Strategy Tester Report
Lucky Grid_fix
Alpari-ECN-Demo (Build 1045)

СимволAUDUSD (Australian Dollar vs US Dollar)
Период1 Час (H1) 2014.01.02 09:00 - 2014.12.30 23:00 (2014.01.01 - 2014.12.31)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыMoneyM=0.047; Manual_Lot=0; TakeProfit=1788; StopLoss=1989; Broker_GMT=2; MagicNumber=378995; X4=47; rsi_period=14;
Баров в истории7166Смоделировано тиков10501294Качество моделирования90.00%
Ошибки рассогласования графиков0
Начальный депозит300.00Спред30
Чистая прибыль67.02Общая прибыль425.41Общий убыток-358.39
Прибыльность1.19Матожидание выигрыша0.34
Абсолютная просадка172.66Максимальная просадка196.36 (60.66%)Относительная просадка60.66% (196.36)
Всего сделок196Короткие позиции (% выигравших)98 (66.33%)Длинные позиции (% выигравших)98 (52.04%)
Прибыльные сделки (% от всех)116 (59.18%)Убыточные сделки (% от всех)80 (40.82%)
Самая большаяприбыльная сделка14.52убыточная сделка-26.72
Средняяприбыльная сделка3.67убыточная сделка-4.48
Максимальное количествонепрерывных выигрышей (прибыль)10 (67.91)непрерывных проигрышей (убыток)5 (-18.91)
Макс.непрерывная прибыль (число выигрышей)67.91 (10)непрерывный убыток (число проигрышей)-43.70 (4)
Среднийнепрерывный выигрыш3непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12014.01.03 05:34sell10.010.893030.000000.00000
22014.01.03 05:34modify10.010.893030.912920.87515
32014.01.03 06:15sell20.010.894940.000000.00000
42014.01.03 06:15modify20.010.894940.914830.87706
52014.01.03 06:22sell30.010.896860.000000.00000
62014.01.03 06:22modify30.010.896860.916750.87898
72014.01.03 07:00sell40.010.898790.000000.00000
82014.01.03 07:00modify40.010.898790.918680.88091
92014.01.06 11:12close10.010.893890.912920.87515-0.89299.11
102014.01.06 11:12close30.010.893890.916750.878982.94302.05
112014.01.06 11:12close20.010.893880.914830.877061.03303.08
122014.01.06 11:12close40.010.893860.918680.880914.90307.98
132014.01.22 05:27sell50.010.886840.000000.00000
142014.01.22 05:27modify50.010.886840.906730.86896
152014.01.23 03:45close50.010.882840.906730.868963.91311.89
162014.01.28 05:06sell60.010.876710.000000.00000
172014.01.28 05:06modify60.010.876710.896600.85883
182014.01.28 05:54sell70.010.878610.000000.00000
192014.01.28 05:54modify70.010.878610.898500.86073
202014.01.28 10:48sell80.010.880530.000000.00000
212014.01.28 10:48modify80.010.880530.900420.86265
222014.01.29 03:06sell90.010.882450.000000.00000
232014.01.29 03:06modify90.010.882450.902340.86457
242014.01.29 11:04close60.010.876600.896600.858830.08311.97
252014.01.29 11:04close80.010.876600.900420.862653.90315.87
262014.01.29 11:04close70.010.876610.898500.860731.97317.84
272014.01.29 11:04close90.010.876620.902340.864575.83323.67
282014.02.04 05:32sell100.020.881160.000000.00000
292014.02.04 05:32modify100.020.881160.901050.86328
302014.02.04 05:35sell110.010.883100.000000.00000
312014.02.04 05:35modify110.010.883100.902990.86522
322014.02.04 05:55sell120.010.885010.000000.00000
332014.02.04 05:55modify120.010.885010.904900.86713
342014.02.04 06:27sell130.010.886930.000000.00000
352014.02.04 06:27modify130.010.886930.906820.86905
362014.02.04 06:34sell140.010.888870.000000.00000
372014.02.04 06:34modify140.010.888870.908760.87099
382014.02.04 09:19sell150.010.890790.000000.00000
392014.02.04 09:19modify150.010.890790.910680.87291
402014.02.04 18:49sell160.010.892700.000000.00000
