Strategy Tester Report
Shelest_Star_2_03
GKFXPrime-ECN (Build 1031)

СимволAUDUSD (Australian Dollar vs US Dollar)
Период4 Часа (H4) 2014.01.01 20:00 - 2016.12.30 20:00 (2014.01.01 - 2017.01.01)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметрыs3="параметры ТС"; AO_level=0.002; Fast_Ma=40; Slow_Ma=25; s="параметры ордеров"; lot=0.1; min_lot=0.1; n_profit_order=3; n_loss_order=3; MM_type=2; s1="если параметр равен 1, то % риска к своб марже"; s2="если параметр равен любому другому числу, то фикс. лот"; Risk_per=1; slippage=3; Magic=34857; max_stop=80; TP_koef=0.1; delta_stop=10; delta_open=2; s4="параметры сопровождения ордеров"; use_ATR_tral=false; AtrPeriod=13; AtrCoeff=1; s5="параметры доливок"; use_extra_order=false; n_extra_order=2; Magic1=3378283; min_order_distance=80; n_days_close=5; use_reverse=false; use_close=false; use_on_duration=false; use_month=false; month1=5; month2=9; miniTF_mode=false; hour1_op=8; hour1_en=13; hour2_op=16; hour2_en=19; first_day=0; second_day=0; how_orders_mini=4; how_loss_mini_tf=2; how_profit_mini_tf=2;
Баров в истории5662Смоделировано тиков56607927Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит10000.00Спред38
Чистая прибыль356.83Общая прибыль466.23Общий убыток-109.40
Прибыльность4.26Матожидание выигрыша5.03
Абсолютная просадка13.10Максимальная просадка129.40 (1.26%)Относительная просадка1.26% (129.40)
Всего сделок71Короткие позиции (% выигравших)38 (89.47%)Длинные позиции (% выигравших)33 (93.94%)
Прибыльные сделки (% от всех)65 (91.55%)Убыточные сделки (% от всех)6 (8.45%)
Самая большаяприбыльная сделка20.80убыточная сделка-57.70
Средняяприбыльная сделка7.17убыточная сделка-18.23
Максимальное количествонепрерывных выигрышей (прибыль)15 (84.03)непрерывных проигрышей (убыток)2 (-25.50)
Макс.непрерывная прибыль (число выигрышей)115.26 (14)непрерывный убыток (число проигрышей)-57.70 (1)
Среднийнепрерывный выигрыш11непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.16 12:00sell stop10.100.877600.905740.87479
22014.01.17 12:00delete10.100.877600.905740.87479
32014.01.21 20:00buy stop20.100.883740.878250.88429
42014.01.22 01:30buy20.100.883740.878250.88429
52014.01.22 01:30t/p20.100.884290.878250.884293.0010003.00
62014.01.22 04:00buy stop30.100.886940.878250.88781
72014.01.22 04:23buy30.100.886940.878250.88781
82014.01.22 08:31t/p30.100.887810.878250.887816.2010009.20
92014.01.22 12:00buy stop40.100.888750.878250.88980
102014.01.31 08:00delete40.100.888750.878250.88980
112014.03.05 08:00buy stop50.100.899660.891460.90048
122014.03.06 01:30buy50.100.899660.891460.90048
132014.03.06 01:30t/p50.100.900480.891460.900485.7010014.90
142014.03.06 04:00buy stop60.100.903280.891460.90446
152014.03.06 09:30buy60.100.903280.891460.90446
162014.03.06 10:48t/p60.100.904460.891460.904469.3010024.20
172014.03.06 12:00buy stop70.100.905710.891460.90714
182014.03.06 12:09buy70.100.905710.891460.90714
192014.03.06 15:55t/p70.100.907140.891460.9071411.8010036.00
202014.03.11 20:00sell stop80.100.896830.911320.89538
212014.03.11 20:04sell80.100.896830.911320.89538
