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

СимволNZDCAD (New Zealand Dollar vs Canadian Dollar)
Период1 Минута (M1) 2010.01.01 00:03 - 2017.04.23 23:59 (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=50; Candles=160; 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 истории2727733Смоделировано тиков124993228Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит10000.00СпредТекущий (63)
Чистая прибыль256.93Общая прибыль279.60Общий убыток-22.68
Прибыльность12.33Матожидание выигрыша3.78
Абсолютная просадка30.26Максимальная просадка74.19 (0.74%)Относительная просадка0.74% (74.19)
Всего сделок68Короткие позиции (% выигравших)26 (84.62%)Длинные позиции (% выигравших)42 (83.33%)
Прибыльные сделки (% от всех)57 (83.82%)Убыточные сделки (% от всех)11 (16.18%)
Самая большаяприбыльная сделка14.29убыточная сделка-5.90
Средняяприбыльная сделка4.91убыточная сделка-2.06
Максимальное количествонепрерывных выигрышей (прибыль)16 (76.65)непрерывных проигрышей (убыток)2 (-8.12)
Макс.непрерывная прибыль (число выигрышей)76.65 (16)непрерывный убыток (число проигрышей)-8.12 (2)
Среднийнепрерывный выигрыш5непрерывный проигрыш1
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12010.03.08 00:00buy10.010.715150.000000.00000
22010.03.08 00:00modify10.010.715150.000000.72015
32010.03.08 09:11t/p10.010.720150.000000.720153.6810003.68
42010.05.03 00:00sell20.010.739500.000000.00000
52010.05.03 00:00modify20.010.739500.000000.73450
62010.05.06 01:02sell30.010.744500.000000.00000
72010.05.06 01:02modify30.010.744500.000000.73700
82010.05.06 01:02modify20.010.739500.000000.73700
92010.05.06 02:21sell40.010.749550.000000.00000
102010.05.06 02:21modify40.010.749550.000000.73952
112010.05.06 02:21modify30.010.744500.000000.73952
122010.05.06 02:21modify20.010.739500.000000.73952
132010.05.06 21:45sell50.010.754600.000000.00000
142010.05.06 21:45modify50.010.754600.000000.74204
152010.05.06 21:45modify40.010.749550.000000.74204
162010.05.06 21:45modify30.010.744500.000000.74204
172010.05.06 21:45modify20.010.739500.000000.74204
182010.05.07 14:00t/p20.010.742040.000000.74204-2.0810001.60
192010.05.07 14:00t/p30.010.742040.000000.742041.7810003.38
202010.05.07 14:00t/p40.010.742040.000000.742045.4910008.87
212010.05.07 14:00t/p50.010.742040.000000.742049.2110018.07
222010.08.16 00:00buy60.010.736550.000000.00000
232010.08.16 00:00modify60.010.736550.000000.74155
242010.08.16 04:23buy70.010.731530.000000.00000
252010.08.16 04:23modify70.010.731530.000000.73904
262010.08.16 04:23modify60.010.736550.000000.73904
272010.08.16 18:24t/p60.010.739040.000000.739041.8310019.90
282010.08.16 18:24t/p70.010.739040.000000.739045.5210025.42
292010.11.29 00:00buy80.010.764950.000000.00000
302010.11.29 00:00modify80.010.764950.000000.76995
312010.11.29 23:00buy90.010.759850.000000.00000
322010.11.29 23:00modify90.010.759850.000000.76740
332010.11.29 23:00modify80.010.764950.000000.76740
342010.12.02 15:49buy100.010.754750.000000.00000
352010.12.02 15:49modify100.010.754750.000000.76485
362010.12.02 15:49modify90.010.759850.000000.76485
372010.12.02 15:49modify80.010.764950.000000.76485
382010.12.03 15:48t/p80.010.764850.000000.764850.0610025.48
392010.12.03 15:48t/p90.010.764850.000000.764853.8110029.29
402010.12.03 15:48t/p100.010.764850.000000.764857.4510036.74
