Strategy Tester Report
Jupiter M. v.4.1.1 rus
Alpari-Pro.ECN (Build 971)

СимволEURUSD (Euro vs US Dollar)
Период1 Час (H1) 2016.06.20 00:00 - 2016.07.26 10:00 (2016.06.20 - 2016.08.07)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыTakeprofitsettings="тейк-профита -======================="; Maintakeprofit=10; Useaverageprofit=true; Usedynamictakeprofit=true; StepdynamicTP=3; K_TPDecrease=1; MinTakeProfit=1; Breakevenclose=true; StepforBE=10; Stepsettings="шага сетки -========================="; FirstStep=20; Stepfromvolatility=false; PeriodVolatility_1=20; K_Stepvol=0.5; Dynamicstep=true; Stepincreasestep=1; K_Stepincrease=1; Maxcountstepsbuy=10; Maxcountstepsell=10; Volumesettings="объема сделок -======================"; FirstLot=0.01; Howmuchmoney=1000; Multiplier=1.3; Multipusestep=1; FirstOrderSettings="условий входа первого ордера -======="; CCIFiltre=true; Period_CCI=50; ManuallySettings="вмешательства в работу -============="; Allowbuy=true; Allowsell=true; StopTradesLevel=false; BuyStopLevel=0; SellStopLevel=0; ManualstepBuy=0; ManuallotBuy=0; ManualstepSell=0; ManuallotSell=0; Exitvolatility="по увеличению волатильности -========"; Usefiltrevolat=false; Periodvolatility_2=20; Lineofvolatility=2; AdditionalSettings="настройки -=========================="; Magic=8989; ECNflag=false; Slippage=3; RiskDeposit=1000; ExitAll=true; InfoPanelSettings="информационной панели -=============="; Showinfopanel=true; Textcolor=Navy; Backgroundcolor=Gainsboro; Showcriticallevels=true; Levelscolorbuy=MediumBlue; Levelscolorsell=OrangeRed;
Баров в истории1635Смоделировано тиков2186195Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (5)
Чистая прибыль68.88Общая прибыль88.33Общий убыток-19.45
Прибыльность4.54Матожидание выигрыша0.92
Абсолютная просадка8.79Максимальная просадка30.43 (0.30%)Относительная просадка0.30% (30.43)
Всего сделок75Короткие позиции (% выигравших)41 (75.61%)Длинные позиции (% выигравших)34 (76.47%)
Прибыльные сделки (% от всех)57 (76.00%)Убыточные сделки (% от всех)18 (24.00%)
Самая большаяприбыльная сделка5.09убыточная сделка-3.31
Средняяприбыльная сделка1.55убыточная сделка-1.08
Максимальное количествонепрерывных выигрышей (прибыль)8 (12.11)непрерывных проигрышей (убыток)2 (-4.62)
Макс.непрерывная прибыль (число выигрышей)12.11 (8)непрерывный убыток (число проигрышей)-4.62 (2)
Среднийнепрерывный выигрыш4непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12016.06.21 15:00sell10.011.131080.000001.13008
22016.06.21 15:39t/p10.011.130080.000001.130081.0010001.00
32016.06.22 16:00buy20.011.131360.000001.13236
42016.06.22 17:01t/p20.011.132360.000001.132361.0010002.00
52016.06.22 18:00sell30.011.128140.000001.12714
62016.06.22 18:30t/p30.011.127140.000001.127141.0010003.00
72016.06.22 20:00buy40.011.130340.000001.13134
82016.06.23 00:04t/p40.011.131340.000001.131340.7910003.79
92016.06.24 04:00sell50.011.127550.000001.12655
102016.06.24 04:00t/p50.011.126550.000001.126551.0010004.79
112016.06.28 06:00buy60.011.105140.000001.10614
