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 депозит10000.00Спред60
Чистая прибыль37.71Общая прибыль229.08Общий убыток-191.38
Прибыльность1.20Матожидание выигрыша0.57
Абсолютная просадка17.90Максимальная просадка70.91 (0.71%)Относительная просадка0.71% (70.91)
Всего сделок66Короткие позиции (% выигравших)30 (73.33%)Длинные позиции (% выигравших)36 (88.89%)
Прибыльные сделки (% от всех)54 (81.82%)Убыточные сделки (% от всех)12 (18.18%)
Самая большаяприбыльная сделка4.84убыточная сделка-21.77
Средняяприбыльная сделка4.24убыточная сделка-15.95
Максимальное количествонепрерывных выигрышей (прибыль)11 (49.98)непрерывных проигрышей (убыток)3 (-51.07)
Макс.непрерывная прибыль (число выигрышей)49.98 (11)непрерывный убыток (число проигрышей)-51.07 (3)
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 12:14t/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 18:04t/p30.010.698480.726740.698484.3710013.28
102016.01.12 14:00buy40.010.699570.000000.00000
112016.01.12 14:00modify40.010.699570.678270.70407
122016.01.13 05:00t/p40.010.704130.678270.704134.5810017.85
132016.01.14 10:00buy50.010.697480.000000.00000
142016.01.14 10:00modify50.010.697480.676180.70198
152016.01.22 03:01t/p50.010.702060.676180.702064.7210022.57
162016.01.22 20:00sell60.010.701340.000000.00000
172016.01.22 20:00modify60.010.701340.724530.69684
182016.01.25 19:13t/p60.010.696740.724530.696744.5610027.13
192016.01.26 13:00buy70.010.697230.000000.00000
202016.01.26 13:00modify70.010.697230.679350.70173
212016.01.26 20:28t/p70.010.701700.679350.701704.4710031.60
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 04:00buy100.010.710090.000000.00000
292016.02.08 04:00modify100.010.710090.688430.71459
302016.02.11 03:44t/p100.010.714500.688430.714504.5010022.30
312016.02.11 17:00buy110.010.708250.000000.00000
322016.02.11 17:00modify110.010.708250.679110.71275
332016.02.12 02:49t/p110.010.712660.679110.712664.4310026.73
342016.02.12 21:00buy120.010.710680.000000.00000
352016.02.12 21:00modify120.010.710680.685730.71518
362016.02.15 06:33t/p120.010.715180.685730.715184.5210031.25
372016.02.16 04:00buy130.010.717940.000000.00000
382016.02.16 04:00modify130.010.717940.700870.72244
392016.02.22 17:00close130.010.720930.700870.722443.0910034.34
402016.02.23 10:00buy140.010.724710.000000.00000
412016.02.23 10:00modify140.010.724710.707910.72921
422016.03.02 21:47t/p140.010.729300.707910.729304.7310039.06
432016.03.07 03:00sell150.010.740570.000000.00000
442016.03.07 03:00modify150.010.740570.761520.73607
452016.03.17 04:01s/l150.010.761560.761560.73607-21.4510017.62
462016.03.21 12:00buy160.010.762200.000000.00000
472016.03.21 12:00modify160.010.762200.745150.76670
482016.03.29 21:00close160.010.762840.745150.766700.7810018.39
492016.03.30 10:00buy170.010.764580.000000.00000
502016.03.30 10:00modify170.010.764580.743790.76908
512016.03.30 10:41t/p170.010.769130.743790.769134.5510022.94
522016.03.31 20:00sell180.010.767090.000000.00000
532016.03.31 20:00modify180.010.767090.788340.76259
542016.04.01 15:59t/p180.010.762640.788340.762644.4110027.36
552016.04.01 16:00sell190.010.761470.000000.00000
562016.04.01 16:00modify190.010.761470.785800.75697
572016.04.05 10:15t/p190.010.756890.785800.756894.5010031.86
582016.04.05 11:00sell200.010.756480.000000.00000
592016.04.05 11:00modify200.010.756480.777270.75198
602016.04.05 16:54t/p200.010.751900.777270.751904.5810036.44
612016.04.06 17:00buy210.010.757530.000000.00000
622016.04.06 17:00modify210.010.757530.740130.76203
632016.04.07 03:36t/p210.010.762020.740130.762024.5410040.98
642016.04.07 09:00buy220.010.762510.000000.00000
652016.04.07 09:00modify220.010.762510.739180.76701
