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 депозит10000.00Спред45
Чистая прибыль106.55Общая прибыль229.54Общий убыток-122.99
Прибыльность1.87Матожидание выигрыша1.66
Абсолютная просадка5.71Максимальная просадка36.60 (0.36%)Относительная просадка0.36% (36.60)
Всего сделок64Короткие позиции (% выигравших)31 (74.19%)Длинные позиции (% выигравших)33 (93.94%)
Прибыльные сделки (% от всех)54 (84.38%)Убыточные сделки (% от всех)10 (15.63%)
Самая большаяприбыльная сделка4.83убыточная сделка-21.45
Средняяприбыльная сделка4.25убыточная сделка-12.30
Максимальное количествонепрерывных выигрышей (прибыль)11 (49.82)непрерывных проигрышей (убыток)2 (-15.78)
Макс.непрерывная прибыль (число выигрышей)49.82 (11)непрерывный убыток (число проигрышей)-21.45 (1)
Среднийнепрерывный выигрыш5непрерывный 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 11:46t/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
92016.01.08 17:53t/p30.010.698480.726740.698484.3710013.28
102016.01.12 14:00buy40.010.699420.000000.00000
112016.01.12 14:00modify40.010.699420.678120.70392
122016.01.13 05:00t/p40.010.703980.678120.703984.5810017.85
132016.01.14 10:00buy50.010.697330.000000.00000
142016.01.14 10:00modify50.010.697330.676030.70183
152016.01.22 03:01t/p50.010.701910.676030.701914.7210022.57
162016.01.22 20:00sell60.010.701340.000000.00000
172016.01.22 20:00modify60.010.701340.724530.69684
182016.01.25 19:10t/p60.010.696740.724530.696744.5610027.13
192016.01.26 13:00buy70.010.697080.000000.00000
202016.01.26 13:00modify70.010.697080.679200.70158
212016.01.26 20:16t/p70.010.701550.679200.701554.4710031.60
222016.01.27 02:00sell80.010.699390.000000.00000
232016.01.27 02:00modify80.010.699390.717480.69489
242016.02.03 21:09s/l80.010.717410.717410.69489-18.2910013.31
252016.02.04 22:00sell90.010.720580.000000.00000
262016.02.04 22:00modify90.010.720580.741620.71608
272016.02.05 16:45t/p90.010.716050.741620.716054.4910017.81
282016.02.08 04:00buy100.010.709940.000000.00000
292016.02.08 04:00modify100.010.709940.688280.71444
302016.02.11 03:44t/p100.010.714350.688280.714354.5010022.30
312016.02.11 17:00buy110.010.708100.000000.00000
322016.02.11 17:00modify110.010.708100.678960.71260
332016.02.12 01:41t/p110.010.712510.678960.712514.4310026.73
342016.02.12 21:00buy120.010.710530.000000.00000
352016.02.12 21:00modify120.010.710530.685580.71503
362016.02.15 06:33t/p120.010.715030.685580.715034.5210031.25
372016.02.16 04:00buy130.010.717790.000000.00000
382016.02.16 04:00modify130.010.717790.700720.72229
392016.02.22 17:00close130.010.720930.700720.722293.2410034.49
402016.02.23 10:00buy140.010.724560.000000.00000
412016.02.23 10:00modify140.010.724560.707760.72906
422016.03.02 21:44t/p140.010.729150.707760.729154.7310039.21
432016.03.07 03:00sell150.010.740570.000000.00000
442016.03.07 03:00modify150.010.740570.761520.73607
452016.03.17 04:01s/l150.010.761560.761560.73607-21.4510017.77
462016.03.21 12:00buy160.010.762050.000000.00000
472016.03.21 12:00modify160.010.762050.745000.76655
482016.03.29 21:00close160.010.762840.745000.766550.9310018.69
492016.03.30 10:00buy170.010.764430.000000.00000
502016.03.30 10:00modify170.010.764430.743640.76893
512016.03.30 10:39t/p170.010.768980.743640.768984.5510023.24
522016.03.31 20:00sell180.010.767090.000000.00000
532016.03.31 20:00modify180.010.767090.788340.76259
542016.04.01 15:59t/p180.010.762640.788340.762644.4110027.66
552016.04.01 16:00sell190.010.761470.000000.00000
562016.04.01 16:00modify190.010.761470.785800.75697
572016.04.05 10:15t/p190.010.756890.785800.756894.5010032.16
582016.04.05 11:00sell200.010.756480.000000.00000
592016.04.05 11:00modify200.010.756480.777270.75198
