Strategy Tester Report
H4_Week_JPY_BYx1 mod 3x
Alpari-ECN-Demo (Build 482)

СимволGBPJPY (Great Britain Pound vs Japanese Yen)
Период4 Часа (H4) 2012.12.31 00:00 - 2013.05.01 20:00 (2012.12.31 - 2013.05.02)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметрыlot=0.1; lot2=0.06; lot3=0.03; steep=200; Profit_factor=1; Profit_factor2=2; Profit_factor3=3; TralLevel=true; MinSizeCandle=10; MaxSizeCandle=1500; CloseStopOrderByTP=true; comment="H4_Week mod"; MagicNumber=123;
Баров в истории1520Смоделировано тиков6999892Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит1000.00
Чистая прибыль1902.24Общая прибыль3936.10Общий убыток-2033.87
Прибыльность1.94Матожидание выигрыша21.86
Абсолютная просадка64.37Максимальная просадка753.18 (30.39%)Относительная просадка30.39% (753.18)
Всего сделок87Короткие позиции (% выигравших)42 (64.29%)Длинные позиции (% выигравших)45 (60.00%)
Прибыльные сделки (% от всех)54 (62.07%)Убыточные сделки (% от всех)33 (37.93%)
Самая большаяприбыльная сделка183.45убыточная сделка-121.48
Средняяприбыльная сделка72.89убыточная сделка-61.63
Максимальное количествонепрерывных выигрышей (прибыль)18 (1270.58)непрерывных проигрышей (убыток)9 (-526.08)
Максимальнаянепрерывная прибыль (число выигрышей)1270.58 (18)непрерывный убыток (число проигрышей)-526.08 (9)
Среднийнепрерывный выигрыш9непрерывный проигрыш6
Graph
ВремяТипОрдерОбъёмЦенаS / LT / PПрибыльБаланс
12012.12.31 05:00buy stop10.10139.197138.293140.101
22012.12.31 05:00buy stop20.06139.197138.293141.005
32012.12.31 05:00buy stop30.03139.197138.293141.909
42012.12.31 05:00sell stop40.10138.293139.197137.389
52012.12.31 05:00sell stop50.06138.293139.197136.485
62012.12.31 05:00sell stop60.03138.293139.197135.581
72012.12.31 06:46buy10.10139.197138.293140.101
82012.12.31 06:46buy20.06139.197138.293141.005
92012.12.31 06:46buy30.03139.197138.293141.909
102012.12.31 16:31t/p10.10140.101138.293140.10192.241092.24
112012.12.31 16:31modify20.06139.197139.227141.005
122012.12.31 16:31modify30.03139.197139.227141.909
132013.01.02 09:00t/p20.06141.005139.227141.005110.711202.95
142013.01.02 09:00t/p30.03141.909139.227141.90983.021285.98
152013.01.04 21:00delete40.10138.293139.197137.389
162013.01.04 21:00delete60.03138.293139.197135.581
172013.01.04 21:00delete50.06138.293139.197136.485
182013.01.07 05:00buy stop70.10142.245140.951143.539
192013.01.07 05:00buy stop80.06142.245140.951144.833
202013.01.07 05:00buy stop90.03142.245140.951146.127
212013.01.07 05:00sell stop100.10140.951142.245139.657
222013.01.07 05:00sell stop110.06140.951142.245138.363
232013.01.07 05:00sell stop120.03140.951142.245137.069
242013.01.07 07:18sell100.10140.951142.245139.657
252013.01.07 07:18sell110.06140.951142.245138.363
262013.01.07 07:18sell120.03140.951142.245137.069
272013.01.08 17:35t/p100.10139.657142.245139.657131.741417.72
282013.01.08 17:35modify110.06140.951140.921138.363
292013.01.08 17:35modify120.03140.951140.921137.069
302013.01.09 19:00s/l110.06140.921140.921138.3631.501419.22
312013.01.09 19:00s/l120.03140.921140.921137.0690.741419.96
322013.01.10 19:20buy70.10142.245140.951143.539
332013.01.10 19:20buy80.06142.245140.951144.833
342013.01.10 19:20buy90.03142.245140.951146.127
352013.01.11 00:18t/p70.10143.539140.951143.539132.061552.02
362013.01.11 00:18modify80.06142.245142.275144.833
