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=2; 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 тиков2186414Качество моделирования90.00%
Ошибки рассогласования графиков1
Начальный депозит10000.00СпредТекущий (5)
Чистая прибыль148.86Общая прибыль192.79Общий убыток-43.93
Прибыльность4.39Матожидание выигрыша1.86
Абсолютная просадка58.74Максимальная просадка77.83 (0.78%)Относительная просадка0.78% (77.83)
Всего сделок80Короткие позиции (% выигравших)44 (72.73%)Длинные позиции (% выигравших)36 (75.00%)
Прибыльные сделки (% от всех)59 (73.75%)Убыточные сделки (% от всех)21 (26.25%)
Самая большаяприбыльная сделка43.36убыточная сделка-6.80
Средняяприбыльная сделка3.27убыточная сделка-2.09
Максимальное количествонепрерывных выигрышей (прибыль)7 (6.79)непрерывных проигрышей (убыток)3 (-17.70)
Макс.непрерывная прибыль (число выигрышей)49.72 (3)непрерывный убыток (число проигрышей)-17.70 (3)
Среднийнепрерывный выигрыш3непрерывный 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 22:18sell90.021.106080.000000.00000
172016.06.28 22:18modify90.021.106080.000001.10441
182016.06.28 22:18modify70.011.104070.000001.10441
192016.06.28 23:01sell100.041.108100.000000.00000
202016.06.28 23:01modify100.041.108100.000001.10595
212016.06.28 23:01modify90.021.106080.000001.10595
222016.06.28 23:01modify70.011.104070.000001.10595
232016.06.29 03:55t/p70.011.105950.000001.10595-1.8610004.93
242016.06.29 03:55t/p90.021.105950.000001.105950.3010005.23
252016.06.29 03:55t/p100.041.105950.000001.105958.6810013.91
262016.06.30 19:00sell110.011.103350.000001.10235
272016.06.30 19:00t/p110.011.102350.000001.102351.0010014.91
282016.06.30 23:00buy120.011.109420.000001.11042
292016.06.30 23:12t/p120.011.110420.000001.110421.0010015.91
302016.07.01 07:00sell130.011.108990.000001.10799
312016.07.01 08:00buy140.011.109980.000001.11098
322016.07.01 08:57t/p130.011.107990.000001.107991.0010016.91
332016.07.01 08:57buy150.021.107970.000000.00000
342016.07.01 08:57modify150.021.107970.000001.10964
352016.07.01 08:57modify140.011.109980.000001.10964
362016.07.01 09:00sell160.011.107980.000001.10698
372016.07.01 10:07t/p140.011.109640.000001.10964-0.3410016.57
382016.07.01 10:07t/p150.021.109640.000001.109643.3410019.91
392016.07.01 10:38sell170.021.110000.000000.00000
402016.07.01 10:38modify170.021.110000.000001.10833
412016.07.01 10:38modify160.011.107980.000001.10833
422016.07.01 11:00buy180.011.110720.000001.11172
432016.07.01 13:52t/p180.011.111720.000001.111721.0010020.91
442016.07.01 13:52sell190.041.112030.000000.00000
452016.07.01 13:52modify190.041.112030.000001.10987
462016.07.01 13:52modify170.021.110000.000001.10987
472016.07.01 13:52modify160.011.107980.000001.10987
482016.07.01 15:32sell200.081.114070.000000.00000
492016.07.01 15:32modify200.081.114070.000001.11158
502016.07.01 15:32modify190.041.112030.000001.11158
512016.07.01 15:32modify170.021.110000.000001.11158
522016.07.01 15:32modify160.011.107980.000001.11158
532016.07.01 16:24sell210.161.116110.000000.00000
542016.07.01 16:24modify210.161.116110.000001.11340
552016.07.01 16:24modify200.081.114070.000001.11340
562016.07.01 16:24modify190.041.112030.000001.11340
572016.07.01 16:24modify170.021.110000.000001.11340
