Strategy Tester Report
ForexInvestBot_edu
Alpari-ECN-Demo (Build 482)

СимволEURUSD (Euro vs US Dollar)
Период15 Минут (M15) 2009.01.01 22:02 - 2013.02.27 23:59 (2011.01.15 - 2013.02.28)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыLotSize=0.1; Magic=740714; FIFO=false; ClosePreviousSessionOrders=2; InternalControl=true; ManualTradeControl=false; MaxTradesPerSideAllowed=99; BotComment="Forex Invest Bot"; FastVolatilityBase=5; SlowVolatilityBase=60; VolatilityFactor=3; SupportFastVolatilityBase=5; SupporVolatilityFactor=2; ProfitTarget=0.6; StopLoss=0.2; ProfitLossVolatilityBase=50; SmartEntry=true; ReInvestCapital=true;
Баров в истории103114Смоделировано тиков47846402Качество моделирования99.00%
Ошибки рассогласования графиков0
Начальный депозит1000.00
Чистая прибыль4778.17Общая прибыль13328.45Общий убыток-8550.28
Прибыльность1.56Матожидание выигрыша12.35
Абсолютная просадка37.60Максимальная просадка1164.82 (22.05%)Относительная просадка35.26% (1100.38)
Всего сделок387Короткие позиции (% выигравших)203 (39.90%)Длинные позиции (% выигравших)184 (36.41%)
Прибыльные сделки (% от всех)148 (38.24%)Убыточные сделки (% от всех)239 (61.76%)
Самая большаяприбыльная сделка352.38убыточная сделка-118.72
Средняяприбыльная сделка90.06убыточная сделка-35.78
Максимальное количествонепрерывных выигрышей (прибыль)11 (1004.74)непрерывных проигрышей (убыток)16 (-693.96)
Максимальнаянепрерывная прибыль (число выигрышей)1004.74 (11)непрерывный убыток (число проигрышей)-693.96 (16)
Среднийнепрерывный выигрыш3непрерывный проигрыш5
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12011.01.24 15:45buy10.101.366930.000000.00000
22011.01.24 18:00close10.101.364160.000000.00000-27.70972.30
32011.02.03 13:45sell20.101.369740.000000.00000
42011.02.03 14:00sell30.101.366340.000000.00000
52011.02.03 14:15sell40.101.367080.000000.00000
62011.02.03 14:30sell50.101.366790.000000.00000
72011.02.03 14:45sell60.101.365580.000000.00000
82011.02.03 19:00close60.101.361620.000000.0000039.601011.90
92011.02.04 14:00sell70.101.358200.000000.00000
102011.02.04 14:15close70.101.360600.000000.00000-24.00987.90
112011.02.04 14:30sell80.101.357980.000000.00000
122011.02.04 14:45sell90.101.359000.000000.00000
132011.02.04 15:00close90.101.355330.000000.0000036.701024.60
142011.02.04 15:00close80.101.355330.000000.0000026.501051.10
152011.02.04 15:00close50.101.355330.000000.00000114.611165.71
162011.02.07 02:15close40.101.361430.000000.0000056.521222.23
172011.02.07 02:15close30.101.361430.000000.0000049.121271.35
182011.02.07 11:15close20.101.354760.000000.00000149.821421.17
192011.02.14 09:00sell100.101.347530.000000.00000
202011.02.14 18:00close100.101.349650.000000.00000-21.201399.97
212011.02.18 13:00buy110.101.360690.000000.00000
222011.02.18 13:15buy120.101.362650.000000.00000
232011.02.18 13:30buy130.101.363160.000000.00000
242011.02.18 13:45buy140.101.363650.000000.00000
252011.02.18 14:00buy150.101.363940.000000.00000
262011.02.18 14:30close150.101.361460.000000.00000-24.801375.17
272011.02.18 14:30close140.101.361460.000000.00000-21.901353.27
282011.02.18 16:30close130.101.366000.000000.0000028.401381.67
292011.02.18 18:30close120.101.368630.000000.0000059.801441.47
302011.02.18 18:45close110.101.369640.000000.0000089.501530.97
312011.02.22 10:45buy160.101.363230.000000.00000
322011.02.23 07:45close160.101.373100.000000.0000098.441629.41
332011.02.24 09:15buy170.101.377430.000000.00000
342011.02.24 12:30close170.101.375690.000000.00000-17.401612.01
