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 депозит10000.00Спред30
Чистая прибыль-77.89Общая прибыль287.72Общий убыток-365.60
Прибыльность0.79Матожидание выигрыша-0.90
Абсолютная просадка86.33Максимальная просадка100.44 (1.00%)Относительная просадка1.00% (100.44)
Всего сделок87Короткие позиции (% выигравших)45 (71.11%)Длинные позиции (% выигравших)42 (78.57%)
Прибыльные сделки (% от всех)65 (74.71%)Убыточные сделки (% от всех)22 (25.29%)
Самая большаяприбыльная сделка4.63убыточная сделка-30.21
Средняяприбыльная сделка4.43убыточная сделка-16.62
Максимальное количествонепрерывных выигрышей (прибыль)7 (31.34)непрерывных проигрышей (убыток)3 (-38.95)
Макс.непрерывная прибыль (число выигрышей)31.34 (7)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 03:21t/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 15:03t/p20.011.027221.055331.027224.3810008.68
72012.01.11 15:03sell30.011.026860.000000.00000
82012.01.11 15:03modify30.011.026861.048071.02236
92012.01.20 18:22s/l30.011.048161.048161.02236-21.729986.96
102012.01.23 07:00buy40.011.048700.000000.00000
112012.01.23 07:00modify40.011.048701.026921.05320
122012.01.23 13:51t/p40.011.053261.026921.053264.569991.52
132012.01.23 21:00sell50.011.052650.000000.00000
142012.01.23 21:00modify50.011.052651.072781.04815
152012.01.24 11:43t/p50.011.048071.072781.048074.549996.06
162012.01.25 13:00sell60.011.048300.000000.00000
172012.01.25 13:00modify60.011.048301.072881.04380
182012.02.01 18:07s/l60.011.072781.072781.04380-24.759971.31
192012.02.02 09:00sell70.011.071600.000000.00000
202012.02.02 09:00modify70.011.071601.100151.06710
212012.02.10 08:00close70.011.071531.100151.06710-0.239971.08
222012.02.13 02:00buy80.011.070980.000000.00000
232012.02.13 02:00modify80.011.070981.045581.07548
242012.02.13 10:54t/p80.011.075551.045581.075554.579975.65
252012.02.20 02:00buy90.011.077530.000000.00000
262012.02.20 02:00modify90.011.077531.052491.08203
272012.02.29 05:42t/p90.011.082061.052491.082064.639980.28
282012.03.07 04:00sell100.011.051930.000000.00000
292012.03.07 04:00modify100.011.051931.082421.04743
302012.03.14 12:36t/p100.011.047521.082421.047524.149984.42
312012.03.15 06:00buy110.011.046050.000000.00000
322012.03.15 06:00modify110.011.046051.019771.05055
332012.03.15 14:23t/p110.011.050461.019771.050464.419988.83
342012.03.16 06:00buy120.011.054500.000000.00000
352012.03.16 06:00modify120.011.054501.029731.05900
362012.03.16 16:04t/p120.011.059001.029731.059004.509993.33
372012.03.19 12:00sell130.011.057800.000000.00000
382012.03.19 12:00modify130.011.057801.077301.05330
392012.03.20 10:40t/p130.011.053261.077301.053264.509997.83
402012.03.21 09:00sell140.011.048580.000000.00000
412012.03.21 09:00modify140.011.048581.072521.04408
422012.03.21 16:54t/p140.011.043991.072521.043994.5910002.42
432012.03.23 15:00sell150.011.037570.000000.00000
442012.03.23 15:00modify150.011.037571.062771.03307
452012.03.28 05:00close150.011.042911.062771.03307-5.459996.97
462012.03.28 23:00buy160.011.039820.000000.00000
472012.03.28 23:00modify160.011.039821.015521.04432
482012.04.02 00:00t/p160.011.044291.015521.044294.5210001.50
492012.04.02 01:00buy170.011.044800.000000.00000
502012.04.02 01:00modify170.011.044801.019141.04930
512012.04.27 20:00close170.011.046391.019141.049301.8910003.38
522012.05.03 03:00sell180.011.030600.000000.00000
532012.05.03 03:00modify180.011.030601.047131.02610
542012.05.03 18:48t/p180.011.026151.047131.026154.4510007.83
552012.05.09 11:00buy190.011.008670.000000.00000
562012.05.09 11:00modify190.011.008670.983841.01317
572012.05.10 15:19t/p190.011.013250.983841.013254.6110012.45
582012.05.10 15:19buy200.011.013540.000000.00000
592012.05.10 15:19modify200.011.013540.986401.01804