122016.06.28 07:18t/p60.011.106140.000001.106141.0010005.79
132016.06.28 21:00sell70.011.104070.000001.10307
142016.06.28 22:00buy80.011.104740.000001.10574
152016.06.28 22:12t/p80.011.105740.000001.105741.0010006.79
162016.06.28 22:18sell90.011.106080.000000.00000
172016.06.28 22:18modify90.011.106080.000001.10408
182016.06.28 22:18modify70.011.104070.000001.10408
192016.06.28 23:01sell100.011.108100.000000.00000
202016.06.28 23:01modify100.011.108100.000001.10508
212016.06.28 23:01modify90.011.106080.000001.10508
222016.06.28 23:01modify70.011.104070.000001.10508
232016.06.29 04:17t/p70.011.105080.000001.10508-0.9910005.80
242016.06.29 04:17t/p90.011.105080.000001.105081.0210006.82
252016.06.29 04:17t/p100.011.105080.000001.105083.0410009.86
262016.06.30 19:00sell110.011.103350.000001.10235
272016.06.30 19:00t/p110.011.102350.000001.102351.0010010.86
282016.06.30 23:00buy120.011.109420.000001.11042
292016.06.30 23:12t/p120.011.110420.000001.110421.0010011.86
302016.07.01 07:00sell130.011.108990.000001.10799
312016.07.01 08:00buy140.011.109980.000001.11098
322016.07.01 08:57t/p130.011.107990.000001.107991.0010012.86
332016.07.01 08:57buy150.011.107970.000000.00000
342016.07.01 08:57modify150.011.107970.000001.10998
352016.07.01 08:57modify140.011.109980.000001.10998
362016.07.01 09:00sell160.011.107980.000001.10698
372016.07.01 10:38t/p140.011.109980.000001.109980.0010012.86
382016.07.01 10:38t/p150.011.109980.000001.109982.0110014.87
392016.07.01 10:38sell170.011.110000.000000.00000
402016.07.01 10:38modify170.011.110000.000001.10799
412016.07.01 10:38modify160.011.107980.000001.10799
422016.07.01 11:00buy180.011.110720.000001.11172
432016.07.01 13:52t/p180.011.111720.000001.111721.0010015.87
442016.07.01 13:52sell190.011.112030.000000.00000
452016.07.01 13:52modify190.011.112030.000001.10900
462016.07.01 13:52modify170.011.110000.000001.10900
472016.07.01 13:52modify160.011.107980.000001.10900
482016.07.01 15:32sell200.011.114070.000000.00000
492016.07.01 15:32modify200.011.114070.000001.11002
502016.07.01 15:32modify190.011.112030.000001.11002
512016.07.01 15:32modify170.011.110000.000001.11002
522016.07.01 15:32modify160.011.107980.000001.11002
532016.07.01 16:24sell210.011.116110.000000.00000
542016.07.01 16:24modify210.011.116110.000001.11104
552016.07.01 16:24modify200.011.114070.000001.11104
562016.07.01 16:24modify190.011.112030.000001.11104
572016.07.01 16:24modify170.011.110000.000001.11104
582016.07.01 16:24modify160.011.107980.000001.11104
592016.07.04 11:22t/p160.011.111040.000001.11104-3.0410012.83
602016.07.04 11:22t/p170.011.111040.000001.11104-1.0210011.81
612016.07.04 11:22t/p190.011.111040.000001.111041.0110012.82
622016.07.04 11:22t/p200.011.111040.000001.111043.0510015.87
632016.07.04 11:22t/p210.011.111040.000001.111045.0910020.97
642016.07.04 12:00sell220.011.110850.000001.10985
652016.07.04 12:42sell230.011.112860.000000.00000
662016.07.04 12:42modify230.011.112860.000001.11086
672016.07.04 12:42modify220.011.110850.000001.11086
682016.07.04 13:00buy240.011.112960.000001.11396
