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

СимволEURUSD (Euro vs US Dollar)
Период15 Минут (M15) 2006.03.23 00:00 - 2011.03.22 23:59 (2006.03.23 - 2011.03.22)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметрыi_string1="Orders / Ордера"; i_staticLots=0.1; 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 истории125169Смоделировано тиков86235070Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00Спред10
Чистая прибыль-1427.29Общая прибыль5240.84Общий убыток-6668.13
Прибыльность0.79Матожидание выигрыша-10.19
Абсолютная просадка1427.29Максимальная просадка2125.47 (19.87%)Относительная просадка19.87% (2125.47)
Всего сделок140Короткие позиции (% выигравших)82 (43.90%)Длинные позиции (% выигравших)58 (55.17%)
Прибыльные сделки (% от всех)68 (48.57%)Убыточные сделки (% от всех)72 (51.43%)
Самая большаяприбыльная сделка326.50убыточная сделка-204.06
Средняяприбыльная сделка77.07убыточная сделка-92.61
Максимальное количествонепрерывных выигрышей (прибыль)5 (441.68)непрерывных проигрышей (убыток)5 (-572.46)
Макс.непрерывная прибыль (число выигрышей)673.70 (4)непрерывный убыток (число проигрышей)-572.46 (5)
Среднийнепрерывный выигрыш2непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12006.03.28 18:45sell10.101.206821.213660.00000
22006.03.28 23:15close10.101.200841.213660.0000059.8010059.80
32006.04.20 09:30sell20.101.234101.242470.00000
42006.04.21 02:30close20.101.229671.242470.0000044.4710104.27
52006.04.27 11:00sell30.101.243051.250110.00000
62006.04.27 17:28s/l30.101.250111.250110.00000-70.6010033.67
72006.05.18 11:00buy40.101.276441.266920.00000
82006.05.23 16:45close40.101.282281.266920.0000056.4810090.15
92006.05.23 16:45sell50.101.282281.291630.00000
102006.05.24 18:00close50.101.276021.291630.0000062.7710152.92
112006.06.01 18:00buy60.101.281611.269000.00000
122006.06.02 16:15close60.101.292401.269000.00000107.2610260.18
132006.06.13 16:45buy70.101.260471.251660.00000
142006.06.14 15:29s/l70.101.251661.251660.00000-88.7410171.44
152006.06.20 18:00buy80.101.257251.250480.00000
162006.06.21 12:30close80.101.263611.250480.0000062.9610234.40
172006.08.10 11:15sell90.101.284851.294100.00000
182006.08.10 18:00close90.101.277241.294100.0000076.1010310.50
192006.08.24 11:30buy100.101.281481.272480.00000
202006.08.29 05:30close100.101.281151.272480.00000-5.2210305.28
212006.08.31 17:00sell110.101.283511.290960.00000
222006.08.31 18:45close110.101.279641.290960.0000038.7010343.98
232006.09.01 18:15buy120.101.280261.272410.00000
242006.09.04 14:30close120.101.286191.272410.0000058.6610402.64
252006.09.21 09:45sell130.101.270051.275870.00000
262006.09.21 19:03s/l130.101.275871.275870.00000-58.2010344.44
272006.11.03 21:45buy140.101.271481.265050.00000
282006.11.07 16:00close140.101.278371.265050.0000067.6210412.06
292006.11.10 21:30sell150.101.284551.292830.00000
302006.11.13 17:00close150.101.282121.292830.0000024.4710436.53
312006.11.17 09:45buy160.101.278291.272660.00000
322006.11.17 22:00close160.101.281421.272660.0000031.3010467.83
332006.11.28 08:00sell170.101.311951.319680.00000
342006.11.28 20:37s/l170.101.319681.319680.00000-77.3010390.53
352006.12.15 16:00buy180.101.317961.306630.00000
362006.12.15 19:32s/l180.101.306631.306630.00000-113.3010277.23
372006.12.28 17:30sell190.101.313901.323170.00000
382007.01.02 02:37s/l190.101.323171.323170.00000-92.1910185.04
392007.01.12 16:30buy200.101.291821.283480.00000
402007.01.16 15:00close200.101.295961.283480.0000040.1210225.16
