Strategy Tester Report
ExpRM
Alpari-Demo (Build 1031)
| Символ | EURUSD (Euro vs US Dollar) | ||||
| Период | 4 Часа (H4) 2016.01.04 00:00 - 2016.11.30 20:00 (2016.01.01 - 2016.12.01) | ||||
| Модель | Все тики (наиболее точный метод на основе всех наименьших доступных таймфреймов) | ||||
| Параметры | Programmer=false; ll1="--------------------"; n1=13; n3=34; n4=2; n6=7; n8=true; n9=false; n10=true; n11=false; n12=true; n13=false; n14="alert.wav"; n15=false; n16=true; n17=true; n18=1; n19=4; n20=4; n21=true; n22=true; n23=LimeGreen; n24=OrangeRed; n25=233; n26=234; n27=159; n28=159; n29="tdi divergence 1"; ll2="--------------------"; useTralSl=true; TralSlStepPips=50; useSL=false; PipsSL=500; useTP=true; PipsTP=400; LotFirst=1; useNet=false; NetStep=250; NetSumm=5; NetLotKoef=0.5; Magic=777; Slippage=30; QtyTryOrder=5; useOutForTHV=false; useOpenNewBar=true; | ||||
| Баров в истории | 2430 | Смоделировано тиков | 29405927 | Качество моделирования | 53.22% |
| Ошибки рассогласования графиков | 28 | ||||
| Начальный депозит | 10000.00 | Спред | Текущий (15) | ||
| Чистая прибыль | 4379.00 | Общая прибыль | 4415.80 | Общий убыток | -36.80 |
| Прибыльность | 119.99 | Матожидание выигрыша | 115.24 | ||
| Абсолютная просадка | 1279.00 | Максимальная просадка | 1496.50 (14.42%) | Относительная просадка | 14.42% (1496.50) |
| Всего сделок | 38 | Короткие позиции (% выигравших) | 17 (100.00%) | Длинные позиции (% выигравших) | 21 (80.95%) |
| Прибыльные сделки (% от всех) | 34 (89.47%) | Убыточные сделки (% от всех) | 4 (10.53%) | ||
| Самая большая | прибыльная сделка | 410.00 | убыточная сделка | -9.20 | |
| Средняя | прибыльная сделка | 129.88 | убыточная сделка | -9.20 | |
| Максимальное количество | непрерывных выигрышей (прибыль) | 14 (2000.80) | непрерывных проигрышей (убыток) | 1 (-9.20) | |
| Макс. | непрерывная прибыль (число выигрышей) | 2000.80 (14) | непрерывный убыток (число проигрышей) | -9.20 (1) | |
| Средний | непрерывный выигрыш | 9 | непрерывный проигрыш | 1 | |
| № | Время | Тип | Ордер | Объем | Цена | S / L | T / P | Прибыль | Баланс |
| 1 | 2016.01.08 00:00 | buy | 1 | 1.00 | 1.09306 | 0.00000 | 1.09706 | ||
| 2 | 2016.01.11 00:29 | modify | 1 | 1.00 | 1.09306 | 1.09306 | 1.09706 | ||
| 3 | 2016.01.11 02:02 | s/l | 1 | 1.00 | 1.09306 | 1.09306 | 1.09706 | -9.20 | 9990.80 |