692016.07.04 14:39t/p240.011.113960.000001.113961.0010021.97
702016.07.04 20:01sell250.011.114890.000000.00000
712016.07.04 20:01modify250.011.114890.000001.11187
722016.07.04 20:01modify230.011.112860.000001.11187
732016.07.04 20:01modify220.011.110850.000001.11187
742016.07.05 06:00buy260.011.113190.000001.11419
752016.07.05 10:15t/p260.011.114190.000001.114191.0010022.97
762016.07.05 10:29sell270.011.116950.000000.00000
772016.07.05 10:29modify270.011.116950.000001.11289
782016.07.05 10:29modify250.011.114890.000001.11289
792016.07.05 10:29modify230.011.112860.000001.11289
802016.07.05 10:29modify220.011.110850.000001.11289
812016.07.05 11:00buy280.011.115510.000001.11651
822016.07.05 11:51buy290.011.113490.000000.00000
832016.07.05 11:51modify290.011.113490.000001.11550
842016.07.05 11:51modify280.011.115510.000001.11550
852016.07.05 13:31t/p280.011.115500.000001.11550-0.0110022.95
862016.07.05 13:31t/p290.011.115500.000001.115502.0110024.97
872016.07.05 17:28t/p220.011.112890.000001.11289-2.0210022.95
882016.07.05 17:28t/p230.011.112890.000001.11289-0.0110022.94
892016.07.05 17:28t/p250.011.112890.000001.112892.0210024.96
902016.07.05 17:28t/p270.011.112890.000001.112894.0610029.02
912016.07.05 18:00sell300.011.110600.000001.10960
922016.07.05 18:22t/p300.011.109600.000001.109601.0010030.02
932016.07.06 22:00buy310.011.110400.000001.11140
942016.07.07 00:00sell320.011.109690.000001.10869
952016.07.07 03:52t/p320.011.108690.000001.108691.0010031.02
962016.07.07 04:00sell330.011.108810.000001.10781
972016.07.07 04:31buy340.011.108380.000000.00000
982016.07.07 04:31modify340.011.108380.000001.11039
992016.07.07 04:31modify310.011.110400.000001.11039
1002016.07.07 04:33t/p330.011.107810.000001.107811.0010032.02
1012016.07.07 07:13t/p310.011.110390.000001.11039-0.2210031.80
1022016.07.07 07:13t/p340.011.110390.000001.110392.0110033.81
1032016.07.07 10:00sell350.011.107730.000001.10673
1042016.07.07 10:35t/p350.011.106730.000001.106731.0010034.81
1052016.07.07 13:00buy360.011.109310.000001.11031
1062016.07.07 14:00sell370.011.108230.000001.10723
1072016.07.07 14:59buy380.011.107280.000000.00000
1082016.07.07 14:59modify380.011.107280.000001.10930
1092016.07.07 14:59modify360.011.109310.000001.10930
1102016.07.07 14:59t/p370.011.107230.000001.107231.0010035.81
1112016.07.07 16:09t/p360.011.109300.000001.10930-0.0110035.80
1122016.07.07 16:09t/p380.011.109300.000001.109302.0210037.82
1132016.07.07 18:00sell390.011.107110.000001.10611
1142016.07.07 18:20t/p390.011.106110.000001.106111.0010038.82
1152016.07.08 05:00buy400.011.107560.000001.10856
1162016.07.08 08:43t/p400.011.108560.000001.108561.0010039.82
1172016.07.08 11:00sell410.011.107620.000001.10662
1182016.07.08 12:51t/p410.011.106620.000001.106621.0010040.82
1192016.07.11 17:00buy420.011.106450.000001.10745
1202016.07.11 18:00sell430.011.104450.000001.10345
1212016.07.11 18:00buy440.011.104440.000000.00000
1222016.07.11 18:00modify440.011.104440.000001.10645
1232016.07.11 18:00modify420.011.106450.000001.10645
