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 депозит10000.00Спред60
Чистая прибыль-82.29Общая прибыль288.09Общий убыток-370.37
Прибыльность0.78Матожидание выигрыша-0.94
Абсолютная просадка90.06Максимальная просадка107.61 (1.07%)Относительная просадка1.07% (107.61)
Всего сделок88Короткие позиции (% выигравших)46 (71.74%)Длинные позиции (% выигравших)42 (78.57%)
Прибыльные сделки (% от всех)66 (75.00%)Убыточные сделки (% от всех)22 (25.00%)
Самая большаяприбыльная сделка4.63убыточная сделка-30.27
Средняяприбыльная сделка4.36убыточная сделка-16.84
Максимальное количествонепрерывных выигрышей (прибыль)7 (31.40)непрерывных проигрышей (убыток)3 (-39.09)
Макс.непрерывная прибыль (число выигрышей)31.40 (7)непрерывный убыток (число проигрышей)-39.09 (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 03:30t/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 15:05t/p20.011.027221.055331.027224.3810008.68
72012.01.11 15:05sell30.011.026520.000000.00000
82012.01.11 15:05modify30.011.026521.047731.02202
92012.01.20 17:17s/l30.011.047821.047821.02202-21.729986.96
102012.01.23 07:00buy40.011.049000.000000.00000
112012.01.23 07:00modify40.011.049001.027221.05350
122012.01.23 13:59t/p40.011.053561.027221.053564.569991.52
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 17:35s/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 08:00close70.011.071831.100151.06710-0.539970.78
222012.02.13 02:00buy80.011.071280.000000.00000
232012.02.13 02:00modify80.011.071281.045881.07578
242012.02.13 11:07t/p80.011.075851.045881.075854.579975.35
252012.02.20 02:00buy90.011.077830.000000.00000
262012.02.20 02:00modify90.011.077831.052791.08233
272012.02.29 13:07t/p90.011.082361.052791.082364.639979.98
282012.03.07 04:00sell100.011.051930.000000.00000
292012.03.07 04:00modify100.011.051931.082421.04743
302012.03.14 12:36t/p100.011.047521.082421.047524.149984.12
312012.03.15 06:00buy110.011.046350.000000.00000
322012.03.15 06:00modify110.011.046351.020071.05085
332012.03.15 14:23t/p110.011.050761.020071.050764.419988.53
342012.03.16 06:00buy120.011.054800.000000.00000
352012.03.16 06:00modify120.011.054801.030031.05930
362012.03.16 16:40t/p120.011.059301.030031.059304.509993.03
372012.03.19 12:00sell130.011.057800.000000.00000
382012.03.19 12:00modify130.011.057801.077301.05330
392012.03.20 10:53t/p130.011.053261.077301.053264.509997.53
402012.03.21 09:00sell140.011.048580.000000.00000
412012.03.21 09:00modify140.011.048581.072521.04408
422012.03.21 17:05t/p140.011.043991.072521.043994.5910002.13
432012.03.23 15:00sell150.011.037570.000000.00000
442012.03.23 15:00modify150.011.037571.062771.03307
452012.03.28 05:00close150.011.043211.062771.03307-5.759996.37
462012.03.28 23:00buy160.011.040120.000000.00000
472012.03.28 23:00modify160.011.040121.015821.04462
482012.04.02 00:00t/p160.011.044591.015821.044594.5210000.90
492012.04.02 01:00buy170.011.045100.000000.00000
502012.04.02 01:00modify170.011.045101.019441.04960
512012.04.27 20:00close170.011.046391.019441.049601.5910002.48
522012.05.03 03:00sell180.011.030600.000000.00000
532012.05.03 03:00modify180.011.030601.047131.02610
542012.05.03 19:04t/p180.011.026151.047131.026154.4510006.93
552012.05.09 11:00buy190.011.008970.000000.00000
562012.05.09 11:00modify190.011.008970.984141.01347
572012.05.10 15:19t/p190.011.013550.984141.013554.6110011.55
582012.05.10 15:19buy200.011.014140.000000.00000
592012.05.10 15:19modify200.011.014140.987001.01864
602012.05.16 10:37s/l200.010.987080.987081.01864-27.029984.53
612012.05.17 23:00sell210.010.990440.000000.00000
622012.05.17 23:00modify210.010.990441.016060.98594
632012.05.18 04:02t/p210.010.985951.016060.985954.459988.98