412011.02.28 00:00buy110.010.734420.000000.00000
422011.02.28 00:00modify110.010.734420.000000.73942
432011.03.01 02:29buy120.010.729380.000000.00000
442011.03.01 02:29modify120.010.729380.000000.73690
452011.03.01 02:29modify110.010.734420.000000.73690
462011.03.02 03:33buy130.010.724380.000000.00000
472011.03.02 03:33modify130.010.724380.000000.73439
482011.03.02 03:33modify120.010.729380.000000.73439
492011.03.02 03:33modify110.010.734420.000000.73439
502011.03.04 00:42buy140.010.718520.000000.00000
512011.03.04 00:42modify140.010.718520.000000.73168
522011.03.04 00:42modify130.010.724380.000000.73168
532011.03.04 00:42modify120.010.729380.000000.73168
542011.03.04 00:42modify110.010.734420.000000.73168
552011.03.09 22:00buy150.010.711450.000000.00000
562011.03.09 22:00modify150.010.711450.000000.72863
572011.03.09 22:00modify140.010.718520.000000.72863
582011.03.09 22:00modify130.010.724380.000000.72863
592011.03.09 22:00modify120.010.729380.000000.72863
602011.03.09 22:00modify110.010.734420.000000.72863
612011.03.17 00:58buy160.010.706410.000000.00000
622011.03.17 00:58modify160.010.706410.000000.72576
632011.03.17 00:58modify150.010.711450.000000.72576
642011.03.17 00:58modify140.010.718520.000000.72576
652011.03.17 00:58modify130.010.724380.000000.72576
662011.03.17 00:58modify120.010.729380.000000.72576
672011.03.17 00:58modify110.010.734420.000000.72576
682011.03.22 13:36t/p110.010.725760.000000.72576-5.9010030.83
692011.03.22 13:36t/p120.010.725760.000000.72576-2.2210028.62
702011.03.22 13:36t/p130.010.725760.000000.725761.4410030.06
712011.03.22 13:36t/p140.010.725760.000000.725765.6710035.73
722011.03.22 13:36t/p150.010.725760.000000.7257610.8110046.53
732011.03.22 13:36t/p160.010.725760.000000.7257614.2910060.83
742011.03.28 00:00sell170.010.737690.000000.00000
752011.03.28 00:00modify170.010.737690.000000.73269
762011.03.28 16:57t/p170.010.732690.000000.732693.6810064.51
772011.04.18 00:00sell180.010.766020.000000.00000
782011.04.18 00:00modify180.010.766020.000000.76102
792011.04.18 11:15t/p180.010.761020.000000.761023.6710068.18
802011.05.30 00:00sell190.010.800050.000000.00000
812011.05.30 00:00modify190.010.800050.000000.79505
822011.06.01 03:58t/p190.010.795050.000000.795053.6010071.78
832011.08.01 00:00sell200.010.839250.000000.00000
842011.08.01 00:00modify200.010.839250.000000.83425
852011.08.02 12:19t/p200.010.834250.000000.834253.6510075.42
862011.11.21 00:00buy210.010.776400.000000.00000
872011.11.21 00:00modify210.010.776400.000000.78140
882011.11.28 00:00t/p210.010.781400.000000.781403.8310079.25
892013.05.13 00:06buy220.010.839050.000000.00000
902013.05.13 00:06modify220.010.839050.000000.84405
912013.05.13 18:20buy230.010.834020.000000.00000
922013.05.13 18:20modify230.010.834020.000000.84154
932013.05.13 18:20modify220.010.839050.000000.84154
942013.05.17 04:10buy240.010.828930.000000.00000
952013.05.17 04:10modify240.010.828930.000000.83900
962013.05.17 04:10modify230.010.834020.000000.83900
972013.05.17 04:10modify220.010.839050.000000.83900
982013.05.20 14:48t/p220.010.839000.000000.839000.1110079.36
992013.05.20 14:48t/p230.010.839000.000000.839003.8110083.17
1002013.05.20 14:48t/p240.010.839000.000000.839007.4210090.59
1012013.06.10 00:00buy250.010.800390.000000.00000
