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 депозит10000.00Спред45
Чистая прибыль-79.89Общая прибыль288.24Общий убыток-368.12
Прибыльность0.78Матожидание выигрыша-0.91
Абсолютная просадка87.66Максимальная просадка101.17 (1.01%)Относительная просадка1.01% (101.17)
Всего сделок88Короткие позиции (% выигравших)45 (71.11%)Длинные позиции (% выигравших)43 (79.07%)
Прибыльные сделки (% от всех)66 (75.00%)Убыточные сделки (% от всех)22 (25.00%)
Самая большаяприбыльная сделка4.63убыточная сделка-30.21
Средняяприбыльная сделка4.37убыточная сделка-16.73
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 15:04t/p20.011.027221.055331.027224.3810008.68
72012.01.11 15:04sell30.011.026670.000000.00000
82012.01.11 15:04modify30.011.026671.047881.02217
92012.01.20 18:20s/l30.011.047971.047971.02217-21.729986.96
102012.01.23 07:00buy40.011.048850.000000.00000
112012.01.23 07:00modify40.011.048851.027071.05335
122012.01.23 13:51t/p40.011.053411.027071.053414.569991.52
132012.01.23 21:00sell50.011.052650.000000.00000
142012.01.23 21:00modify50.011.052651.072781.04815
152012.01.24 11:44t/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 17:36s/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 08:00close70.011.071681.100151.06710-0.389970.93
222012.02.13 02:00buy80.011.071130.000000.00000
232012.02.13 02:00modify80.011.071131.045731.07563
242012.02.13 11:06t/p80.011.075701.045731.075704.579975.50
252012.02.20 02:00buy90.011.077680.000000.00000
262012.02.20 02:00modify90.011.077681.052641.08218
272012.02.29 05:54t/p90.011.082211.052641.082214.639980.13
282012.03.07 04:00sell100.011.051930.000000.00000
292012.03.07 04:00modify100.011.051931.082421.04743
302012.03.14 12:36t/p100.011.047521.082421.047524.149984.27
312012.03.15 06:00buy110.011.046200.000000.00000
322012.03.15 06:00modify110.011.046201.019921.05070
332012.03.15 14:23t/p110.011.050611.019921.050614.419988.68
342012.03.16 06:00buy120.011.054650.000000.00000
352012.03.16 06:00modify120.011.054651.029881.05915
362012.03.16 16:40t/p120.011.059151.029881.059154.509993.18
372012.03.19 12:00sell130.011.057800.000000.00000
382012.03.19 12:00modify130.011.057801.077301.05330
392012.03.20 10:49t/p130.011.053261.077301.053264.509997.68
402012.03.21 09:00sell140.011.048580.000000.00000
412012.03.21 09:00modify140.011.048581.072521.04408
422012.03.21 16:54t/p140.011.043991.072521.043994.5910002.27
432012.03.23 15:00sell150.011.037570.000000.00000
442012.03.23 15:00modify150.011.037571.062771.03307
452012.03.28 05:00close150.011.043061.062771.03307-5.609996.67
462012.03.28 23:00buy160.011.039970.000000.00000
472012.03.28 23:00modify160.011.039971.015671.04447
482012.04.02 00:00t/p160.011.044441.015671.044444.5210001.20
492012.04.02 01:00buy170.011.044950.000000.00000
502012.04.02 01:00modify170.011.044951.019291.04945
512012.04.27 20:00close170.011.046391.019291.049451.7410002.93
522012.05.03 03:00sell180.011.030600.000000.00000
532012.05.03 03:00modify180.011.030601.047131.02610
542012.05.03 18:49t/p180.011.026151.047131.026154.4510007.38
552012.05.09 11:00buy190.011.008820.000000.00000
562012.05.09 11:00modify190.011.008820.983991.01332
572012.05.10 15:19t/p190.011.013400.983991.013404.6110012.00
582012.05.10 15:19buy200.011.013870.000000.00000
592012.05.10 15:19modify200.011.013870.986731.01837
602012.05.18 03:31s/l200.010.986810.986811.01837-26.979985.02
612012.05.18 19:00sell210.010.981760.000000.00000
622012.05.18 19:00modify210.010.981761.010190.97726
632012.05.23 02:50t/p210.010.977271.010190.977274.389989.40
642012.05.23 16:00buy220.010.977550.000000.00000
652012.05.23 16:00modify220.010.977550.949680.98205