1242016.07.12 01:54t/p420.011.106450.000001.10645-0.0710040.74
1252016.07.12 01:54t/p440.011.106450.000001.106451.9410042.68
1262016.07.12 01:54sell450.011.106470.000000.00000
1272016.07.12 01:54modify450.011.106470.000001.10446
1282016.07.12 01:54modify430.011.104450.000001.10446
1292016.07.12 05:23sell460.011.108510.000000.00000
1302016.07.12 05:23modify460.011.108510.000001.10548
1312016.07.12 05:23modify450.011.106470.000001.10548
1322016.07.12 05:23modify430.011.104450.000001.10548
1332016.07.12 10:04sell470.011.110570.000000.00000
1342016.07.12 10:04modify470.011.110570.000001.10650
1352016.07.12 10:04modify460.011.108510.000001.10650
1362016.07.12 10:04modify450.011.106470.000001.10650
1372016.07.12 10:04modify430.011.104450.000001.10650
1382016.07.12 18:03t/p430.011.106500.000001.10650-2.0310040.65
1392016.07.12 18:03t/p450.011.106500.000001.10650-0.0310040.62
1402016.07.12 18:03t/p460.011.106500.000001.106502.0110042.63
1412016.07.12 18:03t/p470.011.106500.000001.106504.0710046.70
1422016.07.12 23:00sell480.011.106220.000001.10522
1432016.07.13 09:00buy490.011.106890.000001.10789
1442016.07.13 10:01t/p480.011.105220.000001.105221.0210047.73
1452016.07.13 10:01buy500.011.104880.000000.00000
1462016.07.13 10:01modify500.011.104880.000001.10689
1472016.07.13 10:01modify490.011.106890.000001.10689
1482016.07.13 12:39t/p490.011.106890.000001.106890.0010047.73
1492016.07.13 12:39t/p500.011.106890.000001.106892.0110049.74
1502016.07.13 13:00buy510.011.107860.000001.10886
1512016.07.13 16:00t/p510.011.108860.000001.108861.0010050.74
1522016.07.15 17:00sell520.011.108090.000001.10709
1532016.07.15 17:54t/p520.011.107090.000001.107091.0010051.74
1542016.07.19 07:00buy530.011.107840.000001.10884
1552016.07.19 08:00sell540.011.107540.000001.10654
1562016.07.19 09:56t/p540.011.106540.000001.106541.0010052.74
1572016.07.19 10:46buy550.011.105830.000000.00000
1582016.07.19 10:46modify550.011.105830.000001.10784
1592016.07.19 10:46modify530.011.107840.000001.10784
1602016.07.19 14:47buy560.011.103810.000000.00000
1612016.07.19 14:47modify560.011.103810.000001.10683
1622016.07.19 14:47modify550.011.105830.000001.10683
1632016.07.19 14:47modify530.011.107840.000001.10683
1642016.07.19 15:40buy570.011.101790.000000.00000
1652016.07.19 15:40modify570.011.101790.000001.10582
1662016.07.19 15:40modify560.011.103810.000001.10582
1672016.07.19 15:40modify550.011.105830.000001.10582
1682016.07.19 15:40modify530.011.107840.000001.10582
1692016.07.20 05:54buy580.011.099760.000000.00000
1702016.07.20 05:54modify580.011.099760.000001.10481
1712016.07.20 05:54modify570.011.101790.000001.10481
1722016.07.20 05:54modify560.011.103810.000001.10481
1732016.07.20 05:54modify550.011.105830.000001.10481
1742016.07.20 05:54modify530.011.107840.000001.10481
1752016.07.21 06:00sell590.011.102230.000001.10123
1762016.07.21 06:38sell600.011.104240.000000.00000
1772016.07.21 06:38modify600.011.104240.000001.10224
1782016.07.21 06:38modify590.011.102230.000001.10224
1792016.07.21 11:34t/p590.011.102240.000001.10224-0.0110052.73