412007.01.18 16:30buy210.101.293891.286510.00000
422007.01.19 04:30close210.101.298321.286510.0000043.6610268.82
432007.02.13 09:15buy220.101.298451.290700.00000
442007.02.14 06:30close220.101.304191.290700.0000056.7610325.58
452007.02.27 09:15sell230.101.316511.323440.00000
462007.02.27 15:30s/l230.101.323441.323440.00000-69.3010256.28
472007.03.01 21:15buy240.101.318761.312270.00000
482007.03.05 03:52s/l240.101.312271.312270.00000-66.1810190.10
492007.03.13 09:45sell250.101.316441.323120.00000
502007.03.14 18:01s/l250.101.323121.323120.00000-66.6310123.47
512007.03.15 00:00sell260.101.321311.327600.00000
522007.03.16 01:32s/l260.101.327601.327600.00000-62.7310060.74
532007.04.10 04:00buy270.101.337901.330800.00000
542007.04.10 16:15close270.101.343851.330800.0000059.5010120.24
552007.04.13 18:30sell280.101.350201.358450.00000
562007.04.17 15:46s/l280.101.358451.358450.00000-82.1610038.08
572007.04.17 18:15sell290.101.357001.362600.00000
582007.04.20 01:25s/l290.101.362601.362600.00000-55.159982.93
592007.04.20 11:15sell300.101.361001.366900.00000
602007.04.23 09:00close300.101.358101.366900.0000029.1710012.10
612007.04.27 18:15sell310.101.362101.371400.00000
622007.04.30 10:45close310.101.359571.371400.0000025.4710037.57
632007.05.04 09:30buy320.101.356131.350240.00000
642007.05.07 13:15close320.101.361341.350240.0000051.4610089.03
652007.05.15 16:45sell330.101.354701.359510.00000
662007.05.15 17:50s/l330.101.359511.359510.00000-48.1010040.93
672007.05.18 17:30buy340.101.349441.343280.00000
682007.05.23 10:45s/l340.101.343281.343280.00000-63.529977.41
692007.06.01 18:15buy350.101.343321.335950.00000
702007.06.04 15:15close350.101.348021.335950.0000046.3610023.77
712007.06.22 18:15sell360.101.343381.349810.00000
722007.06.27 07:30close360.101.343581.349810.00000-1.4910022.28
732007.08.31 17:00sell370.101.366161.375110.00000
742007.09.03 14:30close370.101.362751.375110.0000034.2710056.55
752007.09.04 18:15buy380.101.358751.351600.00000
762007.09.05 18:45close380.101.365931.351600.0000071.1610127.71
772007.09.13 14:00sell390.101.388241.395850.00000
782007.09.14 13:00close390.101.386551.395850.0000017.0710144.78
792007.09.27 11:15sell400.101.413781.419780.00000
802007.09.28 15:51s/l400.101.419781.419780.00000-59.8310084.95
812007.11.13 09:00buy410.101.460981.448480.00000
822007.11.14 12:15close410.101.468101.448480.0000070.5610155.51
832007.11.22 09:30sell420.101.483351.490500.00000
842007.11.23 03:30s/l420.101.490501.490500.00000-71.3310084.18
852007.12.18 08:45buy430.101.441341.429530.00000
862007.12.24 14:45close430.101.440951.429530.00000-7.7410076.44
872008.01.03 16:15sell440.101.471851.481270.00000
882008.01.04 15:34s/l440.101.481271.481270.00000-94.039982.41
892008.01.04 17:15sell450.101.475551.485610.00000
902008.01.07 09:45close450.101.470451.485610.0000051.1710033.58
912008.01.15 18:00sell460.101.485321.495390.00000
922008.01.15 23:30close460.101.479981.495390.0000053.4010086.98
932008.01.17 14:45buy470.101.469821.455430.00000
942008.01.21 02:28s/l470.101.455431.455430.00000-145.189941.80
952008.01.31 01:00sell480.101.485351.493930.00000
962008.02.01 15:30s/l480.101.493931.493930.00000-85.639856.17
972008.02.01 16:30sell490.101.487261.497880.00000
982008.02.01 22:00close490.101.480071.497880.0000071.909928.07
992008.02.07 09:15buy500.101.462301.455570.00000
1002008.02.07 14:49s/l500.101.455571.455570.00000-67.309860.77
1012008.03.07 16:45sell510.101.533991.549110.00000