602012.05.18 03:33s/l200.010.986480.986481.01804-26.979985.47
612012.05.18 19:00sell210.010.981760.000000.00000
622012.05.18 19:00modify210.010.981761.010190.97726
632012.05.23 02:48t/p210.010.977271.010190.977274.389989.85
642012.05.23 16:00buy220.010.977400.000000.00000
652012.05.23 16:00modify220.010.977400.949530.98190
662012.05.28 01:46t/p220.010.981950.949530.981954.609994.45
672012.05.28 01:46buy230.010.982510.000000.00000
682012.05.28 01:46modify230.010.982510.957190.98701
692012.05.28 08:41t/p230.010.986990.957190.986994.489998.93
702012.05.29 03:00sell240.010.981490.000000.00000
712012.05.29 03:00modify240.010.981491.001280.97699
722012.05.30 10:40t/p240.010.976971.001280.976974.4810003.42
732012.05.31 17:00sell250.010.971740.000000.00000
742012.05.31 17:00modify250.010.971740.996760.96724
752012.06.01 04:01t/p250.010.967220.996760.967224.4810007.90
762012.06.04 09:00buy260.010.967610.000000.00000
772012.06.04 09:00modify260.010.967610.930820.97211
782012.06.04 15:13t/p260.010.972030.930820.972034.4210012.32
792012.06.05 12:00sell270.010.973090.000000.00000
802012.06.05 12:00modify270.010.973091.002970.96859
812012.06.14 23:11s/l270.011.002881.002880.96859-30.219982.11
822012.06.18 20:00buy280.011.012990.000000.00000
832012.06.18 20:00modify280.011.012990.985441.01749
842012.06.19 14:41t/p280.011.017520.985441.017524.549986.65
852012.06.20 03:00sell290.011.017680.000000.00000
862012.06.20 03:00modify290.011.017681.036951.01318
872012.06.21 17:04t/p290.011.013221.036951.013224.359991.00
882012.06.22 10:00sell300.011.002680.000000.00000
892012.06.22 10:00modify300.011.002681.027320.99818
902012.06.25 17:16t/p300.010.998171.027320.998174.479995.47
912012.06.25 23:00buy310.011.000840.000000.00000
922012.06.25 23:00modify310.011.000840.980731.00534
932012.06.26 11:04t/p310.011.005310.980731.005314.489999.95
942012.06.26 18:00sell320.011.002840.000000.00000
952012.06.26 18:00modify320.011.002841.023570.99834
962012.06.29 15:25s/l320.011.023671.023670.99834-21.029978.93
972012.07.02 04:00sell330.011.022810.000000.00000
982012.07.02 04:00modify330.011.022811.053851.01831
992012.07.06 19:01t/p330.011.018351.053851.018354.239983.16
1002012.07.10 11:00buy340.011.019320.000000.00000
1012012.07.10 11:00modify340.011.019321.001101.02382
1022012.07.10 12:32t/p340.011.023751.001101.023754.439987.59
1032012.07.11 06:00buy350.011.021160.000000.00000
1042012.07.11 06:00modify350.011.021161.000781.02566
1052012.07.11 11:46t/p350.011.025561.000781.025564.409991.99
1062012.07.11 22:00sell360.011.022500.000000.00000
1072012.07.11 22:00modify360.011.022501.044441.01800
1082012.07.12 07:09t/p360.011.018031.044441.018034.369996.35
1092012.07.13 06:00buy370.011.015330.000000.00000
1102012.07.13 06:00modify370.011.015330.993501.01983
1112012.07.13 16:39t/p370.011.019930.993501.019934.6010000.95
1122012.07.16 05:00sell380.011.022020.000000.00000
1132012.07.16 05:00modify380.011.022021.041431.01752
1142012.07.19 10:16s/l380.011.041351.041351.01752-19.529981.43
1152012.07.25 21:00buy390.011.032690.000000.00000
1162012.07.25 21:00modify390.011.032691.005201.03719
1172012.07.26 13:24t/p390.011.037251.005201.037254.599986.02
1182012.07.30 22:00buy400.011.050560.000000.00000
1192012.07.30 22:00modify400.011.050561.031461.05506
1202012.08.02 15:32t/p400.011.054961.031461.054964.469990.48
1212012.08.08 11:00buy410.011.056170.000000.00000
1222012.08.08 11:00modify410.011.056171.040081.06067
1232012.08.09 07:00t/p410.011.060651.040081.060654.519994.99
1242012.08.13 17:00sell420.011.053870.000000.00000
1252012.08.13 17:00modify420.011.053871.069651.04937
1262012.08.14 16:26t/p420.011.049461.069651.049464.379999.36
1272012.08.14 16:26sell430.011.049120.000000.00000