352011.02.28 09:15buy180.101.382340.000000.00000
362011.02.28 17:00close180.101.379210.000000.00000-31.301580.71
372011.03.03 13:45buy190.101.394030.000000.00000
382011.03.03 14:00buy200.101.396620.000000.00000
392011.03.03 14:30buy210.101.394030.000000.00000
402011.03.03 14:45buy220.101.394750.000000.00000
412011.03.04 15:00buy230.101.400010.000000.00000
422011.03.04 15:30close230.101.398150.000000.00000-18.601562.11
432011.03.07 09:30close220.101.401210.000000.0000064.081626.19
442011.03.07 09:45close210.101.402100.000000.0000080.181706.37
452011.03.07 13:45close200.101.401120.000000.0000044.481750.85
462011.03.08 08:45close190.101.392580.000000.00000-15.281735.57
472011.03.08 11:15sell240.101.391740.000000.00000
482011.03.08 14:15close240.101.388450.000000.0000032.901768.47
492011.03.10 07:15sell250.101.381840.000000.00000
502011.03.10 07:30sell260.101.382170.000000.00000
512011.03.10 10:15close260.101.384240.000000.00000-20.701747.77
522011.03.11 10:30sell270.101.375390.000000.00000
532011.03.11 11:30close270.101.377240.000000.00000-18.501729.27
542011.03.11 17:00close250.101.386350.000000.00000-45.091684.18
552011.03.25 17:00sell280.101.406580.000000.00000
562011.03.28 14:00close280.101.409480.000000.00000-28.991655.19
572011.04.01 15:15buy290.101.417070.000000.00000
582011.04.01 18:30close290.101.424380.000000.0000073.101728.29
592011.04.20 09:45buy300.101.450780.000000.00000
602011.04.21 07:30close300.101.462470.000000.00000116.121844.41
612011.04.25 02:15sell310.101.452830.000000.00000
622011.04.25 03:00close310.101.454560.000000.00000-17.301827.11
632011.05.05 12:45sell320.101.471480.000000.00000
642011.05.05 13:00sell330.101.470420.000000.00000
652011.05.05 13:15sell340.101.469710.000000.00000
662011.05.05 13:30sell350.101.470850.000000.00000
672011.05.05 13:45sell360.101.468320.000000.00000
682011.05.05 15:15close360.101.459590.000000.0000087.301914.41
692011.05.05 17:30close350.101.457450.000000.00000134.002048.41
702011.05.05 17:45close340.101.456020.000000.00000136.902185.31
712011.05.05 17:45close330.101.456020.000000.00000144.002329.31
722011.05.05 18:15close320.101.455090.000000.00000163.902493.21
732011.05.30 23:30buy370.101.434540.000000.00000
742011.05.31 02:00close370.101.440140.000000.0000055.742548.95
752011.06.03 14:15buy380.101.455220.000000.00000
762011.06.03 16:30close380.101.463300.000000.0000080.802629.75
772011.06.09 13:00sell390.101.453310.000000.00000
782011.06.09 13:15sell400.101.451830.000000.00000
792011.06.09 13:30sell410.101.448520.000000.00000
802011.06.09 13:45sell420.101.449410.000000.00000
812011.06.09 15:45close420.101.452650.000000.00000-32.402597.35
822011.06.09 16:00close410.101.453300.000000.00000-47.802549.55
832011.06.10 07:30close400.101.445580.000000.0000062.512612.06
842011.06.10 13:45close390.101.442430.000000.00000108.812720.87
852011.07.05 18:30sell430.101.441340.000000.00000
862011.07.05 19:30close430.101.443170.000000.00000-18.302702.57
872011.07.08 13:15buy440.101.433260.000000.00000
882011.07.08 14:30close440.101.428670.000000.00000-45.902656.67
892011.07.21 09:30sell450.101.415940.000000.00000
902011.07.21 12:00close450.101.419770.000000.00000-38.302618.37
912011.07.21 13:00buy460.101.430650.000000.00000
922011.07.21 13:15buy470.101.431210.000000.00000
932011.07.21 21:00close470.101.442350.000000.00000111.402729.77
942011.07.21 21:15close460.101.442730.000000.00000120.802850.57
952011.07.28 10:15sell480.101.427560.000000.00000