1022008.03.11 12:41s/l510.101.549111.549110.00000-150.869709.91
1032008.04.03 16:00buy520.101.559131.547530.00000
1042008.04.04 11:00close520.101.571751.547530.00000125.569835.47
1052008.04.10 16:30sell530.101.583791.594630.00000
1062008.04.14 00:45close530.101.569411.594630.00000144.149979.61
1072008.05.13 11:45sell540.101.548691.560190.00000
1082008.05.14 10:30close540.101.542271.560190.0000064.3710043.98
1092008.05.22 11:30sell550.101.574201.584500.00000
1102008.05.27 16:30close550.101.571541.584500.0000027.1110071.09
1112008.06.03 16:15sell560.101.552081.565950.00000
1122008.06.03 16:45close560.101.544031.565950.0000080.5010151.59
1132008.06.13 00:30buy570.101.544601.534440.00000
1142008.06.13 12:36s/l570.101.534441.534440.00000-101.6010049.99
1152008.06.19 11:15sell580.101.552681.561830.00000
1162008.06.20 13:19s/l580.101.561831.561830.00000-91.339958.66
1172008.08.01 18:45buy590.101.556301.548220.00000
1182008.08.05 14:11s/l590.101.548221.548220.00000-82.089876.58
1192008.08.07 08:00buy600.101.543791.536360.00000
1202008.08.07 17:03s/l600.101.536361.536360.00000-74.309802.28
1212008.08.28 17:45sell610.101.471951.484230.00000
1222008.08.29 18:45close610.101.466211.484230.0000057.579859.85
1232008.09.12 00:00buy620.101.399541.384580.00000
1242008.09.12 18:00close620.101.417191.384580.00000176.5010036.35
1252008.09.18 17:15sell630.101.436801.457240.00000
1262008.09.22 10:46s/l630.101.457241.457240.00000-204.069832.29
1272008.09.23 17:45sell640.101.473491.489600.00000
1282008.09.24 19:15close640.101.464241.489600.0000092.679924.96
1292008.11.13 11:30buy650.101.252351.235600.00000
1302008.11.13 23:00close650.101.285001.235600.00000326.5010251.46
1312008.11.21 11:45buy660.101.258401.239100.00000
1322008.11.24 02:00close660.101.264001.239100.0000055.3610306.82
1332008.12.18 18:15sell670.101.426601.472450.00000
1342008.12.19 11:30close670.101.406701.472450.00000199.1710505.99
1352009.01.15 16:15buy680.101.320621.304150.00000
1362009.01.15 17:32s/l680.101.304151.304150.00000-164.7010341.29
1372009.01.15 21:30buy690.101.314451.299270.00000
1382009.01.16 13:45close690.101.329001.299270.00000144.8610486.15
1392009.02.10 02:00sell700.101.296001.312450.00000
1402009.02.11 21:00close700.101.284851.312450.00000111.6710597.82
1412009.02.12 18:45buy710.101.284101.268900.00000
1422009.02.17 03:13s/l710.101.268901.268900.00000-153.9210443.90
1432009.02.19 02:15buy720.101.256651.248050.00000
1442009.02.19 11:45close720.101.267201.248050.00000105.5010549.40
1452009.02.27 17:45buy730.101.271101.257200.00000
1462009.03.02 02:22s/l730.101.257201.257200.00000-139.6410409.76
1472009.03.12 09:00sell740.101.276551.290300.00000
1482009.03.12 21:16s/l740.101.290301.290300.00000-137.5010272.26
1492009.03.20 17:30sell750.101.353951.376950.00000
1502009.03.23 15:45close750.101.355401.376950.00000-14.3310257.93
1512009.03.24 16:45buy760.101.357001.344850.00000
1522009.03.24 21:37s/l760.101.344851.344850.00000-121.5010136.43
1532009.03.31 07:00buy770.101.325651.308400.00000
1542009.03.31 14:00close770.101.333101.308400.0000074.5010210.93
1552009.04.23 04:30sell780.101.298601.306900.00000
1562009.04.23 12:45s/l780.101.306901.306900.00000-83.0010127.93
1572009.04.23 16:45sell790.101.301251.311900.00000
1582009.04.23 21:51s/l790.101.311901.311900.00000-106.5010021.43
1592009.04.28 17:45buy800.101.307201.293150.00000
1602009.04.29 06:45close800.101.319301.293150.00000120.3610141.79
1612009.05.07 17:45sell810.101.340751.350200.00000