1282012.08.14 16:26modify430.011.049121.065641.04462
1292012.08.17 10:05t/p430.011.044711.065641.044714.2210003.58
1302012.08.21 19:00sell440.011.049170.000000.00000
1312012.08.21 19:00modify440.011.049171.064151.04467
1322012.08.22 04:42t/p440.011.044741.064151.044744.3910007.97
1332012.08.24 19:00buy450.011.041300.000000.00000
1342012.08.24 19:00modify450.011.041301.021621.04580
1352012.09.04 21:03s/l450.011.021661.021661.04580-19.549988.43
1362012.09.05 20:00buy460.011.020330.000000.00000
1372012.09.05 20:00modify460.011.020331.001791.02483
1382012.09.06 14:00t/p460.011.024871.001791.024874.579993.01
1392012.09.10 01:00sell470.011.036660.000000.00000
1402012.09.10 01:00modify470.011.036661.056011.03216
1412012.09.13 21:26s/l470.011.056081.056081.03216-19.619973.40
1422012.09.19 08:00buy480.011.046340.000000.00000
1432012.09.19 08:00modify480.011.046341.026421.05084
1442012.09.21 11:53t/p480.011.050891.026421.050894.599977.99
1452012.09.21 18:00sell490.011.046890.000000.00000
1462012.09.21 18:00modify490.011.046891.068631.04239
1472012.09.24 04:03t/p490.011.042371.068631.042374.489982.47
1482012.09.24 18:00buy500.011.042400.000000.00000
1492012.09.24 18:00modify500.011.042401.022871.04690
1502012.09.28 05:24t/p500.011.046941.022871.046944.619987.08
1512012.10.02 08:00sell510.011.030860.000000.00000
1522012.10.02 08:00modify510.011.030861.051321.02636
1532012.10.02 21:28t/p510.011.026361.051321.026364.509991.58
1542012.10.04 05:00sell520.011.018350.000000.00000
1552012.10.04 05:00modify520.011.018351.038261.01385
1562012.10.17 18:55s/l520.011.038201.038201.01385-20.279971.31
1572012.10.18 06:00buy530.011.039460.000000.00000
1582012.10.18 06:00modify530.011.039461.023591.04396
1592012.10.23 18:37s/l530.011.023561.023561.04396-15.879955.44
1602012.10.25 18:00sell540.011.036250.000000.00000
1612012.10.25 18:00modify540.011.036251.053211.03175
1622012.10.26 06:54t/p540.011.031821.053211.031824.399959.83
1632012.10.31 04:00buy550.011.038890.000000.00000
1642012.10.31 04:00modify550.011.038891.026191.04339
1652012.11.06 06:44t/p550.011.043451.026191.043454.639964.46
1662012.11.07 16:00sell560.011.043540.000000.00000
1672012.11.07 16:00modify560.011.043541.058751.03904
1682012.11.09 03:25t/p560.011.039001.058751.039004.399968.85
1692012.11.09 21:00buy570.011.039970.000000.00000
1702012.11.09 21:00modify570.011.039971.022131.04447
1712012.11.13 22:00t/p570.011.044441.022131.044444.499973.34
1722012.11.15 09:00sell580.011.035610.000000.00000
1732012.11.15 09:00modify580.011.035611.053371.03111
1742012.11.15 16:50t/p580.011.031061.053371.031064.559977.89
1752012.11.16 12:00buy590.011.034500.000000.00000
1762012.11.16 12:00modify590.011.034501.018141.03900
1772012.11.19 13:32t/p590.011.039001.018141.039004.519982.40
1782012.11.30 13:00sell600.011.042040.000000.00000
1792012.11.30 13:00modify600.011.042041.056711.03754
1802012.12.12 20:45s/l600.011.056671.056671.03754-15.019967.39
1812012.12.12 21:00buy610.011.058060.000000.00000
1822012.12.12 21:00modify610.011.058061.046151.06256
1832012.12.20 18:23s/l610.011.046181.046181.06256-11.779955.62
1842012.12.26 20:00sell620.011.034860.000000.00000
1852012.12.26 20:00modify620.011.034861.046771.03036
1862013.01.02 05:08s/l620.011.046761.046761.03036-12.179943.46
1872013.01.03 23:00sell630.011.047500.000000.00000
1882013.01.03 23:00modify630.011.047501.061611.04300
1892013.01.04 06:12t/p630.011.043101.061611.043104.369947.82
1902013.01.10 06:00buy640.011.054990.000000.00000
1912013.01.10 06:00modify640.011.054991.039241.05949
1922013.01.10 23:00t/p640.011.059591.039241.059594.609952.42
1932013.01.14 06:00buy650.011.054840.000000.00000
1942013.01.14 06:00modify650.011.054841.040411.05934