1802016.07.21 11:34t/p600.011.102240.000001.102242.0010054.73
1812016.07.21 12:00sell610.011.101430.000001.10043
1822016.07.21 15:31sell620.011.103440.000000.00000
1832016.07.21 15:31modify620.011.103440.000001.10144
1842016.07.21 15:31modify610.011.101430.000001.10144
1852016.07.21 15:40t/p530.011.104810.000001.10481-3.3110051.41
1862016.07.21 15:40t/p550.011.104810.000001.10481-1.3010050.11
1872016.07.21 15:40t/p560.011.104810.000001.104810.7210050.82
1882016.07.21 15:40t/p570.011.104810.000001.104812.7410053.56
1892016.07.21 15:40t/p580.011.104810.000001.104814.8410058.40
1902016.07.21 15:40sell630.011.105460.000000.00000
1912016.07.21 15:40modify630.011.105460.000001.10244
1922016.07.21 15:40modify620.011.103440.000001.10244
1932016.07.21 15:40modify610.011.101430.000001.10244
1942016.07.21 16:00buy640.011.104350.000001.10535
1952016.07.21 16:02t/p640.011.105350.000001.105351.0010059.40
1962016.07.21 16:16t/p610.011.102440.000001.10244-1.0110058.39
1972016.07.21 16:16t/p620.011.102440.000001.102441.0010059.39
1982016.07.21 16:16t/p630.011.102440.000001.102443.0210062.41
1992016.07.21 17:00sell650.011.101040.000001.10004
2002016.07.21 17:27t/p650.011.100040.000001.100041.0010063.41
2012016.07.21 19:00buy660.011.101560.000001.10256
2022016.07.21 20:00sell670.011.100740.000001.09974
2032016.07.21 23:46t/p660.011.102560.000001.102561.0010064.41
2042016.07.22 00:22sell680.011.102760.000000.00000
2052016.07.22 00:22modify680.011.102760.000001.10075
2062016.07.22 00:22modify670.011.100740.000001.10075
2072016.07.22 15:00buy690.011.102430.000001.10343
2082016.07.22 17:47t/p670.011.100750.000001.100750.0110064.42
2092016.07.22 17:47t/p680.011.100750.000001.100752.0110066.43
2102016.07.22 17:47buy700.011.100410.000000.00000
2112016.07.22 17:47modify700.011.100410.000001.10242
2122016.07.22 17:47modify690.011.102430.000001.10242
2132016.07.22 17:58buy710.011.098370.000000.00000
2142016.07.22 17:58modify710.011.098370.000001.10140
2152016.07.22 17:58modify700.011.100410.000001.10140
2162016.07.22 17:58modify690.011.102430.000001.10140
2172016.07.22 19:04buy720.011.096310.000000.00000
2182016.07.22 19:04modify720.011.096310.000001.10038
2192016.07.22 19:04modify710.011.098370.000001.10038
2202016.07.22 19:04modify700.011.100410.000001.10038
2212016.07.22 19:04modify690.011.102430.000001.10038
2222016.07.26 03:00sell730.011.098930.000001.09793
2232016.07.26 07:55t/p690.011.100380.000001.10038-2.1910064.24
2242016.07.26 07:55t/p700.011.100380.000001.10038-0.1710064.06
2252016.07.26 07:55t/p710.011.100380.000001.100381.8710065.93
2262016.07.26 07:55t/p720.011.100380.000001.100383.9310069.86
2272016.07.26 08:00buy740.011.100490.000001.10149
2282016.07.26 08:37sell750.011.100950.000000.00000
2292016.07.26 08:37modify750.011.100950.000001.09894
2302016.07.26 08:37modify730.011.098930.000001.09894
2312016.07.26 08:37t/p740.011.101490.000001.101491.0010070.86
2322016.07.26 10:24close at stop750.011.100930.000001.098940.0210070.88
2332016.07.26 10:24close at stop730.011.100930.000001.09894-2.0010068.88