602016.04.05 16:54t/p200.010.751900.777270.751904.5810036.74
612016.04.06 17:00buy210.010.757380.000000.00000
622016.04.06 17:00modify210.010.757380.739980.76188
632016.04.06 18:51t/p210.010.761870.739980.761874.4910041.23
642016.04.07 09:00buy220.010.762360.000000.00000
652016.04.07 09:00modify220.010.762360.739030.76686
662016.04.12 11:33t/p220.010.766910.739030.766914.6010045.83
672016.04.12 17:00sell230.010.762600.000000.00000
682016.04.12 17:00modify230.010.762600.783930.75810
692016.04.27 08:00close230.010.763650.783930.75810-1.6210044.21
702016.04.28 02:00buy240.010.760780.000000.00000
712016.04.28 02:00modify240.010.760780.733200.76528
722016.04.28 09:46t/p240.010.765300.733200.765304.5210048.73
732016.04.28 15:00sell250.010.760630.000000.00000
742016.04.28 15:00modify250.010.760630.784960.75613
752016.05.03 07:49t/p250.010.756110.784960.756114.4110053.14
762016.05.05 16:00buy260.010.751340.000000.00000
772016.05.05 16:00modify260.010.751340.734310.75584
782016.05.06 15:41s/l260.010.734230.734230.75584-17.0910036.04
792016.05.09 10:00sell270.010.736110.000000.00000
802016.05.09 10:00modify270.010.736110.754370.73161
812016.05.09 16:20t/p270.010.731520.754370.731524.5910040.63
822016.05.10 15:00sell280.010.733050.000000.00000
832016.05.10 15:00modify280.010.733050.750450.72855
842016.05.13 10:06t/p280.010.728520.750450.728524.3410044.97
852016.05.17 05:00buy290.010.734060.000000.00000
862016.05.17 05:00modify290.010.734060.718920.73856
872016.05.17 06:00close290.010.736210.718920.738562.1510047.12
882016.05.17 12:00sell300.010.732380.000000.00000
892016.05.17 12:00modify300.010.732380.749310.72788
902016.05.18 09:04t/p300.010.727870.749310.727874.4710051.60
912016.05.18 16:00sell310.010.726250.000000.00000
922016.05.18 16:00modify310.010.726250.742220.72175
932016.05.19 04:31t/p310.010.721780.742220.721784.3610055.95
942016.05.19 19:00buy320.010.721650.000000.00000
952016.05.19 19:00modify320.010.721650.698930.72615
962016.05.31 05:00close320.010.722940.698930.726151.4610057.41
972016.06.01 11:00sell330.010.725870.000000.00000
982016.06.01 11:00modify330.010.725870.743690.72137
992016.06.02 12:55t/p330.010.721410.743690.721414.3510061.76
1002016.06.06 11:00buy340.010.735970.000000.00000
1012016.06.06 11:00modify340.010.735970.715230.74047
1022016.06.07 07:34t/p340.010.740400.715230.740404.4510066.20
1032016.06.07 08:00buy350.010.742970.000000.00000
1042016.06.07 08:00modify350.010.742970.724880.74747
1052016.06.07 12:00close350.010.743810.724880.747470.8410067.04
1062016.06.08 08:00buy360.010.746630.000000.00000
1072016.06.08 08:00modify360.010.746630.732450.75113
1082016.06.16 16:19s/l360.010.732420.732420.75113-14.0410053.00
1092016.06.16 21:00buy370.010.736360.000000.00000
1102016.06.16 21:00modify370.010.736360.711350.74086
1112016.06.17 17:16t/p370.010.740960.711350.740964.6210057.62
1122016.06.21 04:00buy380.010.747630.000000.00000
1132016.06.21 04:00modify380.010.747630.732320.75213
1142016.06.22 17:04t/p380.010.752210.732320.752214.6010062.22
1152016.06.24 03:00sell390.010.754280.000000.00000
1162016.06.24 03:00modify390.010.754280.780260.74978
1172016.06.24 04:06t/p390.010.749720.780260.749724.5610066.78
1182016.06.24 13:00buy400.010.740440.000000.00000
1192016.06.24 13:00modify400.010.740440.685390.74494
1202016.06.24 15:53t/p400.010.744840.685390.744844.4010071.18
1212016.06.27 01:00sell410.010.742620.000000.00000
1222016.06.27 01:00modify410.010.742620.806970.73812
1232016.06.27 17:28t/p410.010.738140.806970.738144.4810075.66
1242016.06.30 13:00buy420.010.744910.000000.00000
1252016.06.30 13:00modify420.010.744910.723680.74941
1262016.07.01 16:35t/p420.010.749320.723680.749324.4310080.09
