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

СимволAUDUSD (Australian Dollar vs US Dollar)
Период1 Час (H1) 2016.11.11 15:00 - 2016.11.11 23:00 (2015.12.28 - 2016.11.12)
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=6; 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 истории6495Смоделировано тиков19143372Качество моделирования99.00%
Ошибки рассогласования графиков0
Начальный депозит10000.00Спред15
Чистая прибыль125.22Общая прибыль247.02Общий убыток-121.80
Прибыльность2.03Матожидание выигрыша1.87
Абсолютная просадка5.41Максимальная просадка36.65 (0.36%)Относительная просадка0.36% (36.65)
Всего сделок67Короткие позиции (% выигравших)33 (75.76%)Длинные позиции (% выигравших)34 (94.12%)
Прибыльные сделки (% от всех)57 (85.07%)Убыточные сделки (% от всех)10 (14.93%)
Самая большаяприбыльная сделка4.79убыточная сделка-21.44
Средняяприбыльная сделка4.33убыточная сделка-12.18
Максимальное количествонепрерывных выигрышей (прибыль)11 (49.89)непрерывных проигрышей (убыток)2 (-15.36)
Макс.непрерывная прибыль (число выигрышей)49.89 (11)непрерывный убыток (число проигрышей)-21.44 (1)
Среднийнепрерывный выигрыш6непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12015.12.31 02:00sell10.010.727440.000000.00000
22015.12.31 02:00modify10.010.727440.738750.72294
32016.01.04 04:19t/p10.010.722880.738750.722884.4810004.48
42016.01.06 05:00sell20.010.712590.000000.00000
52016.01.06 05:00modify20.010.712590.729480.70809
62016.01.06 11:45t/p20.010.708170.729480.708174.4210008.90
72016.01.07 05:00sell30.010.702890.000000.00000
82016.01.07 05:00modify30.010.702890.726740.69839
92016.01.07 15:13t/p30.010.698480.726740.698484.4110013.31
102016.01.07 23:00sell40.010.699450.000000.00000
112016.01.07 23:00modify40.010.699450.725420.69495
122016.01.11 01:18t/p40.010.694890.725420.694894.4810017.80
132016.01.12 14:00buy50.010.699150.000000.00000
142016.01.12 14:00modify50.010.699150.677850.70365
152016.01.13 05:00t/p50.010.703730.677850.703734.6010022.40
162016.01.14 10:00buy60.010.696880.000000.00000
172016.01.14 10:00modify60.010.696880.675580.70138
182016.01.21 23:54t/p60.010.701480.675580.701484.7210027.11
192016.01.22 20:00sell70.010.701210.000000.00000
202016.01.22 20:00modify70.010.701210.724400.69671
212016.01.25 19:02t/p70.010.696740.724400.696744.4310031.55
222016.01.26 13:00buy80.010.696740.000000.00000
232016.01.26 13:00modify80.010.696740.678860.70124
242016.01.26 20:06t/p80.010.701310.678860.701314.5710036.12
252016.01.27 02:00sell90.010.699340.000000.00000
262016.01.27 02:00modify90.010.699340.717430.69484
272016.02.03 21:09s/l90.010.717400.717400.69484-18.3310017.79
282016.02.04 22:00sell100.010.720710.000000.00000
292016.02.04 22:00modify100.010.720710.741750.71621
302016.02.05 16:45t/p100.010.716300.741750.716304.3710022.16
312016.02.08 04:00buy110.010.709790.000000.00000
322016.02.08 04:00modify110.010.709790.688130.71429
332016.02.11 03:44t/p110.010.714200.688130.714204.5010026.66
342016.02.11 17:00buy120.010.707760.000000.00000
352016.02.11 17:00modify120.010.707760.678620.71226
362016.02.12 01:41t/p120.010.712260.678620.712264.5210031.17
372016.02.12 21:00buy130.010.710250.000000.00000
382016.02.12 21:00modify130.010.710250.685300.71475
392016.02.15 06:11t/p130.010.714790.685300.714794.5610035.73
402016.02.16 04:00buy140.010.717440.000000.00000
412016.02.16 04:00modify140.010.717440.700370.72194
422016.02.22 17:00close140.010.720980.700370.721943.6410039.37
432016.02.23 10:00buy150.010.724270.000000.00000
442016.02.23 10:00modify150.010.724270.707470.72877
452016.03.02 21:42t/p150.010.728730.707470.728734.6010043.97
462016.03.07 03:00sell160.010.740650.000000.00000
472016.03.07 03:00modify160.010.740650.761600.73615
482016.03.17 04:01s/l160.010.761630.761630.73615-21.4410022.53
492016.03.21 12:00buy170.010.761730.000000.00000
502016.03.21 12:00modify170.010.761730.744680.76623
512016.03.29 21:00close170.010.762920.744680.766231.3310023.86
522016.03.30 10:00buy180.010.764160.000000.00000
532016.03.30 10:00modify180.010.764160.743370.76866
542016.03.30 10:39t/p180.010.768610.743370.768614.4510028.31