222014.03.12 02:19t/p80.100.895380.911320.8953811.5010047.50
232014.03.12 04:00sell stop90.100.894680.911320.89302
242014.03.12 10:04sell90.100.894680.911320.89302
252014.03.12 10:22t/p90.100.893020.911320.8930214.1010061.60
262014.03.12 12:00sell stop100.100.892340.911320.89044
272014.03.13 16:00delete100.100.892340.911320.89044
282014.03.19 16:00sell stop110.100.906340.909030.90607
292014.03.19 19:07sell110.100.906340.909030.90607
302014.03.19 19:15t/p110.100.906070.909030.906070.2010061.80
312014.03.19 20:00sell stop120.100.904690.909030.90426
322014.03.19 20:00sell120.100.904690.909030.90426
332014.03.19 20:05t/p120.100.904260.909030.904261.8010063.60
342014.03.20 00:00sell stop130.100.901970.909030.90126
352014.03.20 01:03sell130.100.901970.909030.90126
362014.03.20 02:15t/p130.100.901260.909030.901264.6010068.20
372014.03.31 00:00sell stop140.100.915380.920210.91490
382014.04.04 00:00delete140.100.915380.920210.91490
392014.04.14 20:00sell stop150.100.927220.929500.92699
402014.04.17 08:00delete150.100.927220.929500.92699
412014.05.26 16:00buy stop160.100.931230.928340.93152
422014.05.29 04:00delete160.100.931230.928340.93152
432014.06.12 00:00sell stop170.100.933060.934030.93296
442014.06.17 15:22sell170.100.933060.934030.93296
452014.06.17 15:31s/l170.100.934030.934030.93296-12.2010056.00
462014.06.17 16:00sell stop180.100.932950.934030.93284
472014.06.18 06:25sell180.100.932950.934030.93284
482014.06.18 07:54s/l180.100.934030.934030.93284-13.3010042.70
492014.06.18 08:00sell stop190.100.932710.934030.93258
502014.06.18 20:00delete190.100.932710.934030.93258
512014.07.09 16:00buy stop200.100.941530.934900.94219
522014.07.09 20:14buy200.100.941530.934900.94219
532014.07.09 20:31t/p200.100.942190.934900.942194.1010046.80
542014.07.10 00:00buy stop210.100.942390.934900.94314
552014.07.10 01:58buy210.100.942390.934900.94314
562014.07.10 03:25t/p210.100.943140.934900.943145.0010051.80
572014.07.10 04:00buy stop220.100.945710.934900.94679
582014.07.11 00:00delete220.100.945710.934900.94679
592014.08.06 00:00buy stop230.100.938600.937660.93869
602014.08.15 08:00delete230.100.938600.937660.93869
612014.09.16 04:00buy stop240.100.921750.911170.92281
622014.10.07 04:00delete240.100.921750.911170.92281
632014.10.16 08:00buy stop250.100.886080.871860.88750
642014.10.20 04:00delete250.100.886080.871860.88750
652014.11.07 12:00buy stop260.100.876150.868150.87695
662014.11.13 04:00delete260.100.876150.868150.87695
672014.11.14 12:00sell stop270.100.867120.873520.86648
682014.11.14 14:30sell270.100.867120.873520.86648
692014.11.14 14:32t/p270.100.866480.873520.866483.9010055.70
702014.11.14 16:00sell stop280.100.864830.873520.86396
712014.11.19 10:00sell280.100.864830.873520.86396
722014.11.19 10:04t/p280.100.863960.873520.863966.2010061.90
732014.11.24 08:00buy stop290.100.872240.858480.87362
742014.12.31 12:00delete290.100.872240.858480.87362
752015.01.09 00:00buy stop300.100.813030.805300.81380
762015.01.09 02:57buy300.100.813030.805300.81380
772015.01.09 03:14t/p300.100.813800.805300.813805.2010067.10