372013.01.11 00:18modify90.03142.245142.275146.127
382013.01.11 21:00close80.06143.791142.275144.83394.661646.68
392013.01.11 21:00close90.03143.790142.275146.12747.301693.98
402013.01.14 05:00buy stop130.10144.839143.654146.024
412013.01.14 05:00buy stop140.06144.839143.654147.209
422013.01.14 05:00buy stop150.03144.839143.654148.394
432013.01.14 05:00sell stop160.10143.654144.839142.469
442013.01.14 05:00sell stop170.06143.654144.839141.284
452013.01.14 05:00sell stop180.03143.654144.839140.099
462013.01.14 13:51sell160.10143.654144.839142.469
472013.01.14 13:51sell170.06143.654144.839141.284
482013.01.14 13:51sell180.03143.654144.839140.099
492013.01.15 13:15t/p160.10142.469144.839142.469120.611814.59
502013.01.15 13:15modify170.06143.654143.624141.284
512013.01.15 13:15modify180.03143.654143.624140.099
522013.01.16 07:40t/p170.06141.284143.624141.284144.751959.34
532013.01.17 19:36s/l180.03143.624143.624140.0990.491959.83
542013.01.18 21:00delete130.10144.839143.654146.024
552013.01.18 21:00delete150.03144.839143.654148.394
562013.01.18 21:00delete140.06144.839143.654147.209
572013.01.21 05:00buy stop190.10143.234141.612144.856
582013.01.21 05:00buy stop200.06143.234141.612146.478
592013.01.21 05:00buy stop210.03143.234141.612148.100
602013.01.21 05:00sell stop220.10141.612143.234139.990
612013.01.21 05:00sell stop230.06141.612143.234138.368
622013.01.21 05:00sell stop240.03141.612143.234136.746
632013.01.22 04:02sell220.10141.612143.234139.990
642013.01.22 04:02sell230.06141.612143.234138.368
652013.01.22 04:02sell240.03141.612143.234136.746
662013.01.22 11:19t/p220.10139.990143.234139.990165.492125.32
672013.01.22 11:19modify230.06141.612141.582138.368
682013.01.22 11:19modify240.03141.612141.582136.746
692013.01.24 07:35s/l230.06141.582141.582138.3681.142126.46
702013.01.24 07:35s/l240.03141.582141.582136.7460.582127.04
712013.01.25 10:27buy190.10143.234141.612144.856
722013.01.25 10:27buy200.06143.234141.612146.478
732013.01.25 10:27buy210.03143.234141.612148.100
742013.01.25 21:00close190.10143.975141.612144.85675.612202.65
752013.01.25 21:00close210.03143.975141.612148.10022.692225.34
762013.01.25 21:00close200.06143.973141.612146.47845.242270.58
772013.01.28 05:00buy stop250.10144.148142.963145.333
782013.01.28 05:00buy stop260.06144.148142.963146.518
792013.01.28 05:00buy stop270.03144.148142.963147.703
802013.01.28 05:00sell stop280.10142.963144.148141.778
812013.01.28 05:00sell stop290.06142.963144.148140.593
822013.01.28 05:00sell stop300.03142.963144.148139.408
832013.01.28 08:45sell280.10142.963144.148141.778
842013.01.28 08:45sell290.06142.963144.148140.593
852013.01.28 08:45sell300.03142.963144.148139.408
862013.01.30 14:37s/l280.10144.148144.148141.778-121.482149.10
872013.01.30 14:37s/l290.06144.148144.148140.593-72.892076.21
882013.01.30 14:37s/l300.03144.148144.148139.408-36.442039.77
892013.01.30 14:37buy250.10144.148142.963145.333
902013.01.30 14:37buy260.06144.148142.963146.518
912013.01.30 14:37buy270.03144.148142.963147.703
922013.01.31 23:57t/p250.10145.333142.963145.333120.982160.75
932013.01.31 23:57modify260.06144.148144.178146.518
942013.01.31 23:57modify270.03144.148144.178147.703
952013.02.01 21:00close260.06145.431144.178146.51878.602239.35
