Strategy Tester Report
Spring V7_7.2
Alpari-ECN1 (Build 988)

СимволCADJPY (Canadian Dollar vs Japanese Yen)
Период1 Минута (M1) 2010.01.03 22:04 - 2017.04.21 20:59 (2010.01.01 - 2017.03.31)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
Параметрыa0=" ВХОДНЫЕ ПАРАМЕТРЫ STRING "; ТФ="W1"; Lots=0.01; LotExponent=1; Step=100; Candles=200; Slippage=3; TakeProfit=50; MaxTrades=20; Gep=15; aa=" ПРИНУДИТЕЛЬНОЕ ЗАКРЫТИЕ 1-понедельник, 8-опция откл"; DayClose=8; HourClose=23; ab=" БЕЗУБЫТОК "; UseBU=false; TakeProfitBU=30; HourBU=72; ac=" Динамический расчет сигнальной свечи (при kol_bar_sredn=0 работает Candles)"; kol_bar_sredn=0; K_Candles=1; UseDinStep=false; K_Step_Candles=0.5; K_TP=0.25; ad=" Изучаем свечу младшего ТФ "; UseFriday=false; MaxCandlesFriday=50; ae=" Исключаем из торгов новый год "; UseNY=true; DataStart="12.15"; DataEnd="01.15"; MagicBuy=111; MagicSell=222;
Баров в истории2729424Смоделировано тиков167746597Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (32)
Чистая прибыль323.26Общая прибыль425.49Общий убыток-102.22
Прибыльность4.16Матожидание выигрыша4.43
Абсолютная просадка95.53Максимальная просадка257.10 (2.49%)Относительная просадка2.49% (257.10)
Всего сделок73Короткие позиции (% выигравших)35 (80.00%)Длинные позиции (% выигравших)38 (84.21%)
Прибыльные сделки (% от всех)60 (82.19%)Убыточные сделки (% от всех)13 (17.81%)
Самая большаяприбыльная сделка30.71убыточная сделка-24.76
Средняяприбыльная сделка7.09убыточная сделка-7.86
Максимальное количествонепрерывных выигрышей (прибыль)18 (110.34)непрерывных проигрышей (убыток)3 (-46.62)
Макс.непрерывная прибыль (число выигрышей)110.34 (18)непрерывный убыток (число проигрышей)-46.62 (3)
Среднийнепрерывный выигрыш6непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12010.02.22 00:00sell10.0188.0300.0000.000
22010.02.22 00:00modify10.0188.0300.00087.530
32010.02.22 17:08t/p10.0187.5300.00087.5304.5810004.58
42010.03.01 00:00buy20.0184.2570.0000.000
52010.03.01 00:00modify20.0184.2570.00084.757
62010.03.01 02:46t/p20.0184.7570.00084.7574.5810009.16
72010.03.08 00:00sell30.0187.9400.0000.000
82010.03.08 00:00modify30.0187.9400.00087.440
92010.03.09 04:37t/p30.0187.4400.00087.4404.5710013.73
102010.04.05 00:00sell40.0193.7850.0000.000
112010.04.05 00:00modify40.0193.7850.00093.285
122010.04.07 15:24t/p40.0193.2850.00093.2854.5510018.29
132010.04.26 00:00sell50.0193.9600.0000.000
142010.04.26 00:00modify50.0193.9600.00093.460
152010.04.27 10:11t/p50.0193.4600.00093.4604.5610022.85
162010.06.14 00:00sell60.0188.9500.0000.000
172010.06.14 00:00modify60.0188.9500.00088.450
182010.06.15 00:07t/p60.0188.4500.00088.4504.5710027.42
192010.06.28 00:00buy70.0186.2920.0000.000
202010.06.28 00:00modify70.0186.2920.00086.792
212010.06.29 08:11buy80.0185.2870.0000.000
222010.06.29 08:11modify80.0185.2870.00086.290
232010.06.29 08:11modify70.0186.2920.00086.290
242010.06.29 17:00buy90.0184.2720.0000.000
252010.06.29 17:00modify90.0184.2720.00085.784
262010.06.29 17:00modify80.0185.2870.00085.784
272010.06.29 17:00modify70.0186.2920.00085.784
282010.06.30 17:59buy100.0183.2720.0000.000
292010.06.30 17:59modify100.0183.2720.00085.281