552016.03.31 20:00sell190.010.766980.000000.00000
562016.03.31 20:00modify190.010.766980.788230.76248
572016.04.01 15:53t/p190.010.762400.788230.762404.5410032.85
582016.04.01 16:00sell200.010.761460.000000.00000
592016.04.01 16:00modify200.010.761460.785790.75696
602016.04.05 10:15t/p200.010.756880.785790.756884.5010037.36
612016.04.05 11:00sell210.010.756510.000000.00000
622016.04.05 11:00modify210.010.756510.777300.75201
632016.04.05 16:46t/p210.010.752020.777300.752024.4910041.85
642016.04.06 17:00buy220.010.757040.000000.00000
652016.04.06 17:00modify220.010.757040.739640.76154
662016.04.06 18:50t/p220.010.761590.739640.761594.5510046.40
672016.04.07 09:00buy230.010.762080.000000.00000
682016.04.07 09:00modify230.010.762080.738750.76658
692016.04.12 11:32t/p230.010.766560.738750.766564.5310050.93
702016.04.12 17:00sell240.010.762550.000000.00000
712016.04.12 17:00modify240.010.762550.783880.75805
722016.04.27 08:00close240.010.763310.783880.75805-1.3310049.60
732016.04.28 02:00buy250.010.760440.000000.00000
742016.04.28 02:00modify250.010.760440.732860.76494
752016.04.28 09:45t/p250.010.764960.732860.764964.5210054.12
762016.04.28 15:00sell260.010.760720.000000.00000
772016.04.28 15:00modify260.010.760720.785050.75622
782016.05.03 07:49t/p260.010.756300.785050.756304.3110058.42
792016.05.05 16:00buy270.010.751180.000000.00000
802016.05.05 16:00modify270.010.751180.734150.75568
812016.05.06 15:41s/l270.010.734240.734240.75568-16.9210041.50
822016.05.09 10:00sell280.010.736250.000000.00000
832016.05.09 10:00modify280.010.736250.754510.73175
842016.05.09 16:05t/p280.010.731720.754510.731724.5310046.03
852016.05.10 15:00sell290.010.733040.000000.00000
862016.05.10 15:00modify290.010.733040.750440.72854
872016.05.13 09:24t/p290.010.728580.750440.728584.2710050.30
882016.05.17 05:00buy300.010.733810.000000.00000
892016.05.17 05:00modify300.010.733810.718670.73831
902016.05.17 06:00close300.010.736260.718670.738312.4510052.75
912016.05.17 12:00sell310.010.732420.000000.00000
922016.05.17 12:00modify310.010.732420.749350.72792
932016.05.18 09:02t/p310.010.727950.749350.727954.4310057.18
942016.05.18 16:00sell320.010.726140.000000.00000
952016.05.18 16:00modify320.010.726140.742110.72164
962016.05.19 00:10t/p320.010.721740.742110.721744.2910061.47
972016.05.19 19:00buy330.010.721310.000000.00000
982016.05.19 19:00modify330.010.721310.698590.72581
992016.05.23 07:16t/p330.010.725770.698590.725774.4910065.96
1002016.05.23 11:00sell340.010.722230.000000.00000
1012016.05.23 11:00modify340.010.722230.736320.71773
1022016.05.24 09:39t/p340.010.717800.736320.717804.3910070.35
1032016.05.24 18:00buy350.010.718680.000000.00000
1042016.05.24 18:00modify350.010.718680.701690.72318
1052016.05.26 15:53t/p350.010.723080.701690.723084.4710074.82
1062016.06.01 11:00sell360.010.725980.000000.00000
1072016.06.01 11:00modify360.010.725980.743800.72148
1082016.06.02 12:18t/p360.010.721510.743800.721514.3610079.18
1092016.06.06 11:00buy370.010.735700.000000.00000
1102016.06.06 11:00modify370.010.735700.714960.74020
1112016.06.07 07:31t/p370.010.740300.714960.740304.6210083.79
1122016.06.07 08:00buy380.010.742600.000000.00000
1132016.06.07 08:00modify380.010.742600.724510.74710
1142016.06.07 12:00close380.010.743990.724510.747101.3910085.18
1152016.06.08 08:00buy390.010.746510.000000.00000
1162016.06.08 08:00modify390.010.746510.732330.75101
1172016.06.16 16:39s/l390.010.732390.732390.75101-13.9510071.23
1182016.06.16 21:00buy400.010.736050.000000.00000
1192016.06.16 21:00modify400.010.736050.711040.74055
1202016.06.17 17:16t/p400.010.740450.711040.740454.4210075.65
1212016.06.21 04:00buy410.010.747360.000000.00000
1222016.06.21 04:00modify410.010.747360.732050.75186
1232016.06.22 17:04t/p410.010.751840.732050.751844.5010080.15
1242016.06.24 03:00sell420.010.754400.000000.00000
1252016.06.24 03:00modify420.010.754400.780380.74990
1262016.06.24 04:06t/p420.010.749990.780380.749994.4110084.56
1272016.06.24 13:00buy430.010.740110.000000.00000
1282016.06.24 13:00modify430.010.740110.685060.74461
