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

СимволGBPCHF (Great Britain Pound vs Swiss Franc)
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=2004; MaxSpread=9; FixedLots=0.1; AutoMM=0; MaxDailyRange=55;
Баров в истории75000Смоделировано тиков60172188Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит1000.00СпредТекущий (55)
Чистая прибыль516.20Общая прибыль1300.82Общий убыток-784.62
Прибыльность1.66Матожидание выигрыша4.96
Абсолютная просадка100.86Максимальная просадка219.24 (16.91%)Относительная просадка16.91% (219.24)
Всего сделок104Короткие позиции (% выигравших)59 (59.32%)Длинные позиции (% выигравших)45 (68.89%)
Прибыльные сделки (% от всех)66 (63.46%)Убыточные сделки (% от всех)38 (36.54%)
Самая большаяприбыльная сделка63.92убыточная сделка-70.85
Средняяприбыльная сделка19.71убыточная сделка-20.65
Максимальное количествонепрерывных выигрышей (прибыль)10 (177.62)непрерывных проигрышей (убыток)4 (-94.84)
Макс.непрерывная прибыль (число выигрышей)187.88 (5)непрерывный убыток (число проигрышей)-94.84 (4)
Среднийнепрерывный выигрыш2непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12013.12.27 22:14sell10.101.468830.000000.00000
22013.12.27 22:14modify10.101.468831.475711.45471
32013.12.30 03:57close10.101.469331.475711.45471-5.93994.07
42014.01.09 23:23buy20.101.494890.000000.00000
52014.01.09 23:23modify20.101.494891.487871.50887
62014.01.10 03:07close20.101.494811.487871.50887-0.70993.37
72014.03.14 23:37sell30.101.452450.000000.00000
82014.03.14 23:37modify30.101.452451.459461.43846
92014.03.17 14:51close30.101.454091.459461.43846-17.36976.01
102014.06.12 23:01sell40.101.514790.000000.00000
112014.06.12 23:01modify40.101.514791.521761.50076
122014.06.13 00:21s/l40.101.521761.521761.50076-70.85905.16
132014.09.05 00:09buy50.101.520480.000000.00000
142014.09.05 00:09modify50.101.520481.513491.53449
152014.09.05 02:26close50.101.522331.513491.5344918.57923.73
162014.09.11 00:01buy60.101.517290.000000.00000
172014.09.11 00:01modify60.101.517291.510201.53120
182014.09.11 00:19close60.101.518721.510201.5312014.35938.08
192014.09.11 23:55sell70.101.520710.000000.00000
202014.09.11 23:55modify70.101.520711.527681.50668
212014.09.12 03:01close70.101.521161.527681.50668-5.43932.66
222014.09.16 22:54buy80.101.515560.000000.00000
232014.09.16 22:54modify80.101.515561.508601.52960
242014.09.16 22:59close80.101.518391.508601.5296028.40961.06
252014.09.19 00:32sell90.101.532440.000000.00000
262014.09.19 00:32modify90.101.532441.539431.51843
272014.09.19 01:01close90.101.533541.539431.51843-11.04950.02
282014.10.06 22:38buy100.101.540640.000000.00000
292014.10.06 22:38modify100.101.540641.533651.55465
302014.10.07 02:02close100.101.541611.533651.554659.83959.85
312014.10.08 22:10sell110.101.539680.000000.00000
322014.10.08 22:10modify110.101.539681.546691.52569
332014.10.09 00:46close110.101.538901.546691.525695.09964.94
342014.10.10 22:57sell120.101.539940.000000.00000
352014.10.10 22:57modify120.101.539941.546931.52593
362014.10.13 01:00close120.101.537941.546931.5259319.16984.10
372014.10.14 00:01buy130.101.524730.000000.00000
382014.10.14 00:01modify130.101.524731.517751.53875
392014.10.14 02:47close130.101.525671.517751.538759.43993.53
402014.10.23 22:06buy140.101.528140.000000.00000
412014.10.23 22:06modify140.101.528141.521151.54215
422014.10.24 00:56close140.101.529711.521151.5421515.861009.39
432014.11.03 22:36buy150.101.541860.000000.00000
442014.11.03 22:36modify150.101.541861.534851.55585
452014.11.04 00:45close150.101.542601.534851.555857.531016.92
462014.11.27 22:04sell160.101.516570.000000.00000
472014.11.27 22:04modify160.101.516571.523541.50254
482014.11.28 02:01close160.101.516571.523541.50254-0.911016.01
