Strategy Tester Report
ContrastExpert 1.4.1+(Spread)
Alpari-Demo (Build 1010)

СимволAUDUSD (Australian Dollar vs US Dollar)
Период1 Час (H1) 2011.12.26 03:00 - 2013.05.31 23:00 (2012.01.02 - 2013.06.01)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыS_1="<==== Indicator Settings ====>"; coeff=0; S_2="<==== Expert Settings ====>"; SetName="AUDUSD_H1"; MagicNumber=123321; Lot=0.01; MaxSpread=10; MaxPreSingalCandleSize=60; MinDistanceBetweenLines=19; LastOrderFilter=true; TakeProfit=45; StopLoss=20; SL_ATR_Multiplier=11.5; SL_ATR_Period=24; S_3="<==== Filter ====>"; RSI_Period_open=0; RSI_Period_close=11; S_5="<==== Trailing stop ====>"; TrailingStep=1.5; DeleteTakeProfit=true; S_6="<==== Partial Close ====>"; UseBreakeven=true;
Баров в истории8955Смоделировано тиков19658660Качество моделирования99.00%
Ошибки рассогласования графиков0
Начальный депозит10000.00Спред15
Чистая прибыль-57.60Общая прибыль296.32Общий убыток-353.92
Прибыльность0.84Матожидание выигрыша-0.65
Абсолютная просадка72.97Максимальная просадка92.93 (0.93%)Относительная просадка0.93% (92.93)
Всего сделок88Короткие позиции (% выигравших)47 (74.47%)Длинные позиции (% выигравших)41 (80.49%)
Прибыльные сделки (% от всех)68 (77.27%)Убыточные сделки (% от всех)20 (22.73%)
Самая большаяприбыльная сделка4.61убыточная сделка-30.27
Средняяприбыльная сделка4.36убыточная сделка-17.70
Максимальное количествонепрерывных выигрышей (прибыль)8 (31.29)непрерывных проигрышей (убыток)3 (-38.95)
Макс.непрерывная прибыль (число выигрышей)31.29 (8)непрерывный убыток (число проигрышей)-38.95 (3)
Среднийнепрерывный выигрыш4непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12012.01.02 03:00sell10.011.022260.000000.00000
22012.01.02 03:01modify10.011.022261.046801.01776
32012.01.09 03:19t/p10.011.017701.046801.017704.2910004.29
42012.01.10 21:00sell20.011.031640.000000.00000
52012.01.10 21:00modify20.011.031641.055331.02714
62012.01.11 04:15t/p20.011.027221.055331.027224.3810008.68
72012.01.11 10:00buy30.011.030650.000000.00000
82012.01.11 10:00modify30.011.030651.009101.03515
92012.01.12 14:23t/p30.011.035061.009101.035064.4410013.12
102012.01.12 19:00sell40.011.030790.000000.00000
112012.01.12 19:00modify40.011.030791.054061.02629
122012.01.13 18:11t/p40.011.026231.054061.026234.5210017.64
132012.01.16 03:00sell50.011.027840.000000.00000
142012.01.16 03:00modify50.011.027841.054031.02334
152012.01.23 14:01s/l50.011.053951.053951.02334-26.389991.26
162012.01.23 21:00sell60.011.052800.000000.00000
172012.01.23 21:00modify60.011.052801.072931.04830
182012.01.24 11:22t/p60.011.048201.072931.048204.569995.83
192012.01.25 13:00sell70.011.048170.000000.00000
202012.01.25 13:00modify70.011.048171.072751.04367
212012.02.01 18:07s/l70.011.072781.072781.04367-24.889970.95
222012.02.02 09:00sell80.011.071640.000000.00000
232012.02.02 09:00modify80.011.071641.100191.06714
242012.02.10 08:00close80.011.071281.100191.067140.069971.01
252012.02.13 02:00buy90.011.070880.000000.00000
262012.02.13 02:00modify90.011.070881.045481.07538
272012.02.13 10:54t/p90.011.075411.045481.075414.539975.54
282012.02.20 02:00buy100.011.077250.000000.00000
292012.02.20 02:00modify100.011.077251.052211.08175
302012.02.29 05:41t/p100.011.081661.052211.081664.519980.05