782015.01.09 04:00buy stop310.100.813880.805300.81474
792015.01.09 04:09buy310.100.813880.805300.81474
802015.01.09 15:17t/p310.100.814740.805300.814746.1010073.20
812015.01.09 16:00buy stop320.100.817230.805300.81842
822015.01.09 16:19buy320.100.817230.805300.81842
832015.01.09 17:08t/p320.100.818420.805300.818429.4010082.60
842015.01.09 20:00buy stop330.100.820190.805300.82168
852015.01.09 20:35buy330.100.820190.805300.82168
862015.01.12 00:32t/p330.100.821680.805300.8216812.6310095.23
872015.01.12 04:00buy stop340.100.823220.805300.82501
882015.01.12 04:02buy340.100.823220.805300.82501
892015.01.12 06:08t/p340.100.825010.805300.8250115.4010110.63
902015.01.16 00:00sell stop350.100.806730.825250.80488
912015.01.22 04:53sell350.100.806730.825250.80488
922015.01.22 22:36t/p350.100.804880.825250.8048816.0010126.63
932015.01.28 08:00buy stop360.100.813490.809480.81389
942015.02.09 00:00delete360.100.813490.809480.81389
952015.02.17 00:00buy stop370.100.779420.764630.78090
962015.02.17 04:36buy370.100.779420.764630.78090
972015.02.17 11:38t/p370.100.780900.764630.7809012.3010138.93
982015.02.17 12:00buy stop380.100.781430.764630.78311
992015.02.17 12:05buy380.100.781430.764630.78311
1002015.02.18 21:20t/p380.100.783110.764630.7831114.5310153.46
1012015.02.20 12:00sell stop390.100.775680.782630.77499
1022015.02.24 10:17sell390.100.775680.782630.77499
1032015.02.24 11:22t/p390.100.774990.782630.774994.4010157.86
1042015.02.24 12:00sell stop400.100.773910.782630.77304
1052015.03.03 20:00delete400.100.773910.782630.77304
1062015.03.13 04:00buy stop410.100.773970.771370.77423
1072015.03.18 04:00delete410.100.773970.771370.77423
1082015.04.03 08:00buy stop420.100.766360.763770.76662
1092015.04.03 15:30buy420.100.766360.763770.76662
1102015.04.03 15:30t/p420.100.766620.763770.766620.1010157.96
1112015.04.03 16:00buy stop430.100.769290.763770.76984
1122015.04.03 16:02buy430.100.769290.763770.76984
1132015.04.03 19:01s/l430.100.763770.763770.76984-57.7010100.26
1142015.04.03 20:00buy stop440.100.769290.763770.76984
1152015.04.07 07:30buy440.100.769290.763770.76984
1162015.04.07 08:12t/p440.100.769840.763770.769843.0010103.26
1172015.04.07 12:00buy stop450.100.771060.763770.77179
1182015.04.08 12:00delete450.100.771060.763770.77179
1192015.04.10 20:00sell stop460.100.763720.770230.76307
1202015.04.13 05:04sell460.100.763720.770230.76307
1212015.04.13 05:06t/p460.100.763070.770230.763074.0010107.26
1222015.04.16 20:00buy stop470.100.779840.762190.78161
1232015.04.16 20:21buy470.100.779840.762190.78161
1242015.04.16 20:59t/p470.100.781610.762190.7816115.2010122.46
1252015.04.17 00:01buy stop480.100.782170.762190.78417
1262015.04.17 12:03buy480.100.782170.762190.78417
1272015.04.17 13:08t/p480.100.784170.762190.7841717.5010139.96
1282015.04.22 08:00sell stop490.100.768230.779280.76713
1292015.04.24 08:00delete490.100.768230.779280.76713
1302015.04.30 20:00sell stop500.100.780200.782500.77997
1312015.05.04 04:46sell500.100.780200.782500.77997
1322015.05.04 05:08s/l500.100.782500.782500.77997-25.5010114.46