662012.05.28 01:46t/p220.010.982100.949680.982104.609994.00
672012.05.28 01:46buy230.010.982660.000000.00000
682012.05.28 01:46modify230.010.982660.957340.98716
692012.05.28 09:35t/p230.010.987140.957340.987144.489998.48
702012.05.29 03:00sell240.010.981490.000000.00000
712012.05.29 03:00modify240.010.981491.001280.97699
722012.05.30 10:40t/p240.010.976971.001280.976974.4810002.97
732012.05.31 17:00sell250.010.971740.000000.00000
742012.05.31 17:00modify250.010.971740.996760.96724
752012.06.01 04:02t/p250.010.967220.996760.967224.4810007.45
762012.06.04 09:00buy260.010.967760.000000.00000
772012.06.04 09:00modify260.010.967760.930970.97226
782012.06.04 15:13t/p260.010.972180.930970.972184.4210011.87
792012.06.05 12:00sell270.010.973090.000000.00000
802012.06.05 12:00modify270.010.973091.002970.96859
812012.06.14 23:11s/l270.011.002881.002880.96859-30.219981.66
822012.06.18 20:00buy280.011.013140.000000.00000
832012.06.18 20:00modify280.011.013140.985591.01764
842012.06.19 16:03t/p280.011.017670.985591.017674.549986.20
852012.06.20 03:00sell290.011.017680.000000.00000
862012.06.20 03:00modify290.011.017681.036951.01318
872012.06.21 17:05t/p290.011.013221.036951.013224.359990.55
882012.06.22 10:00sell300.011.002680.000000.00000
892012.06.22 10:00modify300.011.002681.027320.99818
902012.06.25 17:17t/p300.010.998171.027320.998174.479995.02
912012.06.25 23:00buy310.011.000990.000000.00000
922012.06.25 23:00modify310.011.000990.980881.00549
932012.06.26 11:04t/p310.011.005460.980881.005464.489999.50
942012.06.26 18:00sell320.011.002840.000000.00000
952012.06.26 18:00modify320.011.002841.023570.99834
962012.06.29 15:25s/l320.011.023671.023670.99834-21.029978.48
972012.07.02 04:00sell330.011.022810.000000.00000
982012.07.02 04:00modify330.011.022811.053851.01831
992012.07.09 00:56t/p330.011.018351.053851.018354.199982.67
1002012.07.10 11:00buy340.011.019470.000000.00000
1012012.07.10 11:00modify340.011.019471.001251.02397
1022012.07.10 12:32t/p340.011.023901.001251.023904.439987.10
1032012.07.11 06:00buy350.011.021310.000000.00000
1042012.07.11 06:00modify350.011.021311.000931.02581
1052012.07.11 11:52t/p350.011.025711.000931.025714.409991.50
1062012.07.11 22:00sell360.011.022500.000000.00000
1072012.07.11 22:00modify360.011.022501.044441.01800
1082012.07.12 07:09t/p360.011.018031.044441.018034.369995.86
1092012.07.13 06:00buy370.011.015480.000000.00000
1102012.07.13 06:00modify370.011.015480.993651.01998
1112012.07.13 16:40t/p370.011.020080.993651.020084.6010000.46
1122012.07.16 05:00sell380.011.022020.000000.00000
1132012.07.16 05:00modify380.011.022021.041431.01752
1142012.07.19 10:16s/l380.011.041351.041351.01752-19.529980.94
1152012.07.25 21:00buy390.011.032840.000000.00000
1162012.07.25 21:00modify390.011.032841.005351.03734
1172012.07.26 13:28t/p390.011.037401.005351.037404.599985.53
1182012.07.30 22:00buy400.011.050710.000000.00000
1192012.07.30 22:00modify400.011.050711.031611.05521
1202012.08.02 15:32t/p400.011.055111.031611.055114.469989.99
1212012.08.08 11:00buy410.011.056320.000000.00000
1222012.08.08 11:00modify410.011.056321.040231.06082
1232012.08.09 07:00t/p410.011.060801.040231.060804.519994.50
1242012.08.13 17:00sell420.011.053870.000000.00000
1252012.08.13 17:00modify420.011.053871.069651.04937
1262012.08.14 16:26t/p420.011.049461.069651.049464.379998.87
1272012.08.14 16:26sell430.011.048920.000000.00000
1282012.08.14 16:26modify430.011.048921.065441.04442
1292012.08.17 10:06t/p430.011.044511.065441.044514.2210003.09
1302012.08.21 19:00sell440.011.049170.000000.00000
1312012.08.21 19:00modify440.011.049171.064151.04467
1322012.08.22 05:02t/p440.011.044741.064151.044744.3910007.49