312012.03.07 04:00sell110.011.051780.000000.00000
322012.03.07 04:00modify110.011.051781.082271.04728
332012.03.14 12:36t/p110.011.047371.082271.047374.149984.19
342012.03.15 06:00buy120.011.045860.000000.00000
352012.03.15 06:00modify120.011.045861.019581.05036
362012.03.15 10:29t/p120.011.050361.019581.050364.509988.69
372012.03.16 06:00buy130.011.054370.000000.00000
382012.03.16 06:00modify130.011.054371.029601.05887
392012.03.16 16:04t/p130.011.058911.029601.058914.549993.23
402012.03.19 12:00sell140.011.057850.000000.00000
412012.03.19 12:00modify140.011.057851.077351.05335
422012.03.20 10:40t/p140.011.053261.077351.053264.559997.78
432012.03.21 09:00sell150.011.048570.000000.00000
442012.03.21 09:00modify150.011.048571.072511.04407
452012.03.21 16:54t/p150.011.044111.072511.044114.4610002.24
462012.03.23 15:00sell160.011.037650.000000.00000
472012.03.23 15:00modify160.011.037651.062851.03315
482012.03.28 05:00close160.011.042751.062851.03315-5.219997.03
492012.03.28 23:00buy170.011.039650.000000.00000
502012.03.28 23:00modify170.011.039651.015351.04415
512012.04.02 00:00t/p170.011.044201.015351.044204.6010001.63
522012.04.02 01:00buy180.011.044680.000000.00000
532012.04.02 01:00modify180.011.044681.019021.04918
542012.04.27 20:00close180.011.046291.019021.049181.9110003.54
552012.05.03 03:00sell190.011.030490.000000.00000
562012.05.03 03:00modify190.011.030491.047021.02599
572012.05.03 18:48t/p190.011.025911.047021.025914.5810008.12
582012.05.09 11:00buy200.011.008530.000000.00000
592012.05.09 11:00modify200.011.008530.983701.01303
602012.05.10 15:19t/p200.011.013110.983701.013114.6110012.73
612012.05.10 15:19buy210.011.013240.000000.00000
622012.05.10 15:19modify210.011.013240.986101.01774
632012.05.18 03:35s/l210.010.986090.986091.01774-27.069985.67
642012.05.18 19:00sell220.010.981800.000000.00000
652012.05.18 19:00modify220.010.981801.010230.97730
662012.05.23 02:48t/p220.010.977251.010230.977254.449990.11
672012.05.23 16:00buy230.010.977270.000000.00000
682012.05.23 16:00modify230.010.977270.949400.98177
692012.05.28 01:46t/p230.010.981750.949400.981754.549994.64
702012.05.28 01:46buy240.010.982050.000000.00000
712012.05.28 01:46modify240.010.982050.956730.98655
722012.05.28 08:38t/p240.010.986570.956730.986574.529999.16
732012.05.29 03:00sell250.010.981530.000000.00000
742012.05.29 03:00modify250.010.981531.001320.97703
752012.05.30 10:40t/p250.010.977011.001320.977014.4810003.64
762012.05.31 17:00sell260.010.971830.000000.00000
772012.05.31 17:00modify260.010.971830.996850.96733
782012.06.01 04:01t/p260.010.967410.996850.967414.3810008.03
792012.06.04 09:00buy270.010.967600.000000.00000
802012.06.04 09:00modify270.010.967600.930810.97210
812012.06.04 15:13t/p270.010.972190.930810.972194.5910012.62
822012.06.05 12:00sell280.010.973230.000000.00000
832012.06.05 12:00modify280.010.973231.003110.96873
842012.06.14 23:11s/l280.011.003081.003080.96873-30.279982.35
852012.06.18 20:00buy290.011.012850.000000.00000
862012.06.18 20:00modify290.011.012850.985301.01735
872012.06.19 14:40t/p290.011.017310.985301.017314.479986.82
882012.06.20 03:00sell300.011.017630.000000.00000
892012.06.20 03:00modify300.011.017631.036901.01313