642012.05.18 19:00sell220.010.981800.000000.00000
652012.05.18 19:00modify220.010.981801.010230.97730
662012.05.23 02:50t/p220.010.977251.010230.977254.449993.42
672012.05.23 16:00buy230.010.977720.000000.00000
682012.05.23 16:00modify230.010.977720.949850.98222
692012.05.28 01:46t/p230.010.982200.949850.982204.549997.95
702012.05.28 01:46buy240.010.983010.000000.00000
712012.05.28 01:46modify240.010.983010.957690.98751
722012.05.28 09:35t/p240.010.987530.957690.987534.5210002.47
732012.05.29 03:00sell250.010.981530.000000.00000
742012.05.29 03:00modify250.010.981531.001320.97703
752012.05.30 10:40t/p250.010.977011.001320.977014.4810006.95
762012.05.31 17:00sell260.010.971830.000000.00000
772012.05.31 17:00modify260.010.971830.996850.96733
782012.06.01 04:05t/p260.010.967410.996850.967414.3810011.34
792012.06.04 09:00buy270.010.968050.000000.00000
802012.06.04 09:00modify270.010.968050.931260.97255
812012.06.04 16:12t/p270.010.972640.931260.972644.5910015.93
822012.06.05 12:00sell280.010.973230.000000.00000
832012.06.05 12:00modify280.010.973231.003110.96873
842012.06.14 23:11s/l280.011.003081.003080.96873-30.279985.66
852012.06.18 20:00buy290.011.013300.000000.00000
862012.06.18 20:00modify290.011.013300.985751.01780
872012.06.19 16:07t/p290.011.017760.985751.017764.479990.13
882012.06.20 03:00sell300.011.017630.000000.00000
892012.06.20 03:00modify300.011.017631.036901.01313
902012.06.21 17:23t/p300.011.013121.036901.013124.409994.53
912012.06.22 10:00sell310.011.002720.000000.00000
922012.06.22 10:00modify310.011.002721.027360.99822
932012.06.25 17:17t/p310.010.998251.027360.998254.439998.96
942012.06.25 23:00buy320.011.001250.000000.00000
952012.06.25 23:00modify320.011.001250.981141.00575
962012.06.26 11:08t/p320.011.005650.981141.005654.4110003.37
972012.06.26 18:00sell330.011.002880.000000.00000
982012.06.26 18:00modify330.011.002881.023610.99838
992012.06.29 15:25s/l330.011.023651.023650.99838-20.969982.41
1002012.07.02 04:00sell340.011.022900.000000.00000
1012012.07.02 04:00modify340.011.022901.053941.01840
1022012.07.09 00:58t/p340.011.018471.053941.018474.169986.57
1032012.07.10 11:00buy350.011.019780.000000.00000
1042012.07.10 11:00modify350.011.019781.001561.02428
1052012.07.10 12:32t/p350.011.024181.001561.024184.409990.97
1062012.07.11 06:00buy360.011.021280.000000.00000
1072012.07.11 06:00modify360.011.021281.000901.02578
1082012.07.11 11:46t/p360.011.025751.000901.025754.479995.44
1092012.07.11 22:00sell370.011.022450.000000.00000
1102012.07.11 22:00modify370.011.022451.044391.01795
1112012.07.12 08:51t/p370.011.017851.044391.017854.499999.93
1122012.07.13 06:00buy380.011.015690.000000.00000
1132012.07.13 06:00modify380.011.015690.993861.02019
1142012.07.13 16:40t/p380.011.020270.993861.020274.5810004.51
1152012.07.16 05:00sell390.011.021950.000000.00000
1162012.07.16 05:00modify390.011.021951.041361.01745
1172012.07.19 10:12s/l390.011.041301.041301.01745-19.549984.97
1182012.07.25 21:00buy400.011.032850.000000.00000
1192012.07.25 21:00modify400.011.032851.005361.03735
1202012.07.26 13:28t/p400.011.037251.005361.037254.439989.40
1212012.07.30 22:00buy410.011.050960.000000.00000
1222012.07.30 22:00modify410.011.050961.031861.05546
1232012.08.02 15:32t/p410.011.055441.031861.055444.549993.94
1242012.08.08 11:00buy420.011.056390.000000.00000
1252012.08.08 11:00modify420.011.056391.040301.06089
1262012.08.09 07:00t/p420.011.060801.040301.060804.449998.38
1272012.08.13 17:00sell430.011.053920.000000.00000
1282012.08.13 17:00modify430.011.053921.069701.04942
1292012.08.14 16:26t/p430.011.049511.069701.049514.3710002.75
1302012.08.14 16:26sell440.011.048810.000000.00000
1312012.08.14 16:26modify440.011.048811.065331.04431
