Strategy Tester Report
Spring V7_2
Alpari-ECN1 (Build 1045)

СимволGBPUSD (Great Britain Pound vs US Dollar)
Период1 Час (H1) 2010.01.04 00:00 - 2017.03.17 22:00 (2010.01.01 - 2017.03.18)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыLots=0.01; LotExponent=1; Step=1000; Candles=2000; Slippage=3; TakeProfit=500; MaxTrades=20; Gep=150; aa=" ПРИНУДИТЕЛЬНОЕ ЗАКРЫТИЕ 1-понедельник, 8-опция откл"; DayClose=8; HourClose=23; ab=" БЕЗУБЫТОК TakeProfitBU=TakeProfit - нет перевода в БУ"; TakeProfitBU=500; HourBU=48;
Баров в истории45725Смоделировано тиков127854039Качество моделирования90.00%
Ошибки рассогласования графиков66
Начальный депозит1000.00СпредТекущий (16)
Чистая прибыль389.36Общая прибыль514.30Общий убыток-124.93
Прибыльность4.12Матожидание выигрыша4.75
Абсолютная просадка66.85Максимальная просадка260.80 (21.08%)Относительная просадка21.08% (260.80)
Всего сделок82Короткие позиции (% выигравших)29 (96.55%)Длинные позиции (% выигравших)53 (73.58%)
Прибыльные сделки (% от всех)67 (81.71%)Убыточные сделки (% от всех)15 (18.29%)
Самая большаяприбыльная сделка35.76убыточная сделка-28.54
Средняяприбыльная сделка7.68убыточная сделка-8.33
Максимальное количествонепрерывных выигрышей (прибыль)16 (137.93)непрерывных проигрышей (убыток)3 (-55.33)
Макс.непрерывная прибыль (число выигрышей)137.93 (16)непрерывный убыток (число проигрышей)-55.33 (3)
Среднийнепрерывный выигрыш7непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12010.01.18 00:00sell10.011.627010.000000.00000
22010.01.18 00:00modify10.011.627010.000001.62201
32010.01.18 11:09sell20.011.637020.000000.00000
42010.01.18 11:09modify20.011.637020.000001.62702
52010.01.18 11:09modify10.011.627010.000001.62702
62010.01.20 08:58t/p10.011.627020.000001.627020.011000.01
72010.01.20 08:58t/p20.011.627020.000001.6270210.021010.03
82010.02.08 00:00buy30.011.559830.000000.00000
92010.02.08 00:00modify30.011.559830.000001.56483
102010.02.08 17:02t/p30.011.564830.000001.564835.001015.03
112010.03.01 00:00buy40.011.515600.000000.00000
122010.03.01 00:00modify40.011.515600.000001.52060
132010.03.01 11:25buy50.011.505590.000000.00000
142010.03.01 11:25modify50.011.505590.000001.51560
152010.03.01 11:25modify40.011.515600.000001.51560
162010.03.01 12:18buy60.011.495570.000000.00000
172010.03.01 12:18modify60.011.495570.000001.51059
182010.03.01 12:18modify50.011.505590.000001.51059
192010.03.01 12:18modify40.011.515600.000001.51059
202010.03.01 12:40buy70.011.478640.000000.00000
212010.03.01 12:40modify70.011.478640.000001.50385
222010.03.01 12:40modify60.011.495570.000001.50385
232010.03.01 12:40modify50.011.505590.000001.50385
242010.03.01 12:40modify40.011.515600.000001.50385
252010.03.03 01:38t/p40.011.503850.000001.50385-11.891003.14
262010.03.03 01:38t/p50.011.503850.000001.50385-1.881001.27
272010.03.03 01:38t/p60.011.503850.000001.503858.141009.41
282010.03.03 01:38t/p70.011.503850.000001.5038525.071034.49
292010.04.05 00:00sell80.011.526640.000000.00000
302010.04.05 00:00modify80.011.526640.000001.52164