582016.07.01 16:24modify160.011.107980.000001.11340
592016.07.01 17:22t/p160.011.113400.000001.11340-5.4210015.49
602016.07.01 17:22t/p170.021.113400.000001.11340-6.8010008.69
612016.07.01 17:22t/p190.041.113400.000001.11340-5.4810003.21
622016.07.01 17:22t/p200.081.113400.000001.113405.3610008.57
632016.07.01 17:22t/p210.161.113400.000001.1134043.3610051.93
642016.07.04 12:00sell220.011.110850.000001.10985
652016.07.04 12:42sell230.021.112860.000000.00000
662016.07.04 12:42modify230.021.112860.000001.11119
672016.07.04 12:42modify220.011.110850.000001.11119
682016.07.04 13:00buy240.011.112960.000001.11396
692016.07.04 14:39t/p240.011.113960.000001.113961.0010052.93
702016.07.04 20:01sell250.041.114890.000000.00000
712016.07.04 20:01modify250.041.114890.000001.11273
722016.07.04 20:01modify230.021.112860.000001.11273
732016.07.04 20:01modify220.011.110850.000001.11273
742016.07.05 04:58t/p220.011.112730.000001.11273-1.8610051.08
752016.07.05 04:58t/p230.021.112730.000001.112730.3010051.38
762016.07.05 04:58t/p250.041.112730.000001.112738.7210060.10
772016.07.05 05:00sell260.011.112720.000001.11172
782016.07.05 06:00buy270.011.113190.000001.11419
792016.07.05 10:15t/p270.011.114190.000001.114191.0010061.10
802016.07.05 10:28sell280.021.114730.000000.00000
812016.07.05 10:28modify280.021.114730.000001.11306
822016.07.05 10:28modify260.011.112720.000001.11306
832016.07.05 10:29sell290.041.116750.000000.00000
842016.07.05 10:29modify290.041.116750.000001.11460
852016.07.05 10:29modify280.021.114730.000001.11460
862016.07.05 10:29modify260.011.112720.000001.11460
872016.07.05 11:00buy300.011.115510.000001.11651
882016.07.05 11:16t/p260.011.114600.000001.11460-1.8810059.22
892016.07.05 11:16t/p280.021.114600.000001.114600.2610059.48
902016.07.05 11:16t/p290.041.114600.000001.114608.6010068.08
912016.07.05 11:51buy310.021.113490.000000.00000
922016.07.05 11:51modify310.021.113490.000001.11516
932016.07.05 11:51modify300.011.115510.000001.11516
942016.07.05 12:47t/p300.011.115160.000001.11516-0.3510067.73
952016.07.05 12:47t/p310.021.115160.000001.115163.3410071.07
962016.07.05 18:00sell320.011.110600.000001.10960
972016.07.05 18:22t/p320.011.109600.000001.109601.0010072.07
982016.07.06 22:00buy330.011.110400.000001.11140
992016.07.07 00:00sell340.011.109690.000001.10869
1002016.07.07 03:52t/p340.011.108690.000001.108691.0010073.07
1012016.07.07 04:00sell350.011.108810.000001.10781
1022016.07.07 04:31buy360.021.108380.000000.00000
1032016.07.07 04:31modify360.021.108380.000001.11005
1042016.07.07 04:31modify330.011.110400.000001.11005
1052016.07.07 04:33t/p350.011.107810.000001.107811.0010074.07
1062016.07.07 07:05t/p330.011.110050.000001.11005-0.5610073.51
1072016.07.07 07:05t/p360.021.110050.000001.110053.3410076.85
1082016.07.07 10:00sell370.011.107730.000001.10673
1092016.07.07 10:35t/p370.011.106730.000001.106731.0010077.85
1102016.07.07 13:00buy380.011.109310.000001.11031
1112016.07.07 14:00sell390.011.108230.000001.10723
1122016.07.07 14:59buy400.021.107280.000000.00000
1132016.07.07 14:59modify400.021.107280.000001.10896
1142016.07.07 14:59modify380.011.109310.000001.10896
1152016.07.07 14:59t/p390.011.107230.000001.107231.0010078.85
1162016.07.07 15:53t/p380.011.108960.000001.10896-0.3510078.50
