Strategy Tester Report
WallStreet_ASIA_v1.4_Simple
AlfaForex-Real (Build 1010)

СимволEURGBP (Euro vs Great Britain Pound )
Период15 Минут (M15) 2013.11.14 00:00 - 2016.11.12 01:45 (2013.11.14 - 2016.11.14)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыMagic=2002; MaxSpread=9; FixedLots=0.1; AutoMM=0; MaxDailyRange=5;
Баров в истории75009Смоделировано тиков55323359Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит1000.00СпредТекущий (11)
Чистая прибыль224.48Общая прибыль489.87Общий убыток-265.39
Прибыльность1.85Матожидание выигрыша3.40
Абсолютная просадка54.77Максимальная просадка159.79 (14.46%)Относительная просадка14.46% (159.79)
Всего сделок66Короткие позиции (% выигравших)34 (67.65%)Длинные позиции (% выигравших)32 (59.38%)
Прибыльные сделки (% от всех)42 (63.64%)Убыточные сделки (% от всех)24 (36.36%)
Самая большаяприбыльная сделка47.78убыточная сделка-44.02
Средняяприбыльная сделка11.66убыточная сделка-11.06
Максимальное количествонепрерывных выигрышей (прибыль)8 (99.31)непрерывных проигрышей (убыток)5 (-70.23)
Макс.непрерывная прибыль (число выигрышей)99.31 (8)непрерывный убыток (число проигрышей)-70.23 (5)
Среднийнепрерывный выигрыш3непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12013.12.27 22:14buy10.100.834140.000000.00000
22013.12.27 22:14modify10.100.834140.830660.85416
32013.12.30 02:47close10.100.834180.830660.854160.121000.12
42014.03.14 23:38buy20.100.835460.000000.00000
52014.03.14 23:38modify20.100.835460.831970.85547
62014.03.17 03:12close20.100.835960.831970.855475.881006.00
72014.09.16 22:54sell30.100.797570.000000.00000
82014.09.16 22:54modify30.100.797570.801060.77756
92014.09.16 22:59close30.100.796130.801060.7775618.061024.06
102014.11.07 22:41buy40.100.783870.000000.00000
112014.11.07 22:41modify40.100.783870.780380.80388
122014.11.08 00:25close40.100.784660.780380.803889.911033.97
132014.11.27 22:07buy50.100.792560.000000.00000
142014.11.27 22:07modify50.100.792560.789070.81257
152014.11.28 02:21close50.100.792200.789070.81257-4.901029.08
162014.12.17 23:01sell60.100.794100.000000.00000
172014.12.17 23:01modify60.100.794100.797580.77408
182014.12.17 23:40close60.100.792490.797580.7740820.181049.26
192014.12.29 22:05buy70.100.783590.000000.00000
202014.12.29 22:05modify70.100.783590.780100.80360
212014.12.30 00:14close70.100.783350.780100.80360-3.391045.87
222015.01.15 22:16sell80.100.766700.000000.00000
232015.01.15 22:16modify80.100.766700.770190.74669
242015.01.15 23:04close80.100.764520.770190.7466927.341073.21
252015.01.16 23:53sell90.100.763420.000000.00000
262015.01.16 23:53modify90.100.763420.766930.74343
272015.01.19 04:12close90.100.763530.766930.74343-1.381071.83
282015.02.05 22:03sell100.100.749370.000000.00000
292015.02.05 22:03modify100.100.749370.752910.72941
302015.02.06 00:19close100.100.748040.752910.7294116.671088.50
312015.02.18 22:49sell110.100.735910.000000.00000
322015.02.18 22:49modify110.100.735910.739390.71589
332015.02.19 02:27close110.100.737940.739390.71589-25.461063.04
342015.03.06 23:59sell120.100.721450.000000.00000
352015.03.06 23:59modify120.100.721450.724960.70146
362015.03.09 02:00close120.100.720280.724960.7014614.671077.71
372015.03.20 22:21buy130.100.723650.000000.00000
382015.03.20 22:21modify130.100.723650.720170.74367
392015.03.21 00:19close130.100.723920.720170.743673.391081.10
402015.04.06 23:08buy140.100.735030.000000.00000
412015.04.06 23:08modify140.100.735030.731540.75504
422015.04.07 02:30close140.100.734210.731540.75504-10.661070.44
432015.04.10 22:52sell150.100.723540.000000.00000
442015.04.10 22:52modify150.100.723540.727050.70355
452015.04.13 01:22close150.100.723820.727050.70355-3.511066.93
462015.04.29 22:02buy160.100.720460.000000.00000
472015.04.29 22:02modify160.100.720460.716970.74047
482015.04.30 00:28close160.100.720260.716970.74047-3.641063.29
492015.05.05 22:07sell170.100.737510.000000.00000
502015.05.05 22:07modify170.100.737510.740980.71748
512015.05.06 00:01close170.100.737540.740980.71748-0.381062.91
522015.05.20 22:01sell180.100.715830.000000.00000