412014.02.04 18:49modify160.010.892700.912590.87482
422014.02.05 05:37buy170.010.888230.000000.00000
432014.02.05 05:37modify170.010.888230.868340.90611
442014.02.06 02:30close170.010.893810.868340.906115.60329.27
452014.02.06 02:30sell180.010.894610.000000.00000
462014.02.06 02:30modify180.010.894610.914500.87673
472014.02.06 02:31sell190.010.896510.000000.00000
482014.02.06 02:31modify190.010.896510.916400.87863
492014.02.07 03:03close100.020.894370.901050.86328-26.72302.55
502014.02.07 03:03close120.010.894370.904900.86713-9.51293.04
512014.02.07 03:03close140.010.894370.908760.87099-5.65287.39
522014.02.07 03:03close160.010.894370.912590.87482-1.82285.57
532014.02.07 03:03close190.010.894370.916400.878632.11287.68
542014.02.07 03:03close110.010.894290.902990.86522-11.34276.34
552014.02.07 03:03close150.010.894290.910680.87291-3.65272.69
562014.02.07 03:03close130.010.894220.906820.86905-7.44265.25
572014.02.07 03:03close180.010.894240.914500.876730.34265.59
582014.02.12 05:46sell200.010.906000.000000.00000
592014.02.12 05:46modify200.010.906000.925890.88812
602014.02.13 02:30close200.010.900880.925890.888125.03270.62
612014.02.20 05:02buy210.010.894800.000000.00000
622014.02.20 05:02modify210.010.894800.874910.91268
632014.02.20 22:21close210.010.899750.874910.912684.95275.57
642014.02.28 05:02buy220.010.895560.000000.00000
652014.02.28 05:02modify220.010.895560.875670.91344
662014.02.28 16:33buy230.010.893640.000000.00000
672014.02.28 16:33modify230.010.893640.873750.91152
682014.03.03 00:00buy240.010.889610.000000.00000
692014.03.03 00:00modify240.010.889610.869720.90749
702014.03.03 19:35close220.010.894070.875670.91344-1.48274.09
712014.03.03 19:35close240.010.894070.869720.907494.46278.55
722014.03.03 19:35close230.010.894090.873750.911520.46279.01
732014.03.04 05:30sell250.010.895650.000000.00000
742014.03.04 05:30modify250.010.895650.915540.87777
752014.03.04 05:33buy260.010.892110.000000.00000
762014.03.04 05:33modify260.010.892110.872220.90999
772014.03.04 10:35close260.010.896670.872220.909994.56283.57
782014.03.05 02:30sell270.010.897600.000000.00000
792014.03.05 02:30modify270.010.897600.917490.87972
802014.03.05 02:35sell280.010.899520.000000.00000
812014.03.05 02:35modify280.010.899520.919410.88164
822014.03.06 02:30sell290.010.901480.000000.00000
832014.03.06 02:30modify290.010.901480.921370.88360
842014.03.06 11:18sell300.010.903390.000000.00000
852014.03.06 11:18modify300.010.903390.923280.88551
862014.03.06 11:54sell310.010.905310.000000.00000
872014.03.06 11:54modify310.010.905310.925200.88743
882014.03.06 16:55sell320.010.907210.000000.00000
892014.03.06 16:55modify320.010.907210.927100.88933
902014.03.06 18:19sell330.010.909110.000000.00000
912014.03.06 18:19modify330.010.909110.929000.89123
922014.03.06 19:05sell340.010.911020.000000.00000
932014.03.06 19:05modify340.010.911020.930910.89314
942014.03.07 14:20sell350.010.912930.000000.00000
952014.03.07 14:20modify350.010.912930.932820.89505
962014.03.07 18:54close250.010.907070.915540.87777-11.57272.00
972014.03.07 18:54close280.010.907070.919410.88164-7.67264.33
982014.03.07 18:54close300.010.907070.923280.88551-3.71260.62
992014.03.07 18:54close320.010.907070.927100.889330.11260.73
1002014.03.07 18:54close340.010.907070.930910.893143.92264.65
1012014.03.07 18:54close270.010.907010.917490.87972-9.53255.12
1022014.03.07 18:54close310.010.907010.925200.88743-1.73253.39