1172016.07.07 15:53t/p400.021.108960.000001.108963.3610081.86
1182016.07.07 16:00buy410.011.108730.000001.10973
1192016.07.07 16:38t/p410.011.109730.000001.109731.0010082.86
1202016.07.07 18:00sell420.011.107110.000001.10611
1212016.07.07 18:20t/p420.011.106110.000001.106111.0010083.86
1222016.07.08 05:00buy430.011.107560.000001.10856
1232016.07.08 08:43t/p430.011.108560.000001.108561.0010084.86
1242016.07.08 11:00sell440.011.107620.000001.10662
1252016.07.08 12:51t/p440.011.106620.000001.106621.0010085.86
1262016.07.11 17:00buy450.011.106450.000001.10745
1272016.07.11 18:00sell460.011.104450.000001.10345
1282016.07.11 18:00buy470.021.104440.000000.00000
1292016.07.11 18:00modify470.021.104440.000001.10611
1302016.07.11 18:00modify450.011.106450.000001.10611
1312016.07.11 21:31t/p450.011.106110.000001.10611-0.3410085.52
1322016.07.11 21:31t/p470.021.106110.000001.106113.3410088.86
1332016.07.12 01:54sell480.021.106470.000000.00000
1342016.07.12 01:54modify480.021.106470.000001.10480
1352016.07.12 01:54modify460.011.104450.000001.10480
1362016.07.12 05:23sell490.041.108510.000000.00000
1372016.07.12 05:23modify490.041.108510.000001.10635
1382016.07.12 05:23modify480.021.106470.000001.10635
1392016.07.12 05:23modify460.011.104450.000001.10635
1402016.07.12 10:04sell500.081.110570.000000.00000
1412016.07.12 10:04modify500.081.110570.000001.10807
1422016.07.12 10:04modify490.041.108510.000001.10807
1432016.07.12 10:04modify480.021.106470.000001.10807
1442016.07.12 10:04modify460.011.104450.000001.10807
1452016.07.12 14:20t/p460.011.108070.000001.10807-3.6010085.26
1462016.07.12 14:20t/p480.021.108070.000001.10807-3.2010082.06
1472016.07.12 14:20t/p490.041.108070.000001.108071.7610083.82
1482016.07.12 14:20t/p500.081.108070.000001.1080720.0010103.82
1492016.07.12 23:00sell510.011.106220.000001.10522
1502016.07.13 09:00buy520.011.106890.000001.10789
1512016.07.13 10:01t/p510.011.105220.000001.105221.0210104.84
1522016.07.13 10:01buy530.021.104880.000000.00000
1532016.07.13 10:01modify530.021.104880.000001.10655
1542016.07.13 10:01modify520.011.106890.000001.10655
1552016.07.13 12:29t/p520.011.106550.000001.10655-0.3410104.50
1562016.07.13 12:29t/p530.021.106550.000001.106553.3410107.84
1572016.07.13 13:00buy540.011.107860.000001.10886
1582016.07.13 16:00t/p540.011.108860.000001.108861.0010108.84
1592016.07.15 17:00sell550.011.108090.000001.10709
1602016.07.15 17:54t/p550.011.107090.000001.107091.0010109.84
1612016.07.19 07:00buy560.011.107840.000001.10884
1622016.07.19 08:00sell570.011.107540.000001.10654
1632016.07.19 09:56t/p570.011.106540.000001.106541.0010110.84
1642016.07.19 10:46buy580.021.105830.000000.00000
1652016.07.19 10:46modify580.021.105830.000001.10750
1662016.07.19 10:46modify560.011.107840.000001.10750
1672016.07.19 11:32t/p560.011.107500.000001.10750-0.3410110.50
1682016.07.19 11:32t/p580.021.107500.000001.107503.3410113.84
1692016.07.21 05:00buy590.011.102520.000001.10352
1702016.07.21 06:00sell600.011.102230.000001.10123
1712016.07.21 06:34t/p590.011.103520.000001.103521.0010114.84
1722016.07.21 06:38sell610.021.104240.000000.00000
1732016.07.21 06:38modify610.021.104240.000001.10257
1742016.07.21 06:38modify600.011.102230.000001.10257