302010.06.30 17:59modify90.0184.2720.00085.281
312010.06.30 17:59modify80.0185.2870.00085.281
322010.06.30 17:59modify70.0186.2920.00085.281
332010.07.01 14:55buy110.0182.2720.0000.000
342010.07.01 14:55modify110.0182.2720.00084.779
352010.07.01 14:55modify100.0183.2720.00084.779
362010.07.01 14:55modify90.0184.2720.00084.779
372010.07.01 14:55modify80.0185.2870.00084.779
382010.07.01 14:55modify70.0186.2920.00084.779
392010.07.08 15:54t/p70.0184.7790.00084.779-13.7810013.64
402010.07.08 15:54t/p80.0184.7790.00084.779-4.5710009.07
412010.07.08 15:54t/p90.0184.7790.00084.7794.7410013.81
422010.07.08 15:54t/p100.0184.7790.00084.77913.9010027.71
432010.07.08 15:54t/p110.0184.7790.00084.77923.0510050.76
442010.07.12 00:00sell120.0185.9350.0000.000
452010.07.12 00:00modify120.0185.9350.00085.435
462010.07.12 17:55t/p120.0185.4350.00085.4354.5810055.34
472010.07.19 00:01buy130.0181.7320.0000.000
482010.07.19 00:01modify130.0181.7320.00082.232
492010.07.19 08:26t/p130.0182.2320.00082.2324.5810059.92
502010.11.08 00:00sell140.0181.1520.0000.000
512010.11.08 00:00modify140.0181.1520.00080.652
522010.11.09 04:32t/p140.0180.6520.00080.6524.5710064.49
532011.04.04 00:00sell150.0187.3080.0000.000
542011.04.04 00:00modify150.0187.3080.00086.808
552011.04.04 16:22t/p150.0186.8080.00086.8084.5810069.07
562011.04.18 00:01buy160.0186.7360.0000.000
572011.04.18 00:01modify160.0186.7360.00087.236
582011.04.18 16:03buy170.0185.7300.0000.000
592011.04.18 16:03modify170.0185.7300.00086.733
602011.04.18 16:03modify160.0186.7360.00086.733
612011.04.18 17:57buy180.0184.7300.0000.000
622011.04.18 17:57modify180.0184.7300.00086.232
632011.04.18 17:57modify170.0185.7300.00086.232
642011.04.18 17:57modify160.0186.7360.00086.232
652011.04.19 14:15t/p160.0186.2320.00086.232-4.6210064.45
662011.04.19 14:15t/p170.0186.2320.00086.2324.6110069.05
672011.04.19 14:15t/p180.0186.2320.00086.23213.7810082.83
682011.05.09 00:01buy190.0183.3320.0000.000
692011.05.09 00:01modify190.0183.3320.00083.832
702011.05.09 02:53t/p190.0183.8320.00083.8324.5910087.42
712011.07.04 00:00sell200.0184.1670.0000.000
722011.07.04 00:00modify200.0184.1670.00083.667
732011.07.06 16:09t/p200.0183.6670.00083.6674.5410091.97
742011.09.26 00:03buy210.0174.3290.0000.000
752011.09.26 00:03modify210.0174.3290.00074.829
762011.09.27 14:30t/p210.0174.8290.00074.8294.6010096.56
772011.12.05 00:00sell220.0176.7220.0000.000
782011.12.05 00:00modify220.0176.7220.00076.222
792011.12.06 09:15t/p220.0176.2220.00076.2224.5710101.14
802012.02.20 00:00sell230.0180.1170.0000.000
812012.02.20 00:00modify230.0180.1170.00079.617
822012.02.24 23:25sell240.0181.1190.0000.000
832012.02.24 23:25modify240.0181.1190.00080.118
842012.02.24 23:25modify230.0180.1170.00080.118
852012.02.27 11:39t/p230.0180.1180.00080.118-0.1410101.00
862012.02.27 11:39t/p240.0180.1180.00080.1189.1510110.15
872012.05.21 00:03buy250.0177.3990.0000.000
882012.05.21 00:03modify250.0177.3990.00077.899
892012.05.21 11:04t/p250.0177.8990.00077.8994.5910114.74
902012.06.04 00:00buy260.0175.0780.0000.000
912012.06.04 00:00modify260.0175.0780.00075.578