662016.04.12 11:45t/p220.010.767060.739180.767064.6010045.58
672016.04.12 17:00sell230.010.762600.000000.00000
682016.04.12 17:00modify230.010.762600.783930.75810
692016.04.21 15:14s/l230.010.783950.783950.75810-21.7710023.81
702016.04.21 17:00sell240.010.776250.000000.00000
712016.04.21 17:00modify240.010.776250.795550.77175
722016.04.22 18:17t/p240.010.771730.795550.771734.4810028.30
732016.04.26 11:00buy250.010.774570.000000.00000
742016.04.26 11:00modify250.010.774570.759450.77907
752016.04.27 14:39s/l250.010.759470.759470.77907-15.0810013.21
762016.04.28 02:00buy260.010.760800.000000.00000
772016.04.28 02:00modify260.010.760800.733220.76530
782016.04.28 09:46t/p260.010.765220.733220.765224.4210017.63
792016.04.28 15:00sell270.010.760580.000000.00000
802016.04.28 15:00modify270.010.760580.784910.75608
812016.05.03 15:02t/p270.010.755990.784910.755994.4810022.11
822016.05.05 16:00buy280.010.751490.000000.00000
832016.05.05 16:00modify280.010.751490.734460.75599
842016.05.06 15:41s/l280.010.734490.734490.75599-16.9810005.13
852016.05.09 10:00sell290.010.736240.000000.00000
862016.05.09 10:00modify290.010.736240.754500.73174
872016.05.09 16:20t/p290.010.731780.754500.731784.4610009.59
882016.05.10 15:00sell300.010.732990.000000.00000
892016.05.10 15:00modify300.010.732990.750390.72849
902016.05.13 10:22t/p300.010.728480.750390.728484.3210013.91
912016.05.17 05:00buy310.010.734220.000000.00000
922016.05.17 05:00modify310.010.734220.719080.73872
932016.05.17 06:00close310.010.736220.719080.738722.0010015.91
942016.05.17 12:00sell320.010.732310.000000.00000
952016.05.17 12:00modify320.010.732310.749240.72781
962016.05.18 09:13t/p320.010.727910.749240.727914.3610020.27
972016.05.18 16:00sell330.010.726180.000000.00000
982016.05.18 16:00modify330.010.726180.742150.72168
992016.05.19 04:31t/p330.010.721720.742150.721724.3510024.61
1002016.05.19 19:00buy340.010.721670.000000.00000
1012016.05.19 19:00modify340.010.721670.698950.72617
1022016.05.31 05:00close340.010.722970.698950.726171.4710026.08
1032016.06.01 11:00sell350.010.725800.000000.00000
1042016.06.01 11:00modify350.010.725800.743620.72130
1052016.06.02 14:46t/p350.010.721400.743620.721404.2910030.37
1062016.06.06 11:00buy360.010.736100.000000.00000
1072016.06.06 11:00modify360.010.736100.715360.74060
1082016.06.07 07:34t/p360.010.740570.715360.740574.4910034.86
1092016.06.07 08:00buy370.010.742990.000000.00000
1102016.06.07 08:00modify370.010.742990.724900.74749
1112016.06.07 12:00close370.010.744010.724900.747491.0210035.88
1122016.06.08 08:00buy380.010.746890.000000.00000
1132016.06.08 08:00modify380.010.746890.732710.75139
1142016.06.16 16:12s/l380.010.732790.732790.75139-13.9310021.95
1152016.06.16 21:00buy390.010.736640.000000.00000
1162016.06.16 21:00modify390.010.736640.711630.74114
1172016.06.20 00:00t/p390.010.741200.711630.741204.5910026.54
1182016.06.21 04:00buy400.010.747710.000000.00000
1192016.06.21 04:00modify400.010.747710.732400.75221
1202016.06.22 17:04t/p400.010.752110.732400.752114.4210030.96
1212016.06.24 03:00sell410.010.754320.000000.00000
1222016.06.24 03:00modify410.010.754320.780300.74982
1232016.06.24 04:06t/p410.010.749840.780300.749844.4810035.44
1242016.06.24 13:00buy420.010.740610.000000.00000
1252016.06.24 13:00modify420.010.740610.685560.74511
1262016.06.24 15:53t/p420.010.745020.685560.745024.4110039.85
1272016.06.27 01:00sell430.010.742750.000000.00000
1282016.06.27 01:00modify430.010.742750.807100.73825
1292016.06.27 17:28t/p430.010.738340.807100.738344.4110044.26
1302016.06.30 13:00buy440.010.745080.000000.00000
1312016.06.30 13:00modify440.010.745080.723850.74958
1322016.07.01 16:40t/p440.010.749510.723850.749514.4510048.70