| 4 | 2016.01.13 04:00 | sell | 2 | 1.00 | 1.08239 | 0.00000 | 1.07839 | ||
| 5 | 2016.01.13 04:02 | modify | 2 | 1.00 | 1.08239 | 1.08239 | 1.07839 | ||
| 6 | 2016.01.13 04:28 | s/l | 2 | 1.00 | 1.08239 | 1.08239 | 1.07839 | 0.00 | 9990.80 |
| 7 | 2016.01.19 16:00 | sell | 3 | 1.00 | 1.08656 | 0.00000 | 1.08256 | ||
| 8 | 2016.01.21 15:27 | modify | 3 | 1.00 | 1.08656 | 1.08656 | 1.08256 | ||
| 9 | 2016.01.21 15:36 | t/p | 3 | 1.00 | 1.08256 | 1.08656 | 1.08256 | 410.00 | 10400.80 |
| 10 | 2016.01.21 16:00 | sell | 4 | 1.00 | 1.07908 | 0.00000 | 1.07508 | ||
| 11 | 2016.01.21 16:12 | modify | 4 | 1.00 | 1.07908 | 1.07908 | 1.07508 | ||
| 12 | 2016.01.21 16:16 | s/l | 4 | 1.00 | 1.07908 | 1.07908 | 1.07508 | 0.00 | 10400.80 |
| 13 | 2016.01.27 12:00 | buy | 5 | 1.00 | 1.08737 | 0.00000 | 1.09137 | ||
| 14 | 2016.01.27 14:26 | modify | 5 | 1.00 | 1.08737 | 1.08737 | 1.09137 | ||
| 15 | 2016.01.27 17:29 | s/l | 5 | 1.00 | 1.08737 | 1.08737 | 1.09137 | 0.00 | 10400.80 |
| 16 | 2016.01.28 00:00 | buy | 6 | 1.00 | 1.08944 | 0.00000 | 1.09344 | ||
| 17 | 2016.01.28 00:29 | modify | 6 | 1.00 | 1.08944 | 1.08944 | 1.09344 | ||
| 18 | 2016.01.28 02:39 | s/l | 6 | 1.00 | 1.08944 | 1.08944 | 1.09344 | 0.00 | 10400.80 |
| 19 | 2016.02.15 16:00 | sell | 7 | 1.00 | 1.11781 | 0.00000 | 1.11381 | ||
| 20 | 2016.02.15 16:37 | modify | 7 | 1.00 | 1.11781 | 1.11781 | 1.11381 | ||
| 21 | 2016.02.15 17:17 | t/p | 7 | 1.00 | 1.11381 | 1.11781 | 1.11381 | 400.00 | 10800.80 |
| 22 | 2016.03.04 08:00 | buy | 8 | 1.00 | 1.09544 | 0.00000 | 1.09944 | ||
| 23 | 2016.03.04 11:14 | modify | 8 | 1.00 | 1.09544 | 1.09544 | 1.09944 | ||
| 24 | 2016.03.04 15:30 | s/l | 8 | 1.00 | 1.09544 | 1.09544 | 1.09944 | 0.00 | 10800.80 |
| 25 | 2016.03.04 16:00 | buy | 9 | 1.00 | 1.09815 | 0.00000 | 1.10215 | ||
| 26 | 2016.03.04 16:00 | modify | 9 | 1.00 | 1.09815 | 1.09815 | 1.10215 | ||
| 27 | 2016.03.04 16:06 | t/p | 9 | 1.00 | 1.10215 | 1.09815 | 1.10215 | 400.00 | 11200.80 |
| 28 | 2016.03.10 16:00 | sell | 10 | 1.00 | 1.09194 | 0.00000 | 1.08794 | ||
| 29 | 2016.03.10 16:07 | modify | 10 | 1.00 | 1.09194 | 1.09194 | 1.08794 | ||
| 30 | 2016.03.10 16:07 | s/l | 10 | 1.00 | 1.09194 | 1.09194 | 1.08794 | 0.00 | 11200.80 |
| 31 | 2016.03.23 12:00 | sell | 11 | 1.00 | 1.11884 | 0.00000 | 1.11484 | ||