312010.04.06 06:46t/p80.011.521640.000001.521645.011039.50
322010.05.17 00:00buy90.011.452640.000000.00000
332010.05.17 00:00modify90.011.452640.000001.45764
342010.05.17 03:27buy100.011.442580.000000.00000
352010.05.17 03:27modify100.011.442580.000001.45261
362010.05.17 03:27modify90.011.452640.000001.45261
372010.05.17 04:25buy110.011.432580.000000.00000
382010.05.17 04:25modify110.011.432580.000001.44760
392010.05.17 04:25modify100.011.442580.000001.44760
402010.05.17 04:25modify90.011.452640.000001.44760
412010.05.17 15:23t/p90.011.447600.000001.44760-5.041034.46
422010.05.17 15:23t/p100.011.447600.000001.447605.021039.48
432010.05.17 15:23t/p110.011.447600.000001.4476015.021054.50
442010.06.21 00:00sell120.011.485780.000000.00000
452010.06.21 00:00modify120.011.485780.000001.48078
462010.06.21 14:44t/p120.011.480780.000001.480785.001059.50
472010.06.28 00:00sell130.011.505310.000000.00000
482010.06.28 00:00modify130.011.505310.000001.50031
492010.06.30 11:01t/p130.011.500310.000001.500315.021064.52
502010.07.19 00:00sell140.011.529540.000000.00000
512010.07.19 00:00modify140.011.529540.000001.52454
522010.07.19 15:24t/p140.011.524540.000001.524545.001069.52
532010.08.02 00:00sell150.011.572520.000000.00000
542010.08.02 00:00modify150.011.572520.000001.56752
552010.08.02 13:30sell160.011.582540.000000.00000
562010.08.02 13:30modify160.011.582540.000001.57253
572010.08.02 13:30modify150.011.572520.000001.57253
582010.08.03 08:38sell170.011.592580.000000.00000
592010.08.03 08:38modify170.011.592580.000001.57755
602010.08.03 08:38modify160.011.582540.000001.57755
612010.08.03 08:38modify150.011.572520.000001.57755
622010.08.10 05:20t/p150.011.577550.000001.57755-4.951064.57
632010.08.10 05:20t/p160.011.577550.000001.577555.071069.64
642010.08.10 05:20t/p170.011.577550.000001.5775515.101084.74
652010.08.16 00:00buy180.011.559250.000000.00000
662010.08.16 00:00modify180.011.559250.000001.56425
672010.08.16 14:44t/p180.011.564250.000001.564255.001089.74
682010.09.20 00:00sell190.011.565580.000000.00000
692010.09.20 00:00modify190.011.565580.000001.56058
702010.09.20 10:44t/p190.011.560580.000001.560585.001094.74
712010.10.25 00:00buy200.011.566610.000000.00000
722010.10.25 00:00modify200.011.566610.000001.57161
732010.10.25 02:59t/p200.011.571610.000001.571615.001099.74
742010.11.01 00:00sell210.011.604270.000000.00000
752010.11.01 00:00modify210.011.604270.000001.59927
762010.11.01 01:00t/p210.011.599270.000001.599275.001104.74
772010.11.29 00:00buy220.011.560120.000000.00000
782010.11.29 00:00modify220.011.560120.000001.56512
792010.11.30 14:34buy230.011.550120.000000.00000
802010.11.30 14:34modify230.011.550120.000001.56012
812010.11.30 14:34modify220.011.560120.000001.56012
822010.12.01 09:24t/p220.011.560120.000001.56012-0.141104.61
832010.12.01 09:24t/p230.011.560120.000001.560129.931114.54
842010.12.20 00:00buy240.011.551580.000000.00000
852010.12.20 00:00modify240.011.551580.000001.55658
862010.12.20 11:56t/p240.011.556580.000001.556585.001119.54
872011.01.17 00:00sell250.011.587200.000000.00000
