Strategy Tester Report
ExpRM
Alpari-Demo (Build 1031)

СимволUSDJPY (US Dollar vs Japanese Yen)
Период1 Час (H1) 2016.01.04 00:00 - 2016.11.30 23:00 (2016.01.01 - 2016.12.01)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыProgrammer=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=250; useSL=false; PipsSL=500; useTP=false; PipsTP=1000; LotFirst=1; useNet=false; NetStep=500; NetSumm=5; NetLotKoef=2; Magic=777; Slippage=30; QtyTryOrder=5; useOutForTHV=false; useOpenNewBar=false;
Баров в истории5836Смоделировано тиков31846853Качество моделирования49.57%
Ошибки рассогласования графиков47
Начальный депозит10000.00СпредТекущий (14)
Чистая прибыль9383.17Общая прибыль14926.01Общий убыток-5542.84
Прибыльность2.69Матожидание выигрыша153.82
Абсолютная просадка2175.18Максимальная просадка9173.29 (42.44%)Относительная просадка42.44% (9173.29)
Всего сделок61Короткие позиции (% выигравших)32 (62.50%)Длинные позиции (% выигравших)29 (58.62%)
Прибыльные сделки (% от всех)37 (60.66%)Убыточные сделки (% от всех)24 (39.34%)
Самая большаяприбыльная сделка4285.43убыточная сделка-4986.99
Средняяприбыльная сделка403.41убыточная сделка-230.95
Максимальное количествонепрерывных выигрышей (прибыль)10 (216.56)непрерывных проигрышей (убыток)5 (-47.56)
Макс.непрерывная прибыль (число выигрышей)4735.67 (2)непрерывный убыток (число проигрышей)-4986.99 (1)
Среднийнепрерывный выигрыш3непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12016.01.08 04:00buy11.00118.2780.0000.000
22016.01.08 08:38modify11.00118.278118.2780.000
32016.01.08 09:37s/l11.00118.278118.2780.0000.0010000.00
42016.01.11 16:00buy21.00117.9100.0000.000
52016.01.13 03:39modify21.00117.910117.9100.000
62016.01.13 20:36s/l21.00117.910117.9100.000-3.829996.18
72016.01.13 22:00sell31.00117.7630.0000.000
82016.01.14 01:28modify31.00117.763117.7630.000
92016.01.14 08:26s/l31.00117.763117.7630.000-21.669974.52
102016.01.20 03:00sell41.00117.4580.0000.000
112016.01.20 03:38modify41.00117.458117.4580.000
122016.01.20 09:12modify41.00117.458117.2080.000
132016.01.20 10:37modify41.00117.458116.9580.000
142016.01.20 11:39s/l41.00116.958116.9580.000427.5010402.02
152016.01.21 03:00buy51.00117.4150.0000.000
162016.01.21 18:37modify51.00117.415117.4150.000
172016.01.21 21:27s/l51.00117.415117.4150.0000.0010402.02
182016.01.26 00:00sell61.00118.2860.0000.000
192016.01.26 03:39modify61.00118.286118.2860.000
202016.01.26 12:19s/l61.00118.286118.2860.0000.0010402.02
212016.01.26 16:00buy71.00118.5320.0000.000
222016.01.27 18:19modify71.00118.532118.5320.000
232016.01.27 22:37s/l71.00118.532118.5320.000-1.9110400.11
242016.01.29 04:00sell81.00118.5610.0000.000
252016.02.03 17:19modify81.00118.561118.5610.000
262016.02.03 17:39modify81.00118.561118.3110.000
272016.02.03 20:36modify81.00118.561118.0610.000
282016.02.03 20:39modify81.00118.561117.8110.000
292016.02.03 21:39s/l81.00117.811117.8110.000614.9511015.06
302016.02.08 04:00buy91.00117.2170.0000.000
312016.02.08 07:38modify91.00117.217117.2170.000
322016.02.08 10:26s/l91.00117.217117.2170.0000.0011015.06
332016.02.12 16:00buy101.00112.8980.0000.000
342016.02.12 19:29modify101.00112.898112.8980.000
352016.02.15 05:36modify101.00112.898113.1480.000
362016.02.15 15:29modify101.00112.898113.3980.000
372016.02.15 17:18modify101.00112.898113.6480.000
382016.02.15 18:38modify101.00112.898113.8980.000
392016.02.16 11:38s/l101.00113.898113.8980.000874.1611889.22
402016.02.16 13:00sell111.00113.7440.0000.000
412016.02.17 09:36modify111.00113.744113.7440.000
422016.02.17 10:28s/l111.00113.744113.7440.000-7.2211882.00