1332016.07.04 01:00sell450.010.745760.000000.00000
1342016.07.04 01:00modify450.010.745760.763530.74126
1352016.07.12 11:03s/l450.010.763490.763490.74126-18.0310030.67
1362016.07.13 13:00buy460.010.763310.000000.00000
1372016.07.13 13:00modify460.010.763310.744470.76781
1382016.07.22 17:47s/l460.010.744510.744510.76781-18.6110012.06
1392016.07.25 16:00sell470.010.746290.000000.00000
1402016.07.25 16:00modify470.010.746290.760420.74179
1412016.07.29 17:57s/l470.010.760490.760490.74179-14.439997.63
1422016.08.01 06:00buy480.010.761400.000000.00000
1432016.08.01 06:00modify480.010.761400.739870.76590
1442016.08.05 06:29t/p480.010.765950.739870.765954.6510002.28
1452016.08.05 16:00sell490.010.763210.000000.00000
1462016.08.05 16:00modify490.010.763210.777510.75871
1472016.08.17 13:00close490.010.763820.777510.75871-0.9910001.29
1482016.08.17 22:00buy500.010.765710.000000.00000
1492016.08.17 22:00modify500.010.765710.745110.77021
1502016.08.18 04:49t/p500.010.770250.745110.770254.5910005.88
1512016.08.22 11:00buy510.010.761590.000000.00000
1522016.08.22 11:00modify510.010.761590.745810.76609
1532016.08.26 15:44t/p510.010.766090.745810.766094.6010010.48
1542016.08.26 19:00sell520.010.761310.000000.00000
1552016.08.26 19:00modify520.010.761310.777230.75681
1562016.08.26 21:46t/p520.010.756750.777230.756754.5610015.04
1572016.09.01 16:00sell530.010.751530.000000.00000
1582016.09.01 16:00modify530.010.751530.766090.74703
1592016.09.06 17:04s/l530.010.766120.766120.74703-14.7010000.34
1602016.09.06 18:00buy540.010.768060.000000.00000
1612016.09.06 18:00modify540.010.768060.752970.77256
1622016.09.08 11:24t/p540.010.772490.752970.772494.5010004.84
1632016.09.15 05:00sell550.010.745440.000000.00000
1642016.09.15 05:00modify550.010.745440.762460.74094
1652016.09.21 21:10s/l550.010.762400.762400.74094-17.119987.73
1662016.09.21 22:00buy560.010.761060.000000.00000
1672016.09.21 22:00modify560.010.761060.743310.76556
1682016.09.22 09:55t/p560.010.765600.743310.765604.599992.32
1692016.09.22 18:00sell570.010.764620.000000.00000
1702016.09.22 18:00modify570.010.764620.784750.76012
1712016.09.30 10:20t/p570.010.760150.784750.760154.179996.48
1722016.09.30 16:00buy580.010.765210.000000.00000
1732016.09.30 16:00modify580.010.765210.745390.76971
1742016.10.19 18:04t/p580.010.769760.745390.769764.8410001.32
1752016.10.20 04:00sell590.010.769830.000000.00000
1762016.10.20 04:00modify590.010.769830.785300.76533
1772016.10.20 15:45t/p590.010.765330.785300.765334.5010005.82
1782016.10.25 19:00buy600.010.765630.000000.00000
1792016.10.25 19:00modify600.010.765630.750310.77013
1802016.10.26 03:37t/p600.010.770170.750310.770174.5610010.38
1812016.10.28 05:00buy610.010.760780.000000.00000
1822016.10.28 05:00modify610.010.760780.746320.76528
1832016.11.01 07:00t/p610.010.765310.746320.765314.5610014.94
1842016.11.03 05:00buy620.010.768270.000000.00000
1852016.11.03 05:00modify620.010.768270.753770.77277
1862016.11.08 00:29t/p620.010.772780.753770.772784.5610019.50
1872016.11.08 19:00buy630.010.772310.000000.00000
1882016.11.08 19:00modify630.010.772310.759060.77681
1892016.11.08 23:39t/p630.010.776710.759060.776714.4010023.90
1902016.11.09 12:00buy640.010.767280.000000.00000
1912016.11.09 12:00modify640.010.767280.731900.77178
1922016.11.10 11:23t/p640.010.771880.731900.771884.6510028.56
1932016.11.10 16:00sell650.010.763510.000000.00000
1942016.11.10 16:00modify650.010.763510.793330.75901
1952016.11.10 17:54t/p650.010.758920.793330.758924.5910033.15
1962016.11.11 12:00sell660.010.758460.000000.00000
1972016.11.11 12:00modify660.010.758460.790460.75396
1982016.11.11 19:14t/p660.010.753900.790460.753904.5610037.71