1022013.06.10 00:00modify250.010.800390.000000.80539
1032013.06.10 18:20t/p250.010.805390.000000.805393.6710094.26
1042013.06.17 00:35sell260.010.818550.000000.00000
1052013.06.17 00:35modify260.010.818550.000000.81355
1062013.06.17 18:24t/p260.010.813550.000000.813553.6810097.94
1072013.08.05 00:00buy270.010.805790.000000.00000
1082013.08.05 00:00modify270.010.805790.000000.81079
1092013.08.05 10:01t/p270.010.810790.000000.810793.6810101.62
1102013.08.12 00:01sell280.010.826670.000000.00000
1112013.08.12 00:01modify280.010.826670.000000.82167
1122013.08.13 17:36t/p280.010.821670.000000.821673.6510105.27
1132014.09.29 00:01buy290.010.877610.000000.00000
1142014.09.29 00:01modify290.010.877610.000000.88261
1152014.09.29 05:00buy300.010.872560.000000.00000
1162014.09.29 05:00modify300.010.872560.000000.88009
1172014.09.29 05:00modify290.010.877610.000000.88009
1182014.09.29 05:00buy310.010.866610.000000.00000
1192014.09.29 05:00modify310.010.866610.000000.87726
1202014.09.29 05:00modify300.010.872560.000000.87726
1212014.09.29 05:00modify290.010.877610.000000.87726
1222014.10.01 17:05t/p290.010.877260.000000.87726-0.2210105.05
1232014.10.01 17:05t/p300.010.877260.000000.877263.5010108.55
1242014.10.01 17:05t/p310.010.877260.000000.877267.8710116.42
1252014.10.20 00:01sell320.010.893980.000000.00000
1262014.10.20 00:01modify320.010.893980.000000.88898
1272014.10.20 19:40sell330.010.898980.000000.00000
1282014.10.20 19:40modify330.010.898980.000000.89148
1292014.10.20 19:40modify320.010.893980.000000.89148
1302014.10.21 07:34sell340.010.904180.000000.00000
1312014.10.21 07:34modify340.010.904180.000000.89405
1322014.10.21 07:34modify330.010.898980.000000.89405
1332014.10.21 07:34modify320.010.893980.000000.89405
1342014.10.21 18:18t/p320.010.894050.000000.89405-0.0810116.34
1352014.10.21 18:18t/p330.010.894050.000000.894053.6010119.93
1362014.10.21 18:18t/p340.010.894050.000000.894057.4510127.38
1372014.12.15 00:00sell350.010.900940.000000.00000
1382014.12.15 00:00modify350.010.900940.000000.89594
1392014.12.15 05:34t/p350.010.895940.000000.895943.6810131.06
1402015.06.15 00:03buy360.010.860850.000000.00000
1412015.06.15 00:03modify360.010.860850.000000.86585
1422015.06.17 11:18buy370.010.855850.000000.00000
1432015.06.17 11:18modify370.010.855850.000000.86335
1442015.06.17 11:18modify360.010.860850.000000.86335
1452015.06.17 18:30buy380.010.850850.000000.00000
1462015.06.17 18:30modify380.010.850850.000000.86085
1472015.06.17 18:30modify370.010.855850.000000.86085
1482015.06.17 18:30modify360.010.860850.000000.86085
1492015.06.18 01:45buy390.010.845140.000000.00000
1502015.06.18 01:45modify390.010.845140.000000.85817
1512015.06.18 01:45modify380.010.850850.000000.85817
1522015.06.18 01:45modify370.010.855850.000000.85817
1532015.06.18 01:45modify360.010.860850.000000.85817
1542015.06.29 00:31buy400.010.840020.000000.00000
1552015.06.29 00:31modify400.010.840020.000000.85554
1562015.06.29 00:31modify390.010.845140.000000.85554
1572015.06.29 00:31modify380.010.850850.000000.85554
1582015.06.29 00:31modify370.010.855850.000000.85554
1592015.06.29 00:31modify360.010.860850.000000.85554
1602015.07.08 17:35t/p360.010.855540.000000.85554-3.4110127.65
1612015.07.08 17:35t/p370.010.855540.000000.855540.2210127.88