1952013.01.25 20:30s/l650.011.040501.040501.05934-14.209938.22
1962013.01.29 18:00buy660.011.046530.000000.00000
1972013.01.29 18:00modify660.011.046531.031271.05103
1982013.02.06 11:21s/l660.011.031331.031331.05103-15.119923.11
1992013.02.14 14:00sell670.011.033090.000000.00000
2002013.02.14 14:00modify670.011.033091.047971.02859
2012013.02.18 01:59t/p670.011.028641.047971.028644.379927.48
2022013.02.21 22:00sell680.011.022740.000000.00000
2032013.02.21 22:00modify680.011.022741.042041.01824
2042013.03.04 04:39t/p680.011.018171.042041.018174.239931.71
2052013.03.06 19:00sell690.011.026080.000000.00000
2062013.03.06 19:00modify690.011.026081.042661.02158
2072013.03.08 19:14t/p690.011.021581.042661.021584.359936.06
2082013.03.11 01:00sell700.011.021240.000000.00000
2092013.03.11 01:00modify700.011.021241.038841.01674
2102013.03.14 17:26s/l700.011.038871.038871.01674-17.829918.24
2112013.03.14 17:26buy710.011.038870.000000.00000
2122013.03.14 17:26modify710.011.038871.019571.04337
2132013.03.21 15:24t/p710.011.043341.019571.043344.559922.79
2142013.03.27 13:00sell720.011.045370.000000.00000
2152013.03.27 13:00modify720.011.045371.057451.04087
2162013.03.28 14:39t/p720.011.040901.057451.040904.369927.14
2172013.04.04 09:00sell730.011.044510.000000.00000
2182013.04.04 09:00modify730.011.044511.058901.04001
2192013.04.04 18:45t/p730.011.040021.058901.040024.499931.63
2202013.04.04 21:00buy740.011.043680.000000.00000
2212013.04.04 21:00modify740.011.043681.024061.04818
2222013.04.09 15:25t/p740.011.048171.024061.048174.529936.15
2232013.04.10 06:00buy750.011.051620.000000.00000
2242013.04.10 06:00modify750.011.051621.033311.05612
2252013.04.11 11:14t/p750.011.056131.033311.056134.549940.70
2262013.04.11 11:14buy760.011.056420.000000.00000
2272013.04.11 11:14modify760.011.056421.039601.06092
2282013.04.15 13:13s/l760.011.039681.039681.06092-16.729923.98
2292013.04.17 04:00sell770.011.036920.000000.00000
2302013.04.17 04:00modify770.011.036921.060691.03242
2312013.04.17 17:44t/p770.011.032351.060691.032354.579928.55
2322013.04.18 04:00sell780.011.028500.000000.00000
2332013.04.18 04:00modify780.011.028501.050741.02400
2342013.04.22 17:26t/p780.011.023951.050741.023954.479933.02
2352013.04.23 04:00sell790.011.025050.000000.00000
2362013.04.23 04:00modify790.011.025051.042361.02055
2372013.05.01 20:00close790.011.027991.042361.02055-3.249929.78
2382013.05.02 15:00buy800.011.025740.000000.00000
2392013.05.02 15:00modify800.011.025741.003751.03024
2402013.05.03 16:40t/p800.011.030171.003751.030174.449934.22
2412013.05.09 02:00buy810.011.019710.000000.00000
2422013.05.09 02:00modify810.011.019711.002811.02421
2432013.05.09 04:30t/p810.011.024301.002811.024304.599938.81
2442013.05.14 03:00buy820.010.997210.000000.00000
2452013.05.14 03:00modify820.010.997210.975771.00171
2462013.05.17 05:03s/l820.010.975850.975851.00171-21.309917.51
2472013.05.20 01:00buy830.010.975990.000000.00000
2482013.05.20 01:00modify830.010.975990.950400.98049
2492013.05.20 19:08t/p830.010.980400.950400.980404.419921.92
2502013.05.21 04:00sell840.010.976950.000000.00000
2512013.05.21 04:00modify840.010.976950.998100.97245
2522013.05.22 17:33t/p840.010.972490.998100.972494.429926.34
2532013.05.23 12:00buy850.010.966620.000000.00000
2542013.05.23 12:00modify850.010.966620.932080.97112
2552013.05.23 13:40t/p850.010.971080.932080.971084.469930.80
2562013.05.24 02:00sell860.010.972390.000000.00000
2572013.05.24 02:00modify860.010.972391.007160.96789
2582013.05.24 03:18t/p860.010.967971.007160.967974.429935.22
2592013.05.24 15:00buy870.010.969890.000000.00000
2602013.05.24 15:00modify870.010.969890.936790.97439
2612013.05.31 23:59close at stop870.010.956710.936790.97439-13.109922.11