922012.06.05 07:32t/p260.0175.5780.00075.5784.6010119.34
932012.06.11 00:00sell270.0177.8360.0000.000
942012.06.11 00:00modify270.0177.8360.00077.336
952012.06.11 17:48t/p270.0177.3360.00077.3364.5810123.92
962013.02.04 00:00sell280.0193.0560.0000.000
972013.02.04 00:00modify280.0193.0560.00092.556
982013.02.04 20:36t/p280.0192.5560.00092.5564.5810128.50
992013.03.11 00:00sell290.0193.2660.0000.000
1002013.03.11 00:00modify290.0193.2660.00092.766
1012013.03.15 13:00sell300.0194.2660.0000.000
1022013.03.15 13:00modify300.0194.2660.00093.266
1032013.03.15 13:00modify290.0193.2660.00093.266
1042013.03.18 00:00t/p290.0193.2660.00093.266-0.1310128.37
1052013.03.18 00:00t/p300.0193.2660.00093.2669.1510137.52
1062013.04.08 00:00sell310.0196.3950.0000.000
1072013.04.08 00:00modify310.0196.3950.00095.895
1082013.04.08 21:13sell320.0197.3950.0000.000
1092013.04.08 21:13modify320.0197.3950.00096.395
1102013.04.08 21:13modify310.0196.3950.00096.395
1112013.04.10 22:12sell330.0198.3970.0000.000
1122013.04.10 22:12modify330.0198.3970.00096.896
1132013.04.10 22:12modify320.0197.3950.00096.896
1142013.04.10 22:12modify310.0196.3950.00096.896
1152013.04.12 23:29t/p310.0196.8960.00096.896-4.7010132.82
1162013.04.12 23:29t/p320.0196.8960.00096.8964.4710137.30
1172013.04.12 23:29t/p330.0196.8960.00096.89613.7010150.99
1182013.05.13 00:07sell340.01100.6410.0000.000
1192013.05.13 00:07modify340.01100.6410.000100.141
1202013.05.14 15:31t/p340.01100.1410.000100.1414.5610155.55
1212013.06.17 00:01buy350.0192.5600.0000.000
1222013.06.17 00:01modify350.0192.5600.00093.060
1232013.06.17 03:06t/p350.0193.0600.00093.0604.5810160.13
1242014.01.27 00:00buy360.0192.3700.0000.000
1252014.01.27 00:00modify360.0192.3700.00092.870
1262014.01.27 13:51t/p360.0192.8700.00092.8704.5910164.72
1272014.09.22 00:00sell370.0199.3640.0000.000
1282014.09.22 00:00modify370.0199.3640.00098.864
1292014.09.22 20:00t/p370.0198.8640.00098.8644.5810169.30
1302014.11.03 00:00sell380.0199.8380.0000.000
1312014.11.03 00:00modify380.0199.8380.00099.338
1322014.11.03 15:08sell390.01100.8390.0000.000
1332014.11.03 15:08modify390.01100.8390.00099.839
1342014.11.03 15:08modify380.0199.8380.00099.839
1352014.11.04 11:25t/p380.0199.8390.00099.839-0.0310169.28
1362014.11.04 11:25t/p390.0199.8390.00099.8399.1510178.43
1372014.12.08 00:00sell400.01106.2770.0000.000
1382014.12.08 00:00modify400.01106.2770.000105.777
1392014.12.08 11:09t/p400.01105.7770.000105.7774.5910183.02
1402014.12.15 00:00buy410.01102.3800.0000.000
1412014.12.15 00:00modify410.01102.3800.000102.880
1422014.12.15 18:30buy420.01101.3790.0000.000
1432014.12.15 18:30modify420.01101.3790.000102.380
1442014.12.15 18:30modify410.01102.3800.000102.380
1452014.12.16 10:31buy430.01100.3790.0000.000
1462014.12.16 10:31modify430.01100.3790.000101.879
1472014.12.16 10:31modify420.01101.3790.000101.879
1482014.12.16 10:31modify410.01102.3800.000101.879
1492014.12.16 14:00buy440.0199.3780.0000.000
1502014.12.16 14:00modify440.0199.3780.000101.379
1512014.12.16 14:00modify430.01100.3790.000101.379
1522014.12.16 14:00modify420.01101.3790.000101.379
1532014.12.16 14:00modify410.01102.3800.000101.379