1622009.05.08 15:36s/l810.101.350201.350200.00000-94.3310047.46
1632009.05.12 04:45sell820.101.356551.369900.00000
1642009.05.12 15:33s/l820.101.369901.369900.00000-133.509913.96
1652009.05.12 17:15sell830.101.362701.373950.00000
1662009.05.13 22:45close830.101.357501.373950.0000052.179966.13
1672009.05.15 16:45buy840.101.357251.347950.00000
1682009.05.15 20:52s/l840.101.347951.347950.00000-93.009873.13
1692009.05.21 16:00sell850.101.374051.387000.00000
1702009.05.21 19:41s/l850.101.387001.387000.00000-129.509743.63
1712009.05.28 11:00buy860.101.388001.376100.00000
1722009.05.29 05:15close860.101.398901.376100.00000108.369851.99
1732009.06.04 17:45buy870.101.417101.403800.00000
1742009.06.05 16:23s/l870.101.403801.403800.00000-133.649718.35
1752009.06.12 07:15sell880.101.407251.420350.00000
1762009.06.15 04:45close880.101.395891.420350.00000113.779832.12
1772009.06.18 21:15sell890.101.389601.402170.00000
1782009.06.22 04:30close890.101.389851.402170.00000-2.169829.96
1792009.08.21 08:00sell900.101.421341.430580.00000
1802009.08.21 11:50s/l900.101.430581.430580.00000-92.409737.56
1812009.08.21 18:00sell910.101.429831.440960.00000
1822009.08.25 10:15close910.101.425631.440960.0000042.349779.90
1832009.08.28 00:15sell920.101.434671.443740.00000
1842009.09.01 18:45close920.101.423371.443740.00000113.349893.24
1852009.09.10 16:30sell930.101.454061.463800.00000
1862009.09.14 17:48s/l930.101.463801.463800.00000-97.069796.18
1872009.11.03 21:00buy940.101.470681.459150.00000
1882009.11.04 17:15close940.101.483941.459150.00000131.969928.14
1892009.11.10 18:30sell950.101.494791.505260.00000
1902009.11.12 11:30close950.101.493961.505260.000008.989937.12
1912009.11.13 11:00buy960.101.489441.478810.00000
1922009.11.16 08:30close960.101.496721.478810.0000072.1610009.28
1932009.11.17 04:45sell970.101.495751.504680.00000
1942009.11.17 14:45close970.101.486021.504680.0000097.3010106.58
1952009.11.20 18:45buy980.101.485471.476780.00000
1962009.11.23 07:00close980.101.494021.476780.0000084.8610191.44
1972009.11.24 08:15sell990.101.492701.502970.00000
1982009.11.25 10:12s/l990.101.502971.502970.00000-102.5310088.91
1992009.11.27 17:30buy1000.101.494241.479440.00000
2002009.12.01 12:45close1000.101.507671.479440.00000133.0210221.93
2012009.12.03 16:00sell1010.101.508991.516590.00000
2022009.12.04 16:00close1010.101.494271.516590.00000147.3710369.30
2032009.12.24 18:15sell1020.101.435681.445000.00000
2042009.12.29 03:00close1020.101.436091.445000.00000-3.5910365.71
2052010.01.12 04:45sell1030.101.445891.458590.00000
2062010.01.14 19:45close1030.101.449051.458590.00000-30.9210334.79
2072010.02.12 17:30buy1040.101.362691.349560.00000
2082010.02.16 09:45close1040.101.365761.349560.0000029.4210364.21
2092010.02.18 17:00buy1050.101.362701.350480.00000
2102010.02.19 00:34s/l1050.101.350481.350480.00000-122.8410241.37
2112010.03.04 09:15sell1060.101.366461.376760.00000
2122010.03.04 17:45close1060.101.360021.376760.0000064.4010305.77
2132010.03.12 17:15sell1070.101.373131.383010.00000
2142010.03.15 17:15close1070.101.366141.383010.0000070.0710375.84
2152010.04.15 18:15buy1080.101.357081.348490.00000
2162010.04.16 18:14s/l1080.101.348491.348490.00000-86.5410289.30
2172010.04.22 21:30buy1090.101.331921.322600.00000
2182010.04.23 02:06s/l1090.101.322601.322600.00000-93.8410195.46
2192010.04.23 11:15buy1100.101.326881.316940.00000
2202010.04.27 22:54s/l1100.101.316941.316940.00000-100.6810094.78
2212010.05.21 00:45sell1110.101.245751.262890.00000