962013.02.01 21:00close270.03145.433144.178147.70339.362278.71
972013.02.04 05:00buy stop310.10146.038144.970147.106
982013.02.04 05:00buy stop320.06146.038144.970148.174
992013.02.04 05:00buy stop330.03146.038144.970149.242
1002013.02.04 05:00sell stop340.10144.970146.038143.902
1012013.02.04 05:00sell stop350.06144.970146.038142.834
1022013.02.04 05:00sell stop360.03144.970146.038141.766
1032013.02.04 10:59buy310.10146.038144.970147.106
1042013.02.04 10:59buy320.06146.038144.970148.174
1052013.02.04 10:59buy330.03146.038144.970149.242
1062013.02.05 00:49s/l310.10144.970144.970147.106-108.952169.76
1072013.02.05 00:49s/l320.06144.970144.970148.174-65.382104.38
1082013.02.05 00:49s/l330.03144.970144.970149.242-32.682071.70
1092013.02.05 00:49sell340.10144.970146.038143.902
1102013.02.05 00:49sell350.06144.970146.038142.834
1112013.02.05 00:49sell360.03144.970146.038141.766
1122013.02.05 11:03s/l340.10146.038146.038143.902-108.971962.73
1132013.02.05 11:03s/l350.06146.038146.038142.834-65.381897.35
1142013.02.05 11:03s/l360.03146.038146.038141.766-32.701864.65
1152013.02.11 05:00buy stop370.10146.710145.626147.794
1162013.02.11 05:00buy stop380.06146.710145.626148.878
1172013.02.11 05:00buy stop390.03146.710145.626149.962
1182013.02.11 05:00sell stop400.10145.626146.710144.542
1192013.02.11 05:00sell stop410.06145.626146.710143.458
1202013.02.11 05:00sell stop420.03145.626146.710142.374
1212013.02.11 10:54buy370.10146.710145.626147.794
1222013.02.11 10:54buy380.06146.710145.626148.878
1232013.02.11 10:54buy390.03146.710145.626149.962
1242013.02.11 23:42t/p370.10147.794145.626147.794110.611975.26
1252013.02.11 23:42modify380.06146.710146.740148.878
1262013.02.11 23:42modify390.03146.710146.740149.962
1272013.02.12 11:14s/l380.06146.740146.740148.8781.851977.11
1282013.02.12 11:14s/l390.03146.740146.740149.9620.931978.04
1292013.02.12 15:57sell400.10145.626146.710144.542
1302013.02.12 15:57sell410.06145.626146.710143.458
1312013.02.12 15:57sell420.03145.626146.710142.374
1322013.02.14 13:20t/p400.10144.542146.710144.542109.462087.50
1332013.02.14 13:20modify410.06145.626145.596143.458
1342013.02.14 13:20modify420.03145.626145.596142.374
1352013.02.15 05:46t/p410.06143.458145.596143.458131.862219.36
1362013.02.15 17:59s/l420.03145.596145.596142.3740.482219.84
1372013.02.18 05:00buy stop430.10145.996144.795147.197
1382013.02.18 05:00buy stop440.06145.996144.795148.398
1392013.02.18 05:00buy stop450.03145.996144.795149.599
1402013.02.18 05:00sell stop460.10144.795145.996143.594
1412013.02.18 05:00sell stop470.06144.795145.996142.393
1422013.02.18 05:00sell stop480.03144.795145.996141.192
1432013.02.19 01:57sell460.10144.795145.996143.594
1442013.02.19 01:57sell470.06144.795145.996142.393
1452013.02.19 01:57sell480.03144.795145.996141.192
1462013.02.20 11:30t/p460.10143.594145.996143.594122.252342.09
1472013.02.20 11:30modify470.06144.795144.765142.393
1482013.02.20 11:30modify480.03144.795144.765141.192
1492013.02.21 05:32t/p470.06142.393144.765142.393146.362488.46
1502013.02.22 21:00delete430.10145.996144.795147.197
1512013.02.22 21:00delete450.03145.996144.795149.599
1522013.02.22 21:00delete440.06145.996144.795148.398
1532013.02.22 21:00close480.03142.475144.765141.19270.592559.05
1542013.02.25 05:00buy stop490.10142.746141.675143.817