1332012.08.24 19:00buy450.011.041450.000000.00000
1342012.08.24 19:00modify450.011.041451.021771.04595
1352012.09.04 21:03s/l450.011.021811.021811.04595-19.549987.94
1362012.09.05 20:00buy460.011.020480.000000.00000
1372012.09.05 20:00modify460.011.020481.001941.02498
1382012.09.06 14:00t/p460.011.025021.001941.025024.579992.52
1392012.09.10 01:00sell470.011.036660.000000.00000
1402012.09.10 01:00modify470.011.036661.056011.03216
1412012.09.13 21:26s/l470.011.056081.056081.03216-19.619972.91
1422012.09.19 08:00buy480.011.046490.000000.00000
1432012.09.19 08:00modify480.011.046491.026571.05099
1442012.09.21 11:53t/p480.011.051041.026571.051044.599977.50
1452012.09.21 18:00sell490.011.046890.000000.00000
1462012.09.21 18:00modify490.011.046891.068631.04239
1472012.09.24 04:06t/p490.011.042371.068631.042374.489981.98
1482012.09.24 18:00buy500.011.042550.000000.00000
1492012.09.24 18:00modify500.011.042551.023021.04705
1502012.09.28 05:26t/p500.011.047091.023021.047094.619986.59
1512012.10.02 08:00sell510.011.030860.000000.00000
1522012.10.02 08:00modify510.011.030861.051321.02636
1532012.10.02 21:33t/p510.011.026361.051321.026364.509991.09
1542012.10.04 05:00sell520.011.018350.000000.00000
1552012.10.04 05:00modify520.011.018351.038261.01385
1562012.10.17 18:38s/l520.011.038201.038201.01385-20.279970.82
1572012.10.18 06:00buy530.011.039610.000000.00000
1582012.10.18 06:00modify530.011.039611.023741.04411
1592012.10.23 18:37s/l530.011.023711.023711.04411-15.879954.95
1602012.10.25 18:00sell540.011.036250.000000.00000
1612012.10.25 18:00modify540.011.036251.053211.03175
1622012.10.26 07:44t/p540.011.031821.053211.031824.399959.35
1632012.10.31 04:00buy550.011.039040.000000.00000
1642012.10.31 04:00modify550.011.039041.026341.04354
1652012.11.06 08:00close550.011.042861.026341.043543.899963.23
1662012.11.07 16:00sell560.011.043540.000000.00000
1672012.11.07 16:00modify560.011.043541.058751.03904
1682012.11.09 03:25t/p560.011.039001.058751.039004.399967.62
1692012.11.09 21:00buy570.011.040120.000000.00000
1702012.11.09 21:00modify570.011.040121.022281.04462
1712012.11.14 03:05t/p570.011.044591.022281.044594.509972.12
1722012.11.15 09:00sell580.011.035610.000000.00000
1732012.11.15 09:00modify580.011.035611.053371.03111
1742012.11.15 17:00close580.011.031781.053371.031113.839975.95
1752012.11.16 12:00buy590.011.034650.000000.00000
1762012.11.16 12:00modify590.011.034651.018291.03915
1772012.11.19 13:47t/p590.011.039151.018291.039154.519980.46
1782012.11.30 13:00sell600.011.042040.000000.00000
1792012.11.30 13:00modify600.011.042041.056711.03754
1802012.12.12 20:30s/l600.011.056671.056671.03754-15.019965.45
1812012.12.12 21:00buy610.011.058210.000000.00000
1822012.12.12 21:00modify610.011.058211.046301.06271
1832012.12.20 18:23s/l610.011.046331.046331.06271-11.779953.68
1842012.12.26 20:00sell620.011.034860.000000.00000
1852012.12.26 20:00modify620.011.034861.046771.03036
1862013.01.02 04:52s/l620.011.046761.046761.03036-12.179941.52
1872013.01.02 04:52buy630.011.046820.000000.00000
1882013.01.02 04:52modify630.011.046821.030741.05132
1892013.01.02 06:00close630.011.048561.030741.051321.749943.26
1902013.01.03 23:00sell640.011.047630.000000.00000
1912013.01.03 23:00modify640.011.047631.061741.04313
1922013.01.04 06:12t/p640.011.043031.061741.043034.569947.82
1932013.01.10 06:00buy650.011.055170.000000.00000
1942013.01.10 06:00modify650.011.055171.039421.05967
1952013.01.10 23:06t/p650.011.059761.039421.059764.599952.41
1962013.01.14 06:00buy660.011.055100.000000.00000
1972013.01.14 06:00modify660.011.055101.040671.05960
1982013.01.25 20:27s/l660.011.040731.040731.05960-14.239938.18