1322012.08.17 10:07t/p440.011.044381.065331.044384.2410006.99
1332012.08.21 19:00sell450.011.049120.000000.00000
1342012.08.21 19:00modify450.011.049121.064101.04462
1352012.08.22 05:02t/p450.011.044581.064101.044584.5010011.49
1362012.08.24 19:00buy460.011.041540.000000.00000
1372012.08.24 19:00modify460.011.041541.021861.04604
1382012.09.04 21:02s/l460.011.021901.021901.04604-19.549991.95
1392012.09.05 20:00buy470.011.020690.000000.00000
1402012.09.05 20:00modify470.011.020691.002151.02519
1412012.09.06 16:59t/p470.011.025121.002151.025124.469996.42
1422012.09.10 01:00sell480.011.036640.000000.00000
1432012.09.10 01:00modify480.011.036641.055991.03214
1442012.09.13 21:26s/l480.011.055941.055941.03214-19.499976.93
1452012.09.19 08:00buy490.011.046670.000000.00000
1462012.09.19 08:00modify490.011.046671.026751.05117
1472012.09.21 12:00t/p490.011.051191.026751.051194.569981.49
1482012.09.21 18:00sell500.011.046970.000000.00000
1492012.09.21 18:00modify500.011.046971.068711.04247
1502012.09.24 04:06t/p500.011.042431.068711.042434.509985.99
1512012.09.24 18:00buy510.011.042720.000000.00000
1522012.09.24 18:00modify510.011.042721.023191.04722
1532012.09.28 05:26t/p510.011.047221.023191.047224.579990.56
1542012.10.02 08:00sell520.011.030820.000000.00000
1552012.10.02 08:00modify520.011.030821.051281.02632
1562012.10.02 21:54t/p520.011.026261.051281.026264.569995.12
1572012.10.04 05:00sell530.011.018390.000000.00000
1582012.10.04 05:00modify530.011.018391.038301.01389
1592012.10.17 18:23s/l530.011.038331.038331.01389-20.369974.76
1602012.10.18 06:00buy540.011.039710.000000.00000
1612012.10.18 06:00modify540.011.039711.023841.04421
1622012.10.23 18:37s/l540.011.023771.023771.04421-15.919958.85
1632012.10.25 18:00sell550.011.036260.000000.00000
1642012.10.25 18:00modify550.011.036261.053221.03176
1652012.10.26 07:44t/p550.011.031701.053221.031704.529963.38
1662012.10.31 04:00buy560.011.039130.000000.00000
1672012.10.31 04:00modify560.011.039131.026431.04363
1682012.11.06 08:00close560.011.042841.026431.043633.789967.15
1692012.11.07 16:00sell570.011.043500.000000.00000
1702012.11.07 16:00modify570.011.043501.058711.03900
1712012.11.09 03:26t/p570.011.039031.058711.039034.329971.47
1722012.11.09 21:00buy580.011.040280.000000.00000
1732012.11.09 21:00modify580.011.040281.022441.04478
1742012.11.14 03:07t/p580.011.044831.022441.044834.589976.05
1752012.11.15 09:00sell590.011.035620.000000.00000
1762012.11.15 09:00modify590.011.035621.053381.03112
1772012.11.15 17:00close590.011.031981.053381.031123.649979.69
1782012.11.16 12:00buy600.011.034790.000000.00000
1792012.11.16 12:00modify600.011.034791.018431.03929
1802012.11.19 13:48t/p600.011.039331.018431.039334.559984.24
1812012.11.30 13:00sell610.011.041900.000000.00000
1822012.11.30 13:00modify610.011.041901.056571.03740
1832012.12.12 20:30s/l610.011.056541.056541.03740-15.029969.22
1842012.12.12 21:00buy620.011.058260.000000.00000
1852012.12.12 21:00modify620.011.058261.046351.06276
1862012.12.20 18:23s/l620.011.046361.046361.06276-11.799957.43
1872012.12.26 20:00sell630.011.034800.000000.00000
1882012.12.26 20:00modify630.011.034801.046711.03030
1892013.01.02 04:49s/l630.011.046811.046811.03030-12.289945.16
1902013.01.02 04:49buy640.011.046720.000000.00000
1912013.01.02 04:49modify640.011.046721.030641.05122
1922013.01.02 06:00close640.011.048761.030641.051222.049947.20
1932013.01.03 23:00sell650.011.047600.000000.00000
1942013.01.03 23:00modify650.011.047601.061711.04310
1952013.01.04 06:13t/p650.011.043011.061711.043014.559951.75
1962013.01.10 06:00buy660.011.055430.000000.00000
1972013.01.10 06:00modify660.011.055431.039681.05993