882011.01.17 00:00modify250.011.587200.000001.58220
892011.01.18 09:13sell260.011.597200.000000.00000
902011.01.18 09:13modify260.011.597200.000001.58720
912011.01.18 09:13modify250.011.587200.000001.58720
922011.01.20 16:21t/p250.011.587200.000001.587200.051119.59
932011.01.20 16:21t/p260.011.587200.000001.5872010.041129.63
942011.02.07 00:00sell270.011.609680.000000.00000
952011.02.07 00:00modify270.011.609680.000001.60468
962011.02.08 15:40t/p270.011.604680.000001.604685.011134.64
972011.02.21 00:00sell280.011.624350.000000.00000
982011.02.21 00:00modify280.011.624350.000001.61935
992011.02.22 01:36t/p280.011.619350.000001.619355.011139.65
1002011.04.11 00:00sell290.011.637260.000000.00000
1012011.04.11 00:00modify290.011.637260.000001.63226
1022011.04.11 09:00t/p290.011.632260.000001.632265.001144.65
1032011.05.09 00:00buy300.011.635660.000000.00000
1042011.05.09 00:00modify300.011.635660.000001.64066
1052011.05.10 01:54t/p300.011.640660.000001.640664.931149.58
1062011.05.30 00:00sell310.011.649600.000000.00000
1072011.05.30 00:00modify310.011.649600.000001.64460
1082011.05.31 18:09t/p310.011.644600.000001.644605.011154.59
1092011.06.27 00:00buy320.011.596200.000000.00000
1102011.06.27 00:00modify320.011.596200.000001.60120
1112011.06.28 17:10t/p320.011.601200.000001.601204.931159.52
1122011.09.12 00:00buy330.011.583340.000000.00000
1132011.09.12 00:00modify330.011.583340.000001.58834
1142011.09.12 15:25t/p330.011.588340.000001.588345.001164.52
1152011.10.17 00:00sell340.011.581810.000000.00000
1162011.10.17 00:00modify340.011.581810.000001.57681
1172011.10.17 13:02t/p340.011.576810.000001.576815.001169.52
1182011.11.21 00:00buy350.011.579340.000000.00000
1192011.11.21 00:00modify350.011.579340.000001.58434
1202011.11.21 10:45buy360.011.569310.000000.00000
1212011.11.21 10:45modify360.011.569310.000001.57933
1222011.11.21 10:45modify350.011.579340.000001.57933
1232011.11.22 15:45buy370.011.559310.000000.00000
1242011.11.22 15:45modify370.011.559310.000001.57432
1252011.11.22 15:45modify360.011.569310.000001.57432
1262011.11.22 15:45modify350.011.579340.000001.57432
1272011.11.24 16:23buy380.011.549270.000000.00000
1282011.11.24 16:23modify380.011.549270.000001.56931
1292011.11.24 16:23modify370.011.559310.000001.56931
1302011.11.24 16:23modify360.011.569310.000001.56931
1312011.11.24 16:23modify350.011.579340.000001.56931
1322011.11.30 15:05t/p350.011.569310.000001.56931-10.641158.88
1332011.11.30 15:05t/p360.011.569310.000001.56931-0.611158.27
1342011.11.30 15:05t/p370.011.569310.000001.569319.461167.73
1352011.11.30 15:05t/p380.011.569310.000001.5693119.771187.50
1362012.04.23 00:00sell390.011.612060.000000.00000
1372012.04.23 00:00modify390.011.612060.000001.60706
1382012.04.27 12:27sell400.011.622080.000000.00000
1392012.04.27 12:27modify400.011.622080.000001.61207
1402012.04.27 12:27modify390.011.612060.000001.61207
1412012.05.07 02:59t/p390.011.612070.000001.612070.131187.63
1422012.05.07 02:59t/p400.011.612070.000001.6120710.091197.72