492014.12.17 22:57buy170.101.513110.000000.00000
502014.12.17 22:57modify170.101.513111.506221.52722
512014.12.17 23:41close170.101.516671.506221.5272235.731051.74
522014.12.17 23:44sell180.101.517030.000000.00000
532014.12.17 23:44modify180.101.517031.523991.50299
542014.12.18 07:10close180.101.516491.523991.502992.691054.44
552014.12.19 23:28sell190.101.538460.000000.00000
562014.12.19 23:28modify190.101.538461.545471.52447
572014.12.20 01:57close190.101.537221.545471.5244712.441066.88
582014.12.29 22:05sell200.101.535280.000000.00000
592014.12.29 22:05modify200.101.535281.542271.52127
602014.12.30 00:45close200.101.535921.542271.52127-7.331059.55
612015.01.16 22:18sell210.101.304080.000000.00000
622015.01.16 22:18modify210.101.304081.311161.29016
632015.01.16 22:34close210.101.299901.311161.2901641.951101.50
642015.01.20 23:11sell220.101.330030.000000.00000
652015.01.20 23:11modify220.101.330031.337041.31604
662015.01.21 00:41close220.101.328371.337041.3160415.751117.25
672015.01.27 00:08sell230.101.359480.000000.00000
682015.01.27 00:08modify230.101.359481.366511.34551
692015.01.27 09:26s/l230.101.366511.366511.34551-70.551046.70
702015.01.27 22:50buy240.101.369880.000000.00000
712015.01.27 22:50modify240.101.369881.362871.38387
722015.01.27 22:58close240.101.373021.362871.3838731.521078.22
732015.01.27 23:13buy250.101.370000.000000.00000
742015.01.27 23:13modify250.101.370001.362991.38399
752015.01.28 04:13close250.101.368441.362991.38399-15.561062.66
762015.01.28 23:10buy260.101.370280.000000.00000
772015.01.28 23:10modify260.101.370281.363271.38427
782015.01.28 23:24close260.101.370441.363271.384271.601064.26
792015.01.30 22:58sell270.101.388390.000000.00000
802015.01.30 22:58modify270.101.388391.395401.37440
812015.01.30 23:45close270.101.386121.395401.3744022.781087.04
822015.02.03 23:56sell280.101.399640.000000.00000
832015.02.03 23:56modify280.101.399641.406671.38567
842015.02.04 06:54close280.101.400551.406671.38567-10.041077.00
852015.02.05 22:03buy290.101.411050.000000.00000
862015.02.05 22:03modify290.101.411051.404061.42506
872015.02.06 04:09close290.101.412531.404061.4250614.961091.96
882015.02.13 23:08sell300.101.436280.000000.00000
892015.02.13 23:08modify300.101.436281.443121.42212
902015.02.14 01:34close300.101.434801.443121.4221214.851106.81
912015.02.26 22:29buy310.101.467740.000000.00000
922015.02.26 22:29modify310.101.467741.460771.48177
932015.02.27 03:52close310.101.468711.460771.481779.831116.64
942015.02.27 23:37sell320.101.472260.000000.00000
952015.02.27 23:37modify320.101.472261.479291.45829
962015.03.02 02:00close320.101.470131.479291.4582920.471137.11
972015.03.02 22:26sell330.101.473320.000000.00000
982015.03.02 22:26modify330.101.473321.480291.45929
992015.03.03 01:00close330.101.472831.480291.459294.011141.12
1002015.03.18 22:20sell340.101.464850.000000.00000
1012015.03.18 22:20modify340.101.464851.471791.45079
1022015.03.18 22:24close340.101.460761.471791.4507941.041182.16
1032015.03.18 22:29sell350.101.464060.000000.00000
1042015.03.18 22:29modify350.101.464061.471071.45007
1052015.03.18 23:41close350.101.461751.471071.4500723.181205.34
1062015.03.27 23:59buy360.101.426110.000000.00000
1072015.03.27 23:59modify360.101.426111.419151.44015
1082015.03.28 00:20close360.101.428971.419151.4401528.701234.04
1092015.04.01 00:14buy370.101.440220.000000.00000
1102015.04.01 00:14modify370.101.440221.433231.45423
1112015.04.01 03:25close370.101.440661.433231.454234.411238.45
1122015.04.08 22:22buy380.101.435160.000000.00000
1132015.04.08 22:22modify380.101.435161.428131.44913
1142015.04.09 00:41close380.101.436741.428131.4491316.161254.62
1152015.04.10 22:59buy390.101.433300.000000.00000