902012.06.21 17:04t/p300.011.013121.036901.013124.409991.21
912012.06.22 10:00sell310.011.002720.000000.00000
922012.06.22 10:00modify310.011.002721.027360.99822
932012.06.25 17:16t/p310.010.998251.027360.998254.439995.65
942012.06.25 23:00buy320.011.000800.000000.00000
952012.06.25 23:00modify320.011.000800.980691.00530
962012.06.26 11:04t/p320.011.005200.980691.005204.4110000.06
972012.06.26 18:00sell330.011.002880.000000.00000
982012.06.26 18:00modify330.011.002881.023610.99838
992012.06.29 15:25s/l330.011.023651.023650.99838-20.969979.10
1002012.07.02 04:00sell340.011.022900.000000.00000
1012012.07.02 04:00modify340.011.022901.053941.01840
1022012.07.06 19:01t/p340.011.018471.053941.018474.209983.30
1032012.07.10 11:00buy350.011.019330.000000.00000
1042012.07.10 11:00modify350.011.019331.001111.02383
1052012.07.10 12:32t/p350.011.023731.001111.023734.409987.70
1062012.07.11 06:00buy360.011.020830.000000.00000
1072012.07.11 06:00modify360.011.020831.000451.02533
1082012.07.11 11:45t/p360.011.025301.000451.025304.479992.17
1092012.07.11 22:00sell370.011.022450.000000.00000
1102012.07.11 22:00modify370.011.022451.044391.01795
1112012.07.12 07:09t/p370.011.017851.044391.017854.499996.66
1122012.07.13 06:00buy380.011.015240.000000.00000
1132012.07.13 06:00modify380.011.015240.993411.01974
1142012.07.13 16:36t/p380.011.019820.993411.019824.5810001.24
1152012.07.16 05:00sell390.011.021950.000000.00000
1162012.07.16 05:00modify390.011.021951.041361.01745
1172012.07.19 10:18s/l390.011.041301.041301.01745-19.549981.70
1182012.07.25 21:00buy400.011.032400.000000.00000
1192012.07.25 21:00modify400.011.032401.004911.03690
1202012.07.26 13:24t/p400.011.036801.004911.036804.439986.13
1212012.07.30 22:00buy410.011.050510.000000.00000
1222012.07.30 22:00modify410.011.050511.031411.05501
1232012.08.02 15:32t/p410.011.054991.031411.054994.549990.66
1242012.08.08 11:00buy420.011.055940.000000.00000
1252012.08.08 11:00modify420.011.055941.039851.06044
1262012.08.09 07:00t/p420.011.060351.039851.060354.449995.11
1272012.08.13 17:00sell430.011.053920.000000.00000
1282012.08.13 17:00modify430.011.053921.069701.04942
1292012.08.14 16:26t/p430.011.049511.069701.049514.379999.48
1302012.08.14 16:26sell440.011.049190.000000.00000
1312012.08.14 16:26modify440.011.049191.065711.04469
1322012.08.17 10:05t/p440.011.044761.065711.044764.2410003.72
1332012.08.21 19:00sell450.011.049120.000000.00000
1342012.08.21 19:00modify450.011.049121.064101.04462
1352012.08.22 04:41t/p450.011.044581.064101.044584.5010008.22
1362012.08.24 19:00buy460.011.041090.000000.00000
1372012.08.24 19:00modify460.011.041091.021411.04559
1382012.09.05 01:41s/l460.011.021451.021451.04559-19.539988.69
1392012.09.05 20:00buy470.011.020240.000000.00000
1402012.09.05 20:00modify470.011.020241.001701.02474
1412012.09.06 11:02t/p470.011.024671.001701.024674.469993.15
1422012.09.10 01:00sell480.011.036640.000000.00000
1432012.09.10 01:00modify480.011.036641.055991.03214
1442012.09.13 21:26s/l480.011.055941.055941.03214-19.499973.66
1452012.09.19 08:00buy490.011.046220.000000.00000
1462012.09.19 08:00modify490.011.046221.026301.05072
1472012.09.21 11:45t/p490.011.050741.026301.050744.569978.23
