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

СимволEURCHF (Euro vs Swiss Franc)
Период1 Минута (M1) 2010.01.01 00:00 - 2017.04.14 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 истории2718010Смоделировано тиков113670720Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (17)
Чистая прибыль241.30Общая прибыль476.55Общий убыток-235.25
Прибыльность2.03Матожидание выигрыша4.39
Абсолютная просадка699.62Максимальная просадка726.79 (7.25%)Относительная просадка7.25% (726.79)
Всего сделок55Короткие позиции (% выигравших)16 (75.00%)Длинные позиции (% выигравших)39 (66.67%)
Прибыльные сделки (% от всех)38 (69.09%)Убыточные сделки (% от всех)17 (30.91%)
Самая большаяприбыльная сделка59.22убыточная сделка-51.65
Средняяприбыльная сделка12.54убыточная сделка-13.84
Максимальное количествонепрерывных выигрышей (прибыль)7 (59.52)непрерывных проигрышей (убыток)6 (-158.87)
Макс.непрерывная прибыль (число выигрышей)204.61 (6)непрерывный убыток (число проигрышей)-158.87 (6)
Среднийнепрерывный выигрыш4непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12010.03.22 00:00buy10.011.436030.000000.00000
22010.03.22 00:00modify10.011.436030.000001.44103
32010.03.24 02:43buy20.011.426020.000000.00000
42010.03.24 02:43modify20.011.426020.000001.43603
52010.03.24 02:43modify10.011.436030.000001.43603
62010.04.01 15:27buy30.011.416020.000000.00000
72010.04.01 15:27modify30.011.416020.000001.43102
82010.04.01 15:27modify20.011.426020.000001.43102
92010.04.01 15:27modify10.011.436030.000001.43102
102010.04.01 18:51t/p10.011.431020.000001.43102-5.359994.65
112010.04.01 18:51t/p20.011.431020.000001.431024.689999.34
122010.04.01 18:51t/p30.011.431020.000001.4310214.9510014.29
132010.05.17 00:00buy40.011.400340.000000.00000
142010.05.17 00:00modify40.011.400340.000001.40534
152010.05.19 15:14t/p40.011.405340.000001.405344.9210019.21
162010.05.31 00:00buy50.011.422120.000000.00000
172010.05.31 00:00modify50.011.422120.000001.42712
182010.06.02 11:44buy60.011.412120.000000.00000
192010.06.02 11:44modify60.011.412120.000001.42212
202010.06.02 11:44modify50.011.422120.000001.42212
212010.06.04 13:59buy70.011.402120.000000.00000
222010.06.04 13:59modify70.011.402120.000001.41712
232010.06.04 13:59modify60.011.412120.000001.41712
242010.06.04 13:59modify50.011.422120.000001.41712
252010.06.04 14:01buy80.011.392070.000000.00000
262010.06.04 14:01modify80.011.392070.000001.41211
272010.06.04 14:01modify70.011.402120.000001.41211
282010.06.04 14:01modify60.011.412120.000001.41211
292010.06.04 14:01modify50.011.422120.000001.41211
302010.06.08 11:51buy90.011.381970.000000.00000
312010.06.08 11:51modify90.011.381970.000001.40708
322010.06.08 11:51modify80.011.392070.000001.40708
332010.06.08 11:51modify70.011.402120.000001.40708
342010.06.08 11:51modify60.011.412120.000001.40708
352010.06.08 11:51modify50.011.422120.000001.40708
362010.06.18 18:38buy100.011.371970.000000.00000
372010.06.18 18:38modify100.011.371970.000001.40206
382010.06.18 18:38modify90.011.381970.000001.40206
392010.06.18 18:38modify80.011.392070.000001.40206
402010.06.18 18:38modify70.011.402120.000001.40206