1542014.12.17 19:16t/p410.01101.3790.000101.379-9.1610173.85
1552014.12.17 19:16t/p420.01101.3790.000101.3790.0210173.87
1562014.12.17 19:16t/p430.01101.3790.000101.3799.1910183.06
1572014.12.17 19:16t/p440.01101.3790.000101.37918.3710201.43
1582015.01.26 00:00buy450.0194.4240.0000.000
1592015.01.26 00:00modify450.0194.4240.00094.924
1602015.01.26 09:12t/p450.0194.9240.00094.9244.5910206.02
1612015.02.02 00:00buy460.0192.0830.0000.000
1622015.02.02 00:00modify460.0192.0830.00092.583
1632015.02.02 13:05t/p460.0192.5830.00092.5834.5910210.61
1642015.08.24 00:00buy470.0192.4540.0000.000
1652015.08.24 00:00modify470.0192.4540.00092.954
1662015.08.24 05:43buy480.0191.4540.0000.000
1672015.08.24 05:43modify480.0191.4540.00092.454
1682015.08.24 05:43modify470.0192.4540.00092.454
1692015.08.24 14:42buy490.0190.4540.0000.000
1702015.08.24 14:42modify490.0190.4540.00091.954
1712015.08.24 14:42modify480.0191.4540.00091.954
1722015.08.24 14:42modify470.0192.4540.00091.954
1732015.08.24 16:10buy500.0189.4520.0000.000
1742015.08.24 16:10modify500.0189.4520.00091.454
1752015.08.24 16:10modify490.0190.4540.00091.454
1762015.08.24 16:10modify480.0191.4540.00091.454
1772015.08.24 16:10modify470.0192.4540.00091.454
1782015.08.24 16:11buy510.0188.4150.0000.000
1792015.08.24 16:11modify510.0188.4150.00090.946
1802015.08.24 16:11modify500.0189.4520.00090.946
1812015.08.24 16:11modify490.0190.4540.00090.946
1822015.08.24 16:11modify480.0191.4540.00090.946
1832015.08.24 16:11modify470.0192.4540.00090.946
1842015.08.25 13:16t/p470.0190.9460.00090.946-13.8210196.79
1852015.08.25 13:16t/p480.0190.9460.00090.946-4.6510192.13
1862015.08.25 13:16t/p490.0190.9460.00090.9464.5210196.65
1872015.08.25 13:16t/p500.0190.9460.00090.94613.7110210.36
1882015.08.25 13:16t/p510.0190.9460.00090.94623.2210233.58
1892015.09.07 00:00buy520.0189.6400.0000.000
1902015.09.07 00:00modify520.0189.6400.00090.140
1912015.09.07 06:18t/p520.0190.1400.00090.1404.5910238.17
1922016.01.18 00:00buy530.0179.8530.0000.000
1932016.01.18 00:00modify530.0179.8530.00080.353
1942016.01.18 02:44t/p530.0180.3530.00080.3534.5910242.76
1952016.02.01 00:00sell540.0186.8170.0000.000
1962016.02.01 00:00modify540.0186.8170.00086.317
1972016.02.01 10:03t/p540.0186.3170.00086.3174.5910247.35
1982016.02.08 00:00buy550.0184.0440.0000.000
1992016.02.08 00:00modify550.0184.0440.00084.544
2002016.02.08 06:57t/p550.0184.5440.00084.5444.5910251.94
2012016.02.15 00:00buy560.0181.8490.0000.000
2022016.02.15 00:00modify560.0181.8490.00082.349
2032016.02.15 04:51t/p560.0182.3490.00082.3494.5910256.53
2042016.02.29 00:00sell570.0184.2570.0000.000
2052016.02.29 00:00modify570.0184.2570.00083.757
2062016.02.29 05:30t/p570.0183.7570.00083.7574.5910261.12
2072016.04.11 00:01buy580.0183.1580.0000.000
2082016.04.11 00:01modify580.0183.1580.00083.658
2092016.04.11 16:12t/p580.0183.6580.00083.6584.5810265.70
2102016.04.25 00:00sell590.0188.3170.0000.000
2112016.04.25 00:00modify590.0188.3170.00087.817
2122016.04.25 03:44t/p590.0187.8170.00087.8174.5810270.28
2132016.05.02 00:00buy600.0184.5840.0000.000
2142016.05.02 00:00modify600.0184.5840.00085.084