962011.07.28 14:15close480.101.430640.000000.00000-30.802819.77
972011.08.01 14:15sell490.101.428100.000000.00000
982011.08.01 14:30sell500.101.427590.000000.00000
992011.08.01 14:45sell510.101.427070.000000.00000
1002011.08.01 15:00sell520.101.419880.000000.00000
1012011.08.01 15:15sell530.101.419950.000000.00000
1022011.08.01 17:45close530.101.425>2185.31
712011.05.05 17:45close330.10-52.102767.67
1032011.08.01 18:45close520.101.425460.000000.00000-55.802711.87
1042011.08.02 12:30close510.101.416200.000000.00000108.712820.58
1052011.08.03 09:15close500.101.431550.000000.00000-39.582781.00
1062011.08.03 09:15close490.101.431550.000000.00000-34.482746.52
1072011.08.23 07:45buy540.101.443720.000000.00000
1082011.08.23 08:00buy550.101.446570.000000.00000
1092011.08.23 08:15buy560.101.447870.000000.00000
1102011.08.23 08:30buy570.101.446990.000000.00000
1112011.08.23 09:30close570.101.449370.000000.0000023.802770.32
1122011.08.23 12:45close560.101.445200.000000.00000-26.702743.62
1132011.08.23 13:00close550.101.444270.000000.00000-23.002720.62
1142011.08.23 13:30close540.101.442110.000000.00000-16.102704.52
1152011.08.25 07:15buy580.101.445mber-format:0\.00000;" align=right>0.000000.00000
1162011.08.25 09:15close580.101.442270.000000.00000-35.202669.32
1172011.08.26 14:30sell590.101.437320.000000.00000
1182011.08.26 14:45sell600.101.435140.000000.00000
1192011.08.26 15:15close600.101.438380.000000.00000-32.402636.92
1202011.08.26 15:30close590.101.441830.000000.00000-45.102591.82
1212011.08.26 16:00buy610.101.446210.000000.00000
1222011.08.26 16:15buy620.101.446680.000000.00000
1232011.08.26 16:30buy630.101.449530.000000.00000
1242011.08.30 08:30close630.101.444920.000000.00000-46.622545.20
1252011.08.30 09:00close620.101.443360.000000.00000-33.722511.48
1262011.08.30 09:15close610.101.441150.000000.00000-51.122460.36
1272011.08.30 09:15sell640.101.441150.000000.00000
1282011.08.30 09:30sell650.101.440630.000000.00000
1292011.08.30 13:30close650.101.443410.000000.00000-27.802432.56
1302011.08.30 15:15close640.101.444730.000000.00000-35.802396.76
1312011.09.06 08:15buy660.101.422380.000000.00000
1322011.09.06 08:45buy670.101.417580.000000.00000
1332011.09.06 09:00buy680.101.418620.000000.00000
1342011.09.06 09:15buy690.101.422000.000000.00000
1352011.09.06 11:15close690.101.416180.000000.00000-58.202338.56
1362011.09.06 11:45close680.101.413020.000000.00000-56.002282.56
1372011.09.06 12:00close670.101.411260.000000.00000-63.202219.36
1382011.09.06 12:00close660.101.411260.000000.00000-111.202108.16
1392011.09.08 13:00sell700.101.398360.000000.00000
1402011.09.08 13:45close700.101.401540.000000.00000-31.802076.36
1412011.09.09 13:45sell710.101.371050.000000.00000
1422011.09.11 21:30close710.101.356350.000000.00000147.002223.36
1432011.09.15 13:15buy720.101.390390.000000.00000
1442011.09.15 13:30buy730.101.38882746.52
1072011.08.23 07:45buy540.101.384530.000000.00000-42.502180.86
1462011.09.16 07:00close720.101.383710.000000.00000-67.062113.80
1472011.09.21 18:45sell740.101.367790.000000.00000
1482011.09.21 19:00sell750.101.367100.000000.00000
1492011.09.21 19:30sell760.101.365640.000000.00000
1502011.09.21 20:30close760.101.356820.000000.0000088.202202.00
1512011.09.21 20:30close750.101.356820.000000.00000102.802304.80
1522011.09.22 03:00close740.101.353740.000000.00000140.532445.33
1532011.10.06 12:15sell770.101.326740.000000.00000
1542011.10.06 13:30close770.101.330170.000000.00000-34.302411.03
1552011.10.06 14:30buy780.101.340370.000000.00000