1992013.01.29 18:00buy670.011.046520.000000.00000
2002013.01.29 18:00modify670.011.046521.031261.05102
2012013.02.06 11:21s/l670.011.031211.031211.05102-15.229922.96
2022013.02.14 14:00sell680.011.032920.000000.00000
2032013.02.14 14:00modify680.011.032921.047801.02842
2042013.02.18 02:02t/p680.011.028351.047801.028354.499927.46
2052013.02.21 22:00sell690.011.022900.000000.00000
2062013.02.21 22:00modify690.011.022901.042201.01840
2072013.03.04 04:39t/p690.011.018401.042201.018404.169931.61
2082013.03.06 19:00sell700.011.025970.000000.00000
2092013.03.06 19:00modify700.011.025971.042551.02147
2102013.03.11 00:00t/p700.011.021501.042551.021504.289935.89
2112013.03.11 01:00sell710.011.021240.000000.00000
2122013.03.11 01:00modify710.011.021241.038841.01674
2132013.03.14 17:26s/l710.011.038871.038871.01674-17.829918.07
2142013.03.14 17:26buy720.011.038770.000000.00000
2152013.03.14 17:26modify720.011.038771.019471.04327
2162013.03.21 15:24t/p720.011.043241.019471.043244.559922.62
2172013.03.27 13:00sell730.011.045380.000000.00000
2182013.03.27 13:00modify730.011.045381.057461.04088
2192013.03.28 15:45t/p730.011.040891.057461.040894.389927.00
2202013.04.04 09:00sell740.011.044510.000000.00000
2212013.04.04 09:00modify740.011.044511.058901.04001
2222013.04.04 18:46t/p740.011.040021.058901.040024.499931.49
2232013.04.04 21:00buy750.011.044030.000000.00000
2242013.04.04 21:00modify750.011.044031.024411.04853
2252013.04.09 15:36t/p750.011.048541.024411.048544.549936.03
2262013.04.10 06:00buy760.011.051620.000000.00000
2272013.04.10 06:00modify760.011.051621.033311.05612
2282013.04.11 11:14t/p760.011.056201.033311.056204.619940.64
2292013.04.11 11:14buy770.011.056680.000000.00000
2302013.04.11 11:14modify770.011.056681.039861.06118
2312013.04.15 13:06s/l770.011.039931.039931.06118-16.739923.91
2322013.04.17 04:00sell780.011.037070.000000.00000
2332013.04.17 04:00modify780.011.037071.060841.03257
2342013.04.17 17:44t/p780.011.032521.060841.032524.559928.46
2352013.04.18 04:00sell790.011.028390.000000.00000
2362013.04.18 04:00modify790.011.028391.050631.02389
2372013.04.23 04:45t/p790.011.023921.050631.023924.369932.82
2382013.04.23 04:45sell800.011.023390.000000.00000
2392013.04.23 04:45modify800.011.023391.040701.01889
2402013.05.01 20:00close800.011.028181.040701.01889-5.099927.73
2412013.05.02 15:00buy810.011.025940.000000.00000
2422013.05.02 15:00modify810.011.025941.003951.03044
2432013.05.03 16:40t/p810.011.030531.003951.030534.609932.33
2442013.05.09 02:00buy820.011.019780.000000.00000
2452013.05.09 02:00modify820.011.019781.002881.02428
2462013.05.09 04:30t/p820.011.024361.002881.024364.589936.91
2472013.05.14 03:00buy830.010.997420.000000.00000
2482013.05.14 03:00modify830.010.997420.975981.00192
2492013.05.17 05:02s/l830.010.975890.975891.00192-21.489915.43
2502013.05.20 01:00buy840.010.976160.000000.00000
2512013.05.20 01:00modify840.010.976160.950570.98066
2522013.05.20 19:08t/p840.010.980620.950570.980624.469919.89
2532013.05.21 04:00sell850.010.977080.000000.00000
2542013.05.21 04:00modify850.010.977080.998230.97258
2552013.05.22 17:33t/p850.010.972620.998230.972624.429924.31
2562013.05.23 12:00buy860.010.966750.000000.00000
2572013.05.23 12:00modify860.010.966750.932210.97125
2582013.05.23 13:40t/p860.010.971170.932210.971174.429928.73
2592013.05.24 02:00sell870.010.972270.000000.00000
2602013.05.24 02:00modify870.010.972271.007040.96777
2612013.05.24 03:19t/p870.010.967741.007040.967744.539933.26
2622013.05.24 15:00buy880.010.969920.000000.00000
2632013.05.24 15:00modify880.010.969920.936820.97442
2642013.05.31 23:59close at stop880.010.956690.936820.97442-13.159920.11