| 32 | 2016.03.23 12:19 | modify | 11 | 1.00 | 1.11884 | 1.11884 | 1.11484 | ||
| 33 | 2016.03.23 12:39 | s/l | 11 | 1.00 | 1.11884 | 1.11884 | 1.11484 | 0.00 | 11200.80 |
| 34 | 2016.03.23 16:00 | sell | 12 | 1.00 | 1.11829 | 0.00000 | 1.11429 | ||
| 35 | 2016.03.23 16:14 | modify | 12 | 1.00 | 1.11829 | 1.11829 | 1.11429 | ||
| 36 | 2016.03.23 16:44 | s/l | 12 | 1.00 | 1.11829 | 1.11829 | 1.11429 | 0.00 | 11200.80 |
| 37 | 2016.03.29 16:00 | buy | 13 | 1.00 | 1.12154 | 0.00000 | 1.12554 | ||
| 38 | 2016.03.29 16:01 | modify | 13 | 1.00 | 1.12154 | 1.12154 | 1.12554 | ||
| 39 | 2016.03.29 16:13 | s/l | 13 | 1.00 | 1.12154 | 1.12154 | 1.12554 | 0.00 | 11200.80 |
| 40 | 2016.03.29 20:00 | buy | 14 | 1.00 | 1.12655 | 0.00000 | 1.13055 | ||
| 41 | 2016.03.29 20:14 | modify | 14 | 1.00 | 1.12655 | 1.12655 | 1.13055 | ||
| 42 | 2016.03.30 09:18 | t/p | 14 | 1.00 | 1.13055 | 1.12655 | 1.13055 | 390.80 | 11591.60 |
| 43 | 2016.04.13 04:00 | sell | 15 | 1.00 | 1.13800 | 0.00000 | 1.13400 | ||
| 44 | 2016.04.13 04:39 | modify | 15 | 1.00 | 1.13800 | 1.13800 | 1.13400 | ||
| 45 | 2016.04.13 11:48 | t/p | 15 | 1.00 | 1.13400 | 1.13800 | 1.13400 | 400.00 | 11991.60 |
| 46 | 2016.04.19 16:00 | buy | 16 | 1.00 | 1.13547 | 0.00000 | 1.13947 | ||
| 47 | 2016.04.19 16:13 | modify | 16 | 1.00 | 1.13547 | 1.13547 | 1.13947 | ||
| 48 | 2016.04.20 00:49 | s/l | 16 | 1.00 | 1.13547 | 1.13547 | 1.13947 | -9.20 | 11982.40 |
| 49 | 2016.04.21 16:00 | buy | 17 | 1.00 | 1.13773 | 0.00000 | 1.14173 | ||
| 50 | 2016.04.21 16:01 | modify | 17 | 1.00 | 1.13773 | 1.13773 | 1.14173 | ||
| 51 | 2016.04.21 16:13 | s/l | 17 | 1.00 | 1.13773 | 1.13773 | 1.14173 | 0.00 | 11982.40 |
| 52 | 2016.04.27 04:00 | buy | 18 | 1.00 | 1.13041 | 0.00000 | 1.13441 | ||
| 53 | 2016.04.27 05:18 | modify | 18 | 1.00 | 1.13041 | 1.13041 | 1.13441 | ||
| 54 | 2016.04.27 05:48 | s/l | 18 | 1.00 | 1.13041 | 1.13041 | 1.13441 | 0.00 | 11982.40 |
| 55 | 2016.04.27 12:00 | buy | 19 | 1.00 | 1.13228 | 0.00000 | 1.13628 | ||
| 56 | 2016.04.27 16:49 | modify | 19 | 1.00 | 1.13228 | 1.13228 | 1.13628 | ||
| 57 | 2016.04.27 16:56 | s/l | 19 | 1.00 | 1.13228 | 1.13228 | 1.13628 | 0.00 | 11982.40 |
| 58 | 2016.05.06 00:00 | sell | 20 | 1.00 | 1.14040 | 0.00000 | 1.13640 | ||
| 59 | 2016.05.06 03:19 | modify | 20 | 1.00 | 1.14040 | 1.14040 | 1.13640 | ||