1562011.10.07 14:30close780.101.350640.000000.00000102.442513.47
1572011.10.07 16:30sell790.101.343290.000000.00000
1582011.10.07 16:45sell800.101.340330.000000.00000
1592011.10.07 17:00sell810.101.339150.000000.00000
1602011.10.07 17:15sell820.101.339860.000000.00000
1612011.10.10 00:45close820.101.342410.000000.00000-25.492487.98
1622011.10.10 01:00close810.101.344330.000000.00000-51.792436.19
1632011.10.10 01:00close800.101.344330.000000.00000-39.992396.20
1642011.10.10 01:45close790.101.345660.000000.00000-23.692372.51
1652011.10.12 08:15buy830.101.372310.000000.00000
1662011.10.12 08:30buy840.101.374590.000000.00000
1672011.10.12 08:45buy850.101.376050.000000.00000
1682011.10.12 09:00buy860.101.376590.000000.00000
1692011.10.12 14:30close860.101.381330.000000.0000047.402419.91
1702011.10.13 09:45close850.101.372550.000000.00000-35.782384.13
1712011.10.13 13:45close840.101.370620.000000.00000-40.482343.65
1722011.10.13 13:45close830.101.370620.000000.00000-17.682325.97
1732011.10.26 14:30sell870.101.385860.000000.00000
1742011.10.26 14:45sell880.101.382840.000000.00000
1752011.10.26 15:00sell890.101.381970.000000.00000
1762011.10.26 17:45close890.101.387060.000000.00000-50.902275.07
1772011.10.26 17:45close880.101.387060.000000.00000-42.202232.87
1782011.10.26 18:00close870.101.389190.000000.00000-33.302199.57
1792011.10.31 02:30sell900.101.405420.000000.00000
1802011.10.31 15:15close900.101.396310.000000.0000091.102290.67
1812011.11.04 14:00sell910.101.373010.000000.00000
1822011.11.04 16:00close910.101.375940.000000.00000-29.302261.37
1832011.11.09 10:00sell920.101.370430.000000.00000
1842011.11.09 10:15sell930.101.369580.000000.00000
1852011.11.09 14:15close930.101.360120.000000.0000094.602355.97
1862011.11.09 14:45close920.101.358060.000000.00000123.702479.67
1872011.11.23 10:30sell940.101.337760.000000.00000
1882011.11.25 09:00close940.101.326970.000000.00000107.942587.61
1892011.11.25 09:15sell950.101.325720.000000.00000
1902011.11.25 15:15close950.101.328240.000000.00000-25.202562.41
1912011.11.30 13:15buy960.101.341790.000000.00000
1922011.11.30 13:30buy970.101.343460.000000.00000
1932011.11.30 13:45buy980.101.347010.000000.00000
1942011.11.30 14:00buy990.101.351560.000000.00000
1952011.11.30 14:15buy1000.101.349730.000000.00000
1962011.11.30 15:15close1000.101.345930.000000.00000-38.002524.41
1972011.11.30 17:45close990.101.343740.000000.00000-78.202446.21
1982011.12.02 16:15close980.101.337970.000000.00000-91.442354.77
1992011.12.02 16:15close970.101.337970.000000.00000-55.942298.83
2002011.12.02 16:15close960.101.337970.000000.00000-39.242259.59
2012011.12.04 22:15buy1010.101.341660.000000.00000
2022011.12.06 01:45close1010.101.336240.000000.00000-54.722204.87
2032011.12.08 14:15sell1020.101.334340.000000.00000
2042011.12.08 14:30sell1030.101.332890.000000.00000
2052011.12.08 14:45sell1040.101.332750.000000.00000
2062011.12.08 15:00sell1050.101.332920.000000.00000
2072011.12.08 20:30close1050.101.335880.000000.00000-29.602175.27
2082011.12.08 20:30close1040.101.335880.000000.00000-31.302143.97
2092011.12.09 02:30close1030.101.336630.000000.00000-37.392106.58
2102011.12.09 11:00close1020.101.338570.000000.00000-42.292064.29
2112011.12.13 16:00sell1060.101.308590.000000.00000
2122011.12.13 16:15sell1070.101.308210.000000.00000
2132011.12.13 16:30sell1080.101.308740.000000.00000
2142011.12.14 12:00close1080.101.299090.000000.0000096.512160.80
2152011.12.14 12:45close1070.101.297810.000000.00000104.012264.81