1162015.04.10 22:59modify390.101.433301.426351.44735
1172015.04.13 02:21close390.101.433271.426351.44735-0.201254.42
1182015.05.15 22:04buy400.101.443610.000000.00000
1192015.05.15 22:04modify400.101.443611.436571.45757
1202015.05.18 01:05close400.101.441141.436571.45757-24.691229.73
1212015.05.26 22:51sell410.101.465990.000000.00000
1222015.05.26 22:51modify410.101.465991.473011.45201
1232015.05.27 01:46close410.101.466101.473011.45201-2.021227.71
1242015.05.27 22:43sell420.101.459720.000000.00000
1252015.05.27 22:43modify420.101.459721.466691.44569
1262015.05.28 00:47close420.101.458261.466691.4456911.921239.63
1272015.06.09 00:35buy430.101.422030.000000.00000
1282015.06.09 00:35modify430.101.422031.415051.43605
1292015.06.09 03:41close430.101.423191.415051.4360511.641251.27
1302015.06.15 22:10buy440.101.453330.000000.00000
1312015.06.15 22:10modify440.101.453331.446321.46732
1322015.06.16 02:42close440.101.450191.446321.46732-31.411219.86
1332015.06.17 22:22sell450.101.458880.000000.00000
1342015.06.17 22:22modify450.101.458881.465871.44487
1352015.06.18 03:53close450.101.459641.465871.44487-10.361209.51
1362015.07.23 23:43sell460.101.487550.000000.00000
1372015.07.23 23:43modify460.101.487551.494561.47356
1382015.07.24 01:01close460.101.486591.494561.473568.731218.24
1392015.07.29 22:00buy470.101.501750.000000.00000
1402015.07.29 22:00modify470.101.501751.494741.51574
1412015.07.29 22:08close470.101.507251.494741.5157455.211273.45
1422015.08.07 22:25sell480.101.522330.000000.00000
1432015.08.07 22:25modify480.101.522331.529311.50831
1442015.08.10 01:01close480.101.520531.529311.5083117.161290.61
1452015.08.13 23:37buy490.101.523510.000000.00000
1462015.08.13 23:37modify490.101.523511.516541.53754
1472015.08.14 05:10close490.101.523361.516541.53754-1.411289.20
1482015.08.21 00:54buy500.101.504280.000000.00000
1492015.08.21 00:54modify500.101.504281.497291.51829
1502015.08.21 03:45close500.101.504561.497291.518292.811292.01
1512015.08.25 23:35buy510.101.477970.000000.00000
1522015.08.25 23:35modify510.101.477971.470991.49199
1532015.08.26 03:12close510.101.475501.470991.49199-24.691267.32
1542015.08.26 22:12sell520.101.470620.000000.00000
1552015.08.26 22:12modify520.101.470621.477601.45660
1562015.08.27 02:12close520.101.473921.477601.45660-35.851231.47
1572015.09.17 22:05buy530.101.501560.000000.00000
1582015.09.17 22:05modify530.101.501561.494551.51555
1592015.09.17 22:41close530.101.502361.494551.515558.031239.50
1602015.09.21 22:57sell540.101.504880.000000.00000
1612015.09.21 22:57modify540.101.504881.511871.49087
1622015.09.22 07:19close540.101.508201.511871.49087-34.231205.27
1632015.10.01 00:12buy550.101.473230.000000.00000
1642015.10.01 00:12modify550.101.473231.466241.48724
1652015.10.01 03:23close550.101.473331.466241.487241.011206.28
1662015.10.08 22:43sell560.101.484030.000000.00000
1672015.10.08 22:43modify560.101.484031.491021.47002
1682015.10.09 01:00close560.101.481751.491021.4700221.971228.26
1692015.10.16 23:23sell570.101.471410.000000.00000
1702015.10.16 23:23modify570.101.471411.478421.45742
1712015.10.19 04:00close570.101.471461.478421.45742-1.411226.85
1722015.10.23 22:09sell580.101.501980.000000.00000
1732015.10.23 22:09modify580.101.501981.509011.48801
1742015.10.24 00:35close580.101.500531.509011.4880114.551241.40
1752015.10.28 22:07sell590.101.511530.000000.00000
1762015.10.28 22:07modify590.101.511531.518551.49755
1772015.10.28 22:48s/l590.101.518551.518551.49755-70.441170.96
1782015.11.10 22:27buy600.101.520280.000000.00000
1792015.11.10 22:27modify600.101.520281.513301.53430
1802015.11.11 03:00close600.101.521341.513301.5343010.741181.70
1812015.11.19 23:11buy610.101.550870.000000.00000