1032014.03.07 18:54close350.010.907010.932820.895055.92259.31
1042014.03.07 18:54close290.010.906960.921370.88360-5.51253.80
1052014.03.07 18:54close330.010.906910.929000.891232.17255.97
1062014.03.26 05:30buy360.010.915620.000000.00000
1072014.03.26 05:30modify360.010.915620.895730.93350
1082014.03.26 05:32sell370.010.917370.000000.00000
1092014.03.26 05:32close360.010.917370.895730.933501.75257.72
1102014.03.26 05:32modify370.010.917370.937260.89949
1112014.03.26 06:42sell380.010.919270.000000.00000
1122014.03.26 06:42modify380.010.919270.939160.90139
1132014.03.26 09:53sell390.010.921170.000000.00000
1142014.03.26 09:53modify390.010.921170.941060.90329
1152014.03.26 11:18sell400.010.923080.000000.00000
1162014.03.26 11:18modify400.010.923080.942970.90520
1172014.03.27 16:09sell410.010.924980.000000.00000
1182014.03.27 16:09modify410.010.924980.944870.90710
1192014.03.27 17:22sell420.010.926880.000000.00000
1202014.03.27 17:22modify420.010.926880.946770.90900
1212014.03.28 02:30sell430.010.928810.000000.00000
1222014.03.28 02:30modify430.010.928810.948700.91093
1232014.03.31 03:04close370.010.923940.937260.89949-6.72251.00
1242014.03.31 03:04close390.010.923940.941060.90329-2.92248.08
1252014.03.31 03:04close410.010.923940.944870.907100.98249.06
1262014.03.31 03:04close430.010.923940.948700.910934.84253.90
1272014.03.31 03:04close380.010.923900.939160.90139-4.78249.12
1282014.03.31 03:04close420.010.923900.946770.909002.92252.04
1292014.03.31 03:04close400.010.923850.942970.90520-0.92251.12
1302014.04.09 05:00sell440.010.937650.000000.00000
1312014.04.09 05:00modify440.010.937650.957540.91977
1322014.04.09 21:27sell450.010.939570.000000.00000
1332014.04.09 21:27modify450.010.939570.959460.92169
1342014.04.10 04:30sell460.010.941480.000000.00000
1352014.04.10 04:30modify460.010.941480.961370.92360
1362014.04.10 04:31sell470.010.943390.000000.00000
1372014.04.10 04:31modify470.010.943390.963280.92551
1382014.04.10 11:05sell480.010.945300.000000.00000
1392014.04.10 11:05modify480.010.945300.965190.92742
1402014.04.11 03:59close440.010.937680.957540.91977-0.15250.97
1412014.04.11 03:59close460.010.937680.961370.923603.77254.74
1422014.04.11 03:59close480.010.937680.965190.927427.59262.33
1432014.04.11 03:59close450.010.937690.959460.921691.76264.09
1442014.04.11 03:59close470.010.937700.963280.925515.66269.75
1452014.04.16 05:00sell490.010.936710.000000.00000
1462014.04.16 05:00modify490.010.936710.956600.91883
1472014.04.16 19:19sell500.010.938610.000000.00000
1482014.04.16 19:19modify500.010.938610.958500.92073
1492014.04.17 13:47close490.010.934360.956600.918832.26272.01
1502014.04.17 13:47close500.010.934330.958500.920734.19276.20
1512014.04.22 05:02sell510.010.935080.000000.00000
1522014.04.22 05:02modify510.010.935080.954970.91720
1532014.04.22 17:02sell520.010.936990.000000.00000
1542014.04.22 17:02modify520.010.936990.956880.91911
1552014.04.23 04:30close510.010.933320.954970.917201.73277.93
1562014.04.23 04:30close520.010.933140.956880.919113.82281.75
1572014.05.06 05:00sell530.010.929030.000000.00000
1582014.05.06 05:00modify530.010.929030.948920.91115
1592014.05.06 07:34sell540.010.930960.000000.00000
1602014.05.06 07:34modify540.010.930960.950850.91308
1612014.05.06 13:49sell550.010.932860.000000.00000
1622014.05.06 13:49modify550.010.932860.952750.91498
1632014.05.06 14:09sell560.010.934790.000000.00000
1642014.05.06 14:09modify560.010.934790.954680.91691