2222010.05.21 07:11s/l1110.101.262891.262890.00000-171.409923.38
2232010.05.28 04:15sell1120.101.230561.242560.00000
2242010.05.28 11:33s/l1120.101.242561.242560.00000-120.009803.38
2252010.05.28 16:00sell1130.101.236331.248380.00000
2262010.05.31 18:15close1130.101.228371.248380.0000079.779883.15
2272010.06.01 16:45buy1140.101.221991.207600.00000
2282010.06.04 14:39s/l1140.101.207601.207600.00000-147.109736.05
2292010.06.15 00:00sell1150.101.221861.233170.00000
2302010.06.15 18:09s/l1150.101.233171.233170.00000-113.109622.95
2312010.06.17 18:15sell1160.101.236471.244610.00000
2322010.06.21 00:00s/l1160.101.244611.244610.00000-81.069541.89
2332010.08.03 17:30sell1170.101.318541.329350.00000
2342010.08.04 18:00close1170.101.314261.329350.0000042.979584.86
2352010.08.10 21:45buy1180.101.320741.304130.00000
2362010.08.11 09:44s/l1180.101.304131.304130.00000-166.749418.12
2372010.08.13 09:15buy1190.101.288631.274820.00000
2382010.08.13 22:42s/l1190.101.274821.274820.00000-138.109280.02
2392010.08.24 17:15buy1200.101.268521.255170.00000
2402010.08.26 12:00close1200.101.269641.255170.000008.649288.66
2412010.08.31 11:45buy1210.101.268071.258950.00000
2422010.09.01 12:00close1210.101.276741.258950.0000086.069374.72
2432010.09.03 16:15sell1220.101.283621.290560.00000
2442010.09.06 08:55s/l1220.101.290561.290560.00000-69.239305.49
2452010.09.10 08:30buy1230.101.268471.261050.00000
2462010.09.13 05:45close1230.101.279401.261050.00000108.669414.15
2472010.09.17 04:00sell1240.101.306151.314690.00000
2482010.09.17 10:47s/l1240.101.314691.314690.00000-85.409328.75
2492010.09.17 14:00sell1250.101.309161.319070.00000
2502010.09.21 21:19s/l1250.101.319071.319070.00000-98.769229.99
2512010.09.28 01:15sell1260.101.343661.353810.00000
2522010.09.28 10:30close1260.101.339221.353810.0000044.409274.39
2532010.09.28 17:00sell1270.101.346191.354120.00000
2542010.09.28 17:31s/l1270.101.354121.354120.00000-79.309195.09
2552010.11.18 17:45sell1280.101.360341.369900.00000
2562010.11.19 10:49s/l1280.101.369901.369900.00000-95.439099.66
2572010.11.19 17:00sell1290.101.365391.376310.00000
2582010.11.22 04:30s/l1290.101.376311.376310.00000-109.038990.63
2592010.12.17 00:15buy1300.101.324491.314890.00000
2602010.12.17 17:43s/l1300.101.314891.314890.00000-96.008894.63
2612010.12.21 04:00buy1310.101.318321.306230.00000
2622010.12.23 15:14s/l1310.101.306231.306230.00000-123.468771.17
2632010.12.23 18:45buy1320.101.309341.302300.00000
2642010.12.27 09:00close1320.101.315751.302300.0000062.828833.99
2652011.01.04 17:15sell1330.101.335931.346180.00000
2662011.01.05 03:45close1330.101.326811.346180.0000091.378925.36
2672011.01.18 18:30sell1340.101.340041.349420.00000
2682011.01.19 09:34s/l1340.101.349421.349420.00000-93.638831.73
2692011.01.20 02:15sell1350.101.344001.356990.00000
2702011.01.21 17:14s/l1350.101.356991.356990.00000-129.738702.00
2712011.01.27 18:30sell1360.101.370041.378920.00000
2722011.01.28 17:45close1360.101.363311.378920.0000067.478769.47
2732011.02.10 07:45sell1370.101.369321.377480.00000
2742011.02.10 11:45close1370.101.363301.377480.0000060.208829.67
2752011.02.17 09:00sell1380.101.355621.363780.00000
2762011.02.18 15:15s/l1380.101.363781.363780.00000-81.438748.24
2772011.03.03 11:30sell1390.101.384681.392170.00000
2782011.03.03 15:35s/l1390.101.392171.392170.00000-74.908673.34
2792011.03.17 16:15sell1400.101.398311.408390.00000
2802011.03.18 05:34s/l1400.101.408391.408390.00000-100.638572.71