1292016.06.24 15:53t/p430.010.744520.685060.744524.4110088.97
1302016.06.27 01:00sell440.010.742680.000000.00000
1312016.06.27 01:00modify440.010.742680.807030.73818
1322016.06.27 17:27t/p440.010.738250.807030.738254.4310093.40
1332016.06.30 13:00buy450.010.744680.000000.00000
1342016.06.30 13:00modify450.010.744680.723450.74918
1352016.07.01 16:27t/p450.010.749220.723450.749224.5610097.96
1362016.07.04 01:00sell460.010.745820.000000.00000
1372016.07.04 01:00modify460.010.745820.763590.74132
1382016.07.06 05:05t/p460.010.741280.763590.741284.4610102.42
1392016.07.07 05:00sell470.010.749610.000000.00000
1402016.07.07 05:00modify470.010.749610.773350.74511
1412016.07.19 05:00close470.010.751830.773350.74511-2.6010099.82
1422016.07.22 05:00sell480.010.747170.000000.00000
1432016.07.22 05:00modify480.010.747170.763840.74267
1442016.07.27 21:00t/p480.010.742620.763840.742624.4410104.26
1452016.07.29 10:00sell490.010.750650.000000.00000
1462016.07.29 10:00modify490.010.750650.765320.74615
1472016.08.05 04:47s/l490.010.765300.765300.74615-14.9210089.34
1482016.08.05 16:00sell500.010.763290.000000.00000
1492016.08.05 16:00modify500.010.763290.777590.75879
1502016.08.17 13:00close500.010.763350.777590.75879-0.4410088.90
1512016.08.17 22:00buy510.010.765280.000000.00000
1522016.08.17 22:00modify510.010.765280.744680.76978
1532016.08.18 04:34t/p510.010.769780.744680.769784.5510093.45
1542016.08.22 11:00buy520.010.761180.000000.00000
1552016.08.22 11:00modify520.010.761180.745400.76568
1562016.08.26 15:44t/p520.010.765740.745400.765744.6610098.11
1572016.08.26 19:00sell530.010.761350.000000.00000
1582016.08.26 19:00modify530.010.761350.777270.75685
1592016.08.26 21:31t/p530.010.756880.777270.756884.4710102.58
1602016.09.01 16:00sell540.010.751580.000000.00000
1612016.09.01 16:00modify540.010.751580.766140.74708
1622016.09.06 17:17s/l540.010.766210.766210.74708-14.7410087.84
1632016.09.06 18:00buy550.010.767600.000000.00000
1642016.09.06 18:00modify550.010.767600.752510.77210
1652016.09.08 10:46t/p550.010.772160.752510.772164.6310092.47
1662016.09.15 05:00sell560.010.745500.000000.00000
1672016.09.15 05:00modify560.010.745500.762520.74100
1682016.09.21 22:35s/l560.010.762480.762480.74100-17.1310075.33
1692016.09.21 22:35buy570.010.762480.000000.00000
1702016.09.21 22:35modify570.010.762480.744730.76698
1712016.09.22 15:31t/p570.010.766950.744730.766954.5210079.86
1722016.09.22 18:00sell580.010.764610.000000.00000
1732016.09.22 18:00modify580.010.764610.784740.76011
1742016.09.30 10:19t/p580.010.760060.784740.760064.2510084.10
1752016.09.30 16:00buy590.010.764750.000000.00000
1762016.09.30 16:00modify590.010.764750.744930.76925
1772016.10.19 18:01t/p590.010.769250.744930.769254.7910088.89
1782016.10.20 04:00sell600.010.769840.000000.00000
1792016.10.20 04:00modify600.010.769840.785310.76534
1802016.10.20 15:45t/p600.010.765300.785310.765304.5410093.43
1812016.10.25 19:00buy610.010.765320.000000.00000
1822016.10.25 19:00modify610.010.765320.750000.76982
1832016.10.26 03:33t/p610.010.769850.750000.769854.5510097.98
1842016.10.28 05:00buy620.010.760230.000000.00000
1852016.10.28 05:00modify620.010.760230.745770.76473
1862016.11.01 06:41t/p620.010.764740.745770.764744.5410102.52
1872016.11.03 05:00buy630.010.767880.000000.00000
1882016.11.03 05:00modify630.010.767880.753380.77238
1892016.11.08 00:24t/p630.010.772280.753380.772284.4510106.97
1902016.11.08 19:00buy640.010.771730.000000.00000
1912016.11.08 19:00modify640.010.771730.758480.77623
1922016.11.08 23:26t/p640.010.776330.758480.776334.6010111.57
1932016.11.09 12:00buy650.010.766860.000000.00000
1942016.11.09 12:00modify650.010.766860.731480.77136
1952016.11.10 11:22t/p650.010.771450.731480.771454.6410116.21
1962016.11.10 16:00sell660.010.763400.000000.00000
1972016.11.10 16:00modify660.010.763400.793220.75890
1982016.11.10 17:54t/p660.010.758840.793220.758844.5610120.77
1992016.11.11 12:00sell670.010.758620.000000.00000
2002016.11.11 12:00modify670.010.758620.790620.75412
2012016.11.11 18:04t/p670.010.754170.790620.754174.4510125.22