1552013.02.25 05:00buy stop500.06142.746141.675144.888
1562013.02.25 05:00buy stop510.03142.746141.675145.959
1572013.02.25 05:00sell stop520.10141.675142.746140.604
1582013.02.25 05:00sell stop530.06141.675142.746139.533
1592013.02.25 05:00sell stop540.03141.675142.746138.462
1602013.02.25 08:49buy490.10142.746141.675143.817
1612013.02.25 08:49buy500.06142.746141.675144.888
1622013.02.25 08:49buy510.03142.746141.675145.959
1632013.02.25 17:40s/l490.10141.675141.675143.817-109.282449.77
1642013.02.25 17:40s/l500.06141.675141.675144.888-65.572384.20
1652013.02.25 17:40s/l510.03141.675141.675145.959-32.792351.41
1662013.02.25 17:40sell520.10141.675142.746140.604
1672013.02.25 17:40sell530.06141.675142.746139.533
1682013.02.25 17:40sell540.03141.675142.746138.462
1692013.02.25 21:00t/p520.10140.604142.746140.604109.272460.68
1702013.02.25 21:00modify530.06141.675141.645139.533
1712013.02.25 21:00modify540.03141.675141.645138.462
1722013.02.25 22:28t/p530.06139.533141.645139.533131.132591.81
1732013.02.25 22:31t/p540.03138.462141.645138.46298.352690.16
1742013.03.04 05:00buy stop550.10141.036140.073141.999
1752013.03.04 05:00buy stop560.06141.036140.073142.962
1762013.03.04 05:00buy stop570.03141.036140.073143.925
1772013.03.04 05:00sell stop580.10140.073141.036139.110
1782013.03.04 05:00sell stop590.06140.073141.036138.147
1792013.03.04 05:00sell stop600.03140.073141.036137.184
1802013.03.04 21:37buy550.10141.036140.073141.999
1812013.03.04 21:37buy560.06141.036140.073142.962
1822013.03.04 21:37buy570.03141.036140.073143.925
1832013.03.07 14:40t/p550.10141.999140.073141.99998.372788.53
1842013.03.07 14:40modify560.06141.036141.066142.962
1852013.03.07 14:40modify570.03141.036141.066143.925
1862013.03.07 18:42t/p560.06142.962141.066142.962117.982906.51
1872013.03.08 13:40t/p570.03143.925141.066143.92588.482994.99
1882013.03.08 21:00delete580.10140.073141.036139.110
1892013.03.08 21:00delete600.03140.073141.036137.184
1902013.03.08 21:00delete590.06140.073141.036138.147
1912013.03.11 05:00buy stop610.10143.703142.915144.491
1922013.03.11 05:00buy stop620.06143.703142.915145.279
1932013.03.11 05:00buy stop630.03143.703142.915146.067
1942013.03.11 05:00sell stop640.10142.915143.703142.127
1952013.03.11 05:00sell stop650.06142.915143.703141.339
1962013.03.11 05:00sell stop660.03142.915143.703140.551
1972013.03.11 13:00sell640.10142.915143.703142.127
1982013.03.11 13:00sell650.06142.915143.703141.339
1992013.03.11 13:00sell660.03142.915143.703140.551
2002013.03.11 19:33s/l640.10143.703143.703142.127-80.402914.59
2012013.03.11 19:33s/l650.06143.703143.703141.339-48.242866.35
2022013.03.11 19:33s/l660.03143.703143.703140.551-24.122842.23
2032013.03.11 19:33buy610.10143.703142.915144.491
2042013.03.11 19:33buy620.06143.703142.915145.279
2052013.03.11 19:33buy630.03143.703142.915146.067
2062013.03.12 11:29s/l610.10142.915142.915144.491-80.382761.85
2072013.03.12 11:29s/l620.06142.915142.915145.279-48.232713.62
2082013.03.12 11:29s/l630.03142.915142.915146.067-24.112689.51
2092013.03.18 05:00buy stop670.10143.800142.662144.938
2102013.03.18 05:00buy stop680.06143.800142.662146.076
2112013.03.18 05:00buy stop690.03143.800142.662147.214
2122013.03.18 05:00sell stop700.10142.662143.800141.524
2132013.03.18 05:00sell stop710.06142.662143.800140.386