1652014.05.06 19:47sell570.010.936690.000000.00000
1662014.05.06 19:47modify570.010.936690.956580.91881
1672014.05.07 16:00close530.010.933300.948920.91115-4.30277.45
1682014.05.07 16:00close550.010.933300.952750.91498-0.47276.98
1692014.05.07 16:00close570.010.933300.956580.918813.36280.34
1702014.05.07 16:00close540.010.933280.950850.91308-2.35277.99
1712014.05.07 16:00close560.010.933270.954680.916911.49279.48
1722014.05.08 05:19sell580.010.936170.000000.00000
1732014.05.08 05:19modify580.010.936170.956060.91829
1742014.05.08 09:08sell590.010.938070.000000.00000
1752014.05.08 09:08modify590.010.938070.957960.92019
1762014.05.09 17:56close580.010.934940.956060.918291.20280.68
1772014.05.09 17:56close590.010.934920.957960.920193.12283.80
1782014.05.14 05:35sell600.010.937920.000000.00000
1792014.05.14 05:35modify600.010.937920.957810.92004
1802014.05.14 08:00sell610.010.939820.000000.00000
1812014.05.14 08:00modify610.010.939820.959710.92194
1822014.05.15 03:16close600.010.936480.957810.920041.35285.15
1832014.05.15 03:16close610.010.936490.959710.921943.24288.39
1842014.05.16 05:15sell620.010.936170.000000.00000
1852014.05.16 05:15modify620.010.936170.956060.91829
1862014.05.19 18:49close620.010.934730.956060.918291.41289.80
1872014.05.20 05:09buy630.010.930210.000000.00000
1882014.05.20 05:09modify630.010.930210.910320.94809
1892014.05.20 09:31buy640.010.928290.000000.00000
1902014.05.20 09:31modify640.010.928290.908400.94617
1912014.05.20 11:30buy650.010.926380.000000.00000
1922014.05.20 11:30modify650.010.926380.906490.94426
1932014.05.20 19:35buy660.010.924470.000000.00000
1942014.05.20 19:35modify660.010.924470.904580.94235
1952014.05.21 03:32buy670.010.922550.000000.00000
1962014.05.21 03:32modify670.010.922550.902660.94043
1972014.05.21 23:17close630.010.924270.910320.94809-5.93283.87
1982014.05.21 23:17close650.010.924270.906490.94426-2.10281.77
1992014.05.21 23:17close670.010.924270.902660.940431.72283.49
2002014.05.21 23:17close640.010.924260.908400.94617-4.02279.46
2012014.05.21 23:17close660.010.924250.904580.94235-0.21279.25
2022014.05.22 05:15sell680.010.926010.000000.00000
2032014.05.22 05:15modify680.010.926010.945900.90813
2042014.05.23 15:35close680.010.921640.945900.908134.34283.59
2052014.05.29 05:22sell690.010.926380.000000.00000
2062014.05.29 05:22modify690.010.926380.946270.90850
2072014.05.29 06:15sell700.010.928290.000000.00000
2082014.05.29 06:15modify700.010.928290.948180.91041
2092014.05.29 11:21sell710.010.930200.000000.00000
2102014.05.29 11:21modify710.010.930200.950090.91232
2112014.05.30 04:29sell720.010.932100.000000.00000
2122014.05.30 04:29modify720.010.932100.951990.91422
2132014.06.02 04:30close690.010.929070.946270.90850-2.75280.84
2142014.06.02 04:30close710.010.929070.950090.912321.07281.91
2152014.06.02 04:30close700.010.929090.948180.91041-0.86281.05
2162014.06.02 04:30close720.010.929120.951990.914222.95284.00
2172014.06.05 05:00sell730.010.927920.000000.00000
2182014.06.05 05:00modify730.010.927920.947810.91004
2192014.06.05 14:21sell740.010.929820.000000.00000
2202014.06.05 14:21modify740.010.929820.949710.91194
2212014.06.05 15:51sell750.010.931750.000000.00000
2222014.06.05 15:51modify750.010.931750.951640.91387
2232014.06.05 20:53sell760.010.933670.000000.00000
2242014.06.05 20:53modify760.010.933670.953560.91579
2252014.06.06 11:55sell770.010.935590.000000.00000
