Strategy Tester Report
1_LT0043
Alpari-Demo (Build 988)
| Символ | GBPJPY (Great Britain Pound vs Japanese Yen) | ||||
| Период | 4 Часа (H4) 2016.01.04 00:00 - 2016.07.18 20:00 (2016.01.04 - 2016.07.19) | ||||
| Модель | Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов) | ||||
| Параметры | DistanPendPrice=20; KoofSL=1; KoofTP=3.5; Lots=0.01; CandleMax=100; CandleMin=1; p4="========= BreakEven 1 ==========="; BreakEven=true; LevBEkoof=1; p9="========= BreakEven 2 ==========="; BreakEven2=false; LevBEkoof2=0.5; DistBEkoof2=0.6; p1="============ MM ============="; VariantMM=1; p2="// Variant 1 calcul StopLoss //"; RiskVar1=2; p3="// Variant 2 calcul free margin to open 1 lot //"; RiskVar2=1.5; p0="// Variant 3 calcul drawdown 1 year at 0.1 lot USD deposit //"; RiskVar3=30; MaxDrawdown=500; u1="================================="; Magic=568711; SpreadMax=10; SlippageMax=5; CommentOrd="LT004"; | ||||
| Баров в истории | 1847 | Смоделировано тиков | 24391193 | Качество моделирования | 90.00% |
| Ошибки рассогласования графиков | 0 | ||||
| Начальный депозит | 10000.00 | Спред | 10 | ||
| Чистая прибыль | 5071.13 | Общая прибыль | 8468.89 | Общий убыток | -3397.75 |
| Прибыльность | 2.49 | Матожидание выигрыша | 149.15 | ||
| Абсолютная просадка | 16.92 | Максимальная просадка | 1119.73 (9.13%) | Относительная просадка | 9.13% (1119.73) |
| Всего сделок | 34 | Короткие позиции (% выигравших) | 17 (47.06%) | Длинные позиции (% выигравших) | 17 (58.82%) |
| Прибыльные сделки (% от всех) | 18 (52.94%) | Убыточные сделки (% от всех) | 16 (47.06%) | ||
| Самая большая | прибыльная сделка | 984.38 | убыточная сделка | -263.08 | |
| Средняя | прибыльная сделка | 470.49 | убыточная сделка | -212.36 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 4 (1009.83) | непрерывных проигрышей (убыток) | 3 (-691.35) | |
| Макс. | непрерывная прибыль (число выигрышей) | 1906.52 (2) | непрерывный убыток (число проигрышей) | -691.35 (3) | |
| Средний | непрерывный выигрыш | 2 | непрерывный проигрыш | 2 | |
-2016(начало июля).gif)
| № | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2016.01.04 04:01 | buy stop | 1 | 0.18 | 177.557 | 176.405 | 181.589 | ||
| 2 | 2016.01.04 04:01 | sell stop | 2 | 0.18 | 176.405 | 177.557 | 172.373 | ||
| 3 | 2016.01.04 04:01 | sell | 2 | 0.18 | 176.405 | 177.557 | 172.373 | ||
| 4 | 2016.01.04 10:18 | modify | 2 | 0.18 | 176.405 | 176.405 | 172.373 | ||
| 5 | 2016.01.07 03:42 | t/p | 2 | 0.18 | 172.373 | 176.405 | 172.373 | 679.00 | 10679.00 |
| 6 | 2016.01.08 21:00 | delete | 1 | 0.18 | 177.557 | 176.405 | 181.589 | ||
| 7 | 2016.01.25 04:01 | buy stop | 3 | 0.21 | 169.776 | 168.718 | 173.479 | ||