2142013.03.18 05:00sell stop720.03142.662143.800139.248
2152013.03.18 07:42sell700.10142.662143.800141.524
2162013.03.18 07:42sell710.06142.662143.800140.386
2172013.03.18 07:42sell720.03142.662143.800139.248
2182013.03.18 10:48s/l700.10143.800143.800141.524-116.112573.40
2192013.03.18 10:48s/l710.06143.800143.800140.386-69.662503.74
2202013.03.18 10:48s/l720.03143.800143.800139.248-34.832468.91
2212013.03.18 10:48buy670.10143.800142.662144.938
2222013.03.18 10:48buy680.06143.800142.662146.076
2232013.03.18 10:48buy690.03143.800142.662147.214
2242013.03.20 16:16t/p670.10144.938142.662144.938116.162585.07
2252013.03.20 16:16modify680.06143.800143.830146.076
2262013.03.20 16:16modify690.03143.800143.830147.214
2272013.03.21 19:26s/l680.06143.830143.830146.0761.902586.97
2282013.03.21 19:26s/l690.03143.830143.830147.2140.952587.92
2292013.03.25 05:00buy stop730.10144.951143.682146.220
2302013.03.25 05:00buy stop740.06144.951143.682147.489
2312013.03.25 05:00buy stop750.03144.951143.682148.758
2322013.03.25 05:00sell stop760.10143.682144.951142.413
2332013.03.25 05:00sell stop770.06143.682144.951141.144
2342013.03.25 05:00sell stop780.03143.682144.951139.875
2352013.03.25 16:23sell760.10143.682144.951142.413
2362013.03.25 16:23sell770.06143.682144.951141.144
2372013.03.25 16:23sell780.03143.682144.951139.875
2382013.03.25 18:57t/p760.10142.413144.951142.413129.482717.40
2392013.03.25 18:57modify770.06143.682143.652141.144
2402013.03.25 18:57modify780.03143.682143.652139.875
2412013.03.27 04:39s/l770.06143.652143.652141.1441.502718.90
2422013.03.27 04:39s/l780.03143.652143.652139.8750.752719.65
2432013.03.29 21:00delete730.10144.951143.682146.220
2442013.03.29 21:00delete750.03144.951143.682148.758
2452013.03.29 21:00delete740.06144.951143.682147.489
2462013.04.01 05:00buy stop790.10143.566142.841144.291
2472013.04.01 05:00buy stop800.06143.566142.841145.016
2482013.04.01 05:00buy stop810.03143.566142.841145.741
2492013.04.04 09:26buy790.10143.566142.841144.291
2502013.04.04 09:26buy800.06143.566142.841145.016
2512013.04.04 09:26buy810.03143.566142.841145.741
2522013.04.04 14:52t/p790.10144.291142.841144.29173.982793.63
2532013.04.04 14:52modify800.06143.566143.596145.016
2542013.04.04 14:52modify810.03143.566143.596145.741
2552013.04.04 16:57t/p800.06145.016143.596145.01688.772882.40
2562013.04.04 17:43t/p810.03145.741143.596145.74166.582948.98
2572013.04.08 05:00buy stop820.10151.865150.068153.662
2582013.04.08 05:00buy stop830.06151.865150.068155.459
2592013.04.08 05:00buy stop840.03151.865150.068157.256
2602013.04.08 05:00sell stop850.10150.068151.865148.271
2612013.04.08 05:00sell stop860.06150.068151.865146.474
2622013.04.08 05:00sell stop870.03150.068151.865144.677
2632013.04.09 01:10buy820.10151.865150.068153.662
2642013.04.09 01:10buy830.06151.865150.068155.459
2652013.04.09 01:10buy840.03151.865150.068157.256
2662013.04.11 20:39t/p820.10153.662150.068153.662183.453132.43
2672013.04.11 20:39modify830.06151.865151.895155.459
2682013.04.11 20:39modify840.03151.865151.895157.256
2692013.04.12 12:18s/l830.06151.895151.895155.4591.893134.32
2702013.04.12 12:18s/l840.03151.895151.895157.2560.953135.27
2712013.04.12 21:00delete850.10150.068151.865148.271
2722013.04.12 21:00delete870.03150.068151.865144.677
2732013.04.12 21:00delete860.06150.068151.865146.474