432016.02.17 15:00buy121.00114.1830.0000.000
442016.02.17 17:37modify121.00114.183114.1830.000
452016.02.17 18:36s/l121.00114.183114.1830.0000.0011882.00
462016.02.18 02:00buy131.00114.2970.0000.000
472016.03.02 15:19modify131.00114.297114.2970.000
482016.03.02 15:39s/l131.00114.297114.2970.000-21.0011861.00
492016.03.02 21:00sell141.00113.3890.0000.000
502016.03.04 16:49modify141.00113.389113.3890.000
512016.03.04 17:09s/l141.00113.389113.3890.000-28.8811832.12
522016.03.04 17:09sell151.00113.3750.0000.000
532016.03.08 02:19modify151.00113.375113.3750.000
542016.03.09 12:13modify151.00113.375113.1250.000
552016.03.09 17:49s/l151.00113.125113.1250.000199.3312031.44
562016.03.09 19:00buy161.00113.0800.0000.000
572016.03.09 21:14modify161.00113.080113.0800.000
582016.03.10 14:49modify161.00113.080113.3300.000
592016.03.10 15:31modify161.00113.080113.5800.000
602016.03.10 16:19s/l161.00113.580113.5800.000434.4912465.94
612016.03.10 20:00sell171.00112.8350.0000.000
622016.03.16 20:31modify171.00112.835112.8350.000
632016.03.16 20:48s/l171.00112.835112.8350.000-28.8812437.05
642016.03.21 12:00buy181.00111.5490.0000.000
652016.03.21 15:19modify181.00111.549111.5490.000
662016.03.22 10:14s/l181.00111.549111.5490.000-1.9112435.14
672016.03.29 18:00sell191.00113.3940.0000.000
682016.03.29 19:18modify191.00113.394113.3940.000
692016.03.30 08:08modify191.00113.394113.1440.000
702016.03.30 10:39modify191.00113.394112.8940.000
712016.04.01 15:32modify191.00113.394112.6440.000
722016.04.01 22:44modify191.00113.394112.3940.000
732016.04.04 04:44modify191.00113.394112.1440.000
742016.04.04 18:19modify191.00113.394111.8940.000
752016.04.05 04:18modify191.00113.394111.6440.000
762016.04.05 09:19modify191.00113.394111.3940.000
772016.04.05 09:49modify191.00113.394111.1440.000
782016.04.05 18:48modify191.00113.394110.8940.000
792016.04.06 17:19modify191.00113.394110.6440.000
802016.04.06 18:49modify191.00113.394110.3940.000
812016.04.06 21:02modify191.00113.394110.1440.000
822016.04.07 06:32modify191.00113.394109.8940.000
832016.04.07 08:18modify191.00113.394109.6440.000
842016.04.07 10:44modify191.00113.394109.3940.000
852016.04.07 11:49modify191.00113.394109.1440.000
862016.04.07 12:31modify191.00113.394108.8940.000
872016.04.07 17:49modify191.00113.394108.6440.000
882016.04.08 03:13s/l191.00108.644108.6440.0004285.4316720.57
892016.04.12 08:00buy201.00108.2450.0000.000
902016.04.12 16:43modify201.00108.245108.2450.000
912016.04.13 12:14modify201.00108.245108.4950.000
922016.04.14 04:30modify201.00108.245108.7450.000
932016.04.15 17:09s/l201.00108.745108.7450.000450.2517170.81
942016.04.18 21:00buy211.00108.8650.0000.000
952016.04.19 02:48modify211.00108.865108.8650.000
962016.04.19 09:31s/l211.00108.865108.8650.000-1.9117168.91
972016.04.20 09:00sell221.00108.9220.0000.000
982016.04.28 09:18modify221.00108.922108.9220.000
992016.04.28 22:31modify221.00108.922108.6720.000
1002016.04.29 04:19modify221.00108.922108.4220.000
1012016.04.29 04:38modify221.00108.922108.1720.000
1022016.04.29 04:48modify221.00108.922107.9220.000
1032016.04.29 10:19modify221.00108.922107.6720.000
1042016.04.29 18:19modify221.00108.922107.4220.000
1052016.04.29 22:48modify221.00108.922107.1720.000
1062016.05.02 03:36modify221.00108.922106.9220.000
1072016.05.03 08:18modify221.00108.922106.6720.000
1082016.05.03 10:39modify221.00108.922106.4220.000
1092016.05.03 21:44s/l221.00106.422106.4220.0002255.2719424.17
1102016.05.03 22:00buy231.00106.4240.0000.000
1112016.05.03 23:49modify231.00106.424106.4240.000
1122016.05.04 00:49modify231.00106.424106.6740.000