532015.05.20 22:01modify180.100.715830.719310.69581
542015.05.20 23:36close180.100.714180.719310.6958120.691083.60
552015.06.02 23:24buy190.100.726730.000000.00000
562015.06.02 23:24modify190.100.726730.723240.74674
572015.06.03 01:15close190.100.726670.723240.74674-1.141082.46
582015.07.06 22:11buy200.100.708350.000000.00000
592015.07.06 22:11modify200.100.708350.704860.72836
602015.07.07 00:33close200.100.708520.704860.728361.751084.21
612015.07.10 22:59buy210.100.717770.000000.00000
622015.07.10 22:59modify210.100.717770.714260.73776
632015.07.11 00:20close210.100.718500.714260.737769.151093.36
642015.07.31 22:52buy220.100.702730.000000.00000
652015.07.31 22:52modify220.100.702730.699240.72274
662015.08.03 04:33close220.100.702480.699240.72274-3.511089.85
672015.08.13 23:37sell230.100.714240.000000.00000
682015.08.13 23:37modify230.100.714240.717730.69423
692015.08.14 03:49close230.100.714410.717730.69423-2.131087.72
702015.08.25 23:27sell240.100.729630.000000.00000
712015.08.25 23:27modify240.100.729630.733140.70964
722015.08.26 00:27s/l240.100.733140.733140.70964-44.011043.71
732015.08.26 22:52buy250.100.733090.000000.00000
742015.08.26 22:52modify250.100.733090.729580.75308
752015.08.27 02:55close250.100.732250.729580.75308-11.671032.04
762015.10.08 22:41buy260.100.735180.000000.00000
772015.10.08 22:41modify260.100.735180.731690.75519
782015.10.09 00:46close260.100.734500.731690.75519-8.911023.13
792015.10.13 22:09buy270.100.745910.000000.00000
802015.10.13 22:09modify270.100.745910.742420.76592
812015.10.14 01:56close270.100.746270.742420.765924.131027.26
822015.10.16 22:58buy280.100.736010.000000.00000
832015.10.16 22:58modify280.100.736010.732520.75602
842015.10.19 01:41close280.100.735590.732520.75602-5.651021.61
852015.11.10 22:26sell290.100.709220.000000.00000
862015.11.10 22:26modify290.100.709220.712710.68921
872015.11.11 05:14close290.100.709060.712710.689212.011023.62
882015.11.18 23:14sell300.100.699930.000000.00000
892015.11.18 23:14modify300.100.699930.703420.67992
902015.11.19 05:39close300.100.699930.703420.679920.001023.62
912015.11.24 22:39buy310.100.705730.000000.00000
922015.11.24 22:39modify310.100.705730.702240.72574
932015.11.25 04:02close310.100.705850.702240.725741.121024.75
942015.12.11 23:13buy320.100.721720.000000.00000
952015.12.11 23:13modify320.100.721720.718210.74171
962015.12.14 02:45close320.100.722410.718210.741718.271033.02
972015.12.22 23:38buy330.100.739640.000000.00000
982015.12.22 23:38modify330.100.739640.736130.75963
992015.12.23 04:00close330.100.738660.736130.75963-12.671020.35
1002015.12.23 22:25sell340.100.732720.000000.00000
1012015.12.23 22:25modify340.100.732720.736230.71273
1022015.12.24 01:54close340.100.733660.736230.71273-11.791008.56
1032016.01.13 22:40sell350.100.751920.000000.00000
1042016.01.13 22:40modify350.100.751920.755430.73193
1052016.01.14 03:16s/l350.100.755430.755430.73193-44.01964.55
1062016.01.14 22:08buy360.100.753040.000000.00000
1072016.01.14 22:08modify360.100.753040.749550.77305
1082016.01.14 23:45close360.100.753640.749550.773057.52972.07
1092016.01.15 23:41buy370.100.766100.000000.00000
1102016.01.15 23:41modify370.100.766100.762610.78611
1112016.01.18 02:09close370.100.766160.762610.786110.37972.44
1122016.01.21 22:33sell380.100.764630.000000.00000
1132016.01.21 22:33modify380.100.764630.768120.74462
1142016.01.22 00:32close380.100.764770.768120.74462-1.75970.69
1152016.02.10 23:21sell390.100.776870.000000.00000
1162016.02.10 23:21modify390.100.776870.780380.75688
1172016.02.11 00:27close390.100.775750.780380.7568814.04984.73
1182016.02.11 22:10buy400.100.783080.000000.00000
1192016.02.11 22:10modify400.100.783080.779570.80307
1202016.02.11 23:31close400.100.785090.779570.8030725.211009.94
1212016.02.17 22:09sell410.100.779710.000000.00000
1222016.02.17 22:09modify410.100.779710.783220.75972
1232016.02.18 00:52close410.100.779060.783220.759728.151018.09
1242016.02.29 22:32sell420.100.782580.000000.00000
1252016.02.29 22:32modify420.100.782580.786090.76259
1262016.03.01 00:22close420.100.781800.786090.762599.781027.87