1332015.05.07 04:00buy stop510.100.803010.786180.80469
1342015.05.08 12:00delete510.100.803010.786180.80469
1352015.05.12 04:00sell stop520.100.787500.792650.78699
1362015.05.13 16:00delete520.100.787500.792650.78699
1372015.05.18 20:00sell stop530.100.798030.812930.79654
1382015.05.18 20:57sell530.100.798030.812930.79654
1392015.05.19 04:44t/p530.100.796540.812930.7965411.9010126.36
1402015.05.19 08:00sell stop540.100.795580.812930.79385
1412015.05.19 15:30sell540.100.795580.812930.79385
1422015.05.19 15:33t/p540.100.793850.812930.7938514.8010141.16
1432015.05.19 16:00sell stop550.100.792340.812930.79028
1442015.05.19 17:21sell550.100.792340.812930.79028
1452015.05.20 03:44t/p550.100.790280.812930.7902817.6010158.76
1462015.05.20 04:00sell stop560.100.789660.812930.78733
1472015.05.20 09:37sell560.100.789660.812930.78733
1482015.05.20 17:18t/p560.100.787330.812930.7873320.8010179.56
1492015.05.22 16:00buy stop570.100.793070.788620.79352
1502015.06.04 12:00delete570.100.793070.788620.79352
1512015.06.08 16:00sell stop580.100.759860.776250.75822
1522015.06.09 20:00delete580.100.759860.776250.75822
1532015.06.11 08:00buy stop590.100.779240.766650.78050
1542015.06.12 08:00delete590.100.779240.766650.78050
1552015.06.16 20:00sell stop600.100.767420.775810.76658
1562015.06.17 13:45sell600.100.767420.775810.76658
1572015.06.17 17:46t/p600.100.766580.775810.766585.9010185.46
1582015.06.17 20:00sell stop610.100.765940.775810.76495
1592015.06.17 21:00sell610.100.765940.775810.76495
1602015.06.17 21:00t/p610.100.764950.775810.764957.4010192.86
1612015.06.18 00:00sell stop620.100.764430.775810.76329
1622015.06.25 04:00delete620.100.764430.775810.76329
1632015.06.29 12:00buy stop630.100.775180.769470.77575
1642015.07.15 12:00delete630.100.775180.769470.77575
1652015.08.10 20:00sell stop640.100.731430.742910.73028
1662015.08.11 05:46sell640.100.731430.742910.73028
1672015.08.11 17:01t/p640.100.730280.742910.730289.0010201.86
1682015.08.11 20:00sell stop650.100.728260.742910.72680
1692015.08.12 04:16sell650.100.728260.742910.72680
1702015.08.12 04:19t/p650.100.726800.742910.7268012.1010213.96
1712015.08.28 12:00buy stop660.100.736000.733270.73627
1722015.09.11 04:00delete660.100.736000.733270.73627
1732015.09.15 16:00sell stop670.100.703480.708680.70296
1742015.09.23 04:56sell670.100.703480.708680.70296
1752015.09.23 05:00t/p670.100.702960.708680.702962.7010216.66
1762015.09.29 00:00buy stop680.100.706470.703760.70674
1772015.10.01 05:08buy680.100.706470.703760.70674
1782015.10.01 10:54t/p680.100.706740.703760.706740.2010216.86
1792015.10.01 12:00buy stop690.100.707360.703760.70772
1802015.10.01 12:02buy690.100.707360.703760.70772
1812015.10.01 12:10t/p690.100.707720.703760.707721.1010217.96
1822015.10.08 00:00sell stop700.100.700180.708210.69938
1832015.10.19 04:00delete700.100.700180.708210.69938
1842015.11.12 08:00buy stop710.100.715400.704580.71648
1852015.11.12 09:01buy710.100.715400.704580.71648
1862015.11.19 03:45t/p710.100.716480.704580.716489.9110227.87
1872015.11.19 04:00sell stop720.100.706820.711840.70632