| 8 | 2016.01.25 04:01 | sell stop | 4 | 0.21 | 168.718 | 169.776 | 165.015 | ||
| 9 | 2016.01.25 04:12 | buy | 3 | 0.21 | 169.776 | 168.718 | 173.479 | ||
| 10 | 2016.01.25 10:16 | s/l | 3 | 0.21 | 168.718 | 168.718 | 173.479 | -208.85 | 10470.15 |
| 11 | 2016.01.25 10:16 | sell | 4 | 0.21 | 168.718 | 169.776 | 165.015 | ||
| 12 | 2016.01.26 08:12 | modify | 4 | 0.21 | 168.718 | 168.718 | 165.015 | ||
| 13 | 2016.01.26 14:30 | s/l | 4 | 0.21 | 168.718 | 168.718 | 165.015 | -0.73 | 10469.42 |
| 14 | 2016.02.01 04:01 | buy stop | 5 | 0.21 | 173.257 | 172.203 | 176.946 | ||
| 15 | 2016.02.01 04:01 | sell stop | 6 | 0.21 | 172.203 | 173.257 | 168.514 | ||
| 16 | 2016.02.01 10:56 | buy | 5 | 0.21 | 173.257 | 172.203 | 176.946 | ||
| 17 | 2016.02.01 20:26 | modify | 5 | 0.21 | 173.257 | 173.257 | 176.946 | ||
| 18 | 2016.02.02 07:27 | s/l | 5 | 0.21 | 173.257 | 173.257 | 176.946 | 0.28 | 10469.70 |
| 19 | 2016.02.03 03:16 | sell | 6 | 0.21 | 172.203 | 173.257 | 168.514 | ||
| 20 | 2016.02.03 14:02 | s/l | 6 | 0.21 | 173.257 | 173.257 | 168.514 | -208.04 | 10261.66 |
| 21 | 2016.02.08 04:01 | buy stop | 7 | 0.17 | 170.362 | 169.096 | 174.793 | ||
| 22 | 2016.02.08 04:01 | sell stop | 8 | 0.17 | 169.096 | 170.362 | 164.665 | ||
| 23 | 2016.02.08 07:10 | buy | 7 | 0.17 | 170.362 | 169.096 | 174.793 | ||
| 24 | 2016.02.08 12:15 | s/l | 7 | 0.17 | 169.096 | 169.096 | 174.793 | -202.31 | 10059.35 |
| 25 | 2016.02.08 12:15 | sell | 8 | 0.17 | 169.096 | 170.362 | 164.665 | ||
| 26 | 2016.02.08 14:13 | modify | 8 | 0.17 | 169.096 | 169.096 | 164.665 | ||
| 27 | 2016.02.09 15:57 | t/p | 8 | 0.17 | 164.665 | 169.096 | 164.665 | 707.39 | 10766.73 |
| 28 | 2016.02.15 04:01 | buy stop | 9 | 0.17 | 165.267 | 163.976 | 169.786 | ||
| 29 | 2016.02.15 04:01 | sell stop | 10 | 0.17 | 163.976 | 165.267 | 159.457 | ||
| 30 | 2016.02.15 05:08 | buy | 9 | 0.17 | 165.267 | 163.976 | 169.786 | ||
| 31 | 2016.02.16 15:00 | s/l | 9 | 0.17 | 163.976 | 163.976 | 169.786 | -206.09 | 10560.65 |
| 32 | 2016.02.16 15:00 | sell | 10 | 0.17 | 163.976 | 165.267 | 159.457 | ||
| 33 | 2016.02.16 17:05 | modify | 10 | 0.17 | 163.976 | 163.976 | 159.457 | ||
| 34 | 2016.02.19 21:00 | close | 10 | 0.17 | 161.436 | 163.976 | 159.457 | 402.90 | 10963.55 |
| 35 | 2016.02.29 04:01 | buy stop | 11 | 0.17 | 158.165 | 156.848 | 162.775 | ||
| 36 | 2016.02.29 04:01 | sell stop | 12 | 0.17 | 156.848 | 158.165 | 152.238 | ||
| 37 | 2016.02.29 07:05 | sell | 12 | 0.17 | 156.848 | 158.165 | 152.238 | ||
| 38 | 2016.03.01 11:16 | s/l | 12 | 0.17 | 158.165 | 158.165 | 152.238 | -211.02 | 10752.53 |