1432012.05.21 00:00buy410.011.580020.000000.00000
1442012.05.21 00:00modify410.011.580020.000001.58502
1452012.05.23 11:26buy420.011.570020.000000.00000
1462012.05.23 11:26modify420.011.570020.000001.58002
1472012.05.23 11:26modify410.011.580020.000001.58002
1482012.05.30 10:09buy430.011.559990.000000.00000
1492012.05.30 10:09modify430.011.559990.000001.57501
1502012.05.30 10:09modify420.011.570020.000001.57501
1512012.05.30 10:09modify410.011.580020.000001.57501
1522012.05.30 20:42buy440.011.549970.000000.00000
1532012.05.30 20:42modify440.011.549970.000001.57000
1542012.05.30 20:42modify430.011.559990.000001.57000
1552012.05.30 20:42modify420.011.570020.000001.57000
1562012.05.30 20:42modify410.011.580020.000001.57000
1572012.05.31 17:45buy450.011.539920.000000.00000
1582012.05.31 17:45modify450.011.539920.000001.56498
1592012.05.31 17:45modify440.011.549970.000001.56498
1602012.05.31 17:45modify430.011.559990.000001.56498
1612012.05.31 17:45modify420.011.570020.000001.56498
1622012.05.31 17:45modify410.011.580020.000001.56498
1632012.06.01 11:28buy460.011.529910.000000.00000
1642012.06.01 11:28modify460.011.529910.000001.55997
1652012.06.01 11:28modify450.011.539920.000001.55997
1662012.06.01 11:28modify440.011.549970.000001.55997
1672012.06.01 11:28modify430.011.559990.000001.55997
1682012.06.01 11:28modify420.011.570020.000001.55997
1692012.06.01 11:28modify410.011.580020.000001.55997
1702012.06.07 16:26t/p410.011.559970.000001.55997-21.341176.38
1712012.06.07 16:26t/p420.011.559970.000001.55997-11.201165.18
1722012.06.07 16:26t/p430.011.559970.000001.55997-0.701164.48
1732012.06.07 16:26t/p440.011.559970.000001.559979.321173.80
1742012.06.07 16:26t/p450.011.559970.000001.5599719.581193.38
1752012.06.07 16:26t/p460.011.559970.000001.5599729.651223.03
1762012.07.09 00:00buy470.011.548150.000000.00000
1772012.07.09 00:00modify470.011.548150.000001.55315
1782012.07.09 22:57t/p470.011.553150.000001.553155.001228.03
1792013.01.21 00:00buy480.011.585040.000000.00000
1802013.01.21 00:00modify480.011.585040.000001.59004
1812013.01.25 11:33buy490.011.575020.000000.00000
1822013.01.25 11:33modify490.011.575020.000001.58503
1832013.01.25 11:33modify480.011.585040.000001.58503
1842013.01.31 17:45t/p480.011.585030.000001.58503-0.821227.21
1852013.01.31 17:45t/p490.011.585030.000001.585039.601236.81
1862013.02.18 00:00buy500.011.550620.000000.00000
1872013.02.18 00:00modify500.011.550620.000001.55562
1882013.02.20 11:30buy510.011.540620.000000.00000
1892013.02.20 11:30modify510.011.540620.000001.55062
1902013.02.20 11:30modify500.011.550620.000001.55062
1912013.02.20 12:36buy520.011.530620.000000.00000
1922013.02.20 12:36modify520.011.530620.000001.54562
1932013.02.20 12:36modify510.011.540620.000001.54562
1942013.02.20 12:36modify500.011.550620.000001.54562
1952013.02.20 21:03buy530.011.520560.000000.00000
1962013.02.20 21:03modify530.011.520560.000001.54061
1972013.02.20 21:03modify520.011.530620.000001.54061
1982013.02.20 21:03modify510.011.540620.000001.54061
1992013.02.20 21:03modify500.011.550620.000001.54061
