрерывная прибыль (число выигрышей)1.09 (3)непрерывный убыток (число проигрышей)-0.69 (1)
Среднийнепрерывный выигрыш2непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12016.02.08 00:10sell10.051.44960.00000.0000
22016.02.08 00:25buy20.051.44970.00000.0000
32016.02.08 07:15sell30.071.45200.00000.0000
42016.02.08 07:15modify30.071.45200.00001.4505
52016.02.08 07:15modify10.051.44960.00001.4505
62016.02.08 08:52t/p10.051.45050.00001.4505-0.053999.95
72016.02.08 08:52t/p30.071.45050.00001.45050.104000.05
82016.02.08 08:52close20.051.45020.00000.00000.024000.07
92016.02.08 08:52buy40.051.45060.00000.0000
102016.02.08 08:55sell50.051.45050.00000.0000
112016.02.08 09:35sell60.071.45300.00000.0000
122016.02.08 09:35modify60.071.45300.00001.4515
132016.02.08 09:35modify50.051.45050.00001.4515
142016.02.08 10:44t/p50.051.45150.00001.4515-0.054000.02
152016.02.08 10:44t/p60.071.45150.00001.45150.104000.12
162016.02.08 10:44close40.051.45120.00000.00000.034000.15
172016.02.08 10:44sell70.051.45130.00000.0000
182016.02.08 11:00buy80.051.44960.00000.0000
192016.02.08 12:45buy90.071.44750.00000.0000
202016.02.08 12:45modify90.071.44750.00001.4489
212016.02.08 12:45modify80.051.44960.00001.4489
222016.02.08 13:10buy100.101.44380.00000.0000
232016.02.08 13:10modify100.101.44380.00001.4468
242016.02.08 13:10modify90.071.44750.00001.4468
252016.02.08 13:10modify80.051.44960.00001.4468
262016.02.08 15:00buy110.141.43880.00000.0000
272016.02.08 15:00modify110.141.43880.00001.4439
282016.02.08 15:00modify100.101.44380.00001.4439
292016.02.08 15:00modify90.071.44750.00001.4439
302016.02.08 15:00modify80.051.44960.00001.4439
312016.02.08 21:59t/p80.051.44390.00001.4439-0.283999.87
322016.02.08 21:59t/p90.071.44390.00001.4439-0.263999.61
332016.02.08 21:59t/p100.101.44390.00001.44390.013999.62
342016.02.08 21:59t/p110.141.44390.00001.44390.724000.34
352016.02.08 21:59close70.051.44420.00000.00000.364000.70
362016.02.08 22:00buy120.051.44400.00000.0000
372016.02.08 22:05sell130.051.44330.00000.0000
382016.02.09 07:05buy140.071.44180.00000.0000
392016.02.09 07:05modify140.071.44180.00001.4432
402016.02.09 07:05modify120.051.44400.00001.4432
412016.02.09 09:58t/p120.051.44320.00001.4432-0.044000.66
422016.02.09 09:58t/p140.071.44320.00001.44320.094000.75
432016.02.09 10:00buy150.051.44330.00000.0000
442016.02.09 12:30sell160.071.44540.00000.0000
452016.02.09 12:30modify160.071.44540.00001.4440
462016.02.09 12:30modify130.051.44330.00001.4440
472016.02.09 13:32t/p130.051.44400.00001.4440-0.034000.72
482016.02.09 13:32t/p160.071.44400.00001.44400.104000.82
492016.02.09 13:32close150.051.44370.00000.00000.024000.84
502016.02.09 13:32sell170.051.44380.00000.0000
512016.02.09 13:55buy180.051.44260.00000.0000
522016.02.09 16:00buy190.071.43980.00000.0000
532016.02.09 16:00modify190.071.43980.00001.4415
542016.02.09 16:00modify180.051.44260.00001.4415
552016.02.09 16:56t/p180.051.44150.00001.4415-0.054000.79
562016.02.09 16:56t/p190.071.44150.00001.44150.124000.91
572016.02.09 16:56close170.051.44180.00000.00000.104001.01
582016.02.09 16:56buy200.051.44170.00000.0000
592016.02.09 17:15sell210.051.44180.00000.0000
602016.02.09 17:55sell220.071.44670.00000.0000
612016.02.09 17:55modify220.071.44670.00001.4442
622016.02.09 17:55modify210.051.44180.00001.4442
632016.02.10 10:55sell230.101.45060.00000.0000
642016.02.10 10:55modify230.101.45060.00001.4469
652016.02.10 10:55modify220.071.44670.00001.4469
662016.02.10 10:55modify210.051.44180.00001.4469