412010.06.18 18:38modify60.011.412120.000001.40206
422010.06.18 18:38modify50.011.422120.000001.40206
432010.06.22 12:19buy110.011.361970.000000.00000
442010.06.22 12:19modify110.011.361970.000001.39705
452010.06.22 12:19modify100.011.371970.000001.39705
462010.06.22 12:19modify90.011.381970.000001.39705
472010.06.22 12:19modify80.011.392070.000001.39705
482010.06.22 12:19modify70.011.402120.000001.39705
492010.06.22 12:19modify60.011.412120.000001.39705
502010.06.22 12:19modify50.011.422120.000001.39705
512010.06.25 12:06buy120.011.351870.000000.00000
522010.06.25 12:06modify120.011.351870.000001.39203
532010.06.25 12:06modify110.011.361970.000001.39203
542010.06.25 12:06modify100.011.371970.000001.39203
552010.06.25 12:06modify90.011.381970.000001.39203
562010.06.25 12:06modify80.011.392070.000001.39203
572010.06.25 12:06modify70.011.402120.000001.39203
582010.06.25 12:06modify60.011.412120.000001.39203
592010.06.25 12:06modify50.011.422120.000001.39203
602010.06.28 14:07buy130.011.341870.000000.00000
612010.06.28 14:07modify130.011.341870.000001.38701
622010.06.28 14:07modify120.011.351870.000001.38701
632010.06.28 14:07modify110.011.361970.000001.38701
642010.06.28 14:07modify100.011.371970.000001.38701
652010.06.28 14:07modify90.011.381970.000001.38701
662010.06.28 14:07modify80.011.392070.000001.38701
672010.06.28 14:07modify70.011.402120.000001.38701
682010.06.28 14:07modify60.011.412120.000001.38701
692010.06.28 14:07modify50.011.422120.000001.38701
702010.06.29 07:49buy140.011.331870.000000.00000
712010.06.29 07:49modify140.011.331870.000001.38200
722010.06.29 07:49modify130.011.341870.000001.38200
732010.06.29 07:49modify120.011.351870.000001.38200
742010.06.29 07:49modify110.011.361970.000001.38200
752010.06.29 07:49modify100.011.371970.000001.38200
762010.06.29 07:49modify90.011.381970.000001.38200
772010.06.29 07:49modify80.011.392070.000001.38200
782010.06.29 07:49modify70.011.402120.000001.38200
792010.06.29 07:49modify60.011.412120.000001.38200
802010.06.29 07:49modify50.011.422120.000001.38200
812010.06.29 17:03buy150.011.321870.000000.00000
822010.06.29 17:03modify150.011.321870.000001.37698
832010.06.29 17:03modify140.011.331870.000001.37698
842010.06.29 17:03modify130.011.341870.000001.37698
852010.06.29 17:03modify120.011.351870.000001.37698
862010.06.29 17:03modify110.011.361970.000001.37698
872010.06.29 17:03modify100.011.371970.000001.37698
882010.06.29 17:03modify90.011.381970.000001.37698
892010.06.29 17:03modify80.011.392070.000001.37698
902010.06.29 17:03modify70.011.402120.000001.37698
912010.06.29 17:03modify60.011.412120.000001.37698
922010.06.29 17:03modify50.011.422120.000001.37698
932010.07.01 04:03buy160.011.311820.000000.00000
942010.07.01 04:03modify160.011.311820.000001.37197
952010.07.01 04:03modify150.011.321870.000001.37197
962010.07.01 04:03modify140.011.331870.000001.37197
972010.07.01 04:03modify130.011.341870.000001.37197
982010.07.01 04:03modify120.011.351870.000001.37197
992010.07.01 04:03modify110.011.361970.000001.37197
1002010.07.01 04:03modify100.011.371970.000001.37197