| 60 | 2016.05.06 04:18 | s/l | 20 | 1.00 | 1.14040 | 1.14040 | 1.13640 | 0.00 | 11982.40 |
| 61 | 2016.06.01 16:00 | buy | 21 | 1.00 | 1.11789 | 0.00000 | 1.12189 | ||
| 62 | 2016.06.01 20:18 | modify | 21 | 1.00 | 1.11789 | 1.11789 | 1.12189 | ||
| 63 | 2016.06.01 20:27 | s/l | 21 | 1.00 | 1.11789 | 1.11789 | 1.12189 | 0.00 | 11982.40 |
| 64 | 2016.06.03 16:00 | buy | 22 | 1.00 | 1.12882 | 0.00000 | 1.13282 | ||
| 65 | 2016.06.03 16:04 | modify | 22 | 1.00 | 1.12882 | 1.12882 | 1.13282 | ||
| 66 | 2016.06.03 16:06 | s/l | 22 | 1.00 | 1.12882 | 1.12882 | 1.13282 | 0.00 | 11982.40 |
| 67 | 2016.06.10 20:00 | sell | 23 | 1.00 | 1.12779 | 0.00000 | 1.12379 | ||
| 68 | 2016.06.10 20:18 | modify | 23 | 1.00 | 1.12779 | 1.12779 | 1.12379 | ||
| 69 | 2016.06.13 02:48 | t/p | 23 | 1.00 | 1.12379 | 1.12779 | 1.12379 | 402.50 | 12384.90 |
| 70 | 2016.07.04 08:00 | buy | 24 | 1.00 | 1.11364 | 0.00000 | 1.11764 | ||
| 71 | 2016.07.04 08:30 | modify | 24 | 1.00 | 1.11364 | 1.11364 | 1.11764 | ||
| 72 | 2016.07.04 08:48 | s/l | 24 | 1.00 | 1.11364 | 1.11364 | 1.11764 | 0.00 | 12384.90 |
| 73 | 2016.07.12 12:00 | buy | 25 | 1.00 | 1.11120 | 0.00000 | 1.11520 | ||
| 74 | 2016.07.13 17:39 | modify | 25 | 1.00 | 1.11120 | 1.11120 | 1.11520 | ||
| 75 | 2016.07.13 17:49 | s/l | 25 | 1.00 | 1.11120 | 1.11120 | 1.11520 | -9.20 | 12375.70 |
| 76 | 2016.07.28 00:00 | buy | 26 | 1.00 | 1.10591 | 0.00000 | 1.10991 | ||
| 77 | 2016.07.28 00:06 | modify | 26 | 1.00 | 1.10591 | 1.10591 | 1.10991 | ||
| 78 | 2016.07.28 00:21 | s/l | 26 | 1.00 | 1.10591 | 1.10591 | 1.10991 | 0.00 | 12375.70 |
| 79 | 2016.08.05 16:00 | sell | 27 | 1.00 | 1.10830 | 0.00000 | 1.10430 | ||
| 80 | 2016.08.05 16:07 | modify | 27 | 1.00 | 1.10830 | 1.10830 | 1.10430 | ||
| 81 | 2016.08.05 18:24 | s/l | 27 | 1.00 | 1.10830 | 1.10830 | 1.10430 | 0.00 | 12375.70 |
| 82 | 2016.08.24 16:00 | sell | 28 | 1.00 | 1.12597 | 0.00000 | 1.12197 | ||
| 83 | 2016.08.24 16:09 | modify | 28 | 1.00 | 1.12597 | 1.12597 | 1.12197 | ||
| 84 | 2016.08.24 16:13 | s/l | 28 | 1.00 | 1.12597 | 1.12597 | 1.12197 | 0.00 | 12375.70 |
| 85 | 2016.08.26 20:00 | sell | 29 | 1.00 | 1.12341 | 0.00000 | 1.11941 | ||
| 86 | 2016.08.26 20:19 | modify | 29 | 1.00 | 1.12341 | 1.12341 | 1.11941 | ||
| 87 | 2016.08.26 21:51 | t/p | 29 | 1.00 | 1.11941 | 1.12341 | 1.11941 | 400.00 | 12775.70 |