1132016.05.04 01:15s/l231.00106.674106.6740.000232.4519656.62
1142016.05.06 10:00sell241.00106.9840.0000.000
1152016.05.06 15:18modify241.00106.984106.9840.000
1162016.05.06 21:13s/l241.00106.984106.9840.0000.0019656.62
1172016.05.09 01:00buy251.00107.2240.0000.000
1182016.05.09 03:14modify251.00107.224107.2240.000
1192016.05.09 14:09modify251.00107.224107.4740.000
1202016.05.09 16:44modify251.00107.224107.7240.000
1212016.05.10 04:49modify251.00107.224107.9740.000
1222016.05.10 11:39modify251.00107.224108.2240.000
1232016.05.10 12:48modify251.00107.224108.4740.000
1242016.05.11 16:48s/l251.00108.474108.4740.0001148.5320805.16
1252016.05.13 06:00sell261.00108.7780.0000.000
1262016.05.13 10:07modify261.00108.778108.7780.000
1272016.05.13 10:44s/l261.00108.778108.7780.0000.0020805.16
1282016.05.16 13:00buy271.00108.9270.0000.000
1292016.05.17 08:49modify271.00108.927108.9270.000
1302016.05.17 17:19s/l271.00108.927108.9270.000-1.9120803.25
1312016.05.18 03:00sell281.00109.0100.0000.000
1322016.05.18 04:02modify281.00109.010109.0100.000
1332016.05.18 04:39s/l281.00109.010109.0100.0000.0020803.25
1342016.05.18 04:39sell291.00108.9960.0000.000
1352016.06.02 15:48modify291.00108.996108.9960.000
1362016.06.03 03:09s/l291.00108.996108.9960.000-129.9820673.27
1372016.06.07 21:00sell301.00107.2600.0000.000
1382016.06.08 03:15modify301.00107.260107.2600.000
1392016.06.08 06:49s/l301.00107.260107.2600.000-7.2220666.05
1402016.06.09 23:00buy311.00107.0840.0000.000
1412016.07.21 00:09modify311.00107.084107.0840.000
1422016.07.21 01:24s/l311.00107.084107.0840.000-80.1820585.87
1432016.07.21 12:00sell321.00106.0440.0000.000
1442016.07.21 12:09modify321.00106.044106.0440.000
1452016.07.21 13:36s/l321.00106.044106.0440.0000.0020585.87
1462016.07.25 02:00buy331.00106.3560.0000.000
1472016.07.25 03:54modify331.00106.356106.3560.000
1482016.07.25 06:31s/l331.00106.356106.3560.0000.0020585.87
1492016.07.25 16:00sell341.00106.1400.0000.000
1502016.07.25 19:37modify341.00106.140106.1400.000
1512016.07.25 20:24s/l341.00106.140106.1400.0000.0020585.87
1522016.07.27 06:00buy351.00105.5580.0000.000
1532016.07.27 06:04modify351.00105.558105.5580.000
1542016.07.27 06:39s/l351.00105.558105.5580.0000.0020585.87
1552016.07.27 06:39buy361.00105.5720.0000.000
1562016.07.27 06:43modify361.00105.572105.5720.000
1572016.07.27 07:21s/l361.00105.572105.5720.0000.0020585.87
1582016.07.28 03:00sell371.00104.9140.0000.000
1592016.07.28 03:54modify371.00104.914104.9140.000
1602016.07.28 04:09s/l371.00104.914104.9140.0000.0020585.87
1612016.07.29 07:00sell381.00103.4980.0000.000
1622016.07.29 07:09modify381.00103.498103.4980.000
1632016.07.29 08:07s/l381.00103.498103.4980.0000.0020585.87
1642016.08.04 03:00buy391.00101.3490.0000.000
1652016.08.04 09:06modify391.00101.349101.3490.000
1662016.08.04 10:36s/l391.00101.349101.3490.0000.0020585.87
1672016.08.05 06:00sell401.00101.1320.0000.000
1682016.08.05 11:49modify401.00101.132101.1320.000
1692016.08.05 15:23s/l401.00101.132101.1320.0000.0020585.87
1702016.08.09 16:00sell411.00102.1080.0000.000
1712016.08.09 17:09modify411.00102.108102.1080.000
1722016.08.10 14:45modify411.00102.108101.8580.000
1732016.08.11 20:51s/l411.00101.858101.8580.000216.5620802.43
1742016.08.11 20:51buy421.00101.8580.0000.000
1752016.08.12 03:34modify421.00101.858101.8580.000
1762016.08.12 15:31s/l421.00101.858101.8580.000-1.9120800.52
1772016.08.12 16:00sell431.00100.9880.0000.000
1782016.08.16 05:37modify431.00100.988100.9880.000
1792016.08.16 13:31modify431.00100.988100.7380.000
1802016.08.16 15:21modify431.00100.988100.4880.000