1012010.07.01 04:03modify90.011.381970.000001.37197
1022010.07.01 04:03modify80.011.392070.000001.37197
1032010.07.01 04:03modify70.011.402120.000001.37197
1042010.07.01 04:03modify60.011.412120.000001.37197
1052010.07.01 04:03modify50.011.422120.000001.37197
1062010.07.27 11:09t/p50.011.371970.000001.37197-51.659967.55
1072010.07.27 11:09t/p60.011.371970.000001.37197-41.629925.93
1082010.07.27 11:09t/p70.011.371970.000001.37197-31.549894.39
1092010.07.27 11:09t/p80.011.371970.000001.37197-21.539872.85
1102010.07.27 11:09t/p90.011.371970.000001.37197-11.429861.44
1112010.07.27 11:09t/p100.011.371970.000001.37197-1.109860.34
1122010.07.27 11:09t/p110.011.371970.000001.371978.939869.27
1132010.07.27 11:09t/p120.011.371970.000001.3719719.149888.41
1142010.07.27 11:09t/p130.011.371970.000001.3719729.139917.54
1152010.07.27 11:09t/p140.011.371970.000001.3719739.129956.65
1162010.07.27 11:09t/p150.011.371970.000001.3719749.0810005.73
1172010.07.27 11:09t/p160.011.371970.000001.3719759.2210064.95
1182010.08.09 00:00sell170.011.378580.000000.00000
1192010.08.09 00:00modify170.011.378580.000001.37358
1202010.08.10 10:02sell180.011.388650.000000.00000
1212010.08.10 10:02modify180.011.388650.000001.37862
1222010.08.10 10:02modify170.011.378580.000001.37862
1232010.08.11 03:37t/p170.011.378620.000001.37862-0.2710064.68
1242010.08.11 03:37t/p180.011.378620.000001.378629.8810074.56
1252010.08.16 00:00buy190.011.340910.000000.00000
1262010.08.16 00:00modify190.011.340910.000001.34591
1272010.08.16 11:26buy200.011.330870.000000.00000
1282010.08.16 11:26modify200.011.330870.000001.34089
1292010.08.16 11:26modify190.011.340910.000001.34089
1302010.08.17 12:02t/p190.011.340890.000001.34089-0.0510074.51
1312010.08.17 12:02t/p200.011.340890.000001.340899.9610084.47
1322010.08.23 00:00buy210.011.314070.000000.00000
1332010.08.23 00:00modify210.011.314070.000001.31907
1342010.08.23 16:52t/p210.011.319070.000001.319074.9810089.45
1352010.09.20 00:00sell220.011.317720.000000.00000
1362010.09.20 00:00modify220.011.317720.000001.31272
1372010.09.20 16:13t/p220.011.312720.000001.312724.9810094.43
1382010.12.06 00:00buy230.011.304890.000000.00000
1392010.12.06 00:00modify230.011.304890.000001.30989
1402010.12.06 16:30t/p230.011.309890.000001.309894.9810099.41
1412011.01.17 00:00sell240.011.288300.000000.00000
1422011.01.17 00:00modify240.011.288300.000001.28330
1432011.01.17 08:48t/p240.011.283300.000001.283304.9810104.39
1442011.01.31 00:00buy250.011.278520.000000.00000
1452011.01.31 00:00modify250.011.278520.000001.28352
1462011.01.31 10:56t/p250.011.283520.000001.283524.9810109.37
1472011.02.21 00:00buy260.011.292800.000000.00000
1482011.02.21 00:00modify260.011.292800.000001.29780
1492011.02.22 09:49buy270.011.282790.000000.00000
1502011.02.22 09:49modify270.011.282790.000001.29280
1512011.02.22 09:49modify260.011.292800.000001.29280
1522011.02.24 09:56buy280.011.272790.000000.00000
1532011.02.24 09:56modify280.011.272790.000001.28779
1542011.02.24 09:56modify270.011.282790.000001.28779
1552011.02.24 09:56modify260.011.292800.000001.28779
1562011.03.01 10:56t/p260.011.287790.000001.28779-5.2310104.14