2162011.12.14 16:00close1060.101.295020.000000.00000135.712400.52
2172011.12.15 09:45sell1090.101.296450.000000.00000
2182011.12.15 10:30close1090.101.298670.000000.00000-22.202378.32
2192011.12.16 12:45buy1100.101.307.00000;" align=right>0.00000
1882011.11.25 09:00
2202011.12.16 14:15close1100.101.305550.000000.00000-19.902358.42
2212011.12.20 10:00buy1110.101.307690.000000.00000
2222011.12.20 10:15buy1120.101.307330.000000.00000
2232011.12.20 11:00buy1130.101.308280.000000.00000
2242011.12.20 12:30close1130.101.306220.000000.00000-20.602337.82
2252011.12.21 08:15close1120.101.313960.000000.0000066.042403.86
2262011.12.21 08:15close1110.101.313960.000000.0000062.442466.30
2272011.12.21 11:00sell1140.101.310380.000000.00000
2282011.12.21 11:15sell1150.101.309500.000000.00000
2292011.12.21 11:45sell1160.101.308600.000000.00000
2302011.12.22 14:00close1160.101.303100000;" align=right>0.00000
1882011.11.25 09:0054.632520.93
2312011.12.28 15:00sell1170.101.298430.000000.00000
2322011.12.28 15:15sell1180.101.299140.000000.00000
2332011.12.28 15:45sell1190.101.294990.000000.00000
2342011.12.28 16:45close1190.101.292900.000000.0000020.902541.83
2352011.12.28 17:15close1180.101.292250.000000.0000068.902610.73
2362011.12.29 00:15close1170.101.290320.000000.0000081.132691.86
2372011.12.29 12:00close1150.101.286580.000000.00000229.302921.16
2382011.12.29 12:00close1140.101.286580.000000.00000238.103159.26
2392012.01.05 09:00sell1200.101.287340.000000.00000
2402012.01.05 09:15sell1210.101.2870\.00000;" align=right>0.0000096.512160.80
2152011.12.14 12:45calign=right>2412012.01.05 09:30sell1220.101.287460.000000.00000
2422012.01.05 14:00close1220.101.281320.000000.0000061.403220.66
2432012.01.05 14:15close1210.101.281260.000000.0000057.903278.56
2442012.01.05 14:30close1200.101.280940.000000.0000064.003342.56
2452012.01.06 14:00sell1230.101.273430.000000.00000
2462012.01.06 14:15close1230.101.275750.000000.00000-23.203319.36
2472012.01.11 11:30sell1240.101.270030.000000.00000
2482012.01.11 13:00close1240.101.271950.000000.00000-19.203300.16
2492012.01.12 15:00buy1250.101.281810.000000.00000
2502012.01.12 15:45close1250.101.279>3300.16
2492012.01.12 15:00buy1250.101.269750.000000.00000
2522012.01.13 14:45sell1270.101.269140.000000.00000
2532012.01.13 15:00sell1280.101.267710.000000.00000
2542012.01.17 02:45close1280.101.272050.000000.00000-43.383230.38
2552012.01.17 04:00close1270.101.273060.000000.00000-39.183191.20
2562012.01.17 07:15close1260.101.274950.000000.00000-51.983139.22
2572012.01.23 11:30buy1290.101.299560.000000.00000
2582012.01.23 11:45buy1300.101.299760.000000.00000
2592012.01.24 13:45close1300.101.296530.000000.00000-32.563106.66
2602012.01.24 13:45close1290.101.296530.000000.00000-30.563076.10
2612012.01.25 10:15sell1310.101.298750.000000.00000
2622012.01.25 12:45close1310.101.294150.000000.0000046.003122.10
2632012.01.25 18:15buy1320.101.307370.000000.00000
2642012.01.25 18:30buy1330.101.309780.000000.00000
2652012.01.25 19:15close1330.101.304680.000000.00000-51.003071.10
2662012.01.26 10:00close1320.101.316790.000000.0000093.423164.52
2672012.02.01 12:45buy1340.101.320210.000000.00000
2682012.02.01 14:15close1340.101.315730.000000.00000-44.803119.72
2692012.02.03 14:15sell1350.101.308810.000000.00000
2702012.02.03 14:30sell1360.101.308590.000000.00000
2712012.02.03 14:45sell1370.101.309670.000000.00000
2722012.02.03 15:30close1370.101.311510.000000.00000-18.403101.32
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