1822015.11.19 23:11modify610.101.550871.543891.56489
1832015.11.20 04:13close610.101.549461.543891.56489-14.061167.64
1842015.11.20 22:11sell620.101.549130.000000.00000
1852015.11.20 22:11modify620.101.549131.556111.53511
1862015.11.20 23:26close620.101.547681.556111.5351114.551182.19
1872015.12.16 23:07sell630.101.484790.000000.00000
1882015.12.16 23:07modify630.101.484791.491761.47076
1892015.12.17 11:51close630.101.487861.491761.47076-33.541148.65
1902015.12.22 23:37sell640.101.462730.000000.00000
1912015.12.22 23:37modify640.101.462731.469741.44874
1922015.12.23 02:01close640.101.462021.469741.448746.211154.86
1932015.12.30 23:13buy650.101.465760.000000.00000
1942015.12.30 23:13modify650.101.465761.458771.47977
1952015.12.31 05:35close650.101.464391.458771.47977-13.451141.42
1962016.01.13 22:44buy660.101.453630.000000.00000
1972016.01.13 22:44modify660.101.453631.446641.46764
1982016.01.14 09:36close660.101.450771.446641.46764-28.401113.02
1992016.01.15 23:53sell670.101.428360.000000.00000
2002016.01.15 23:53modify670.101.428361.435331.41433
2012016.01.18 02:34close670.101.426651.435331.4143316.251129.27
2022016.01.20 00:29sell680.101.422440.000000.00000
2032016.01.20 00:29modify680.101.422441.429431.40843
2042016.01.20 02:00close680.101.419721.429431.4084327.291156.56
2052016.01.20 23:53sell690.101.422820.000000.00000
2062016.01.20 23:53modify690.101.422821.429801.40880
2072016.01.21 07:23close690.101.425771.429801.40880-32.331124.23
2082016.01.21 23:13buy700.101.430500.000000.00000
2092016.01.21 23:13modify700.101.430501.423491.44449
2102016.01.22 01:24close700.101.432691.423491.4444922.081146.31
2112016.01.26 00:26buy710.101.445490.000000.00000
2122016.01.26 00:26modify710.101.445491.438501.45950
2132016.01.26 06:51close710.101.442181.438501.45950-33.221113.09
2142016.01.27 23:02sell720.101.453510.000000.00000
2152016.01.27 23:02modify720.101.453511.460521.43952
2162016.01.27 23:05close720.101.448971.460521.4395245.561158.65
2172016.02.02 22:09sell730.101.468640.000000.00000
2182016.02.02 22:09modify730.101.468641.475651.45465
2192016.02.03 01:03close730.101.468771.475651.45465-2.211156.44
2202016.02.05 00:28buy740.101.447900.000000.00000
2212016.02.05 00:28modify740.101.447901.440911.46191
2222016.02.05 04:24close740.101.448501.440911.461916.031162.47
2232016.02.05 23:47sell750.101.437870.000000.00000
2242016.02.05 23:47modify750.101.437871.444881.42388
2252016.02.08 02:02close750.101.435351.444881.4238824.381186.86
2262016.02.19 00:50buy760.101.422840.000000.00000
2272016.02.19 00:50modify760.101.422841.415831.43683
2282016.02.19 02:06close760.101.424431.415831.4368315.961202.82
2292016.02.25 00:09sell770.101.375860.000000.00000
2302016.02.25 00:09modify770.101.375861.382851.36185
2312016.02.25 10:02close770.101.377991.382851.36185-21.381181.44
2322016.03.01 23:50buy780.101.392730.000000.00000
2332016.03.01 23:50modify780.101.392731.385721.40672
2342016.03.02 02:36close780.101.391391.385721.40672-13.351168.09
2352016.03.16 22:41sell790.101.396780.000000.00000
2362016.03.16 22:41modify790.101.396781.403771.38277
2372016.03.16 22:51close790.101.394371.403771.3827724.191192.28
2382016.03.29 23:42buy800.101.390550.000000.00000
2392016.03.29 23:42modify800.101.390551.383561.40456
2402016.03.30 08:32close800.101.389581.383561.40456-9.631182.65
2412016.05.09 22:27sell810.101.398600.000000.00000
2422016.05.09 22:27modify810.101.398601.405591.38459
2432016.05.10 01:01close810.101.398901.405591.38459-3.931178.72
2442016.05.19 23:50buy820.101.446420.000000.00000
2452016.05.19 23:50modify820.101.446421.439431.46043
2462016.05.20 03:06close820.101.446911.439431.460435.021183.74