672016.02.10 11:15t/p210.051.44690.00001.4469-0.264000.75
682016.02.10 11:15t/p220.071.44690.00001.4469-0.014000.74
692016.02.10 11:15t/p230.101.44690.00001.44690.374001.11
702016.02.10 11:15close200.051.44660.00000.00000.244001.35
712016.02.10 11:15sell240.051.44670.00000.0000
722016.02.10 11:25buy250.051.44720.00000.0000
732016.02.10 12:10sell260.071.45060.00000.0000
742016.02.10 12:10modify260.071.45060.00001.4485
752016.02.10 12:10modify240.051.44670.00001.4485
762016.02.10 14:35sell270.101.45470.00000.0000
772016.02.10 14:35modify270.101.45470.00001.4511
782016.02.10 14:35modify260.071.45060.00001.4511
792016.02.10 14:35modify240.051.44670.00001.4511
802016.02.10 15:44t/p240.051.45110.00001.4511-0.224001.13
812016.02.10 15:44t/p260.071.45110.00001.4511-0.044001.09
822016.02.10 15:44t/p270.101.45110.00001.45110.364001.45
832016.02.10 15:44close250.051.45080.00000.00000.184001.63
842016.02.10 15:44sell280.051.45090.00000.0000
852016.02.10 15:50buy290.051.45160.00000.0000
862016.02.10 17:20buy300.071.44560.00000.0000
872016.02.10 17:20modify300.071.44560.00001.4486
882016.02.10 17:20modify290.051.45160.00001.4486
892016.02.10 17:35t/p290.051.44860.00001.4486-0.154001.48
902016.02.10 17:35t/p300.071.44860.00001.44860.214001.69
912016.02.10 17:35close280.051.44890.00000.00000.104001.79
922016.02.10 17:35buy310.051.44880.00000.0000
932016.02.10 17:40sell320.051.44760.00000.0000
942016.02.10 20:15sell330.071.44980.00000.0000
952016.02.10 20:15modify330.071.44980.00001.4484
962016.02.10 20:15modify320.051.44760.00001.4484
972016.02.10 22:40sell340.101.45360.00000.0000
982016.02.10 22:40modify340.101.45360.00001.4505
992016.02.10 22:40modify330.071.44980.00001.4505
1002016.02.10 22:40modify320.051.44760.00001.4505
1012016.02.11 09:44t/p320.051.45050.00001.4505-0.154001.63
1022016.02.11 09:44t/p330.071.45050.00001.4505-0.054001.58
1032016.02.11 09:44t/p340.101.45050.00001.45050.314001.89
1042016.02.11 09:44close310.051.45020.00000.00000.074001.96
1052016.02.11 09:44sell350.051.45030.00000.0000
1062016.02.11 09:55buy360.051.45150.00000.0000
1072016.02.11 10:20buy370.071.44610.00000.0000
1082016.02.11 10:20modify370.071.44610.00001.4489
1092016.02.11 10:20modify360.051.45150.00001.4489
1102016.02.11 13:45buy380.101.44180.00000.0000
1112016.02.11 13:45modify380.101.44180.00001.4459
1122016.02.11 13:45modify370.071.44610.00001.4459
1132016.02.11 13:45modify360.051.45150.00001.4459
1142016.02.11 17:06t/p360.051.44590.00001.4459-0.284001.68
1152016.02.11 17:06t/p370.071.44590.00001.4459-0.024001.66
1162016.02.11 17:06t/p380.101.44590.00001.44590.414002.07
1172016.02.11 17:06close350.051.44620.00000.00000.214002.28
1182016.02.11 17:06buy390.051.44610.00000.0000
1192016.02.11 17:20sell400.051.44680.00000.0000
1202016.02.11 18:20buy410.071.44310.00000.0000
1212016.02.11 18:20modify410.071.44310.00001.4449
1222016.02.11 18:20modify390.051.44610.00001.4449
1232016.02.11 18:30t/p390.051.44490.00001.4449-0.064002.22
1242016.02.11 18:30t/p410.071.44490.00001.44490.124002.34
1252016.02.11 18:30close400.051.44520.00000.00000.084002.42
1262016.02.11 18:30buy420.051.44510.00000.0000
1272016.02.11 18:40sell430.051.44460.00000.0000
1282016.02.11 20:50sell440.071.44670.00000.0000
1292016.02.11 20:50modify440.071.44670.00001.4453
1302016.02.11 20:50modify430.051.44460.00001.4453
1312016.02.11 21:00t/p430.051.44530.00001.4453-0.044002.38
1322016.02.11 21:00t/p440.071.44530.00001.44530.104002.48