1572011.03.01 10:56t/p270.011.287790.000001.287794.7710108.91
1582011.03.01 10:56t/p280.011.287790.000001.2877914.8510123.76
1592011.04.04 00:00sell290.011.315100.000000.00000
1602011.04.04 00:00modify290.011.315100.000001.31010
1612011.04.04 16:57t/p290.011.310100.000001.310104.9810128.74
1622011.04.18 00:00buy300.011.285910.000000.00000
1632011.04.18 00:00modify300.011.285910.000001.29091
1642011.04.18 16:59buy310.011.275860.000000.00000
1652011.04.18 16:59modify310.011.275860.000001.28589
1662011.04.18 16:59modify300.011.285910.000001.28589
1672011.04.19 14:40t/p300.011.285890.000001.28589-0.0510128.69
1682011.04.19 14:40t/p310.011.285890.000001.285899.9610138.65
1692011.05.30 00:00buy320.011.215360.000000.00000
1702011.05.30 00:00modify320.011.215360.000001.22036
1712011.05.31 04:43t/p320.011.220360.000001.220364.9510143.60
1722011.06.27 00:00buy330.011.181600.000000.00000
1732011.06.27 00:00modify330.011.181600.000001.18660
1742011.06.27 10:24t/p330.011.186600.000001.186604.9810148.58
1752011.07.04 00:00sell340.011.232370.000000.00000
1762011.07.04 00:00modify340.011.232370.000001.22737
1772011.07.05 10:11t/p340.011.227370.000001.227374.8710153.45
1782011.07.11 00:00buy350.011.191110.000000.00000
1792011.07.11 00:00modify350.011.191110.000001.19611
1802011.07.11 13:59buy360.011.181110.000000.00000
1812011.07.11 13:59modify360.011.181110.000001.19111
1822011.07.11 13:59modify350.011.191110.000001.19111
1832011.07.11 15:28buy370.011.171020.000000.00000
1842011.07.11 15:28modify370.011.171020.000001.18608
1852011.07.11 15:28modify360.011.181110.000001.18608
1862011.07.11 15:28modify350.011.191110.000001.18608
1872011.07.12 10:50buy380.011.160980.000000.00000
1882011.07.12 10:50modify380.011.160980.000001.18106
1892011.07.12 10:50modify370.011.171020.000001.18106
1902011.07.12 10:50modify360.011.181110.000001.18106
1912011.07.12 10:50modify350.011.191110.000001.18106
1922011.07.14 00:23buy390.011.150890.000000.00000
1932011.07.14 00:23modify390.011.150890.000001.17602
1942011.07.14 00:23modify380.011.160980.000001.17602
1952011.07.14 00:23modify370.011.171020.000001.17602
1962011.07.14 00:23modify360.011.181110.000001.17602
1972011.07.14 00:23modify350.011.191110.000001.17602
1982011.07.18 09:35buy400.011.140870.000000.00000
1992011.07.18 09:35modify400.011.140870.000001.17100
2002011.07.18 09:35modify390.011.150890.000001.17100
2012011.07.18 09:35modify380.011.160980.000001.17100
2022011.07.18 09:35modify370.011.171020.000001.17100
2032011.07.18 09:35modify360.011.181110.000001.17100
2042011.07.18 09:35modify350.011.191110.000001.17100
2052011.07.21 01:39t/p350.011.171000.000001.17100-20.3910133.06
2062011.07.21 01:39t/p360.011.171000.000001.17100-10.4310122.64
2072011.07.21 01:39t/p370.011.171000.000001.17100-0.3810122.26
2082011.07.21 01:39t/p380.011.171000.000001.171009.6510131.91
2092011.07.21 01:39t/p390.011.171000.000001.1710019.8210151.74
2102011.07.21 01:39t/p400.011.171000.000001.1710029.8710181.61
2112011.08.08 00:00buy410.011.094210.000000.00000
2122011.08.08 00:00modify410.011.094210.000001.09921
2132011.08.08 07:22buy420.011.084210.000000.00000