2742013.04.15 05:00buy stop880.10151.898150.407153.389
2752013.04.15 05:00buy stop890.06151.898150.407154.880
2762013.04.15 05:00buy stop900.03151.898150.407156.371
2772013.04.15 05:00sell stop910.10150.407151.898148.916
2782013.04.15 05:00sell stop920.06150.407151.898147.425
2792013.04.15 05:00sell stop930.03150.407151.898145.934
2802013.04.15 05:44sell910.10150.407151.898148.916
2812013.04.15 05:44sell920.06150.407151.898147.425
2822013.04.15 05:44sell930.03150.407151.898145.934
2832013.04.15 21:08t/p910.10148.916151.898148.916152.133287.40
2842013.04.15 21:08modify920.06150.407150.377147.425
2852013.04.15 21:08modify930.03150.407150.377145.934
2862013.04.15 23:24t/p920.06147.425150.377147.425182.563469.96
2872013.04.17 03:33s/l930.03150.377150.377145.9340.753470.71
2882013.04.19 10:27buy880.10151.898150.407153.389
2892013.04.19 10:27buy890.06151.898150.407154.880
2902013.04.19 10:27buy900.03151.898150.407156.371
2912013.04.19 21:00close880.10151.228150.407153.389-68.373402.34
2922013.04.19 21:00close900.03151.228150.407156.371-20.513381.83
2932013.04.19 21:00close890.06151.225150.407154.880-41.213340.62
2942013.04.22 05:00buy stop940.10152.290151.461153.119
2952013.04.22 05:00buy stop950.06152.290151.461153.948
2962013.04.22 05:00buy stop960.03152.290151.461154.777
2972013.04.22 05:00sell stop970.10151.461152.290150.632
2982013.04.22 05:00sell stop980.06151.461152.290149.803
2992013.04.22 05:00sell stop990.03151.461152.290148.974
3002013.04.22 17:14sell970.10151.461152.290150.632
3012013.04.22 17:14sell980.06151.461152.290149.803
3022013.04.22 17:14sell990.03151.461152.290148.974
3032013.04.23 06:34t/p970.10150.632152.290150.63284.293424.91
3042013.04.23 06:34modify980.06151.461151.431149.803
3052013.04.23 06:34modify990.03151.461151.431148.974
3062013.04.23 16:37s/l980.06151.431151.431149.8031.673426.58
3072013.04.23 16:37s/l990.03151.431151.431148.9740.833427.42
3082013.04.24 13:40buy940.10152.290151.461153.119
3092013.04.24 13:40buy950.06152.290151.461153.948
3102013.04.24 13:40buy960.03152.290151.461154.777
3112013.04.25 10:37s/l940.10151.461151.461153.119-84.533342.89
3122013.04.25 10:37s/l950.06151.461151.461153.948-50.723292.16
3132013.04.25 10:37s/l960.03151.461151.461154.777-25.353266.81
3142013.04.29 05:00buy stop1000.10151.924150.985152.863
3152013.04.29 05:00buy stop1010.06151.924150.985153.802
3162013.04.29 05:00buy stop1020.03151.924150.985154.741
3172013.04.29 05:00sell stop1030.10150.985151.924150.046
3182013.04.29 05:00sell stop1040.06150.985151.924149.107
3192013.04.29 05:00sell stop1050.03150.985151.924148.168
3202013.04.29 10:02buy1000.10151.924150.985152.863
3212013.04.29 10:02buy1010.06151.924150.985153.802
3222013.04.29 10:02buy1020.03151.924150.985154.741
3232013.04.30 13:11s/l1000.10150.985150.985152.863-95.793171.02
3242013.04.30 13:11s/l1010.06150.985150.985153.802-57.483113.55
3252013.04.30 13:11s/l1020.03150.985150.985154.741-28.733084.81
3262013.04.30 13:11sell1030.10150.985151.924150.046
3272013.04.30 13:11sell1040.06150.985151.924149.107
3282013.04.30 13:11sell1050.03150.985151.924148.168
3292013.05.01 11:28s/l1030.10151.924151.924150.046-96.092988.73
3302013.05.01 11:28s/l1040.06151.924151.924149.107-57.652931.08
3312013.05.01 11:28s/l1050.03151.924151.924148.168-28.842902.24