1622015.07.08 17:35t/p380.010.855540.000000.855543.8910131.77
1632015.07.08 17:35t/p390.010.855540.000000.855548.0310139.80
1642015.07.08 17:35t/p400.010.855540.000000.8555411.6110151.41
1652015.08.31 01:00buy410.010.854070.000000.00000
1662015.08.31 01:00modify410.010.854070.000000.85907
1672015.08.31 14:13buy420.010.849060.000000.00000
1682015.08.31 14:13modify420.010.849060.000000.85657
1692015.08.31 14:13modify410.010.854070.000000.85657
1702015.08.31 17:58buy430.010.844010.000000.00000
1712015.08.31 17:58modify430.010.844010.000000.85405
1722015.08.31 17:58modify420.010.849060.000000.85405
1732015.08.31 17:58modify410.010.854070.000000.85405
1742015.08.31 20:34buy440.010.839010.000000.00000
1752015.08.31 20:34modify440.010.839010.000000.85154
1762015.08.31 20:34modify430.010.844010.000000.85154
1772015.08.31 20:34modify420.010.849060.000000.85154
1782015.08.31 20:34modify410.010.854070.000000.85154
1792015.08.31 22:05buy450.010.833960.000000.00000
1802015.08.31 22:05modify450.010.833960.000000.84902
1812015.08.31 22:05modify440.010.839010.000000.84902
1822015.08.31 22:05modify430.010.844010.000000.84902
1832015.08.31 22:05modify420.010.849060.000000.84902
1842015.08.31 22:05modify410.010.854070.000000.84902
1852015.09.09 16:29t/p410.010.849020.000000.84902-3.5210147.89
1862015.09.09 16:29t/p420.010.849020.000000.849020.1610148.05
1872015.09.09 16:29t/p430.010.849020.000000.849023.8810151.93
1882015.09.09 16:29t/p440.010.849020.000000.849027.5610159.49
1892015.09.09 16:29t/p450.010.849020.000000.8490211.2710170.76
1902015.10.12 00:01sell460.010.865580.000000.00000
1912015.10.12 00:01modify460.010.865580.000000.86058
1922015.10.12 15:50sell470.010.870580.000000.00000
1932015.10.12 15:50modify470.010.870580.000000.86308
1942015.10.12 15:50modify460.010.865580.000000.86308
1952015.10.13 13:01sell480.010.875580.000000.00000
1962015.10.13 13:01modify480.010.875580.000000.86558
1972015.10.13 13:01modify470.010.870580.000000.86558
1982015.10.13 13:01modify460.010.865580.000000.86558
1992015.10.13 23:11t/p460.010.865580.000000.86558-0.0310170.73
2002015.10.13 23:11t/p470.010.865580.000000.865583.6410174.37
2012015.10.13 23:11t/p480.010.865580.000000.865587.3510181.72
2022015.12.07 00:01sell490.010.900820.000000.00000
2032015.12.07 00:01modify490.010.900820.000000.89582
2042015.12.07 12:12t/p490.010.895820.000000.895823.6810185.40
2052016.02.29 00:00buy500.010.890860.000000.00000
2062016.02.29 00:00modify500.010.890860.000000.89586
2072016.02.29 10:44t/p500.010.895860.000000.895863.6710189.07
2082016.04.25 00:04buy510.010.866710.000000.00000
2092016.04.25 00:04modify510.010.866710.000000.87171
2102016.04.25 09:58t/p510.010.871710.000000.871713.6710192.74
2112016.06.06 00:01sell520.010.898520.000000.00000
2122016.06.06 00:01modify520.010.898520.000000.89352
2132016.06.06 17:14t/p520.010.893520.000000.893523.6710196.41
2142016.07.11 00:02sell530.010.951300.000000.00000
2152016.07.11 00:02modify530.010.951300.000000.94630
2162016.07.11 15:37t/p530.010.946300.000000.946303.6810200.09
2172016.07.18 00:04buy540.010.924000.000000.00000
2182016.07.18 00:04modify540.010.924000.000000.92900
2192016.07.18 01:45buy550.010.918960.000000.00000
2202016.07.18 01:45modify550.010.918960.000000.92648
2212016.07.18 01:45modify540.010.924000.000000.92648