| 39 | 2016.03.01 11:16 | buy | 11 | 0.17 | 158.165 | 156.848 | 162.775 | ||
| 40 | 2016.03.01 21:01 | modify | 11 | 0.17 | 158.165 | 158.165 | 162.775 | ||
| 41 | 2016.03.04 21:00 | close | 11 | 0.17 | 162.334 | 158.165 | 162.775 | 667.34 | 11419.87 |
| 42 | 2016.03.07 04:01 | buy stop | 13 | 0.23 | 162.172 | 161.116 | 165.868 | ||
| 43 | 2016.03.07 04:01 | sell stop | 14 | 0.23 | 161.116 | 162.172 | 157.420 | ||
| 44 | 2016.03.07 10:00 | sell | 14 | 0.23 | 161.116 | 162.172 | 157.420 | ||
| 45 | 2016.03.07 19:24 | s/l | 14 | 0.23 | 162.172 | 162.172 | 157.420 | -228.28 | 11191.59 |
| 46 | 2016.03.07 19:24 | buy | 13 | 0.23 | 162.172 | 161.116 | 165.868 | ||
| 47 | 2016.03.08 02:58 | s/l | 13 | 0.23 | 161.116 | 161.116 | 165.868 | -228.01 | 10963.58 |
| 48 | 2016.03.14 04:01 | buy stop | 15 | 0.22 | 164.171 | 163.151 | 167.741 | ||
| 49 | 2016.03.14 04:01 | sell stop | 16 | 0.22 | 163.151 | 164.171 | 159.581 | ||
| 50 | 2016.03.14 10:20 | sell | 16 | 0.22 | 163.151 | 164.171 | 159.581 | ||
| 51 | 2016.03.15 05:41 | modify | 16 | 0.22 | 163.151 | 163.151 | 159.581 | ||
| 52 | 2016.03.15 14:33 | t/p | 16 | 0.22 | 159.581 | 163.151 | 159.581 | 737.42 | 11701.01 |
| 53 | 2016.03.18 21:00 | delete | 15 | 0.22 | 164.171 | 163.151 | 167.741 | ||
| 54 | 2016.03.21 04:01 | buy stop | 17 | 0.22 | 161.541 | 160.448 | 165.367 | ||
| 55 | 2016.03.21 04:01 | sell stop | 18 | 0.22 | 160.448 | 161.541 | 156.622 | ||
| 56 | 2016.03.21 09:40 | sell | 18 | 0.22 | 160.448 | 161.541 | 156.622 | ||
| 57 | 2016.03.22 10:24 | modify | 18 | 0.22 | 160.448 | 160.448 | 156.622 | ||
| 58 | 2016.03.25 21:00 | delete | 17 | 0.22 | 161.541 | 160.448 | 165.367 | ||
| 59 | 2016.03.25 21:00 | close | 18 | 0.22 | 159.878 | 160.448 | 156.622 | 113.28 | 11814.29 |
| 60 | 2016.03.28 04:01 | buy stop | 19 | 0.24 | 160.556 | 159.543 | 164.102 | ||
| 61 | 2016.03.28 04:01 | sell stop | 20 | 0.24 | 159.543 | 160.556 | 155.997 | ||
| 62 | 2016.03.28 05:56 | buy | 19 | 0.24 | 160.556 | 159.543 | 164.102 | ||
| 63 | 2016.03.28 16:38 | modify | 19 | 0.24 | 160.556 | 160.556 | 164.102 | ||
| 64 | 2016.04.01 13:10 | s/l | 19 | 0.24 | 160.556 | 160.556 | 164.102 | 1.90 | 11816.18 |
| 65 | 2016.04.01 16:00 | sell | 20 | 0.24 | 159.543 | 160.556 | 155.997 | ||
| 66 | 2016.04.01 21:00 | close | 20 | 0.24 | 158.846 | 160.556 | 155.997 | 157.23 | 11973.41 |
| 67 | 2016.04.04 04:01 | buy stop | 21 | 0.31 | 159.190 | 158.382 | 162.018 | ||
| 68 | 2016.04.04 04:01 | sell stop | 22 | 0.31 | 158.382 | 159.190 | 155.554 | ||
| 69 | 2016.04.04 08:21 | sell | 22 | 0.31 | 158.382 | 159.190 | 155.554 | ||
| 70 | 2016.04.04 14:33 | s/l | 22 | 0.31 | 159.190 | 159.190 | 155.554 | -235.42 | 11737.99 |