1982013.01.28 11:15s/l660.011.039741.039741.05993-15.519936.24
1992013.01.29 18:00buy670.011.046670.000000.00000
2002013.01.29 18:00modify670.011.046671.031411.05117
2012013.02.06 11:05s/l670.011.031361.031361.05117-15.229921.01
2022013.02.14 14:00sell680.011.032920.000000.00000
2032013.02.14 14:00modify680.011.032921.047801.02842
2042013.02.18 06:13t/p680.011.028351.047801.028354.499925.51
2052013.02.21 22:00sell690.011.022900.000000.00000
2062013.02.21 22:00modify690.011.022901.042201.01840
2072013.03.04 04:39t/p690.011.018401.042201.018404.169929.67
2082013.03.06 19:00sell700.011.025970.000000.00000
2092013.03.06 19:00modify700.011.025971.042551.02147
2102013.03.11 00:00t/p700.011.021501.042551.021504.289933.95
2112013.03.11 01:00sell710.011.021240.000000.00000
2122013.03.11 01:00modify710.011.021241.038841.01674
2132013.03.14 17:26s/l710.011.038871.038871.01674-17.829916.13
2142013.03.14 17:26buy720.011.038750.000000.00000
2152013.03.14 17:26modify720.011.038751.019451.04325
2162013.03.21 15:24t/p720.011.043221.019451.043224.559920.67
2172013.03.27 13:00sell730.011.045380.000000.00000
2182013.03.27 13:00modify730.011.045381.057461.04088
2192013.03.28 15:48t/p730.011.040891.057461.040894.389925.05
2202013.04.04 09:00sell740.011.044510.000000.00000
2212013.04.04 09:00modify740.011.044511.058901.04001
2222013.04.04 18:46t/p740.011.040021.058901.040024.499929.54
2232013.04.04 21:00buy750.011.044180.000000.00000
2242013.04.04 21:00modify750.011.044181.024561.04868
2252013.04.09 15:37t/p750.011.048691.024561.048694.549934.08
2262013.04.10 06:00buy760.011.051770.000000.00000
2272013.04.10 06:00modify760.011.051771.033461.05627
2282013.04.11 11:14t/p760.011.056351.033461.056354.619938.69
2292013.04.11 11:14buy770.011.056930.000000.00000
2302013.04.11 11:14modify770.011.056931.040111.06143
2312013.04.15 13:00s/l770.011.040181.040181.06143-16.739921.97
2322013.04.17 04:00sell780.011.037070.000000.00000
2332013.04.17 04:00modify780.011.037071.060841.03257
2342013.04.17 17:47t/p780.011.032521.060841.032524.559926.52
2352013.04.18 04:00sell790.011.028390.000000.00000
2362013.04.18 04:00modify790.011.028391.050631.02389
2372013.04.23 04:45t/p790.011.023921.050631.023924.369930.87
2382013.04.23 04:45sell800.011.023240.000000.00000
2392013.04.23 04:45modify800.011.023241.040551.01874
2402013.05.01 20:00close800.011.028331.040551.01874-5.399925.48
2412013.05.02 15:00buy810.011.026090.000000.00000
2422013.05.02 15:00modify810.011.026091.004101.03059
2432013.05.03 16:40t/p810.011.030681.004101.030684.609930.08
2442013.05.09 02:00buy820.011.019930.000000.00000
2452013.05.09 02:00modify820.011.019931.003031.02443
2462013.05.09 04:30t/p820.011.024511.003031.024514.589934.66
2472013.05.14 03:00buy830.010.997570.000000.00000
2482013.05.14 03:00modify830.010.997570.976131.00207
2492013.05.17 05:01s/l830.010.976040.976041.00207-21.489913.18
2502013.05.20 01:00buy840.010.976310.000000.00000
2512013.05.20 01:00modify840.010.976310.950720.98081
2522013.05.20 19:26t/p840.010.980770.950720.980774.469917.64
2532013.05.21 04:00sell850.010.977080.000000.00000
2542013.05.21 04:00modify850.010.977080.998230.97258
2552013.05.22 17:33t/p850.010.972620.998230.972624.429922.07
2562013.05.23 12:00buy860.010.966900.000000.00000
2572013.05.23 12:00modify860.010.966900.932360.97140
2582013.05.23 13:40t/p860.010.971320.932360.971324.429926.49
2592013.05.24 02:00sell870.010.972270.000000.00000
2602013.05.24 02:00modify870.010.972271.007040.96777
2612013.05.24 03:19t/p870.010.967741.007040.967744.539931.02
2622013.05.24 15:00buy880.010.970070.000000.00000
2632013.05.24 15:00modify880.010.970070.936970.97457
2642013.05.31 23:59close at stop880.010.956690.936970.97457-13.309917.71