1272016.03.24 23:58sell430.100.789900.000000.00000
1282016.03.24 23:58modify430.100.789900.793410.76991
1292016.03.25 03:43close430.100.789870.793410.769910.371028.24
1302016.03.29 23:39sell440.100.784650.000000.00000
1312016.03.29 23:39modify440.100.784650.788160.76466
1322016.03.30 01:42close440.100.785000.788160.76466-4.391023.85
1332016.04.01 23:48buy450.100.800740.000000.00000
1342016.04.01 23:48modify450.100.800740.797250.82075
1352016.04.04 01:24close450.100.801480.797250.820758.901032.75
1362016.04.05 22:56buy460.100.804060.000000.00000
1372016.04.05 22:56modify460.100.804060.800540.82404
1382016.04.06 02:45close460.100.803990.800540.82404-1.261031.50
1392016.04.28 23:13sell470.100.777360.000000.00000
1402016.04.28 23:13modify470.100.777360.780850.75735
1412016.04.29 01:00close470.100.776650.780850.757358.901040.40
1422016.05.13 22:27sell480.100.787260.000000.00000
1432016.05.13 22:27modify480.100.787260.790770.76727
1442016.05.14 00:15close480.100.787070.790770.767272.381042.78
1452016.05.19 00:13buy490.100.768640.000000.00000
1462016.05.19 00:13modify490.100.768640.765150.78865
1472016.05.19 02:30close490.100.768640.765150.788650.001042.78
1482016.05.19 23:50sell500.100.767170.000000.00000
1492016.05.19 23:50modify500.100.767170.770660.74716
1502016.05.20 05:04close500.100.767060.770660.747161.381044.16
1512016.06.21 23:59sell510.100.769470.000000.00000
1522016.06.21 23:59modify510.100.769470.772980.74948
1532016.06.22 00:58close510.100.767360.772980.7494826.461070.62
1542016.06.23 00:02buy520.100.768570.000000.00000
1552016.06.23 00:02modify520.100.768570.765060.78856
1562016.06.23 01:26s/l520.100.765060.765060.78856-44.021026.60
1572016.06.30 23:50buy530.100.833970.000000.00000
1582016.06.30 23:50modify530.100.833970.830480.85398
1592016.07.01 01:41close530.100.835620.830480.8539820.311046.91
1602016.07.18 23:43sell540.100.835400.000000.00000
1612016.07.18 23:43modify540.100.835400.838910.81541
1622016.07.19 02:11close540.100.835110.838910.815413.641050.55
1632016.07.20 22:35sell550.100.836800.000000.00000
1642016.07.20 22:35modify550.100.836800.840310.81681
1652016.07.20 23:10close550.100.834340.840310.8168130.851081.40
1662016.08.04 23:28buy560.100.847900.000000.00000
1672016.08.04 23:28modify560.100.847900.844410.86791
1682016.08.05 00:50close560.100.848840.844410.8679111.411092.81
1692016.08.12 23:09buy570.100.863690.000000.00000
1702016.08.12 23:09modify570.100.863690.860180.88368
1712016.08.13 00:32close570.100.864600.860180.8836811.411104.22
1722016.08.17 22:10buy580.100.865140.000000.00000
1732016.08.17 22:10modify580.100.865140.861630.88513
1742016.08.18 00:54close580.100.865860.861630.885137.891112.11
1752016.08.29 22:09buy590.100.853330.000000.00000
1762016.08.29 22:09modify590.100.853330.849840.87334
1772016.08.29 23:45close590.100.853660.849840.873344.141116.25
1782016.08.31 22:57sell600.100.850090.000000.00000
1792016.08.31 22:57modify600.100.850090.853580.83008
1802016.09.01 00:29close600.100.849320.853580.830089.661125.91
1812016.09.15 22:40buy610.100.850130.000000.00000
1822016.09.15 22:40modify610.100.850130.846620.87012
1832016.09.16 02:02close610.100.849200.846620.87012-12.041113.87
1842016.10.12 22:43sell620.100.902890.000000.00000
1852016.10.12 22:43modify620.100.902890.906400.88290
1862016.10.13 01:10close620.100.901040.906400.8829023.201137.07
1872016.10.21 23:40sell630.100.890210.000000.00000
1882016.10.21 23:40modify630.100.890210.893700.87020
1892016.10.24 05:23close630.100.890460.893700.87020-3.131133.94
1902016.11.04 23:53sell640.100.890090.000000.00000
1912016.11.04 23:53modify640.100.890090.893580.87008
1922016.11.07 02:00close640.100.887690.893580.8700830.091164.03
1932016.11.09 00:58sell650.100.890320.000000.00000
1942016.11.09 00:58modify650.100.890320.893810.87031
1952016.11.09 02:01close650.100.889310.893810.8703112.671176.70
1962016.11.09 22:02sell660.100.881320.000000.00000
1972016.11.09 22:02modify660.100.881320.884830.86133
1982016.11.10 02:12close660.100.877510.884830.8613347.781224.48