| 71 | 2016.04.04 14:33 | buy | 21 | 0.31 | 159.190 | 158.382 | 162.018 | ||
| 72 | 2016.04.05 03:19 | s/l | 21 | 0.31 | 158.382 | 158.382 | 162.018 | -235.05 | 11502.94 |
| 73 | 2016.04.11 04:01 | buy stop | 23 | 0.21 | 153.239 | 152.120 | 157.156 | ||
| 74 | 2016.04.11 04:01 | sell stop | 24 | 0.21 | 152.120 | 153.239 | 148.203 | ||
| 75 | 2016.04.11 04:23 | sell | 24 | 0.21 | 152.120 | 153.239 | 148.203 | ||
| 76 | 2016.04.11 11:02 | s/l | 24 | 0.21 | 153.239 | 153.239 | 148.203 | -220.88 | 11282.06 |
| 77 | 2016.04.11 11:02 | buy | 23 | 0.21 | 153.239 | 152.120 | 157.156 | ||
| 78 | 2016.04.11 16:20 | modify | 23 | 0.21 | 153.239 | 153.239 | 157.156 | ||
| 79 | 2016.04.15 21:00 | close | 23 | 0.21 | 154.432 | 153.239 | 157.156 | 237.18 | 11519.24 |
| 80 | 2016.04.18 04:01 | buy stop | 25 | 0.20 | 153.963 | 152.785 | 158.086 | ||
| 81 | 2016.04.18 04:01 | sell stop | 26 | 0.20 | 152.785 | 153.963 | 148.662 | ||
| 82 | 2016.04.18 08:36 | sell | 26 | 0.20 | 152.785 | 153.963 | 148.662 | ||
| 83 | 2016.04.18 11:49 | s/l | 26 | 0.20 | 153.963 | 153.963 | 148.662 | -221.46 | 11297.78 |
| 84 | 2016.04.18 11:49 | buy | 25 | 0.20 | 153.963 | 152.785 | 158.086 | ||
| 85 | 2016.04.18 17:25 | modify | 25 | 0.20 | 153.963 | 153.963 | 158.086 | ||
| 86 | 2016.04.21 15:10 | t/p | 25 | 0.20 | 158.086 | 153.963 | 158.086 | 776.50 | 12074.27 |
| 87 | 2016.05.02 04:01 | buy stop | 27 | 0.21 | 155.940 | 154.727 | 160.186 | ||
| 88 | 2016.05.02 04:01 | sell stop | 28 | 0.21 | 154.727 | 155.940 | 150.481 | ||
| 89 | 2016.05.02 10:00 | buy | 27 | 0.21 | 155.940 | 154.727 | 160.186 | ||
| 90 | 2016.05.03 15:02 | s/l | 27 | 0.21 | 154.727 | 154.727 | 160.186 | -239.18 | 11835.09 |
| 91 | 2016.05.03 15:02 | sell | 28 | 0.21 | 154.727 | 155.940 | 150.481 | ||
| 92 | 2016.05.04 00:38 | s/l | 28 | 0.21 | 155.940 | 155.940 | 150.481 | -240.16 | 11594.93 |
| 93 | 2016.05.09 04:01 | buy stop | 29 | 0.20 | 155.334 | 154.125 | 159.566 | ||
| 94 | 2016.05.09 04:01 | sell stop | 30 | 0.20 | 154.125 | 155.334 | 149.893 | ||
| 95 | 2016.05.09 09:28 | buy | 29 | 0.20 | 155.334 | 154.125 | 159.566 | ||
| 96 | 2016.05.10 04:48 | modify | 29 | 0.20 | 155.334 | 155.334 | 159.566 | ||
| 97 | 2016.05.13 21:00 | delete | 30 | 0.20 | 154.125 | 155.334 | 149.893 | ||
| 98 | 2016.05.13 21:00 | close | 29 | 0.20 | 156.116 | 155.334 | 159.566 | 148.60 | 11743.53 |
| 99 | 2016.05.16 04:01 | buy stop | 31 | 0.27 | 156.363 | 155.456 | 159.538 | ||
| 100 | 2016.05.16 04:01 | sell stop | 32 | 0.27 | 155.456 | 156.363 | 152.281 | ||
| 101 | 2016.05.16 05:27 | buy | 31 | 0.27 | 156.363 | 155.456 | 159.538 | ||