2002013.02.25 00:00buy540.011.507780.000000.00000
2012013.02.25 00:00modify540.011.507780.000001.53504
2022013.02.25 00:00modify530.011.520560.000001.53504
2032013.02.25 00:00modify520.011.530620.000001.53504
2042013.02.25 00:00modify510.011.540620.000001.53504
2052013.02.25 00:00modify500.011.550620.000001.53504
2062013.03.07 00:34buy550.011.497760.000000.00000
2072013.03.07 00:34modify550.011.497760.000001.52966
2082013.03.07 00:34modify540.011.507780.000001.52966
2092013.03.07 00:34modify530.011.520560.000001.52966
2102013.03.07 00:34modify520.011.530620.000001.52966
2112013.03.07 00:34modify510.011.540620.000001.52966
2122013.03.07 00:34modify500.011.550620.000001.52966
2132013.03.11 13:00buy560.011.487750.000000.00000
2142013.03.11 13:00modify560.011.487750.000001.52439
2152013.03.11 13:00modify550.011.497760.000001.52439
2162013.03.11 13:00modify540.011.507780.000001.52439
2172013.03.11 13:00modify530.011.520560.000001.52439
2182013.03.11 13:00modify520.011.530620.000001.52439
2192013.03.11 13:00modify510.011.540620.000001.52439
2202013.03.11 13:00modify500.011.550620.000001.52439
2212013.03.22 18:10t/p500.011.524390.000001.52439-28.541208.28
2222013.03.22 18:10t/p510.011.524390.000001.52439-18.401189.88
2232013.03.22 18:10t/p520.011.524390.000001.52439-8.401181.48
2242013.03.22 18:10t/p530.011.524390.000001.524391.661183.14
2252013.03.22 18:10t/p540.011.524390.000001.5243914.781197.92
2262013.03.22 18:10t/p550.011.524390.000001.5243925.611223.53
2272013.03.22 18:10t/p560.011.524390.000001.5243935.761259.29
2282013.04.29 00:00sell570.011.548660.000000.00000
2292013.04.29 00:00modify570.011.548660.000001.54366
2302013.05.01 11:32sell580.011.558660.000000.00000
2312013.05.01 11:32modify580.011.558660.000001.54866
2322013.05.01 11:32modify570.011.548660.000001.54866
2332013.05.03 15:38t/p570.011.548660.000001.548660.061259.35
2342013.05.03 15:38t/p580.011.548660.000001.5486610.041269.39
2352013.06.24 00:00buy590.011.537600.000000.00000
2362013.06.24 00:00modify590.011.537600.000001.54260
2372013.06.24 16:36t/p590.011.542600.000001.542605.001274.39
2382013.07.08 00:00buy600.011.487880.000000.00000
2392013.07.08 00:00modify600.011.487880.000001.49288
2402013.07.08 15:35t/p600.011.492880.000001.492885.001279.39
2412013.07.15 00:00sell610.011.510740.000000.00000
2422013.07.15 00:00modify610.011.510740.000001.50574
2432013.07.15 11:37t/p610.011.505740.000001.505745.001284.39
2442013.08.12 00:00sell620.011.549010.000000.00000
2452013.08.12 00:00modify620.011.549010.000001.54401
2462013.08.13 11:29t/p620.011.544010.000001.544015.011289.40
2472013.09.16 00:00sell630.011.593840.000000.00000
2482013.09.16 00:00modify630.011.593840.000001.58884
2492013.09.17 13:13t/p630.011.588840.000001.588845.011294.41
2502013.11.04 00:01buy640.011.592540.000000.00000
2512013.11.04 00:01modify640.011.592540.000001.59754
2522013.11.04 14:57t/p640.011.597540.000001.597545.001299.41
2532014.02.17 00:00sell650.011.676630.000000.00000
2542014.02.17 00:00modify650.011.676630.000001.67163