1882015.12.09 08:00delete720.100.706820.711840.70632
1892015.12.14 08:00buy stop730.100.733420.720690.73469
1902015.12.16 00:01delete730.100.733420.720690.73469
1912015.12.29 20:00sell stop740.100.722600.724530.72241
1922016.01.04 03:19sell740.100.722600.724530.72241
1932016.01.04 03:45t/p740.100.722410.724530.72241-0.6010227.27
1942016.01.04 04:00sell stop750.100.721230.724530.72090
1952016.01.04 04:30sell750.100.721230.724530.72090
1962016.01.04 08:20t/p750.100.720900.724530.720900.8010228.07
1972016.01.04 12:00sell stop760.100.719760.724530.71928
1982016.01.04 14:13sell760.100.719760.724530.71928
1992016.01.04 15:20t/p760.100.719280.724530.719282.3010230.37
2002016.01.04 16:00sell stop770.100.718140.724530.71750
2012016.01.04 16:08sell770.100.718140.724530.71750
2022016.01.04 17:06t/p770.100.717500.724530.717503.9010234.27
2032016.01.04 20:00sell stop780.100.715530.724530.71463
2042016.01.05 16:00delete780.100.715530.724530.71463
2052016.01.12 00:00buy stop790.100.717850.716300.71801
2062016.01.22 20:00delete790.100.717850.716300.71801
2072016.01.28 04:00sell stop800.100.691810.704650.69053
2082016.02.11 00:00delete800.100.691810.704650.69053
2092016.02.12 16:00buy stop810.100.715310.708980.71594
2102016.02.15 05:33buy810.100.715310.708980.71594
2112016.02.15 05:58t/p810.100.715940.708980.715943.8010238.07
2122016.02.15 08:00buy stop820.100.717130.708980.71795
2132016.02.15 08:00buy820.100.717130.708980.71795
2142016.02.16 10:19t/p820.100.717950.708980.717955.9310244.00
2152016.03.09 08:00sell stop830.100.732950.737240.73252
2162016.03.25 00:00delete830.100.732950.737240.73252
2172016.03.28 16:00buy stop840.100.754940.751840.75525
2182016.03.28 16:01buy840.100.754940.751840.75525
2192016.03.28 16:27t/p840.100.755250.751840.755250.6010244.60
2202016.03.28 20:00buy stop850.100.755770.751840.75616
2212016.03.29 02:54buy850.100.755770.751840.75616
2222016.03.29 05:27t/p850.100.756160.751840.756161.4010246.00
2232016.04.05 04:00sell stop860.100.758270.767330.75736
2242016.04.05 04:30sell860.100.758270.767330.75736
2252016.04.05 05:04t/p860.100.757360.767330.757366.6010252.60
2262016.04.05 08:00sell stop870.100.756880.767330.75584
2272016.04.05 10:14sell870.100.756880.767330.75584
2282016.04.05 12:34t/p870.100.755840.767330.755847.9010260.50
2292016.04.05 16:00sell stop880.100.752390.767330.75090
2302016.04.05 16:41sell880.100.752390.767330.75090
2312016.04.07 17:30t/p880.100.750900.767330.7509010.4010270.90
2322016.04.11 08:00buy stop890.100.763720.753210.76477
2332016.04.12 06:28buy890.100.763720.753210.76477
2342016.04.12 10:06t/p890.100.764770.753210.764778.0010278.90
2352016.04.12 12:00buy stop900.100.767180.753210.76858
2362016.04.12 13:17buy900.100.767180.753210.76858
2372016.04.12 21:43t/p900.100.768580.753210.7685811.5010290.40
2382016.04.18 12:00sell stop910.100.761850.769020.76113
2392016.04.26 16:00delete910.100.761850.769020.76113
2402016.04.29 04:00buy stop920.100.776510.772160.77695
2412016.05.31 16:00delete920.100.776510.772160.77695
2422016.06.16 12:00buy stop930.100.744570.735060.74552