2222016.07.19 00:29buy560.010.913910.000000.00000
2232016.07.19 00:29modify560.010.913910.000000.92396
2242016.07.19 00:29modify550.010.918960.000000.92396
2252016.07.19 00:29modify540.010.924000.000000.92396
2262016.07.21 17:04buy570.010.908910.000000.00000
2272016.07.21 17:04modify570.010.908910.000000.92145
2282016.07.21 17:04modify560.010.913910.000000.92145
2292016.07.21 17:04modify550.010.918960.000000.92145
2302016.07.21 17:04modify540.010.924000.000000.92145
2312016.07.25 15:31t/p540.010.921450.000000.92145-1.7310198.35
2322016.07.25 15:31t/p550.010.921450.000000.921451.9810200.33
2332016.07.25 15:31t/p560.010.921450.000000.921455.6710206.00
2342016.07.25 15:31t/p570.010.921450.000000.921459.2610215.26
2352016.08.01 00:06sell580.010.938370.000000.00000
2362016.08.01 00:06modify580.010.938370.000000.93337
2372016.08.02 06:17sell590.010.943390.000000.00000
2382016.08.02 06:17modify590.010.943390.000000.93588
2392016.08.02 06:17modify580.010.938370.000000.93588
2402016.08.02 23:47sell600.010.948390.000000.00000
2412016.08.02 23:47modify600.010.948390.000000.93838
2422016.08.02 23:47modify590.010.943390.000000.93838
2432016.08.02 23:47modify580.010.938370.000000.93838
2442016.08.03 17:15t/p580.010.938380.000000.93838-0.0710215.19
2452016.08.03 17:15t/p590.010.938380.000000.938383.6610218.85
2462016.08.03 17:15t/p600.010.938380.000000.938387.3310226.17
2472016.10.24 00:01sell610.010.953780.000000.00000
2482016.10.24 00:01modify610.010.953780.000000.94878
2492016.10.24 23:59t/p610.010.948780.000000.948783.6710229.84
2502016.11.14 00:00buy620.010.964260.000000.00000
2512016.11.14 00:00modify620.010.964260.000000.96926
2522016.11.15 15:47buy630.010.959260.000000.00000
2532016.11.15 15:47modify630.010.959260.000000.96676
2542016.11.15 15:47modify620.010.964260.000000.96676
2552016.11.15 21:27buy640.010.954260.000000.00000
2562016.11.15 21:27modify640.010.954260.000000.96426
2572016.11.15 21:27modify630.010.959260.000000.96426
2582016.11.15 21:27modify620.010.964260.000000.96426
2592016.11.16 17:40buy650.010.949250.000000.00000
2602016.11.16 17:40modify650.010.949250.000000.96176
2612016.11.16 17:40modify640.010.954260.000000.96176
2622016.11.16 17:40modify630.010.959260.000000.96176
2632016.11.16 17:40modify620.010.964260.000000.96176
2642016.11.21 00:00buy660.010.943710.000000.00000
2652016.11.21 00:00modify660.010.943710.000000.95915
2662016.11.21 00:00modify650.010.949250.000000.95915
2672016.11.21 00:00modify640.010.954260.000000.95915
2682016.11.21 00:00modify630.010.959260.000000.95915
2692016.11.21 00:00modify620.010.964260.000000.95915
2702016.11.30 02:16t/p620.010.959150.000000.95915-3.4110226.43
2712016.11.30 02:16t/p630.010.959150.000000.959150.2410226.67
2722016.11.30 02:16t/p640.010.959150.000000.959153.9210230.59
2732016.11.30 02:16t/p650.010.959150.000000.959157.5810238.16
2742016.11.30 02:16t/p660.010.959150.000000.9591511.5410249.71
2752017.01.23 00:00sell670.010.954130.000000.00000
2762017.01.23 00:00modify670.010.954130.000000.94913
2772017.01.23 15:27sell680.010.959130.000000.00000
2782017.01.23 15:27modify680.010.959130.000000.95163
2792017.01.23 15:27modify670.010.954130.000000.95163
2802017.01.25 03:56t/p670.010.951630.000000.951631.7710251.48
2812017.01.25 03:56t/p680.010.951630.000000.951635.4510256.93