2262014.06.06 11:55modify770.010.935590.955480.91771
2272014.06.10 10:56sell780.010.937490.000000.00000
2282014.06.10 10:56modify780.010.937490.957380.91961
2292014.06.11 11:20sell790.010.939410.000000.00000
2302014.06.11 11:20modify790.010.939410.959300.92153
2312014.06.12 04:30close730.010.936570.947810.91004-8.86275.14
2322014.06.12 04:30close750.010.936570.951640.91387-5.03270.11
2332014.06.12 04:30close770.010.936570.955480.91771-1.16268.95
2342014.06.12 04:30close790.010.936570.959300.921532.75271.70
2352014.06.12 04:30close740.010.936590.949710.91194-6.98264.72
2362014.06.12 04:30close780.010.936590.957380.919610.78265.50
2372014.06.12 04:30close760.010.936620.953560.91579-3.16262.34
2382014.06.12 04:30sell800.010.936320.000000.00000
2392014.06.12 04:30modify800.010.936320.956210.91844
2402014.06.12 04:30close800.010.936640.956210.91844-0.32262.02
2412014.06.13 05:07buy810.010.941200.000000.00000
2422014.06.13 05:07modify810.010.941200.921310.95908
2432014.06.13 12:54buy820.010.939280.000000.00000
2442014.06.13 12:54modify820.010.939280.919390.95716
2452014.06.16 07:58close810.010.940380.921310.95908-0.81261.21
2462014.06.16 07:58close820.010.940400.919390.957161.13262.34
2472014.06.17 05:00buy830.010.936700.000000.00000
2482014.06.17 05:00modify830.010.936700.916810.95458
2492014.06.17 10:06buy840.010.934780.000000.00000
2502014.06.17 10:06modify840.010.934780.914890.95266
2512014.06.18 05:14sell850.010.934120.000000.00000
2522014.06.18 05:14modify850.010.934120.954010.91624
2532014.06.18 07:25close850.010.933220.954010.916240.90263.24
2542014.06.18 13:11close830.010.934460.916810.95458-2.23261.01
2552014.06.18 13:11close840.010.934450.914890.95266-0.32260.68
2562014.07.02 05:15buy860.010.945980.000000.00000
2572014.07.02 05:15modify860.010.945980.926090.96386
2582014.07.02 15:15buy870.010.944080.000000.00000
2592014.07.02 15:15modify870.010.944080.924190.96196
2602014.07.03 04:00buy880.010.942070.000000.00000
2612014.07.03 04:00modify880.010.942070.922180.95995
2622014.07.03 04:00buy890.010.940150.000000.00000
2632014.07.03 04:00modify890.010.940150.920260.95803
2642014.07.03 04:04buy900.010.938240.000000.00000
2652014.07.03 04:04modify900.010.938240.918350.95612
2662014.07.03 15:30buy910.010.936330.000000.00000
2672014.07.03 15:30modify910.010.936330.916440.95421
2682014.07.03 15:30buy920.010.934420.000000.00000
2692014.07.03 15:30modify920.010.934420.914530.95230
2702014.07.04 21:06close860.010.936630.926090.96386-9.32251.37
2712014.07.04 21:06close880.010.936630.922180.95995-5.43245.93
2722014.07.04 21:06close900.010.936630.918350.95612-1.60244.33
2732014.07.04 21:06close920.010.936630.914530.952302.22246.55
2742014.07.04 21:06close870.010.936610.924190.96196-7.44239.11
2752014.07.04 21:06close910.010.936610.916440.954210.29239.40
2762014.07.04 21:06close890.010.936640.920260.95803-3.50235.90
2772014.07.04 21:06buy930.010.936940.000000.00000
2782014.07.04 21:06modify930.010.936940.917050.95482
2792014.07.04 21:06close930.010.936670.917050.95482-0.27235.63
2802014.07.16 05:05buy940.010.935550.000000.00000
2812014.07.16 05:05modify940.010.935550.915660.95343
2822014.07.16 07:55buy950.010.933640.000000.00000
2832014.07.16 07:55modify950.010.933640.913750.95152
2842014.07.17 00:00close940.010.936720.915660.953431.19236.82
2852014.07.17 00:00close950.010.936740.913750.951523.12239.95