2432016.06.20 03:35buy930.100.744570.735060.74552
2442016.06.20 10:23t/p930.100.745520.735060.745527.0010297.40
2452016.06.24 12:00sell stop940.100.730380.748170.72860
2462016.06.28 16:00delete940.100.730380.748170.72860
2472016.06.30 16:00buy stop950.100.747230.738370.74812
2482016.07.01 11:04buy950.100.747230.738370.74812
2492016.07.01 11:36t/p950.100.748120.738370.748126.4010303.80
2502016.07.06 04:00sell stop960.100.742260.752310.74126
2512016.07.06 04:28sell960.100.742260.752310.74126
2522016.07.06 05:07t/p960.100.741260.752310.741267.5010311.30
2532016.07.06 08:00sell stop970.100.740730.752310.73957
2542016.07.20 04:00delete970.100.740730.752310.73957
2552016.07.25 12:00buy stop980.100.751690.749280.75193
2562016.07.26 07:28buy980.100.751690.749280.75193
2572016.07.26 07:28t/p980.100.751930.749280.75193-0.1010311.20
2582016.07.26 08:00buy stop990.100.753620.749280.75405
2592016.07.26 12:11buy990.100.753620.749280.75405
2602016.07.27 04:29t/p990.100.754050.749280.754052.0310313.23
2612016.07.27 08:00buy stop1000.100.756530.749280.75726
2622016.07.28 16:00delete1000.100.756530.749280.75726
2632016.09.09 12:00sell stop1010.100.760480.765480.75998
2642016.09.09 13:38sell1010.100.760480.765480.75998
2652016.09.09 14:42t/p1010.100.759980.765480.759982.5010315.73
2662016.09.09 16:00sell stop1020.100.756940.765480.75609
2672016.09.09 16:01sell1020.100.756940.765480.75609
2682016.09.09 16:50t/p1020.100.756090.765480.756096.0010321.73
2692016.09.09 20:00sell stop1030.100.754740.765480.75367
2702016.09.09 20:44sell1030.100.754740.765480.75367
2712016.09.12 01:32t/p1030.100.753670.765480.753677.7010329.43
2722016.09.12 04:00sell stop1040.100.753000.765480.75175
2732016.09.12 04:43sell1040.100.753000.765480.75175
2742016.09.12 10:52t/p1040.100.751750.765480.7517510.0010339.43
2752016.09.12 12:00sell stop1050.100.750130.765480.74860
2762016.09.12 12:35sell1050.100.750130.765480.74860
2772016.09.13 18:14t/p1050.100.748600.765480.7486012.3010351.73
2782016.09.16 00:00buy stop1060.100.754570.750520.75498
2792016.09.19 08:38buy1060.100.754570.750520.75498
2802016.09.19 13:02t/p1060.100.754980.750520.754981.6010353.33
2812016.09.19 20:00buy stop1070.100.757270.750520.75795
2822016.09.20 20:00delete1070.100.757270.750520.75795
2832016.09.23 20:00sell stop1080.100.753370.756350.75307
2842016.10.05 04:00delete1080.100.753370.756350.75307
2852016.10.20 20:00sell stop1090.100.762380.766640.76195
2862016.10.20 22:18sell1090.100.762380.766640.76195
2872016.10.21 15:53t/p1090.100.761950.766640.761951.3010354.63
2882016.11.07 16:00sell stop1100.100.765140.768510.76480
2892016.11.09 05:12sell1100.100.765140.768510.76480
2902016.11.09 05:13t/p1100.100.764800.768510.764800.9010355.53
2912016.11.17 04:00buy stop1110.100.760890.756840.76130
2922016.11.25 20:00delete1110.100.760890.756840.76130
2932016.11.29 16:00sell stop1120.100.742060.745890.74168
2942016.11.30 16:17sell1120.100.742060.745890.74168
2952016.11.30 17:05t/p1120.100.741680.745890.741681.3010356.83
2962016.12.22 00:00buy stop1130.100.736910.735090.73709