2552014.02.17 16:21t/p650.011.671630.000001.671635.001304.41
2562014.09.08 00:00buy660.011.616960.000000.00000
2572014.09.08 00:00modify660.011.616960.000001.62196
2582014.09.08 01:55t/p660.011.621960.000001.621965.001309.41
2592014.10.06 00:00buy670.011.596180.000000.00000
2602014.10.06 00:00modify670.011.596180.000001.60118
2612014.10.06 17:03t/p670.011.601180.000001.601185.001314.41
2622014.11.17 00:00buy680.011.568360.000000.00000
2632014.11.17 00:00modify680.011.568360.000001.57336
2642014.11.17 04:55t/p680.011.573360.000001.573365.001319.41
2652015.01.05 00:00buy690.011.530110.000000.00000
2662015.01.05 00:00modify690.011.530110.000001.53511
2672015.01.05 00:02buy700.011.519310.000000.00000
2682015.01.05 00:02modify700.011.519310.000001.52971
2692015.01.05 00:02modify690.011.530110.000001.52971
2702015.01.05 01:48t/p690.011.529710.000001.52971-0.401319.01
2712015.01.05 01:48t/p700.011.529710.000001.5297110.401329.41
2722015.03.09 00:00buy710.011.503820.000000.00000
2732015.03.09 00:00modify710.011.503820.000001.50882
2742015.03.09 10:14t/p710.011.508820.000001.508825.001334.41
2752015.03.16 00:00buy720.011.473700.000000.00000
2762015.03.16 00:00modify720.011.473700.000001.47870
2772015.03.16 10:46t/p720.011.478700.000001.478705.001339.41
2782015.03.23 00:00sell730.011.497230.000000.00000
2792015.03.23 00:00modify730.011.497230.000001.49223
2802015.03.23 04:13t/p730.011.492230.000001.492235.001344.41
2812015.04.13 00:00buy740.011.462010.000000.00000
2822015.04.13 00:00modify740.011.462010.000001.46701
2832015.04.13 16:34t/p740.011.467010.000001.467015.001349.41
2842016.06.27 00:01buy750.011.342670.000000.00000
2852016.06.27 00:01modify750.011.342670.000001.34767
2862016.06.27 01:02t/p750.011.347670.000001.347675.001354.41
2872016.07.11 00:00buy760.011.295170.000000.00000
2882016.07.11 00:00modify760.011.295170.000001.30017
2892016.07.11 12:00buy770.011.285170.000000.00000
2902016.07.11 12:00modify770.011.285170.000001.29517
2912016.07.11 12:00modify760.011.295170.000001.29517
2922016.07.11 13:57t/p760.011.295170.000001.295170.001354.41
2932016.07.11 13:57t/p770.011.295170.000001.2951710.001364.41
2942016.07.18 00:00sell780.011.319530.000000.00000
2952016.07.18 00:00modify780.011.319530.000001.31453
2962016.07.18 18:08sell790.011.329530.000000.00000
2972016.07.18 18:08modify790.011.329530.000001.31953
2982016.07.18 18:08modify780.011.319530.000001.31953
2992016.07.19 10:33t/p780.011.319530.000001.319530.011364.42
3002016.07.19 10:33t/p790.011.319530.000001.3195310.011374.43
3012016.09.19 00:01buy800.011.299860.000000.00000
3022016.09.19 00:01modify800.011.299860.000001.30486
3032016.09.19 08:58t/p800.011.304860.000001.304865.001379.43
3042016.10.17 00:01buy810.011.215660.000000.00000
3052016.10.17 00:01modify810.011.215660.000001.22066
3062016.10.18 02:42t/p810.011.220660.000001.220664.931384.36
3072016.11.21 00:01buy820.011.234500.000000.00000
3082016.11.21 00:01modify820.011.234500.000001.23950
3092016.11.21 14:10t/p820.011.239500.000001.239505.001389.36