2152016.05.02 14:11t/p600.0185.0840.00085.0844.5810274.86
2162016.06.06 00:00buy610.0182.3140.0000.000
2172016.06.06 00:00modify610.0182.3140.00082.814
2182016.06.06 10:48t/p610.0182.8140.00082.8144.5910279.45
2192016.06.27 00:00buy620.0177.8090.0000.000
2202016.06.27 00:00modify620.0177.8090.00078.309
2212016.06.27 01:02t/p620.0178.3090.00078.3094.5910284.04
2222016.07.11 00:00buy630.0177.1260.0000.000
2232016.07.11 00:00modify630.0177.1260.00077.626
2242016.07.11 07:53t/p630.0177.6260.00077.6264.5810288.62
2252016.07.18 00:01sell640.0181.3170.0000.000
2262016.07.18 00:01modify640.0181.3170.00080.817
2272016.07.21 12:35t/p640.0180.8170.00080.8174.4910293.11
2282016.08.01 00:01buy650.0178.4390.0000.000
2292016.08.01 00:01modify650.0178.4390.00078.939
2302016.08.02 11:17buy660.0177.4360.0000.000
2312016.08.02 11:17modify660.0177.4360.00078.438
2322016.08.02 11:17modify650.0178.4390.00078.438
2332016.08.11 20:31t/p650.0178.4380.00078.4380.0910293.20
2342016.08.11 20:31t/p660.0178.4380.00078.4389.2810302.48
2352016.11.21 00:00sell670.0182.1370.0000.000
2362016.11.21 00:00modify670.0182.1370.00081.637
2372016.11.23 16:02sell680.0183.1370.0000.000
2382016.11.23 16:02modify680.0183.1370.00082.137
2392016.11.23 16:02modify670.0182.1370.00082.137
2402016.11.25 02:13sell690.0184.1380.0000.000
2412016.11.25 02:13modify690.0184.1380.00082.637
2422016.11.25 02:13modify680.0183.1370.00082.637
2432016.11.25 02:13modify670.0182.1370.00082.637
2442016.11.30 18:41sell700.0185.1420.0000.000
2452016.11.30 18:41modify700.0185.1420.00083.139
2462016.11.30 18:41modify690.0184.1380.00083.139
2472016.11.30 18:41modify680.0183.1370.00083.139
2482016.11.30 18:41modify670.0182.1370.00083.139
2492016.12.05 16:46sell710.0186.1440.0000.000
2502016.12.05 16:46modify710.0186.1440.00083.640
2512016.12.05 16:46modify700.0185.1420.00083.640
2522016.12.05 16:46modify690.0184.1380.00083.640
2532016.12.05 16:46modify680.0183.1370.00083.640
2542016.12.05 16:46modify670.0182.1370.00083.640
2552016.12.09 13:42sell720.0187.1440.0000.000
2562016.12.09 13:42modify720.0187.1440.00084.140
2572016.12.09 13:42modify710.0186.1440.00084.140
2582016.12.09 13:42modify700.0185.1420.00084.140
2592016.12.09 13:42modify690.0184.1380.00084.140
2602016.12.09 13:42modify680.0183.1370.00084.140
2612016.12.09 13:42modify670.0182.1370.00084.140
2622016.12.12 08:16sell730.0188.1450.0000.000
2632016.12.12 08:16modify730.0188.1450.00084.641
2642016.12.12 08:16modify720.0187.1440.00084.641
2652016.12.12 08:16modify710.0186.1440.00084.641
2662016.12.12 08:16modify700.0185.1420.00084.641
2672016.12.12 08:16modify690.0184.1380.00084.641
2682016.12.12 08:16modify680.0183.1370.00084.641
2692016.12.12 08:16modify670.0182.1370.00084.641
2702017.02.28 17:47t/p670.0184.6410.00084.641-24.7610277.71
2712017.02.28 17:47t/p680.0184.6410.00084.641-15.5610262.16
2722017.02.28 17:47t/p690.0184.6410.00084.641-6.3010255.86
2732017.02.28 17:47t/p700.0184.6410.00084.6412.9510258.81
2742017.02.28 17:47t/p710.0184.6410.00084.64112.2310271.04
2752017.02.28 17:47t/p720.0184.6410.00084.64121.5110292.55
2762017.02.28 17:47t/p730.0184.6410.00084.64130.7110323.26