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2882014.07.25 21:58buy970.010.939480.000000.00000
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2902014.07.28 14:39close960.010.940510.921490.95926-0.86239.08
2912014.07.28 14:39close970.010.940500.919590.957361.03240.11
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2932014.07.29 05:02modify980.010.940290.920400.95817
2942014.07.29 15:17buy990.010.938380.000000.00000
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3032014.07.30 21:00modify1030.010.930660.910770.94854
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3102014.08.01 15:30close990.010.931700.918490.95626-6.64221.86
3112014.08.01 15:30close1030.010.931700.910770.948541.07222.94
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3232014.08.08 14:24close1080.010.927860.905810.943582.16220.63
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3332014.08.22 11:32sell1120.010.932820.000000.00000
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3432014.09.03 09:12close1130.010.930150.911200.94897-0.93227.62
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3712014.09.11 04:30close1190.010.916820.901810.93958-4.85200.87
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4032014.09.30 06:02close1320.010.874750.855550.89332-0.67186.68
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4312014.10.06 10:30close1390.010.872560.858260.89603-5.58193.30
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4332014.10.06 10:30close1430.010.872560.850580.888352.10193.61
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5572014.12.08 06:55modify1880.010.827830.807940.84571
5582014.12.09 02:32buy1890.010.825920.000000.00000
5592014.12.09 02:32modify1890.010.825920.806030.84380
5602014.12.09 05:11buy1900.010.823990.000000.00000
5612014.12.09 05:11modify1900.010.823990.804100.84187
5622014.12.09 16:48close1820.020.831420.819440.85721-15.72319.24
5632014.12.09 16:48close1840.010.831420.815580.85335-4.03315.20
5642014.12.09 16:48close1860.010.831420.811750.84952-0.20315.00
5652014.12.09 16:48close1880.010.831420.807940.845713.60318.60
5662014.12.09 16:48close1900.010.831420.804100.841877.43326.03
5672014.12.09 16:48close1830.020.831410.817530.85530-11.97314.06
5682014.12.09 16:48close1870.010.831410.809850.847621.68315.73
5692014.12.09 16:48close1850.010.831420.813670.85144-2.12313.61
5702014.12.09 16:48close1890.010.831410.806030.843805.49319.10
5712014.12.16 05:58sell1910.010.823450.000000.00000
5722014.12.16 05:58modify1910.010.823450.843340.80557
5732014.12.16 11:04sell1920.010.825350.000000.00000
5742014.12.16 11:04modify1920.010.825350.845240.80747
5752014.12.16 12:17sell1930.010.827250.000000.00000
5762014.12.16 12:17modify1930.010.827250.847140.80937
5772014.12.17 04:42close1910.010.820830.843340.805572.59321.69
5782014.12.17 04:42close1930.010.820830.847140.809376.39328.08
5792014.12.17 04:42close1920.010.820810.845240.807474.51332.59
5802014.12.17 05:00buy1940.020.818070.000000.00000
5812014.12.17 05:00modify1940.020.818070.798180.83595
5822014.12.17 05:52buy1950.020.816160.000000.00000
5832014.12.17 05:52modify1950.020.816160.796270.83404
5842014.12.17 08:58buy1960.010.814240.000000.00000
5852014.12.17 08:58modify1960.010.814240.794350.83212
5862014.12.17 21:22close1940.020.823430.798180.8359510.72343.31
5872014.12.17 21:22close1960.010.823430.794350.832129.19352.50
5882014.12.17 21:22close1950.020.823420.796270.8340414.52367.02