1332016.02.11 21:10sell450.051.44580.00000.0000
1342016.02.11 22:50sell460.071.44810.00000.0000
1352016.02.11 22:50modify460.071.44810.00001.4466
1362016.02.11 22:50modify450.051.44580.00001.4466
1372016.02.12 02:52t/p450.051.44660.00001.4466-0.044002.44
1382016.02.12 02:52t/p460.071.44660.00001.44660.114002.54
1392016.02.12 02:52close420.051.44630.00000.00000.064002.60
1402016.02.12 02:52sell470.051.44640.00000.0000
1412016.02.12 02:55buy480.051.44710.00000.0000
1422016.02.12 09:15sell490.071.44880.00000.0000
1432016.02.12 09:15modify490.071.44880.00001.4473
1442016.02.12 09:15modify470.051.44640.00001.4473
1452016.02.12 11:30sell500.101.45260.00000.0000
1462016.02.12 11:30modify500.101.45260.00001.4495
1472016.02.12 11:30modify490.071.44880.00001.4495
1482016.02.12 11:30modify470.051.44640.00001.4495
1492016.02.12 15:31t/p470.051.44950.00001.4495-0.164002.44
1502016.02.12 15:31t/p490.071.44950.00001.4495-0.054002.39
1512016.02.12 15:31t/p500.101.44950.00001.44950.314002.70
1522016.02.12 15:31close480.051.44920.00000.00000.104002.80
1532016.02.12 15:31sell510.051.44930.00000.0000
1542016.02.12 15:40buy520.051.45000.00000.0000
1552016.02.12 16:35buy530.071.44540.00000.0000
1562016.02.12 16:35modify530.071.44540.00001.4478
1572016.02.12 16:35modify520.051.45000.00001.4478
1582016.02.12 17:30t/p520.051.44780.00001.4478-0.114002.69
1592016.02.12 17:30t/p530.071.44780.00001.44780.174002.86
1602016.02.12 17:30close510.051.44810.00000.00000.064002.92
1612016.02.12 17:30buy540.051.44800.00000.0000
1622016.02.12 17:35sell550.051.44750.00000.0000
1632016.02.12 18:05buy560.071.44550.00000.0000
1642016.02.12 18:05modify560.071.44550.00001.4470
1652016.02.12 18:05modify540.051.44800.00001.4470
1662016.02.12 19:01t/p540.051.44700.00001.4470-0.054002.87
1672016.02.12 19:01t/p560.071.44700.00001.44700.104002.97
1682016.02.12 19:01close550.051.44730.00000.00000.014002.98
1692016.02.12 19:01sell570.051.44690.00000.0000
1702016.02.12 19:05buy580.051.44710.00000.0000
1712016.02.12 20:30sell590.071.45000.00000.0000
1722016.02.12 20:30modify590.071.45000.00001.4482
1732016.02.12 20:30modify570.051.44690.00001.4482
1742016.02.19 09:27t/p570.051.44820.00001.4482-0.064002.92
1752016.02.19 09:27t/p590.071.44820.00001.44820.124003.04
1762016.02.19 09:30sell600.051.43170.00000.0000
1772016.02.19 09:35buy610.071.43070.00000.0000
1782016.02.19 09:35modify610.071.43070.00001.4380
1792016.02.19 09:35modify580.051.44710.00001.4380
1802016.02.19 14:30buy620.101.42720.00000.0000
1812016.02.19 14:30modify620.101.42720.00001.4333
1822016.02.19 14:30modify610.071.43070.00001.4333
1832016.02.19 14:30modify580.051.44710.00001.4333
1842016.02.19 18:29t/p580.051.43330.00001.4333-0.694002.35
1852016.02.19 18:29t/p610.071.43330.00001.43330.184002.53
1862016.02.19 18:29t/p620.101.43330.00001.43330.614003.14
1872016.02.19 18:30buy630.051.43360.00000.0000
1882016.02.19 20:20sell640.071.43490.00000.0000
1892016.02.19 20:20modify640.071.43490.00001.4331
1902016.02.19 20:20modify600.051.43170.00001.4331
1912016.02.19 23:35sell650.101.43850.00000.0000
1922016.02.19 23:35modify650.101.43850.00001.4353
1932016.02.19 23:35modify640.071.43490.00001.4353
1942016.02.19 23:35modify600.051.43170.00001.4353
1952016.02.19 23:54close at stop650.101.43970.00001.4353-0.124003.02
1962016.02.19 23:54close at stop640.071.43970.00001.4353-0.344002.68
1972016.02.19 23:54close at stop630.051.43940.00000.00000.294002.97
1982016.02.19 23:54close at stop600.051.43970.00001.4353-0.404002.57