1482012.09.21 18:00sell500.011.046970.000000.00000
1492012.09.21 18:00modify500.011.046971.068711.04247
1502012.09.24 04:03t/p500.011.042431.068711.042434.509982.73
1512012.09.24 18:00buy510.011.042270.000000.00000
1522012.09.24 18:00modify510.011.042271.022741.04677
1532012.09.28 05:24t/p510.011.046771.022741.046774.579987.30
1542012.10.02 08:00sell520.011.030820.000000.00000
1552012.10.02 08:00modify520.011.030821.051281.02632
1562012.10.02 21:27t/p520.011.026261.051281.026264.569991.86
1572012.10.04 05:00sell530.011.018390.000000.00000
1582012.10.04 05:00modify530.011.018391.038301.01389
1592012.10.17 18:56s/l530.011.038331.038331.01389-20.369971.50
1602012.10.18 06:00buy540.011.039260.000000.00000
1612012.10.18 06:00modify540.011.039261.023391.04376
1622012.11.06 08:00close540.011.042731.023391.043763.669975.15
1632012.11.07 16:00sell550.011.043480.000000.00000
1642012.11.07 16:00modify550.011.043481.058691.03898
1652012.11.09 03:25t/p550.011.038921.058691.038924.419979.56
1662012.11.09 21:00buy560.011.039780.000000.00000
1672012.11.09 21:00modify560.011.039781.021941.04428
1682012.11.13 21:59t/p560.011.044321.021941.044324.569984.12
1692012.11.15 09:00sell570.011.035620.000000.00000
1702012.11.15 09:00modify570.011.035621.053381.03112
1712012.11.15 16:47t/p570.011.031151.053381.031154.479988.59
1722012.11.16 12:00buy580.011.034360.000000.00000
1732012.11.16 12:00modify580.011.034361.018001.03886
1742012.11.19 13:32t/p580.011.038911.018001.038914.569993.16
1752012.11.30 13:00sell590.011.042030.000000.00000
1762012.11.30 13:00modify590.011.042031.056701.03753
1772012.12.12 20:45s/l590.011.056701.056701.03753-15.059978.11
1782012.12.12 21:00buy600.011.057770.000000.00000
1792012.12.12 21:00modify600.011.057771.045861.06227
1802012.12.21 04:02s/l600.011.045901.045901.06227-11.759966.36
1812012.12.26 20:00sell610.011.034760.000000.00000
1822012.12.26 20:00modify610.011.034761.046671.03026
1832013.01.02 05:08s/l610.011.046641.046641.03026-12.159954.21
1842013.01.03 23:00sell620.011.047560.000000.00000
1852013.01.03 23:00modify620.011.047561.061671.04306
1862013.01.04 06:07t/p620.011.043051.061671.043054.479958.68
1872013.01.10 06:00buy630.011.054970.000000.00000
1882013.01.10 06:00modify630.011.054971.039221.05947
1892013.01.10 22:53t/p630.011.059371.039221.059374.409963.08
1902013.01.14 06:00buy640.011.054660.000000.00000
1912013.01.14 06:00modify640.011.054661.040231.05916
1922013.01.28 10:51s/l640.011.040331.040331.05916-14.189948.91
1932013.01.29 18:00buy650.011.046270.000000.00000
1942013.01.29 18:00modify650.011.046271.031011.05077
1952013.02.06 12:21s/l650.011.031101.031101.05077-15.089933.82
1962013.02.14 14:00sell660.011.032930.000000.00000
1972013.02.14 14:00modify660.011.032931.047811.02843
1982013.02.18 01:59t/p660.011.028371.047811.028374.489938.31
1992013.02.21 22:00sell670.011.022910.000000.00000
2002013.02.21 22:00modify670.011.022911.042211.01841
2012013.02.27 13:57t/p670.011.018461.042211.018464.309942.61
2022013.02.28 14:00sell680.011.025790.000000.00000
2032013.02.28 14:00modify680.011.025791.048431.02129
2042013.03.01 01:25t/p680.011.021221.048431.021224.539947.14
2052013.03.01 23:00sell690.011.019360.000000.00000
2062013.03.01 23:00modify690.011.019361.035491.01486