| 102 | 2016.05.17 02:28 | modify | 31 | 0.27 | 156.363 | 156.363 | 159.538 | ||
| 103 | 2016.05.18 16:15 | t/p | 31 | 0.27 | 159.538 | 156.363 | 159.538 | 806.56 | 12550.09 |
| 104 | 2016.05.20 21:00 | delete | 32 | 0.27 | 155.456 | 156.363 | 152.281 | ||
| 105 | 2016.05.23 04:01 | buy stop | 33 | 0.26 | 160.013 | 158.997 | 163.569 | ||
| 106 | 2016.05.23 04:01 | sell stop | 34 | 0.26 | 158.997 | 160.013 | 155.441 | ||
| 107 | 2016.05.23 10:10 | sell | 34 | 0.26 | 158.997 | 160.013 | 155.441 | ||
| 108 | 2016.05.24 12:47 | s/l | 34 | 0.26 | 160.013 | 160.013 | 155.441 | -249.19 | 12300.89 |
| 109 | 2016.05.24 12:47 | buy | 33 | 0.26 | 160.013 | 158.997 | 163.569 | ||
| 110 | 2016.05.24 21:42 | modify | 33 | 0.26 | 160.013 | 160.013 | 163.569 | ||
| 111 | 2016.05.27 21:00 | close | 33 | 0.26 | 161.061 | 160.013 | 163.569 | 257.85 | 12558.75 |
| 112 | 2016.05.30 04:01 | buy stop | 35 | 0.19 | 162.306 | 160.911 | 167.189 | ||
| 113 | 2016.05.30 04:01 | sell stop | 36 | 0.19 | 160.911 | 162.306 | 156.028 | ||
| 114 | 2016.05.30 06:53 | buy | 35 | 0.19 | 162.306 | 160.911 | 167.189 | ||
| 115 | 2016.05.31 06:52 | modify | 35 | 0.19 | 162.306 | 162.306 | 167.189 | ||
| 116 | 2016.05.31 10:52 | s/l | 35 | 0.19 | 162.306 | 162.306 | 167.189 | 0.25 | 12559.00 |
| 117 | 2016.05.31 19:00 | sell | 36 | 0.19 | 160.911 | 162.306 | 156.028 | ||
| 118 | 2016.06.01 08:03 | modify | 36 | 0.19 | 160.911 | 160.911 | 156.028 | ||
| 119 | 2016.06.03 15:51 | t/p | 36 | 0.19 | 156.028 | 160.911 | 156.028 | 868.70 | 13427.69 |
| 120 | 2016.07.04 04:01 | buy stop | 37 | 0.32 | 136.565 | 135.689 | 139.631 | ||
| 121 | 2016.07.04 04:01 | sell stop | 38 | 0.32 | 135.689 | 136.565 | 132.623 | ||
| 122 | 2016.07.04 05:20 | buy | 37 | 0.32 | 136.565 | 135.689 | 139.631 | ||
| 123 | 2016.07.05 03:23 | s/l | 37 | 0.32 | 135.689 | 135.689 | 139.631 | -263.08 | 13164.61 |
| 124 | 2016.07.05 03:23 | sell | 38 | 0.32 | 135.689 | 136.565 | 132.623 | ||
| 125 | 2016.07.05 09:06 | modify | 38 | 0.32 | 135.689 | 135.689 | 132.623 | ||
| 126 | 2016.07.05 16:50 | t/p | 38 | 0.32 | 132.623 | 135.689 | 132.623 | 922.14 | 14086.75 |
| 127 | 2016.07.11 04:01 | buy stop | 39 | 0.40 | 130.685 | 129.937 | 133.303 | ||
| 128 | 2016.07.11 04:01 | sell stop | 40 | 0.40 | 129.937 | 130.685 | 127.319 | ||
| 129 | 2016.07.11 07:07 | buy | 39 | 0.40 | 130.685 | 129.937 | 133.303 | ||
| 130 | 2016.07.11 08:06 | modify | 39 | 0.40 | 130.685 | 130.685 | 133.303 | ||
| 131 | 2016.07.11 14:31 | t/p | 39 | 0.40 | 133.303 | 130.685 | 133.303 | 984.38 | 15071.13 |
| 132 | 2016.07.15 21:00 | delete | 40 | 0.40 | 129.937 | 130.685 | 127.319 | ||