2142011.08.08 07:22modify420.011.084210.000001.09421
2152011.08.08 07:22modify410.011.094210.000001.09421
2162011.08.08 10:24t/p410.011.094210.000001.094210.0010181.61
2172011.08.08 10:24t/p420.011.094210.000001.094219.9610191.57
2182011.08.29 00:00sell430.011.169940.000000.00000
2192011.08.29 00:00modify430.011.169940.000001.16494
2202011.08.29 09:36sell440.011.179940.000000.00000
2212011.08.29 09:36modify440.011.179940.000001.16994
2222011.08.29 09:36modify430.011.169940.000001.16994
2232011.08.29 17:10sell450.011.189980.000000.00000
2242011.08.29 17:10modify450.011.189980.000001.17495
2252011.08.29 17:10modify440.011.179940.000001.17495
2262011.08.29 17:10modify430.011.169940.000001.17495
2272011.08.31 10:36t/p430.011.174950.000001.17495-5.2210186.35
2282011.08.31 10:36t/p440.011.174950.000001.174954.7410191.09
2292011.08.31 10:36t/p450.011.174950.000001.1749514.7410205.84
2302011.09.05 00:00buy460.011.114550.000000.00000
2312011.09.05 00:00modify460.011.114550.000001.11955
2322011.09.05 04:05t/p460.011.119550.000001.119554.9810210.82
2332011.09.12 00:00sell470.011.206090.000000.00000
2342011.09.12 00:00modify470.011.206090.000001.20109
2352011.09.20 15:56sell480.011.216130.000000.00000
2362011.09.20 15:56modify480.011.216130.000001.20611
2372011.09.20 15:56modify470.011.206090.000001.20611
2382011.09.21 07:24sell490.011.226660.000000.00000
2392011.09.21 07:24modify490.011.226660.000001.21129
2402011.09.21 07:24modify480.011.216130.000001.21129
2412011.09.21 07:24modify470.011.206090.000001.21129
2422011.10.06 10:00sell500.011.236690.000000.00000
2432011.10.06 10:00modify500.011.236690.000001.21639
2442011.10.06 10:00modify490.011.226660.000001.21639
2452011.10.06 10:00modify480.011.216130.000001.21639
2462011.10.06 10:00modify470.011.206090.000001.21639
2472011.10.19 15:52sell510.011.246730.000000.00000
2482011.10.19 15:52modify510.011.246730.000001.22146
2492011.10.19 15:52modify500.011.236690.000001.22146
2502011.10.19 15:52modify490.011.226660.000001.22146
2512011.10.19 15:52modify480.011.216130.000001.22146
2522011.10.19 15:52modify470.011.206090.000001.22146
2532011.10.21 04:39t/p470.011.221460.000001.22146-19.9810190.84
2542011.10.21 04:39t/p480.011.221460.000001.22146-9.0610181.78
2552011.10.21 04:39t/p490.011.221460.000001.221461.5410183.32
2562011.10.21 04:39t/p500.011.221460.000001.2214613.4610196.78
2572011.10.21 04:39t/p510.011.221460.000001.2214624.7110221.49
2582013.01.21 00:02sell520.011.244290.000000.00000
2592013.01.21 00:02modify520.011.244290.000001.23929
2602013.01.22 11:10t/p520.011.239290.000001.239294.8710226.36
2612015.01.19 00:00buy530.010.994020.000000.00000
2622015.01.19 00:00modify530.010.994020.000000.99902
2632015.01.19 04:37t/p530.010.999020.000000.999024.9810231.34
2642015.02.02 00:03sell540.011.047980.000000.00000
2652015.02.02 00:03modify540.011.047980.000001.04298
2662015.02.02 01:20t/p540.011.042980.000001.042984.9810236.32
2672016.06.13 00:02buy550.011.085960.000000.00000
2682016.06.13 00:02modify550.011.085960.000001.09096
2692016.06.13 17:47t/p550.011.090960.000001.090964.9810241.30