2072013.03.04 07:21t/p690.011.014861.035491.014864.469951.60
2082013.03.06 19:00sell700.011.025970.000000.00000
2092013.03.06 19:00modify700.011.025971.042551.02147
2102013.03.08 19:14t/p700.011.021501.042551.021504.329955.92
2112013.03.11 01:00sell710.011.021240.000000.00000
2122013.03.11 01:00modify710.011.021241.038841.01674
2132013.03.14 17:26s/l710.011.038871.038871.01674-17.829938.10
2142013.03.14 17:26buy720.011.038770.000000.00000
2152013.03.14 17:26modify720.011.038771.019471.04327
2162013.03.21 15:24t/p720.011.043241.019471.043244.559942.65
2172013.03.27 13:00sell730.011.045380.000000.00000
2182013.03.27 13:00modify730.011.045381.057461.04088
2192013.03.28 14:37t/p730.011.040891.057461.040894.389947.02
2202013.04.04 09:00sell740.011.044510.000000.00000
2212013.04.04 09:00modify740.011.044511.058901.04001
2222013.04.04 18:18t/p740.011.040021.058901.040024.499951.51
2232013.04.04 21:00buy750.011.043730.000000.00000
2242013.04.04 21:00modify750.011.043731.024111.04823
2252013.04.09 15:25t/p750.011.048241.024111.048244.549956.05
2262013.04.10 06:00buy760.011.051320.000000.00000
2272013.04.10 06:00modify760.011.051321.033011.05582
2282013.04.11 10:44t/p760.011.055901.033011.055904.619960.67
2292013.04.11 11:00buy770.011.055880.000000.00000
2302013.04.11 11:00modify770.011.055881.039061.06038
2312013.04.15 17:06s/l770.011.039131.039131.06038-16.739943.94
2322013.04.17 04:00sell780.011.037070.000000.00000
2332013.04.17 04:00modify780.011.037071.060841.03257
2342013.04.17 17:43t/p780.011.032521.060841.032524.559948.49
2352013.04.18 04:00sell790.011.028390.000000.00000
2362013.04.18 04:00modify790.011.028391.050631.02389
2372013.04.22 17:26t/p790.011.023921.050631.023924.399952.88
2382013.04.23 04:00sell800.011.025020.000000.00000
2392013.04.23 04:00modify800.011.025021.042331.02052
2402013.05.01 20:00close800.011.027881.042331.02052-3.169949.72
2412013.05.02 15:00buy810.011.025640.000000.00000
2422013.05.02 15:00modify810.011.025641.003651.03014
2432013.05.03 16:40t/p810.011.030231.003651.030234.609954.32
2442013.05.09 02:00buy820.011.019480.000000.00000
2452013.05.09 02:00modify820.011.019481.002581.02398
2462013.05.09 04:30t/p820.011.024061.002581.024064.589958.90
2472013.05.14 03:00buy830.010.997120.000000.00000
2482013.05.14 03:00modify830.010.997120.975681.00162
2492013.05.17 05:03s/l830.010.975590.975591.00162-21.489937.43
2502013.05.20 01:00buy840.010.975860.000000.00000
2512013.05.20 01:00modify840.010.975860.950270.98036
2522013.05.20 19:07t/p840.010.980320.950270.980324.469941.89
2532013.05.21 04:00sell850.010.977080.000000.00000
2542013.05.21 04:00modify850.010.977080.998230.97258
2552013.05.22 17:32t/p850.010.972620.998230.972624.429946.31
2562013.05.23 12:00buy860.010.966450.000000.00000
2572013.05.23 12:00modify860.010.966450.931910.97095
2582013.05.23 13:40t/p860.010.970870.931910.970874.429950.73
2592013.05.24 02:00sell870.010.972270.000000.00000
2602013.05.24 02:00modify870.010.972271.007040.96777
2612013.05.24 03:04t/p870.010.967741.007040.967744.539955.26
2622013.05.24 15:00buy880.010.969620.000000.00000
2632013.05.24 15:00modify880.010.969620.936520.97412
2642013.05.31 23:59close at stop880.010.956690.936520.97412-12.859942.40