1812016.08.16 17:24s/l431.00100.488100.4880.000483.1321283.65
1822016.08.17 08:00buy441.00100.8330.0000.000
1832016.08.17 08:09modify441.00100.833100.8330.000
1842016.08.17 10:09s/l441.00100.833100.8330.0000.0021283.65
1852016.08.17 22:00sell451.00100.1850.0000.000
1862016.08.18 02:19modify451.00100.185100.1850.000
1872016.08.18 07:37s/l451.00100.185100.1850.000-21.6621261.98
1882016.08.18 16:00buy461.00100.4660.0000.000
1892016.08.22 00:00modify461.00100.466100.4660.000
1902016.08.22 01:19s/l461.00100.466100.4660.000-3.8221258.16
1912016.08.22 19:00sell471.00100.2510.0000.000
1922016.08.23 09:39modify471.00100.251100.2510.000
1932016.08.23 13:24s/l471.00100.251100.2510.000-7.2221250.94
1942016.08.24 04:00buy481.00100.4160.0000.000
1952016.08.26 17:00modify481.00100.416100.4160.000
1962016.08.26 17:07s/l481.00100.416100.4160.000-7.6421243.31
1972016.09.01 23:00sell491.00103.2100.0000.000
1982016.09.02 15:35modify491.00103.210103.2100.000
1992016.09.02 15:42s/l491.00103.210103.2100.000-7.2221236.09
2002016.09.05 09:00sell501.00103.3520.0000.000
2012016.09.06 17:00modify501.00103.352103.3520.000
2022016.09.06 17:16modify501.00103.352103.1020.000
2032016.09.06 17:52modify501.00103.352102.8520.000
2042016.09.07 02:31modify501.00103.352102.6020.000
2052016.09.07 02:33modify501.00103.352102.3520.000
2062016.09.07 02:38modify501.00103.352102.1020.000
2072016.09.08 18:32s/l501.00102.102102.1020.0001188.1622424.25
2082016.09.08 19:00buy511.00102.2920.0000.000
2092016.09.08 22:21modify511.00102.292102.2920.000
2102016.09.09 02:12s/l511.00102.292102.2920.000-1.9122422.34
2112016.09.12 12:00sell521.00102.0940.0000.000
2122016.09.12 14:57modify521.00102.094102.0940.000
2132016.09.13 13:31s/l521.00102.094102.0940.000-7.2222415.12
2142016.09.13 14:00buy531.00102.2120.0000.000
2152016.09.13 20:03modify531.00102.212102.2120.000
2162016.09.14 09:19modify531.00102.212102.4620.000
2172016.09.14 18:07s/l531.00102.462102.4620.000242.0822657.20
2182016.09.15 17:00buy541.00102.6330.0000.000
2192016.10.04 19:17modify541.00102.633102.6330.000
2202016.10.05 21:53modify541.00102.633102.8830.000
2212016.10.06 15:33modify541.00102.633103.1330.000
2222016.10.06 18:50modify541.00102.633103.3830.000
2232016.10.07 15:30s/l541.00103.383103.3830.000683.4723340.67
2242016.10.07 15:30sell551.00103.3810.0000.000
2252016.10.07 16:14modify551.00103.381103.3810.000
2262016.10.07 18:31s/l551.00103.381103.3810.0000.0023340.67
2272016.10.10 17:00buy561.00103.6320.0000.000
2282016.10.11 03:11modify561.00103.632103.6320.000
2292016.10.11 15:28s/l561.00103.632103.6320.000-1.9123338.76
2302016.10.11 19:00sell571.00103.3580.0000.000
2312016.11.02 14:30modify571.00103.358103.3580.000
2322016.11.02 14:58s/l571.00103.358103.3580.000-158.8623179.90
2332016.11.04 08:00buy581.00103.2670.0000.000
2342016.11.07 00:01modify581.00103.267103.2670.000
2352016.11.07 01:42modify581.00103.267103.5170.000
2362016.11.07 07:18modify581.00103.267103.7670.000
2372016.11.08 13:54modify581.00103.267104.0170.000
2382016.11.08 18:39modify581.00103.267104.2670.000
2392016.11.09 02:55modify581.00103.267104.5170.000
2402016.11.09 03:58s/l581.00104.517104.5170.0001190.2524370.16
2412016.11.17 01:00sell591.00108.8660.0000.000
2422016.11.17 01:21modify591.00108.866108.8660.000
2432016.11.17 02:01s/l591.00108.866108.8660.0000.0024370.16
2442016.11.17 02:01sell601.00108.8530.0000.000
2452016.11.17 03:06modify601.00108.853108.8530.000
2462016.11.17 03:14s/l601.00108.853108.8530.0000.0024370.16
2472016.11.17 03:14sell611.00108.8390.0000.000
2482016.11.30 23:59close at stop611.00114.4560.0000.000-4986.9919383.17