| 88 | 2016.09.06 20:00 | buy | 30 | 1.00 | 1.12415 | 0.00000 | 1.12815 | ||
| 89 | 2016.09.06 20:12 | modify | 30 | 1.00 | 1.12415 | 1.12415 | 1.12815 | ||
| 90 | 2016.09.07 04:00 | s/l | 30 | 1.00 | 1.12415 | 1.12415 | 1.12815 | -9.20 | 12766.50 |
| 91 | 2016.09.14 16:00 | sell | 31 | 1.00 | 1.12203 | 0.00000 | 1.11803 | ||
| 92 | 2016.09.16 15:32 | modify | 31 | 1.00 | 1.12203 | 1.12203 | 1.11803 | ||
| 93 | 2016.09.16 16:07 | t/p | 31 | 1.00 | 1.11803 | 1.12203 | 1.11803 | 410.00 | 13176.50 |
| 94 | 2016.09.22 12:00 | buy | 32 | 1.00 | 1.12376 | 0.00000 | 1.12776 | ||
| 95 | 2016.09.22 15:10 | modify | 32 | 1.00 | 1.12376 | 1.12376 | 1.12776 | ||
| 96 | 2016.09.22 15:13 | s/l | 32 | 1.00 | 1.12376 | 1.12376 | 1.12776 | 0.00 | 13176.50 |
| 97 | 2016.09.29 16:00 | sell | 33 | 1.00 | 1.12022 | 0.00000 | 1.11622 | ||
| 98 | 2016.09.30 10:13 | modify | 33 | 1.00 | 1.12022 | 1.12022 | 1.11622 | ||
| 99 | 2016.09.30 14:58 | t/p | 33 | 1.00 | 1.11622 | 1.12022 | 1.11622 | 402.50 | 13579.00 |
| 100 | 2016.10.28 16:00 | buy | 34 | 1.00 | 1.09278 | 0.00000 | 1.09678 | ||
| 101 | 2016.10.28 17:01 | modify | 34 | 1.00 | 1.09278 | 1.09278 | 1.09678 | ||
| 102 | 2016.10.28 17:02 | s/l | 34 | 1.00 | 1.09278 | 1.09278 | 1.09678 | 0.00 | 13579.00 |
| 103 | 2016.10.28 20:00 | buy | 35 | 1.00 | 1.09408 | 0.00000 | 1.09808 | ||
| 104 | 2016.10.28 20:06 | modify | 35 | 1.00 | 1.09408 | 1.09408 | 1.09808 | ||
| 105 | 2016.10.28 20:36 | t/p | 35 | 1.00 | 1.09808 | 1.09408 | 1.09808 | 400.00 | 13979.00 |
| 106 | 2016.11.08 20:00 | sell | 36 | 1.00 | 1.10224 | 0.00000 | 1.09824 | ||
| 107 | 2016.11.08 20:33 | modify | 36 | 1.00 | 1.10224 | 1.10224 | 1.09824 | ||
| 108 | 2016.11.08 21:22 | s/l | 36 | 1.00 | 1.10224 | 1.10224 | 1.09824 | 0.00 | 13979.00 |
| 109 | 2016.11.09 16:00 | sell | 37 | 1.00 | 1.10090 | 0.00000 | 1.09690 | ||
| 110 | 2016.11.09 16:03 | modify | 37 | 1.00 | 1.10090 | 1.10090 | 1.09690 | ||
| 111 | 2016.11.09 16:30 | t/p | 37 | 1.00 | 1.09690 | 1.10090 | 1.09690 | 400.00 | 14379.00 |
| 112 | 2016.11.28 04:00 | buy | 38 | 1.00 | 1.06463 | 0.00000 | 1.06863 | ||
| 113 | 2016.11.28 04:01 | modify | 38 | 1.00 | 1.06463 | 1.06463 | 1.06863 | ||
| 114 | 2016.11.28 04:12 | s/l | 38 | 1.00 | 1.06463 | 1.06463 | 1.06863 | 0.00 | 14379.00 |