2472016.06.09 23:51sell830.101.396410.000000.00000
2482016.06.09 23:51modify830.101.396411.403421.38242
2492016.06.10 01:01close830.101.393951.403421.3824223.781207.52
2502016.06.14 00:59sell840.101.375900.000000.00000
2512016.06.14 00:59modify840.101.375901.382981.36198
2522016.06.14 01:57close840.101.369531.382981.3619863.921271.44
2532016.06.15 22:00buy850.101.363180.000000.00000
2542016.06.15 22:00modify850.101.363181.356191.37719
2552016.06.16 00:38close850.101.366671.356191.3771935.331306.77
2562016.06.22 00:07buy860.101.406550.000000.00000
2572016.06.22 00:07modify860.101.406551.399571.42057
2582016.06.22 01:26close860.101.412511.399571.4205759.821366.59
2592016.06.23 00:46sell870.101.412170.000000.00000
2602016.06.23 00:46modify870.101.412171.419181.39818
2612016.06.23 01:34s/l870.101.419181.419181.39818-70.341296.25
2622016.06.24 00:05sell880.101.426540.000000.00000
2632016.06.24 00:05modify880.101.426541.433521.41252
2642016.06.24 00:19close880.101.424371.433521.4125221.781318.03
2652016.06.30 00:18sell890.101.318630.000000.00000
2662016.06.30 00:18modify890.101.318631.325681.30468
2672016.06.30 01:06close890.101.314901.325681.3046837.431355.46
2682016.06.30 23:19sell900.101.298040.000000.00000
2692016.06.30 23:19modify900.101.298041.305031.28403
2702016.07.01 05:46close900.101.301611.305031.28403-36.741318.72
2712016.07.20 22:35buy910.101.298460.000000.00000
2722016.07.20 22:35modify910.101.298461.291451.31245
2732016.07.20 23:10close910.101.302831.291451.3124543.861362.58
2742016.07.27 22:26sell920.101.307040.000000.00000
2752016.07.27 22:26modify920.101.307041.314031.29303
2762016.07.27 23:32close920.101.303251.314031.2930338.041400.62
2772016.07.27 23:56buy930.101.301460.000000.00000
2782016.07.27 23:56modify930.101.301461.294471.31547
2792016.07.28 03:49close930.101.303501.294471.3154720.781421.41
2802016.07.29 00:32sell940.101.292400.000000.00000
2812016.07.29 00:32modify940.101.292401.299391.27839
2822016.07.29 01:00close940.101.291011.299391.2783913.951435.36
2832016.08.17 22:14sell950.101.255320.000000.00000
2842016.08.17 22:14modify950.101.255321.262301.24130
2852016.08.18 01:25close950.101.254161.262301.241308.911444.27
2862016.08.18 22:08buy960.101.255710.000000.00000
2872016.08.18 22:08modify960.101.255711.248691.26969
2882016.08.19 02:08close960.101.257351.248691.2696916.561460.83
2892016.08.29 22:14sell970.101.281860.000000.00000
2902016.08.29 22:14modify970.101.281861.288851.26785
2912016.08.30 00:54close970.101.282261.288851.26785-4.921455.91
2922016.09.15 22:56sell980.101.286570.000000.00000
2932016.09.15 22:56modify980.101.286571.293561.27256
2942016.09.16 02:59close980.101.286751.293561.27256-2.711453.20
2952016.09.21 22:01sell990.101.268930.000000.00000
2962016.09.21 22:01modify990.101.268931.275941.25494
2972016.09.21 22:21close990.101.265301.275941.2549436.431489.63
2982016.09.21 22:33sell1000.101.270420.000000.00000
2992016.09.21 22:33modify1000.101.270421.277381.25638
3002016.09.22 01:00close1000.101.268521.277381.2563816.331505.97
3012016.10.21 23:43buy1010.101.213990.000000.00000
3022016.10.21 23:43modify1010.101.213991.206981.22798
3032016.10.24 02:00close1010.101.215031.206981.2279810.541516.51
3042016.10.27 00:38sell1020.101.216630.000000.00000
3052016.10.27 00:38modify1020.101.216631.223641.20264
3062016.10.27 03:53close1020.101.215711.223641.202649.231525.74
3072016.10.28 22:26buy1030.101.205180.000000.00000
3082016.10.28 22:26modify1030.101.205181.198191.21919
3092016.10.29 01:22close1030.101.203981.198191.21919-12.041513.70
3102016.11.08 22:14sell1040.101.211050.000000.00000
3112016.11.08 22:14modify1040.101.211051.218061.19706
3122016.11.09 00:57close1040.101.210711.218061.197062.501516.20