1752016.07.21 07:00buy620.011.103650.000001.10465
1762016.07.21 09:42t/p620.011.104650.000001.104651.0010115.84
1772016.07.21 10:27t/p600.011.102570.000001.10257-0.3410115.50
1782016.07.21 10:27t/p610.021.102570.000001.102573.3410118.84
1792016.07.21 12:00sell630.011.101430.000001.10043
1802016.07.21 13:00buy640.011.102390.000001.10339
1812016.07.21 15:31t/p640.011.103390.000001.103391.0010119.84
1822016.07.21 15:31sell650.021.103440.000000.00000
1832016.07.21 15:31modify650.021.103440.000001.10177
1842016.07.21 15:31modify630.011.101430.000001.10177
1852016.07.21 15:40sell660.041.105460.000000.00000
1862016.07.21 15:40modify660.041.105460.000001.10331
1872016.07.21 15:40modify650.021.103440.000001.10331
1882016.07.21 15:40modify630.011.101430.000001.10331
1892016.07.21 16:00buy670.011.104350.000001.10535
1902016.07.21 16:02t/p670.011.105350.000001.105351.0010120.84
1912016.07.21 16:11t/p630.011.103310.000001.10331-1.8810118.96
1922016.07.21 16:11t/p650.021.103310.000001.103310.2610119.22
1932016.07.21 16:11t/p660.041.103310.000001.103318.6010127.82
1942016.07.21 17:00sell680.011.101040.000001.10004
1952016.07.21 17:27t/p680.011.100040.000001.100041.0010128.82
1962016.07.21 19:00buy690.011.101560.000001.10256
1972016.07.21 20:00sell700.011.100740.000001.09974
1982016.07.21 23:46t/p690.011.102560.000001.102561.0010129.82
1992016.07.22 00:22sell710.021.102760.000000.00000
2002016.07.22 00:22modify710.021.102760.000001.10109
2012016.07.22 00:22modify700.011.100740.000001.10109
2022016.07.22 15:00buy720.011.102430.000001.10343
2032016.07.22 15:05t/p700.011.101090.000001.10109-0.3310129.49
2042016.07.22 15:05t/p710.021.101090.000001.101093.3410132.83
2052016.07.22 16:00sell730.011.101370.000001.10037
2062016.07.22 17:47buy740.021.100410.000000.00000
2072016.07.22 17:47modify740.021.100410.000001.10208
2082016.07.22 17:47modify720.011.102430.000001.10208
2092016.07.22 17:47t/p730.011.100370.000001.100371.0010133.83
2102016.07.22 17:58buy750.041.098370.000000.00000
2112016.07.22 17:58modify750.041.098370.000001.10053
2122016.07.22 17:58modify740.021.100410.000001.10053
2132016.07.22 17:58modify720.011.102430.000001.10053
2142016.07.22 19:04buy760.081.096310.000000.00000
2152016.07.22 19:04modify760.081.096310.000001.09881
2162016.07.22 19:04modify750.041.098370.000001.09881
2172016.07.22 19:04modify740.021.100410.000001.09881
2182016.07.22 19:04modify720.011.102430.000001.09881
2192016.07.25 12:21t/p720.011.098810.000001.09881-3.6910130.14
2202016.07.25 12:21t/p740.021.098810.000001.09881-3.3410126.80
2212016.07.25 12:21t/p750.041.098810.000001.098811.4810128.27
2222016.07.25 12:21t/p760.081.098810.000001.0988119.4310147.71
2232016.07.26 02:00buy770.011.099360.000001.10036
2242016.07.26 03:00sell780.011.098930.000001.09793
2252016.07.26 07:55t/p770.011.100360.000001.100361.0010148.71
2262016.07.26 08:00buy790.011.100490.000001.10149
2272016.07.26 08:37sell800.021.100950.000000.00000
2282016.07.26 08:37modify800.021.100950.000001.09928
2292016.07.26 08:37modify780.011.098930.000001.09928
2302016.07.26 08:37t/p790.011.101490.000001.101491.0010149.71
2312016.07.26 10:28close at stop800.021.100560.000001.099280.7810150.49
2322016.07.26 10:28close at stop780.011.100560.000001.09928-1.6310148.86