1272016.07.04 01:00sell430.010.745880.000000.00000
1282016.07.04 01:00modify430.010.745880.763650.74138
1292016.07.06 05:07t/p430.010.741470.763650.741474.3310084.42
1302016.07.07 05:00sell440.010.749660.000000.00000
1312016.07.07 05:00modify440.010.749660.773400.74516
1322016.07.19 05:00close440.010.752130.773400.74516-2.8510081.57
1332016.07.22 05:00sell450.010.747190.000000.00000
1342016.07.22 05:00modify450.010.747190.763860.74269
1352016.07.27 21:01t/p450.010.742650.763860.742654.4310086.00
1362016.07.29 10:00sell460.010.750760.000000.00000
1372016.07.29 10:00modify460.010.750760.765430.74626
1382016.08.05 04:47s/l460.010.765390.765390.74626-14.9010071.10
1392016.08.05 16:00sell470.010.763260.000000.00000
1402016.08.05 16:00modify470.010.763260.777560.75876
1412016.08.17 13:00close470.010.763760.777560.75876-0.8810070.22
1422016.08.17 22:00buy480.010.765610.000000.00000
1432016.08.17 22:00modify480.010.765610.745010.77011
1442016.08.18 04:49t/p480.010.770160.745010.770164.6010074.82
1452016.08.22 11:00buy490.010.761500.000000.00000
1462016.08.22 11:00modify490.010.761500.745720.76600
1472016.08.26 15:44t/p490.010.766020.745720.766024.6210079.44
1482016.08.26 19:00sell500.010.761370.000000.00000
1492016.08.26 19:00modify500.010.761370.777290.75687
1502016.08.26 21:36t/p500.010.756830.777290.756834.5410083.98
1512016.09.01 16:00sell510.010.751530.000000.00000
1522016.09.01 16:00modify510.010.751530.766090.74703
1532016.09.06 17:04s/l510.010.766090.766090.74703-14.6710069.31
1542016.09.06 18:00buy520.010.768000.000000.00000
1552016.09.06 18:00modify520.010.768000.752910.77250
1562016.09.08 11:24t/p520.010.772560.752910.772564.6310073.94
1572016.09.15 05:00sell530.010.745380.000000.00000
1582016.09.15 05:00modify530.010.745380.762400.74088
1592016.09.21 21:10s/l530.010.762430.762430.74088-17.2010056.73
1602016.09.21 22:00buy540.010.760980.000000.00000
1612016.09.21 22:00modify540.010.760980.743230.76548
1622016.09.22 09:53t/p540.010.765410.743230.765414.4810061.22
1632016.09.22 18:00sell550.010.764600.000000.00000
1642016.09.22 18:00modify550.010.764600.784730.76010
1652016.09.30 10:19t/p550.010.760040.784730.760044.2610065.47
1662016.09.30 16:00buy560.010.765010.000000.00000
1672016.09.30 16:00modify560.010.765010.745190.76951
1682016.10.19 18:01t/p560.010.769550.745190.769554.8310070.30
1692016.10.20 04:00sell570.010.769830.000000.00000
1702016.10.20 04:00modify570.010.769830.785300.76533
1712016.10.20 15:45t/p570.010.765360.785300.765364.4710074.77
1722016.10.25 19:00buy580.010.765500.000000.00000
1732016.10.25 19:00modify580.010.765500.750180.77000
1742016.10.26 03:37t/p580.010.770050.750180.770054.5710079.34
1752016.10.28 05:00buy590.010.760500.000000.00000
1762016.10.28 05:00modify590.010.760500.746040.76500
1772016.11.01 06:46t/p590.010.765000.746040.765004.5310083.87
1782016.11.03 05:00buy600.010.768080.000000.00000
1792016.11.03 05:00modify600.010.768080.753580.77258
1802016.11.08 00:25t/p600.010.772620.753580.772624.5910088.46
1812016.11.08 19:00buy610.010.772200.000000.00000
1822016.11.08 19:00modify610.010.772200.758950.77670
1832016.11.08 23:27t/p610.010.776730.758950.776734.5310092.99
1842016.11.09 12:00buy620.010.767200.000000.00000
1852016.11.09 12:00modify620.010.767200.731820.77170
1862016.11.10 11:23t/p620.010.771710.731820.771714.5610097.55
1872016.11.10 16:00sell630.010.763410.000000.00000
1882016.11.10 16:00modify630.010.763410.793230.75891
1892016.11.10 17:54t/p630.010.759010.793230.759014.4010101.95
1902016.11.11 12:00sell640.010.758600.000000.00000
1912016.11.11 12:00modify640.010.758600.790600.75410
1922016.11.11 18:59t/p640.010.754000.790600.754004.6010106.55